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 AddressStateOrProvince Address State/Province FIX.5.0SP2EP103
36 AddressPostalCode Address Postal Code FIX.5.0SP2EP103
37 AddressStreet Address Street FIX.5.0SP2EP103
38 AddressISOCountryCode Address Country (ISO country code) FIX.5.0SP2EP103
39 ISOCountryCode ISO country code FIX.5.0SP2EP103
40 MarketSegment Market segment FIX.5.0SP2EP105 FIX.5.0SP2EP187
41 CustomerAccountType Customer account type FIX.5.0SP2EP155
42 OmnibusAccount Omnibus account FIX.5.0SP2EP155
43 FundsSegregationType Funds segregation type FIX.5.0SP2EP155 FIX.5.0SP2EP204
44 GuaranteeFund Identifies a guarantee fund related to an account. Used when one account has multiple funds of collateral, each guaranteeing different positions. Can be used for PartyRole(452) = Customer Account(24). FIX.5.0SP2EP157
45 SwapDealer The US regulator's defined term for identifying the trade counterparty as "any person who holds itself out as a dealer in swaps, makes a market in swaps, regularly enters into swaps with counterparties as an ordinary course of business for its own account, or engages in activity causing itself to be commonly known in the trade as a dealer or market maker in swaps". FIX.5.0SP2EP161 FIX.5.0SP2EP192
46 MajorParticipant When PartySubID(523)=Y the counterparty is not the swap dealer but is a major swap participant as defined in the regulations. FIX.5.0SP2EP161 FIX.5.0SP2EP187
47 FinancialEntity When PartySubID(523)=Y the counterparty is neither a swap dealer nor a major swap participant but is a financial entity as defined in the regulations. FIX.5.0SP2EP161 FIX.5.0SP2EP208
48 USPerson A legal term referring to any U.S. person or legal entity anywhere in the world that should be taxed under U.S. law. FIX.5.0SP2EP161
49 ReportingEntityIndicator Indicates the entity obligated or delegated to report to their regulator, a non-regulatory agency or data repository. Set PartySubID(523)=Y if true. FIX.5.0SP2EP161 FIX.5.0SP2EP229
50 ElectedClearingRequirementException Elected clearing requirement exception FIX.5.0SP2EP161
51 BusinessCenter None FIX.5.0SP2EP161
52 ReferenceText Reference text FIX.5.0SP2EP161
53 ShortMarkingExemptAccount Short-marking exempt account FIX.5.0SP2EP164
54 ParentFirmIdentifier Implementation-specific identifier of this party's parent entity. FIX.5.0SP2EP169
55 ParentFirmName Full name of this party's parent entity. FIX.5.0SP2EP169
56 DealIdentifier The internal identifier assigned to the trade by this party, particularly by a Clearing Organization. FIX.5.0SP2EP169
57 SystemTradeID System trade identifier FIX.5.0SP2EP169
58 SystemTradeSubID System trade sub-identifier FIX.5.0SP2EP169
59 FCMCode The FCM's code or identifier in relation to the PartyRole(452). For example, if PartyRole(452) is the exchange or clearinghouse, the FCM code/ID specified in PartySubID(523) is the FCM's identifier at the exchange or clearinghouse. FIX.5.0SP2EP169
60 DlvryTrmlCode Usually used for gas delivery to identify whose account the gas is allocated to at the delivery terminal. Often referred to as "HUB" code. FIX.5.0SP2EP169
61 VolntyRptEntity The entity voluntarily reporting the trade to the regulator. Set PartySubID(523)=Y if true. FIX.5.0SP2EP169
62 RptObligJursdctn For a trade that falls under multiple jurisdictions this may be used to identify, through PartySubID(523), the reporting jurisdiction to which the party is obligated to report. FIX.5.0SP2EP169
63 VolntyRptJursdctn For a trade that falls under multiple jurisdictions this may be used to identify, through PartySubID(523), the regulatory jurisdiction to which the party is submitting a voluntary report. FIX.5.0SP2EP169
64 CompanyActivities For regulatory reporting. ID values include:
A = Assurance undertaking authorized in accordance with Directive 2002/83/EC
C=Credit institution authorized in accordance with Directive 2006/48/EC
F=Investment firm in accordance with Directive 2004/39/EC
I=Insurance undertaking authorized in accordance with Directive 73/239/EC
L=Alternative investment fund managed by AIFMs authorized or registered in accordance with Directive 2011/61/EC
O=Institution for occupational retirement provision within the meaning of Article 6(a0 of Directive 2003/41/EC
R=Reinsurance undertaking authorized in accordance with Directive 2005/68/EC
U=UCITS and its management company, authorized in accordance with Directive 2009/65/EC
or blank in case of coverage by LEI or in case of non-financial counterparties.		 FIX.5.0SP2EP179
65 EEAreaDomiciled ID values: Y or N FIX.5.0SP2EP179
66 ContractLinked ID values: Y or N FIX.5.0SP2EP179
67 ContractAbove ID values: Y or N FIX.5.0SP2EP179
68 VolntyRptPty When PartySubID(523)=Y, identifies that the trading party is reporting voluntarily when VoluntaryRegulatoryReport(1935)=Y. FIX.5.0SP2EP187
69 EndUser When PartySubID(523)=Y, the counterparty is neither the swap dealer, major swap participant nor financial entity as defined in the regulations. FIX.5.0SP2EP187
70 LocationOrJurisdiction One or more instances may be used in combination with PartySubIDType(803) = 49 (Reporting entity indicator) or 102 (Data repository) to identify the jurisdiction, countries, regions or provinces for which the party is a reporting entity or data repository when that characteristic is ambiguous or where there are multiple locations. The party sub-ID value is either a jurisdiction acronym, a 2-character ISO 3166 country code, or a hyphenated combination of the country code and the standard post-office abbreviation for province, state or region if necessary. E.g. "US" for United States or "CA-QC" for Quebec Canada. FIX.5.0SP2EP192 FIX.5.0SP2EP193
71 DerivativesDealer Indicates whether the party is a derivatives dealer or not (Y/N). The Canadian regulator's defined term for identifying the trade counterparty as "a person or company engaging in or holding himself, herself or itself out as engaging in the business of trading in derivatives in Ontario as principal or agent". FIX.5.0SP2EP192
72 Domicile Country and optionally province, state or region of domicile. The party sub-ID value is either a 2-character ISO 3166 country code or a hyphenated combination of the country code and the standard post-office abbreviation of province, state or region if necessary. E.g. "US" for United States or "CA-QC" for Quebec Canada. FIX.5.0SP2EP192
73 ExemptFromRecognition Used with party role 21 "Clearing Organization" to indicate exemption (Y/N). Identifies a clearing agency as exempt from oversight in Ontario, i.e. one that 1) only provides limited services and does not present significant risks or 2) is foreign-based, indends to operate in Ontario but is subject to regulatory oversight in another jurisdiction. FIX.5.0SP2EP192
74 Payer Identifies the party as the payer of a particular payment stream or bullet payment by quoting the stream's StreamDesc(40051) (or LegStreamDesc(40243) or UnderlyingStreamDesc(40542)) or payment's PaymentDesc(43087) in the associated party sub-identifier field. FIX.5.0SP2EP203
75 Receiver Identifies the party as the receiver of a particular payment stream or bullet payment by quoting the stream's StreamDesc(40051) (or LegStreamDesc(40243) or UnderlyingStreamDesc(40542)) or payment's PaymentDesc(43087) in the associated party sub-identifier field. FIX.5.0SP2EP203
76 SystematicInternaliser In the context of ESMA reporting, this is used to indicate whether the specified party is a Systematic Internaliser or not for the security defined in the Instrument component (Y/N). FIX.5.0SP2EP228
77 PublishingEntityIndicator Indicates the entity obligated or delegated to publish to the market. Set PartySubID(523)=Y if true. FIX.5.0SP2EP229
78 FirstName The first name(s) of a natural person. If multiple names, separate entries by a comma. FIX.5.0SP2EP232
79 Surname The surname(s) or lastname(s) of a natural person. If multiple names, separate entries by a comma. FIX.5.0SP2EP232
80 DateOfBirth The date of birth of a natural person in the format YYYYMMDD. FIX.5.0SP2EP232
81 OrderTransmittingFirm Identifies whether the party specified in PartyID(448) is the firm that transmitted the order. In the context of RTS 22 Article 4, when "true" the PartySubID(523)=Y shall be set "by the transmitting firm within the transmitting firm's report where conditions for transmission specified in Article 4 were not satisfied." FIX.5.0SP2EP232
82 OrderTransmittingFirmBuyer Identifies the firm that transmitted the order for the buyer. In the context of ESMA RTS 22, PartySubID(523)=Y is used to indicate the firm identified in PartyID(448) is the firm that transmitted the order for the buyer. "This shall be populated by the receiving firm within the receiving firm's report with the identification code provided by the transmitting firm." FIX.5.0SP2EP232
83 OrderTransmitterSeller Identifies the order transmitting firm for the seller. In the context of ESMA RTS 22, PartySubID(523)=Y is used to indicate the firm identified in PartyID(448) is the firm that transmitted the order for the seller. "This shall be populated by the receiving firm within the receiving firm's report with the identification code provided by the transmitting firm." FIX.5.0SP2EP232
84 LegalEntityIdentifier Legal Entity Identifier (ISO 17442) LEI FIX.5.0SP2EP235
FIX.4.4 FIX.5.0SP2EP204
804 NoNestedPartySubIDs NumInGroup Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries FIX.4.4
805 NestedPartySubIDType int Type of NestedPartySubID (545) value.
Same values as PartySubIDType (803) 		FIX.4.4
806 NoNested2PartySubIDs NumInGroup Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of . FIX.4.4
807 Nested2PartySubIDType int Type of Nested2PartySubID (760) value. Second instance of .
Same values as PartySubIDType (803) 		FIX.4.4
808 AllocIntermedReqType int Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary"
Value SymbolicName Description Added Updated Deprecated
1 PendingAccept Pending Accept FIX.4.4
2 PendingRelease Pending Release FIX.4.4
3 PendingReversal Pending Reversal FIX.4.4
4 Accept Accept FIX.4.4
5 BlockLevelReject Block Level Reject FIX.4.4
6 AccountLevelReject Account Level Reject FIX.4.4
FIX.4.4
809 NoUsernames NumInGroup Number of Usernames to which this this response is directed FIX.4.4
810 UnderlyingPx Price Underlying price associate with a derivative instrument. FIX.4.4
811 PriceDelta float The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based.
This value is normally between -1.0 and 1.0. 		FIX.4.4
812 ApplQueueMax int Used to specify the maximum number of application messages that can be queued bedore a corrective action needs to take place to resolve the queuing issue. FIX.4.4
813 ApplQueueDepth int Current number of application messages that were queued at the time that the message was created by the counterparty. FIX.4.4
814 ApplQueueResolution int Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size.
Value SymbolicName Description Added Updated Deprecated
0 NoActionTaken No Action Taken FIX.4.4
1 QueueFlushed Queue Flushed FIX.4.4
2 OverlayLast Overlay Last FIX.4.4
3 EndSession End Session FIX.4.4
FIX.4.4
815 ApplQueueAction int Action to take to resolve an application message queue (backlog).
Value SymbolicName Description Added Updated Deprecated
0 NoActionTaken No Action Taken FIX.4.4
1 QueueFlushed Queue Flushed FIX.4.4
2 OverlayLast Overlay Last FIX.4.4
3 EndSession End Session FIX.4.4
FIX.4.4
816 NoAltMDSource NumInGroup Number of alternative market data sources FIX.4.4
817 AltMDSourceID String Session layer source for market data
(For the standard FIX session layer, this would be the TargetCompID (56) where market data can be obtained). 		FIX.4.4
818 SecondaryTradeReportID String Secondary trade report identifier - can be used to associate an additional identifier with a trade. FIX.4.4 FIX.5.0
819 AvgPxIndicator int Average pricing indicator.
Value SymbolicName Description Added Updated Deprecated
0 NoAveragePricing No average pricing FIX.4.4 FIX.5.0SP2EP141
1 Trade Trade is part of an average price group identified by the AvgPxGroupID(1731) FIX.4.4 FIX.5.0SP2EP141
2 LastTrade Last trade of the average price group identified by the AvgPxGroupID(1731) FIX.4.4 FIX.5.0SP2EP234
3 NotionalValueAveragePxGroupTrade A notional value average price (NVAP) group is effectively closed and available for allocation as long as the NVAP of the group is non-zero. FIX.5.0SP2EP239
4 AveragePricedTrade Trade is average priced FIX.5.0SP2EP240
FIX.4.4 FIX.5.0SP2EP239
820 TradeLinkID String Used to link a group of trades together. FIX.4.4 FIX.5.0SP2EP141
821 OrderInputDevice String Specific device number, terminal number or station where order was entered FIX.4.4
822 UnderlyingTradingSessionID String Trading Session in which the underlying instrument trades FIX.4.4
823 UnderlyingTradingSessionSubID String Trading Session sub identifier in which the underlying instrument trades FIX.4.4
824 TradeLegRefID String Reference to the leg of a multileg instrument to which this trade refers FIX.4.4
825 ExchangeRule String Used to report any exchange rules that apply to this trade.
Primarily intended for US futures markets. Certain trading practices are permitted by the CFTC, such as large lot trading, block trading, all or none trades. If the rules are used, the exchanges are required to indicate these rules on the trade. 		FIX.4.4
826 TradeAllocIndicator int Identifies if, and how, the trade is to be allocated or split.
Value SymbolicName Description Added Updated Deprecated
0 AllocationNotRequired Allocation not required FIX.4.4
1 AllocationRequired Allocation required (give-up trade) allocation information not provided (incomplete) FIX.4.4
2 UseAllocationProvidedWithTheTrade Use allocation provided with the trade FIX.4.4
3 AllocationGiveUpExecutor Allocation give-up executor FIX.4.4EP4
4 AllocationFromExecutor Allocation from executor FIX.4.4EP4
5 AllocationToClaimAccount Allocation to claim account FIX.4.4EP4
6 TradeSplit Trade split FIX.5.0SP2EP141
FIX.4.4 FIX.5.0SP2EP141
827 ExpirationCycle int Part of trading cycle when an instrument expires. Field is applicable for derivatives.
Value SymbolicName Description Added Updated Deprecated
0 ExpireOnTradingSessionClose Expire on trading session close (default) FIX.4.4
1 ExpireOnTradingSessionOpen Expire on trading session open FIX.4.4
2 SpecifiedExpiration Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date) FIX.5.0EP42
FIX.4.4
828 TrdType int Type of trade. Note: several enumerations of this field duplicate the enumerations in TradePriceConditions(1839) field. These may be deprecated from TrdType(828) in the future. TradePriceConditions(1839) is preferred in messages that support it.
Value SymbolicName Description Added Updated Deprecated
0 RegularTrade Regular trade FIX.4.4 FIX.5.0SP2EP141
1 BlockTrade Block trade FIX.4.4 FIX.5.0SP2EP141
2 EFP Exchange for physical (EFP) FIX.4.4 FIX.5.0SP2EP141
3 Transfer Transfer FIX.4.4
4 LateTrade Late trade FIX.4.4 FIX.5.0SP2EP141
5 TTrade T trade FIX.4.4 FIX.5.0SP2EP141
6 WeightedAveragePriceTrade Weighted average price trade FIX.4.4 FIX.5.0SP2EP141
7 BunchedTrade Bunched trade FIX.4.4 FIX.5.0SP2EP141
8 LateBunchedTrade Late bunched trade FIX.4.4 FIX.5.0SP2EP141
9 PriorReferencePriceTrade Prior reference price trade FIX.4.4 FIX.5.0SP2EP141
10 AfterHoursTrade After hours trade FIX.4.4 FIX.5.0SP2EP141
11 ExchangeForRisk Exchange for risk (EFR) FIX.4.4EP5 FIX.5.0SP2EP141
12 ExchangeForSwap Exchange for swap (EFS) FIX.4.4EP5 FIX.5.0SP2EP141
13 ExchangeOfFuturesFor For example full sized for mini. FIX.4.4EP5 FIX.5.0SP2EP141
14 ExchangeOfOptionsForOptions Exchange of options for options (EOO) FIX.4.4EP5 FIX.5.0SP2EP141
15 TradingAtSettlement Trading at settlement FIX.4.4EP5 FIX.5.0SP2EP141
16 AllOrNone All or none FIX.4.4EP5 FIX.5.0SP2EP141
17 FuturesLargeOrderExecution Futures large order execution FIX.4.4EP5 FIX.5.0SP2EP141
18 ExchangeOfFuturesForFutures Exchange of futures for external market futures (EFF) FIX.4.4EP5 FIX.5.0SP2EP141
19 OptionInterimTrade Option interim trade FIX.4.4EP5 FIX.5.0SP2EP141
20 OptionCabinetTrade Option cabinet trade FIX.4.4EP5 FIX.5.0SP2EP141
22 PrivatelyNegotiatedTrades Privately negotiated trade FIX.4.4EP19 FIX.5.0SP2EP141
23 SubstitutionOfFuturesForForwards Substitution of futures for forwards FIX.4.4EP19 FIX.5.0SP2EP141
48 NonStandardSettlement Non-standard settlement FIX.5.0EP47
49 DerivativeRelatedTransaction Derivative related transaction FIX.5.0EP47 FIX.5.0SP2EP141
50 PortfolioTrade Portfolio trade FIX.5.0EP47 FIX.5.0SP2EP141
51 VolumeWeightedAverageTrade Volume weighted average trade FIX.5.0EP47 FIX.5.0SP2EP141
52 ExchangeGrantedTrade Exchange granted trade FIX.5.0EP47 FIX.5.0SP2EP141
53 RepurchaseAgreement Repurchase agreement FIX.5.0EP47 FIX.5.0SP2EP141
54 OTC Trade executed off-market. In the context of CFTC regulatory reporting for swaps, it is a large notional off-facility swap. In the context of MiFID transparency reporting rules this is used to report, into an exchange, deals made outside exchange rules. FIX.5.0EP47 FIX.5.0SP2EP177
55 ExchangeBasisFacility Exchange basis facility (EBF) FIX.5.0EP55 FIX.5.0SP2EP141
24 ErrorTrade Error trade FIX.4.4EP26
25 SpecialCumDividend Special cum dividend (CD) FIX.4.4EP26
26 SpecialExDividend Special ex dividend (XD) FIX.4.4EP26
27 SpecialCumCoupon Special cum coupon (CC) FIX.4.4EP26
28 SpecialExCoupon Special ex coupon (XC) FIX.4.4EP26
29 CashSettlement Cash settlement (CS) FIX.4.4EP26
30 SpecialPrice Usually net or all-in price. FIX.4.4EP26 FIX.5.0SP2EP141
31 GuaranteedDelivery Guaranteed delivery (GD) FIX.4.4EP26
32 SpecialCumRights Special cum rights (CR) FIX.4.4EP26
33 SpecialExRights Special ex rights (XR) FIX.4.4EP26
34 SpecialCumCapitalRepayments Special cum capital repayments (CP) FIX.4.4EP26
35 SpecialExCapitalRepayments Special ex capital repayments (XP) FIX.4.4EP26
36 SpecialCumBonus Special cum bonus (CB) FIX.4.4EP26
37 SpecialExBonus Special ex bonus (XB) FIX.4.4EP26
38 LargeTrade The same as large trade. FIX.4.4EP26 FIX.5.0SP2EP141
39 WorkedPrincipalTrade Worked principal trade FIX.4.4EP26 FIX.5.0SP2EP141
40 BlockTrades Block trades FIX.4.4EP26 FIX.5.0SP2EP141
41 NameChange Name change FIX.4.4EP26
42 PortfolioTransfer Portfolio transfer FIX.4.4EP26
43 ProrogationBuy Used by Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system). Trades must be reported as crosses at zero price. FIX.4.4EP26 FIX.5.0SP2EP141
44 ProrogationSell See prorogation buy. FIX.4.4EP26 FIX.5.0SP2EP141
45 OptionExercise Option exercise FIX.4.4EP26
46 DeltaNeutralTransaction Delta neutral transaction FIX.4.4EP26
47 FinancingTransaction Financing transaction FIX.4.4EP26 FIX.5.0SP2EP141
56 OpeningTrade Opening trade FIX.5.0SP2EP104 FIX.5.0SP2EP141
57 NettedTrade Netted trade FIX.5.0SP2EP141
58 BlockSwapTrade Block trade executed off-market or on a registered market. In the context of CFTC regulatory reporting for swaps, it is a swap executed according to SEF or DCM rules. FIX.5.0SP2EP161 FIX.5.0SP2EP177
61 GiveUpGiveInTrade Give-up Give-in trade FIX.5.0SP2EP163
62 DarkTrade A Market Model Typology dark trade might also come from a lit/hybrid book, when an aggressive lit order hits a resting dark order. FIX.5.0SP2EP163
63 TechnicalTrade Technical trade FIX.5.0SP2EP163
64 Benchmark For Market Model Typology (MMT) the "benchmark" price depends on a benchmark which has no current price but was derived from a time series such as a VWAP. FIX.5.0SP2EP163 FIX.5.0SP2EP216
59 CreditEventTrade Credit event trade FIX.5.0SP2EP165 FIX.5.0SP2EP169
60 SuccessionEventTrade Succession event trade FIX.5.0SP2EP165 FIX.5.0SP2EP169
65 PackageTrade Identifies the pseudo-trade of a stream or collection of trades to be cleared and be reported as an atomic unit. The subsequent actual trades reported should not have this value. FIX.5.0SP2EP192
FIX.4.4 FIX.5.0SP2EP141
829 TrdSubType int Further qualification to the trade type
Value SymbolicName Description Added Updated Deprecated
0 CMTA CMTA FIX.4.4EP4
1 InternalTransferOrAdjustment Internal transfer or adjustment FIX.4.4EP4
2 ExternalTransferOrTransferOfAccount External transfer or transfer of account FIX.4.4EP4
3 RejectForSubmittingSide Reject for submitting side FIX.4.4EP4
4 AdvisoryForContraSide Advisory for contra side FIX.4.4EP4
5 OffsetDueToAnAllocation Offset due to an allocation FIX.4.4EP5
6 OnsetDueToAnAllocation Onset due to an allocation FIX.4.4EP5 FIX.5.0SP1EP95
7 DifferentialSpread Differential spread FIX.4.4EP5
8 ImpliedSpreadLegExecutedAgainstAnOutright Implied spread leg executed against an outright FIX.4.4EP5
9 TransactionFromExercise Transaction from exercise FIX.4.4EP5
10 TransactionFromAssignment Transaction from assignment FIX.4.4EP5
11 ACATS ACATS FIX.4.4EP8
33 OffHoursTrade Off Hours Trade FIX.5.0EP61
34 OnHoursTrade On Hours Trade FIX.5.0EP61
35 OTCQuote OTC Quote FIX.5.0EP61
36 ConvertedSWAP Converted SWAP FIX.5.0EP-1
14 AI AI (Automated input facility disabled in response to an exchange request.) FIX.4.4EP26
15 B B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) FIX.4.4EP26
16 K K (Transaction using block trade facility.) FIX.4.4EP26
17 LC LC (Correction submitted more than three days after publication of the original trade report.) FIX.4.4EP26
18 M M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) FIX.4.4EP26
19 N N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) FIX.4.4EP26
20 NM NM ( i) transaction where Exchange has granted permission for non-publication
ii)IDB is reporting as seller
iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)		 FIX.4.4EP26
21 NR NR (Non-risk transaction in a SEATS security other than an AIM security) FIX.4.4EP26
22 P P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) FIX.4.4EP26
23 PA PA (Protected transaction notification) FIX.4.4EP26
24 PC PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) FIX.4.4EP26
25 PN PN (Worked principal notification for a portfolio transaction which includes order book securities) FIX.4.4EP26
26 R R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction)
(ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or
(iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)		 FIX.4.4EP26
27 RO RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) FIX.4.4EP26
28 RT RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) FIX.4.4EP26
29 SW SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) FIX.4.4EP26
30 T T (If reporting a single protected transaction) FIX.4.4EP26
31 WN WN (Worked principal notification for a single order book security) FIX.4.4EP26
32 WT WT (Worked principal transaction (other than a portfolio transaction)) FIX.4.4EP26
37 CrossedTrade Crossed Trade (X) FIX.5.0EP-1
38 InterimProtectedTrade Interim Protected Trade (I) FIX.5.0EP-1
39 LargeInScale Large in Scale (L) FIX.5.0EP-1
40 WashTrade Wash Trade FIX.5.0SP2EP101
41 TradeAtSettlement Identifies a trade that will be priced using the settlement price. FIX.5.0SP2EP107 FIX.5.0SP2EP227
43 TradeAtMarker Posted at a specific time each day and used to price the consummated trade for the product/month/strip executed (+/- and differentials). Closely related to TAS trades in function and trade practice. FIX.5.0SP2EP107 FIX.5.0SP2EP227
42 AuctionTrade Mutually exclusive with TrdSubType(829) = 50 (Balancing). FIX.5.0SP2EP114 FIX.5.0SP2EP227
44 CreditDefault Default (Credit Event) FIX.5.0SP2EP165
45 CreditRestructuring Restructuring (credit event) FIX.5.0SP2EP165
46 Merger Merger (succession event) FIX.5.0SP2EP165
47 SpinOff Spin-off (succession event) FIX.5.0SP2EP165
48 MultilateralCompression A subtype of TrdType(828) = 57 (Netted trade) in order to identify a special case of compression. FIX.5.0SP2EP201
50 Balancing Identifies an additional trade distributed to auction participants meant to resolve an imbalance between bids and offers.
Mutually exclusive with TrdSubType(829) = 42 =(Auction).		 FIX.5.0SP2EP227
51 BasisTradeIndexClose The marketplace name given to Trade at Marker (TAM) transactions in equity index futures. FIX.5.0SP2EP227
52 TradeAtCashOpen The marketplace name given to trading futures based on an opening quote of the underlying cash market. FIX.5.0SP2EP243
FIX.4.4
830 TransferReason String Reason trade is being transferred FIX.4.4
832 TotNumAssignmentReports int Total Number of Assignment Reports being returned to a firm FIX.4.4
833 AsgnRptID String Unique identifier for the Assignment Report FIX.4.4
834 ThresholdAmount PriceOffset Amount that a position has to be in the money before it is exercised. FIX.4.4
835 PegMoveType int Describes whether peg is static or floats
Value SymbolicName Description Added Updated Deprecated
0 Floating Floating (default) FIX.4.4
1 Fixed Fixed FIX.4.4
FIX.4.4
836 PegOffsetType int Type of Peg Offset value
Value SymbolicName Description Added Updated Deprecated
0 Price Price (default) FIX.4.4
1 BasisPoints Basis Points FIX.4.4
2 Ticks Ticks FIX.4.4
3 PriceTier Price Tier / Level FIX.4.4
4 Percentage Percentage FIX.5.0SP2EP223
FIX.4.4
837 PegLimitType int Type of Peg Limit
Value SymbolicName Description Added Updated Deprecated
0 OrBetter Or better (default) - price improvement allowed FIX.4.4
1 Strict Strict - limit is a strict limit FIX.4.4
2 OrWorse Or worse - for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range) FIX.4.4
FIX.4.4
838 PegRoundDirection int If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive
Value SymbolicName Description Added Updated Deprecated
1 MoreAggressive More aggressive - on a buy order round the price up to the nearest tick; on a sell order round down to the nearest tick FIX.4.4
2 MorePassive More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick FIX.4.4
FIX.4.4
839 PeggedPrice Price The price the order is currently pegged at FIX.4.4
840 PegScope int The scope of the peg
Value SymbolicName Description Added Updated Deprecated
1 Local Local (Exchange, ECN, ATS) FIX.4.4
2 National National FIX.4.4
3 Global Global FIX.4.4
4 NationalExcludingLocal National excluding local FIX.4.4
FIX.4.4
841 DiscretionMoveType int Describes whether discretionay price is static or floats
Value SymbolicName Description Added Updated Deprecated
0 Floating Floating (default) FIX.4.4
1 Fixed Fixed FIX.4.4
FIX.4.4
842 DiscretionOffsetType int Type of Discretion Offset value
Value SymbolicName Description Added Updated Deprecated
0 Price Price (default) FIX.4.4
1 BasisPoints Basis Points FIX.4.4
2 Ticks Ticks FIX.4.4
3 PriceTier Price Tier / Level FIX.4.4
FIX.4.4
843 DiscretionLimitType int Type of Discretion Limit
Value SymbolicName Description Added Updated Deprecated
0 OrBetter Or better (default) - price improvement allowed FIX.4.4
1 Strict Strict - limit is a strict limit FIX.4.4
2 OrWorse Or worse - for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range) FIX.4.4
FIX.4.4
844 DiscretionRoundDirection int If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive
Value SymbolicName Description Added Updated Deprecated
1 MoreAggressive More aggressive - on a buy order round the price up to the nearest tick; on a sell round down to the nearest tick FIX.4.4
2 MorePassive More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick FIX.4.4
FIX.4.4
845 DiscretionPrice Price The current discretionary price of the order FIX.4.4
846 DiscretionScope int The scope of the discretion
Value SymbolicName Description Added Updated Deprecated
1 Local Local (Exchange, ECN, ATS) FIX.4.4
2 National National FIX.4.4
3 Global Global FIX.4.4
4 NationalExcludingLocal National excluding local FIX.4.4
FIX.4.4
847 TargetStrategy int The target strategy of the order
1000+ = Reserved and available for bi-laterally agreed upon user defined values
Value SymbolicName Description Added Updated Deprecated
1 VWAP VWAP FIX.4.4
2 Participate Participate (i.e. aim to be x percent of the market volume) FIX.4.4
3 MininizeMarketImpact Mininize market impact FIX.4.4
FIX.4.4
848 TargetStrategyParameters String Field to allow further specification of the TargetStrategy - usage to be agreed between counterparties FIX.4.4 FIX.5.0
849 ParticipationRate Percentage For a TargetStrategy=Participate order specifies the target particpation rate. For other order types this is a volume limit (i.e. do not be more than this percent of the market volume) FIX.4.4 FIX.5.0
850 TargetStrategyPerformance float For communication of the performance of the order versus the target strategy FIX.4.4
851 LastLiquidityInd int Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity.
Value SymbolicName Description Added Updated Deprecated
1 AddedLiquidity Added Liquidity FIX.4.4
2 RemovedLiquidity Removed Liquidity FIX.4.4
3 LiquidityRoutedOut Liquidity Routed Out FIX.4.4
4 Auction Auction FIX.5.0EP57
5 TriggeredStopOrder Fill was the result of a stop order being triggered and immediately executed. FIX.5.0SP2EP223
6 TriggeredContingencyOrder Fill was the result of a contingency order (OCO, OTO, OUO) becoming active (after cancelling or updating another order) and being immediately executed. FIX.5.0SP2EP223
7 TriggeredMarketOrder Fill was the result of a market order being triggered due to an executable orderbook situation. FIX.5.0SP2EP223
FIX.4.4 FIX.5.0SP2EP223
852 PublishTrdIndicator Boolean Indicates if a trade should be reported via a market reporting service.
Value SymbolicName Description Added Updated Deprecated
N DoNotReportTrade Do Not Report Trade FIX.4.4
Y ReportTrade Report Trade FIX.4.4
FIX.4.4 FIX.5.0
853 ShortSaleReason int Reason for short sale.
Value SymbolicName Description Added Updated Deprecated
0 DealerSoldShort Dealer Sold Short FIX.4.4
1 DealerSoldShortExempt Dealer Sold Short Exempt FIX.4.4
2 SellingCustomerSoldShort Selling Customer Sold Short FIX.4.4
3 SellingCustomerSoldShortExempt Selling Customer Sold Short Exempt FIX.4.4
4 QualifiedServiceRepresentative Qualified Service Representative (QSR) or Automatic Give-up (AGU) Contra Side Sold Short FIX.4.4
5 QSROrAGUContraSideSoldShortExempt QSR or AGU Contra Side Sold Short Exempt FIX.4.4
FIX.4.4
854 QtyType int Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts FIX.4.4 FIX.5.0SP2EP107
2 UnitsOfMeasurePerTimeUnit Unit of Measure per Time Unit FIX.4.4EP5 FIX.5.0SP2EP107
FIX.4.4 FIX.5.0SP2EP107
855 SecondaryTrdType int Additional TrdType(828) assigned to a trade by trade match system. FIX.4.4
856 TradeReportType int Type of Trade Report
Value SymbolicName Description Added Updated Deprecated
0 Submit Submit FIX.4.4
1 Alleged Alleged FIX.4.4
2 Accept Accept FIX.4.4
3 Decline Decline FIX.4.4
4 Addendum Used to provide material supplemental data to a previously submitted trade. FIX.4.4 FIX.5.0SP2EP241
5 No Used to report a full replacement of a previously submitted trade. FIX.4.4 FIX.5.0SP2EP241
6 TradeReportCancel Trade Report Cancel FIX.4.4
7 LockedIn (Locked-In) Trade Break FIX.4.4
8 Defaulted Defaulted FIX.4.4EP4
9 InvalidCMTA Invalid CMTA FIX.4.4EP8
10 Pended Pended FIX.4.4EP23
11 AllegedNew Alleged New FIX.4.4EP23
12 AllegedAddendum Alleged Addendum FIX.4.4EP23
13 AllegedNo Alleged No/Was FIX.4.4EP23
14 AllegedTradeReportCancel Alleged Trade Report Cancel FIX.4.4EP23
15 AllegedTradeBreak Alleged (Locked-In) Trade Break FIX.4.4EP23
16 Verify Used in reports from a trading party to the SDR to confirm trade details. Omit RegulatoryReportType(1934). FIX.5.0SP2EP187
17 Dispute Used in reports from a trading party to the SDR to dispute trade details. Omit RegulatoryReportType(1934). FIX.5.0SP2EP187
18 NonMaterialUpdate Used to provide non-material supplemental data to a previously submitted trade. FIX.5.0SP2EP241
FIX.4.4
857 AllocNoOrdersType int Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly.
Value SymbolicName Description Added Updated Deprecated
0 NotSpecified Not specified FIX.4.4 FIX.5.0SP2EP118
1 ExplicitListProvided Explicit list provided FIX.4.4 FIX.5.0SP2EP118
FIX.4.4 FIX.5.0SP2EP118
858 SharedCommission Amt Commission to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. FIX.4.4
859 ConfirmReqID String Unique identifier for a Confirmation Request message FIX.4.4
860 AvgParPx Price Used to express average price as percent of par (used where AvgPx field is expressed in some other way) FIX.4.4
861 ReportedPx Price Reported price (used to differentiate from AvgPx on a confirmation of a marked-up or marked-down principal trade) FIX.4.4
862 NoCapacities NumInGroup Number of repeating OrderCapacity entries. FIX.4.4
863 OrderCapacityQty Qty Quantity executed under a specific OrderCapacity (e.g. quantity executed as agent, quantity executed as principal) FIX.4.4
864 NoEvents NumInGroup Number of repeating EventType entries. FIX.4.4
865 EventType int Code to represent the type of event
Value SymbolicName Description Added Updated Deprecated
1 Put Put FIX.4.4
2 Call Call FIX.4.4
3 Tender Tender FIX.4.4
4 SinkingFundCall Sinking fund call FIX.4.4 FIX.5.0SP2EP138
5 Activation Activation FIX.4.4EP8
6 Inactiviation Inactivation FIX.4.4EP8 FIX.5.0SP2EP137
7 LastEligibleTradeDate Last eligible trade date FIX.5.0EP42 FIX.5.0SP2EP138
8 SwapStartDate Swap start date FIX.5.0EP52 FIX.5.0SP2EP138
9 SwapEndDate Swap end date FIX.5.0EP52 FIX.5.0SP2EP169
10 SwapRollDate Swap roll date FIX.5.0EP52 FIX.5.0SP2EP138
11 SwapNextStartDate Swap next start date FIX.5.0EP52 FIX.5.0SP2EP138
12 SwapNextRollDate Swap next roll date FIX.5.0EP52 FIX.5.0SP2EP138
13 FirstDeliveryDate First delivery date FIX.5.0EP52 FIX.5.0SP2EP138
14 LastDeliveryDate Last delivery date FIX.5.0EP52 FIX.5.0SP2EP138
15 InitialInventoryDueDate Initial inventory due date FIX.5.0EP52 FIX.5.0SP2EP138
16 FinalInventoryDueDate Final inventory due date FIX.5.0EP52 FIX.5.0SP2EP138
17 FirstIntentDate First intent date FIX.5.0EP52 FIX.5.0SP2EP138
18 LastIntentDate Last intent date FIX.5.0EP52 FIX.5.0SP2EP138
19 PositionRemovalDate Position removal date FIX.5.0EP52 FIX.5.0SP2EP138
99 Other Other FIX.4.4
20 MinimumNotice Minimum notice FIX.5.0SP2EP132
21 DeliveryStartTime Delivery start time FIX.5.0SP2EP137 FIX.5.0SP2EP228
22 DeliveryEndTime Delivery end time FIX.5.0SP2EP137
23 FirstNoticeDate The first day that a notice of intent to deliver a commodity can be made by a clearing house to a buyer in fulfillment of a given month's futures contract. FIX.5.0SP2EP138
24 LastNoticeDate The last day on which a clearing house may inform an investor that a seller intends to make delivery of a commodity that the investor previously bought in a futures contract. The date is governed by the rules of different exchanges and clearing houses, but may also be stated in the futures contract itself. FIX.5.0SP2EP138
25 FirstExerciseDate First exercise date FIX.5.0SP2EP161
26 RedemptionDate Redemption date FIX.5.0SP2EP161
27 TrdCntntnEfctvDt Trade continuation effective date FIX.5.0SP2EP169
FIX.4.4
866 EventDate LocalMktDate Date of event FIX.4.4
867 EventPx Price Predetermined price of issue at event, if applicable FIX.4.4
868 EventText String Comments related to the event. FIX.4.4
869 PctAtRisk Percentage Percent at risk due to lowest possible call. FIX.4.4
870 NoInstrAttrib NumInGroup Number of repeating InstrAttribType entries. FIX.4.4
871 InstrAttribType int Code to represent the type of instrument attribute
Value SymbolicName Description Added Updated Deprecated
1 Flat Flat (securities pay interest on a current basis but are traded without interest) FIX.4.4
2 ZeroCoupon Zero coupon FIX.4.4
3 InterestBearing Interest bearing (for Euro commercial paper when not issued at discount) FIX.4.4
4 NoPeriodicPayments No periodic payments FIX.4.4
5 VariableRate Variable rate FIX.4.4
6 LessFeeForPut Less fee for put FIX.4.4
7 SteppedCoupon Stepped coupon FIX.4.4
8 CouponPeriod Supply redemption date in the InstrAttribValue(872) field. FIX.4.4 FIX.5.0SP2EP138
9 When When [and if] issued FIX.4.4
10 OriginalIssueDiscount Original issue discount FIX.4.4
11 Callable Callable, puttable FIX.4.4
12 EscrowedToMaturity Escrowed to Maturity FIX.4.4
13 EscrowedToRedemptionDate Supply redemption date in the InstrAttribValue(872) field. FIX.4.4 FIX.5.0SP2EP138
14 PreRefunded Pre-refunded FIX.4.4
15 InDefault In default FIX.4.4
16 Unrated Unrated FIX.4.4
17 Taxable Taxable FIX.4.4
18 Indexed Indexed FIX.4.4
19 SubjectToAlternativeMinimumTax Subject To Alternative Minimum Tax FIX.4.4
20 OriginalIssueDiscountPrice Supply price in the InstrAttribValue(872) field. FIX.4.4 FIX.5.0SP2EP138
21 CallableBelowMaturityValue Callable below maturity value FIX.4.4
22 CallableWithoutNotice Callable without notice by mail to holder unless registered FIX.4.4
23 PriceTickRulesForSecurity Price tick rules for security FIX.5.0EP42 FIX.5.0SP2EP138
24 TradeTypeEligibilityDetailsForSecurity Trade type eligibility details for security FIX.5.0EP42 FIX.5.0SP2EP138
25 InstrumentDenominator Instrument denominator FIX.5.0EP52 FIX.5.0SP2EP138
26 InstrumentNumerator Instrument numerator FIX.5.0EP52 FIX.5.0SP2EP138
27 InstrumentPricePrecision Instrument price precision FIX.5.0EP52 FIX.5.0SP2EP138
28 InstrumentStrikePrice Instrument strike price FIX.5.0EP52 FIX.5.0SP2EP138
29 TradeableIndicator Tradeable indicator FIX.5.0EP52 FIX.5.0SP2EP138
99 Text Supply the text value in InstrAttribValue(872). FIX.4.4 FIX.5.0SP2EP138
30 InstrumentEligibleAnonOrders Instrument is eligible to accept anonymous orders FIX.5.0SP2EP101
31 MinGuaranteedFillVolume Minimum guaranteed fill volume FIX.5.0SP2EP101 FIX.5.0SP2EP138
32 MinGuaranteedFillStatus Minimum guaranteed fill status FIX.5.0SP2EP104 FIX.5.0SP2EP138
33 TradeAtSettlementEligibility Trade at settlement (TAS) eligibility FIX.5.0SP2EP107 FIX.5.0SP2EP138
34 TestInstrument Instrument that is tradable but has no effect on the positions, exchange turnover etc. FIX.5.0SP2EP130 FIX.5.0SP2EP138
35 DummyInstrument Instrument that is normally halted and is only activated for trading under very special conditions (e.g. temporarily assigned for newly listed instrument). Use of a dummy instrument generally applies to systems that are unable to add reference data for new instruments intraday. FIX.5.0SP2EP130 FIX.5.0SP2EP138
36 NegativeSettlementPriceEligibility Negative settlement price eligibility FIX.5.0SP2EP138
37 NegativeStrikePriceEligibility Negative strike price eligibility FIX.5.0SP2EP138
38 USStdContractInd Indicates through InstrAttribValue(872) - values Y or N - whether the underlying asset in the trade references or is economically related to a contract listed in Appendix B of CFTC Part 43 regulation. See http://www.ecfr.gov/cgi-bin/text-idx?SID=4b2d1078ad68f6564a89d7ff6c52ec43&node=17:2.0.1.1.3.0.1.8.2&rgn=div or refer to Appendix B to Part 43 in the final rule at http://www.cftc.gov/ucm/groups/public/@lrfederalregister/documents/file/2013-12133a.pdf FIX.5.0SP2EP193
39 AdmittedToTradingOnTradingVenue Admitted to trading on a trading venue FIX.5.0SP2EP236
40 AverageDailyNotionalAmount Average daily notional amount FIX.5.0SP2EP238
41 AverageDailyNumberTrades Average daily number of trades FIX.5.0SP2EP238
FIX.4.4
872 InstrAttribValue String Attribute value appropriate to the InstrAttribType (87) field. FIX.4.4
873 DatedDate LocalMktDate The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date FIX.4.4
874 InterestAccrualDate LocalMktDate The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date FIX.4.4
875 CPProgram int The program under which a commercial paper offering is exempt from SEC registration identified by the paragraph number(s) within the US Securities Act of 1933 or as identified below.
Value SymbolicName Description Added Updated Deprecated
1 Program3a3 Arising out of a current transaction with a maturity less than 9 months. FIX.4.4 FIX.5.0SP2EP201
2 Program42 Issued not involving any public offering. FIX.4.4 FIX.5.0SP2EP201
99 Other Other FIX.4.4
3 Program3a2 Issued or guaranteed by the US, state or territorial government. FIX.5.0SP2EP201
4 Program3a3And3c7 Combination of 3(a)(3) and 3(c)(7). FIX.5.0SP2EP201
5 Program3a4 Religious, education, benevolent, fraternal, charitable or reformatory purposes. FIX.5.0SP2EP201
6 Program3a5 Issued by an institution supervised by state or federal authority or by an exempt farmer's cooperative. FIX.5.0SP2EP201
7 Program3a7 Issued by a receiver or trustee in bankruptcy. FIX.5.0SP2EP201
8 Program3c7 Qualified hedge-fund under the Investment Company Act of 1940. FIX.5.0SP2EP201
FIX.4.4 FIX.5.0SP2EP201
876 CPRegType String The description of commercial paper registration or rule under which exempt commercial paper is offered. For example "144a", "Tax Exempt" or "REG. S". FIX.4.4 FIX.5.0SP2EP201
877 UnderlyingCPProgram int The program under which the underlying commercial paper is issued FIX.4.4 FIX.5.0SP2EP187
878 UnderlyingCPRegType String The registration type of the underlying commercial paper issuance FIX.4.4
879 UnderlyingQty Qty Unit amount of the underlying security (par, shares, currency, etc.) FIX.4.4
880 TrdMatchID String Identifier assigned to a trade by a matching system. FIX.4.4
881 SecondaryTradeReportRefID String Used to refer to a previous SecondaryTradeReportRefID when amending the transaction (cancel, replace, release, or reversal). FIX.4.4 FIX.5.0
882 UnderlyingDirtyPrice Price Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest FIX.4.4
883 UnderlyingEndPrice Price Price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. FIX.4.4
884 UnderlyingStartValue Amt Currency value attributed to this collateral at the start of the agreement FIX.4.4
885 UnderlyingCurrentValue Amt Currency value currently attributed to this collateral FIX.4.4
886 UnderlyingEndValue Amt Currency value attributed to this collateral at the end of the agreement FIX.4.4
887 NoUnderlyingStips NumInGroup Number of underlying stipulation entries FIX.4.4
888 UnderlyingStipType String Type of stipulation.
Same values as StipulationType (233) 		FIX.4.4
889 UnderlyingStipValue String Value of stipulation.
Same values as StipulationValue (234) 		FIX.4.4
890 MaturityNetMoney Amt Net Money at maturity if Zero Coupon and maturity value is different from par value FIX.4.4
891 MiscFeeBasis int Defines the unit for a miscellaneous fee.
Value SymbolicName Description Added Updated Deprecated
0 Absolute The fee or markup is a total fixed amount expressed in the currency of the trade.
 FIX.4.4 FIX.5.0SP2EP240
1 PerUnit The fee or markup is an amount per quantity unit, i.e. per share or contract, expressed in the currency of the trade. FIX.4.4 FIX.5.0SP2EP240
2 Percentage The percentage is expressed in standard FIX "Percentage" datatype format, i.e. "0.01" for 1 percent and ranges between 0 and 1. It is the number which when multiplied by the trade price and quantity produces the total amount of the fee or markup. FIX.4.4 FIX.5.0SP2EP240
FIX.4.4
892 TotNoAllocs int Total number of NoAlloc entries across all messages. Should be the sum of all NoAllocs in each message that has repeating NoAlloc entries related to the same AllocID or AllocReportID. Used to support fragmentation. FIX.4.4
893 LastFragment Boolean Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.4.4
894 CollReqID String Collateral Request Identifier FIX.4.4
895 CollAsgnReason int Reason for Collateral Assignment
Value SymbolicName Description Added Updated Deprecated
0 Initial Initial FIX.4.4
1 Scheduled Scheduled FIX.4.4
2 TimeWarning Time Warning FIX.4.4
3 MarginDeficiency In a CollateralRequest(35=AX), this indicates there is a margin deficiency. In a CollateralAssignment(35=AY), this indicates that the assignment is a deposit to meet margin deficiency. FIX.4.4 FIX.5.0SP2EP192
4 MarginExcess In a CollateralRequest(35=AX), this indicates there is excess margin. In a CollateralAssignment(35=AY), this indicates that the assignment is a withdrawal of the margin excess. FIX.4.4 FIX.5.0SP2EP192
5 ForwardCollateralDemand Forward Collateral Demand FIX.4.4
6 EventOfDefault Event of default FIX.4.4
7 AdverseTaxEvent Adverse tax event FIX.4.4
8 TransferDeposit Collateral deposit in which the asset is to be transferred from an undesignated holding into collateral. I.e. there is no intermediate conversion to cash. FIX.5.0SP2EP193
9 TransferWithdrawal Collateral withdrawal in which the asset is to be transferred from collateral into an undesignated holding. I.e. there is no intermediate conversion to cash. FIX.5.0SP2EP193
10 Pledge The purpose of the collateral assignment is to pledge or "lock up" a value of a basket of securities, individual security or fund as collateral. FIX.5.0SP2EP197
FIX.4.4
896 CollInquiryQualifier int Collateral inquiry qualifiers:
Value SymbolicName Description Added Updated Deprecated
0 TradeDate Trade Date FIX.4.4
1 GCInstrument GC Instrument FIX.4.4
2 CollateralInstrument Collateral Instrument FIX.4.4
3 SubstitutionEligible Substitution Eligible FIX.4.4
4 NotAssigned Not Assigned FIX.4.4
5 PartiallyAssigned Partially Assigned FIX.4.4
6 FullyAssigned Fully Assigned FIX.4.4
7 OutstandingTrades Outstanding Trades (Today < end date) FIX.4.4
FIX.4.4
897 NoTrades NumInGroup Number of trades in repeating group. FIX.4.4
898 MarginRatio Percentage The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 02% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%. FIX.4.4
899 MarginExcess Amt Excess margin amount (deficit if value is negative) FIX.4.4
900 TotalNetValue Amt TotalNetValue is determined as follows:
At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)).
In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)).
For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut) 		FIX.4.4
901 CashOutstanding Amt Starting consideration less repayments FIX.4.4
902 CollAsgnID String Collateral Assignment Identifier FIX.4.4
903 CollAsgnTransType int Collateral Assignment Transaction Type
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.4.4
1 Replace Replace FIX.4.4
2 Cancel Cancel FIX.4.4
3 Release Release FIX.4.4
4 Reverse Reverse FIX.4.4
FIX.4.4
904 CollRespID String Collateral Response Identifier FIX.4.4
905 CollAsgnRespType int Type of collateral assignment response.
Value SymbolicName Description Added Updated Deprecated
0 Received Received FIX.4.4
1 Accepted Accepted FIX.4.4
2 Declined Declined FIX.4.4
3 Rejected Rejected FIX.4.4
4 TransactionPending The collateral assignment transaction is pending at the recipient. FIX.5.0SP2EP192
5 TransactionCompletedWithWarning The collateral assignment transaction was accepted and completed but with warnings. FIX.5.0SP2EP192
FIX.4.4 FIX.5.0SP2EP192
906 CollAsgnRejectReason int Collateral Assignment Reject Reason
Value SymbolicName Description Added Updated Deprecated
0 UnknownDeal Unknown deal (order / trade) FIX.4.4
1 UnknownOrInvalidInstrument Unknown or invalid instrument FIX.4.4
2 UnauthorizedTransaction Unauthorized transaction FIX.4.4
3 InsufficientCollateral Insufficient collateral FIX.4.4
4 InvalidTypeOfCollateral Invalid type of collateral FIX.4.4
5 ExcessiveSubstitution Excessive substitution FIX.4.4
99 Other Other FIX.4.4
FIX.4.4
907 CollAsgnRefID String Collateral Assignment Identifier to which a transaction refers FIX.4.4
908 CollRptID String Collateral Report Identifier FIX.4.4
909 CollInquiryID String Collateral Inquiry Identifier FIX.4.4
910 CollStatus int Collateral Status
Value SymbolicName Description Added Updated Deprecated
0 Unassigned Unassigned FIX.4.4
1 PartiallyAssigned Partially Assigned FIX.4.4
2 AssignmentProposed Assignment Proposed FIX.4.4
3 Assigned Assigned (Accepted) FIX.4.4
4 Challenged Challenged FIX.4.4
FIX.4.4
911 TotNumReports int Total number of reports returned in response to a request. FIX.4.4 FIX.5.0SP1EP95
912 LastRptRequested Boolean Indicates whether this message is the last report message in response to a request message, e.g. OrderMassStatusRequest(35=AF), TradeCaptureReportRequest(35=AD).
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not last message FIX.4.4EP-1
Y LastMessage Last message FIX.4.4EP-1
FIX.4.4 FIX.5.0SP2EP141
913 AgreementDesc String The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. See http://www.fpml.org/coding-scheme/master-agreement-type for derivative values. FIX.4.4 FIX.5.0SP2EP161
914 AgreementID String A common reference to the applicable standing agreement between the counterparties to a financing transaction. FIX.4.4
915 AgreementDate LocalMktDate A reference to the date the underlying agreement specified by AgreementID and AgreementDesc was executed. FIX.4.4
916 StartDate LocalMktDate Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral FIX.4.4
917 EndDate LocalMktDate End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral FIX.4.4
918 AgreementCurrency Currency Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency. FIX.4.4
919 DeliveryType int Identifies type of settlement
Value SymbolicName Description Added Updated Deprecated
0 VersusPayment "Versus Payment": Deliver (if sell) or Receive (if buy) vs. (against) Payment FIX.4.4
1 Free "Free": Deliver (if sell) or Receive (if buy) Free FIX.4.4
2 TriParty Tri-Party FIX.4.4
3 HoldInCustody Hold In Custody FIX.4.4
FIX.4.4
920 EndAccruedInterestAmt Amt Accrued Interest Amount applicable to a financing transaction on the End Date. FIX.4.4
921 StartCash Amt Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date. FIX.4.4
922 EndCash Amt Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date. FIX.4.4
923 UserRequestID String Unique identifier for a User Request. FIX.4.4
924 UserRequestType int Indicates the action required by a User Request Message
Value SymbolicName Description Added Updated Deprecated
1 LogOnUser Log On User FIX.4.4
2 LogOffUser Log Off User FIX.4.4
3 ChangePasswordForUser Change Password For User FIX.4.4
4 RequestIndividualUserStatus Request Individual User Status FIX.4.4
5 RequestThrottleLimit Request Throttle Limit FIX.5.0SP2EP116
FIX.4.4
925 NewPassword String New Password or passphrase FIX.4.4
926 UserStatus int Indicates the status of a user
Value SymbolicName Description Added Updated Deprecated
1 LoggedIn Logged In FIX.4.4
2 NotLoggedIn Not Logged In FIX.4.4
3 UserNotRecognised User Not Recognised FIX.4.4
4 PasswordIncorrect Password Incorrect FIX.4.4
5 PasswordChanged Password Changed FIX.4.4
6 Other Other FIX.4.4
7 ForcedUserLogoutByExchange Forced user logout by Exchange FIX.5.0EP56
8 SessionShutdownWarning Session shutdown warning FIX.5.0EP56
9 ThrottleParametersChanged Throttle parameters changed FIX.5.0SP2EP116
FIX.4.4
927 UserStatusText String A text description associated with a user status. FIX.4.4
928 StatusValue int Indicates the status of a network connection
Value SymbolicName Description Added Updated Deprecated
1 Connected Connected FIX.4.4
2 NotConnectedUnexpected Not Connected - down expected up FIX.4.4
3 NotConnectedExpected Not Connected - down expected down FIX.4.4
4 InProcess In Process FIX.4.4
FIX.4.4
929 StatusText String A text description associated with a network status. FIX.4.4
930 RefCompID String Assigned value used to identify a firm. FIX.4.4
931 RefSubID String Assigned value used to identify specific elements within a firm. FIX.4.4
932 NetworkResponseID String Unique identifier for a network response. FIX.4.4
933 NetworkRequestID String Unique identifier for a network resquest. FIX.4.4
934 LastNetworkResponseID String Identifier of the previous Network Response message sent to a counterparty, used to allow incremental updates. FIX.4.4
935 NetworkRequestType int Indicates the type and level of details required for a Network Status Request Message
Boolean logic applies EG If you want to subscribe for changes to certain id's then UserRequestType =0 (8+2), Snapshot for certain ID's = 9 (8+1)
Value SymbolicName Description Added Updated Deprecated
1 Snapshot Snapshot FIX.4.4
2 Subscribe Subscribe FIX.4.4
4 StopSubscribing Stop Subscribing FIX.4.4
8 LevelOfDetail Level of Detail, then NoCompID's becomes required FIX.4.4
FIX.4.4
936 NoCompIDs NumInGroup Number of CompID entries in a repeating group. FIX.4.4
937 NetworkStatusResponseType int Indicates the type of Network Response Message.
Value SymbolicName Description Added Updated Deprecated
1 Full Full FIX.4.4
2 IncrementalUpdate Incremental Update FIX.4.4
FIX.4.4
938 NoCollInquiryQualifier NumInGroup Number of CollInquiryQualifier entries in a repeating group. FIX.4.4
939 TrdRptStatus int Trade Report Status
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.4.4
1 Rejected Rejected FIX.4.4
3 AcceptedWithErrors Accepted with errors FIX.4.4EP13 FIX.5.0SP2EP107
2 Cancelled Cancelled FIX.5.0SP2EP107
4 PendingNew Pending New FIX.5.0SP2EP107
5 PendingCancel Pending Cancel FIX.5.0SP2EP107
6 PendingReplace Pending Replace FIX.5.0SP2EP107
7 Terminated Terminated FIX.5.0SP2EP165
8 PendingVerification Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have not been verified by one or both parties. FIX.5.0SP2EP187
9 DeemedVerified Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details are deemed verified by the SDR by have not been confirmed by the trading parties. FIX.5.0SP2EP187
10 Verified Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have been confirmed by the trading parties. FIX.5.0SP2EP187
11 Disputed Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have been disputed by a trading party. FIX.5.0SP2EP187
FIX.4.4
940 AffirmStatus int Specifies the affirmation status of the confirmation.
Value SymbolicName Description Added Updated Deprecated
1 Received Received FIX.4.4
2 ConfirmRejected Confirm rejected, i.e. not affirmed FIX.4.4
3 Affirmed Affirmed FIX.4.4
FIX.4.4 FIX.5.0SP2EP215
941 UnderlyingStrikeCurrency Currency Currency in which the strike price of an underlying instrument is denominated FIX.4.4
942 LegStrikeCurrency Currency Currency in which the strike price of a instrument leg of a multileg instrument is denominated FIX.4.4
943 TimeBracket String A code that represents a time interval in which a fill or trade occurred.
Required for US futures markets. 		FIX.4.4
944 CollAction int Action proposed for an Underlying Instrument instance.
Value SymbolicName Description Added Updated Deprecated
0 Retain Retain FIX.4.4
1 Add Add FIX.4.4
2 Remove Remove FIX.4.4
FIX.4.4
945 CollInquiryStatus int Status of Collateral Inquiry
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.4.4
1 AcceptedWithWarnings Accepted With Warnings FIX.4.4
2 Completed Completed FIX.4.4
3 CompletedWithWarnings Completed With Warnings FIX.4.4
4 Rejected Rejected FIX.4.4
FIX.4.4
946 CollInquiryResult int Result returned in response to Collateral Inquiry
4000+ Reserved and available for bi-laterally agreed upon user-defined values
Value SymbolicName Description Added Updated Deprecated
0 Successful Successful (default) FIX.4.4
1 InvalidOrUnknownInstrument Invalid or unknown instrument FIX.4.4
2 InvalidOrUnknownCollateralType Invalid or unknown collateral type FIX.4.4
3 InvalidParties Invalid Parties FIX.4.4
4 InvalidTransportTypeRequested Invalid Transport Type requested FIX.4.4
5 InvalidDestinationRequested Invalid Destination requested FIX.4.4
6 NoCollateralFoundForTheTradeSpecified No collateral found for the trade specified FIX.4.4
7 NoCollateralFoundForTheOrderSpecified No collateral found for the order specified FIX.4.4
8 CollateralInquiryTypeNotSupported Collateral inquiry type not supported FIX.4.4
9 UnauthorizedForCollateralInquiry Unauthorized for collateral inquiry FIX.4.4
99 Other Other (further information in Text (58) field) FIX.4.4
FIX.4.4
947 StrikeCurrency Currency Currency in which the StrikePrice is denominated. FIX.4.4
948 NoNested3PartyIDs NumInGroup Number of Nested3PartyID (949), Nested3PartyIDSource (950), and Nested3PartyRole (95) entries FIX.4.4
949 Nested3PartyID String PartyID value within a "third instance" Nested repeating group.
Same values as PartyID (448) 		FIX.4.4
950 Nested3PartyIDSource char PartyIDSource value within a "third instance" Nested repeating group.
Same values as PartyIDSource (447) 		FIX.4.4
951 Nested3PartyRole int PartyRole value within a "third instance" Nested repeating group.
Same values as PartyRole (452) 		FIX.4.4
952 NoNested3PartySubIDs NumInGroup Number of Nested3PartySubIDs (953) entries FIX.4.4
953 Nested3PartySubID String PartySubID value within a "third instance" Nested repeating group.
Same values as PartySubID (523) 		FIX.4.4
954 Nested3PartySubIDType int PartySubIDType value within a "third instance" Nested repeating group.
Same values as PartySubIDType (803) 		FIX.4.4
955 LegContractSettlMonth MonthYear Specifies when the contract (i.e. MBS/TBA) will settle. FIX.4.4
956 LegInterestAccrualDate LocalMktDate The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date FIX.4.4
957 NoStrategyParameters NumInGroup Indicates number of strategy parameters FIX.4.4EP2
958 StrategyParameterName String Name of parameter FIX.4.4EP2
959 StrategyParameterType int Datatype of the parameter
Value SymbolicName Description Added Updated Deprecated
1 Int Int FIX.4.4EP-1
2 Length Length FIX.4.4EP-1
3 NumInGroup NumInGroup FIX.4.4EP-1
4 SeqNum SeqNum FIX.4.4EP-1
5 TagNum TagNum FIX.4.4EP-1
6 Float float FIX.4.4EP-1 FIX.5.0SP1EP95
7 Qty Qty FIX.4.4EP-1
8 Price Price FIX.4.4EP-1
9 PriceOffset PriceOffset FIX.4.4EP-1
10 Amt Amt FIX.4.4EP-1
11 Percentage Percentage FIX.4.4EP-1
12 Char Char FIX.4.4EP-1
13 Boolean Boolean FIX.4.4EP-1
14 String String FIX.4.4EP-1
15 MultipleCharValue MultipleCharValue FIX.4.4EP-1
16 Currency Currency FIX.4.4EP-1
17 Exchange Exchange FIX.4.4EP-1
18 MonthYear MonthYear FIX.4.4EP-1 FIX.5.0SP1EP95
19 UTCTimestamp UTCTimestamp FIX.4.4EP-1 FIX.5.0SP1EP95
20 UTCTimeOnly UTCTimeOnly FIX.4.4EP-1
21 LocalMktDate LocalMktDate FIX.4.4EP-1 FIX.5.0SP1EP95
22 UTCDateOnly UTCDateOnly FIX.4.4EP-1 FIX.5.0SP1EP95
23 Data data FIX.4.4EP-1 FIX.5.0SP1EP95
24 MultipleStringValue MultipleStringValue FIX.4.4EP34
25 Country Country FIX.5.0SP1EP95
26 Language Language FIX.5.0SP1EP95
27 TZTimeOnly TZTimeOnly FIX.5.0SP1EP95
28 TZTimestamp TZTimestamp FIX.5.0SP1EP95
29 Tenor Tenor FIX.5.0SP1EP95
FIX.4.4EP2
960 StrategyParameterValue String Value of the parameter FIX.4.4EP2
961 HostCrossID String Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs. Used as the primary key with which to refer to the Cross Order for cancellation and replace. The HostCrossID will also be used to link together components of the Cross Order. For example, each individual Execution Report associated with the order will carry HostCrossID in order to tie back to the original cross order. FIX.4.4EP3
962 SideTimeInForce UTCTimestamp Indicates how long the order as specified in the side stays in effect. SideTimeInForce allows a two-sided cross order to specify order behavior separately for each side. Absence of this field indicates that TimeInForce should be referenced. SideTimeInForce will override TimeInForce if both are provided. FIX.4.4EP3
963 MDReportID int Unique identifier for the Market Data Report. FIX.4.4EP4
964 SecurityReportID int Identifies a Security List message. FIX.4.4EP4 FIX.5.0SP1EP87
965 SecurityStatus String Used for derivatives. Denotes the current state of the Instrument.
Value SymbolicName Description Added Updated Deprecated
1 Active Instrument is active, i.e. trading is possible. FIX.4.4EP-1 FIX.5.0SP2EP195
2 Inactive Instrument has previously been active and is now no longer traded but has not expired yet. The instrument may become active again. FIX.4.4EP-1 FIX.5.0SP2EP195
3 ActiveClosingOrdersOnly Instrument is active but only orders closing positions (reducing risk) are allowed. FIX.5.0SP2EP195
4 Expired Instrument has expired. E.g. An instrument may expire due to reaching maturity or expired based on contract definitions or exchange rules. FIX.5.0SP2EP195
5 Delisted Instrument has been removed from securities reference data. Delisting rules varies from exchange to exchange, which may include non-compliance of capitalization, revenue, consecutive minimum closing price. The instrument may become listed again once the instrument is back in compliance. A delisted instrument would not trade on the exchange but it may still be traded over-the-counter (e.g. OTCBB) or on Pink Sheets, or other similar trading service. FIX.5.0SP2EP195
6 KnockedOut Instrument has breached a pre-defined price threshold. FIX.5.0SP2EP195
7 KnockOutRevoked Instrument reinstated, i.e. threshold has not been breached. FIX.5.0SP2EP195
8 PendingExpiry Instrument is currently still active but will expire after the current business day. For example, a contract that expires intra-day (e.g. at noon time) and is no longer tradeable but will still show up in the current day's order book with related statistics. FIX.5.0SP2EP195
9 Suspended Instrument has been temporarily disabled for trading (i.e. halted). FIX.5.0SP2EP195
10 Published Instrument information is provided prior to its first activation. FIX.5.0SP2EP195
11 PendingDeletion Instrument is awaiting deletion from security reference data. FIX.5.0SP2EP195
FIX.4.4EP4
966 SettleOnOpenFlag String Indicator to determine if instrument is settle on open FIX.4.4EP4
967 StrikeMultiplier float Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. FIX.4.4EP4
968 StrikeValue float Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. FIX.4.4EP4
969 MinPriceIncrement float Minimum price increase for a given exchange-traded Instrument FIX.4.4EP4
970 PositionLimit int Position Limit for a given exchange-traded product. FIX.4.4EP4
971 NTPositionLimit int Position Limit in the near-term contract for a given exchange-traded product. FIX.4.4EP4
972 UnderlyingAllocationPercent Percentage Percent of the Strike Price that this underlying represents. FIX.4.4EP4
973 UnderlyingCashAmount Amt Cash amount associated with the underlying component. FIX.4.4EP4
974 UnderlyingCashType String Used for derivatives that deliver into cash underlying.
Value SymbolicName Description Added Updated Deprecated
FIXED FIXED FIXED FIX.4.4EP-1
DIFF DIFF DIFF FIX.4.4EP-1
FIX.4.4EP4 FIX.5.0SP1EP95
975 UnderlyingSettlementType int Indicates order settlement period for the underlying instrument.
Value SymbolicName Description Added Updated Deprecated
2 TPlus1 T+1 FIX.4.4EP-1
4 TPlus3 T+3 FIX.4.4EP-1
5 TPlus4 T+4 FIX.4.4EP-1
FIX.4.4EP4
976 QuantityDate LocalMktDate Date associated to the quantity that is being reported for the position. FIX.4.4EP4
977 ContIntRptID String Unique identifier for the Contrary Intention report FIX.4.4EP4
978 LateIndicator Boolean Indicates if the contrary intention was received after the exchange imposed cutoff time FIX.4.4EP4
979 InputSource String Originating source of the request. FIX.4.4EP4 FIX.5.0SP2EP148
980 SecurityUpdateAction char None
Value SymbolicName Description Added Updated Deprecated
A Add Add FIX.4.4EP8
D Delete Delete FIX.4.4EP8
M Modify Modify FIX.4.4EP8
FIX.4.4EP4
981 NoExpiration NumInGroup Number of Expiration Qty entries FIX.4.4EP4
982 ExpirationQtyType int Expiration Quantity type
Value SymbolicName Description Added Updated Deprecated
1 AutoExercise Auto Exercise FIX.4.4EP-1
2 NonAutoExercise Non Auto Exercise FIX.4.4EP-1
3 FinalWillBeExercised Final Will Be Exercised FIX.4.4EP-1
4 ContraryIntention Contrary Intention FIX.4.4EP-1
5 Difference Difference FIX.4.4EP-1
FIX.4.4EP4
983 ExpQty Qty Expiration Quantity associated with the Expiration Type FIX.4.4EP4
984 NoUnderlyingAmounts NumInGroup Total number of occurrences of Amount to pay in order to receive the underlying instrument FIX.4.4EP4
985 UnderlyingPayAmount Amt Amount to pay in order to receive the underlying instrument FIX.4.4EP4
986 UnderlyingCollectAmount Amt Amount to collect in order to deliver the underlying instrument FIX.4.4EP4
987 UnderlyingSettlementDate LocalMktDate Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments. FIX.4.4EP4
988 UnderlyingSettlementStatus String Settlement status of the underlying instrument. Used for derivatives that deliver into more than one underlying instrument. Settlement can be delayed for an underlying instrument. FIX.4.4EP4
989 SecondaryIndividualAllocID String Will allow the intermediary to specify an allocation ID generated by their system. FIX.4.4EP5
990 LegReportID String Additional attribute to store the Trade ID of the Leg. FIX.4.4EP5
991 RndPx Price Specifies average price rounded to quoted precision. FIX.4.4EP5
992 IndividualAllocType int Identifies whether the allocation is to be sub-allocated or allocated to a third party
Value SymbolicName Description Added Updated Deprecated
1 SubAllocate Sub Allocate FIX.4.4EP-1
2 ThirdPartyAllocation Third Party Allocation FIX.4.4EP-1
FIX.4.4EP5
993 AllocCustomerCapacity String Capacity of customer in the allocation block. FIX.4.4EP5
994 TierCode String The Tier the trade was matched by the clearing system. FIX.4.4EP5
996 UnitOfMeasure String The unit of measure of the underlying commodity upon which the contract is based. Two groups of units of measure enumerations are supported.
Fixed Magnitude UOMs are primarily used in energy derivatives and specify a magnitude (such as, MM, Kilo, M, etc.) and the dimension (such as, watt hours, BTU's) to produce standard fixed measures (such as MWh - Megawatt-hours, MMBtu - One million BTUs).
The second group, Variable Quantity UOMs, specifies the dimension as a single unit without a magnitude (or more accurately a magnitude of one) and uses the UnitOfMeasureQty(1147) field to define the quantity of units per contract. Variable Quantity UOMs are used for both commodities (such as lbs of lean cattle, bushels of corn, ounces of gold) and financial futures.
Examples:
For lean cattle futures contracts, a UnitOfMeasure of 'lbs' with a UnitOfMeasureQty(1147) of 40,000, means each lean cattle futures contract represents 40,000 lbs of lean cattle.
For Eurodollars futures contracts, a UnitOfMeasure of Ccy with a UnitOfMeasureCurrency(1716) of USD and a UnitOfMeasureQty(1147) of 1,000,000, means a Eurodollar futures contract represents 1,000,000 USD.
For gold futures contracts, a UnitOfMeasure is oz_tr (Troy ounce) with a UnitOfMeasureQty(1147) of 1,000, means each gold futures contract represents 1,000 troy ounces of gold.
Value SymbolicName Description Added Updated Deprecated
Bcf BillionCubicFeet Billion cubic feet FIX.4.4EP-1
MMbbl MillionBarrels Million Barrels FIX.4.4EP-1 FIX.5.0SP2EP169 FIX.5.0SP1
MMBtu OneMillionBTU One Million BTU FIX.4.4EP-1 FIX.5.0SP2EP243
MWh MegawattHours Megawatt hours FIX.4.4EP-1 FIX.5.0SP2EP243
Bbl Barrels Equal to 42 US gallons FIX.4.4EP-1 FIX.5.0SP2EP169
Bu Bushels Bushels FIX.4.4EP-1 FIX.5.0SP2EP169
lbs Pounds pounds FIX.4.4EP-1 FIX.5.0SP2EP169
Gal Gallons Gallons FIX.4.4EP-1 FIX.5.0SP2EP169
oz_tr TroyOunces Troy ounces FIX.4.4EP-1 FIX.5.0SP2EP169
t MetricTons Also known as Tonnes, equal to 1000 kg FIX.4.4EP-1 FIX.5.0SP2EP169
tn Tons Equal to 2000 lbs FIX.4.4EP-1 FIX.5.0SP2EP169
USD USDollars US Dollars FIX.4.4EP-1 FIX.5.0SP2EP169 FIX.5.0SP2EP122
Alw Allowances Allowances FIX.5.0SP1EP89 FIX.5.0SP2EP169
CBM CubicMeters Cubic Meters FIX.5.0SP2EP107 FIX.5.0SP2EP169
CER CertifiedEmissionsReduction Certified emissions reduction FIX.5.0SP2EP107 FIX.5.0SP2EP169
PRINC PrincipalWithRelationToDebtInstrument Principal with relation to debt instrument FIX.5.0SP2EP107 FIX.5.0SP2EP169
CRT ClimateReserveTonnes Climate reserve tonnes FIX.5.0SP2EP114 FIX.5.0SP2EP169
Ccy Currency Amount of currency FIX.5.0SP2EP122 FIX.5.0SP2EP169
BDFT BoardFeet Equal to 144 cubic inches FIX.5.0SP2EP122 FIX.5.0SP2EP169
IPNT IndexPoint Index point FIX.5.0SP2EP122 FIX.5.0SP2EP169
day Day Days FIX.5.0SP2EP122 FIX.5.0SP2EP169
cwt Hundredweight Equal to 100 lbs FIX.5.0SP2EP122 FIX.5.0SP2EP169
g Grams Grams FIX.5.0SP2EP122 FIX.5.0SP2EP169
dt DryMetricTons Dry metric tons FIX.5.0SP2EP122 FIX.5.0SP2EP169
kWh KilowattHours Kilowatt hours FIX.5.0SP2EP137 FIX.5.0SP2EP243
EnvOfst EnvironmentalOffset Environmental Offset FIX.5.0SP2EP137 FIX.5.0SP2EP169
EnvCrd EnvironmentalCredit Environmental credit FIX.5.0SP2EP137 FIX.5.0SP2EP169
kW-min KilowattMinute Kilowatt-Minute (electrical capacity) FIX.5.0SP2EP137
MW-min MegawattMinute Megawatt-Minute FIX.5.0SP2EP137 FIX.5.0SP2EP169
kW-h KilowattHour Kilowatt-Hour FIX.5.0SP2EP137 FIX.5.0SP2EP169
MW-h MegawattHour Megawatt-Hour FIX.5.0SP2EP137 FIX.5.0SP2EP169
kW-d KilowattDay Kilowatt-Day FIX.5.0SP2EP137 FIX.5.0SP2EP169
MW-d MegawattDay Megawatt-Day FIX.5.0SP2EP137 FIX.5.0SP2EP169
kW-M KilowattMonth Kilowatt-Month FIX.5.0SP2EP137 FIX.5.0SP2EP169
MW-M MegawattMonth Megawatt-Month FIX.5.0SP2EP137 FIX.5.0SP2EP169
kW-a KilowattYear Kilowatt-Year FIX.5.0SP2EP137 FIX.5.0SP2EP169
MW-a MegawattYear Megawatt-Year FIX.5.0SP2EP137 FIX.5.0SP2EP169
thm therms Equal to 100,000 BTU FIX.5.0SP2EP152 FIX.5.0SP2EP243
GJ gigajoules gigajoules FIX.5.0SP2EP152 FIX.5.0SP2EP169
L liters liters FIX.5.0SP2EP152 FIX.5.0SP2EP169
kL kiloliters kiloliters FIX.5.0SP2EP152 FIX.5.0SP2EP169
kg Kilograms Kilograms FIX.5.0SP2EP154 FIX.5.0SP2EP169
GT GrossTons Also known as long tons or imperial tons, equal to 2240 lbs FIX.5.0SP2EP154 FIX.5.0SP2EP169
CDD CoolingDegreeDay Cooling degree day FIX.5.0SP2EP169
CPD CriticalPrecipDay Critical precipitation day FIX.5.0SP2EP169
EnvAllwnc EnvAllwncCert Environmental allowance certificates FIX.5.0SP2EP169
HDD HeatingDegreeDay Heating degree day FIX.5.0SP2EP169
kHR HeatRate The number of BTUs required to produce one kilowatt hour of electricity, typically 3,412.14 BTUs per 1 kWh. FIX.5.0SP2EP243
MHR MegaHeatRate The number of million BTUs required to produce one megawatt hour of electricity, typically 3.41214 million BTUs per 1 MWh. FIX.5.0SP2EP243
FIX.4.4EP5 FIX.5.0SP2EP122
997 TimeUnit String Unit of time associated with the contract.
NOTE: Additional values may be used by mutual agreement of the counterparties
Value SymbolicName Description Added Updated Deprecated
H Hour Hour FIX.4.4EP-1
Min Minute Minute FIX.4.4EP-1
S Second Second FIX.4.4EP-1
D Day Day FIX.4.4EP-1
Wk Week Week FIX.4.4EP-1
Mo Month Month FIX.4.4EP-1
Yr Year Year FIX.4.4EP-1
Q Quarter Quarter FIX.5.0SP2EP191
FIX.4.4EP5
998 UnderlyingUnitOfMeasure String Refer to defintion of UnitOfMeasure(996) FIX.4.4EP5
999 LegUnitOfMeasure String Refer to defintion of UnitOfMeasure(996) FIX.4.4EP5
1000 UnderlyingTimeUnit String Same as TimeUnit. FIX.4.4EP5
1001 LegTimeUnit String Same as TimeUnit. FIX.4.4EP5
1002 AllocMethod int Specifies the method under which a trade quantity was allocated.
Value SymbolicName Description Added Updated Deprecated
1 Automatic Automatic FIX.4.4EP-1
2 Guarantor Guarantor FIX.4.4EP-1
3 Manual Manual FIX.4.4EP-1
4 BrokerAssigned Broker assigned FIX.5.0SP2EP107
FIX.4.4EP5
1003 TradeID String The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty. FIX.4.4EP11
1005 SideTradeReportID String Used on a multi-sided trade to designate the ReportID FIX.4.4EP5
1006 SideFillStationCd String Used on a multi-sided trade to convey order routing information FIX.4.4EP5
1007 SideReasonCd String Used on a multi-sided trade to convey reason for execution FIX.4.4EP5
1008 SideTrdSubTyp int Used on a multi-sided trade to specify the type of trade for a given side. Same values as TrdSubType (829). FIX.4.4EP5 FIX.5.0SP1EP95
1009 SideLastQty Qty Used to indicate the quantity on one side of a multi-sided trade. FIX.4.4EP5 FIX.5.0SP2EP161
1011 MessageEventSource String Used to identify the event or source which gave rise to a message.
Valid values will be based on an exchange's implementation.
Example values are:
"MQM" (originated at Firm Back Office)
"Clear" (originated in Clearing System)
"Reg" (static data generated via Register request) 		FIX.4.4EP5
1012 SideTrdRegTimestamp UTCTimestamp Will be used in a multi-sided message.
Traded Regulatory timestamp value Use to store time information required by government regulators or self regulatory organizations such as an exchange or clearing house 		FIX.4.4EP5
1013 SideTrdRegTimestampType int Same as TrdRegTimeStampType FIX.4.4EP5 FIX.5.0SP1EP77
1014 SideTrdRegTimestampSrc String Same as TrdRegTimestampOrigin
Text which identifies the origin i.e. system which was used to generate the time stamp for the Traded Regulatory timestamp value 		FIX.4.4EP5
1015 AsOfIndicator char A trade that is being submitted for a trade date prior to the current trade or clearing date, e.g. in an open outcry market an out trade being submitted for the previous trading session or trading day.
Value SymbolicName Description Added Updated Deprecated
0 False false - trade is not an AsOf trade FIX.4.4EP-1
1 True true - trade is an AsOf trade FIX.4.4EP-1
FIX.4.4EP5 FIX.5.0SP2EP141
1016 NoSideTrdRegTS NumInGroup Indicates number of SideTimestamps contained in group FIX.4.4EP5
1017 LegOptionRatio float Expresses the risk of an option leg
Value must be between -1 and 1.
A Call Option will require a ratio value between 0 and 1
A Put Option will require a ratio value between -1 and 0 		FIX.4.4EP18
1018 NoInstrumentParties NumInGroup Identifies the number of parties identified with an instrument FIX.4.4EP4
1019 InstrumentPartyID String PartyID value within an instrument party repeating group. Same values as PartyID (448) FIX.4.4EP4
1020 TradeVolume Qty Used to report volume with a trade FIX.4.4EP7
1021 MDBookType int Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection
Value SymbolicName Description Added Updated Deprecated
1 TopOfBook Top of Book FIX.4.4EP-1
2 PriceDepth Price Depth FIX.4.4EP-1
3 OrderDepth Order Depth FIX.4.4EP-1
FIX.4.4EP7
1022 MDFeedType String Describes a class of service for a given data feed, ie Regular and Market Maker, Bandwidth Intensive or Bandwidth Conservative FIX.4.4EP7
1023 MDPriceLevel int Integer to convey the level of a bid or offer at a given price level. This is in contrast to MDEntryPositionNo which is used to convey the position of an order within a Price level FIX.4.4EP7
1024 MDOriginType int Used to describe the origin of the market data entry.
Value SymbolicName Description Added Updated Deprecated
0 Book Book FIX.4.4EP-1
1 OffBook Off-Book FIX.4.4EP-1
2 Cross Cross FIX.4.4EP-1
3 QuoteDrivenMarket Examples for quote driven markets are market maker or specialist market models. FIX.5.0SP2EP163
4 DarkOrderBook Dark order book FIX.5.0SP2EP163
5 AuctionDrivenMarket Markets where matching occurs only in scheduled auctions. FIX.5.0SP2EP216
6 QuoteNegotiation Discretionary quoting on request or "request for quote" market. FIX.5.0SP2EP216
7 VoiceNegotiation A trading system where transactions between members are arranged through voice negotiation. FIX.5.0SP2EP228
8 HybridMarket A hybrid system falling into two or more types of trading systems. Can also be used for ESMA RTS 1 "other type of trading system". FIX.5.0SP2EP228
FIX.4.4EP7 FIX.5.0SP2EP216
1025 FirstPx Price Indicates the first trade price of the day/session FIX.4.4EP7
1026 MDEntrySpotRate float The spot rate for an FX entry FIX.4.4EP7
1027 MDEntryForwardPoints PriceOffset Used for an F/X entry. The forward points to be added to or subtracted from the spot rate to get the "all-in" rate in MDEntryPx. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4EP7
1028 ManualOrderIndicator Boolean Indicates if the order was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software). FIX.4.4EP9 FIX.5.0SP2EP182
1029 CustDirectedOrder Boolean Indicates if the customer directed this order to a specific execution venue "Y" or not "N".
A default of "N" customer did not direct this order should be used in the case where the information is both missing and essential. 		FIX.4.4EP9 FIX.5.0SP1EP95
1030 ReceivedDeptID String Identifies the broker-dealer department that first took the order. FIX.4.4EP9 FIX.5.0SP2EP135 FIX.5.0SP2EP135
1031 CustOrderHandlingInst MultipleStringValue Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.
NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only.

For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list.

For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified.
Value SymbolicName Description Added Updated Deprecated
ADD AddOnOrder Add-on order FIX.4.4EP-1 FIX.5.0SP2EP135
AON AllOrNone All or none FIX.4.4EP-1 FIX.5.0SP2EP135
CNH CashNotHeld Cash not held FIX.4.4EP-1 FIX.5.0SP2EP135
DIR DirectedOrder Directed order FIX.4.4EP-1 FIX.5.0SP2EP135
E.W ExchangeForPhysicalTransaction Exchange for physical transaction FIX.4.4EP-1 FIX.5.0SP2EP135
FOK FillOrKill Fill or kill FIX.4.4EP-1 FIX.5.0SP2EP135
IO ImbalanceOnly Imbalance only FIX.4.4EP-1 FIX.5.0SP2EP135
IOC ImmediateOrCancel Immediate or cancel FIX.4.4EP-1 FIX.5.0SP2EP135
LOO LimitOnOpen Limit on open FIX.4.4EP-1 FIX.5.0SP2EP135
LOC LimitOnClose Limit on Close FIX.4.4EP-1 FIX.5.0SP2EP135
MAO MarketAtOpen Market at Open FIX.4.4EP-1 FIX.5.0SP2EP135
MAC MarketAtClose Market at close FIX.4.4EP-1 FIX.5.0SP2EP135
MOO MarketOnOpen Market on open FIX.4.4EP-1 FIX.5.0SP2EP135
MOC MarketOnClose Market on close FIX.4.4EP-1 FIX.5.0SP2EP135
MQT MinimumQuantity Minimum quantity FIX.4.4EP-1 FIX.5.0SP2EP135
NH NotHeld Not held FIX.4.4EP-1 FIX.5.0SP2EP135
OVD OverTheDay Over the day FIX.4.4EP-1 FIX.5.0SP2EP135
PEG Pegged Pegged FIX.4.4EP-1 FIX.5.0SP2EP135
RSV ReserveSizeOrder Reserve size order FIX.4.4EP-1 FIX.5.0SP2EP135
S.W StopStockTransaction Stop stock transaction FIX.4.4EP-1 FIX.5.0SP2EP135
SCL Scale Scale FIX.4.4EP-1 FIX.5.0SP2EP135
TMO TimeOrder Time order FIX.4.4EP-1 FIX.5.0SP2EP135
TS TrailingStop Trailing stop FIX.4.4EP-1 FIX.5.0SP2EP135
WRK Work Work FIX.4.4EP-1 FIX.5.0SP2EP135
A PhoneSimple Phone simple FIX.5.0SP2EP133
B PhoneComplex Phone complex FIX.5.0SP2EP133
C FCMProvidedScreen FCM provided screen FIX.5.0SP2EP133
D OtherProvidedScreen Other provided screen FIX.5.0SP2EP133
E ClientProvidedPlatformControlledByFCM Client provided platform controlled by FCM FIX.5.0SP2EP133
F ClientProvidedPlatformDirectToExchange Client provided platform direct to exchange FIX.5.0SP2EP133
G GOrderAndFCMAPIorFIX G Order(FINRA OATS), FCM API or FIX(FIA Execution Source) FIX.5.0SP2EP133 FIX.5.0SP2EP135
H AlgoEngine Algo engine FIX.5.0SP2EP133
J PriceAtExecution Price at execution (price added at initial order entry, trading, middle office or time of give-up) FIX.5.0SP2EP133
W DeskElectronic Desk - electronic FIX.5.0SP2EP133
X DeskPit Desk - pit FIX.5.0SP2EP133
Y ClientElectronic Client - electronic FIX.5.0SP2EP133
Z ClientPit Client - pit FIX.5.0SP2EP133
CND ConditionalOrder Conditional order FIX.5.0SP2EP135
CSH DeliveryInstructionsCash Delivery instructions - cash FIX.5.0SP2EP135
DLO DiscretionaryLimitOrder Discretionary limit order FIX.5.0SP2EP135
IDX IntraDayCross Intraday cross FIX.5.0SP2EP135
ISO IntermarketSweepOrder Intermarket sweep order FIX.5.0SP2EP135
MPT MergerRelatedTransferPosition Merger related transfer position FIX.5.0SP2EP135
MTL MarketToLimit Market to limit FIX.5.0SP2EP135
ND DeliveryInstructionsNextDay Delivery instructions - next day FIX.5.0SP2EP135
OPT OptionsRelatedTransaction Options related transaction FIX.5.0SP2EP135
SLR DeliveryInstructionsSellersOption Delivery instructions - sellers option FIX.5.0SP2EP135
F0 StayOnOfferside Stay on offerside FIX.5.0SP2EP135
F3 GoAlong Go along FIX.5.0SP2EP135
F6 ParticipateDoNotInitiate Participate do not initiate FIX.5.0SP2EP135
F7 StrictScale Strict scale FIX.5.0SP2EP135
F8 TryToScale Try to scale FIX.5.0SP2EP135
F9 StayOnBidside Stay on bidside FIX.5.0SP2EP135
FA NoCross No cross FIX.5.0SP2EP135
FB OKToCross OK to cross FIX.5.0SP2EP135
FC CallFirst Call first FIX.5.0SP2EP135
FD PercentOfVolume Percent of volume FIX.5.0SP2EP135
FH ReinstateOnSystemFailure Reinstate on system failure FIX.5.0SP2EP135
FI InstitutionOnly Institution only FIX.5.0SP2EP135
FJ ReinstateOnTradingHalt Reinstate on trading halt FIX.5.0SP2EP135
FK CancelOnTradingHalf Cancel on trading half FIX.5.0SP2EP135
FL LastPeg Last peg FIX.5.0SP2EP135
FM MidPricePeg Mid-price peg FIX.5.0SP2EP135
FN NonNegotiable Non-negotiable FIX.5.0SP2EP135
FO OpeningPeg Opening peg FIX.5.0SP2EP135
FP MarketPeg Market peg FIX.5.0SP2EP135
FQ CancelOnSystemFailure Cancel on system failure FIX.5.0SP2EP135
FR PrimaryPeg Primary peg FIX.5.0SP2EP135
FS Suspend Suspend FIX.5.0SP2EP135
FT FixedPegToLocalBBO Fixed peg to local best bid or offer at time of order FIX.5.0SP2EP135
FW PegToVWAP Peg to VWAP FIX.5.0SP2EP135
FX TradeAlong Trade along FIX.5.0SP2EP135
FY TryToStop Try to stop FIX.5.0SP2EP135
FZ CancelIfNotBest Cancel if not best FIX.5.0SP2EP135
Fb StrictLimit Strict limit FIX.5.0SP2EP135
Fc IgnorePriceValidityChecks Ignore price validity checks FIX.5.0SP2EP135
Fd PegToLimitPrice Peg to Limit Price FIX.5.0SP2EP135
Fe WorkToTargetStrategy Work to target strategy FIX.5.0SP2EP135
FIX.4.4EP9 FIX.5.0SP2EP135
1032 OrderHandlingInstSource int Identifies the class or source of the order handling instruction values.  Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035).
Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified.
Value SymbolicName Description Added Updated Deprecated
1 FINRAOATS FINRA OATS FIX.4.4EP-1 FIX.5.0SP2EP135
2 FIAExecutionSourceCode FIA Execution Source Code FIX.5.0SP2EP133
FIX.4.4EP9 FIX.5.0SP2EP135
1033 DeskType String Identifies the type of Trading Desk.
Conditionally required when InformationBarrierID(1727) is specified for OATS.
Value SymbolicName Description Added Updated Deprecated
A Agency Agency FIX.4.4EP-1 FIX.5.0SP2EP135
AR Arbitrage Arbitrage FIX.4.4EP-1 FIX.5.0SP2EP135
D Derivatives Derivatives FIX.4.4EP-1 FIX.5.0SP2EP135
IN International International FIX.4.4EP-1 FIX.5.0SP2EP135
IS Institutional Institutional FIX.4.4EP-1 FIX.5.0SP2EP135
O Other Other FIX.4.4EP-1 FIX.5.0SP2EP135
PF PreferredTrading Preferred trading FIX.4.4EP-1 FIX.5.0SP2EP135
PR Proprietary Proprietary FIX.4.4EP-1 FIX.5.0SP2EP135
PT ProgramTrading Program trading FIX.4.4EP-1 FIX.5.0SP2EP135
S Sales Sales FIX.4.4EP-1 FIX.5.0SP2EP135
T TradingDeskSystem Trading desk or system non-market maker FIX.4.4EP-1 FIX.5.0SP2EP135
B BlockTrading Block trading FIX.5.0SP2EP135
C ConvertibleDesk Convertible desk FIX.5.0SP2EP135
CR CentralRiskBooks Central risk books FIX.5.0SP2EP135
EC EquityCapitalMarkets Equity capital markets FIX.5.0SP2EP135
SW Swaps Swaps FIX.5.0SP2EP135
TR Treasury Treasury FIX.5.0SP2EP135
FIX.4.4EP9 FIX.5.0SP2EP135
1034 DeskTypeSource int Identifies the class or source of DeskType(1033) values. Conditionally required when DeskType(1033) is specified.
Value SymbolicName Description Added Updated Deprecated
1 FINRAOATS FINRA OATS FIX.4.4EP-1 FIX.5.0SP2EP135
FIX.4.4EP9 FIX.5.0SP2EP135
1035 DeskOrderHandlingInst MultipleStringValue Codes that apply special information that the broker-dealer needs to report.
Value SymbolicName Description Added Updated Deprecated
ADD AddOnOrder Add-on Order FIX.4.4EP-1
AON AllOrNone All or None FIX.4.4EP-1
CNH CashNotHeld Cash Not Held FIX.4.4EP-1
DIR DirectedOrder Directed Order FIX.4.4EP-1
E.W ExchangeForPhysicalTransaction Exchange for Physical Transaction FIX.4.4EP-1
FOK FillOrKill Fill or Kill FIX.4.4EP-1
IO ImbalanceOnly Imbalance Only FIX.4.4EP-1
IOC ImmediateOrCancel Immediate or Cancel FIX.4.4EP-1
LOO LimitOnOpen Limit On Open FIX.4.4EP-1
LOC LimitOnClose Limit on Close FIX.4.4EP-1
MAO MarketAtOpen Market at Open FIX.4.4EP-1
MAC MarketAtClose Market at Close FIX.4.4EP-1
MOO MarketOnOpen Market on Open FIX.4.4EP-1
MOC MarketOnClose Market On Close FIX.4.4EP-1
MQT MinimumQuantity Minimum Quantity FIX.4.4EP-1
NH NotHeld Not Held FIX.4.4EP-1
OVD OverTheDay Over the Day FIX.4.4EP-1
PEG Pegged Pegged FIX.4.4EP-1
RSV ReserveSizeOrder Reserve Size Order FIX.4.4EP-1
S.W StopStockTransaction Stop Stock Transaction FIX.4.4EP-1
SCL Scale Scale FIX.4.4EP-1
TMO TimeOrder Time Order FIX.4.4EP-1
TS TrailingStop Trailing Stop FIX.4.4EP-1
WRK Work Work FIX.4.4EP-1
FIX.4.4EP9 FIX.5.0SP2EP135
1036 ExecAckStatus char The status of this execution acknowledgement message.
Value SymbolicName Description Added Updated Deprecated
0 Received Received, not yet processed FIX.4.4EP-1
1 Accepted Accepted FIX.4.4EP-1
2 Don Don't know / Rejected FIX.4.4EP-1
FIX.4.4EP10
1037 UnderlyingDeliveryAmount Amt Indicates the underlying position amount to be delivered FIX.4.4EP8
1038 UnderlyingCapValue Amt Maximum notional value for a capped financial instrument FIX.4.4EP8
1039 UnderlyingSettlMethod String Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. FIX.4.4EP8 FIX.5.0SP2EP169
1040 SecondaryTradeID String Used to carry an internal trade entity ID which may or may not be reported to the firm FIX.4.4EP11
1041 FirmTradeID String The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary FIX.4.4EP11
1042 SecondaryFirmTradeID String Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary FIX.4.4EP11
1043 CollApplType int conveys how the collateral should be/has been applied
Value SymbolicName Description Added Updated Deprecated
0 SpecificDeposit Specific Deposit FIX.4.4EP-1
1 General General FIX.4.4EP-1
FIX.4.4EP12
1044 UnderlyingAdjustedQuantity Qty Unit amount of the underlying security (shares) adjusted for pending corporate action not yet allocated. FIX.4.4EP12
1045 UnderlyingFXRate float Foreign exchange rate used to compute UnderlyingCurrentValue(885) (or market value) from UnderlyingCurrency(318) to Currency(15). FIX.4.4EP12
1046 UnderlyingFXRateCalc char Specifies whether the UnderlyingFxRate(1045) should be multiplied or divided.
Value SymbolicName Description Added Updated Deprecated
D Divide Divide FIX.4.4EP-1
M Multiply Multiply FIX.4.4EP-1
FIX.4.4EP12
1047 AllocPositionEffect char Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.
Value SymbolicName Description Added Updated Deprecated
O Open Open FIX.4.4EP-1
C Close Close FIX.4.4EP-1
R Rolled Rolled FIX.4.4EP-1
F FIFO FIFO FIX.4.4EP-1
FIX.4.4EP17
1048 DealingCapacity char Identifies role of dealer; Agent, Principal, RisklessPrincipal
Value SymbolicName Description Added Updated Deprecated
A Agent Agent FIX.5.0SP1EP95
P Principal Principal FIX.5.0SP1EP95
R RisklessPrincipal Riskless Principal FIX.5.0SP1EP95
FIX.4.4EP7 FIX.5.0SP1EP95
1049 InstrmtAssignmentMethod char Method under which assignment was conducted
Value SymbolicName Description Added Updated Deprecated
P ProRata Pro rata FIX.4.4EP4
R Random Random FIX.4.4EP4
FIX.4.4EP4
1050 InstrumentPartyIDSource char PartyIDSource value within an instrument partyrepeating group.
Same values as PartyIDSource (447) 		FIX.4.4EP4
1051 InstrumentPartyRole int PartyRole value within an instrument partyepeating group.
Same values as PartyRole (452) 		FIX.4.4EP4
1052 NoInstrumentPartySubIDs NumInGroup Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries FIX.4.4EP4
1053 InstrumentPartySubID String PartySubID value within an instrument party repeating group.
Same values as PartySubID (523) 		FIX.4.4EP4
1054 InstrumentPartySubIDType int Type of InstrumentPartySubID (1053) value.
Same values as PartySubIDType (803) 		FIX.4.4EP4
1055 PositionCurrency String The Currency in which the position Amount is denominated FIX.4.4EP8
1056 CalculatedCcyLastQty Qty Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx. FIX.4.4EP21
1057 AggressorIndicator Boolean Used to identify whether the order initiator is an aggressor or not in the trade.
Value SymbolicName Description Added Updated Deprecated
Y OrderInitiatorIsAggressor Order initiator is aggressor FIX.4.4EP-1
N OrderInitiatorIsPassive Order initiator is passive FIX.4.4EP-1
FIX.4.4EP21
1058 NoUndlyInstrumentParties NumInGroup Identifies the number of parties identified with an underlying instrument FIX.4.4EP8
1059 UnderlyingInstrumentPartyID String PartyID value within an underlying instrument party repeating group.
Same values as PartyID (448) 		FIX.4.4EP8 FIX.5.0SP1EP95
1060 UnderlyingInstrumentPartyIDSource char PartyIDSource value within an underlying instrument partyrepeating group.
Same values as PartyIDSource (447) 		FIX.4.4EP8 FIX.5.0SP1EP95
1061 UnderlyingInstrumentPartyRole int PartyRole value within an underlying instrument partyepeating group.
Same values as PartyRole (452) 		FIX.4.4EP8 FIX.5.0SP1EP95
1062 NoUndlyInstrumentPartySubIDs NumInGroup Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries FIX.4.4EP8
1063 UnderlyingInstrumentPartySubID String PartySubID value within an underlying instrument party repeating group.
Same values as PartySubID (523) 		FIX.4.4EP8 FIX.5.0SP1EP95
1064 UnderlyingInstrumentPartySubIDType int Type of underlying InstrumentPartySubID (1053) value.
Same values as PartySubIDType (803) 		FIX.4.4EP8 FIX.5.0SP1EP95
1065 BidSwapPoints PriceOffset The bid FX Swap points for an FX Swap. It is the "far bid forward points - near offer forward point". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4EP21
1066 OfferSwapPoints PriceOffset The offer FX Swap points for an FX Swap. It is the "far offer forward points - near bid forward points". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4EP21
1067 LegBidForwardPoints PriceOffset The bid FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4EP21
1068 LegOfferForwardPoints PriceOffset The offer FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4EP21
1069 SwapPoints PriceOffset For FX Swap, this is used to express the differential between the far leg's bid/offer and the near leg's bid/offer. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4EP21
1070 MDQuoteType int Identifies market data quote type.
Value SymbolicName Description Added Updated Deprecated
0 Indicative Indicative FIX.4.4EP32
1 Tradeable Tradeable FIX.4.4EP32
2 RestrictedTradeable Restricted Tradeable FIX.4.4EP32
3 Counter Counter FIX.4.4EP32
4 IndicativeAndTradeable Indicative and Tradeable FIX.4.4EP32
FIX.4.4EP7
1071 LastSwapPoints PriceOffset For FX Swap, this is used to express the last market event for the differential between the far leg's bid/offer and the near leg's bid/offer in a fill or partial fill. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4EP21
1072 SideGrossTradeAmt Amt The gross trade amount for this side of the trade. See also GrossTradeAmt (381) for additional definition. FIX.4.4EP25
1073 LegLastForwardPoints PriceOffset The forward points for this leg's fill event. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4EP21
1074 LegCalculatedCcyLastQty Qty Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx. FIX.4.4EP21
1075 LegGrossTradeAmt Amt The gross trade amount of the leg. For FX Futures this is used to express the notional value of a fill when LegLastQty and other quantity fields are express in terms of contract size. FIX.4.4EP21
1079 MaturityTime TZTimeOnly Time of security's maturity expressed in local time with offset to UTC specified FIX.4.4EP21
1080 RefOrderID String The ID reference to the order being hit or taken.

For pre-trade credit/risk limit check process, this is the reference to the placed order, quote request or quote for the credit/risk limit check. 		FIX.4.4EP22 FIX.5.0SP2EP171
1081 RefOrderIDSource char Used to specify what identifier, provided in order depth market data, to use when hitting (taking) a specific order or to identify what type of order or quote reference is being provided when seeking credit limit check.
Value SymbolicName Description Added Updated Deprecated
0 SecondaryOrderID SecondaryOrderID(198) FIX.4.4EP-1
1 OrderID OrderID(37) FIX.4.4EP-1
2 MDEntryID MDEntryID(278) FIX.4.4EP-1
3 QuoteEntryID QuoteEntryID(299) FIX.4.4EP-1
4 OriginalOrderID Original order ID FIX.5.0SP1EP77
5 QuoteID QuoteID(117) FIX.5.0SP2EP171
6 QuoteReqID QuoteReqID(131) FIX.5.0SP2EP171
FIX.4.4EP22 FIX.5.0SP2EP171
1082 SecondaryDisplayQty Qty Used for reserve orders when DisplayQty applies to the primary execution market (e.g.an ECN) and another quantity is to be shown at other markets (e.g. the exchange). On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. FIX.4.4EP22
1083 DisplayWhen char Instructs when to refresh DisplayQty (1138).
Value SymbolicName Description Added Updated Deprecated
1 Immediate Immediate (after each fill) FIX.4.4EP-1
2 Exhaust Exhaust (when DisplayQty = 0) FIX.4.4EP-1
FIX.4.4EP22
1084 DisplayMethod char Defines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1"
Value SymbolicName Description Added Updated Deprecated
1 Initial Initial (use original DisplayQty) FIX.4.4EP-1
2 New New (use RefreshQty) FIX.4.4EP-1
3 Random Random (randomize value) FIX.4.4EP-1
4 Undisclosed Undisclosed (invisible order) FIX.5.0SP1EP78
FIX.4.4EP22
1085 DisplayLowQty Qty Defines the lower quantity limit to a randomized refresh of DisplayQty. FIX.4.4EP22
1086 DisplayHighQty Qty Defines the upper quantity limit to a randomized refresh of DisplayQty. FIX.4.4EP22
1087 DisplayMinIncr Qty Defines the minimum increment to be used when calculating a random refresh of DisplayQty. A user specifies this when he wants a larger increment than the standard provided by the market (e.g. the round lot size). FIX.4.4EP22
1088 RefreshQty Qty Defines the quantity used to refresh DisplayQty. FIX.4.4EP22
1089 MatchIncrement Qty Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement. FIX.4.4EP22
1090 MaxPriceLevels int Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit. FIX.4.4EP22
1091 PreTradeAnonymity Boolean Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible. FIX.4.4EP22
1092 PriceProtectionScope char Defines the type of price protection the customer requires on their order.
Value SymbolicName Description Added Updated Deprecated
0 None None FIX.4.4EP-1
1 Local Local (Exchange, ECN, ATS) FIX.4.4EP-1
2 National National (Across all national markets) FIX.4.4EP-1
3 Global Global (Across all markets) FIX.4.4EP-1
FIX.4.4EP22
1093 LotType char Defines the lot type assigned to the order.
Value SymbolicName Description Added Updated Deprecated
1 OddLot Odd Lot FIX.4.4EP-1
2 RoundLot Round Lot FIX.4.4EP-1
3 BlockLot Block Lot FIX.4.4EP-1
4 RoundLotBasedUpon Round lot based upon UnitOfMeasure(996) FIX.5.0SP1EP80
FIX.4.4EP22
1094 PegPriceType int Defines the type of peg.
Value SymbolicName Description Added Updated Deprecated
1 LastPeg Last peg (last sale) FIX.4.4EP-1
2 MidPricePeg Mid-price peg (midprice of inside quote) FIX.4.4EP-1
3 OpeningPeg Opening peg FIX.4.4EP-1
4 MarketPeg Market peg FIX.4.4EP-1
5 PrimaryPeg Primary peg (primary market - buy at bid or sell at offer) FIX.4.4EP-1
7 PegToVWAP Peg to VWAP FIX.4.4EP-1
8 TrailingStopPeg Trailing Stop Peg FIX.4.4EP-1
9 PegToLimitPrice Peg to Limit Price FIX.4.4EP-1
10 ShortSaleMinPricePeg Short sale minimum price Peg (published price that a short sell order must meet in order to comply with regulatory requirements, e.g. SEC uptick rules). FIX.5.0SP2EP123
FIX.4.4EP22
1095 PeggedRefPrice Price The value of the reference price that the order is pegged to. PeggedRefPrice + PegOffsetValue (211) = PeggedPrice (839) unless the limit price (44, Price) is breached. The values may not be exact due to rounding. FIX.4.4EP22
1096 PegSecurityIDSource String Defines the identity of the security off whose prices the order will peg. Same values as SecurityIDSource (22) FIX.4.4EP22
1097 PegSecurityID String Defines the identity of the security off whose prices the order will peg. FIX.4.4EP22
1098 PegSymbol String Defines the common, 'human understood' representation of the security off whose prices the order will Peg. FIX.4.4EP22
1099 PegSecurityDesc String Security description of the security off whose prices the order will Peg. FIX.4.4EP22
1100 TriggerType char Defines when the trigger will hit, i.e. the action specified by the trigger instructions will come into effect.
Value SymbolicName Description Added Updated Deprecated
1 PartialExecution Partial Execution FIX.4.4EP-1
2 SpecifiedTradingSession Specified Trading Session FIX.4.4EP-1
3 NextAuction Next Auction FIX.4.4EP-1
4 PriceMovement Price Movement FIX.4.4EP-1
5 OnOrderEntryOrModification On Order Entry or order modification entry FIX.5.0SP2EP100
FIX.5.0EP-1
1101 TriggerAction char Defines the type of action to take when the trigger hits.
Value SymbolicName Description Added Updated Deprecated
1 Activate Activate FIX.4.4EP-1
2 Modify Modify FIX.4.4EP-1
3 Cancel Cancel FIX.4.4EP-1
FIX.5.0EP-1
1102 TriggerPrice Price The price at which the trigger should hit. FIX.5.0EP-1
1103 TriggerSymbol String Defines the common, 'human understood' representation of the security whose prices will be tracked by the trigger logic. FIX.5.0EP-1
1104 TriggerSecurityID String Defines the identity of the security whose prices will be tracked by the trigger logic. FIX.5.0EP-1
1105 TriggerSecurityIDSource String Defines the identity of the security whose prices will be tracked by the trigger logic. Same values as SecurityIDSource (22). FIX.5.0EP-1
1106 TriggerSecurityDesc String Defines the security description of the security whose prices will be tracked by the trigger logic. FIX.5.0EP-1
1107 TriggerPriceType char The type of price that the trigger is compared to.
Value SymbolicName Description Added Updated Deprecated
1 BestOffer Best Offer FIX.4.4EP-1
2 LastTrade Last Trade FIX.4.4EP-1
3 BestBid Best Bid FIX.4.4EP-1
4 BestBidOrLastTrade Best Bid or Last Trade FIX.4.4EP-1
5 BestOfferOrLastTrade Best Offer or Last Trade FIX.4.4EP-1
6 BestMid Best Mid FIX.4.4EP-1
FIX.5.0EP-1
1108 TriggerPriceTypeScope char Defines the type of price protection the customer requires on their order.
Value SymbolicName Description Added Updated Deprecated
0 None None FIX.4.4EP-1
1 Local Local (Exchange, ECN, ATS) FIX.4.4EP-1
2 National National (Across all national markets) FIX.4.4EP-1
3 Global Global (Across all markets) FIX.4.4EP-1
FIX.5.0EP-1
1109 TriggerPriceDirection char The side from which the trigger price is reached.
Value SymbolicName Description Added Updated Deprecated
U Up Trigger if the price of the specified type goes UP to or through the specified Trigger Price. FIX.4.4EP-1
D Down Trigger if the price of the specified type goes DOWN to or through the specified Trigger Price. FIX.4.4EP-1
FIX.5.0EP-1
1110 TriggerNewPrice Price The Price that the order should have after the trigger has hit. Could be applicable for any trigger type, but must be specified for Trigger Type 1. FIX.5.0EP-1
1111 TriggerOrderType char The OrdType the order should have after the trigger has hit. Required to express orders that change from Limit to Market. Other values from OrdType (40) may be used if appropriate and bilaterally agreed upon.
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.4.4EP35
2 Limit Limit FIX.4.4EP35
FIX.5.0EP-1
1112 TriggerNewQty Qty The Quantity the order should have after the trigger has hit. FIX.5.0EP-1
1113 TriggerTradingSessionID String Defines the trading session at which the order will be activated. FIX.5.0EP-1
1114 TriggerTradingSessionSubID String Defines the subordinate trading session at which the order will be activated. FIX.5.0EP-1
1115 OrderCategory char Defines the type of interest behind a trade (fill or partial fill).
Value SymbolicName Description Added Updated Deprecated
1 Order Order FIX.4.4EP-1
2 Quote Quote FIX.4.4EP-1
3 PrivatelyNegotiatedTrade Privately Negotiated Trade FIX.4.4EP-1
4 MultilegOrder Multileg order FIX.4.4EP-1
5 LinkedOrder Linked order FIX.4.4EP-1
6 QuoteRequest Quote Request FIX.4.4EP-1
7 ImpliedOrder Implied Order FIX.4.4EP-1
8 CrossOrder Cross Order FIX.4.4EP-1
9 StreamingPrice Streaming price (quote) FIX.5.0EP-1
A InternalCrossOrder Internal Cross Order FIX.5.0SP2EP101
FIX.4.4EP22
1116 NoRootPartyIDs NumInGroup Number of RootPartyID (1117), RootPartyIDSource (1118), and RootPartyRole (1119) entries FIX.4.4EP22
1117 RootPartyID String PartyID value within a root parties component. Same values as PartyID (448) FIX.4.4EP22
1118 RootPartyIDSource char PartyIDSource value within a root parties component. Same values as PartyIDSource (447) FIX.4.4EP22
1119 RootPartyRole int PartyRole value within a root parties component. Same values as PartyRole (452) FIX.4.4EP22
1120 NoRootPartySubIDs NumInGroup Number of RootPartySubID (1121) and RootPartySubIDType (1122) entries FIX.4.4EP22
1121 RootPartySubID String PartySubID value within a root parties component. Same values as PartySubID (523) FIX.4.4EP22
1122 RootPartySubIDType int Type of RootPartySubID (1121) value. Same values as PartySubIDType (803) FIX.4.4EP22
1123 TradeHandlingInstr char Specified how the TradeCaptureReport(35=AE) should be handled by the respondent.
Value SymbolicName Description Added Updated Deprecated
0 TradeConfirmation Trade confirmation FIX.4.4EP-1 FIX.5.0SP2EP136
1 TwoPartyReport Two-party report FIX.4.4EP-1 FIX.5.0SP2EP136
2 OnePartyReportForMatching One-party report for matching FIX.4.4EP-1 FIX.5.0SP2EP136
3 OnePartyReportForPassThrough Can be used when one of the parties to the trade submits a report which then has to be approved or confirmed by the other (counter)party. FIX.4.4EP-1 FIX.5.0SP2EP212
4 AutomatedFloorOrderRouting Automated floor order routing FIX.4.4EP-1 FIX.5.0SP2EP136
5 TwoPartyReportForClaim Two-party report for claim FIX.5.0EP55 FIX.5.0SP2EP136
6 OnePartyReport One-party report FIX.5.0SP2EP136
7 ThirdPtyRptForPassThrough Can be used when RootParties component contains a service provider role who submits the trade report and is not necessarily also on one side of the trade. FIX.5.0SP2EP212
8 OnePartyReportAutoMatch Indicates that the submission is a transfer trade to a firm or account that is part of the same corporate entity and that once validated the transfer should be automatically accepted without confirmation. FIX.5.0SP2EP227
FIX.4.4EP23 FIX.5.0SP2EP136
1124 OrigTradeHandlingInstr char Optionally used with TradeHandlingInstr = 0 to relay the trade handling instruction used when reporting the trade to the marketplace. Same values as TradeHandlingInstr (1123) FIX.4.4EP23
1125 OrigTradeDate LocalMktDate Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer FIX.4.4EP23
1126 OrigTradeID String Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer FIX.4.4EP23
1127 OrigSecondaryTradeID String Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer FIX.4.4EP23
1128 ApplVerID String Specifies the service pack release being applied at message level. Enumerated field with values assigned at time of service pack release
Value SymbolicName Description Added Updated Deprecated
0 FIX27 FIX27 FIX.4.4EP-1
1 FIX30 FIX30 FIX.4.4EP-1
2 FIX40 FIX40 FIX.4.4EP-1
3 FIX41 FIX41 FIX.4.4EP-1
4 FIX42 FIX42 FIX.4.4EP-1
5 FIX43 FIX43 FIX.4.4EP-1
6 FIX44 FIX44 FIX.4.4EP-1
7 FIX50 FIX50 FIX.4.4EP-1
8 FIX50SP1 FIX50SP1 FIX.5.0EP-1
9 FIX50SP2 FIX50SP2 FIX.5.0SP1EP97
FIX.4.4EP16
1129 CstmApplVerID String Specifies a custom extension to a message being applied at the message level. Enumerated field FIX.4.4EP16
1130 RefApplVerID String Specifies the service pack release being applied to a message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID FIX.4.4EP16
1131 RefCstmApplVerID String Specifies a custom extension to a message being applied at the session level. FIX.4.4EP16
1132 TZTransactTime TZTimestamp Transact time in the local date-time stamp with a TZ offset to UTC identified FIX.4.4EP26
1133 ExDestinationIDSource char The ID source of ExDestination
Value SymbolicName Description Added Updated Deprecated
B BIC BIC (Bank Identification Code) (ISO 9362) FIX.4.4EP-1
C GeneralIdentifier Generally accepted market participant identifier (e.g. NASD mnemonic) FIX.4.4EP-1
D Proprietary Proprietary / Custom code FIX.4.4EP-1
E ISOCountryCode ISO Country Code FIX.4.4EP-1
G MIC MIC (ISO 10383 - Market Identifier Code) FIX.4.4EP-1
FIX.4.4EP26
1134 ReportedPxDiff Boolean Indicates that the reported price that is different from the market price. The price difference should be stated by using field 828 TrdType and, if required, field 829 TrdSubType FIX.4.4EP26
1135 RptSys String Indicates the system or medium on which the report has been published FIX.4.4EP26
1136 AllocClearingFeeIndicator String ClearingFeeIndicator(635) for Allocation, see ClearingFeeIndicator(635) for permitted values. FIX.4.4EP25
1137 DefaultApplVerID String Specifies the service pack release being applied, by default, to message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID FIX.4.4EP16
1138 DisplayQty Qty The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. FIX.4.4EP22
1139 ExchangeSpecialInstructions String Free format text string related to exchange. FIX.4.4EP29 FIX.5.0SP1EP95
1140 MaxTradeVol Qty The maximum order quantity (as expressed by TradeVolType(1786)) that can be submitted for a security. FIX.5.0EP42 FIX.5.0SP2EP130
1141 NoMDFeedTypes NumInGroup The number of feed types and corresponding book depths associated with a security FIX.5.0EP42
1142 MatchAlgorithm String The types of algorithm used to match orders in a specific security. Possilbe value types are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calender. FIX.5.0EP42
1143 MaxPriceVariation float The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms. FIX.5.0EP42 FIX.5.0SP2EP195
1144 ImpliedMarketIndicator int Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives.
Value SymbolicName Description Added Updated Deprecated
0 NotImplied Not implied FIX.5.0EP42
1 ImpliedIn Implied-in - The existence of a multi-leg instrument is implied by the legs of that instrument FIX.5.0EP42
2 ImpliedOut Implied-out - The existence of the underlying legs are implied by the multi-leg instrument FIX.5.0EP42
3 BothImpliedInAndImpliedOut Both Implied-in and Implied-out FIX.5.0EP42
FIX.5.0EP42
1145 EventTime UTCTimestamp Specific time of event. To be used in combination with EventDate [866] FIX.5.0EP42
1146 MinPriceIncrementAmount Amt Minimum price increment amount associated with the MinPriceIncrement ( tag 969). For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor(231). FIX.5.0EP42
1147 UnitOfMeasureQty Qty Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty. FIX.5.0EP42
1148 LowLimitPrice Price Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected FIX.5.0EP42
1149 HighLimitPrice Price Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected FIX.5.0EP42 FIX.5.0SP1EP76
1150 TradingReferencePrice Price Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day. FIX.5.0EP42
1151 SecurityGroup String An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. FIX.5.0EP42
1152 LegNumber int Allow sequencing of Legs for a Strategy to be captured FIX.5.0EP44
1153 SettlementCycleNo int Settlement cycle in which the settlement obligation was generated FIX.5.0EP44
1154 SideCurrency Currency Used to identify the trading currency on the Trade Capture Report Side FIX.5.0EP44
1155 SideSettlCurrency Currency Used to identify the settlement currency on the Trade Capture Report Side FIX.5.0EP44
1156 ApplExtID int The extension pack number associated with an application message. FIX.5.0EP56
1157 CcyAmt Amt Net flow of Currency 1 FIX.5.0EP44
1158 NoSettlDetails NumInGroup Used to group Each Settlement Party FIX.5.0EP44
1159 SettlObligMode int Used to identify the reporting mode of the settlement obligation which is either preliminary or final
Value SymbolicName Description Added Updated Deprecated
1 Preliminary Preliminary FIX.5.0EP44
2 Final Final FIX.5.0EP44
FIX.5.0EP44
1160 SettlObligMsgID String Message identifier for Settlement Obligation Report FIX.5.0EP44
1161 SettlObligID String Unique ID for this settlement instruction. FIX.5.0EP44
1162 SettlObligTransType char Transaction Type - required except where SettlInstMode is 5=Reject SSI request
Value SymbolicName Description Added Updated Deprecated
C Cancel Cancel FIX.5.0EP44
N New New FIX.5.0EP44
R Replace Replace FIX.5.0EP44
T Restate Restate FIX.5.0EP44
FIX.5.0EP44
1163 SettlObligRefID String Required where SettlInstTransType is Cancel or Replace FIX.5.0EP44
1164 SettlObligSource char Used to identify whether these delivery instructions are for the buyside or the sellside.
Value SymbolicName Description Added Updated Deprecated
1 InstructionsOfBroker Instructions of Broker FIX.5.0EP44
2 InstructionsForInstitution Instructions for Institution FIX.5.0EP44
3 Investor Investor FIX.5.0EP44
4 BuyersSettlementInstructions Buyer's settlement instructions FIX.5.0SP2EP100
5 SellersSettlementInstructions Seller's settlement instructions FIX.5.0SP2EP100
FIX.5.0EP44
1165 NoSettlOblig NumInGroup Number of settlement obligations FIX.5.0EP44
1166 QuoteMsgID String Unique identifier for a quote message. FIX.5.0EP45
1167 QuoteEntryStatus int Identifies the status of an individual quote. See also QuoteStatus(297) which is used for single Quotes.
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.5.0EP45
5 Rejected Rejected FIX.5.0EP45
6 RemovedFromMarket Removed from Market FIX.5.0EP45
7 Expired Expired FIX.5.0EP45
12 LockedMarketWarning Locked Market Warning FIX.5.0EP45
13 CrossMarketWarning Cross Market Warning FIX.5.0EP45
14 CanceledDueToLockMarket Canceled due to Lock Market FIX.5.0EP45
15 CanceledDueToCrossMarket Canceled due to Cross Market FIX.5.0EP45
16 Active Active FIX.5.0EP45
FIX.5.0EP45 FIX.5.0SP1EP95
1168 TotNoCxldQuotes int Specifies the number of canceled quotes FIX.5.0EP45
1169 TotNoAccQuotes int Specifies the number of accepted quotes FIX.5.0EP45
1170 TotNoRejQuotes int Specifies the number of rejected quotes FIX.5.0EP45
1171 PrivateQuote Boolean Specifies whether a quote is public, i.e. available to the market, or private, i.e. available to a specified counterparty only.
Value SymbolicName Description Added Updated Deprecated
Y PrivateQuote Private Quote FIX.5.0EP46
N PublicQuote Public Quote FIX.5.0EP46
FIX.5.0EP46
1172 RespondentType int Specifies the type of respondents requested.
Value SymbolicName Description Added Updated Deprecated
1 AllMarketParticipants All market participants FIX.5.0EP46
2 SpecifiedMarketParticipants Specified market participants FIX.5.0EP46
3 AllMarketMakers All Market Makers FIX.5.0EP46
4 PrimaryMarketMaker Primary Market Maker(s) FIX.5.0EP46
FIX.5.0EP46
1173 MDSubBookType int Describes a class of sub book, e.g. for the separation of various lot types. The Sub Book Type indicates that the following Market Data Entries belong to a non-integrated Sub Book. Whenever provided the Sub Book must be used together with MDPriceLevel and MDEntryPositionNo in order to sort the order properly.
Values are bilaterally agreed. 		FIX.5.0EP47
1174 SecurityTradingEvent int Identifies an event related to a SecurityTradingStatus(326). An event occurs and is gone, it is not a state that applies for a period of time.
Value SymbolicName Description Added Updated Deprecated
1 OrderImbalance Order imbalance, auction is extended FIX.5.0EP47
2 TradingResumes Trading resumes (after Halt) FIX.5.0EP47
3 PriceVolatilityInterruption Price Volatility Interruption FIX.5.0EP47
4 ChangeOfTradingSession Change of Trading Session FIX.5.0EP47
5 ChangeOfTradingSubsession Change of Trading Subsession FIX.5.0EP47
6 ChangeOfSecurityTradingStatus Change of Security Trading Status FIX.5.0EP47 FIX.5.0SP1EP95
7 ChangeOfBookType Change of Book Type FIX.5.0EP47
8 ChangeOfMarketDepth Change of Market Depth FIX.5.0EP47
9 CorporateAction Corporate action FIX.5.0SP2EP190
FIX.5.0EP47
1175 NoStatsIndicators NumInGroup Number of statistics indicator repeating group entries FIX.5.0EP47
1176 StatsType int Type of statistics
Value SymbolicName Description Added Updated Deprecated
1 ExchangeLast Exchange Last FIX.5.0EP47
2 High High / Low Price FIX.5.0EP47
3 AveragePrice Average Price (VWAP, TWAP ... ) FIX.5.0EP47
4 Turnover Turnover (Price * Qty) FIX.5.0EP47
FIX.5.0EP47
1177 NoOfSecSizes NumInGroup The number of secondary sizes specifies in this entry FIX.5.0EP47
1178 MDSecSizeType int Specifies the type of secondary size.
Value SymbolicName Description Added Updated Deprecated
1 Customer Quantity of retail investors. FIX.5.0EP47 FIX.5.0SP2EP190
2 CustomerProfessional Quantity of high-volume investors acting similar to broker-dealers. FIX.5.0SP2EP190
3 DoNotTradeThrough Quantity that cannot trade through the away markets. FIX.5.0SP2EP190
FIX.5.0EP47
1179 MDSecSize Qty A part of the MDEntrySize(271) that represents secondary interest as specified by MDSecSizeType(1178). FIX.5.0EP47
1180 ApplID String Identifies the application with which a message is associated. Used only if application sequencing is in effect. FIX.5.0EP48
1181 ApplSeqNum SeqNum Data sequence number to be used when FIX session is not in effect FIX.5.0EP48
1182 ApplBegSeqNum SeqNum Beginning range of application sequence numbers FIX.5.0EP48
1183 ApplEndSeqNum SeqNum Ending range of application sequence numbers FIX.5.0EP48
1184 SecurityXMLLen Length The length of the SecurityXML(1185) data block. FIX.5.0EP49 FIX.5.0SP2EP145
1185 SecurityXML XMLData XML definition for the security. FIX.5.0EP49 FIX.5.0SP2EP145
1186 SecurityXMLSchema String The schema used to validate the contents of SecurityXML(1185). FIX.5.0EP49 FIX.5.0SP2EP145
1187 RefreshIndicator Boolean Set by the sender to tell the receiver to perform an immediate refresh of the book due to disruptions in the accompanying real-time feed
'Y' - Mandatory refresh by all participants
'N' - Process as required 		FIX.5.0EP50
1188 Volatility float Annualized volatility for option model calculations FIX.5.0EP51
1189 TimeToExpiration float Time to expiration in years calculated as the number of days remaining to expiration divided by 365 days per year. FIX.5.0EP51
1190 RiskFreeRate float Interest rate. Usually some form of short term rate. FIX.5.0EP51
1191 PriceUnitOfMeasure String Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract FIX.5.0EP52
1192 PriceUnitOfMeasureQty Qty Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100. FIX.5.0EP52
1193 SettlMethod String Settlement method for a contract or instrument. Additional values may be used with bilateral agreement.
Value SymbolicName Description Added Updated Deprecated
C CashSettlementRequired Cash settlement required FIX.5.0EP52
P PhysicalSettlementRequired Physical settlement required FIX.5.0EP52
E Election The settlement method will be elected at the time of contract exercise. FIX.5.0SP2EP169
FIX.5.0EP52 FIX.5.0SP2EP169
1194 ExerciseStyle int Type of exercise of a derivatives security
Value SymbolicName Description Added Updated Deprecated
0 European European FIX.5.0EP52
1 American American FIX.5.0EP52
2 Bermuda Bermuda FIX.5.0EP52
99 Other Other FIX.5.0SP2EP161
FIX.5.0EP52 FIX.5.0SP2EP161
1195 OptPayoutAmount Amt Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. FIX.5.0EP52 FIX.5.0SP2EP169
1196 PriceQuoteMethod String Method for price quotation
Value SymbolicName Description Added Updated Deprecated
STD Standard Standard, money per unit of a physical FIX.5.0EP52
INX Index Index FIX.5.0EP52
INT InterestRateIndex Interest rate Index FIX.5.0EP52
PCTPAR PercentOfPar Percent of Par FIX.5.0SP1EP83
FIX.5.0EP52
1197 ValuationMethod String Specifies the type of valuation method applied.
Value SymbolicName Description Added Updated Deprecated
EQTY PremiumStyle premium style FIX.5.0EP52
FUT FuturesStyleMarkToMarket futures style mark-to-market FIX.5.0EP52
FUTDA FuturesStyleWithAnAttachedCashAdjustment futures style with an attached cash adjustment FIX.5.0EP52
CDS CDSStyleCollateralization CDS style collateralization of market to market and coupon FIX.5.0SP1EP83
CDSD CDSInDeliveryUseRecoveryRateToCalculate CDS in delivery - use recovery rate to calculate obligation FIX.5.0SP1EP83
FIX.5.0EP52 FIX.5.0SP1EP83
1198 ListMethod int Indicates whether instruments are pre-listed only or can also be defined via user request
Value SymbolicName Description Added Updated Deprecated
0 PreListedOnly pre-listed only FIX.5.0EP52
1 UserRequested user requested FIX.5.0EP52
FIX.5.0EP52
1199 CapPrice Price Used to express the ceiling price of a capped call FIX.5.0EP52
1200 FloorPrice Price Used to express the floor price of a capped put FIX.5.0EP52
1201 NoStrikeRules NumInGroup Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument FIX.5.0EP52
1202 StartStrikePxRange Price Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying FIX.5.0EP52
1203 EndStrikePxRange Price Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying FIX.5.0EP52
1204 StrikeIncrement float Value by which strike price should be incremented within the specified price range. FIX.5.0EP52
1205 NoTickRules NumInGroup Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security FIX.5.0EP52
1206 StartTickPriceRange Price Starting price range for specified tick increment FIX.5.0EP52
1207 EndTickPriceRange Price Ending price range for the specified tick increment FIX.5.0EP52
1208 TickIncrement Price Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded FIX.5.0EP52
1209 TickRuleType int Specifies the type of tick rule which is being described
Value SymbolicName Description Added Updated Deprecated
0 RegularTrading Regular trading FIX.5.0EP52 FIX.5.0SP2EP138
1 VariableCabinet Variable cabinet FIX.5.0EP52 FIX.5.0SP2EP138
2 FixedCabinet Fixed cabinet FIX.5.0EP52 FIX.5.0SP2EP138
3 TradedAsASpreadLeg Traded as a spread leg FIX.5.0EP52
4 SettledAsASpreadLeg Settled as a spread leg FIX.5.0EP52 FIX.5.0SP2EP138
5 TradedAsSpread Basis points spread FIX.5.0SP2EP138
FIX.5.0EP52
1210 NestedInstrAttribType int Code to represent the type of instrument attribute FIX.5.0EP52
1211 NestedInstrAttribValue String Attribute value appropriate to the NestedInstrAttribType field FIX.5.0EP52
1212 LegMaturityTime TZTimeOnly Time of security's maturity expressed in local time with offset to UTC specified FIX.5.0EP41
1213 UnderlyingMaturityTime TZTimeOnly Time of security's maturity expressed in local time with offset to UTC specified FIX.5.0EP41
1214 DerivativeSymbol String Refer to definition for Symbol(55) FIX.5.0EP52
1215 DerivativeSymbolSfx String Refer to definition for SymbolSfx(65) FIX.5.0EP52
1216 DerivativeSecurityID String Refer to definition for SecurityID(48) FIX.5.0EP52
1217 DerivativeSecurityIDSource String Refer to definition for SecurityIDSoruce(22) FIX.5.0EP52
1218 NoDerivativeSecurityAltID NumInGroup Refer to definition for NoSecurityAltID(454) FIX.5.0EP52
1219 DerivativeSecurityAltID String Refer to definition for SecurityAltID(455) FIX.5.0EP52
1220 DerivativeSecurityAltIDSource String Refer to definition for SecurityAltIDSource(456) FIX.5.0EP52
1221 SecondaryLowLimitPrice Price Refer to definition of LowLimitPrice(1148) FIX.5.0EP52
1222 MaturityRuleID String Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated FIX.5.0EP52
1223 StrikeRuleID String Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated FIX.5.0EP52
1224 LegUnitOfMeasureQty Qty Refer to definition of UnitOfMeasureQty(1147) FIX.5.0EP52
1225 DerivativeOptPayAmount Amt Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount FIX.5.0EP52
1226 EndMaturityMonthYear MonthYear Ending maturity month year for an option class FIX.5.0EP52
1227 ProductComplex String Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc. FIX.5.0EP52
1228 DerivativeProductComplex String Refer to ProductComplex(1227) FIX.5.0EP52
1229 MaturityMonthYearIncrement int Increment between successive maturities for an option class FIX.5.0EP52
1230 SecondaryHighLimitPrice Price Refer to definition of HighLimitPrice(1149) FIX.5.0EP52
1231 MinLotSize Qty Minimum lot size allowed based on lot type specified in LotType(1093) FIX.5.0EP52
1232 NoExecInstRules NumInGroup Number of execution instructions FIX.5.0EP52
1233 CommRate float The commission rate when Commission(12) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points. FIX.5.0SP2EP169 FIX.5.0SP2EP204
1234 NoLotTypeRules NumInGroup Number of Lot Type Rules FIX.5.0EP52
1235 NoMatchRules NumInGroup Number of Match Rules FIX.5.0EP52
1236 NoMaturityRules NumInGroup Number of maturity rules in MarurityRules component block FIX.5.0EP52
1237 NoOrdTypeRules NumInGroup Number of order types FIX.5.0EP52
1238 CommUnitOfMeasure String The commission rate unit of measure. FIX.5.0SP2EP169 FIX.5.0SP2EP204
1239 NoTimeInForceRules NumInGroup Number of time in force techniques FIX.5.0EP52
1240 SecondaryTradingReferencePrice Price Refer to definition for TradingReferencePrice(1150) FIX.5.0EP52
1241 StartMaturityMonthYear MonthYear Starting maturity month year for an option class FIX.5.0EP52
1242 FlexProductEligibilityIndicator Boolean Used to indicate if a product or group of product supports the creation of flexible securities FIX.5.0EP52
1243 DerivFlexProductEligibilityIndicator Boolean Refer to FlexProductEligibilityIndicator(1242) FIX.5.0EP52
1244 FlexibleIndicator Boolean Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative CFICode(461) Standard/Non-standard attribute. FIX.5.0EP52
1245 TradingCurrency Currency Used when the trading currency can differ from the price currency FIX.5.0EP52
1246 DerivativeProduct int None FIX.5.0EP52
1247 DerivativeSecurityGroup String None FIX.5.0EP52
1248 DerivativeCFICode String None FIX.5.0EP52
1249 DerivativeSecurityType String None FIX.5.0EP52
1250 DerivativeSecuritySubType String None FIX.5.0EP52
1251 DerivativeMaturityMonthYear MonthYear None FIX.5.0EP52
1252 DerivativeMaturityDate LocalMktDate None FIX.5.0EP52
1253 DerivativeMaturityTime TZTimeOnly None FIX.5.0EP52
1254 DerivativeSettleOnOpenFlag String None FIX.5.0EP52
1255 DerivativeInstrmtAssignmentMethod char None FIX.5.0EP52
1256 DerivativeSecurityStatus String None FIX.5.0EP52 FIX.5.0SP1EP76
1257 DerivativeInstrRegistry String None FIX.5.0EP52
1258 DerivativeCountryOfIssue Country None FIX.5.0EP52
1259 DerivativeStateOrProvinceOfIssue String None FIX.5.0EP52
1260 DerivativeLocaleOfIssue String None FIX.5.0EP52
1261 DerivativeStrikePrice Price None FIX.5.0EP52
1262 DerivativeStrikeCurrency Currency None FIX.5.0EP52
1263 DerivativeStrikeMultiplier float None FIX.5.0EP52
1264 DerivativeStrikeValue float None FIX.5.0EP52
1265 DerivativeOptAttribute char None FIX.5.0EP52
1266 DerivativeContractMultiplier float None FIX.5.0EP52
1267 DerivativeMinPriceIncrement float None FIX.5.0EP52
1268 DerivativeMinPriceIncrementAmount Amt None FIX.5.0EP52
1269 DerivativeUnitOfMeasure String None FIX.5.0EP52
1270 DerivativeUnitOfMeasureQty Qty None FIX.5.0EP52
1271 DerivativeTimeUnit String None FIX.5.0EP52
1272 DerivativeSecurityExchange Exchange None FIX.5.0EP52
1273 DerivativePositionLimit int None FIX.5.0EP52
1274 DerivativeNTPositionLimit int None FIX.5.0EP52
1275 DerivativeIssuer String None FIX.5.0EP52
1276 DerivativeIssueDate LocalMktDate None FIX.5.0EP52
1277 DerivativeEncodedIssuerLen Length None FIX.5.0EP52 FIX.5.0SP2EP229
1278 DerivativeEncodedIssuer data None FIX.5.0EP52
1279 DerivativeSecurityDesc String None FIX.5.0EP52
1280 DerivativeEncodedSecurityDescLen Length None FIX.5.0EP52 FIX.5.0SP2EP229
1281 DerivativeEncodedSecurityDesc data None FIX.5.0EP52
1282 DerivativeSecurityXMLLen Length Refer to definition SecurityXMLLen(1184) FIX.5.0EP52
1283 DerivativeSecurityXML data Refer to definition of SecurityXML(1185) FIX.5.0EP52
1284 DerivativeSecurityXMLSchema String Refer to definition of SecurityXMLSchema(1186) FIX.5.0EP52
1285 DerivativeContractSettlMonth MonthYear None FIX.5.0EP52
1286 NoDerivativeEvents NumInGroup None FIX.5.0EP52
1287 DerivativeEventType int None FIX.5.0EP52
1288 DerivativeEventDate LocalMktDate None FIX.5.0EP52
1289 DerivativeEventTime UTCTimestamp None FIX.5.0EP52
1290 DerivativeEventPx Price None FIX.5.0EP52
1291 DerivativeEventText String None FIX.5.0EP52
1292 NoDerivativeInstrumentParties NumInGroup Refer to definition of NoParties(453) FIX.5.0EP52
1293 DerivativeInstrumentPartyID String Refer to definition of PartyID(448) FIX.5.0EP52
1294 DerivativeInstrumentPartyIDSource char Refer to definition of PartyIDSource(447) FIX.5.0EP52 FIX.5.0SP2EP208
1295 DerivativeInstrumentPartyRole int REfer to definition of PartyRole(452) FIX.5.0EP52
1296 NoDerivativeInstrumentPartySubIDs NumInGroup Refer to definition for NoPartySubIDs(802) FIX.5.0EP52
1297 DerivativeInstrumentPartySubID String Refer to definition for PartySubID(523) FIX.5.0EP52
1298 DerivativeInstrumentPartySubIDType int Refer to definition for PartySubIDType(803) FIX.5.0EP52
1299 DerivativeExerciseStyle int Type of exercise of a derivatives security FIX.5.0EP52 FIX.5.0SP2EP161
1300 MarketSegmentID String Identifies the market segment FIX.5.0EP52
1301 MarketID Exchange Identifies the market FIX.5.0EP52 FIX.5.0SP2EP190
1302 MaturityMonthYearIncrementUnits int Unit of measure for the Maturity Month Year Increment
Value SymbolicName Description Added Updated Deprecated
0 Months Months FIX.5.0EP52
1 Days Days FIX.5.0EP52
2 Weeks Weeks FIX.5.0EP52
3 Years Years FIX.5.0EP52
FIX.5.0EP52
1303 MaturityMonthYearFormat int Format used to generate the MaturityMonthYear for each option
Value SymbolicName Description Added Updated Deprecated
0 YearMonthOnly YearMonth Only (default) FIX.5.0EP52
1 YearMonthDay YearMonthDay FIX.5.0EP52
2 YearMonthWeek YearMonthWeek FIX.5.0EP52
FIX.5.0EP52
1304 StrikeExerciseStyle int Expiration Style for an option class: FIX.5.0EP52
1305 SecondaryPriceLimitType int Describes the how the price limits are expressed FIX.5.0EP52
1306 PriceLimitType int Describes the how the price limits are expressed.
Value SymbolicName Description Added Updated Deprecated
0 Price Price (default) FIX.5.0EP52 FIX.5.0SP2EP204
1 Ticks Ticks FIX.5.0EP52
2 Percentage Percentage FIX.5.0EP52
FIX.5.0EP52 FIX.5.0SP2EP204
1308 ExecInstValue MultipleCharValue Indicates execution instructions that are valid for the specified market segment FIX.5.0EP52 FIX.5.0SP2EP208
1309 NoTradingSessionRules NumInGroup Allows trading rules to be expressed by trading session FIX.5.0EP52
1310 NoMarketSegments NumInGroup Number of Market Segments on which a security may trade. FIX.5.0EP52
1311 NoDerivativeInstrAttrib NumInGroup None FIX.5.0EP52
1312 NoNestedInstrAttrib NumInGroup None FIX.5.0EP52
1313 DerivativeInstrAttribType int Refer to definition of InstrAttribType(871) FIX.5.0EP52
1314 DerivativeInstrAttribValue String Refer to definition of InstrAttribValue(872) FIX.5.0EP52
1315 DerivativePriceUnitOfMeasure String Refer to definition for PriceUnitOfMeasure(1191) FIX.5.0EP52
1316 DerivativePriceUnitOfMeasureQty Qty Refer to definition of PriceUnitOfMeasureQty(1192) FIX.5.0EP52
1317 DerivativeSettlMethod String Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. FIX.5.0EP52 FIX.5.0SP2EP169
1318 DerivativePriceQuoteMethod String Refer to definition of PriceQuoteMethod(1196) FIX.5.0EP52
1319 DerivativeValuationMethod String Refer to definition of ValuationMethod(1197). FIX.5.0EP52 FIX.5.0SP1EP83
1320 DerivativeListMethod int Indicates whether instruments are pre-listed only or can also be defined via user request FIX.5.0EP52
1321 DerivativeCapPrice Price Refer to definition of CapPrice(1199) FIX.5.0EP52
1322 DerivativeFloorPrice Price Refer to definition of FloorPrice(1200) FIX.5.0EP52
1323 DerivativePutOrCall int Indicates whether an option contract is a put, call, chooser or undetermined. FIX.5.0EP52 FIX.5.0SP2EP238
1324 ListUpdateAction char If provided, then Instrument occurrence has explicitly changed
Value SymbolicName Description Added Updated Deprecated
A Add Add FIX.5.0SP2EP128
D Delete Delete FIX.5.0SP2EP128
M Modify Modify FIX.5.0SP2EP128
S Snapshot Snapshot FIX.5.0SP2EP128
FIX.5.0EP52 FIX.5.0SP2EP128
1325 ParentMktSegmID String Reference to a parent Market Segment. See MarketSegmentID(1300) FIX.5.0EP53
1326 TradingSessionDesc String Trading Session description FIX.5.0EP53
1327 TradSesUpdateAction char Specifies the action taken for the specified trading sessions. FIX.5.0EP53
1328 RejectText String Identifies the reason for rejection. FIX.5.0EP55 FIX.5.0SP2EP103
1329 FeeMultiplier float This is a multiplier that Clearing (Fee system) will use to calculate fees and will be sent to the firms on their confirms. FIX.5.0EP55
1330 UnderlyingLegSymbol String Refer to definition for Symbol(55) FIX.5.0EP55 FIX.5.0SP2EP187
1331 UnderlyingLegSymbolSfx String Refer to definition for SymbolSfx(65) FIX.5.0EP55 FIX.5.0SP2EP187
1332 UnderlyingLegSecurityID String Refer to definition for SecurityID(48) FIX.5.0EP55 FIX.5.0SP2EP187
1333 UnderlyingLegSecurityIDSource String Refer to definition for SecurityIDSource(22) FIX.5.0EP55 FIX.5.0SP2EP187
1334 NoUnderlyingLegSecurityAltID NumInGroup Refer to definition for NoSecurityAltID(454) FIX.5.0EP55 FIX.5.0SP2EP187
1335 UnderlyingLegSecurityAltID String Refer to definition for SecurityAltID(455) FIX.5.0EP55 FIX.5.0SP2EP187
1336 UnderlyingLegSecurityAltIDSource String Refer to definition for SecurityAltIDSource(456) FIX.5.0EP55 FIX.5.0SP2EP187
1337 UnderlyingLegSecurityType String Refer to definition for SecurityType(167) FIX.5.0EP55 FIX.5.0SP2EP187
1338 UnderlyingLegSecuritySubType String Refer to definition for SecuritySubType(762) FIX.5.0EP55 FIX.5.0SP2EP187
1339 UnderlyingLegMaturityMonthYear MonthYear Refer to definition for MaturityMonthYear(200) FIX.5.0EP55 FIX.5.0SP2EP187
1340 UnderlyingLegStrikePrice Price Refer to definition for StrikePrice(202) FIX.5.0EP55 FIX.5.0SP2EP187
1341 UnderlyingLegSecurityExchange String Refer to definition for SecurityExchange(207) FIX.5.0EP55 FIX.5.0SP2EP187
1342 NoOfLegUnderlyings NumInGroup Number of Underlyings, Identifies the Underlying of the Leg FIX.5.0EP55 FIX.5.0SP2EP187
1343 UnderlyingLegPutOrCall int Refer to definition for PutOrCall(201) FIX.5.0EP55 FIX.5.0SP2EP187
1344 UnderlyingLegCFICode String Refer to definition for CFICode(461) FIX.5.0EP55 FIX.5.0SP2EP187
1345 UnderlyingLegMaturityDate LocalMktDate Date of maturity. FIX.5.0EP55 FIX.5.0SP2EP187
1346 ApplReqID String Unique identifier for request FIX.5.0EP63
1347 ApplReqType int Type of Application Message Request being made.
Value SymbolicName Description Added Updated Deprecated
0 Retransmission Retransmission of application messages for the specified Applications FIX.5.0EP63
1 Subscription Subscription to the specified Applications FIX.5.0EP63
2 RequestLastSeqNum Request for the last ApplLastSeqNum published for the specified Applications FIX.5.0EP63
3 RequestApplications Request valid set of Applications FIX.5.0EP63
4 Unsubscribe Unsubscribe to the specified Applications FIX.5.0EP63
5 CancelRetransmission Cancel retransmission FIX.5.0SP1EP78
6 CancelRetransmissionUnsubscribe Cancel retransmission and unsubscribe to the specified applications FIX.5.0SP1EP78
FIX.5.0EP63
1348 ApplResponseType int Used to indicate the type of acknowledgement being sent.
Value SymbolicName Description Added Updated Deprecated
0 RequestSuccessfullyProcessed Request successfully processed FIX.5.0EP63
1 ApplicationDoesNotExist Application does not exist FIX.5.0EP63
2 MessagesNotAvailable Messages not available FIX.5.0EP63
FIX.5.0EP63
1349 ApplTotalMessageCount int Total number of messages included in transmission. FIX.5.0EP63
1350 ApplLastSeqNum SeqNum Application sequence number of last message in transmission FIX.5.0EP63
1351 NoApplIDs NumInGroup Specifies number of application id occurrences FIX.5.0EP63
1352 ApplResendFlag Boolean Used to indicate that a message is being sent in response to an Application Message Request. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request FIX.5.0EP63
1353 ApplResponseID String Identifier for the Applicaton Message Request Ack FIX.5.0EP63
1354 ApplResponseError int Used to return an error code or text associated with a response to an Application Request.
Value SymbolicName Description Added Updated Deprecated
0 ApplicationDoesNotExist Application does not exist FIX.5.0EP63
1 MessagesRequestedAreNotAvailable Messages requested are not available FIX.5.0EP63
2 UserNotAuthorizedForApplication User not authorized for application FIX.5.0EP63
FIX.5.0EP63
1355 RefApplID String Reference to the unique application identifier which corresponds to ApplID(1180) from the Application Sequence Group component FIX.5.0EP63
1356 ApplReportID String Identifier for the Application Sequence Reset FIX.5.0EP63
1357 RefApplLastSeqNum SeqNum Application sequence number of last message in transmission. FIX.5.0EP63
1358 LegPutOrCall int Indicates whether a leg option contract is a put, call, chooser or undetermined. FIX.5.0EP52 FIX.5.0SP2EP238
1361 TotNoFills int Total number of fill entries across all messages. Should be the sum of all NoFills(1362) in each message that has repeating list of fill entries related to the same ExecID(17). Used to support fragmentation. FIX.5.0EP58
1362 NoFills NumInGroup None FIX.5.0EP58
1363 FillExecID String Refer to ExecID(17). Used when multiple partial fills are reported in single Execution Report. ExecID and FillExecID should not overlap, FIX.5.0EP58
1364 FillPx Price Price of Fill. Refer to LastPx(31). FIX.5.0EP58
1365 FillQty Qty Quantity of Fill. Refer to LastQty(32). FIX.5.0EP58
1366 LegAllocID String The AllocID(70) of an individual leg of a multileg order. FIX.5.0EP58
1367 LegAllocSettlCurrency Currency Identifies settlement currency for the leg level allocation. FIX.5.0EP58
1368 TradSesEvent int Identifies an event related to a TradSesStatus(340). An event occurs and is gone, it is not a state that applies for a period of time.
Value SymbolicName Description Added Updated Deprecated
0 TradingResumes Trading resumes (after Halt) FIX.5.0EP58
1 ChangeOfTradingSession Change of Trading Session FIX.5.0EP58
2 ChangeOfTradingSubsession Change of Trading Subsession FIX.5.0EP58
3 ChangeOfTradingStatus Change of Trading Status FIX.5.0EP58
FIX.5.0EP58
1369 MassActionReportID String Unique identifier of Order Mass Cancel Report or Order Mass Action Report message as assigned by sell-side (broker, exchange, ECN) FIX.5.0EP58
1370 NoNotAffectedOrders NumInGroup Number of not affected orders in the repeating group of order ids. FIX.5.0EP58
1371 NotAffectedOrderID String OrderID(37) of an order not affected by a mass cancel or mass action request. FIX.5.0EP58 FIX.5.0SP2EP131
1372 NotAffOrigClOrdID String ClOrdID(11) of an order not affected by a mass cancel or mass action request. FIX.5.0EP58 FIX.5.0SP2EP131
1373 MassActionType int Specifies the type of action requested
Value SymbolicName Description Added Updated Deprecated
1 SuspendOrders Suspend orders FIX.5.0EP58
2 ReleaseOrdersFromSuspension Release orders from suspension FIX.5.0EP58
3 CancelOrders Cancel orders FIX.5.0EP58
FIX.5.0EP58
1374 MassActionScope int Specifies scope of Order Mass Action Request.
Value SymbolicName Description Added Updated Deprecated
1 AllOrdersForASecurity All orders for a security FIX.5.0EP58
2 AllOrdersForAnUnderlyingSecurity All orders for an underlying security FIX.5.0EP58
3 AllOrdersForAProduct All orders for a Product FIX.5.0EP58
4 AllOrdersForACFICode All orders for a CFICode FIX.5.0EP58
5 AllOrdersForASecurityType All orders for a SecurityType FIX.5.0EP58
6 AllOrdersForATradingSession All orders for a trading session FIX.5.0EP58
7 AllOrders All orders FIX.5.0EP58
8 AllOrdersForAMarket All orders for a Market FIX.5.0EP58
9 AllOrdersForAMarketSegment All orders for a market segment (or multiple segments) FIX.5.0EP58 FIX.5.0SP2EP204
10 AllOrdersForASecurityGroup All orders for a Security Group FIX.5.0EP58
11 CancelForSecurityIssuer Cancel for Security Issuer FIX.5.0SP1EP85
12 CancelForIssuerOfUnderlyingSecurity Cancel for Issuer of Underlying Security FIX.5.0SP1EP85
FIX.5.0EP58 FIX.5.0SP1EP85
1375 MassActionResponse int Specifies the action taken by counterparty order handling system as a result of the action type indicated in MassActionType of the Order Mass Action Request.
Value SymbolicName Description Added Updated Deprecated
0 Rejected Rejected - See MassActionRejectReason(1376) FIX.5.0EP58
1 Accepted Accepted FIX.5.0EP58
2 Completed Completed FIX.5.0SP2EP131
FIX.5.0EP58
1376 MassActionRejectReason int Reason Order Mass Action Request was rejected
Value SymbolicName Description Added Updated Deprecated
0 MassActionNotSupported Mass Action Not Supported FIX.5.0EP58
1 InvalidOrUnknownSecurity Invalid or unknown security FIX.5.0EP58
2 InvalidOrUnknownUnderlyingSecurity Invalid or unknown underlying security FIX.5.0EP58
3 InvalidOrUnknownProduct Invalid or unknown Product FIX.5.0EP58
4 InvalidOrUnknownCFICode Invalid or unknown CFICode FIX.5.0EP58
5 InvalidOrUnknownSecurityType Invalid or unknown SecurityType FIX.5.0EP58
6 InvalidOrUnknownTradingSession Invalid or unknown trading session FIX.5.0EP58
7 InvalidOrUnknownMarket Invalid or unknown Market FIX.5.0EP58
8 InvalidOrUnknownMarketSegment Invalid or unknown Market Segment FIX.5.0EP58
9 InvalidOrUnknownSecurityGroup Invalid or unknown Security Group FIX.5.0EP58
99 Other Other FIX.5.0EP58
10 InvalidOrUnknownSecurityIssuer Invalid or unknown Security Issuer FIX.5.0SP1EP85
11 InvalidOrUnknownIssuerOfUnderlyingSecurity Invalid or unknown Issuer of Underlying Security FIX.5.0SP1EP85
FIX.5.0EP58
1377 MultilegModel int Specifies the type of multileg order. Defines whether the security is pre-defined or user-defined. Note that MultilegModel(1377)=2(User-defined, Non-Securitized, Multileg) does not apply for Securities.
Value SymbolicName Description Added Updated Deprecated
0 PredefinedMultilegSecurity Predefined Multileg Security FIX.5.0EP59
1 UserDefinedMultilegSecurity User-defined Multileg Security FIX.5.0EP59 FIX.5.0SP2EP195
2 UserDefined User-defined, Non-Securitized, Multileg FIX.5.0EP59
FIX.5.0EP59 FIX.5.0SP2EP195
1378 MultilegPriceMethod int Code to represent how the multileg price is to be interpreted when applied to the legs.
(See Volume : "Glossary" for further value definitions)
Value SymbolicName Description Added Updated Deprecated
0 NetPrice Net Price FIX.5.0EP59
1 ReversedNetPrice Reversed Net Price FIX.5.0EP59
2 YieldDifference Yield Difference FIX.5.0EP59
3 Individual Individual FIX.5.0EP59
4 ContractWeightedAveragePrice Contract Weighted Average Price FIX.5.0EP59
5 MultipliedPrice Multiplied Price FIX.5.0EP59
FIX.5.0EP59
1379 LegVolatility float Specifies the volatility of an instrument leg. FIX.5.0EP59
1380 DividendYield Percentage The continuously-compounded annualized dividend yield of the underlying(s) of an option. Used as a parameter to theoretical option pricing models. FIX.5.0EP59
1381 LegDividendYield Percentage Refer to definition for DividendYield(1380). FIX.5.0EP59
1382 CurrencyRatio float Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then CurrencyRatio = 0.7 FIX.5.0EP59
1383 LegCurrencyRatio float Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then LegCurrencyRatio = 0.7 FIX.5.0EP59
1384 LegExecInst MultipleCharValue Refer to ExecInst(18)
Same values as ExecInst(18) 		FIX.5.0EP59
1385 ContingencyType int Defines the type of contingency.
Value SymbolicName Description Added Updated Deprecated
1 OneCancelsTheOther One Cancels the Other (OCO) FIX.5.0EP60
2 OneTriggersTheOther One Triggers the Other (OTO) FIX.5.0EP60
3 OneUpdatesTheOtherAbsolute One Updates the Other (OUO) - Absolute Quantity Reduction FIX.5.0EP60
4 OneUpdatesTheOtherProportional One Updates the Other (OUO) - Proportional Quantity Reduction FIX.5.0EP60
5 BidAndOffer Bid and Offer FIX.5.0SP2EP100
6 BidAndOfferOCO Bid and Offer OCO FIX.5.0SP2EP100
FIX.5.0EP60
1386 ListRejectReason int Identifies the reason for rejection of a New Order List message. Note that OrdRejReason(103) is used if the rejection is based on properties of an individual order part of the List.
Value SymbolicName Description Added Updated Deprecated
0 BrokerCredit Broker / Exchange option FIX.5.0EP60
2 ExchangeClosed Exchange closed FIX.5.0EP60
4 TooLateToEnter Too late to enter FIX.5.0EP60
5 UnknownOrder Unknown order FIX.5.0EP60
6 DuplicateOrder Duplicate Order (e.g. dupe ClOrdID) FIX.5.0EP60
11 UnsupportedOrderCharacteristic Unsupported order characteristic FIX.5.0EP60
99 Other Other FIX.5.0EP60
FIX.5.0EP60
1387 NoTrdRepIndicators NumInGroup Number of trade reporting indicators FIX.5.0EP61
1388 TrdRepPartyRole int Identifies the type of party for trade reporting. Same values as PartyRole(452). FIX.5.0EP61
1389 TrdRepIndicator Boolean Specifies whether the trade should be reported (or not) to parties of the provided TrdRepPartyRole(1388). Used to override standard reporting behavior by the receiver of the trade report and thereby complements the PublTrdIndicator( tag1390). FIX.5.0EP61
1390 TradePublishIndicator int Indicates if a trade should be or has been published via a market publication service. The indicator governs all publication services of the recipient. Replaces PublishTrdIndicator(852).
Value SymbolicName Description Added Updated Deprecated
0 DoNotPublishTrade Do Not Publish Trade FIX.5.0EP61
1 PublishTrade Publish Trade FIX.5.0EP61
2 DeferredPublication Deferred Publication FIX.5.0EP61
3 Published Indicates that the transaction has been published to the market. FIX.5.0SP2EP229
FIX.5.0EP61 FIX.5.0SP2EP229
1391 UnderlyingLegOptAttribute char Refer to definition of OptAttribute(206) FIX.5.0EP55 FIX.5.0SP2EP187
1392 UnderlyingLegSecurityDesc String Refer to definition of SecurityDesc(107) FIX.5.0EP55 FIX.5.0SP2EP187
1393 MarketReqID String Unique ID of a Market Definition Request message. FIX.5.0EP53
1394 MarketReportID String Market Definition message identifier. FIX.5.0EP53
1395 MarketUpdateAction char Specifies the action taken for the specified MarketID(1301) + MarketSegmentID(1300).
Value SymbolicName Description Added Updated Deprecated
A Add Add FIX.5.0EP53
D Delete Delete FIX.5.0EP53
M Modify Modify FIX.5.0EP53
FIX.5.0EP53
1396 MarketSegmentDesc String Description or name of Market Segment FIX.5.0EP53
1397 EncodedMktSegmDescLen Length Byte length of encoded (non-ASCII characters) EncodedMktSegmDesc(1324) field. FIX.5.0EP53 FIX.5.0SP2EP229
1398 EncodedMktSegmDesc data Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the MarketSegmDesc field. FIX.5.0EP53
1399 ApplNewSeqNum SeqNum Used to specify a new application sequence number. FIX.5.0EP63
1400 EncryptedPasswordMethod int Enumeration defining the encryption method used to encrypt password fields.
At this time there are no encryption methods defined by FPL. 		FIX.5.0EP56
1401 EncryptedPasswordLen Length Length of the EncryptedPassword(1402) field FIX.5.0EP56 FIX.5.0SP2EP208
1402 EncryptedPassword data Encrypted password - encrypted via the method specified in the field EncryptedPasswordMethod(1400) FIX.5.0EP56
1403 EncryptedNewPasswordLen Length Length of the EncryptedNewPassword(1404) field FIX.5.0EP56 FIX.5.0SP2EP208
1404 EncryptedNewPassword data Encrypted new password - encrypted via the method specified in the field EncryptedPasswordMethod(1400) FIX.5.0EP56
1405 UnderlyingLegMaturityTime TZTimeOnly Time of security's maturity expressed in local time with offset to UTC specified FIX.5.0EP55 FIX.5.0SP2EP187
1406 RefApplExtID int The extension pack number associated with an application message. FIX.5.0EP56
1407 DefaultApplExtID int The extension pack number that is the default for a FIX session. FIX.5.0EP56
1408 DefaultCstmApplVerID String The default custom application version ID that is the default for a session. FIX.5.0EP56
1409 SessionStatus int Status of a FIX session
Value SymbolicName Description Added Updated Deprecated
0 SessionActive Session active FIX.5.0EP56
1 SessionPasswordChanged Session password changed FIX.5.0EP56
2 SessionPasswordDueToExpire Session password due to expire FIX.5.0EP56
3 NewSessionPasswordDoesNotComplyWithPolicy New session password does not comply with policy FIX.5.0EP56
4 SessionLogoutComplete Session logout complete FIX.5.0EP56
5 InvalidUsernameOrPassword Invalid username or password FIX.5.0EP56
6 AccountLocked Account locked FIX.5.0EP56
7 LogonsAreNotAllowedAtThisTime Logons are not allowed at this time FIX.5.0EP56
8 PasswordExpired Password expired FIX.5.0EP56
9 ReceivedMsgSeqNumTooLow Received MsgSeqNum(34) is too low. FIX.5.0SP2EP124
10 ReceivedNextExpectedMsgSeqNumTooHigh Received NextExpectedMsgSeqNum(789) is too high. FIX.5.0SP2EP124
FIX.5.0EP56
1410 DefaultVerIndicator Boolean None FIX.5.0EP56
1411 Nested4PartySubIDType int Refer to definition of PartySubIDType(803) FIX.5.0EP69
1412 Nested4PartySubID String Refer to definition of PartySubID(523) FIX.5.0EP69
1413 NoNested4PartySubIDs NumInGroup Refer to definition of NoPartySubIDs(802) FIX.5.0EP69
1414 NoNested4PartyIDs NumInGroup Refer to definition of NoPartyIDs(453) FIX.5.0EP69
1415 Nested4PartyID String Refer to definition of PartyID(448) FIX.5.0EP69
1416 Nested4PartyIDSource char Refer to definition of PartyIDSource(447) FIX.5.0EP69
1417 Nested4PartyRole int Refer to definition of PartyRole(452) FIX.5.0EP69
1418 LegLastQty Qty Fill quantity for the leg instrument FIX.5.0EP72
1419 UnderlyingExerciseStyle int Type of exercise of a derivatives security FIX.5.0EP52
1420 LegExerciseStyle int Type of exercise of a derivatives security FIX.5.0EP52
1421 LegPriceUnitOfMeasure String Refer to definition for PriceUnitOfMeasure(1191) FIX.5.0EP52
1422 LegPriceUnitOfMeasureQty Qty Refer to definition of PriceUnitOfMeasureQty(1192) FIX.5.0EP52
1423 UnderlyingUnitOfMeasureQty Qty Refer to definition of UnitOfMeasureQty(1147) FIX.5.0EP52
1424 UnderlyingPriceUnitOfMeasure String Refer to definition for PriceUnitOfMeasure(1191) FIX.5.0EP52
1425 UnderlyingPriceUnitOfMeasureQty Qty Refer to definition of PriceUnitOfMeasureQty(1192) FIX.5.0EP52
1426 ApplReportType int Type of report
Value SymbolicName Description Added Updated Deprecated
0 ApplSeqNumReset Reset ApplSeqNum to new value specified in ApplNewSeqNum(1399) FIX.5.0EP-1
1 LastMessageSent Reports that the last message has been sent for the ApplIDs Refer to RefApplLastSeqNum(1357) for the application sequence number of the last message. FIX.5.0EP-1
2 ApplicationAlive Heartbeat message indicating that Application identified by RefApplID(1355) is still alive. Refer to RefApplLastSeqNum(1357) for the application sequence number of the previous message. FIX.5.0EP-1
3 ResendComplete Application message re-send completed. FIX.5.0SP1EP91
FIX.5.0SP2
1427 SideExecID String When reporting trades, used to reference the identifier of the execution (ExecID) being reported if different ExecIDs were assigned to each side of the trade. FIX.5.0SP1EP77
1428 OrderDelay int Time lapsed from order entry until match, based on the unit of time specified in OrderDelayUnit. Default is seconds if OrderDelayUnit is not specified. Value = 0, indicates the aggressor (the initiating side of the trade). FIX.5.0SP1EP77
1429 OrderDelayUnit int Time unit in which the OrderDelay(1428) is expressed
Value SymbolicName Description Added Updated Deprecated
0 Seconds Seconds (default if not specified) FIX.5.0SP1EP77
1 TenthsOfASecond Tenths of a second FIX.5.0SP1EP77
2 HundredthsOfASecond Hundredths of a second FIX.5.0SP1EP77
3 Milliseconds milliseconds FIX.5.0SP1EP77
4 Microseconds microseconds FIX.5.0SP1EP77
5 Nanoseconds nanoseconds FIX.5.0SP1EP77
10 Minutes minutes FIX.5.0SP1EP77
11 Hours hours FIX.5.0SP1EP77
12 Days days FIX.5.0SP1EP77
13 Weeks weeks FIX.5.0SP1EP77
14 Months months FIX.5.0SP1EP77
15 Years years FIX.5.0SP1EP77
FIX.5.0SP1EP77
1430 VenueType char Identifies the type of venue where a trade was executed
Value SymbolicName Description Added Updated Deprecated
E Electronic Electronic exchange FIX.5.0SP1EP77 FIX.5.0SP2EP141
P Pit Pit FIX.5.0SP1EP77
X ExPit Ex-pit FIX.5.0SP1EP77 FIX.5.0SP2EP141
C ClearingHouse Clearinghouse FIX.5.0SP2EP141
R RegisteredMarket Markets registered with regulators such as exchange, multilateral trading facility (MTF), swap execution facility (SEF). In the context of regulatory reporting (e.g. CFTC reporting), this is used for regulated markets, e.g. swap markets. FIX.5.0SP2EP161
O OffMarket Off-book, off-facility. In the context of regulatory reporting (e.g. CFTC reporting) this identifies trades conducted away from a regulated market. FIX.5.0SP2EP161
B CentralLimitOrderBook Central limit order book FIX.5.0SP2EP163
Q QuoteDrivenMarket Quote driven market FIX.5.0SP2EP163
D DarkOrderBook Dark order book FIX.5.0SP2EP163
A AuctionDrivenMarket Markets where matching occurs only in scheduled auctions. FIX.5.0SP2EP216
N QuoteNegotiation Discretionary quoting on request or "request for quote" market. FIX.5.0SP2EP216
V VoiceNegotiation A trading system where transactions between members are arranged through voice negotiation. FIX.5.0SP2EP228
H HybridMarket A hybrid system falling into two or more types of trading systems. Can also be used for ESMA RTS 1 "other type of trading system". FIX.5.0SP2EP228
FIX.5.0SP1EP77
1431 RefOrdIDReason int The reason for updating the RefOrdID
Value SymbolicName Description Added Updated Deprecated
0 GTCFromPreviousDay GTC from previous day FIX.5.0SP1EP77
1 PartialFillRemaining Partial Fill Remaining FIX.5.0SP1EP77
2 OrderChanged Order Changed FIX.5.0SP1EP77
FIX.5.0SP1EP77
1432 OrigCustOrderCapacity int The customer capacity for this trade at the time of the order/execution.
Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).
Value SymbolicName Description Added Updated Deprecated
1 MemberTradingForTheirOwnAccount Member trading for their own account FIX.5.0SP1EP77
2 ClearingFirmTradingForItsProprietaryAccount Clearing Firm trading for its proprietary account FIX.5.0SP1EP77
3 MemberTradingForAnotherMember Member trading for another member FIX.5.0SP1EP77
4 AllOther All other FIX.5.0SP1EP77
FIX.5.0SP1EP77
1433 RefApplReqID String Used to reference a previously submitted ApplReqID (1346) from within a subsequent ApplicationMessageRequest(MsgType=BW) FIX.5.0SP1EP78
1434 ModelType int Type of pricing model used
Value SymbolicName Description Added Updated Deprecated
0 UtilityProvidedStandardModel Utility provided standard model FIX.5.0SP1EP79
1 ProprietaryModel Proprietary (user supplied) model FIX.5.0SP1EP79
FIX.5.0SP1EP79
1435 ContractMultiplierUnit int Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in.
Value SymbolicName Description Added Updated Deprecated
0 Shares Shares FIX.5.0SP1EP80
1 Hours Hours FIX.5.0SP1EP80
2 Days Days FIX.5.0SP1EP80
FIX.5.0SP1EP80
1436 LegContractMultiplierUnit int "Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit LegContractMultiplier(tag 614) is expressed in.
 FIX.5.0SP1EP80
1437 UnderlyingContractMultiplierUnit int Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit UnderlyingContractMultiplier(436) is expressed in. FIX.5.0SP1EP80 FIX.5.0SP2EP204
1438 DerivativeContractMultiplierUnit int Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit DerivativeContractMultiplier(tag 1266)is expressed in. FIX.5.0SP1EP80
1439 FlowScheduleType int The industry standard flow schedule by which electricity or natural gas is traded. Schedules may exist by regions and on-peak and off-peak status, such as "Western Peak".
Value SymbolicName Description Added Updated Deprecated
0 NERCEasternOffPeak NERC Eastern Off-Peak FIX.5.0SP1EP80
1 NERCWesternOffPeak NERC Western Off-Peak FIX.5.0SP1EP80
2 NERCCalendarAllDaysInMonth NERC Calendar-All Days in month FIX.5.0SP1EP80
3 NERCEasternPeak NERC Eastern Peak FIX.5.0SP1EP80
4 NERCWesternPeak NERC Western Peak FIX.5.0SP1EP80
5 AllTimes All times FIX.5.0SP2EP238
6 OnPeak On peak FIX.5.0SP2EP238
7 OffPeak Off peak FIX.5.0SP2EP238
8 Base Base FIX.5.0SP2EP238
9 Block Block FIX.5.0SP2EP238
99 Other Other FIX.5.0SP2EP238
FIX.5.0SP1EP80 FIX.5.0SP2EP238
1440 LegFlowScheduleType int The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". FIX.5.0SP1EP80
1441 UnderlyingFlowScheduleType int The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". FIX.5.0SP1EP80
1442 DerivativeFlowScheduleType int The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". FIX.5.0SP1EP80
1443 FillLiquidityInd int Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled FIX.5.0SP1EP81
1444 SideLiquidityInd int Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled. FIX.5.0SP1EP81
1445 NoRateSources NumInGroup Number of rate sources being specified. FIX.5.0SP1EP82
1446 RateSource int Identifies the source of rate information.
For FX, the reference source to be used for the FX spot rate.
Value SymbolicName Description Added Updated Deprecated
0 Bloomberg Bloomberg FIX.5.0SP1EP82
1 Reuters Reuters FIX.5.0SP1EP82
2 Telerate Telerate FIX.5.0SP1EP82
99 Other Other FIX.5.0SP1EP82
3 ISDARateOption The source of the currency conversion as specified by the ISDA terms in Annex A to the 1998 FX and Currency Option Definitions. See http://www.fpml.org/coding-scheme/settlement-rate-option FIX.5.0SP2EP161
FIX.5.0SP1EP82
1447 RateSourceType int Indicates whether the rate source specified is a primary or secondary source.
Value SymbolicName Description Added Updated Deprecated
0 Primary Primary FIX.5.0SP1EP82
1 Secondary Secondary FIX.5.0SP1EP82
FIX.5.0SP1EP82
1448 ReferencePage String Identifies the reference "page" from the rate source.
For FX, the reference page to the spot rate to be used for the reference FX spot rate.

When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option 		FIX.5.0SP1EP82 FIX.5.0SP2EP161
1449 RestructuringType String A category of CDS credit event in which the underlying bond experiences a restructuring.
Used to define a CDS instrument.
Value SymbolicName Description Added Updated Deprecated
FR FullRestructuring Full Restructuring FIX.5.0SP1EP83
MR ModifiedRestructuring Modified Restructuring FIX.5.0SP1EP83
MM ModifiedModRestructuring Modified Mod Restructuring FIX.5.0SP1EP83
XR NoRestructuringSpecified No Restructuring specified FIX.5.0SP1EP83
FIX.5.0SP1EP83 FIX.5.0SP2EP169
1450 Seniority String Specifies which issue (underlying bond) will receive payment priority in the event of a default.
Used to define a CDS instrument. The payment priority is this: Senior Secured (SD), Senior (SR), Senior Non-Preferred (SN), Subordinated (SB), Mezzanine (MZ), Junior (JR).
Value SymbolicName Description Added Updated Deprecated
SD SeniorSecured Senior Secured FIX.5.0SP1EP83
SR Senior Senior FIX.5.0SP1EP83
SB Subordinated Subordinated FIX.5.0SP1EP83
JR Junior In the context of MiFID II this value is used as identified in RTS 23 Annex I Table 3 Field 23 "Seniority of the bond". FIX.5.0SP2EP235
MZ Mezzanine In the context of MiFID II this value is used as identified in RTS 23 Annex I Table 3 Field 23 "Seniority of the bond". FIX.5.0SP2EP235
SN SeniorNonPreferred For CDS reference obligations of non-preferred senior debt issued by European Financials that constitute a layer of debt ranking between the bank's normal senior debt but above the bank's normal tier 2 subordinated debt (reference: ISDA Credit Market Infrastructure Group). FIX.5.0SP2EP235
FIX.5.0SP1EP83 FIX.5.0SP2EP235
1451 NotionalPercentageOutstanding Percentage Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index.
Used to calculate the true value of a CDS trade or position. 		FIX.5.0SP1EP83
1452 OriginalNotionalPercentageOutstanding Percentage Used to reflect the Original value prior to the application of a credit event. See NotionalPercentageOutstanding(1451). FIX.5.0SP1EP83
1453 UnderlyingRestructuringType String See RestructuringType(1449) FIX.5.0SP1EP83
1454 UnderlyingSeniority String See Seniority(1450) FIX.5.0SP1EP83
1455 UnderlyingNotionalPercentageOutstanding Percentage See NotionalPercentageOutstanding(1451) FIX.5.0SP1EP83
1456 UnderlyingOriginalNotionalPercentageOutstanding Percentage See OriginalNotionalPercentageOutstanding(1452) FIX.5.0SP1EP83
1457 AttachmentPoint Percentage Lower bound percentage of the loss that the tranche can endure. FIX.5.0SP1EP83
1458 DetachmentPoint Percentage Upper bound percentage of the loss the tranche can endure. FIX.5.0SP1EP83
1459 UnderlyingAttachmentPoint Percentage See AttachmentPoint(1457). FIX.5.0SP1EP83
1460 UnderlyingDetachmentPoint Percentage See DetachmentPoint(1458). FIX.5.0SP1EP83
1461 NoTargetPartyIDs NumInGroup Identifies the number of target parties identified in a mass action. FIX.5.0SP1EP85
1462 TargetPartyID String PartyID value within an target party repeating group. FIX.5.0SP1EP85
1463 TargetPartyIDSource char PartyIDSource value within an target party repeating group.
Same values as PartyIDSource (447) 		FIX.5.0SP1EP85
1464 TargetPartyRole int PartyRole value within an target party repeating group.
Same values as PartyRole (452) 		FIX.5.0SP1EP85
1465 SecurityListID String Specifies an identifier for a Security List FIX.5.0SP1EP87
1466 SecurityListRefID String Specifies a reference from one Security List to another. Used to support a hierarchy of Security Lists. FIX.5.0SP1EP87
1467 SecurityListDesc String Specifies a description or name of a Security List. FIX.5.0SP1EP87
1468 EncodedSecurityListDescLen Length Byte length of encoded (non-ASCII characters) EncodedSecurityListDesc (tbd) field. FIX.5.0SP1EP87
1469 EncodedSecurityListDesc data Encoded (non-ASCII characters) representation of the SecurityListDesc (1467) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityListDesc field. FIX.5.0SP1EP87
1470 SecurityListType int Specifies a type of Security List.
Value SymbolicName Description Added Updated Deprecated
1 IndustryClassification Industry Classification FIX.5.0SP1EP87
2 TradingList Trading List FIX.5.0SP1EP87
3 Market Market / Market Segment List FIX.5.0SP1EP87
4 NewspaperList Newspaper List FIX.5.0SP1EP87
FIX.5.0SP1EP87
1471 SecurityListTypeSource int Specifies a specific source for a SecurityListType. Relevant when a certain type can be provided from various sources.
Value SymbolicName Description Added Updated Deprecated
1 ICB ICB (Industry Classification Benchmark) published by Dow Jones and FTSE - www.icbenchmark.com FIX.5.0SP1EP87
2 NAICS NAICS (North American Industry Classification System). Replaced SIC (Standard Industry Classification) www.census.gov/naics or www.naics.com. FIX.5.0SP1EP87
3 GICS GICS (Global Industry Classification Standard) published by Standards & Poor FIX.5.0SP1EP87
FIX.5.0SP1EP87
1472 NewsID String Unique identifier for a News message FIX.5.0SP1EP90
1473 NewsCategory int Category of news mesage.
Value SymbolicName Description Added Updated Deprecated
0 CompanyNews Company News FIX.5.0SP1EP90
1 MarketplaceNews Marketplace News FIX.5.0SP1EP90
2 FinancialMarketNews Financial Market News FIX.5.0SP1EP90
3 TechnicalNews Technical News FIX.5.0SP1EP90
99 OtherNews Other News FIX.5.0SP1EP90
FIX.5.0SP1EP90
1474 LanguageCode Language The national language in which the news item is provided. FIX.5.0SP1EP90
1475 NoNewsRefIDs NumInGroup Number of News reference items FIX.5.0SP1EP90
1476 NewsRefID String Reference to another News message identified by NewsID(1474). FIX.5.0SP1EP90
1477 NewsRefType int Type of reference to another News(35=B) message item.
Value SymbolicName Description Added Updated Deprecated
0 Replacement Replacement FIX.5.0SP1EP90
1 OtherLanguage Other language FIX.5.0SP1EP90 FIX.5.0SP2EP190
2 Complimentary Complimentary FIX.5.0SP1EP90
3 Withdrawal Withdrawal of the referenced news item, e.g. to correct an error. FIX.5.0SP2EP190
FIX.5.0SP1EP90 FIX.5.0SP2EP190
1478 StrikePriceDeterminationMethod int Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying.
Value SymbolicName Description Added Updated Deprecated
1 FixedStrike Fixed strike (default if not specified) FIX.5.0SP1EP92 FIX.5.0SP2EP169
2 StrikeSetAtExpiration Strike set at expiration to underlying or other value (lookback floating) FIX.5.0SP1EP92
3 StrikeSetToAverageAcrossLife Strike set to average of underlying settlement price across the life of the option FIX.5.0SP1EP92
4 StrikeSetToOptimalValue Strike set to optimal value FIX.5.0SP1EP92
FIX.5.0SP1EP92 FIX.5.0SP2EP169
1479 StrikePriceBoundaryMethod int Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise.
Value SymbolicName Description Added Updated Deprecated
1 LessThan Less than underlying price is in-the-money (ITM) FIX.5.0SP1EP92
2 LessThanOrEqual Less than or equal to the underlying price is in-the-money(ITM) FIX.5.0SP1EP92
3 Equal Equal to the underlying price is in-the-money(ITM) FIX.5.0SP1EP92
4 GreaterThanOrEqual Greater than or equal to underlying price is in-the-money(ITM) FIX.5.0SP1EP92
5 GreaterThan Greater than underlying is in-the-money(ITM) FIX.5.0SP1EP92
FIX.5.0SP1EP92
1480 StrikePriceBoundaryPrecision Percentage Used in combination with StrikePriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. FIX.5.0SP1EP92
1481 UnderlyingPriceDeterminationMethod int Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option").
Value SymbolicName Description Added Updated Deprecated
1 Regular Regular FIX.5.0SP1EP92
2 SpecialReference Special reference FIX.5.0SP1EP92
3 OptimalValue Optimal value (Lookback) FIX.5.0SP1EP92
4 AverageValue Average value (Asian option) FIX.5.0SP1EP92
FIX.5.0SP1EP92
1482 OptPayoutType int Indicates the type of valuation method or payout trigger for an in-the-money option.
Value SymbolicName Description Added Updated Deprecated
1 Vanilla Vanilla FIX.5.0SP1EP92
2 Capped Capped FIX.5.0SP1EP92
3 Binary Digital (Binary) FIX.5.0SP1EP92 FIX.5.0SP2EP238
4 Asian Asian FIX.5.0SP2EP238
5 Barrier Barrier FIX.5.0SP2EP238
6 DigitalBarrier Digital Barrier FIX.5.0SP2EP238
7 Lookback Lookback FIX.5.0SP2EP238
8 OtherPathDependent Other path dependent FIX.5.0SP2EP238
99 Other Other FIX.5.0SP2EP238
FIX.5.0SP1EP92 FIX.5.0SP2EP238
1483 NoComplexEvents NumInGroup Number of complex event occurrences. FIX.5.0SP1EP92
1484 ComplexEventType int Identifies the type of complex event.
Value SymbolicName Description Added Updated Deprecated
1 Capped Capped FIX.5.0SP1EP92
2 Trigger Trigger FIX.5.0SP1EP92
3 KnockInUp Knock-in up FIX.5.0SP1EP92
4 KnockInDown Knock-in down FIX.5.0SP1EP92 FIX.5.0SP2EP169
5 KnockOutUp Knock-out up FIX.5.0SP1EP92
6 KnockOutDown Knock-out down FIX.5.0SP1EP92
7 Underlying Underlying FIX.5.0SP1EP92
8 ResetBarrier Reset Barrier FIX.5.0SP1EP92
9 RollingBarrier Rolling Barrier FIX.5.0SP1EP92
10 OneTouch One-touch FIX.5.0SP2EP169
11 NoTouch No-touch FIX.5.0SP2EP169
12 DblOneTouch Double one-touch FIX.5.0SP2EP169
13 DblNoTouch Double no-touch FIX.5.0SP2EP169
14 FXComposite Foreign exchange composite FIX.5.0SP2EP169
15 FXQuanto Foreign exchange Quanto FIX.5.0SP2EP169
16 FXCrssCcy Foreign exchange cross currency FIX.5.0SP2EP169
17 StrkSpread Strike spread FIX.5.0SP2EP169
18 ClndrSpread Calendar spread FIX.5.0SP2EP169
19 PxObsvtn Price observation (Asian or Lookback) FIX.5.0SP2EP169
20 PassThrough Pass-through FIX.5.0SP2EP169
21 StrkSched Strike schedule FIX.5.0SP2EP169
22 EquityValuation Equity valuation FIX.5.0SP2EP208
23 DividendValuation Dividend valuation FIX.5.0SP2EP208
FIX.5.0SP1EP92
1485 ComplexOptPayoutAmount Amt Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. FIX.5.0SP1EP92
1486 ComplexEventPrice Price Specifies the price at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484). FIX.5.0SP1EP92
1487 ComplexEventPriceBoundaryMethod int Specifies the boundary condition to be used for the event price relative to the underlying price at the point the complex event outcome takes effect as determined by the ComplexEventPriceTimeType.
Value SymbolicName Description Added Updated Deprecated
1 LessThanComplexEventPrice Less than ComplexEventPrice(1486) FIX.5.0SP1EP92
2 LessThanOrEqualToComplexEventPrice Less than or equal to ComplexEventPrice(1486) FIX.5.0SP1EP92
3 EqualToComplexEventPrice Equal to ComplexEventPrice(1486) FIX.5.0SP1EP92
4 GreaterThanOrEqualToComplexEventPrice Greater than or equal to ComplexEventPrice(1486) FIX.5.0SP1EP92
5 GreaterThanComplexEventPrice Greater than ComplexEventPrice(1486) FIX.5.0SP1EP92
FIX.5.0SP1EP92
1488 ComplexEventPriceBoundaryPrecision Percentage Used in combination with ComplexEventPriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. FIX.5.0SP1EP92
1489 ComplexEventPriceTimeType int Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the ComplexEventType(1484).
Value SymbolicName Description Added Updated Deprecated
1 Expiration Expiration FIX.5.0SP1EP92
2 Immediate Immediate (At Any Time) FIX.5.0SP1EP92
3 SpecifiedDate Specified Date/Time FIX.5.0SP1EP92
4 Close Official closing time of the exchange on valuation date. FIX.5.0SP2EP208
5 Open Official opening time of the exchange on valuation date. FIX.5.0SP2EP208
6 OfficialSettlPrice Official settlement price determination time. FIX.5.0SP2EP208
7 DerivativesClose Official closing time of the derivatives exchange. FIX.5.0SP2EP208
8 AsSpecifiedMasterConfirmation As specified in Master Confirmation FIX.5.0SP2EP208
FIX.5.0SP1EP92 FIX.5.0SP2EP169
1490 ComplexEventCondition int Specifies the condition between complex events when more than one event is specified.
Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result.
Value SymbolicName Description Added Updated Deprecated
1 And And FIX.5.0SP1EP92
2 Or Or FIX.5.0SP1EP92
FIX.5.0SP1EP92
1491 NoComplexEventDates NumInGroup Number of complex event date occurrences for a given complex event. FIX.5.0SP1EP92
1492 ComplexEventStartDate UTCDateOnly Specifies the start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options
ComplexEventStartDate must always be less than or equal to ComplexEventEndDate. 		FIX.5.0SP1EP92 FIX.5.0SP2EP195
1493 ComplexEventEndDate UTCDateOnly Specifies the end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options
ComplexEventEndDate must always be greater than or equal to ComplexEventStartDate. 		FIX.5.0SP1EP92 FIX.5.0SP2EP195
1494 NoComplexEventTimes NumInGroup Number of complex event time occurrences for a given complex event date
The default in case of an absence of time fields is 00:00:00-23:59:59. 		FIX.5.0SP1EP92
1495 ComplexEventStartTime UTCTimeOnly Specifies the start time of the time range on which a complex event date is effective.
ComplexEventStartTime must always be less than or equal to ComplexEventEndTime. 		FIX.5.0SP1EP92
1496 ComplexEventEndTime UTCTimeOnly Specifies the end time of the time range on which a complex event date is effective.
ComplexEventEndTime must always be greater than or equal to ComplexEventStartTime. 		FIX.5.0SP1EP92
1497 StreamAsgnReqID String Unique identifier for the stream assignment request provided by the requester. FIX.5.0SP1EP93
1498 StreamAsgnReqType int Type of stream assignment request.
Value SymbolicName Description Added Updated Deprecated
1 StreamAssignmentForNewCustomer Stream assignment for new customer(s) FIX.5.0SP1EP93
2 StreamAssignmentForExistingCustomer Stream assignment for existing customer(s) FIX.5.0SP1EP93
FIX.5.0SP1EP93
1499 NoAsgnReqs NumInGroup Number of assignment requests. FIX.5.0SP1EP93
1500 MDStreamID String The identifier or name of the price stream. FIX.5.0SP1EP93
1501 StreamAsgnRptID String Unique identifier of the stream assignment report provided by the respondent. FIX.5.0SP1EP93
1502 StreamAsgnRejReason int Reason code for stream assignment request reject.
Value SymbolicName Description Added Updated Deprecated
0 UnknownClient Unknown client FIX.5.0SP1EP93
1 ExceedsMaximumSize Exceeds maximum size FIX.5.0SP1EP93
2 UnknownOrInvalidCurrencyPair Unknown or Invalid currency pair FIX.5.0SP1EP93
3 NoAvailableStream No available stream FIX.5.0SP1EP93
99 Other Other FIX.5.0SP1EP93
FIX.5.0SP1EP93
1503 StreamAsgnAckType int Type of acknowledgement.
Value SymbolicName Description Added Updated Deprecated
0 AssignmentAccepted Assignment Accepted FIX.5.0SP1EP93
1 AssignmentRejected Assignment Rejected FIX.5.0SP1EP93
FIX.5.0SP1EP93
1504 RelSymTransactTime UTCTimestamp See TransactTime(60) FIX.5.0SP1EP94
1505 PartyDetailsListRequestID String Unique identifier for PartyDetailsListRequest. FIX.5.0SP2EP105
1506 SideTradeID String Used to represent the trade ID for each side of the trade assigned by an intermediary. FIX.5.0SP2EP107
1507 SideOrigTradeID String Used to capture the original trade id for each side of a trade undergoing novation to a standardized model. FIX.5.0SP2EP107
1508 NoRequestedPartyRoles NumInGroup Number of requested party roles. FIX.5.0SP2EP105
1509 RequestedPartyRole int Identifies the type or role of party that has been requested. FIX.5.0SP2EP105
1510 PartyDetailsListReportID String Identifier for the PartyDetailsListReport and the PartyDetailsListUpdateReport. FIX.5.0SP2EP105
1511 RequestResult int Result of a request as identified by the appropriate request ID field
Value SymbolicName Description Added Updated Deprecated
0 ValidRequest Valid request FIX.5.0SP2EP105
1 InvalidOrUnsupportedRequest Invalid or unsupported request FIX.5.0SP2EP105
2 NoDataFound No data found that match selection criteria FIX.5.0SP2EP105
3 NotAuthorized Not authorized to retrieve data FIX.5.0SP2EP105
4 DataTemporarilyUnavailable Data temporarily unavailable FIX.5.0SP2EP105
5 RequestForDataNotSupported Request for data not supported FIX.5.0SP2EP105
99 Other Other (further information in RejectText (1328) field) FIX.5.0SP2EP105
FIX.5.0SP2EP105
1512 TotNoParties int Total number of PartyListGrp returned. FIX.5.0SP2EP105
1513 DocumentationText String A sentence or phrase pertenant to the trade, not a reference to an external document. E.g. "To be registered with the U.S. Environmental Protection Agency, Acid Rain Division, SO2 Allowance Tracking System" FIX.5.0SP2EP169
1514 NoPartyRelationships NumInGroup Number of party relationships. FIX.5.0SP2EP105
1515 PartyRelationship int Used to specify the type of the party relationship.
Value SymbolicName Description Added Updated Deprecated
0 IsAlso Is also FIX.5.0SP2EP105
1 ClearsFor Clears for FIX.5.0SP2EP105
2 ClearsThrough Clears through FIX.5.0SP2EP105
3 TradesFor Trades for FIX.5.0SP2EP105
4 TradesThrough Trades through FIX.5.0SP2EP105
5 Sponsors Sponsors FIX.5.0SP2EP105
6 SponsoredThrough Sponsored through FIX.5.0SP2EP105
7 ProvidesGuaranteeFor Provides guarantee for FIX.5.0SP2EP105
8 IsGuaranteedBy Is guaranteed by FIX.5.0SP2EP105
9 MemberOf Member of FIX.5.0SP2EP105
10 HasMembers Has members FIX.5.0SP2EP105
11 ProvidesMarketplaceFor Provides marketplace for FIX.5.0SP2EP105
12 ParticipantOfMarketplace Participant of marketplace FIX.5.0SP2EP105
13 CarriesPositionsFor Carries positions for FIX.5.0SP2EP105
14 PostsTradesTo Posts trades to FIX.5.0SP2EP105
15 EntersTradesFor Enters trades for FIX.5.0SP2EP105
16 EntersTradesThrough Enters trades through FIX.5.0SP2EP105
17 ProvidesQuotesTo Provides quotes to FIX.5.0SP2EP105
18 RequestsQuotesFrom Requests quotes from FIX.5.0SP2EP105
19 InvestsFor Invests for FIX.5.0SP2EP105
20 InvestsThrough Invests through FIX.5.0SP2EP105
21 BrokersTradesFor Brokers trades for FIX.5.0SP2EP105
22 BrokersTradesThrough Brokers trades through FIX.5.0SP2EP105
23 ProvidesTradingServicesFor Provides trading services for FIX.5.0SP2EP105
24 UsesTradingServicesOf Uses trading services of FIX.5.0SP2EP105
25 ApprovesOf Approves of FIX.5.0SP2EP105
26 ApprovedBy Approved by FIX.5.0SP2EP105
27 ParentFirmFor Parent firm for FIX.5.0SP2EP105
28 SubsidiaryOf Subsidiary of FIX.5.0SP2EP105
29 RegulatoryOwnerOf Regulatory owner of FIX.5.0SP2EP105
30 OwnedByRegulatory Owned by (regulatory) FIX.5.0SP2EP105
31 Controls Controls FIX.5.0SP2EP105
32 IsControlledBy Is controlled by FIX.5.0SP2EP105
33 LegalOwnerOf Legal / titled owner of FIX.5.0SP2EP105
34 OwnedByLegal Owned by (legal / title) FIX.5.0SP2EP105
35 BeneficialOwnerOf Beneficial owner of FIX.5.0SP2EP105
36 OwnedByBeneficial Owned by (beneficial) FIX.5.0SP2EP105
37 SettlesFor Settles for FIX.5.0SP2EP105
38 SettlesThrough Settles through FIX.5.0SP2EP105
FIX.5.0SP2EP105
1516 NoPartyDetailAltID NumInGroup Number of party alternative identifiers. FIX.5.0SP2EP105
1517 PartyDetailAltID String An alternate party identifier for the party specified in PartyDetailID(1691) FIX.5.0SP2EP105
1518 PartyDetailAltIDSource char Identifies the source of the PartyDetailAltID(1517) value. FIX.5.0SP2EP105
1519 NoPartyDetailAltSubIDs NumInGroup Number of party detail alternate sub-identifiers. FIX.5.0SP2EP105
1520 PartyDetailAltSubID String Sub-identifier for the party specified in PartyDetailAltID(1517). FIX.5.0SP2EP105
1521 PartyDetailAltSubIDType int Type of PartyDetailAltSubID(1520) value. FIX.5.0SP2EP105
1522 DifferentialPrice PriceOffset Used to specify the differential price when reporting the individual leg of a spread trade. Both leg price and differential price may be provided on such a report. Note that MultiLegReportingType(442) will be set to 2 (Individual leg of a multi-leg security) in this case.
Also used in pricing Trade at Settlement (TAS) and Trade At Marker (TAM) contracts for which the value is the negotiated currency offset either at settlement (TAS) or at time specified in the product definition (TAM). The final contract price is specified in LastPx(31). 		FIX.5.0SP2EP107 FIX.5.0SP2EP217
1523 TrdAckStatus int Used to indicate the status of the trade submission (not the trade report)
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.5.0SP2EP107
1 Rejected Rejected FIX.5.0SP2EP107
2 Received Received FIX.5.0SP2EP107
FIX.5.0SP2EP107
1524 PriceQuoteCurrency Currency Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. FIX.5.0SP2EP107
1525 EncodedDocumentationTextLen Length Byte length of encoded (non-ASCII characters) EncodedDocumentationText(1527) field. FIX.5.0SP2EP169
1526 UnderlyingPriceQuoteCurrency Currency Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. FIX.5.0SP2EP107
1527 EncodedDocumentationText data Encoded (non-ASCII characters) representation of the DocumentationText(1513) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DocumentationText(1513) field. FIX.5.0SP2EP169
1528 LegPriceQuoteCurrency Currency Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. FIX.5.0SP2EP107
1529 NoRiskLimitTypes NumInGroup Number of risk limits with associated warning levels. FIX.5.0SP2EP105
1530 RiskLimitType int Used to specify the type of risk limit amount or position limit quantity or margin requirement amounts.
Value SymbolicName Description Added Updated Deprecated
1 GrossLimit Gross limit FIX.5.0SP2EP105 FIX.5.0SP2EP128
2 NetLimit Net limit FIX.5.0SP2EP105 FIX.5.0SP2EP128
3 Exposure Exposure FIX.5.0SP2EP105
4 LongLimit Long limit FIX.5.0SP2EP105 FIX.5.0SP2EP128
5 ShortLimit Short limit FIX.5.0SP2EP105 FIX.5.0SP2EP128
6 CashMargin Cash margin FIX.5.0SP2EP128
7 AdditionalMargin Additional margin FIX.5.0SP2EP128
8 TotalMargin Total margin FIX.5.0SP2EP128
0 CreditLimit The credit limit provided by one party to another for trading. FIX.5.0SP2EP171
9 LimitConsumed The limit used in the recent transaction. FIX.5.0SP2EP171
10 ClipSize The total notional amount limit allowed to be executed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). FIX.5.0SP2EP171 FIX.5.0SP2EP214
11 MaxNotionalOrderSize Maximum notional order size FIX.5.0SP2EP171
12 DV01PV01Limit The maximum dollar value change resulting from a move of 1 basis point in the yield curve. This limits the interest rate risk exposure. Also known as "basis point value" or BPV. FIX.5.0SP2EP171
13 CS01Limit Credit spread sensitivity. Represents the change in market value of a CDS for a one basis point change in the credit spread. This limits the credit risk exposure of a CDS. Also known as "risky-DV01". FIX.5.0SP2EP171
14 VolumeLimitPerTimePeriod The total number of shares, bonds or contracts allowed to be executed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). FIX.5.0SP2EP214
15 VolFilledPctOrdVolTmPeriod The total number of shares, bonds or contracts executed as a percentage of the total ordered shares, contracts or notional amount for a specified security, instrument, symbol, or underlying, over a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). FIX.5.0SP2EP214
16 NotlFilledPctNotlTmPeriod The total notional amount executed as a percentage of the total ordered shares, contracts or notional amount for a specified security, instrument, symbol, or underlying, over a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). FIX.5.0SP2EP214
17 TransactionExecutionLimitPerTimePeriod The total number of transactions or execution fills allowed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). FIX.5.0SP2EP214
FIX.5.0SP2EP105 FIX.5.0SP2EP204
1531 RiskLimitAmount Amt Specifies the risk limit amount. FIX.5.0SP2EP105
1532 RiskLimitCurrency Currency Used to specify the currency of the risk limit amount. FIX.5.0SP2EP105
1533 RiskLimitPlatform String The area to which risk limit is applicable. This can be a trading platform or an offering. FIX.5.0SP2EP105
1534 NoRiskInstrumentScopes NumInGroup Number of risk instrument scopes. FIX.5.0SP2EP105
1535 InstrumentScopeOperator int Operator to perform on the instrument(s) specified
Value SymbolicName Description Added Updated Deprecated
1 Include Include FIX.5.0SP2EP105
2 Exclude Exclude FIX.5.0SP2EP105
FIX.5.0SP2EP105
1536 InstrumentScopeSymbol String Used to limit instrument scope to specified symbol.
See Symbol(55) field for description. 		FIX.5.0SP2EP105
1537 InstrumentScopeSymbolSfx String Used to limit instrument scope to specified symbol suffix.
See SymbolSfx(65) field for description. 		FIX.5.0SP2EP105
1538 InstrumentScopeSecurityID String Used to limit instrument scope to specified security identifier.
See SecurityID(48) field for description. 		FIX.5.0SP2EP105
1539 InstrumentScopeSecurityIDSource String Used to limit instrument scope to specified security identifier source.
See SecurityIDSource(22) field for description. 		FIX.5.0SP2EP105
1540 NoInstrumentScopeSecurityAltID NumInGroup Number of alternate security identifier for the specified InstrumentScopeSecurityID(1538). FIX.5.0SP2EP105
1541 InstrumentScopeSecurityAltID String Used to limit instrument scope to specified security alternate identifier.
See SecurityAltID(455) field for description. 		FIX.5.0SP2EP105
1542 InstrumentScopeSecurityAltIDSource String Used to limit instrument scope to specified security alternate identifier source.
See SecurityAltIDSource(456) field for description. 		FIX.5.0SP2EP105
1543 InstrumentScopeProduct int Used to limit instrument scope to specified instrument product category.
See Product (460) field for description. 		FIX.5.0SP2EP105
1544 InstrumentScopeProductComplex String Used to limit instrument scope to specified product complex.
See ProductComplex(1227) field for description. 		FIX.5.0SP2EP105
1545 InstrumentScopeSecurityGroup String Used to limit instrument scope to specified security group.
See SecurityGroup(1151) field for description. 		FIX.5.0SP2EP105
1546 InstrumentScopeCFICode String Used to limit instrument scope to specified CFICode.
See CFICode(461) field for description. 		FIX.5.0SP2EP105
1547 InstrumentScopeSecurityType String Used to limit instrument scope to specified security type.
See SecurityType(167) field for description). 		FIX.5.0SP2EP105
1548 InstrumentScopeSecuritySubType String Used to limit instrument scope to specified security sub-type.
See SecuritySubType(762) field for description. 		FIX.5.0SP2EP105
1549 InstrumentScopeMaturityMonthYear MonthYear Used to limit instrument scope to specified maturity month and year.
See MaturityMonthYear(200) field for description. 		FIX.5.0SP2EP105
1550 InstrumentScopeMaturityTime TZTimeOnly Used to limit instrument scope to specified maturity time.
See MaturityTime(1079) field for description. 		FIX.5.0SP2EP105
1551 InstrumentScopeRestructuringType String Used to limit instrument scope to specified restructuring type.
See RestructuringType(1449) field for description. 		FIX.5.0SP2EP105
1552 InstrumentScopeSeniority String Used to limit instrument scope to specified seniority type.
See Seniority(1450) field for description. 		FIX.5.0SP2EP105
1553 InstrumentScopePutOrCall int Used to limit instrument scope to puts or calls.
See PutOrCall(201) field for description. 		FIX.5.0SP2EP105
1554 InstrumentScopeFlexibleIndicator Boolean Used to limit instrument scope to securities that can be defined using flexible terms or not.
See FlexibleIndicator(1244) field for description. 		FIX.5.0SP2EP105
1555 InstrumentScopeCouponRate Percentage Used to limit instrument scope to specified coupon rate.
See CouponRate(223) field for description. 		FIX.5.0SP2EP105
1556 InstrumentScopeSecurityDesc String Used to limit instrument scope to specified security description.
See SecurityDesc(107) field for description. 		FIX.5.0SP2EP105
1557 InstrumentScopeSettlType String Used to limit instrument scope to specified settlement type.
See SettlType(63) field for description. 		FIX.5.0SP2EP105
1558 RiskInstrumentMultiplier float Multiplier applied to the transaction amount for comparison with risk limits. Default if not specified is 1.0. FIX.5.0SP2EP105
1559 NoRiskWarningLevels NumInGroup Number of risk warning levels. FIX.5.0SP2EP105
1560 RiskWarningLevelPercent Percentage Percent of risk limit at which a warning is issued. FIX.5.0SP2EP105
1561 RiskWarningLevelName String Name or error message associated with the risk warning level. FIX.5.0SP2EP105
1562 NoRelatedPartyDetailID NumInGroup Number of related party detail identifiers. FIX.5.0SP2EP105
1563 RelatedPartyDetailID String Party identifier for the party related to the party specified in PartyDetailID(1691). FIX.5.0SP2EP105
1564 RelatedPartyDetailIDSource char Identifies the source of the RelatedPartyDetailID(1563). FIX.5.0SP2EP105
1565 RelatedPartyDetailRole int Identifies the type or role of the RelatedPartyDetailID(1563) specified. FIX.5.0SP2EP105
1566 NoRelatedPartyDetailSubIDs NumInGroup Number of related party detail sub-identifiers. FIX.5.0SP2EP105
1567 RelatedPartyDetailSubID String Sub-identifier for the party specified in RelatedPartyID(1563). FIX.5.0SP2EP105
1568 RelatedPartyDetailSubIDType int Type of RelatedPartyDetailSubID(1567) value. FIX.5.0SP2EP105
1569 NoRelatedPartyDetailAltID NumInGroup Number of related party detail alternate identifiers. FIX.5.0SP2EP105
1570 RelatedPartyDetailAltID String An alternate party identifier for the party specified in RelatedPartyID(1563). FIX.5.0SP2EP105
1571 RelatedPartyDetailAltIDSource char Identifies the source of the RelatedPartyDetailAltID(1570) value. FIX.5.0SP2EP105
1572 NoRelatedPartyDetailAltSubIDs NumInGroup Number of related party detail alternate sub-identifiers. FIX.5.0SP2EP105
1573 RelatedPartyDetailAltSubID String Sub-identifier for the party specified in RelatedPartyDetailAltID(1570). FIX.5.0SP2EP105
1574 RelatedPartyDetailAltSubIDType int Type of RelatedPartyDetailAltSubID(1573) value. FIX.5.0SP2EP105
1575 SwapSubClass String The sub-classification or notional schedule type of the swap.
Value SymbolicName Description Added Updated Deprecated
AMTZ Amortizing Amortizing notional schedule FIX.5.0SP2EP169 FIX.5.0SP2EP238
COMP Compounding Compounding FIX.5.0SP2EP169 FIX.5.0SP2EP238
CNST ConstantNotionalSchedule Constant notional schedule FIX.5.0SP2EP238
ACRT AccretingNotionalSchedule Accreting notional schedule FIX.5.0SP2EP238
CUST CustomNotionalSchedule Custom notional schedule FIX.5.0SP2EP238
FIX.5.0SP2EP169 FIX.5.0SP2EP238
1576 DerivativePriceQuoteCurrency Currency Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. FIX.5.0SP2EP107
1577 SettlRateIndex String In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment. FIX.5.0SP2EP169
1578 EncodedEventTextLen Length Byte length of encoded (non-ASCII characters) EncodedEventText(868) fied. FIX.5.0SP2EP161
1579 EncodedEventText data Encoded (non-ASCII characters) representation of the EventText(868) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the EventText(868) field. FIX.5.0SP2EP161
1580 SettlRateIndexLocation String This is an optional qualifying attribute of SettlRateIndex(1577) such as the delivery zone for an electricity contract. FIX.5.0SP2EP169
1581 OptionExpirationDesc String Description of the option expiration. FIX.5.0SP2EP169
1582 NoSecurityClassifications NumInGroup Number of Security Classifications. FIX.5.0SP2EP107
1583 SecurityClassificationReason int Allows classification of instruments according to a set of high level reasons. Classification reasons describe the classes in which the instrument participates.
Value SymbolicName Description Added Updated Deprecated
0 Fee Fee FIX.5.0SP2EP107
1 CreditControls Credit Controls FIX.5.0SP2EP107
2 Margin Margin FIX.5.0SP2EP107
3 EntitlementOrEligibility Entitlement / Eligibility FIX.5.0SP2EP107
4 MarketData Market Data FIX.5.0SP2EP107
5 AccountSelection Account Selection FIX.5.0SP2EP107
6 DeliveryProcess Delivery Process FIX.5.0SP2EP107
7 Sector Sector FIX.5.0SP2EP107
FIX.5.0SP2EP107
1584 SecurityClassificationValue String Specifies the product classification value which further details the manner in which the instrument participates in the class. FIX.5.0SP2EP107
1585 PosAmtReason int Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported.
Value SymbolicName Description Added Updated Deprecated
0 OptionsSettlement Options settlement FIX.5.0SP2EP107
1 PendingErosionAdjustment Pending erosion adjustment FIX.5.0SP2EP107
2 FinalErosionAdjustment Final erosion adjustment FIX.5.0SP2EP107
3 TearUpCouponAmount Tear-up coupon amount FIX.5.0SP2EP107
4 PriceAlignmentInterest To minimize the impact of daily cash variation margin payments on the pricing of interest rate swaps, the Clearing House will charge interest on cumulative variation margin received and pay interest on cumulative variation margin paid in respect of these instruments. This interest element is known as price alignment interest. FIX.5.0SP2EP107 FIX.5.0SP2EP141
5 DeliveryInvoiceCharges Delivery invoice charges FIX.5.0SP2EP107
6 DeliveryStorageCharges Delivery storage charges FIX.5.0SP2EP107
FIX.5.0SP2EP107
1586 NoLegPosAmt NumInGroup Number of TrdInstrmtLegPosAmt values. FIX.5.0SP2EP107
1587 LegPosAmt Amt Leg position amount. FIX.5.0SP2EP107
1588 LegPosAmtType String Type of leg position amount. FIX.5.0SP2EP107
1589 LegPosCurrency Currency Leg position currency. FIX.5.0SP2EP107
1590 LegPosAmtReason int Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported. FIX.5.0SP2EP107
1591 LegQtyType int Type of quantity specified in LegQty field. LegContractMultiplier (614) is required when LegQtyType = 1 (Contracts). LegUnitOfMeasure (tag 999) and LegTimeUnit (tag 1001) are required when LegQtyType = 2 (Units of Measure per Time Unit). LegQtyType can be different for each leg. FIX.5.0SP2EP107
1592 DiscountFactor float Used to calculate the present value of an amount to be paid in the future. FIX.5.0SP2EP107
1593 ParentAllocID String Contains the IndividualAllocId (tag 467) value of the allocation that is being offset as a result of a new allocation. This would be an optional field that would only be populated in the case of an allocation of an allocation (as well as any subsequent allocations). This wouldn’t be populated for an initial allocation since an allocation id is not supplied on default (initial) allocations. FIX.5.0SP2EP107
1594 LegSecurityGroup String Represents the product group of a leg.This is useful in conveying multi-leg instruments where the legs may participate in separate security groups. FIX.5.0SP2EP107
1595 PositionContingentPrice Price Risk adjusted price used to calculate variation margin on a position. FIX.5.0SP2EP109
1596 ClearingTradePrice Price Alternate clearing price FIX.5.0SP2EP111
1597 SideClearingTradePrice Price Alternate clearing price for the side being reported. FIX.5.0SP2EP111
1598 SideClearingTradePriceType int Indicates to recipient whether trade is clearing at execution prices LastPx(tag 31) or alternate clearing prices SideClearingTradePrice(tag 1597).
Value SymbolicName Description Added Updated Deprecated
0 TradeClearingAtExecutionPrice Trade Clearing at Execution Price FIX.5.0SP2EP111
1 TradeClearingAtAlternateClearingPrice Trade Clearing at Alternate Clearing Price FIX.5.0SP2EP111
FIX.5.0SP2EP111
1599 SidePriceDifferential Price Price Differential between the front and back leg of a spread or complex instrument. FIX.5.0SP2EP111
1600 FIXEngineName String Provides the name of the infrastructure component being used for session level communication. Normally this would be the FIX Engine or FIX Gateway product name. FIX.5.0SP2EP113
1601 FIXEngineVersion String Provides the version of the infrastructure component. FIX.5.0SP2EP113
1602 FIXEngineVendor String Provides the name of the vendor providing the infrastructure component. FIX.5.0SP2EP113
1603 ApplicationSystemName String Provides the name of the application system being used to generate FIX application messages. This will normally be a trading system, OMS, or EMS. FIX.5.0SP2EP113
1604 ApplicationSystemVersion String Provides the version of the application system being used to initiate FIX application messages. FIX.5.0SP2EP113
1605 ApplicationSystemVendor String Provides the vendor of the application system. FIX.5.0SP2EP113
1606 NumOfSimpleInstruments int Represents the total number of simple instruments that make up a multi-legged security. Complex spread instruments may be constructed of legs which themselves are multi-leg instruments. FIX.5.0SP2EP114
1607 SecurityRejectReason int Identifies the reason a security definition request is being rejected.
Value SymbolicName Description Added Updated Deprecated
1 InvalidInstrumentRequested Invalid instrument requested FIX.5.0SP2EP114
2 InstrumentAlreadyExists Instrument already exists FIX.5.0SP2EP114
3 RequestTypeNotSupported Request type not supported FIX.5.0SP2EP114
4 SystemUnavailableForInstrumentCreation System unavailable for instrument creation FIX.5.0SP2EP114
5 IneligibleInstrumentGroup Ineligible instrument group FIX.5.0SP2EP114
6 InstrumentIDUnavailable Instrument ID unavailable FIX.5.0SP2EP114
7 InvalidOrMissingDataOnOptionLeg Invalid or missing data on option leg FIX.5.0SP2EP114
8 InvalidOrMissingDataOnFutureLeg Invalid or missing data on future leg FIX.5.0SP2EP114
10 InvalidOrMissingDataOnFXLeg Invalid or missing data on FX leg FIX.5.0SP2EP114
11 InvalidLegPriceSpecified Invalid leg price specified FIX.5.0SP2EP114
12 InvalidInstrumentStructureSpecified Invalid instrument structure specified FIX.5.0SP2EP114
FIX.5.0SP2EP114
1608 InitialDisplayQty Qty Used to convey the initially requested display quantity specified in DisplayQty(1138) on order entry and modification messages in ExecutionReport message. Applicable only in ExecutionReport message where DisplayQty(1138) is the currently displayed quantity and the requested display quantity of the order also needs to be conveyed. The values of the two fields are different as soon as the order is partially filled and also after a refresh of the order whenever DisplayMethod(1084) is not 1=Initial. FIX.5.0SP2EP115
1609 ThrottleStatus int Indicates whether a message was queued as a result of throttling.
Value SymbolicName Description Added Updated Deprecated
0 ThrottleLimitNotExceededNotQueued Throttle limit not exceeded, not queued FIX.5.0SP2EP116
1 QueuedDueToThrottleLimitExceeded Queued due to throttle limit exceeded FIX.5.0SP2EP116
FIX.5.0SP2EP116
1610 NoThrottles NumInGroup Indicates number of repeating groups to follow. FIX.5.0SP2EP116
1611 ThrottleAction int Action to take should throttle limit be exceeded.
Value SymbolicName Description Added Updated Deprecated
0 QueueInbound Queue inbound FIX.5.0SP2EP116 FIX.5.0SP2EP128
1 QueueOutbound Queue outbound FIX.5.0SP2EP116 FIX.5.0SP2EP128
2 Reject Reject FIX.5.0SP2EP116
3 Disconnect Disconnect FIX.5.0SP2EP116
4 Warning Warning FIX.5.0SP2EP116
FIX.5.0SP2EP116
1612 ThrottleType int Type of throttle.
Value SymbolicName Description Added Updated Deprecated
0 InboundRate Inbound Rate FIX.5.0SP2EP116
1 OutstandingRequests Outstanding Requests FIX.5.0SP2EP116
FIX.5.0SP2EP116
1613 ThrottleNoMsgs int Maximum number of messages allowed by the throttle. May be a rate limit or a limit on the number of outstanding requests. FIX.5.0SP2EP116
1614 ThrottleTimeInterval int Value of the time interval in which the rate throttle is applied. FIX.5.0SP2EP116
1615 ThrottleTimeUnit int Units in which ThrottleTimeInterval is expressed. Uses same enumerations as OrderDelayUnit(1429). FIX.5.0SP2EP116
1616 InstrumentScopeSecurityExchange Exchange Used to limit instrument scope to specified security exchange.
See SecurityExchange(207) field for description. 		FIX.5.0SP2EP105
1617 StreamAsgnType int The type of assignment being affected in the Stream Assignment Report.
Value SymbolicName Description Added Updated Deprecated
1 Assignment Assignment FIX.5.0SP1EP93
2 Rejected Rejected FIX.5.0SP1EP93
3 Terminate Terminate/Unassign FIX.5.0SP1EP93
FIX.5.0SP1EP93
1618 NoThrottleMsgType NumInGroup Number of ThrottleMsgType fields. FIX.5.0SP2EP116
1619 ThrottleMsgType String The MsgType (35) of the FIX message being referenced. FIX.5.0SP2EP116
1620 InstrumentScopeEncodedSecurityDescLen Length Byte length of encoded (non-ASCII characters) InstrumentScopeEncodedSecurityDesc (1621) field FIX.5.0SP2EP105 FIX.5.0SP2EP208
1621 InstrumentScopeEncodedSecurityDesc data Encoded (non-ASCII characters) representation of the InstrumentScopeSecurityDesc (1556) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the InstrumentScopeSecurityDesc field. FIX.5.0SP2EP105
1622 FillYieldType String Yield Type, using same values as YieldType (235) FIX.5.0SP2EP98
1623 FillYield Percentage Yield Percentage, using same values as Yield (236) FIX.5.0SP2EP98
1624 NoMatchInst NumInGroup Number of Instructions in the repeating group. FIX.5.0SP2EP99
1625 MatchInst int Matching Instruction for the order.
Value SymbolicName Description Added Updated Deprecated
1 Match Match FIX.5.0SP2EP99
2 DoNotMatch Do Not Match FIX.5.0SP2EP99
FIX.5.0SP2EP99
1626 MatchAttribTagID TagNum Existing FIX field to be applied as a matching criteria to the instruction, bilaterally agreed between parties. FIX.5.0SP2EP99
1627 MatchAttribValue String Value of MatchAttribTagID(1626) on which to apply the matching instruction. FIX.5.0SP2EP99
1628 TriggerScope int Defines the scope of TriggerAction(1101) when it is set to "cancel" (3).
Value SymbolicName Description Added Updated Deprecated
0 ThisOrder This order (default) FIX.5.0SP2EP100
1 OtherOrder Other order (use RefID) FIX.5.0SP2EP100
2 AllOtherOrdersForGivenSecurity All other orders for the given security FIX.5.0SP2EP100
3 AllOtherOrdersForGivenSecurityAndPrice All other orders for the given security and price FIX.5.0SP2EP100
4 AllOtherOrdersForGivenSecurityAndSide All other orders for the given security and side FIX.5.0SP2EP100
5 AllOtherOrdersForGivenSecurityPriceAndSide All other orders for the given security, price and side FIX.5.0SP2EP100
FIX.5.0SP2EP100
1629 ExposureDuration int This is the time in seconds of a "Good for Time" (GFT) TimeInForce.
Positive integer value which represents the time is seconds in which the new order remains active in the market before it is automatically cancelled (e.g. expired).
Bi-lateral agreements will dictate the maximum value of this field. It is assumed that most systems will impose a max limit of 86,400 seconds (i.e. 24 hours).
For Quotes: The period of time a quoted price is tradable(i.e. on-the-wire) before it becomes indicative (i.e. off-the-wire). 		FIX.5.0SP2EP100 FIX.5.0SP2EP159
1630 NoLimitAmts NumInGroup The number of limit amount entries. FIX.5.0SP2EP100
1631 LimitAmtType int Identifies the type of limit amount expressed in LastLimitAmt(1632) and LimitAmtRemaining(1633).
Value SymbolicName Description Added Updated Deprecated
0 CreditLimit Credit limit FIX.5.0SP2EP100
1 GrossPositionLimit Gross position limit FIX.5.0SP2EP100
2 NetPositionLimit Net position limit FIX.5.0SP2EP100
3 RiskExposureLimit Risk exposure limit FIX.5.0SP2EP100
4 LongPositionLimit Long position limit FIX.5.0SP2EP100
5 ShortPositionLimit Short position limit FIX.5.0SP2EP100
FIX.5.0SP2EP100
1632 LastLimitAmt Amt The amount that has been drawn down against the counterparty for a given trade. The type of limit is specified in LimitAmtType(1631).
Bilateral agreements dictate the units and maximum value of this field. 		FIX.5.0SP2EP100
1633 LimitAmtRemaining Amt The remaining limit amount available between the counterparties. The type of limit is specified in LimitAmtType(1631).
Bilateral agreements dictate the units and maximum value of this field. 		FIX.5.0SP2EP100
1634 LimitAmtCurrency Currency Indicates the currency that the limit amount is specified in. See Currency(15) for additional description and valid values. FIX.5.0SP2EP100
1635 MarginReqmtInqID String Unique identifier of the MarginRequirementInquiry. FIX.5.0SP2EP102
1636 NoMarginReqmtInqQualifier NumInGroup Number of margin requirement inquiry qualifiers. FIX.5.0SP2EP102
1637 MarginReqmtInqQualifier int Qualifier for MarginRequirementInquiry to identify a specific report.
Value SymbolicName Description Added Updated Deprecated
0 Summary Summary FIX.5.0SP2EP102
1 Detail Detail FIX.5.0SP2EP102
2 ExcessDeficit Excess/Deficit FIX.5.0SP2EP102
3 NetPosition Net Position FIX.5.0SP2EP102
FIX.5.0SP2EP102
1638 MarginReqmtRptType int Type of MarginRequirementReport.
Value SymbolicName Description Added Updated Deprecated
0 Summary Summary FIX.5.0SP2EP102
1 Detail Detail FIX.5.0SP2EP102
2 ExcessDeficit Excess/Deficit FIX.5.0SP2EP102
FIX.5.0SP2EP102
1639 MarginClass String Identifier for group of instruments with similar risk profile. FIX.5.0SP2EP102
1640 MarginReqmtInqStatus int Status of MarginRequirementInquiry. FIX.5.0SP2EP102
1641 MarginReqmtInqResult int Result returned in response to MarginRequirementInquiry.
Value SymbolicName Description Added Updated Deprecated
0 Successful Successful (default) FIX.5.0SP2EP102
1 InvalidOrUnknownInstrument Invalid or unknown instrument FIX.5.0SP2EP102
2 InvalidOrUnknownMarginClass Invalid or unknown margin class FIX.5.0SP2EP102
3 InvalidParties Invalid Parties FIX.5.0SP2EP102
4 InvalidTransportTypeReq Invalid Transport Type requested FIX.5.0SP2EP102
5 InvalidDestinationReq Invalid Destination requested FIX.5.0SP2EP102
6 NoMarginReqFound No margin requirement found FIX.5.0SP2EP102
7 MarginReqInquiryQualifierNotSupported Margin requirement inquiry qualifier not supported FIX.5.0SP2EP102
8 UnauthorizedForMarginReqInquiry Unauthorized for margin requirement inquiry FIX.5.0SP2EP102
99 Other Other (further information in Text (58) field) FIX.5.0SP2EP102
FIX.5.0SP2EP102
1642 MarginReqmtRptID String Identifier for the MarginRequirementReport message. FIX.5.0SP2EP102
1643 NoMarginAmt NumInGroup Number of margin requirement amounts. FIX.5.0SP2EP102
1644 MarginAmtType int Type of margin requirement amount being specified.
Value SymbolicName Description Added Updated Deprecated
1 AdditionalMargin Component of the total margin calculation which allows the CCP to include amounts generated outside of the Margin Deficit. Additional risk charges collected when a firm is placed on higher than normal surveillance.
Additional margin serves to cover the additional liquidation costs that potentially could be incurred. Such possible close-out costs could arise if, based on the current market value of a portfolio, the worst case loss were to occur within a 24-hour period. It is used for options (also options on futures) and non-spread futures positions, bonds and equity trades. For bonds and equity trades, the additional margin is calculated for security positions but not for the corresponding cash positions.		 FIX.5.0SP2EP102
2 AdjustedMargin Unadjusted Margin can be modified to become an Adjusted Margin by assigning a specific collateral to it or by applying an exchange rate. FIX.5.0SP2EP102
3 UnadjustedMargin Calculated by adding up the options Premium Margin, the current Liquidating Margin, the Futures Spread Margin and the Additional Margin on account and currency level. FIX.5.0SP2EP102
4 BinaryAddOnAmount Requirement generated from positions in Binary Options which are considered fully margined. Margin for an individual contract in this category represents the total amount that would be paid upon delivery of a contract should it expire in-the-money. This amount is included as a component of Additional Margin in the Total Margin calculation. FIX.5.0SP2EP102
5 CashBalanceAmount Information about cash balance posted to the clearing house to cover the current margin requirement. FIX.5.0SP2EP102
6 ConcentrationMargin Reflects a riskier portfolio concentration when a set of closely related products is held. FIX.5.0SP2EP102
7 CoreMargin Specific basic requirement of a position. Core margin is equal to Initial Margin plus a percentage of the Variation Margin. FIX.5.0SP2EP102
8 DeliveryMargin Margin amount calculated between the Last Trade Date or Options Exercise Date and the Delivery or Settlement Date. Can also represent a commodities or energy delivery. FIX.5.0SP2EP102
9 DiscretionaryMargin Unspecific margin amount added by the risk manager, also called Increase Coverage Amount. FIX.5.0SP2EP102
10 FuturesSpreadMargin Long and short positions of futures with different expiration dates can be offset against each other and are called “spreads”. The remaining risk stems from the difference in expiration dates which does not provide a perfect price correlation. The purpose of Futures Spread Margin is to cover this risk until the next trading day.
This kind of margin is levied in order to cover those risks associated with a futures spread which could arise between today and tomorrow.		 FIX.5.0SP2EP102
11 InitialMargin The initial amount required to cover the position. FIX.5.0SP2EP102
12 LiquidatingMargin Calculated for cash, bond and equity positions and is equal to the profits and losses in such positions at the time of calculation. This margin protects the CCP if it is required to close out the position at the current/EOD price.
The liquidating margin (also called Current Liquidating Margin or Net Liquidating Margin) is paid by the buyer or the seller of the bonds. This margin covers losses that would occur if a position were to be liquidated today. The liquidating margin is adjusted daily similar to premium margin.		 FIX.5.0SP2EP102
13 MarginCallAmount If the collateral that has been deposited is no longer sufficient, meaning a lack of coverage exists, then the market participant will be called upon to provide additional cash as collateral. FIX.5.0SP2EP102
14 MarginDeficitAmount Base margin risk charge. This amount represents anticipated losses should the value of a portfolio (all positions in the account) fall below predefined level of Historical Value-at-Risk confidence. Also called Expected Shortfall Amount. FIX.5.0SP2EP102
15 MarginExcessAmount Excess long premium value which is generated when long premium value exceeds the sum of any short premium debit requirement and the account's risk charges. Also called Expected Surplus Amount or Margin Credit Amount. FIX.5.0SP2EP102
16 OptionPremiumAmount Premium registered on the given trading date.
The amount of money that the options buyer must pay the options seller.		 FIX.5.0SP2EP102
17 PremiumMargin Premium margin must be deposited by the seller of a traditional options position. It remains effective until the exercise or expiration of the option, and covers the potential costs of a close-out (liquidation) of the position of the seller at the settlement price. FIX.5.0SP2EP102
18 ReserveMargin Reserve margin provides a way to reflect the inflated risk of a position. Reserve margin is equal to a percentage of the variation margin. FIX.5.0SP2EP102
19 SecurityCollateralAmount Information about the security collateral posted to the clearing house to cover the current margin requirement. FIX.5.0SP2EP102
20 StressTestAddOnAmount Amount in addition to Margin Deficit in the Risk component of the margin calculation. This charge is based on tests which incorporate changes to distributional and confidence level assumptions to evaluate exposure to security concentration and changes in dependence structure; a predetermined percentage of the calculated exposure is collateralized as this charge. FIX.5.0SP2EP102
21 SuperMargin Additional risk charge applied to predetermined Cross-Margin accounts. The charge is based on the account's level of Margin Deficit. This amount is included as a component of Additional Margin in the Total Margin calculation. FIX.5.0SP2EP102
22 TotalMargin Sum of all margin amounts at value date. FIX.5.0SP2EP102
23 VariationMargin Variation margin (also called Contingent Variation Margin or Maintenance Margin) is the daily Profit and Loss (P&L) on Open Positions for the given trading date. The current price is compared to the previous day's price.
Variation margin (a daily offsetting of profits and losses) occurs as a result of the mark-to-market procedure used for futures and options on futures.		 FIX.5.0SP2EP102
24 SecondaryVariationMargin Variation margin on Option Positions that is calculated based on the market movement. This will be used by CCPs wanting to report the variation for Options and Futures separately. FIX.5.0SP2EP102
25 RolledUpMarginDeficit Rolled up margin deficit FIX.5.0SP2EP117
26 SpreadResponseMargin Risk factor component associated with spread moves, curve shape changes and recovery rates. FIX.5.0SP2EP162
27 SystemicRiskMargin Risk factor component to capture parallel shift of credit spreads. FIX.5.0SP2EP162
28 CurveRiskMargin Risk factor captures curve shifts based on portfolio. FIX.5.0SP2EP162
29 IndexSpreadRiskMargin Risk factor component associated with risks due to widening/tightening spreads of CDS indices relative to each other. FIX.5.0SP2EP162
30 SectorRiskMargin Risk factor component to capture sector risk. FIX.5.0SP2EP162
31 JumpToDefaultRiskMargin Risk factor component to capture extreme widening of credit spreads of a reference entity. Also known as Idiosyncratic Risk. FIX.5.0SP2EP162
32 BasisRiskMargin Risk factor component to capture basis risk between index and index constituent reference entities. FIX.5.0SP2EP162
33 InterestRateRiskMargin Risk factor component associated with parallel shift movements in interest rates. FIX.5.0SP2EP162
34 JumpToHealthRiskMargin Risk factor component to capture extreme narrowing of credit spreads of a reference entity. Also known as Idiosyncratic Risk. FIX.5.0SP2EP162
35 OtherRiskMargin Any other risk factors include in the Margin Model. FIX.5.0SP2EP162
FIX.5.0SP2EP102
1645 MarginAmt Amt Amount of margin requirement. FIX.5.0SP2EP102
1646 MarginAmtCcy Currency Currency of the MarginAmt(1645). FIX.5.0SP2EP102
1647 NoRelatedInstruments NumInGroup Number of related instruments FIX.5.0SP2EP103
1648 RelatedInstrumentType int The type of instrument relationship
Value SymbolicName Description Added Updated Deprecated
1 HedgesForInstrument "hedges for" instrument FIX.5.0SP2EP103
2 Underlier Underlier FIX.5.0SP2EP187
3 EquityEquivalent Equity equivalent FIX.5.0SP2EP187
4 NearestExchangeTradedContract Nearest exchange traded contract FIX.5.0SP2EP187
5 RetailEquivalent None FIX.5.0SP2EP195
6 Leg Used to associate or link InstrumentLeg to Instrument in messages where there can be multiple instruments, such as in Email(35=C) and News(35=B) messages. FIX.5.0SP2EP201
FIX.5.0SP2EP103
1649 RelatedSymbol String Ticker symbol of the related security. Common "human understood" representation of the security. FIX.5.0SP2EP103 FIX.5.0SP2EP187
1650 RelatedSecurityID String Related security identifier value of RelatedSecurityIDSource(1651) type. FIX.5.0SP2EP103 FIX.5.0SP2EP187
1651 RelatedSecurityIDSource String Identifies class or source of the RelatedSecurityID (1650) value. FIX.5.0SP2EP103 FIX.5.0SP2EP187
1652 RelatedSecurityType String Security type of the related instrument. FIX.5.0SP2EP103 FIX.5.0SP2EP187
1653 RelatedMaturityMonthYear MonthYear Expiration date for the related instrument contract. FIX.5.0SP2EP103 FIX.5.0SP2EP187
1654 CoveredQty Qty Used to specify the portion of the short contract quantity that is considered covered (e.g. used for short option position). FIX.5.0SP2EP103 FIX.5.0SP2EP141
1655 MarketMakerActivity int Indicates market maker participation in security.
Value SymbolicName Description Added Updated Deprecated
0 NoParticipation No participation FIX.5.0SP2EP104
1 BuyParticipation Buy participation FIX.5.0SP2EP104
2 SellParticipation Sell participation FIX.5.0SP2EP104
3 BothBuyAndSellParticipation Both buy and sell participation FIX.5.0SP2EP104
FIX.5.0SP2EP104
1656 NoInstrumentScopes NumInGroup Number of instrument scopes. FIX.5.0SP2EP105
1657 NoRequestingPartyIDs NumInGroup Number of requesting party identifiers. FIX.5.0SP2EP105
1658 RequestingPartyID String Party identifier for the requesting party. FIX.5.0SP2EP105
1659 RequestingPartyIDSource char Identifies the source of the RequestingPartyID(1658) value. FIX.5.0SP2EP105
1660 RequestingPartyRole int Identifies the type or role of the RequestingPartyID(1658) specified. FIX.5.0SP2EP105
1661 NoRequestingPartySubIDs NumInGroup Number of requesting party sub-identifiers. FIX.5.0SP2EP105
1662 RequestingPartySubID String Sub-identifier for the party specified in RequestingPartyID(1658). FIX.5.0SP2EP105
1663 RequestingPartySubIDType int Type of RequestingPartySubID(1662) value. FIX.5.0SP2EP105
1664 EncodedRejectTextLen Length Byte length of encoded (non-ASCII characters) EncodedRejectText(1665) field. FIX.5.0SP2EP105 FIX.5.0SP2EP192
1665 EncodedRejectText data Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the RejectText(1328) field. FIX.5.0SP2EP105 FIX.5.0SP2EP192
1666 RiskLimitRequestID String Unique identifier for the PartyRiskLimitsRequest FIX.5.0SP2EP105
1667 RiskLimitReportID String Identifier for the PartyRiskLimitsReport FIX.5.0SP2EP105
1668 NoRequestedRiskLimitType NumInGroup Number of risk limit types requested. FIX.5.0SP2EP105
1669 NoRiskLimits NumInGroup Number of risk limits for different instrument scopes. FIX.5.0SP2EP105
1670 RiskLimitID String Unique reference identifier for a specific risk limit defined for the specified party. FIX.5.0SP2EP105 FIX.5.0SP2EP171
1671 NoPartyDetails NumInGroup Number of party details. FIX.5.0SP2EP105
1672 PartyDetailStatus int Indicates the status of the party identified with PartyDetailID(1691).
Value SymbolicName Description Added Updated Deprecated
0 Active Active (default if not specified) FIX.5.0SP2EP105
1 Suspended Suspended FIX.5.0SP2EP105
2 Halted Halted FIX.5.0SP2EP171
FIX.5.0SP2EP105
1673 MatchInstMarketID Exchange Identifies the market to which the matching instruction applies. FIX.5.0SP2EP99
1674 PartyDetailRoleQualifier int Qualifies the value of PartyDetailRole(1693).
Value SymbolicName Description Added Updated Deprecated
0 Agency Agency FIX.5.0SP2EP105 FIX.5.0SP2EP223
1 Principal Principal FIX.5.0SP2EP105 FIX.5.0SP2EP223
2 RisklessPrincipal Riskless principal FIX.5.0SP2EP105 FIX.5.0SP2EP223
3 GeneralClearingMember General clearing member FIX.5.0SP2EP105 FIX.5.0SP2EP223
4 IndividualClearingMember Individual clearing member FIX.5.0SP2EP105 FIX.5.0SP2EP223
5 PreferredMarketMaker Market maker getting a part of the matched quantity before primary or default market maker. FIX.5.0SP2EP131 FIX.5.0SP2EP223
6 DirectedMarketMaker Single market maker to handle the order provided. FIX.5.0SP2EP131 FIX.5.0SP2EP223
7 Bank Bank FIX.5.0SP2EP161 FIX.5.0SP2EP223
8 Hub Indicates that the Intermediary party is a hub system or service provider. FIX.5.0SP2EP171 FIX.5.0SP2EP223
9 PrimaryTrdRepository Used to differentiate the principal trade repository from the Original or Additional trade repositories when there are multiple trade repositories being reported. FIX.5.0SP2EP193 FIX.5.0SP2EP223
10 OrigTrdRepository Used to identify the trade repository to which the trade was originally reported if different from the current repository to which the trade is being reported. FIX.5.0SP2EP193 FIX.5.0SP2EP223
11 AddtnlIntlTrdRepository Used with InternationalSwapIndicator(2526) to identify the trade repository that is in addition to the local swaps data repository as required by U.S. law. FIX.5.0SP2EP193 FIX.5.0SP2EP223
12 AddtnlDomesticTrdRepository Used with MixedSwapIndicator(1929) to identify the trade repository that is in addition to the current trade repository when the assets in the swap are subject to two different domestic regulators. FIX.5.0SP2EP193 FIX.5.0SP2EP223
13 RelatedExchange Related exchange FIX.5.0SP2EP208 FIX.5.0SP2EP223
14 OptionsExchange Options exchange FIX.5.0SP2EP208 FIX.5.0SP2EP223
15 SpecifiedExchange Specified exchange FIX.5.0SP2EP208 FIX.5.0SP2EP223
16 ConstituentExchange None FIX.5.0SP2EP208 FIX.5.0SP2EP223
17 ExemptFromTradeReporting In the context of FINRA TRACE reporting requirements, this is used to indicate the ATS has been granted a regulatory exemption from reporting. FIX.5.0SP2EP209 FIX.5.0SP2EP223
18 Current Can be used to convey an existing party identifier for the same party role in a single message. FIX.5.0SP2EP213 FIX.5.0SP2EP223
19 New Can be used to convey a future party identifier for the same party role in a single message. FIX.5.0SP2EP213 FIX.5.0SP2EP223
20 DesignatedSponsor Market maker jointly providing liquidity for the same security with other market makers. FIX.5.0SP2EP219 FIX.5.0SP2EP223
21 Specialist Market maker being the only one providing liquidity for a security. FIX.5.0SP2EP219 FIX.5.0SP2EP223
22 Algorithm Algorithm FIX.5.0SP2EP222 FIX.5.0SP2EP223
23 FirmOrLegalEntity Firm or legal entity FIX.5.0SP2EP222
24 NaturalPerson Natural person FIX.5.0SP2EP222
25 RegularTrader Standard trader profile. FIX.5.0SP2EP223
26 HeadTrader Senior trader leading a group of regular traders. FIX.5.0SP2EP223
27 Supervisor Administrative user that has only limited rights for normal trading but possibly special rights for emergency actions. FIX.5.0SP2EP223
FIX.5.0SP2EP105 FIX.5.0SP2EP223
1675 RelatedPartyDetailRoleQualifier int Qualifies the value of RelatedPartyRole(1565) FIX.5.0SP2EP105 FIX.5.0SP2EP173
1676 NoPartyUpdates NumInGroup Number of party updates. FIX.5.0SP2EP105
1677 NoPartyRiskLimits NumInGroup Number of party risk limits. FIX.5.0SP2EP105
1678 EncodedOptionExpirationDescLen Length Byte length of encoded (non-ASCII characters) EncodedOptionExpirationDesc(1697) field. FIX.5.0SP2EP169
1679 SecurityMassTradingStatus int Identifies the trading status applicable to a group of instruments. FIX.5.0SP2EP106
1680 SecurityMassTradingEvent int Identifies an event related to the mass trading status. FIX.5.0SP2EP106
1681 MassHaltReason int Denotes the reason for the Opening Delay or Trading halt of a group of securities. FIX.5.0SP2EP106
1682 MDSecurityTradingStatus int Identifies the trading status applicable to the instrument in the market data message. FIX.5.0SP2EP106
1683 MDSubFeedType String Describes a sub-class for a given class of service defined by MDFeedType (1022) FIX.5.0SP2EP106
1684 MDHaltReason int Denotes the reason for the Opening Delay or Trading Halt. FIX.5.0SP2EP106
1685 ThrottleInst int Describes action recipient should take if a throttle limit were exceeded.
Value SymbolicName Description Added Updated Deprecated
0 RejectIfThrottleLimitExceeded Reject if throttle limit exceeded FIX.5.0SP2EP116
1 QueueIfThrottleLimitExceeded Queue if throttle limit exceeded FIX.5.0SP2EP116
FIX.5.0SP2EP116
1686 ThrottleCountIndicator int Indicates whether a message decrements the number of outstanding requests, e.g. one where ThrottleType = Outstanding Requests.
Value SymbolicName Description Added Updated Deprecated
0 OutstandingRequestsUnchanged Outstanding requests unchanged FIX.5.0SP2EP116
1 OutstandingRequestsDecreased Outstanding requests decreased FIX.5.0SP2EP116
FIX.5.0SP2EP116
1687 ShortSaleRestriction int Indicates whether a restriction applies to short selling a security.
Value SymbolicName Description Added Updated Deprecated
0 NoRestrictions No restrictions FIX.5.0SP2EP120
1 SecurityNotShortable Security is not shortable FIX.5.0SP2EP120
2 SecurityNotShortableAtOrBelowBestBid Security not shortable at or below the best bid FIX.5.0SP2EP120
3 SecurityNotShortableWithoutPreBorrow Security is not shortable without pre-borrow FIX.5.0SP2EP164
FIX.5.0SP2EP120
1688 ShortSaleExemptionReason int Indicates the reason a short sale order is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.).
Value SymbolicName Description Added Updated Deprecated
0 ExemptionReasonUnknown An exemption reason not provided or received. FIX.5.0SP2EP121
1 IncomingSSE Agency broker has the customer's exemption reason, which is not explicitly provided to executing broker. FIX.5.0SP2EP121
2 AboveNationalBestBid Broker / dealer responsible for enforcing exemption rule has determined that the order is priced one or more ticks above the nation best bid of the security to be traded. FIX.5.0SP2EP121
3 DelayedDelivery The broker-dealer has a reasonable basis to believe the seller owns the covered security (pursuant to Rule 200 in the U.S.), but is subject to restrictions on delivery, provided that the seller intends to deliver the security as soon as all restrictions on delivery have been removed. FIX.5.0SP2EP121
4 OddLot The broker-dealer has a reasonable basis to believe the sale is by a market maker to offset customer odd-lot orders or to liquidate an odd-lot position that changes such broker’s or dealer’s position by no more than a unit of trading. FIX.5.0SP2EP121
5 DomesticArbitrage The sale is connected to a bona-fide domestic arbitrage transaction. FIX.5.0SP2EP121
6 InternationalArbitrage The sale is connected to an international arbitrage transaction. FIX.5.0SP2EP121
7 UnderwriterOrSyndicateDistribution The short sale is (i) by an underwriter or member of a syndicate or group participating in the distribution of a security in connection with an over-allotment of securities; or (ii) is for purposes of a lay-off sale by an underwriter or member of a syndicate or group in connection with a distribution of securities through a rights or standby underwriting commitment. FIX.5.0SP2EP121
8 RisklessPrincipal The short sale is by a broker or dealer effecting the execution of a customer purchase or the execution of a customer “long” sale on a riskless principal basis. FIX.5.0SP2EP121
9 VWAP The short sale order is for the sale of a covered security at the volume weighted average price (VWAP) meeting certain criteria. FIX.5.0SP2EP121
FIX.5.0SP2EP121
1689 LegShortSaleExemptionReason int Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.) FIX.5.0SP2EP121
1690 SideShortSaleExemptionReason int Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.) FIX.5.0SP2EP121
1691 PartyDetailID String Party identifier within Parties Reference Data messages. FIX.5.0SP2EP105
1692 PartyDetailIDSource char Source of the identifier of the PartyDetailID(1691) specified. FIX.5.0SP2EP105
1693 PartyDetailRole int Identifies the type or role of PartyDetailID(1691) specified. FIX.5.0SP2EP105
1694 NoPartyDetailSubIDs NumInGroup Number of party detail sub-identifiers. FIX.5.0SP2EP105
1695 PartyDetailSubID String Sub-identifier for the party specified in PartyDetailID(1691). FIX.5.0SP2EP105
1696 PartyDetailSubIDType int Type of PartyDetailSubID(1695) value. FIX.5.0SP2EP105
1697 EncodedOptionExpirationDesc data Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the OptionExpirationDesc(1581). FIX.5.0SP2EP169
1698 StrikeUnitOfMeasure String Used to express the unit of measure (UOM) of the price if different from the contract. FIX.5.0SP2EP169
1699 AccountSummaryReportID String Unique identifier for the AccountSummaryReport(35=CQ). FIX.5.0SP2EP117
1700 NoSettlementAmounts NumInGroup Number of settlement amount entries. FIX.5.0SP2EP117
1701 SettlementAmount Amt The amount of settlement. FIX.5.0SP2EP117
1702 SettlementAmountCurrency Currency The currency of the reported settlement amount. FIX.5.0SP2EP117
1703 NoCollateralAmounts NumInGroup Number of collateral amount entries. FIX.5.0SP2EP117
1704 CurrentCollateralAmount Amt Currency value currently attributed to the collateral. FIX.5.0SP2EP117 FIX.5.0SP2EP227
1705 CollateralCurrency Currency Currency of the collateral; optional, defaults to the Settlement Currency if not specified. FIX.5.0SP2EP117
1706 CollateralType String Type of collateral on deposit being reported. FIX.5.0SP2EP117
1707 NoPayCollects NumInGroup Number of pay collect entries. FIX.5.0SP2EP117
1708 PayCollectType String Category describing the reason for funds paid to, or the funds collected from the clearing firm. FIX.5.0SP2EP117
1709 PayCollectCurrency Currency Currency denomination of value in PayAmount(1710) and CollectAmount(1711). If not specified, default to currency specified in SettlementAmountCurrency(1702). FIX.5.0SP2EP117
1710 PayAmount Amt Amount to be paid by the clearinghouse to the clearing firm. FIX.5.0SP2EP117
1711 CollectAmount Amt Amount to be collected by the clearinghouse from the clearing firm. FIX.5.0SP2EP117
1712 PayCollectMarketSegmentID String Market segment associated with the pay collect amount. FIX.5.0SP2EP117
1713 PayCollectMarketID String Market associated with the pay collect amount. FIX.5.0SP2EP117
1714 MarginAmountMarketSegmentID String Market segment associated with the margin amount. FIX.5.0SP2EP117
1715 MarginAmountMarketID String Market associated with the margin amount FIX.5.0SP2EP117
1716 UnitOfMeasureCurrency Currency Indicates the currency of the unit of measure. Conditionally required when UnitOfMeasure(996) = Ccy FIX.5.0SP2EP122
1717 PriceUnitOfMeasureCurrency Currency Indicates the currency of the price unit of measure. Conditionally required when PriceUnitOfMeasure(1191) = Ccy FIX.5.0SP2EP122
1718 UnderlyingUnitOfMeasureCurrency Currency Indicates the currency of the underlying unit of measure. Conditionally required when UnderlyingUnitOfMeasure(998) = Ccy FIX.5.0SP2EP122
1719 UnderlyingPriceUnitOfMeasureCurrency Currency Indicates the currency of the underlying price unit of measure. Conditionally required when UnderlyingPriceUnitOfMeasure(1424) = Ccy FIX.5.0SP2EP122
1720 LegUnitOfMeasureCurrency Currency Indicates the currency of the unit of measure. Conditionally required when LegUnitOfMeasure(999) = Ccy FIX.5.0SP2EP122
1721 LegPriceUnitOfMeasureCurrency Currency Indicates the currency of the price unit of measure. Conditionally required when LegPriceUnitOfMeasure(1421) = Ccy FIX.5.0SP2EP122
1722 DerivativeUnitOfMeasureCurrency Currency Indicates the currency of the unit of measure. Conditionally required when DerivativeUnitOfMeasure(1269) = Ccy FIX.5.0SP2EP122
1723 DerivativePriceUnitOfMeasureCurrency Currency Indicates the currency of the price unit of measure. Conditionally required when DerivativePriceUnitOfMeasure(1315) = Ccy FIX.5.0SP2EP122
1724 OrderOrigination int Identifies the origin of the order.
Value SymbolicName Description Added Updated Deprecated
1 OrderReceivedFromCustomer Order received from a customer FIX.5.0SP2EP135
2 OrderReceivedFromWithinFirm Order received from within the firm FIX.5.0SP2EP135
3 OrderReceivedFromAnotherBrokerDealer Order received from another broker-dealer FIX.5.0SP2EP135
4 OrderReceivedFromCustomerOrWithFirm Order received from a customer or originated with the firm FIX.5.0SP2EP135 FIX.5.0SP2EP222
5 OrderReceivedFromDirectAccessCustomer Order received from a direct access or sponsored access customer FIX.5.0SP2EP222
FIX.5.0SP2EP135 FIX.5.0SP2EP222
1725 OriginatingDeptID String An identifier representing the department or desk within the firm that originated the order. FIX.5.0SP2EP135
1726 ReceivingDeptID String An identifier representing the department or desk within the firm that received the order. FIX.5.0SP2EP135
1727 InformationBarrierID String The identifier of the information barrier in place for a trading unit that will meet the criteria of the "no-knowledge" exception in FINRA Rule 5320.02. FIX.5.0SP2EP135
1728 FirmGroupID String Firm assigned group allocation entity identifier. FIX.5.0SP2EP118
1729 FirmMnemonic String Allocation identifier assigned by the Firm submitting the allocation for an individual allocation instruction (as opposed to the overall message level identifier). FIX.5.0SP2EP118
1730 AllocGroupID String Intended to be used by a central counterparty to assign an identifier to allocations of trades for the same instrument traded at the same price. FIX.5.0SP2EP118
1731 AvgPxGroupID String Used by submitting firm to group trades being allocated into an average price group. The trades in average price group will be used to calculate an average price for the group. FIX.5.0SP2EP118 FIX.5.0SP2EP141
1732 FirmAllocText String Firm reference information, usually internal information, that is part of the initial message. The information would not be carried forward (e.g to Take-up Firm) and preserved with the transaction. FIX.5.0SP2EP118
1733 EncodedFirmAllocTextLen Length Byte length of encoded (non-ASCII characters) EncodedFirmAllocText(1734) field. FIX.5.0SP2EP118 FIX.5.0SP2EP141
1734 EncodedFirmAllocText data Encoded (non-ASCII characters) representation of the FirmAllocText(1732) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) represention should also be specified in FirmAllocText(1732) field. FIX.5.0SP2EP118 FIX.5.0SP2EP141
1735 AllocationRollupInstruction int An indicator to override the normal procedure to roll up allocations for the same take-up firm.
Value SymbolicName Description Added Updated Deprecated
0 Rollup Roll up FIX.5.0SP2EP118
1 DoNotRollUp Do not roll up FIX.5.0SP2EP118
FIX.5.0SP2EP118 FIX.5.0SP2EP141
1736 AllocGroupQuantity Qty Indicates the total quantity of an allocation group. Includes any allocated quantity. FIX.5.0SP2EP118
1737 AllocGroupRemainingQuantity Qty Indicates the remaining quantity of an allocation group that has not yet been allocated. FIX.5.0SP2EP118
1738 AllocReversalStatus int Identifies the status of a reversal transaction.
Value SymbolicName Description Added Updated Deprecated
0 Completed Completed FIX.5.0SP2EP118
1 Refused Refused FIX.5.0SP2EP118
2 Cancelled Cancelled FIX.5.0SP2EP118
FIX.5.0SP2EP118
1739 ObligationType String Type of reference obligation for credit derivatives contracts.
Value SymbolicName Description Added Updated Deprecated
0 Bond Bond FIX.5.0SP2EP119
1 ConvertBond Convertible bond FIX.5.0SP2EP119
2 Mortgage Mortgage FIX.5.0SP2EP119
3 Loan Loan FIX.5.0SP2EP119
FIX.5.0SP2EP119
1740 TradePriceNegotiationMethod int Method used for negotiation of contract price.
Value SymbolicName Description Added Updated Deprecated
0 PercentPar Percent of par FIX.5.0SP2EP119
1 DealSpread Deal spread FIX.5.0SP2EP119
2 UpfrontPnts Upfront points FIX.5.0SP2EP119
3 UpfrontAmt Upfront amount FIX.5.0SP2EP119
4 ParUpfrontAmt Percent of par and upfront amount FIX.5.0SP2EP119
5 SpreadUpfrontAmt Deal spread and upfront amount FIX.5.0SP2EP119
6 UpfrontPntsAmt Upfront points and upfront amount FIX.5.0SP2EP119
FIX.5.0SP2EP119
1741 UpfrontPriceType int Type of price used to determine upfront payment for swaps contracts.
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.5.0SP2EP119
3 FixedAmount Fixed amount (absolute value) FIX.5.0SP2EP119
FIX.5.0SP2EP119
1742 UpfrontPrice Price Price used to determine upfront payment for swaps contracts. FIX.5.0SP2EP119
1743 LastUpfrontPrice Price Price used to determine upfront payment for swaps contracts reported for a deal (trade). FIX.5.0SP2EP119
1744 ApplLevelRecoveryIndicator int Indicates whether application level recovery is needed.
Value SymbolicName Description Added Updated Deprecated
0 NoApplRecoveryNeeded Application level recovery is not needed (default) FIX.5.0SP2EP124
1 ApplRecoveryNeeded Application level recovery is needed FIX.5.0SP2EP124
FIX.5.0SP2EP124
1745 BidMDEntryID String The market data entry identifier of the bid side of a quote FIX.5.0SP2EP125
1746 OfferMDEntryID String The market data entry identifier of the offer side of a quote. FIX.5.0SP2EP125
1747 BidQuoteID String Marketplace assigned quote identifier for the bid side. Can be used to indicate priority. FIX.5.0SP2EP125
1748 OfferQuoteID String Marketplace assigned quote identifier for the offer side. Can be used to indicate priority. FIX.5.0SP2EP125
1749 TotalBidSize Qty Specifies the total bid size. FIX.5.0SP2EP126
1750 TotalOfferSize Qty Specifies the total offer size. FIX.5.0SP2EP126
1751 SecondaryQuoteID String Assigned by the party which accepts the quote. Can be used to provide the quote identifier assigned by an exchange, marketplace or executing system. FIX.5.0SP2EP126
1752 CustodialLotID String An opaque identifier used to communicate the custodian’s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading. FIX.5.0SP2EP127
1753 VersusPurchaseDate LocalMktDate The effective acquisition date of the lot that would be used for gain-loss trade lot reporting. The versus purchase date used to identify the lot in situations where a custodial lot identifier is not available. FIX.5.0SP2EP127
1754 VersusPurchasePrice Price The versus purchase price used to identify the lot in situations where a custodial lot identifier is not available. The value should be calculated based on current cost basis / quantity held. FIX.5.0SP2EP127
1755 CurrentCostBasis Amt The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis. FIX.5.0SP2EP127
1756 LegCustodialLotID String An opaque identifier used to communicate the custodian’s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading. FIX.5.0SP2EP127
1757 LegVersusPurchaseDate LocalMktDate The effective acquisition date of the lot that would be used for gain-loss trade lot reporting. The versus purchase date used to identify the lot in situations where a custodial lot identifier is not available. FIX.5.0SP2EP127
1758 LegVersusPurchasePrice Price The versus purchase price used to identify the lot in situations where a custodial lot identifier is not available.The value should be calculated based on current cost basis / quantity held. FIX.5.0SP2EP127
1759 LegCurrentCostBasis Amt The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis. FIX.5.0SP2EP127
1760 RiskLimitRequestType int Type of risk limit information.
Value SymbolicName Description Added Updated Deprecated
1 Definitions Definitions(Default) FIX.5.0SP2EP128
2 Utilization Utilization FIX.5.0SP2EP128
3 DefinitionsAndUtilizations Definitions and utilization FIX.5.0SP2EP128
FIX.5.0SP2EP128
1761 RiskLimitRequestResult int Result of risk limit definition request.
Value SymbolicName Description Added Updated Deprecated
0 Successful Successful (default) FIX.5.0SP2EP128
1 InvalidParty Invalid party(-ies) FIX.5.0SP2EP128
2 InvalidRelatedParty Invalid related party(-ies) FIX.5.0SP2EP128
3 InvalidRiskLimitType Invalid risk limit type(s) FIX.5.0SP2EP128
4 InvalidRiskLimitID Invalid risk limit ID(s) FIX.5.0SP2EP128
5 InvalidRiskLimitAmount Invalid risk limit amount(s) FIX.5.0SP2EP128
6 InvalidRiskWarningLevelAction Invalid risk/warning level action(s) FIX.5.0SP2EP128
7 InvalidRiskInstrumentScope Invalid risk instrument scope(s) FIX.5.0SP2EP128
8 RiskLimitActionsNotSupported Risk limit actions not supported FIX.5.0SP2EP128
9 WarningLevelsNotSupported Warning levels not supported FIX.5.0SP2EP128
10 WarningLevelActionsNotSupported Warning level actions not supported FIX.5.0SP2EP128
11 RiskInstrumentScopeNotSupported Risk instrument scope not supported FIX.5.0SP2EP128
12 RiskLimitNotApprovedForParty Risk limit not approved for party(-ies) FIX.5.0SP2EP128
13 RiskLimitAlreadyDefinedForParty Risk limit already defined for party(-ies) FIX.5.0SP2EP128
14 InstrumentNotApprovedForParty Instrument not approved for party(-ies) FIX.5.0SP2EP128
98 NotAuthorized Not authorized FIX.5.0SP2EP128
99 Other Other FIX.5.0SP2EP128
FIX.5.0SP2EP128
1762 RiskLimitRequestStatus int Status of risk limit definition request.
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.5.0SP2EP128
1 AcceptedWithChanges Accepted with changes FIX.5.0SP2EP128
2 Rejected Rejected FIX.5.0SP2EP128
3 AcceptancePending Acceptence pending FIX.5.0SP2EP128
FIX.5.0SP2EP128 FIX.5.0SP2EP146
1763 RiskLimitStatus int Status of risk limit definition for one party.
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.5.0SP2EP128
1 AcceptedWithChanges Accepted with changes FIX.5.0SP2EP128
2 Rejected Rejected FIX.5.0SP2EP128
FIX.5.0SP2EP128 FIX.5.0SP2EP146
1764 RiskLimitResult int Result of risk limit definition for one party. FIX.5.0SP2EP128
1765 RiskLimitUtilizationPercent Percentage Percentage of utilization of a party's set risk limit. FIX.5.0SP2EP128
1766 RiskLimitUtilizationAmount Amt Absolute amount of utilization of a party's set risk limit. FIX.5.0SP2EP128
1767 RiskLimitAction int Identifies the action to take or risk model to assume should risk limit be exceeded or breached for the specified party.
Value SymbolicName Description Added Updated Deprecated
0 QueueInbound Queue inbound FIX.5.0SP2EP171
1 QueueOutbound Queue outbound FIX.5.0SP2EP171
2 Reject Reject FIX.5.0SP2EP171
3 Disconnect Disconnect FIX.5.0SP2EP171
4 Warning Warning FIX.5.0SP2EP171
5 PingCreditCheckWithRevalidation Each subsequent order, quote request or quote submission by the Credit

User must obtain pre-approval. Any open orders, quote requests or quotes are to be cancelled.		 FIX.5.0SP2EP171
6 PingCreditCheckNoRevalidation Each subsequent order, quote request or quote submission by the Credit

User must obtain pre-approval. Any open orders, quote requests or quotes will remain active.		 FIX.5.0SP2EP171
7 PushCreditCheckWithRevalidation Each subsequent order, quote request or quote subnmission by the Credit

User must be checked against the limit amounts pushed to the trading platform. Any open orders, quote requests or quotes are

to be cancelled.		 FIX.5.0SP2EP171
8 PushCreditCheckNoRevalidation Each subsequent order, quote request or quote subnmission by the Credit

User must be checked against the limit amounts pushed to the trading platform. Any open orders, quote requests or quotes will

remain active.		 FIX.5.0SP2EP171
9 Suspend Suspend the Credit User from trading once limit(s) is breached. This is

considered a "soft" stop.		 FIX.5.0SP2EP171
10 HaltTrading Halt or stop the Credit User from trading once limit(s) is breached.

This is considered a "hard" stop and may require more involved actions to reinstate the Credit User's ability

to trade.		 FIX.5.0SP2EP171
FIX.5.0SP2EP128 FIX.5.0SP2EP171
1768 RiskWarningLevelAmount int Amount at which a warning is issued. FIX.5.0SP2EP128
1769 RiskWarningLevelAction int Action to take should warning level be exceeded. FIX.5.0SP2EP128 FIX.5.0SP2EP171
1770 EntitlementRequestID String Unique identifier for PartyEntitlementsRequest(35=CU). FIX.5.0SP2EP129
1771 EntitlementReportID String Identifier for the PartyEntitlementsReport(35=CV). FIX.5.0SP2EP129
1772 NoPartyEntitlements NumInGroup Number of party entitlement values. FIX.5.0SP2EP129
1773 NoEntitlements NumInGroup Number of entitlement values. FIX.5.0SP2EP129
1774 EntitlementIndicator Boolean Used to indicate if a party is entitled to an entitlement type specified in the EntitlementType(1775) field. FIX.5.0SP2EP129
1775 EntitlementType int Type of entitlement.
Value SymbolicName Description Added Updated Deprecated
0 Trade Trade FIX.5.0SP2EP129 FIX.5.0SP2EP173
1 MakeMarkets Make markets FIX.5.0SP2EP129 FIX.5.0SP2EP173
2 HoldPositions Hold positions FIX.5.0SP2EP129 FIX.5.0SP2EP173
3 PerformGiveUps Perform give-ups FIX.5.0SP2EP129 FIX.5.0SP2EP173
4 SubmitIOIs Submit Indications of Interest (IOIs) FIX.5.0SP2EP129 FIX.5.0SP2EP173
5 SubscribeMarketData Subscribe to market data FIX.5.0SP2EP129 FIX.5.0SP2EP173
6 ShortWithPreBorrow Short sell order is allowed with pre-borrowing. FIX.5.0SP2EP164 FIX.5.0SP2EP173
7 SubmitQuoteRequests Entitled to submit quote requests into the market in order to receive quotes from the market. FIX.5.0SP2EP173
8 RespondToQuoteRequests Entitled to respond to quote requests from the market. FIX.5.0SP2EP173
FIX.5.0SP2EP129
1776 EntitlementID String Unique identifier for a specific NoEntitlements(1773) repeating group instance. FIX.5.0SP2EP129
1777 NoEntitlementAttrib int Number of entitlement attributes. FIX.5.0SP2EP129
1778 EntitlementAttribType int Name of the entitlement attribute type. A code list of allowed values will be maintained on the FIX Protocol website.
Values "4000" and above are reserved for bilaterally agreed upon user defined enumerations.
 FIX.5.0SP2EP129
1779 EntitlementAttribDatatype int Datatype of the entitlement attribute.
Value SymbolicName Description Added Updated Deprecated
1 int int FIX.5.0SP2EP129
2 Length Length FIX.5.0SP2EP129
3 NumInGroup NumInGroup FIX.5.0SP2EP129
4 SeqNum SeqNum FIX.5.0SP2EP129
5 TagNum TagNum FIX.5.0SP2EP129
6 float float FIX.5.0SP2EP129
7 Qty Qty FIX.5.0SP2EP129
8 Price Price FIX.5.0SP2EP129
9 PriceOffset PriceOffset FIX.5.0SP2EP129
10 Amt Amt FIX.5.0SP2EP129
11 Percentage Percentage FIX.5.0SP2EP129
12 char char FIX.5.0SP2EP129
13 Boolean Boolean FIX.5.0SP2EP129
14 String String FIX.5.0SP2EP129
15 MultipleCharValue MultipleCharValue FIX.5.0SP2EP129
16 Currency Currency FIX.5.0SP2EP129
17 Exchange Exchange FIX.5.0SP2EP129
18 MonthYear MonthYear FIX.5.0SP2EP129
19 UTCTimestamp UTCTimestamp FIX.5.0SP2EP129
20 UTCTimeOnly UTCTimeOnly FIX.5.0SP2EP129
21 LocalMktDate LocalMktDate FIX.5.0SP2EP129
22 UTCDateOnly UTCDateOnly FIX.5.0SP2EP129
23 data data FIX.5.0SP2EP129
24 MultipleStringValue MultipleStringValue FIX.5.0SP2EP129
25 Country Country FIX.5.0SP2EP129
26 Language Language FIX.5.0SP2EP129
27 TZTimeOnly TZTimeOnly FIX.5.0SP2EP129
28 TZTimestamp TZTimestamp FIX.5.0SP2EP129
29 Tenor Tenor FIX.5.0SP2EP129
30 DayOfMonth DayOfMonth FIX.5.0SP2EP129
31 XMLData XMLData FIX.5.0SP2EP129
32 Pattern Pattern FIX.5.0SP2EP129
33 Reserved100Plus Reserved100Plus FIX.5.0SP2EP129
34 Reserved1000Plus Reserved1000Plus FIX.5.0SP2EP129
35 Reserved4000Plus Reserved4000Plus FIX.5.0SP2EP129
FIX.5.0SP2EP129
1780 EntitlementAttribValue String Value of the entitlement attribute. FIX.5.0SP2EP129
1781 EntitlementAttribCurrency Currency Currency for EntitlementAttribValue(1780). Can be used if these fields represent a price, price offset, or amount. FIX.5.0SP2EP129
1782 EntitlementStartDate LocalMktDate Indicates the starting date of the entitlement. FIX.5.0SP2EP129
1783 EntitlementEndDate LocalMktDate Indicates the ending date of the entitlement. FIX.5.0SP2EP129 FIX.5.0SP2EP204
1784 EntitlementPlatform String The area to which the entitlement is applicable. This can be a trading platform or an offering. FIX.5.0SP2EP129
1785 TradSesControl int Indicates how control of trading session and subsession transitions are performed.
Value SymbolicName Description Added Updated Deprecated
0 Automatic Automatic (Default) FIX.5.0SP2EP130
1 Manual Manual FIX.5.0SP2EP130
FIX.5.0SP2EP130
1786 TradeVolType int Define the type of trade volume applicable for the MinTradeVol(562) and MaxTradeVol(1140)
Value SymbolicName Description Added Updated Deprecated
0 NumberOfUnits Number of units (e.g. share, par, currency, contracts) (default) FIX.5.0SP2EP130
1 NumberOfRoundLots Number of round lots FIX.5.0SP2EP130
FIX.5.0SP2EP130
1787 RefTickTableID int Spread table code referred by the security or symbol. FIX.5.0SP2EP130
1788 LegID String Unique identifier for the leg within the context of a message (the scope of uniqueness to be defined by counterparty agreement). The LegID(1788) can be referenced using LegRefID(654). FIX.5.0SP2EP131
1789 NoTargetMarketSegments NumInGroup Number of market segments upon which a mass action is to be taken. FIX.5.0SP2EP131
1790 TargetMarketSegmentID String Market segment within a target market segment repeating group. FIX.5.0SP2EP131
1791 NoAffectedMarketSegments NumInGroup Number of market segments affected by a mass action. FIX.5.0SP2EP131
1792 AffectedMarketSegmentID String Market segment within an affected market repeating segment group. FIX.5.0SP2EP131
1793 NoNotAffectedMarketSegments NumInGroup Number of market segments left unaffected by a mass action. FIX.5.0SP2EP131
1794 NotAffectedMarketSegmentID String Market segment within an unaffected market repeating segment group. FIX.5.0SP2EP131
1795 NoOrderEvents NumInGroup Number of order events. FIX.5.0SP2EP131
1796 OrderEventType int The type of event affecting an order. The last event type within the OrderEventGrp component indicates the ExecType(150) value resulting from the series of events (ExecType(150) values are shown in brackets).
Value SymbolicName Description Added Updated Deprecated
1 Added Added (0=New) FIX.5.0SP2EP131
2 Modified Modified (5=Replaced) FIX.5.0SP2EP131
3 Deleted Deleted (4=Canceled) FIX.5.0SP2EP131
4 PartiallyFilled Partially Filled (F=Trade) FIX.5.0SP2EP131
5 Filled Filled (F=Trade) FIX.5.0SP2EP131
6 Suspended Suspended (9=Suspended) FIX.5.0SP2EP131
7 Released Released (N=Released) FIX.5.0SP2EP131
8 Restated Restated (D=Restated) FIX.5.0SP2EP131
9 Locked Locked (M=Locked) FIX.5.0SP2EP131
10 Triggered Triggered (L=Triggered or Activated by System) FIX.5.0SP2EP131 FIX.5.0SP2EP188
11 Activated Activated (L=Triggered or Activated by System) FIX.5.0SP2EP188
FIX.5.0SP2EP131
1797 OrderEventExecID String Refer to ExecID(17). Used when multiple different events are reported in single Execution Report. ExecID(17) and OrderEventExecID(1797) values should not overlap. FIX.5.0SP2EP131
1798 OrderEventReason int Action that caused the event to occur.
Value SymbolicName Description Added Updated Deprecated
1 AddOrderRequest Add order request FIX.5.0SP2EP131
2 ModifyOrderRequest Modify order request FIX.5.0SP2EP131
3 DeleteOrderRequest Delete order request FIX.5.0SP2EP131
4 OrderEnteredOOB Order entered out-of-band FIX.5.0SP2EP131
5 OrderModifiedOOB Order modified out-of-band FIX.5.0SP2EP131
6 OrderDeletedOOB Order deleted out-of-band FIX.5.0SP2EP131
7 OrderActivatedOrTriggered Order activated or triggered FIX.5.0SP2EP131
8 OrderExpired Order expired FIX.5.0SP2EP131
9 ReserveOrderRefreshed Reserve order refreshed FIX.5.0SP2EP131
10 AwayMarketBetter Away market better FIX.5.0SP2EP131
11 CorporateAction Corporate action FIX.5.0SP2EP131
12 StartOfDay Start of day FIX.5.0SP2EP131
13 EndOfDay End of day FIX.5.0SP2EP131
FIX.5.0SP2EP131
1799 OrderEventPx Price Price associated with the event. FIX.5.0SP2EP131
1800 OrderEventQty Qty Quantity associated with the event. FIX.5.0SP2EP131
1801 OrderEventLiquidityIndicator int Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrderEventType(1796) values of 4(Partially Filled) or 5(Filled). FIX.5.0SP2EP131
1802 OrderEventText String Additional information about the event. FIX.5.0SP2EP131
1803 AuctionType int Type of auction order.
Value SymbolicName Description Added Updated Deprecated
1 BlockOrderAuction Block order auction FIX.5.0SP2EP131
2 DirectedOrderAuction Directed order auction FIX.5.0SP2EP131
3 ExposureOrderAuction Exposure order auction FIX.5.0SP2EP131
4 FlashOrderAuction Flash order auction FIX.5.0SP2EP131
5 FacilitationOrderAuction Facilitation order auction FIX.5.0SP2EP131
6 SolicitationOrderAuction Solicitation order auction FIX.5.0SP2EP131
7 PriceImprovementMechanism Price improvement mechanism (PIM) FIX.5.0SP2EP131
8 DirectedOrderPriceImprovementMechanism Directed Order price improvement mechanism (PIM) FIX.5.0SP2EP131
0 None None FIX.5.0SP2EP223
FIX.5.0SP2EP131
1804 AuctionAllocationPct Percentage Percentage of matched quantity to be allocated to the submitter of the response to an auction order. FIX.5.0SP2EP131
1805 AuctionInstruction int Instruction related to system generated auctions, e.g. flash order auctions.
Value SymbolicName Description Added Updated Deprecated
0 AutomatedAuctionPermitted Automatic auction permitted (default) FIX.5.0SP2EP131 FIX.5.0SP2EP208
1 AutomatedAuctionNotPermitted Automatic auction not permitted FIX.5.0SP2EP131
FIX.5.0SP2EP131
1806 RefClOrdID String Used to reference an order via ClOrdID(11). FIX.5.0SP2EP131
1807 LockType int Indicates whether an order is locked and for what reason.
Value SymbolicName Description Added Updated Deprecated
0 NotLocked Not locked FIX.5.0SP2EP131
1 AwayMarketNetter Away market better FIX.5.0SP2EP131
2 ThreeTickLocked Three tick locked FIX.5.0SP2EP131
3 LockedByMarketMaker Locked by market maker FIX.5.0SP2EP131
4 DirectedOrderLock Directed order lock FIX.5.0SP2EP131
5 MultilegLock Lock in the context of multileg orders where legs are executed independently and the entire order is locked until matching information is available for all legs. A multileg order or quote must be matched in its entirety or not at all. For example, one of the legs may be a stock leg sent to a different execution venue that may or may not be able to fill it. FIX.5.0SP2EP131
6 MarketOrderLock Market order lock FIX.5.0SP2EP131
7 PreAssignmentLock Pre-assignment lock FIX.5.0SP2EP131
FIX.5.0SP2EP131
1808 LockedQty Qty Locked order quantity. FIX.5.0SP2EP131
1809 SecondaryLockedQty Qty Locked order quantity in addition to LockedQty (1808), e.g. to distinguish total locked quantity from currently locked quantity. FIX.5.0SP2EP131
1810 ReleaseInstruction int Instruction to define conditions under which to release a locked order or parts of it.
Value SymbolicName Description Added Updated Deprecated
1 ISO Intermarket Sweep Order (ISO) FIX.5.0SP2EP131
2 NoAwayMarketBetterCheck No Away Market Better check FIX.5.0SP2EP131
FIX.5.0SP2EP131
1811 ReleaseQty Qty Quantity to be made available, i.e. released from a lock. FIX.5.0SP2EP131
1812 NoDisclosureInstructions NumInGroup Number of disclosure instructions. FIX.5.0SP2EP131
1813 DisclosureType int Information subject to disclosure.
Value SymbolicName Description Added Updated Deprecated
1 Volume Volume FIX.5.0SP2EP131
2 Price Price FIX.5.0SP2EP131
3 Side Side FIX.5.0SP2EP131
4 AON AON FIX.5.0SP2EP131
5 General General is used for bilateral agreed disclosure information type(s). FIX.5.0SP2EP131
6 ClearingAccount Clearing account FIX.5.0SP2EP131
7 CMTAAccount CMTA account FIX.5.0SP2EP131
FIX.5.0SP2EP131
1814 DisclosureInstruction int Instruction to disclose information or to use default value of the receiver.
Value SymbolicName Description Added Updated Deprecated
0 No No FIX.5.0SP2EP131
1 Yes Yes FIX.5.0SP2EP131
2 UseDefaultSetting Use default setting FIX.5.0SP2EP131
FIX.5.0SP2EP131
1815 TradingCapacity int Designates the capacity in which the order is submitted for trading by the market participant.
Value SymbolicName Description Added Updated Deprecated
1 Customer Customer FIX.5.0SP2EP131
2 CustomerProfessional Customer professional FIX.5.0SP2EP131
3 BrokerDealer Broker-dealer FIX.5.0SP2EP131
4 CustomerBrokerDealer Customer broker-dealer FIX.5.0SP2EP131
5 Principal Principal FIX.5.0SP2EP131
6 MarketMaker Market maker FIX.5.0SP2EP131
7 AwayMarketMaker Away market maker FIX.5.0SP2EP131
8 SystematicInternaliser Systematic internaliser FIX.5.0SP2EP223
FIX.5.0SP2EP131
1816 ClearingAccountType int Designates the account type to be used for the order when submitted to clearing.
Value SymbolicName Description Added Updated Deprecated
1 Customer Customer FIX.5.0SP2EP131
2 Firm Firm FIX.5.0SP2EP131
3 MarketMaker Market maker FIX.5.0SP2EP131
FIX.5.0SP2EP131
1817 LegClearingAccountType int Designates the capacity in which the order will be submitted to clearing. FIX.5.0SP2EP131
1818 TargetPartyRoleQualifier int Qualifies the value of TargetPartyRole (1464). FIX.5.0SP2EP131
1819 RelatedHighPrice Price Upper boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. FIX.5.0SP2EP131
1820 RelatedLowPrice Price Lower boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. FIX.5.0SP2EP131
1821 RelatedPriceSource int Source for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Can be used together with RelatedHighPrice (1819) and/or RelatedLowPrice (1820).
Value SymbolicName Description Added Updated Deprecated
1 NBBid NBB (National Best Bid) FIX.5.0SP2EP131
2 NBOffer NBO (National Best Offer) FIX.5.0SP2EP131
FIX.5.0SP2EP131
1822 MinQtyMethod int Indicates how the minimum quantity should be applied when executing the order.
Value SymbolicName Description Added Updated Deprecated
1 Once Once (applies only to first execution) FIX.5.0SP2EP131
2 Multiple Multiple (applies to every execution) FIX.5.0SP2EP131
FIX.5.0SP2EP131
1823 Triggered int Indicates whether order has been triggered during its lifetime. Applies to cases where original information, e.g. OrdType(40), is modified when the order is triggered.
Value SymbolicName Description Added Updated Deprecated
0 NotTriggered Not triggered (default) FIX.5.0SP2EP131
1 Triggered Triggered FIX.5.0SP2EP131
2 StopOrderTriggered Stop order triggered FIX.5.0SP2EP188
3 OCOOrderTriggered One Cancels the Other (OCO) order triggered FIX.5.0SP2EP188
4 OTOOrderTriggered One Triggers the Other (OTO) order triggered FIX.5.0SP2EP188
5 OUOOrderTriggered One Updates the Other (OUO) order triggered FIX.5.0SP2EP188
FIX.5.0SP2EP131
1824 AffectedOrigClOrdID String OrigClOrdID(41) of an order affected by a mass cancel or mass action request. FIX.5.0SP2EP131
1825 NotAffSecondaryOrderID String SecondaryOrderID (198) of an order not affected by a mass cancel or mass action request. FIX.5.0SP2EP131
1826 EventTimePeriod int Time unit multiplier for the event. FIX.5.0SP2EP132 FIX.5.0SP2EP161
1827 EventTimeUnit String Time unit associated with the event.
Value SymbolicName Description Added Updated Deprecated
H Hour Hour FIX.5.0SP2EP132
Min Minute Minute FIX.5.0SP2EP132
S Second Second FIX.5.0SP2EP132
D Day Day FIX.5.0SP2EP132
Wk Week Week FIX.5.0SP2EP132
Mo Month Month FIX.5.0SP2EP132
Yr Year Year FIX.5.0SP2EP132
FIX.5.0SP2EP132 FIX.5.0SP2EP161
1828 LastQtyVariance Qty When LastQty is an estimated value, e.g. for a Repo “circled” trade, LastQtyVariance specifies the absolute amount that the size may vary up or down when finalized. Omitted when LastQty(32) is already final. FIX.5.0SP2EP132
1829 NoCrossLegs NumInGroup Number of legs in the side of a cross order. FIX.5.0SP2EP131
1830 SettlPriceIncrement Price Settlement price increment for stated price range. FIX.5.0SP2EP138
1831 SettlPriceSecondaryIncrement Price Secondary settlement price increment for stated price range. The meaning of secondary is left to bilateral agreement, e.g. it may refer to final settlement for a contract. FIX.5.0SP2EP138
1832 ClearedIndicator int Indicates whether the trade or position being reported was cleared through a clearing organization.
Value SymbolicName Description Added Updated Deprecated
0 NotCleared Trade or position has not yet been submitted for clearing. FIX.5.0SP2EP140 FIX.5.0SP2EP196
1 Cleared Trade or position has been successfully cleared. FIX.5.0SP2EP140 FIX.5.0SP2EP196
2 Submitted Trade or position has been submitted for clearing. FIX.5.0SP2EP196
3 Rejected Trade or position was rejected by clearing. FIX.5.0SP2EP196
FIX.5.0SP2EP140 FIX.5.0SP2EP196
1833 ContractRefPosType int Additional information related to the pricing of a commodity swaps position, specifically an indicator referring to the position type.
Value SymbolicName Description Added Updated Deprecated
0 TwoComponentIntercommoditySpread Two component intercommodity spread FIX.5.0SP2EP140
1 IndexOrBasket Index or basket FIX.5.0SP2EP140
2 TwoComponentLocationBasis Two component locational basis FIX.5.0SP2EP140
99 Other Other FIX.5.0SP2EP140
FIX.5.0SP2EP140
1834 PositionCapacity int Used to describe the ownership of the position.
Value SymbolicName Description Added Updated Deprecated
0 Principal Principal FIX.5.0SP2EP140
1 Agent Agent FIX.5.0SP2EP140
2 Customer Customer FIX.5.0SP2EP140
3 Counterparty Counterparty FIX.5.0SP2EP140
FIX.5.0SP2EP140
1835 PosQtyUnitOfMeasureCurrency Currency Indicates the currency of the unit of measure if position quantity is expressed in valuation rather than contracts. Conditionally required when PosQtyUnitOfMeasure(1836)=Ccy. FIX.5.0SP2EP140
1836 PosQtyUnitOfMeasure String Indicates the unit of measure of the position quantity when not expressed in contracts. FIX.5.0SP2EP140
1837 UnderlyingContractPriceRefMonth MonthYear Reference month if there is no applicable UnderlyingMaturityMonth(313) value for the contract or security. FIX.5.0SP2EP140
1838 NoTradePriceConditions NumInGroup Number of trade price conditions. FIX.5.0SP2EP141
1839 TradePriceCondition int Price conditions in effect at the time of the trade. Multiple price conditions can be in effect at the same time. Price conditions are usually required to be reported in markets that have regulations on price execution at a market or national best bid or offer, and the trade price differs from the best bid or offer.
Value SymbolicName Description Added Updated Deprecated
0 SpecialCumDividend Special cum dividend (CD) FIX.5.0SP2EP141
1 SpecialCumRights Special cum rights (CR) FIX.5.0SP2EP141
2 SpecialExDividend Special ex dividend (XD) FIX.5.0SP2EP141
3 SpecialExRights Special ex rights (XR) FIX.5.0SP2EP141
4 SpecialCumCoupon Special cum coupon (CC) FIX.5.0SP2EP141
5 SpecialCumCapitalRepayments Special cum capital repayments (CP) FIX.5.0SP2EP141
6 SpecialExCoupon Special ex coupon (XC) FIX.5.0SP2EP141
7 SpecialExCapitalRepayments Special ex capital repayments (XP) FIX.5.0SP2EP141
8 CashSettlement Cash settlement (CS) FIX.5.0SP2EP141
9 SpecialCumBonus Special cum bonus (CB) FIX.5.0SP2EP141
10 SpecialPrice Usually net or all-in price. FIX.5.0SP2EP141
11 SpecialExBonus Special ex bonus (XB) FIX.5.0SP2EP141
12 GuaranteedDelivery Guaranteed delivery (GD) FIX.5.0SP2EP141
13 SpecialDividend Deviation from regular ex/cum treatment (without further specification) leading to price modification. To be used only if it is not clear whether it is a special cum or special ex dividend. For ESMA RTS 1, this is the "SDIV" flag. FIX.5.0SP2EP216
14 PriceImprovement The price is better than a reference price. For example, this may be due to an offer by a systematic internaliser to always quote better prices than a public reference price. For ESMA RTS 1, this is the "RPRI" flag. FIX.5.0SP2EP216
15 NonPriceFormingTrade In the context of MiFID II, these are transactions which are exempted from the trading obligation (i.e. permitted to be transacted as an OTC transaction) and are deemed not to be contributing to the price discovery process. However, these transactions are not exempted from post trade transparency reporting and are required to be published by MiFID venues and "approved publication arrangement" (APAs) for market transparency purposes. The price from exempted transactions should be disregarded for the purposes of price discovery. For ESMA RTS 1 and RTS 2, this is the "NPFT" flag. FIX.5.0SP2EP216
16 TradeExemptedFromTradingObligation Per MiFIR Article 23, these types of trades are not exempted from post-trade transparency if reported to a trading venue under MiFID II and deemed "on exchange", however, they are ignored for price formation despite published by venue. For ESMA RTS 1, this is the "TNCP" flag. FIX.5.0SP2EP216
17 PricePending In the context of ESMA RTS 2, Annex II, Table 1 "Price", and RTS 22 Table 2 fields 33 "Price" and 51 "Strike price", this is ESMA's "PNDG" value. Used to indicate the transaction is pending a price or strike price at the time it was reported. FIX.5.0SP2EP228 FIX.5.0SP2EP232
18 PriceNotApplicable In the context of ESMA RTS 2, Annex II, Table 1, Price and RTS 22, Annex I, Table 2, Field 33, this is to flag that the price is "not applicable" for the transaction at the time it was reported. This is ESMA's "NOAP" value in RTS 22. FIX.5.0SP2EP228
FIX.5.0SP2EP141
1840 TradeAllocStatus int Identifies the status of an allocation when using a pre-clear workflow. Note: This is different from the give-up process where a trade is cleared and then given up and goes through the allocation flow.
Value SymbolicName Description Added Updated Deprecated
0 PendingClear Pending clear FIX.5.0SP2EP141
1 Claimed Claimed FIX.5.0SP2EP141
2 Cleared Cleared FIX.5.0SP2EP141
3 Rejected Rejected FIX.5.0SP2EP141
FIX.5.0SP2EP141
1841 NoTradeQtys NumInGroup Number of trade quantities. FIX.5.0SP2EP141
1842 TradeQtyType int Indicates the type of trade quantity in TradeQty(1843).
Value SymbolicName Description Added Updated Deprecated
0 ClearedQuantity Cleared quantity FIX.5.0SP2EP141
1 LongSideClaimedQuantity Long side claimed quantity FIX.5.0SP2EP141
2 ShortSideClaimedQuantity Short side claimed quantity FIX.5.0SP2EP141
3 LongSideRejectedQuantity Long side rejected quantity FIX.5.0SP2EP141
4 ShortSideRejectedQuantity Short side rejected quantity FIX.5.0SP2EP141
5 PendingQuantity Pending quantity FIX.5.0SP2EP141
6 TransactionQuantity Transaction quantity FIX.5.0SP2EP141
7 RemainingQuantity Used to indicate the remaining quantity of a trade after a give-up or posting action. FIX.5.0SP2EP141
8 PreviousRemainingQuantity Used to indicate the remaining quantity of a trade prior to a give-up or posting action. FIX.5.0SP2EP141
FIX.5.0SP2EP141
1843 TradeQty Qty Trade quantity. FIX.5.0SP2EP141
1844 NoTradeAllocAmts NumInGroup Number of trade allocation amount entries. FIX.5.0SP2EP141
1845 TradeAllocAmtType String Type of the amount associated with a trade allocation. FIX.5.0SP2EP141
1846 TradeAllocAmt Amt The amount associated with a trade allocation. FIX.5.0SP2EP141
1847 TradeAllocCurrency Currency Currency denomination of the trade allocation amount. FIX.5.0SP2EP141
1848 TradeAllocGroupInstruction int Instruction on how to add a trade to an allocation group when it is being given-up.
Value SymbolicName Description Added Updated Deprecated
0 Add Add to an existing allocation group if one exists. FIX.5.0SP2EP141
1 DoNotAdd Do not add the trade to an allocation group. FIX.5.0SP2EP141
FIX.5.0SP2EP141
1849 OffsetInstruction int Indicates the trade is a result of an offset or onset.
Value SymbolicName Description Added Updated Deprecated
0 Offset A type of transaction where an executing firm gives up a trade as a result of an allocation. Or, in the case of a reversal of an allocation, the take-up (claiming) firm's transaction. FIX.5.0SP2EP141
1 Onset A type of transaction where a take-up (claiming) firm takes up a trade as a result of an allocation. Or, in the case of a reversal of an allocation, the executing firm's transaction. FIX.5.0SP2EP141
FIX.5.0SP2EP141
1850 TradeAllocAmtReason int Specifies the reason for an amount type when reported on an allocation. Useful when multiple instances of the same amount type are reported. FIX.5.0SP2EP141
1851 StrategyLinkID String Identifies the multileg strategy (e.g. spread) to which the trade belongs. This links together trade legs executed as part of a strategy during a single match event. FIX.5.0SP2EP141
1852 SideAvgPx Price Calculated average price for this side of the trade. FIX.5.0SP2EP141
1853 SideAvgPxIndicator int Used to indicate whether a trade or a sub-allocation should be allocated at the trade price (e.g. no average pricing), or whether it should be grouped with other trades/sub-allocations and allocated at the average price of the group.
Value SymbolicName Description Added Updated Deprecated
0 NoAvgPricing No average pricing FIX.5.0SP2EP141
1 TradeIsPartAvgPriceGrp Trade is part of the average price group identified by the SideAvgPxGroupID(1854) FIX.5.0SP2EP141
2 LastTradeIsPartAvgPriceGrp Last trade is the average price group identified by the SideAvgPxGroupID(1854) FIX.5.0SP2EP141
FIX.5.0SP2EP141
1854 SideAvgPxGroupID String The identifier for the average price group for the trade side. See also AvgPxGroupID(1731). FIX.5.0SP2EP141
1855 NoRelatedTrades NumInGroup Number of related trades. FIX.5.0SP2EP142
1856 RelatedTradeID String Identifier of a related trade. FIX.5.0SP2EP142
1857 RelatedTradeIDSource int Describes the source of the identifier that RelatedTradeID(1856) represents.
Value SymbolicName Description Added Updated Deprecated
0 NonFIXSource Non-FIX source FIX.5.0SP2EP142
1 TradeID Trade ID FIX.5.0SP2EP142 FIX.5.0SP2EP165
2 SecondaryTradeID Secondary trade ID FIX.5.0SP2EP142 FIX.5.0SP2EP165
3 TradeReportID Trade report ID FIX.5.0SP2EP142 FIX.5.0SP2EP165
4 FirmTradeID Firm trade ID FIX.5.0SP2EP142 FIX.5.0SP2EP165
5 SecondaryFirmTradeID Secondary firm Trade ID FIX.5.0SP2EP142 FIX.5.0SP2EP165
6 RegulatoryTradeID Regulatory trade ID FIX.5.0SP2EP165
FIX.5.0SP2EP142
1858 RelatedTradeDate LocalMktDate Date of a related trade. FIX.5.0SP2EP142
1859 RelatedTradeMarketID Exchange Market of execution of related trade. FIX.5.0SP2EP142
1860 RelatedTradeQuantity Qty Quantity of the related trade which can be less than or equal to the actual quantity of the related trade. For example, when one trade offsets another across asset classes. FIX.5.0SP2EP142
1861 NoRelatedPositions NumInGroup Number of related positions. FIX.5.0SP2EP142
1862 RelatedPositionID String Identifier of a related position. FIX.5.0SP2EP142
1863 RelatedPositionIDSource int Describes the source of the identifier that RelatedPositionID(1862) represents.
Value SymbolicName Description Added Updated Deprecated
1 PosMaintRptID Position maintenance report ID - PosMaintRptID(721) FIX.5.0SP2EP142
2 TransferID Position transfer ID - TransferID(2437) FIX.5.0SP2EP189 FIX.5.0SP2EP199
3 PositionEntityID Position entity ID - PositionID(2618) FIX.5.0SP2EP199
FIX.5.0SP2EP142
1864 RelatedPositionDate LocalMktDate Used to help identify the position when RelatedPositionID(1862) is not unique across multiple days. This date is generally the creation date of the identifier. FIX.5.0SP2EP142
1865 QuoteAckStatus int Acknowledgement status of a Quote(35=S) or QuoteCancel(35=Z) message submission.
Value SymbolicName Description Added Updated Deprecated
0 ReceivedNotYetProcessed Received, not yet processed FIX.5.0SP2EP143
1 Accepted Accepted FIX.5.0SP2EP143
2 Rejected Rejected FIX.5.0SP2EP143
FIX.5.0SP2EP143
1866 StrikeIndex String Specifies the index used to calculate the strike price. FIX.5.0SP2EP169
1867 OfferID String Unique identifier for the ask side of the quote assigned by the quote issuer. FIX.5.0SP2EP144
1868 NoValueChecks NumInGroup Number of value check entries. FIX.5.0SP2EP144
1869 ValueCheckType int Type of value to be checked.
Value SymbolicName Description Added Updated Deprecated
1 PriceCheck In the context of ESMA RTS 6 Article 15(1)(a) investment firms are required to perform pre-trade controls using "price collars, which automatically block or cancel orders that do not meet set price parameters, differentiating between different financial instruments, both on an order-by-order basis and over a specified period of time". FIX.5.0SP2EP144 FIX.5.0SP2EP229
2 NotionalValueCheck In the context of ESMA RTS 6 Article 15(1)(b) investment firms are required to perform pre-trade controls using "maximum order values, which prevent orders with an uncommonly large order value from entering the order book". FIX.5.0SP2EP144 FIX.5.0SP2EP229
3 QuantityCheck In the context of ESMA RTS 6 Article 15(1)(c) investment firms are required to perform pre-trade controls using "maximum order volumes, which prevent orders with an uncommonly large order quantity from entering the order book". FIX.5.0SP2EP229
FIX.5.0SP2EP144
1870 ValueCheckAction int Action to be taken for the ValueCheckType(1869).
Value SymbolicName Description Added Updated Deprecated
0 DoNotCheck Checks will not be done for the specified ValueCheckType(1869). FIX.5.0SP2EP144
1 Check Checks will be done for the specificed ValueCheckType(1869) FIX.5.0SP2EP144
2 BestEffort The market may or may not check the specified ValueCheckType(1869) depending on availability of reference data. FIX.5.0SP2EP144
FIX.5.0SP2EP144
1871 LegSecurityXMLLen Length The length of the LegSecurityXML(1872) data block. FIX.5.0SP2EP145
1872 LegSecurityXML XMLData XML definition for the leg security. FIX.5.0SP2EP145
1873 LegSecurityXMLSchema String The schema used to validate the contents of LegSecurityXML(1872). FIX.5.0SP2EP145
1874 UnderlyingSecurityXMLLen Length The length of the UnderlyingSecurityXML(1875) data block. FIX.5.0SP2EP145
1875 UnderlyingSecurityXML XMLData XML definition for the underlying security. FIX.5.0SP2EP145
1876 UnderlyingSecurityXMLSchema String The schema used to validate the contents of UnderlyingSecurityXML(1875). FIX.5.0SP2EP145
1877 PartyDetailRequestResult int Result party detail definition request.
Value SymbolicName Description Added Updated Deprecated
0 Successful Successful (default) FIX.5.0SP2EP146
1 InvalidParty Invalid party(-ies) FIX.5.0SP2EP146
2 InvalidRelatedParty Invalid related party(-ies) FIX.5.0SP2EP146
3 InvalidPartyStatus Invalid party status(es) FIX.5.0SP2EP146
98 NotAuthorized Not authorized FIX.5.0SP2EP146
99 Other Other FIX.5.0SP2EP146
FIX.5.0SP2EP146
1878 PartyDetailRequestStatus int Status of party details definition request.
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.5.0SP2EP146
1 AcceptedWithChanges Accepted with changes FIX.5.0SP2EP146
2 Rejected Rejected FIX.5.0SP2EP146
3 AcceptancePending Acceptance pending FIX.5.0SP2EP146
FIX.5.0SP2EP146
1879 PartyDetailDefinitionStatus int Status of party detail definition for one party.
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.5.0SP2EP146
1 AcceptedWithChanges Accepted with changes FIX.5.0SP2EP146
2 Rejected Rejected FIX.5.0SP2EP146
FIX.5.0SP2EP146
1880 PartyDetailDefinitionResult int Result of party detail definition for one party. FIX.5.0SP2EP146
1881 EntitlementRequestResult int Result of risk limit definition request.
Value SymbolicName Description Added Updated Deprecated
0 Successful Successful (default) FIX.5.0SP2EP146
1 InvalidParty Invalid party(-ies) FIX.5.0SP2EP146
2 InvalidRelatedParty Invalid related party(-ies) FIX.5.0SP2EP146
3 InvalidEntitlementType Invalid entitlement type(s) FIX.5.0SP2EP146
4 InvalidEntitlementID Invalid entitlement ID(s) / ref ID(s) FIX.5.0SP2EP146
5 InvalidEntitlementAttribute Invalid entitlement attribute(s) FIX.5.0SP2EP146
6 InvalidInstrumentScope Invalid instrument scope(s) FIX.5.0SP2EP146
7 InvalidMarketSegmentScope Invalid market segment scope(s) FIX.5.0SP2EP146
8 InvalidStartDate Invalid start date FIX.5.0SP2EP146
9 InvalidEndDate Invalid end date FIX.5.0SP2EP146
10 InstrumentScopeNotSupported Instrument scope not supported FIX.5.0SP2EP146
11 MarketSegmentScopeNotSupported Market segment scope not supported FIX.5.0SP2EP146
12 EntitlementNotApprovedForParty Entitlement not approved for party(-ies) FIX.5.0SP2EP146
13 EntitlementAlreadyDefinedForParty Entitlement already defined for party(-ies) FIX.5.0SP2EP146
14 InstrumentNotApprovedForParty Instrument not approved for party(-ies) FIX.5.0SP2EP146
98 NotAuthorized Not authorized FIX.5.0SP2EP146
99 Other Other FIX.5.0SP2EP146
FIX.5.0SP2EP146
1882 EntitlementRequestStatus int Status of party entitlements definition request. FIX.5.0SP2EP146
1883 EntitlementStatus int Status of entitlement definition for one party.
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.5.0SP2EP173
1 AcceptedWithChanges Accepted with changes FIX.5.0SP2EP173
2 Rejected Rejected FIX.5.0SP2EP173
3 Pending Entitlement definition request submitted that still requires an action to be taken (e.g. approval or setting up). FIX.5.0SP2EP173
4 Requested Entitlement definition has been requested. FIX.5.0SP2EP173
5 Deferred Entitlement definition request is being postponed or delayed. FIX.5.0SP2EP183
FIX.5.0SP2EP146 FIX.5.0SP2EP173
1884 EntitlementResult int Result of entitlement definition for one party. FIX.5.0SP2EP146
1885 EntitlementRefID String Reference to an EntitlementID(1776). Used for modification or deletion of an entitlement. FIX.5.0SP2EP146
1886 SettlPriceUnitOfMeasure String Used to express the unit of measure of the settlement price if different from the contract. FIX.5.0SP2EP147
1887 SettlPriceUnitOfMeasureCurrency Currency Indicates the currency of the settlement price unit of measure if expressed in another currency than the base currency.
Conditionally required when SettlPriceUnitOfMeasure(1886)=Ccy. 		FIX.5.0SP2EP147
1888 TradeMatchTimestamp UTCTimestamp Timestamp of the match event. For off-exchange trades the time at which the deal was matched by the exchange.
This timestamp will be the same on all the trades and will not change when a trade is modified. 		FIX.5.0SP2EP150
1889 NoInstrmtMatchSides NumInGroup Number of instrument match sides. FIX.5.0SP2EP150
1890 NoTrdMatchSides NumInGroup Number of trade match sides. FIX.5.0SP2EP150
1891 TrdMatchSubID String Used to identify each price level, step or clip within a match event. The identifier may represent a grouping of matched resting orders at a given price level that was matched by an aggressor order. For example, an aggressive order sweeping through 2 price levels that included 3 resting orders would have two different TrdMatchSubID(1891) values. FIX.5.0SP2EP150 FIX.5.0SP2EP215
1892 NoLegExecs NumInGroup Number of instrument leg executions. FIX.5.0SP2EP150
1893 LegExecID String The ExecID(17) value corresponding to a trade leg. FIX.5.0SP2EP150
1894 LegTradeID String The TradeID(1003) value corresponding to a trade leg. FIX.5.0SP2EP150
1895 LegTradeReportID String The TradeReportID(571) value corresponding to a trade leg. FIX.5.0SP2EP150
1896 TradeMatchAckStatus int Used to indicate the status of the trade match report submission.
Value SymbolicName Description Added Updated Deprecated
0 ReceivedNotProcessed Received, not yet processed FIX.5.0SP2EP150
1 Accepted Accepted FIX.5.0SP2EP150
2 Rejected Rejected FIX.5.0SP2EP150
FIX.5.0SP2EP150
1897 TradeMatchRejectReason int Reason the trade match report submission was rejected.
Value SymbolicName Description Added Updated Deprecated
0 Successful Successful FIX.5.0SP2EP150
1 InvalidPartyInformation Invalid party information FIX.5.0SP2EP150
2 UnknownInstrument Unknown instrument FIX.5.0SP2EP150
3 Unauthorized Not authorized to report trades FIX.5.0SP2EP150
4 InvalidTradeType Invalid trade type FIX.5.0SP2EP150
99 Other Other FIX.5.0SP2EP150
FIX.5.0SP2EP150
1898 SideMarketSegmentID String Identifies the market segment of the side. FIX.5.0SP2EP150
1899 SideVenueType char Identifies the type of venue where the trade was executed for the side. FIX.5.0SP2EP150
1900 SideExecRefID String Used to reference the value from SideExecID(1427). FIX.5.0SP2EP150
1901 LegExecRefID String Used to reference the value from LegExecID(1893). FIX.5.0SP2EP150
1902 HaircutIndicator Boolean Indicates, if "Y", that a stated valuation includes a haircut, e.g. that the stated value reflects the subtraction of the haircut. Note that a value of "N" does not imply a haircut is not applicable, only that the haircut (if any) is not reflected in the stated valuation. FIX.5.0SP2EP157
1903 RegulatoryTradeID String Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes. For example, unique swap identifer (USI) as required by the U.S. Commodity Futures Trading Commission. FIX.5.0SP2EP161
1904 RegulatoryTradeIDEvent int Identifies the event which caused origination of the identifier in RegulatoryTradeID(1903). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing).
Value SymbolicName Description Added Updated Deprecated
0 InitialBlockTrade None FIX.5.0SP2EP161
1 Allocation Determination that the block trade will not be further allocated. FIX.5.0SP2EP161
2 Clearing Clearing FIX.5.0SP2EP161
3 Compression Compression FIX.5.0SP2EP161
4 Novation Novation FIX.5.0SP2EP161
5 Termination Termination FIX.5.0SP2EP161
6 PostTrdVal Post-trade valuation FIX.5.0SP2EP179
FIX.5.0SP2EP161
1905 RegulatoryTradeIDSource String Identifies the reporting entity that originated the value in RegulatoryTradeID(1903). The reporting entitiy identifier may be assigned by a regulator. FIX.5.0SP2EP161
1906 RegulatoryTradeIDType int Specifies the type of trade identifier provided in RegulatoryTradeID(1903).
Contextual hierarchy of events for the same trade or transaction maybe captured through use of the different RegulatoryTradeIDType(1906) values using multiple instances of the repeating group as needed for regulatory reporting.
Value SymbolicName Description Added Updated Deprecated
0 Current The default if not specified. FIX.5.0SP2EP161
1 Previous The previous trade's identifier when reporting a cleared trade or novation of a previous trade. FIX.5.0SP2EP161
2 Block The block trade's identifier when reporting an allocated subtrade. FIX.5.0SP2EP161
3 Related The related trade identifier when reporting a mixed swap. FIX.5.0SP2EP161
4 ClearedBlockTrade Assigned by the CCP to a bunched order/trade when it needs to be cleared with the standby clearing firm prior to post-trade allocation. FIX.5.0SP2EP192
5 TradingVenueTransactionIdentifier Assigned by the trading venue to a transaction. In the context of ESMA RTS 22 and RTS 24, this is an unique transaction identification "number generated by trading venues and disseminated to both the buying and selling parties in accordance with Article 12 of [RTS 24 on the maintenance of relevant data relating to orders in financial instruments under Article 25 of Regulation 600/2014 EU]." (quoted text from RTS 22). "Uniqueness" may be defined per relevant regulations. FIX.5.0SP2EP222
FIX.5.0SP2EP161 FIX.5.0SP2EP222
1907 NoRegulatoryTradeIDs NumInGroup Number of regulatory IDs in the repeating group. FIX.5.0SP2EP161
1908 NoAllocRegulatoryTradeIDs NumInGroup Number of regulatory IDs in the repeating group. FIX.5.0SP2EP161
1909 AllocRegulatoryTradeID String Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes. For example, unique swap identifer (USI) as required by the U.S. Commodity Futures Trading Commission. FIX.5.0SP2EP161
1910 AllocRegulatoryTradeIDSource String Identifies the reporting entity that originated the value in AllocRegulatoryTradeID(1909). The reporting entity identifier may be assigned by a regulator. FIX.5.0SP2EP161
1911 AllocRegulatoryTradeIDEvent int Identifies the event which caused the origination of the identifier in AllocRegulatoryTradeID(1909). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2(Clearing). FIX.5.0SP2EP161
1912 AllocRegulatoryTradeIDType int Specifies the type of trade identifier provided in AllocRegulatoryTradeID(1909), within the context of the hierarchy of trade events. FIX.5.0SP2EP161
1913 NumOfCompetitors int The number of competing Respondents (e.g. dealers) to receive a quote request (either via the QuoteRequest(35=R) or via other means). FIX.5.0SP2EP159
1914 ResponseTime UTCTimestamp The time by which a meaningful response should arrive back (always expressed in UTC (Universal Time Coordinated, also known as "GMT"). The meaning of the response time is specific to the context where the field is used.
For a QuoteRequest(35=R) message, this is the time by which the Quote(35=S) message should arrive to the initiator of the QuoteRequest(35=R) message. 		FIX.5.0SP2EP159
1915 QuoteDisplayTime UTCTimestamp Time by which the quote will be displayed. For example, the time the execution venue will display dealer(s) submitted quotes to market participant(s). FIX.5.0SP2EP159
1916 ExposureDurationUnit int Time unit in which the ExposureDuration(1629) is expressed. FIX.5.0SP2EP159
1917 CoverPrice Price The best quoted price received among those not traded. FIX.5.0SP2EP159
1918 NoClearingAccountTypes NumInGroup Number of clearing account type entries. FIX.5.0SP2EP160
1919 NoPriceMovements NumInGroup Number of price movement entries. FIX.5.0SP2EP160
1920 NoPriceMovementValues NumInGroup Number of price movement value entries. FIX.5.0SP2EP160
1921 PriceMovementValue float Value at specific price movement point. FIX.5.0SP2EP160
1922 PriceMovementPoint int Price movement point up (positive integer) or down (negative integer) relative to the underlying price of the instrument. FIX.5.0SP2EP160
1923 PriceMovementType int Describes the format of the PriceMovementValue(1921).
Value SymbolicName Description Added Updated Deprecated
0 Amount Amount FIX.5.0SP2EP160
1 Percentage Percentage FIX.5.0SP2EP160
FIX.5.0SP2EP160
1924 ClearingIntention int Specifies the party's or parties' intention to clear the trade.
Value SymbolicName Description Added Updated Deprecated
0 DoNotIntendToClear Do not intend to clear FIX.5.0SP2EP161
1 IntendToClear Intend to clear FIX.5.0SP2EP161
FIX.5.0SP2EP161
1925 TradeClearingInstruction int Specifies the eligibility of this trade for clearing and central counterparty processing. FIX.5.0SP2EP161
1926 BackloadedTradeIndicator Boolean Indicates that the trade being reported occurred in the past and is still in effect or active. FIX.5.0SP2EP161
1927 ConfirmationMethod int Specifies how a trade was confirmed.
Value SymbolicName Description Added Updated Deprecated
0 NonElectronic Non-electronic FIX.5.0SP2EP161
1 Electronic Electronic FIX.5.0SP2EP161
2 Unconfirmed Unconfirmed FIX.5.0SP2EP179
FIX.5.0SP2EP161
1928 MandatoryClearingIndicator Boolean An indication that the trade is flagged for mandatory clearing. FIX.5.0SP2EP161
1929 MixedSwapIndicator Boolean An indication that the trade is a mixed swap. In the context of CFTC , a "Mixed swap" is defined in the Commodity Exchange Act (CEA) section 1a(47)(D) as an instrument that is in part a swap subject to the jurisdiction of the CFTC, and in part a security-based swap subject to the jurisdiction of the SEC. When reporting the additional Swap Data Repositories must be identified in the appropriate Parties component with PartyRole(452) = 102 (Data repository), PartyRoleQualifier(2376) = 12 (Additional domestic trade repository) and PartySub-IDType(803) = 70 (Location or jurisdiction). FIX.5.0SP2EP161 FIX.5.0SP2EP193
1930 OffMarketPriceIndicator Boolean An indication that the price is off-market. FIX.5.0SP2EP161
1931 VerificationMethod int Indication of how a trade was verified.
Value SymbolicName Description Added Updated Deprecated
0 NonElectronic Non-electronic FIX.5.0SP2EP161
1 Electronic Electronic FIX.5.0SP2EP161
FIX.5.0SP2EP161
1932 ClearingRequirementException int Specifies whether a party to a swap is using an exception to a clearing requirement. In the US, one such clearing requirement is CFTC's rule pursuant to CEA Section 2(h)(1).
Value SymbolicName Description Added Updated Deprecated
0 NoException No exception FIX.5.0SP2EP161
1 Exception Used to indicate an exception to a clearing requirement without elaborating on the type of exception. FIX.5.0SP2EP161 FIX.5.0SP2EP177
2 EndUserException In the US, see CFTC Final Rule on End-User Exception to Clearing Requirements for Swaps Fact Sheet http://www.cftc.gov/ucm/groups/public/@newsroom/documents/file/eue_factsheet_final.pdf FIX.5.0SP2EP177
3 InterAffiliateException In the US, see CFTC Final Rule - Clearing Exemption for Swaps Between Certain Affiliated Entities http://www.cftc.gov//ucm/groups/public/@lrfederalregister/documents/file/2013-07970a.pdf FIX.5.0SP2EP177
4 TreasuryAffiliateException In the US, see CFTC No Action Letter 13-22 No Action Relief from the Clearing Requirement for Swaps Entered into by Eligible Treasury Affiliates http://www.cftc.gov/ucm/groups/public/@lrlettergeneral/documents/letter/13-22.pdf FIX.5.0SP2EP177
5 CooperativeException Clearing exception for certain swaps entered into by cooperatives. In the US, see Regulation 50.51(a) Definition of Exempt Cooperative: https://www.federalregister.gov/articles/2013/08/22/2013-19945/clearing-exemption-for-certain-swaps-entered-into-by-cooperatives FIX.5.0SP2EP177
FIX.5.0SP2EP161 FIX.5.0SP2EP177
1933 IRSDirection String Used to specify whether the principal is paying or receiving the fixed rate in an interest rate swap.
Value SymbolicName Description Added Updated Deprecated
PAY Pay None FIX.5.0SP2EP161
RCV Rcv Principal is receiving fixed rate FIX.5.0SP2EP161
NA NA Swap is float/float or fixed/fixed FIX.5.0SP2EP161
FIX.5.0SP2EP161
1934 RegulatoryReportType int Type of regulatory report.
Value SymbolicName Description Added Updated Deprecated
0 RT Report of data relating to a regulated transaction including price and volume that is to be disseminated publically. If dissemination is to be suppressed due to an end user exception or to local regulatory rules that allow suppression of certain types of transactions use TradePublishIndicator(1390)=0. FIX.5.0SP2EP161
1 PET Report to regulators of the full terms of a regulated transaction included in the legal confirmation. FIX.5.0SP2EP161
2 Snapshot Periodic report of full primary economic terms data throughout the life cycle of a regulated transaction. FIX.5.0SP2EP161
3 Confirmation Report from a clearing organization of a cleared regulated transaction. FIX.5.0SP2EP161
4 RTPET A single report combining the requirements of both real-time and full primary economy terms of a regulated transaction. FIX.5.0SP2EP161
5 PETConfirmation A single report combining the requirements of both full primary economic terms of a regulated transaction report and confirmation. FIX.5.0SP2EP161
6 RTPETConfirmation A single report combining the requirements of real-time and full primary economic terms of a regulated transaction report, and confirmation. FIX.5.0SP2EP161
7 PostTrade Periodic report of the ongoing mark-to-market value of a regulated transaction. FIX.5.0SP2EP161
8 Verification Used by the trading counterparty to report its full primary economic terms of a regulated transaction separately to the repository. FIX.5.0SP2EP161
9 PstTrdEvnt Report of a regulated transaction continuation event that does not fall within the requirements for real-time reporting. FIX.5.0SP2EP169 FIX.5.0SP2EP187
10 PstTrdEvntRTReportable Report of a regulated transaction continuation event that falls within the requirements for real-time reporting and public dissemination. If dissemination is to be suppressed due to an end user exception or to local regulatory rules that allow suppression of certain types of transactions, use TradePublishIndicator(1390) = 0 (Do not publish trade). FIX.5.0SP2EP187
11 LMTF Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(i) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "LMTF". FIX.5.0SP2EP216
12 DATF Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(ii) for aggregated publication of at least 5 transactions before 9:00 a.m. local time next day. This is ESMA RTS 2 deferral flag "DATF". FIX.5.0SP2EP216
13 VOLO Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "VOLO". FIX.5.0SP2EP216
14 FWAF Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(c) (non-sovereign debt only) for aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. local time following Tuesday. This is ESMA RTS 2 deferral flag "FWAF". FIX.5.0SP2EP216
15 IDAF Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(d) (sovereign debt only) for aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. local time following Tuesday. This is ESMA RTS 2 deferral flag "IDAF". FIX.5.0SP2EP216
16 VOLW Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) and (d) consecutively (sovereign debt only) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "VOLW". FIX.5.0SP2EP216
17 FULF Full details of a previously reported "limited details trade (LMTF)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(i) which is a follow-up publication of all details before 7pm local time on the second day after initial publication. This is ESMA RTS deferral flag "FULF". FIX.5.0SP2EP216
18 FULA Full details of a previously reported "daily aggregated trade (DATF)". Designates a trade in instruments specified in RTS 2 Article 11 (1)(a)(ii) which is a follow-up publication of the individual transaction with full details before 7pm local time on the second day after initial publication. This is ESMA RTS 2 deferral flag "FULA". FIX.5.0SP2EP216
19 FULV Full details of a previously reported "volume omission trade (VOLO)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) which is a follow-up publication of all details before 9 am local time four weeks after initial publication. This is ESMA RTS 2 deferral flag "FULV". FIX.5.0SP2EP216
20 FULJ Full details of a previously reported "four weeks aggregation trade (FWAF)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(c) (non-sovereign debt only) which is a follow-up publication of the individual transaction with full details before 9 am local time four weeks after initial publication. This is ESMA RTS 2 deferral flag "FULJ". FIX.5.0SP2EP216
21 COAF Full details of a previously reported "volume omission trade eligible for subsequent aggregated enrichment (VOLW)". Designates a trade report in instruments specified in ESMA RTS 2 Article 11(1)(b) and (d) consecutively which is an aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. CET local time the following Tuesday four weeks after initial publication. This is ESMA RTS 2 deferral flag "COAF". FIX.5.0SP2EP216
FIX.5.0SP2EP161
1935 VoluntaryRegulatoryReport Boolean Used in conjunction with RegulatoryReportType(1934) to indicate whether the trade report is a voluntary regulatory report. If not specified, the default for a regulatory report is "N".
When VoluntaryRegulatoryReport(1935)=Y it is recommended that one of the parties to the trade be identified as the voluntary reporting party through PartySubIDType(803) = 63 (Voluntary reporting entity). 		FIX.5.0SP2EP161 FIX.5.0SP2EP187
1936 TradeCollateralization int Specifies how the trade is collateralized.
Value SymbolicName Description Added Updated Deprecated
0 Uncollateralized Uncollateralized FIX.5.0SP2EP161
1 PartiallyCollateralized Partially collateralized FIX.5.0SP2EP161
2 OneWayCollaterallization One-way collaterallization FIX.5.0SP2EP161
3 FullyCollateralized Fully collateralized FIX.5.0SP2EP161
FIX.5.0SP2EP161
1937 TradeContinuation int Specifies the post-execution trade continuation or lifecycle event. Additional values may be used by mutual agreement of the counterparties.
Value SymbolicName Description Added Updated Deprecated
0 Novation Novation FIX.5.0SP2EP161
1 PartialNovation Partial novation FIX.5.0SP2EP161
2 TradeUnwind "Trade" includes "Swaps". FIX.5.0SP2EP161 FIX.5.0SP2EP179
3 PartialTradeUnwind "Trade" includes "Swaps". FIX.5.0SP2EP161 FIX.5.0SP2EP179
4 Exercise Exercise FIX.5.0SP2EP161
5 Netting Compression (used for OTC derivative trades) and Netting (used for Futures trades) are essentially the same business process, i.e. rolling up closely related contracts into a single trade or position. FIX.5.0SP2EP161 FIX.5.0SP2EP179
6 FullNetting Full netting FIX.5.0SP2EP161
7 PartialNetting Partial netting FIX.5.0SP2EP161
8 Amendment Based on mutual agreement between the counterparties, used to change the original or previously amended contract terms reported to a trade repository. FIX.5.0SP2EP161 FIX.5.0SP2EP193
9 Increase Increase FIX.5.0SP2EP161
10 CreditEvent Credit event FIX.5.0SP2EP161
11 StrategicRestructuring Strategic restructuring FIX.5.0SP2EP161
12 SuccessionEventReorganization Succession event reorganization FIX.5.0SP2EP161
13 SuccessionEventRenaming Succession event renaming FIX.5.0SP2EP161
14 Porting Porting FIX.5.0SP2EP161
15 Withdrawl One party withdrew from the trade prior to confirmation or clearing. Can be used with TradeReportTransType(487)=1 (Cancel). FIX.5.0SP2EP161
16 Void Trade is to be ended after clearing. Can be used with TradeReportTransType(487)=1 (Cancel). FIX.5.0SP2EP161
99 Other Other price-forming continuation data or lifecycle event. Include description of type in TradeContinuationText(2374). FIX.5.0SP2EP161 FIX.5.0SP2EP179
17 AccountTransfer Account transfer FIX.5.0SP2EP179
18 GiveUp Give up FIX.5.0SP2EP179
19 TakeUp TakeUp FIX.5.0SP2EP179
20 AveragePricing Average pricing FIX.5.0SP2EP179
21 Reversal Reversal FIX.5.0SP2EP179
22 AllocTrdPosting Allocation/Trade posting FIX.5.0SP2EP179
23 Cascade The breakdown of a contract position to a more granular level, e.g. from a yearly position to monthly positions. FIX.5.0SP2EP179
24 Delivery Delivery FIX.5.0SP2EP179
25 OptionAsgn Option assignment FIX.5.0SP2EP179
26 Expiration Expiration FIX.5.0SP2EP179
27 Maturity Maturity FIX.5.0SP2EP179
28 EqualPosAdj Equal position adjustment FIX.5.0SP2EP179
29 UnequalPosAdj An adjustment to either the long or short position quantity but not both. FIX.5.0SP2EP179
30 Correction Used to correct an error in the contract terms of a previously submitted report to a trade repository. FIX.5.0SP2EP193
FIX.5.0SP2EP161 FIX.5.0SP2EP179
1938 AssetClass int The broad asset category for assessing risk exposure.
Value SymbolicName Description Added Updated Deprecated
1 InterestRate Interest rate FIX.5.0SP2EP161
2 Currency Currency FIX.5.0SP2EP161
3 Credit Credit FIX.5.0SP2EP161
4 Equity Equity FIX.5.0SP2EP161
5 Commodity Commodity FIX.5.0SP2EP161
6 Other Other FIX.5.0SP2EP179
7 Cash Cash FIX.5.0SP2EP192
8 Debt Debt FIX.5.0SP2EP192
9 Fund Such as mutual fund, collective investment vehicle, investment program, specialized account program. FIX.5.0SP2EP192
10 LoanFacility Loan facility FIX.5.0SP2EP192
FIX.5.0SP2EP161
1939 AssetSubClass int The subcategory description of the asset class.
Value SymbolicName Description Added Updated Deprecated
1 SingleCurrency Single currency FIX.5.0SP2EP161
2 CrossCurrency Cross currency FIX.5.0SP2EP161
3 Basket Basket [for multi-currency] FIX.5.0SP2EP161
4 SingleName Single name FIX.5.0SP2EP161
5 CreditIndex Credit index FIX.5.0SP2EP161
6 IndexTranche Index tranche FIX.5.0SP2EP161
7 CreditBasket Credit basket FIX.5.0SP2EP161
9 Common Common FIX.5.0SP2EP161
10 Preferred Preferred FIX.5.0SP2EP161
11 EquityIndex Equity index FIX.5.0SP2EP161
12 EquityBasket Equity basket FIX.5.0SP2EP161
13 Metals Metals FIX.5.0SP2EP161
14 Bullion Bullion FIX.5.0SP2EP161
15 Energy Energy FIX.5.0SP2EP161
16 CommodityIndex Commodity index FIX.5.0SP2EP161
17 Agricultural Agricultural FIX.5.0SP2EP161
18 Environmental Environmental FIX.5.0SP2EP161
19 Freight Freight FIX.5.0SP2EP161
8 Exotic Exotic FIX.5.0SP2EP179
20 Government Government FIX.5.0SP2EP192
21 Agency Agency FIX.5.0SP2EP192
22 Corporate Corporate FIX.5.0SP2EP192
23 Financing Financing FIX.5.0SP2EP192
24 MoneyMarket Money market FIX.5.0SP2EP192
25 Mortgage Mortgage FIX.5.0SP2EP192
26 Municipal Municipal FIX.5.0SP2EP192
27 MutualFund Mutual fund FIX.5.0SP2EP192
28 CollectiveInvestmentVehicle Collective investment vehicle FIX.5.0SP2EP192
29 InvestmentProgram A generalized fund for major investors. FIX.5.0SP2EP192
30 SpecializedAccountProgram A specialized fund setup for a particular account or group of accounts. FIX.5.0SP2EP192
31 TermLoan Term loan FIX.5.0SP2EP192
32 BridgeLoan Bridge loan FIX.5.0SP2EP192
33 LetterOfCredit Letter of credit FIX.5.0SP2EP192
34 DividendIndex Dividend index FIX.5.0SP2EP235
35 StockDividend Stock dividend FIX.5.0SP2EP235
36 ExchangeTradedFund Exchange traded fund FIX.5.0SP2EP235
37 VolatilityIndex Volatility index FIX.5.0SP2EP235
38 FXCrossRates FX cross rates FIX.5.0SP2EP235
39 FXEmergingMarkets FX emerging markets FIX.5.0SP2EP235
40 FXMajors FX Majors FIX.5.0SP2EP235
41 Fertilizer Fertilizer FIX.5.0SP2EP235
42 IndustrialProduct Industrial product FIX.5.0SP2EP235
43 Inflation Inflation FIX.5.0SP2EP235
44 Paper Paper FIX.5.0SP2EP235
45 Polypropylene Polypropylene FIX.5.0SP2EP235
46 OfficialEconomicStatistics Official economic statistics FIX.5.0SP2EP235
47 Other Defined under MiFID II (Directive 2014/65/EU) Section C(10) of Annex I and paraphrased in ESMA RTS 2 Annex III Section 10, "Other C10" is a financial instrument "which is not a 'Freight derivative', any of the following interest rate derivatives sub-asset classes: 'Inflation multi-currency swap or cross-currency swap', a 'Future/forward on inflation multi-currency swaps or cross-currency swaps', an 'Inflation single currency swap', a 'Future/forward on inflation single currency swap' and any of the following equity derivatives sub-asset classes: a 'Volatility index option', a 'Volatility index future/forward', a swap with parameter return variance, a swap with parameter return volatility, a portfolio swap with parameter return variance, a portfolio swap with parameter return volatility". FIX.5.0SP2EP235
48 Other May be used with any AssetClass(1938) values. FIX.5.0SP2EP235
FIX.5.0SP2EP161
1940 AssetType String Used to provide more specific description of the asset specified in AssetSubClass(1939).
See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed.
Other values may be used by mutual agreement of the counterparties. In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field. 		FIX.5.0SP2EP161 FIX.5.0SP2EP235
1941 SwapClass String The classification or type of swap. Additional values may be used by mutual agreement of the counterparties.
Value SymbolicName Description Added Updated Deprecated
BS BasisSwap Basis swap FIX.5.0SP2EP161
IX IndexSwap Index swap FIX.5.0SP2EP161
BB BroadBasedSecuritySwap Broad-based security swap FIX.5.0SP2EP161
SK BasketSwap Basket swap FIX.5.0SP2EP161
FIX.5.0SP2EP161
1942 NthToDefault int The Nth reference obligation to default in a CDS reference basket. If specified without MthToDefault(1943) the default will trigger a CDS payout. If MthToDefault(1943) is also present then payout occurs between the Nth and Mth obligations to default. FIX.5.0SP2EP161
1943 MthToDefault int The Mth reference obligation to default in a CDS reference basket. When NthToDefault(1942) and MthToDefault(1943) are represented then the CDS payout occurs between the Nth and Mth obligations to default. FIX.5.0SP2EP161
1944 SettledEntityMatrixSource String Relevant settled entity matrix source. FIX.5.0SP2EP161
1945 SettledEntityMatrixPublicationDate LocalMktDate The publication date of the applicable version of the matrix. If not specified, the Standard Terms Supplement defines rules for which version of the matrix is applicable. FIX.5.0SP2EP161
1946 CouponType int Coupon type of the bond.
Value SymbolicName Description Added Updated Deprecated
0 Zero Zero FIX.5.0SP2EP161
1 FixedRate Fixed rate FIX.5.0SP2EP161
2 FloatingRate Floating rate FIX.5.0SP2EP161
3 Structured Structured FIX.5.0SP2EP161
FIX.5.0SP2EP161
1947 TotalIssuedAmount Amt Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued securities. FIX.5.0SP2EP161
1948 CouponFrequencyPeriod int Time unit multiplier for the frequency of the bond's coupon payment. FIX.5.0SP2EP161
1949 CouponFrequencyUnit String Time unit associated with the frequency of the bond's coupon payment.
Value SymbolicName Description Added Updated Deprecated
D Day Day FIX.5.0SP2EP161
Wk Week Week FIX.5.0SP2EP161
Mo Month Month FIX.5.0SP2EP161
Yr Year Year FIX.5.0SP2EP161
H Hour Hour FIX.5.0SP2EP169
Min Minute Minute FIX.5.0SP2EP169
S Second Second FIX.5.0SP2EP169
T Term Term FIX.5.0SP2EP169
FIX.5.0SP2EP161
1950 CouponDayCount int The day count convention used in interest calculations for a bond or an interest bearing security. Absence of this field for a bond or an interest bearing security transaction implies a "flat" trade, i.e. no accrued interest determined at time of the transaction.
Value SymbolicName Description Added Updated Deprecated
0 OneOne If parties specify the Day Count Fraction to be 1/1 then in calculating the applicable amount, 1 is simply input into the calculation as the relevant Day Count Fraction. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (a). FIX.5.0SP2EP161 FIX.5.0SP2EP200
1 ThrityThreeSixtyUS Mainly used in the US with the following date adjustment rules: (1) If the investment is End-Of-Month and Date1 is the last day of February and Date2 is the last day of February, then change Date2 to 30; (2) If the investment is End-Of-Month and Date1 is the last day of February, then change Date1 to 30; (3) If Date2 is 31 and Date1 is 30 or 31, then change Date2 to 30; (4) If Date1 is 31, then change Date1 to 30. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (f). FIX.5.0SP2EP161 FIX.5.0SP2EP200
2 ThirtyThreeSixtySIA A variant of "30/360" - when Date1 and Date2 are both Feb. 28th or 29th convert them to 30th using the same logic in the conversion of 31st to 30th. FIX.5.0SP2EP161
3 ThirtyThreeSixtyM Commonly used day count convention for US mortgage backed securities. Feb 28th (or 29th in a leap year) is always considered as a 30th for a start date. As a comparison, in the regular 30/360 day count as used by most US agency and corporate bonds, a start date of Feb 28th (or 29th in a leap year) is still considered as the 28th (or 29th) day of a month of 30 days. FIX.5.0SP2EP161
4 ThirtyEThreeSixty Also known as 30/360.ISMA, 30S/360, or Special German. Date adjustment rules are: (1) If Date1 falls on the 31st, then change it to the 30th; (2) If Date2 falls on the 31st, then change it to the 30th. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (g). FIX.5.0SP2EP161 FIX.5.0SP2EP200
5 ThirtyEThreeSixtyISDA Date adjustment rules are: (1) if Date1 is the last day of the month, then change Date1 to 30; (2) if D2 is the last day of the month (unless Date2 is the maturity date and Date2 is in February), then change Date2 to 30. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (h). FIX.5.0SP2EP161 FIX.5.0SP2EP200
6 ActThreeSixty The actual number of days between Date1 and Date2, divided by 360. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (e). FIX.5.0SP2EP161 FIX.5.0SP2EP200
7 ActThreeSixtyFiveFixed The actual number of days between Date1 and Date2, divided by 365. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (d). FIX.5.0SP2EP161 FIX.5.0SP2EP200
8 ActActAFB The actual number of days between Date1 and Date2, the denominator is either 365 (if the calculation period does not contain the 29th February) or 366 (if the calculation period includes 29th February). See also AFB Master Agreement for Financial Transactions - Interest Rate Transactions (2004) in Section 4. Calculation of Fixed Amounts and Floating Amounts, paragraph 7 Day Count Fraction, subparagraph (i). FIX.5.0SP2EP161 FIX.5.0SP2EP200
9 ActActICMA The denominator is the actual number of days in the coupon period multiplied by the number of coupon periods in the year. Assumes that regular coupons always fall on the same day of the month where possible. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (c). FIX.5.0SP2EP161 FIX.5.0SP2EP200
10 ActActISMAUltimo The Act/Act (ICMA Ultimo) differs from Act/Act (ICMA) method only that it assumes that regular coupons always fall on the last day of the month. FIX.5.0SP2EP161 FIX.5.0SP2EP200
11 ActActISDA The denominator varies depending on whether a portion of the relevant calculation period falls within a leap year. For the portion of the calculation period falling in a leap year, the denominator is 366 and for the portion falling outside a leap year, the denominator is 365. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (b). FIX.5.0SP2EP161 FIX.5.0SP2EP200
12 BusTwoFiftyTwo Used for Brazilian Real swaps, which is based on business days instead of calendar days. The number of business days divided by 252. FIX.5.0SP2EP161 FIX.5.0SP2EP200
13 ThirtyEPlusThreeSixty Variation on 30E/360. Date adjustment rules: (1) If Date1 falls on the 31st, then change it to the 30th; (2) If Date2 falls on the 31st, then change it to 1 and increase Month2 by one, i.e. next month. FIX.5.0SP2EP161
14 ActThreeSixtyFiveL The number of days in a period equal to the actual number of days .The number of days in a year is 365, or if the period ends in a leap year 366. Used for Sterling floating rate notes. May also be referred to as ISMA-Year. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (i). FIX.5.0SP2EP161 FIX.5.0SP2EP200
15 NLThreeSixtyFive The number of days in a period equal to the actual number of days, with the exception of leap days (29th February) which are ignored. The number of days in a year is 365, even in a leap year. FIX.5.0SP2EP161
16 NLThreeSixty This is the same as Act/360, with the exception of leap days (29th February) which are ignored. FIX.5.0SP2EP161
17 Act364 The actual number of days between Date1 and Date2, divided by 364. FIX.5.0SP2EP200
FIX.5.0SP2EP161 FIX.5.0SP2EP200
1951 ConvertibleBondEquityID String Identifies the equity in which a convertible bond can be converted to. FIX.5.0SP2EP161
1952 ConvertibleBondEquityIDSource String Identifies class or source of the ConvertibleBondEquityID(1951) value.
100+ are reserved for private security. 		FIX.5.0SP2EP161
1953 ContractPriceRefMonth MonthYear Reference month if there is no applicable MaturityMonthYear(200) value for the contract or security. FIX.5.0SP2EP161
1954 LienSeniority int Indicates the seniority level of the lien in a loan.
Value SymbolicName Description Added Updated Deprecated
0 Unknown Unknown FIX.5.0SP2EP161
1 FirstLien First lien FIX.5.0SP2EP161
2 SecondLien Second lien FIX.5.0SP2EP161
3 ThirdLien Third lien FIX.5.0SP2EP161
FIX.5.0SP2EP161
1955 LoanFacility int Specifies the type of loan when the credit default swap's reference obligation is a loan.
Value SymbolicName Description Added Updated Deprecated
0 BridgeLoan Bridge loan FIX.5.0SP2EP161
1 LetterOfCredit Letter of credit FIX.5.0SP2EP161
2 RevolvingLoan Revolving loan FIX.5.0SP2EP161
3 SwinglineFunding Swingline funding FIX.5.0SP2EP161
4 TermLoan Term loan FIX.5.0SP2EP161
5 TradeClaim Trade claim FIX.5.0SP2EP161
FIX.5.0SP2EP161
1956 ReferenceEntityType int Specifies the type of reference entity for first-to-default CDS basket contracts.
Value SymbolicName Description Added Updated Deprecated
1 Asian Asian FIX.5.0SP2EP161
2 AustralianNewZealand Australian and New Zealand FIX.5.0SP2EP161
3 EuropeanEmergingMarkets European emerging markets FIX.5.0SP2EP161
4 Japanese Japanese FIX.5.0SP2EP161
5 NorthAmericanHighYield North American high yield FIX.5.0SP2EP161
6 NorthAmericanInsurance North American insurance FIX.5.0SP2EP161
7 NorthAmericanInvestmentGrade North American investment grade FIX.5.0SP2EP161
8 Singaporean Singaporean FIX.5.0SP2EP161
9 WesternEuropean Western European FIX.5.0SP2EP161
10 WesternEuropeanInsurance Western European insurance FIX.5.0SP2EP161
FIX.5.0SP2EP161 FIX.5.0SP2EP192
1957 IndexSeries int The series identifier of a credit default swap index. FIX.5.0SP2EP161
1958 IndexAnnexVersion int The version of a credit default swap index annex. FIX.5.0SP2EP161
1959 IndexAnnexDate LocalMktDate The date of a credit default swap index series annex. FIX.5.0SP2EP161
1960 IndexAnnexSource String The source of a credit default swap series annex. FIX.5.0SP2EP161
1961 AgreementVersion String The version of the master agreement FIX.5.0SP2EP161
1962 MasterConfirmationDesc String The type of master confirmation executed between the parties.
See http://www.fpml.org/coding-scheme/master-confirmation-type for values. 		FIX.5.0SP2EP161
1963 MasterConfirmationDate LocalMktDate Alternative to broker confirmation. The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties. FIX.5.0SP2EP161
1964 MasterConfirmationAnnexDesc String The type of master confirmation annex executed between the parties.
See http://www.fpml.org/coding-scheme/master-confirmation-annex-type for values. 		FIX.5.0SP2EP161
1965 MasterConfirmationAnnexDate LocalMktDate The date that an annex to the master confirmation was executed between the parties. FIX.5.0SP2EP161
1966 BrokerConfirmationDesc String Describes the type of broker confirmation executed between the parites. Can be used as an alterative to MasterConfirmationDesc(1962). See http://www.fpml.org/coding-scheme/broker-confirmation-type for values. FIX.5.0SP2EP161
1967 CreditSupportAgreementDesc String The type of ISDA Credit Support Agreement. See http://www.fpml.org/coding-scheme/credit-support-agreement-type for values. FIX.5.0SP2EP161
1968 CreditSupportAgreementDate LocalMktDate The date of the ISDA Credit Support Agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties. FIX.5.0SP2EP161
1969 CreditSupportAgreementID String A common reference or unique identifier to identify the ISDA Credit Support Agreement executed between the parties. FIX.5.0SP2EP161
1970 GoverningLaw String Identification of the law governing the transaction. See http://www.fpml.org/coding-scheme/governing-law for values. FIX.5.0SP2EP161
1971 NoSideRegulatoryTradeIDs NumInGroup Number of regulatory IDs in the repeating group. FIX.5.0SP2EP161
1972 SideRegulatoryTradeID String Trade identifier required by government regulators or other regulatory organziations for regulatory reporting purposes. For example, unique swap identifier (USI) as required by the U.S. Commodity Futures Trading Commission. FIX.5.0SP2EP161
1973 SideRegulatoryTradeIDSource String Identifies the reporting entity that originated the value in SideRegulatoryTradeID(1972). The reporting entity identifier may be assigned by a regulator. FIX.5.0SP2EP161
1974 SideRegulatoryTradeIDEvent int Identifies the event which caused origination of the identifier in SideRegulatoryTradeID(1972). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing).
Value SymbolicName Description Added Updated Deprecated
0 InitialBlockTrade Initial block trade FIX.5.0SP2EP161
1 Allocation or determination that the block trade will not be further allocated. FIX.5.0SP2EP161
2 Clearing Clearing FIX.5.0SP2EP161
3 Compression Compression FIX.5.0SP2EP161
4 Novation Novation FIX.5.0SP2EP161
5 Termination Termination FIX.5.0SP2EP161
FIX.5.0SP2EP161
1975 SideRegulatoryTradeIDType int Specifies the type of trade identifier provided in SideRegulatoryTradeID(1972), within the context of the hierarchy of trade events.
Value SymbolicName Description Added Updated Deprecated
0 Current The default FIX.5.0SP2EP161
1 Previous e.g. when reporting a cleared trade or novation of a previous trade. FIX.5.0SP2EP161
2 Block e.g. when reporting an allocated subtrade. FIX.5.0SP2EP161
3 Related e.g. when reporting a mixed swap FIX.5.0SP2EP161
FIX.5.0SP2EP161
1976 NoSecondaryAssetClasses NumInGroup Number of secondary asset classes in the repeating group. FIX.5.0SP2EP161
1977 SecondaryAssetClass int The broad asset category for assessing risk exposure for a multi-asset trade. FIX.5.0SP2EP161
1978 SecondaryAssetSubClass int An indication of the general description of the asset class. FIX.5.0SP2EP161
1979 SecondaryAssetType String Used to provide more specific description of the asset specified in SecondaryAssetSubClass(1978).
See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed.
Other values may be used by mutual agreement of the counterparties. In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field. 		FIX.5.0SP2EP161 FIX.5.0SP2EP235
1980 BlockTrdAllocIndicator int Indication that a block trade will be allocated.
Value SymbolicName Description Added Updated Deprecated
0 BlockToBeAllocated Block to be allocated FIX.5.0SP2EP161
1 BlockNotToBeAllocated Block not to be allocated FIX.5.0SP2EP161
2 AllocatedTrade A sub-trade of a block trade. FIX.5.0SP2EP161
FIX.5.0SP2EP161
1981 NoUnderlyingEvents NumInGroup Number of events in the repeating group. FIX.5.0SP2EP161
1982 UnderlyingEventType int Code to represent the type of event. FIX.5.0SP2EP161
1983 UnderlyingEventDate LocalMktDate The date of the event. FIX.5.0SP2EP161
1984 UnderlyingEventTime UTCTimestamp The time of the event. To be used in combination with UnderlyingEventDate(1983). FIX.5.0SP2EP161
1985 UnderlyingEventTimeUnit String Time unit associated with the event. FIX.5.0SP2EP161
1986 UnderlyingEventTimePeriod int Time unit multiplier for the event. FIX.5.0SP2EP161
1987 UnderlyingEventPx Price Predetermined price of issue at event, if applicable. FIX.5.0SP2EP161
1988 UnderlyingConstituentWeight float For a basket, or pool, describes the weight of each of the constituents within the basket. If not provided, it is assumed to be equal weighted. FIX.5.0SP2EP161
1989 UnderlyingCouponType int Specifies the coupon type of the underlying bond. FIX.5.0SP2EP161
1990 UnderlyingTotalIssuedAmount Amt Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security. FIX.5.0SP2EP161
1991 UnderlyingCouponFrequencyPeriod int Time unit multiplier for the frequency of the bond's coupon payment. FIX.5.0SP2EP161
1992 UnderlyingCouponFrequencyUnit String Time unit associated with the frequency of the bond's coupon payment. FIX.5.0SP2EP161
1993 UnderlyingCouponDayCount int The day count convention used in interest calculations for a bond or an interest bearing security. FIX.5.0SP2EP161
1994 UnderlyingObligationID String For a CDS basket or pool identifies the reference obligation. UnderlyingObligationID(1994) is reserved for the reference entity for baskets or pools. In a CDS single name the reference entity is identified in insrument ID and the obligations are identified in UnderlyingObligationID(1994). FIX.5.0SP2EP161
1995 UnderlyingObligationIDSource String Identifies the source scheme of the UnderlyingObligationID(1994). FIX.5.0SP2EP161
1996 UnderlyingEquityID String Specifies the equity in which a convertible bond can be converted. FIX.5.0SP2EP161
1997 UnderlyingEquityIDSource String Identifies the source of the UnderlyingEquityID(1996). FIX.5.0SP2EP161
1998 UnderlyingLienSeniority int Indicates the seniority level of the lien in a loan. FIX.5.0SP2EP161
1999 UnderlyingLoanFacility int Specifies the type of loan when the credit default swap's reference obligation is a loan. FIX.5.0SP2EP161
2000 UnderlyingReferenceEntityType int Specifies the type of reference entity for first-to-default CDS basket contracts. FIX.5.0SP2EP161 FIX.5.0SP2EP192
2001 StrikeIndexSpread PriceOffset Specifies the strike price offset from the named index. FIX.5.0SP2EP169
2002 ValuationSource String Specifies the source of trade valuation data. FIX.5.0SP2EP169
2003 UnderlyingIndexSeries int The series identifier of a credit default swap index. FIX.5.0SP2EP161
2004 UnderlyingIndexAnnexVersion int The version identifier of a credit default swap index annex. FIX.5.0SP2EP161
2005 UnderlyingIndexAnnexDate LocalMktDate The date of a credit default swap index series annex. FIX.5.0SP2EP161
2006 UnderlyingIndexAnnexSource String The source of a credit default swap index series annex. FIX.5.0SP2EP161
2007 UnderlyingProductComplex String Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc FIX.5.0SP2EP161
2008 UnderlyingSecurityGroup String An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. FIX.5.0SP2EP161
2009 UnderlyingSettleOnOpenFlag String Indicator to determine if Instrument is Settle on Open. FIX.5.0SP2EP161
2010 UnderlyingAssignmentMethod char Method under which assignment was conducted FIX.5.0SP2EP161
2011 UnderlyingSecurityStatus String Gives the current state of the instrument FIX.5.0SP2EP161
2012 UnderlyingObligationType String Type of reference obligation for credit derivatives contracts.
Value SymbolicName Description Added Updated Deprecated
0 Bond Bond FIX.5.0SP2EP161
1 ConvertibleBond Convertible bond FIX.5.0SP2EP161
2 Mortgage Mortgage FIX.5.0SP2EP161
3 Loan Loan FIX.5.0SP2EP161
FIX.5.0SP2EP161
2013 UnderlyingAssetClass int The broad asset category for assessing risk exposure. FIX.5.0SP2EP161
2014 UnderlyingAssetSubClass int An indication of the general description of the asset class. FIX.5.0SP2EP161
2015 UnderlyingAssetType String Used to provide more specific description of the asset specified in UnderlyingAssetSubClass(2082).
See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed.
Other values may be used by mutual agreement of the counterparties. In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field. 		FIX.5.0SP2EP161 FIX.5.0SP2EP235
2016 UnderlyingSwapClass String The type or classification of swap. Additional values may be used by mutual agreement of the counterparties. FIX.5.0SP2EP161
2017 UnderlyingNthToDefault int The Nth reference obligation to default in a CDS reference basket. If specified without UnderlyingMthToDefault(2018) the default will trigger a CDS payout. If UnderlyingMthToDefault(2018) is also present then payout occurs between the Nth and Mth obligations to default. FIX.5.0SP2EP161
2018 UnderlyingMthToDefault int The Mth reference obligation to default in a CDS reference basket. When UnderlyingNthToDefault(2017) and UnderlyingMthToDefault(2018) are represented then the CDS payout occurs between the Nth and Mth obligations to default. FIX.5.0SP2EP161
2019 UnderlyingSettledEntityMatrixSource String Relevant settled entity matrix source. FIX.5.0SP2EP161
2020 UnderlyingSettledEntityMatrixPublicationDate LocalMktDate Specifies the publication date of the applicable version of the matrix. If not specified, the Standard Terms Supplement defines rules for which version of the matrix is applicable. FIX.5.0SP2EP161
2021 UnderlyingStrikeMultiplier float Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. FIX.5.0SP2EP161
2022 UnderlyingStrikeValue float Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. FIX.5.0SP2EP161
2023 UnderlyingStrikePriceDeterminationMethod int Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. FIX.5.0SP2EP161 FIX.5.0SP2EP169
2024 UnderlyingStrikePriceBoundaryMethod int Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. FIX.5.0SP2EP161
2025 UnderlyingStrikePriceBoundaryPrecision Percentage Used in combination with StrikePriceBoundaryMethod(1479) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. FIX.5.0SP2EP161
2026 UnderlyingMinPriceIncrement float Minimum price increment for the instrument. Could also be used to represent tick value. FIX.5.0SP2EP161
2027 UnderlyingMinPriceIncrementAmount Amt Minimum price increment amount associated with the UnderlyingMinPriceIncrement(2026). For listed derivatives, the value can be calculated by multiplying UnderlyingMinPriceIncrement(2026) by UnderlyingContractMultiplier(436). FIX.5.0SP2EP161
2028 UnderlyingOptPayoutType int Indicates the type of valuation method or payout trigger for an in-the-money option. FIX.5.0SP2EP161 FIX.5.0SP2EP238
2029 UnderlyingOptPayoutAmount Amt Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. FIX.5.0SP2EP161
2030 UnderlyingPriceQuoteMethod String Method for price quotation. FIX.5.0SP2EP161
2031 UnderlyingValuationMethod String Indicates type of valuation method used. FIX.5.0SP2EP161
2032 UnderlyingListMethod int Indicates whether the instruments are pre-listed only or can also be defined via user request. FIX.5.0SP2EP161
2033 UnderlyingCapPrice Price Used to express the ceiling price of a capped call. FIX.5.0SP2EP161
2034 UnderlyingFloorPrice Price Used to express the floor price of a capped put. FIX.5.0SP2EP161
2035 UnderlyingFlexibleIndicator Boolean Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator. FIX.5.0SP2EP161
2036 UnderlyingFlexProductEligibilityIndicator Boolean Used to indicate if a product or group of product supports the creation of flexible securities. FIX.5.0SP2EP161
2037 UnderlyingPositionLimit int Position limit for the instrument. FIX.5.0SP2EP161
2038 UnderlyingNTPositionLimit int Position Limit in the near-term contract for a given exchange-traded product. FIX.5.0SP2EP161
2039 UnderlyingPool String Identifies the mortgage backed security (MBS) / asset backed security (ABS) pool. FIX.5.0SP2EP161
2040 UnderlyingContractSettlMonth MonthYear Specifies when the contract (i.e. MBS/TBA) will settle. Must be present for MBS/TBA. FIX.5.0SP2EP161
2041 UnderlyingDatedDate LocalMktDate If different from IssueDate() FIX.5.0SP2EP161
2042 UnderlyingInterestAccrualDate LocalMktDate If different from IssueDate and DatedDate FIX.5.0SP2EP161
2043 UnderlyingShortSaleRestriction int Indicates whether a restriction applies to short selling a security. FIX.5.0SP2EP161
2044 UnderlyingRefTickTableID int Spread table code referred by the security or symbol. FIX.5.0SP2EP161
2045 NoUnderlyingComplexEvents NumInGroup Number of complex events in the repeating group. FIX.5.0SP2EP161
2046 UnderlyingComplexEventType int Identifies the type of complex event. FIX.5.0SP2EP161
2047 UnderlyingComplexOptPayoutAmount Amt Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. FIX.5.0SP2EP161
2048 UnderlyingComplexEventPrice Price Specifies the price at which the complex event takes effect. Impact of the event price is determined by the UnderlyingComplexEventType(2046). FIX.5.0SP2EP161
2049 UnderlyingComplexEventPriceBoundaryMethod int Specifies the boundary condition to be used for the event price relative to the UnderlyingComplexEventPrice(2048) at the point the complex event outcome takes effect as determined by the UnderlyingComplexEventPriceTimeType(2051). FIX.5.0SP2EP161
2050 UnderlyingComplexEventPriceBoundaryPrecision Percentage Used in combination with UnderlyingComplexEventPriceBoundaryMethod(2049) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. FIX.5.0SP2EP161
2051 UnderlyingComplexEventPriceTimeType int Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the UnderlyingComplexEventType(2046). FIX.5.0SP2EP161 FIX.5.0SP2EP169
2052 UnderlyingComplexEventCondition int

Specifies the condition between complex events when more than one event is specified.

Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. 		FIX.5.0SP2EP161
2053 NoUnderlyingComplexEventDates NumInGroup Number of underlying complex event dates in the repeating group. FIX.5.0SP2EP161
2054 UnderlyingComplexEventStartDate UTCDateOnly The start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options.
The start date must always be less than or equal to end date. 		FIX.5.0SP2EP161 FIX.5.0SP2EP195
2055 UnderlyingComplexEventEndDate UTCDateOnly The end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options.
UnderlyingComplexEventEndDate(2056) must always be greater than or equal to UnderlyingComplexEventStartDate(2055). 		FIX.5.0SP2EP161 FIX.5.0SP2EP195
2056 NoUnderlyingComplexEventTimes NumInGroup Number of complex event times in the repeating group. FIX.5.0SP2EP161
2057 UnderlyingComplexEventStartTime UTCTimeOnly The start time of the time range on which a complex event date is effective.
UnderlyingComplexEventStartTime(2057) must always be less than or equal to UndelryingComplexEventEndTime(2058). 		FIX.5.0SP2EP161
2058 UnderlyingComplexEventEndTime UTCTimeOnly The end time of the time range on which a complex event date is effective.
UnderlyingComplexEventEndTime(2058) must always be greater than or equal to UnderlyingComplexEventStartTime(2057). 		FIX.5.0SP2EP161
2059 NoLegEvents NumInGroup Number of events in the repeating group FIX.5.0SP2EP161
2060 LegEventType int Code to represent the type of event. FIX.5.0SP2EP161
2061 LegEventDate LocalMktDate The date of the event. FIX.5.0SP2EP161
2062 LegEventTime UTCTimestamp Specific time of event. To be used in combination with LegEventDate(2061). FIX.5.0SP2EP161
2063 LegEventTimeUnit String Time unit associated with the event. FIX.5.0SP2EP161
2064 LegEventTimePeriod int Time unit multiplier for the event. FIX.5.0SP2EP161
2065 LegEventPx Price Predetermined price of issue at event, if applicable. FIX.5.0SP2EP161
2066 LegEventText String Free form text to specify additional information or enumeration description when a standard value does not apply. FIX.5.0SP2EP161
2067 LegAssetClass int The broad asset category for assessing risk exposure. FIX.5.0SP2EP161
2068 LegAssetSubClass int The general subcategory description of the asset class. FIX.5.0SP2EP161
2069 LegAssetType String Used to provide more specific description of the asset specified in LegAssetSubClass(2068).
See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed.
Other values may be used by mutual agreement of the counterparties. In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field. 		FIX.5.0SP2EP161 FIX.5.0SP2EP235
2070 LegSwapClass String Swap type. FIX.5.0SP2EP161
2071 UnderlyingEventText String Free form text to specify comments related to the event. FIX.5.0SP2EP161
2072 EncodedUnderlyingEventTextLen Length Byte length of encoded (non-ASCII characters) EncodedUnderlyingEventText(2073) field. FIX.5.0SP2EP161
2073 EncodedUnderlyingEventText data Encoded (non-ASCII characters) representation of the UnderlyingEventText(2071) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingEventText(2071) field. FIX.5.0SP2EP161
2074 EncodedLegEventTextLen Length Byte length of encoded (non-ASCII characters) EncodedLegEventText(2075) field. FIX.5.0SP2EP161
2075 EncodedLegEventText data Encoded (non-ASCII characters) representation of the LegEventText(2066) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegEventText(2066) field. FIX.5.0SP2EP161
2076 NoLegSecondaryAssetClasses NumInGroup Number of secondary asset classes in the repeating group. FIX.5.0SP2EP161
2077 LegSecondaryAssetClass int The broad asset category for assessing risk exposure for a multi-asset trade. FIX.5.0SP2EP161
2078 LegSecondaryAssetSubClass int An indication of the general description of the asset class. FIX.5.0SP2EP161
2079 LegSecondaryAssetType String Used to provide more specific description of the asset specified in LegSecondaryAssetSubClass(2078).
See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed.
Other values may be used by mutual agreement of the counterparties. In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field. 		FIX.5.0SP2EP161 FIX.5.0SP2EP235
2080 NoUnderlyingSecondaryAssetClasses NumInGroup Number of secondary asset classes in the repeating group. FIX.5.0SP2EP161
2081 UnderlyingSecondaryAssetClass int The broad asset category for assessing risk exposure for a multi-asset trade. FIX.5.0SP2EP161
2082 UnderlyingSecondaryAssetSubClass int An indication of the general description of the asset class. FIX.5.0SP2EP161
2083 UnderlyingSecondaryAssetType String Used to provide more specific description of the asset specified in UnderlyingSecondaryAssetSubClass(2082).
See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed.
Other values may be used by mutual agreement of the counterparties. In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field. 		FIX.5.0SP2EP161 FIX.5.0SP2EP235
2084 PreviousClearingBusinessDate LocalMktDate The date of the previous clearing business day. FIX.5.0SP2EP162
2085 ValuationDate LocalMktDate The valuation date of the trade. FIX.5.0SP2EP162 FIX.5.0SP2EP169
2086 ValuationTime LocalMktTime The valuation time of the trade. FIX.5.0SP2EP162 FIX.5.0SP2EP169
2087 ValuationBusinessCenter String Identifies the business center whose calendar is used for valuation, e.g. "GLOB". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. FIX.5.0SP2EP162
2088 MarginAmtFXRate float Foreign exchange rate used to compute the MarginAmt(1645) from the MarginAmtCcy(1646) and the Currency(15). FIX.5.0SP2EP162
2089 MarginAmtFXRateCalc char Specifies whether or not MarginAmtFXRate(2088) should be multipled or divided. FIX.5.0SP2EP162
2090 CollateralFXRate float Foreign exchange rate used to compute the CurrentCollateralAmount(1704) from the CollateralCurrency(1646) and the Currency(15). FIX.5.0SP2EP162
2091 CollateralFXRateCalc char Specifies whether or not CollateralFXRate(2090) should be multipled or divided. FIX.5.0SP2EP162
2092 CollateralAmountMarketSegmentID String Market segment associated with the collateral amount. FIX.5.0SP2EP162
2093 CollateralAmountMarketID String Market associated with the collateral amount. FIX.5.0SP2EP162
2094 PayCollectFXRate float Foreign exchange rate used to compute the PayAmount(1710) or CollectAmount(1711) from the PayCollectCurrency(1709) and the Currency(15). FIX.5.0SP2EP162
2095 PayCollectFXRateCalc char Specifies whether or not PayCollectFXRate(2094) should be multipled or divided. FIX.5.0SP2EP162
2096 PosAmtStreamDesc String Corresponds to the value in StreamDesc(40051) in the StreamGrp component. FIX.5.0SP2EP162
2097 PositionFXRate float Foreign exchange rate used to compute the PosAmt(708) from the PositionCurrency(1055) and the Currency (15). FIX.5.0SP2EP162
2098 PositionFXRateCalc char Specifies whether or not PositionFXRate(2097) should be multipled or divided. FIX.5.0SP2EP162
2099 PosAmtMarketSegmentID String Market segment associated with the position amount. FIX.5.0SP2EP162
2100 PosAmtMarketID String Market associated with the position amount. FIX.5.0SP2EP162
2101 TerminatedIndicator Boolean Indicates if the position has been terminated. FIX.5.0SP2EP162
2102 ShortMarkingExemptIndicator Boolean Indicates whether the originating account is exempt (Y) from marking orders as short or not (N). This designation may be used on both buy and sell orders. FIX.5.0SP2EP164
2103 RelatedRegulatoryTradeIDSource String Specifies the identifier of the reporting entity as assigned by regulatory agency. FIX.5.0SP2EP165
2104 NoAttachments NumInGroup The number of attached files. FIX.5.0SP2EP167
2105 AttachmentName String Specifies the file name of the attachment. FIX.5.0SP2EP167
2106 AttachmentMediaType String The MIME media type (and optional subtype) of the attachment. The values used are those assigned, listed and maintained by IANA (www.iana.org) [RFC2046]. See http://www.iana.org/assignments/media-types/index.html for available types.


Examples values (RFC number provided for reference here only):
"application/pdf" (see [RFC3778])
"application/msword" (for .doc files)
"multipart/signed" (see [RFC1847])
"application/vnd.openxmlformats-officedocument.wordprocessingml.document" (for .docx files)
 FIX.5.0SP2EP167
2107 AttachmentClassification String Specifies semantically the type of the attached document from a business perspective. The default classification scheme reuses the FIX standard classification scheme of a high level section (pretrade, trade, posttrade, etc.) and a category, then a specific application or document type. The expression follows {"section/category/application type"}.

The goal here is to map the attachment into the sections and categories of the FIX business messages if possible. The classification scheme can be expanded or replaced by counterparty agreement. This approach permits the introduction and reference to other business ontologies.

Example:
posttrade/confirmation/confirm
pretrade//termsheet 		FIX.5.0SP2EP167
2108 AttachmentExternalURL String Used to specify an external URL where the attachment can be obtained. FIX.5.0SP2EP167
2109 AttachmentEncodingType int The encoding type of the content provided in EncodedAttachment(2112). MessageEncoding(347) that defines how FIX fields of type Data are encoded. The MessageEncoding(347) is used embed text in another character set (e.g. Unicode or Shift-JIS) within FIX.
Value SymbolicName Description Added Updated Deprecated
0 Base64 Base64 Encoding. FIX.5.0SP2EP167
1 RawBinary Unencoded binary content. FIX.5.0SP2EP167
FIX.5.0SP2EP167
2110 UnencodedAttachmentLen int Unencoded content length in bytes. Can be used to validate successful unencoding. FIX.5.0SP2EP167
2111 EncodedAttachmentLen Length Byte length of encoded the EncodedAttachment(2112) field. FIX.5.0SP2EP167
2112 EncodedAttachment data The content of the attachment in the encoding format specified in the AttachmentEncodingType(2109) field. FIX.5.0SP2EP167
2113 NoAttachmentKeywords NumInGroup The number of attachment keywords. FIX.5.0SP2EP167
2114 AttachmentKeyword String Can be used to provide data or keyword tagging of the content of the attachment. FIX.5.0SP2EP167
2115 NegotiationMethod int Specifies the negotiation method to be used.
Value SymbolicName Description Added Updated Deprecated
0 AutoSpot The spot price for the reference or benchmark security is provided automatically. FIX.5.0SP2EP168
1 NegotiatedSpot The spot price for the reference or benchmark security is to be negotiated. FIX.5.0SP2EP168
2 PhoneSpot The spot price for the reference of benchmark security is to be negotiated via phone or voice. FIX.5.0SP2EP168 FIX.5.0SP2EP208
FIX.5.0SP2EP168
2116 NextAuctionTime UTCTimestamp The time of the next auction. FIX.5.0SP2EP168
2117 ComplexOptPayoutPaySide int Trade side of payout payer. FIX.5.0SP2EP169
2118 ComplexOptPayoutReceiveSide int Trade side of payout receiver. FIX.5.0SP2EP169
2119 ComplexOptPayoutUnderlier String Reference to the underlier whose payments are being passed through. FIX.5.0SP2EP169
2120 ComplexOptPayoutPercentage Percentage Percentage of observed price for calculating the payout associated with the event. FIX.5.0SP2EP169
2121 ComplexOptPayoutTime int Specifies when the payout is to occur.
Value SymbolicName Description Added Updated Deprecated
0 Close Close FIX.5.0SP2EP169
1 Open Open FIX.5.0SP2EP169
2 OfficialSettl Official settlement FIX.5.0SP2EP169
3 ValuationTime Valuation time FIX.5.0SP2EP169
4 ExcahgneSettlTime Exchange settlement time FIX.5.0SP2EP169
5 DerivativesClose Derivatives close FIX.5.0SP2EP169
6 AsSpecified As specified in master confirmation FIX.5.0SP2EP169
FIX.5.0SP2EP169
2122 ComplexOptPayoutCurrency Currency Specifies the currency of the payout amount. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
2123 ComplexEventPricePercentage Percentage Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484). FIX.5.0SP2EP169
2124 ComplexEventCurrencyOne Currency Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. FIX.5.0SP2EP169
2125 ComplexEventCurrencyTwo Currency Specifies the second reference currencyof the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. FIX.5.0SP2EP169
2126 ComplexEventQuoteBasis int For foreign exchange Quanto option feature.
Value SymbolicName Description Added Updated Deprecated
0 Currency1PerCurrency2 Currency 1 per currency 2 FIX.5.0SP2EP169
1 Currency2PerCurrency1 Currency 2 per currency 1 FIX.5.0SP2EP169
FIX.5.0SP2EP169
2127 ComplexEventFixedFXRate float Specifies the fixed FX rate alternative for FX Quantro options. FIX.5.0SP2EP169
2128 ComplexEventDeterminationMethod String Specifies the method according to which an amount or a date is determined.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2EP169
2129 ComplexEventCalculationAgent int Used to identify the calculation agent. FIX.5.0SP2EP169
2130 ComplexEventStrikePrice Price Upper strike price for Asian option feature. Strike percentage for a Strike Spread. FIX.5.0SP2EP169
2131 ComplexEventStrikeFactor float Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. FIX.5.0SP2EP169
2132 ComplexEventStrikeNumberOfOptions int Upper string number of options for a Strike Spread. FIX.5.0SP2EP169
2133 ComplexEventCreditEventsXIDRef XIDREF Reference to credit event table elsewhere in the message. FIX.5.0SP2EP169
2134 ComplexEventCreditEventNotifyingParty int The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring.
Value SymbolicName Description Added Updated Deprecated
0 SellerNotifies Seller notifies FIX.5.0SP2EP169
1 BuyerNotifies Buyer notifies FIX.5.0SP2EP169
2 SellerOrBuyerNotifies Seller or buyer notifies FIX.5.0SP2EP169
FIX.5.0SP2EP169
2135 ComplexEventCreditEventBusinessCenter String The local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
2136 ComplexEventCreditEventStandardSources Boolean When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable. FIX.5.0SP2EP169
2137 ComplexEventCreditEventMinimumSources int The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. FIX.5.0SP2EP169
2138 ComplexEventXID XID Identifier of this complex event for cross referencing elsewhere in the message. FIX.5.0SP2EP169
2139 ComplexEventXIDRef XIDREF Reference to a complex event elsewhere in the message. FIX.5.0SP2EP169
2140 ValuationReferenceModel String Specifies the methodology and/or assumptions used to generate the trade value. FIX.5.0SP2EP169
2141 StrategyType String Specifies the type of trade strategy.
Value SymbolicName Description Added Updated Deprecated
STD Straddle Straddle FIX.5.0SP2EP169
STG Strangle Strangle FIX.5.0SP2EP169
BF Butterfly Butterfly FIX.5.0SP2EP169
CNDR Condor Condor FIX.5.0SP2EP169
CISN CallableInversibleSnowball Callable inversible snowball FIX.5.0SP2EP169
OTHER Other Other FIX.5.0SP2EP169
FIX.5.0SP2EP169
2142 CommonPricingIndicator Boolean When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price. FIX.5.0SP2EP169
2143 SettlDisruptionProvision int Specifies the consequences of bullion settlement disruption events.
Value SymbolicName Description Added Updated Deprecated
1 Negotiation Negotiation FIX.5.0SP2EP169
2 Cancellation Cancellation and payment FIX.5.0SP2EP169
FIX.5.0SP2EP169
2144 InstrumentRoundingDirection char Specifies the rounding direction if not overridden elsewhere. FIX.5.0SP2EP169 FIX.5.0SP2EP208
2145 InstrumentRoundingPrecision int Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. FIX.5.0SP2EP169
2146 LegSettleOnOpenFlag String Indicator to determine if the instrument is to settle on open. FIX.5.0SP2EP169
2147 LegInstrmtAssignmentMethod char Specifies the method under which assignment was conducted. FIX.5.0SP2EP169
2148 LegSecurityStatus String Used for derivatives. Denotes the current state of the InstrumentLeg. FIX.5.0SP2EP169
2149 LegRestructuringType String A category of CDS credit event in which the underlying bond experiences a restructuring.
Used to define a CDS instrument. 		FIX.5.0SP2EP169
2150 LegSeniority String Specifies which issue (underlying bond) will receive payment priority in the event of a default.
Used to define a CDS instrument. 		FIX.5.0SP2EP169
2151 LegNotionalPercentageOutstanding Percentage Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index.
Used to calculate the true value of a CDS trade or position. 		FIX.5.0SP2EP169
2152 LegOriginalNotionalPercentageOutstanding Percentage Used to reflect the Original value prior to the application of a credit event. See LegNotionalPercentageOutstanding(2151). FIX.5.0SP2EP169
2153 LegAttachmentPoint Percentage Lower bound percentage of the loss that the tranche can endure. FIX.5.0SP2EP169
2154 LegDetachmentPoint Percentage Upper bound percentage of the loss the tranche can endure. FIX.5.0SP2EP169
2155 LegObligationType String Type of reference obligation for credit derivatives contracts. FIX.5.0SP2EP169
2156 LegSwapSubClass String The sub-classification or notional schedule type of the swap. FIX.5.0SP2EP169 FIX.5.0SP2EP238
2157 LegNthToDefault int The Nth reference obligation in a CDS reference basket. If specified without LegMthToDefault(2158) the default will trigger a CDS payout. If LegMthToDefault(2158) is also present then payout occurs between the Nth and Mth obligations to default. FIX.5.0SP2EP169
2158 LegMthToDefault int The Mth reference obligation to default in a CDS reference basket. When an NthToDefault(2157) to MthToDefault(2158) are represented then the CDS payout occurs between the Nth and Mth obligations to default. FIX.5.0SP2EP169
2159 LegSettledEntityMatrixSource String Relevant settled entity matrix source. FIX.5.0SP2EP169
2160 LegSettledEntityMatrixPublicationDate LocalMktDate The publication date of the applicable version of the matrix. When this element is omitted, the Standard Terms Supplement defines rules for which version of the matrix is applicable. FIX.5.0SP2EP169
2161 LegCouponType int Specifies the coupon type of the bond. FIX.5.0SP2EP169
2162 LegTotalIssuedAmount Amt Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security. FIX.5.0SP2EP169
2163 LegCouponFrequencyPeriod int Time unit multiplier for the frequency of the bond's coupon payment. FIX.5.0SP2EP169
2164 LegCouponFrequencyUnit String Time unit associated with the frequency of the bond's coupon payment. FIX.5.0SP2EP169
2165 LegCouponDayCount int The day count convention used in interest calculations for a bond or an interest bearing security. FIX.5.0SP2EP169
2166 LegConvertibleBondEquityID String Identifies the equity in which a convertible bond can be converted to. FIX.5.0SP2EP169
2167 LegConvertibleBondEquityIDSource String Identifies class or source of the LegConvertibleBondEquitySecurityID(2166) value. FIX.5.0SP2EP169
2168 LegContractPriceRefMonth MonthYear Reference month if there is no applicable LegMaturityMonthYear(610) value for the contract or security. FIX.5.0SP2EP169
2169 LegLienSeniority int Indicates the seniority level of the lien in a loan. FIX.5.0SP2EP169
2170 LegLoanFacility int Specifies the type of loan when the credit default swap's reference obligation is a loan. FIX.5.0SP2EP169
2171 LegReferenceEntityType int Specifies the type of reference entity for first-to-default CDS basket contracts. FIX.5.0SP2EP169 FIX.5.0SP2EP192
2172 LegIndexSeries int The series identifier of a credit default swap index. FIX.5.0SP2EP169
2173 LegIndexAnnexVersion int The version of a credit default swap index annex. FIX.5.0SP2EP169
2174 LegIndexAnnexDate LocalMktDate The date of a credit default swap index series annex. FIX.5.0SP2EP169
2175 LegIndexAnnexSource String The source of a credit default swap series annex. FIX.5.0SP2EP169
2176 LegSettlRateIndex String In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment. FIX.5.0SP2EP169
2177 LegSettlRateIndexLocation String This is an optional qualifying attribute of LegSettlementRateIndex(2176) such as the delivery zone for an electricity contract. FIX.5.0SP2EP169
2178 LegOptionExpirationDesc String Description of the option expiration. FIX.5.0SP2EP169
2179 EncodedLegOptionExpirationDescLen Length Byte length of encoded (non-ASCII characters) EncodedLegOptionExpirationDesc(2180) field. FIX.5.0SP2EP169
2180 EncodedLegOptionExpirationDesc data Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegOptionExpirationDesc(2178). FIX.5.0SP2EP169
2181 LegStrikeMultiplier float Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. FIX.5.0SP2EP169
2182 LegStrikeValue float The number of shares/units for the financial instrument involved in the option trade. Used for derivatives. FIX.5.0SP2EP169
2183 LegStrikeUnitOfMeasure String Used to express the unit of measure (UOM) of the price if different from the contract. FIX.5.0SP2EP169
2184 LegStrikeIndex String Specifies the index used to calculate the strike price. FIX.5.0SP2EP169
2185 LegStrikeIndexSpread PriceOffset Specifies the strike price offset from the named index. FIX.5.0SP2EP169
2186 LegStrikePriceDeterminationMethod int Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. FIX.5.0SP2EP169
2187 LegStrikePriceBoundaryMethod int Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. FIX.5.0SP2EP169
2188 LegStrikePriceBoundaryPrecision Percentage Used in combination with StrikePriceBoundaryMethod(2187) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. FIX.5.0SP2EP169
2189 LegUnderlyingPriceDeterminationMethod int Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option"). FIX.5.0SP2EP169
2190 LegMinPriceIncrement float Minimum price increment for a given exchange-traded instrument. Could also be used to represent tick value. FIX.5.0SP2EP169
2191 LegMinPriceIncrementAmount Amt Minimum price increment amount associated with the LegMinPriceIncrement(2190). For listed derivatives, the value can be calculated by multiplying LegMinPriceIncrement(2190) by LegContractMultiplier(614). FIX.5.0SP2EP169
2192 LegSettlMethod String Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. FIX.5.0SP2EP169 FIX.5.0SP2EP208
2193 LegOptPayoutType int Indicates the type of valuation method or trigger payout for an in-the-money option. FIX.5.0SP2EP169 FIX.5.0SP2EP238
2194 LegOptPayoutAmount Amt Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. FIX.5.0SP2EP169
2195 LegPriceQuoteMethod String Specifies the method for price quotation. FIX.5.0SP2EP169
2196 LegValuationMethod String Specifies the type of valuation method applied. FIX.5.0SP2EP169
2197 LegValuationSource String Specifies the source of trade valuation data. FIX.5.0SP2EP169
2198 LegValuationReferenceModel String Specifies the methodology and/or assumptions used to generate the trade value. FIX.5.0SP2EP169
2199 LegListMethod int Indicates whether instruments are pre-listed only or can also be defined via user request. FIX.5.0SP2EP169
2200 LegCapPrice Price Used to express the ceiling price of a capped call. FIX.5.0SP2EP169
2201 LegFloorPrice Price Used to express the floor price of a capped put. FIX.5.0SP2EP169
2202 LegFlexibleIndicator Boolean Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative to LegCFICode(608) Standard/Non-standard attribute. FIX.5.0SP2EP169
2203 LegFlexProductEligibilityIndicator Boolean Used to indicate if a product or group of product supports the creation of flexible securities. FIX.5.0SP2EP169
2204 LegComplexEventStartTime UTCTimeOnly The start time of the time range on which a complex event date is effective.
The start time must always be less than or equal to the end time. 		FIX.5.0SP2EP169
2205 LegPositionLimit int Position Limit for a given exchange-traded product. FIX.5.0SP2EP169
2206 LegNTPositionLimit int Position limit in the near-term contract for a given exchange-traded product. FIX.5.0SP2EP169
2207 LegCPProgram int The program under which a commercial paper is issued. FIX.5.0SP2EP169
2208 LegCPRegType String The registration type of a commercial paper issuance. FIX.5.0SP2EP169
2209 LegShortSaleRestriction int Indicates whether a restriction applies to short selling a security. FIX.5.0SP2EP169
2210 AssetGroup int Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.).
Value SymbolicName Description Added Updated Deprecated
1 Financials A categorization which usually includes rates, foreign exchange, credit, bonds and equity products or assets. FIX.5.0SP2EP192
2 Commodities A categorization which usually includes hard commodities such as agricultural, metals, freight, energy products or assets. FIX.5.0SP2EP192
3 AlternativeInvestments A categorization which usually includes weather, housing, and commodity indices products or assets. FIX.5.0SP2EP192
FIX.5.0SP2EP192
2211 LegStrategyType String Specifies the type of trade strategy. FIX.5.0SP2EP169
2212 LegCommonPricingIndicator Boolean When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price. FIX.5.0SP2EP169
2213 LegSettlDisruptionProvision int Specifies the consequences of bullion settlement disruption events. FIX.5.0SP2EP169
2214 LegInstrumentRoundingDirection char Specifies the rounding direction if not overridden elsewhere. Applicable for complex FX option strategies. FIX.5.0SP2EP169 FIX.5.0SP2EP208
2215 LegInstrumentRoundingPrecision int Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. FIX.5.0SP2EP169
2216 MiscFeeRate Percentage The fee rate when MiscFeeAmt(137) is a percentage of trade quantity. FIX.5.0SP2EP169
2217 MiscFeeAmountDue Amt The fee amount due if different from MiscFeeAmt(137). FIX.5.0SP2EP169
2218 NoLegComplexEvents NumInGroup Number of complex events in the repeating group. FIX.5.0SP2EP169
2219 LegComplexEventType int Identifies the type of complex event. FIX.5.0SP2EP169
2220 LegComplexOptPayoutPaySide int Trade side of payout payer. FIX.5.0SP2EP169
2221 LegComplexOptPayoutReceiveSide int Trade side of payout receiver. FIX.5.0SP2EP169
2222 LegComplexOptPayoutUnderlier String Reference to the underlier whose payments are being passed through. FIX.5.0SP2EP169
2223 LegComplexOptPayoutAmount Amt Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. FIX.5.0SP2EP169
2224 LegComplexOptPayoutPercentage Percentage Percentage of observed price for calculating the payout associated with the event. FIX.5.0SP2EP169
2225 LegComplexOptPayoutTime int Specifies when the payout is to occur. FIX.5.0SP2EP169
2226 LegComplexOptPayoutCurrency Currency Specifies the currency of the payout amount. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
2227 LegComplexEventPrice Price Specifies the price at which the complex event takes effect. Impact of the event price is determined by the LegComplexEventType(2219). FIX.5.0SP2EP169
2228 LegComplexEventPricePercentage Percentage Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the LegComplexEventType(2219). FIX.5.0SP2EP169
2229 LegComplexEventPriceBoundaryMethod int Specifies the boundary condition to be used for the event price relative to the complex event price at the point the complex event outcome takes effect as determined by the LegComplexEventPriceTimeType(2231). FIX.5.0SP2EP169
2230 LegComplexEventPriceBoundaryPrecision Percentage Used in combination with LegComplexEventPriceBoundaryMethod(2229) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. FIX.5.0SP2EP169
2231 LegComplexEventPriceTimeType int Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the LegComplexEventType(2219). FIX.5.0SP2EP169
2232 LegComplexEventCondition int Specifies the condition between complex events when more than one event is specified.
Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. 		FIX.5.0SP2EP169
2233 LegComplexEventCurrencyOne Currency Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. FIX.5.0SP2EP169
2234 LegComplexEventCurrencyTwo Currency Specifies the second reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. FIX.5.0SP2EP169
2235 LegComplexEventQuoteBasis int For foreign exchange Quanto option feature. FIX.5.0SP2EP169
2236 LegComplexEventFixedFXRate float Specifies the fixed FX rate alternative for FX Quantro options. FIX.5.0SP2EP169
2237 LegComplexEventDeterminationMethod String Specifies the method according to which an amount or a date is determined.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2EP169
2238 LegComplexEventCalculationAgent int Used to identify the calculation agent. FIX.5.0SP2EP169
2239 LegComplexEventStrikePrice Price Upper strike price for Asian option feature. Strike percentage for a Strike Spread. FIX.5.0SP2EP169
2240 LegComplexEventStrikeFactor float Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. FIX.5.0SP2EP169
2241 LegComplexEventStrikeNumberOfOptions int Upper string number of options for a Strike Spread. FIX.5.0SP2EP169
2242 LegComplexEventCreditEventsXIDRef XIDREF Reference to credit event table elsewhere in the message. FIX.5.0SP2EP169
2243 LegComplexEventCreditEventNotifyingParty int The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. FIX.5.0SP2EP169
2244 LegComplexEventCreditEventBusinessCenter String Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
2245 LegComplexEventCreditEventStandardSources Boolean When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable. FIX.5.0SP2EP169
2246 LegComplexEventCreditEventMinimumSources int The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. FIX.5.0SP2EP169
2247 LegComplexEventEndTime UTCTimeOnly The end time of the time range on which a complex event date is effective.
The end time must always be greater than or equal to the start time. 		FIX.5.0SP2EP169
2248 LegComplexEventXID XID Identifier of this complex event for cross referencing elsewhere in the message. FIX.5.0SP2EP169
2249 LegComplexEventXIDRef XIDREF Reference to a complex event elsewhere in the message. FIX.5.0SP2EP169
2250 NoLegComplexEventDates NumInGroup Number of complex event dates in the repeating group. FIX.5.0SP2EP169
2251 LegComplexEventStartDate UTCDateOnly The start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options.
The start date must always be less than or equal to end date. 		FIX.5.0SP2EP169 FIX.5.0SP2EP195
2252 LegComplexEventEndDate UTCDateOnly The end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options.
The end date must always be greater than or equal to start date. 		FIX.5.0SP2EP169 FIX.5.0SP2EP195
2253 NoLegComplexEventTimes NumInGroup Number of complex event times in the repeating group. FIX.5.0SP2EP169
2254 NoLegInstrumentParties NumInGroup Number of parties in the repeating group. FIX.5.0SP2EP169
2255 LegInstrumentPartyID String Used to identify party id related to instrument. FIX.5.0SP2EP169
2256 LegInstrumentPartyIDSource char Used to identify source of instrument party id. FIX.5.0SP2EP169
2257 LegInstrumentPartyRole int Used to identify the role of instrument party id. FIX.5.0SP2EP169
2258 NoLegInstrumentPartySubIDs NumInGroup Number of parties sub-IDs in the repeating group. FIX.5.0SP2EP169
2259 LegInstrumentPartySubID String PartySubID value within an instrument party repeating group. FIX.5.0SP2EP169
2260 LegInstrumentPartySubIDType int Type of LegInstrumentPartySubID (2259) value. FIX.5.0SP2EP169
2261 UnderlyingComplexOptPayoutPaySide int Trade side of payout payer. FIX.5.0SP2EP169
2262 UnderlyingComplexOptPayoutReceiveSide int Trade side of payout receiver. FIX.5.0SP2EP169
2263 UnderlyingComplexOptPayoutUnderlier String Reference to the underlier whose payments are being passed through. FIX.5.0SP2EP169
2264 UnderlyingComplexOptPayoutPercentage Percentage Percentage of observed price for calculating the payout associated with the event. FIX.5.0SP2EP169
2265 UnderlyingComplexOptPayoutTime int The time when the payout is to occur. FIX.5.0SP2EP169
2266 UnderlyingComplexOptPayoutCurrency Currency Specifies the currency of the payout amount. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
2267 UnderlyingComplexEventPricePercentage Percentage Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the UnderlyingComplexEventType(2046). FIX.5.0SP2EP169
2268 UnderlyingComplexEventCurrencyOne Currency Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. FIX.5.0SP2EP169
2269 UnderlyingComplexEventCurrencyTwo Currency Specifies the second reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. FIX.5.0SP2EP169
2270 UnderlyingComplexEventQuoteBasis int Specifies the currency pairing for the quote. FIX.5.0SP2EP169
2271 UnderlyingComplexEventFixedFXRate float Specifies the fixed FX rate alternative for FX Quantro options. FIX.5.0SP2EP169
2272 UnderlyingComplexEventDeterminationMethod String Specifies the method according to which an amount or a date is determined.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2EP169
2273 UnderlyingComplexEventCalculationAgent int Used to identify the calculation agent. FIX.5.0SP2EP169
2274 UnderlyingComplexEventStrikePrice Price Upper strike price for Asian option feature. Strike percentage for a Strike Spread. FIX.5.0SP2EP169
2275 UnderlyingComplexEventStrikeFactor float Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. FIX.5.0SP2EP169
2276 UnderlyingComplexEventStrikeNumberOfOptions int Upper string number of options for a Strike Spread. FIX.5.0SP2EP169
2277 UnderlyingComplexEventCreditEventsXIDRef XIDREF Reference to credit event table elsewhere in the message. FIX.5.0SP2EP169
2278 UnderlyingComplexEventCreditEventNotifyingParty int The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. FIX.5.0SP2EP169
2279 UnderlyingComplexEventCreditEventBusinessCenter String Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
2280 UnderlyingComplexEventCreditEventStandardSources Boolean When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable. FIX.5.0SP2EP169
2281 UnderlyingComplexEventCreditEventMinimumSources int The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. FIX.5.0SP2EP169
2282 UnderlyingComplexEventXID XID Identifier of this complex event for cross referencing elsewhere in the message. FIX.5.0SP2EP169
2283 UnderlyingComplexEventXIDRef XIDREF Reference to a complex event elsewhere in the message. FIX.5.0SP2EP169
2284 UnderlyingSettlRateIndex String In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment. FIX.5.0SP2EP169
2285 UnderlyingSettlRateIndexLocation String This is an optional qualifying attribute of UnderlyingSettlementRateIndex(2284) such as the delivery zone for an electricity contract. FIX.5.0SP2EP169
2286 UnderlyingOptionExpirationDesc String Description of the option expiration. FIX.5.0SP2EP169
2287 EncodedUnderlyingOptionExpirationDescLen Length Byte length of encoded (non-ASCII characters) EncodedUnderlyingOptionExpirationDesc(2288) field. FIX.5.0SP2EP169
2288 EncodedUnderlyingOptionExpirationDesc data Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingOptionExpirationDesc(2286). FIX.5.0SP2EP169
2289 UnderlyingSwapSubClass String The sub-classification or notional schedule type of the swap. FIX.5.0SP2EP169 FIX.5.0SP2EP238
2290 UnderlyingStrikeUnitOfMeasure String Used to express the unit of measure (UOM) of the price if different from the contract. FIX.5.0SP2EP169
2291 UnderlyingStrikeIndex String Specifies the index used to calculate the strike price. FIX.5.0SP2EP169
2292 UnderlyingStrikeIndexSpread PriceOffset Specifies the strike price offset from the named index. FIX.5.0SP2EP169
2293 UnderlyingValuationSource String Specifies the source of trade valuation data. FIX.5.0SP2EP169
2294 UnderlyingValuationReferenceModel String Specifies the methodology and/or assumptions used to generate the trade value. FIX.5.0SP2EP169
2295 UnderlyingStrategyType String Specifies the type of trade strategy. FIX.5.0SP2EP169
2296 UnderlyingCommonPricingIndicator Boolean When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price. FIX.5.0SP2EP169
2297 UnderlyingSettlDisruptionProvision int Specifies the consequences of settlement disruption events. FIX.5.0SP2EP169
2298 UnderlyingInstrumentRoundingDirection char Specifies the rounding direction if not overridden elsewhere. FIX.5.0SP2EP169 FIX.5.0SP2EP208
2299 UnderlyingInstrumentRoundingPrecision int Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. FIX.5.0SP2EP169
2300 AllocGrossTradeAmt Amt Total amount traded for this account (i.e. quantity * price) expressed in units of currency. FIX.5.0SP2EP170
2301 LastQtyChanged Qty The positive or negative change in quantity when this report is a trade correction or continuation. FIX.5.0SP2EP169
2302 TradeVersion String Specifies the version of a trade or contract. This is used by systems or trading platforms in conjunction with TradeID(1003) to uniquely identify the version of a trade or contract. If used the conditions for a change of version are subject to bilateral agreement. It is recommended to change the version only for significant updates to the business entity rather than for minor changes to trade details or systematic distribution of reports. Examples where the version would change are trade quantity modification, customer account assignment or trade novation. FIX.5.0SP2EP169
2303 HistoricalReportIndicator Boolean Indicates that the trade or event being reported occurred in the past and the trade is terminated or no longer active. FIX.5.0SP2EP169
2304 NoAssetAttributes NumInGroup The number of asset attribute entries in the group. FIX.5.0SP2EP169
2305 AssetAttributeType String Specifies the name of the attribute.
See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. 		FIX.5.0SP2EP169
2306 AssetAttributeValue String Specifies the value of the asset attribute. FIX.5.0SP2EP169
2307 AssetAttributeLimit String Limit or lower acceptable value of the attribute. FIX.5.0SP2EP169
2308 NoLegAssetAttributes NumInGroup Number of asset attribute entries in the group. FIX.5.0SP2EP169
2309 LegAssetAttributeType String Specifies the name of the attribute.
See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. 		FIX.5.0SP2EP169
2310 LegAssetAttributeValue String Specifies the value of the attribute. FIX.5.0SP2EP169
2311 LegAssetAttributeLimit String Limit or lower acceptable value of the attribute. FIX.5.0SP2EP169
2312 NoUnderlyingAssetAttributes NumInGroup Number of asset attribute entries in the group. FIX.5.0SP2EP169
2313 UnderlyingAssetAttributeType String Specifies the name of the attribute.
See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. 		FIX.5.0SP2EP169
2314 UnderlyingAssetAttributeValue String Specifies the value of the attribute. FIX.5.0SP2EP169
2315 UnderlyingAssetAttributeLimit String Limit or lower acceptable value of the attribute. FIX.5.0SP2EP169
2316 RiskLimitReportStatus int Status of risk limit report.
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.5.0SP2EP171
1 Rejected Rejected FIX.5.0SP2EP171
FIX.5.0SP2EP171
2317 RiskLimitReportRejectReason int The reason for rejecting the PartyRiskLimitsReport(35=CM) or PartyRiskLimitsUpdateReport(35=CR).
Value SymbolicName Description Added Updated Deprecated
0 UnkRiskLmtRprtID Unknown RiskLimitReportID(1667) FIX.5.0SP2EP171
1 UnkPty Unknown party FIX.5.0SP2EP171
99 Other Other FIX.5.0SP2EP171
FIX.5.0SP2EP171
2318 RiskLimitCheckRequestID String The unique identifier of the PartyRiskLimitCheckRequest(35=DF) message. FIX.5.0SP2EP171
2319 RiskLimitCheckID String The unique and static identifier, at the business entity level, of a risk limit check request. FIX.5.0SP2EP171
2320 RiskLimitCheckTransType int Specifies the transaction type of the risk limit check request.
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.5.0SP2EP171
1 Cancel Cancel FIX.5.0SP2EP171
2 Replace Replace FIX.5.0SP2EP171
FIX.5.0SP2EP171
2321 RiskLimitCheckType int Specifies the type of limit check message.
Value SymbolicName Description Added Updated Deprecated
0 Submit Indicates a submission for a limit check. The RiskLimitCheckTransType(2320) indicates whether the submission is a new request, a cancel or replace/amend of a prior submission. FIX.5.0SP2EP171
1 LimitConsumed Indicates that the limit reserved by a prior request has been used or consumed by a transaction that occurred. FIX.5.0SP2EP171
FIX.5.0SP2EP171
2322 RiskLimitCheckRequestRefID int Specifies the message reference identifier of the risk limit check request message. FIX.5.0SP2EP171
2323 RiskLimitCheckRequestType int Specifies the type of limit amount check being requested.
Value SymbolicName Description Added Updated Deprecated
0 AllOrNone The limit check request is for the full amount requested or none at all. Request can only be responded to with a full approval of the amount requested or a rejection of the request. FIX.5.0SP2EP171
1 Partial The requester will accept a partial approval of the requested credit limit amount. FIX.5.0SP2EP171
FIX.5.0SP2EP171
2324 RiskLimitCheckAmount Amt Specifies the amount being requested for approval. FIX.5.0SP2EP171
2325 RiskLimitCheckRequestStatus int Indicates the status of the risk limit check request.
Value SymbolicName Description Added Updated Deprecated
0 Approved Request has been accepted and processed. The credit amount requested has been reserved for the transaction. FIX.5.0SP2EP171
1 PartiallyApproved Only a partial amount of the credit amount requested has been approved and has been reserved for the transaction. FIX.5.0SP2EP171
2 Rejected Rejected FIX.5.0SP2EP171
3 ApprovalPending Approval pending FIX.5.0SP2EP171
4 Cancelled Cancelled FIX.5.0SP2EP171
FIX.5.0SP2EP171
2326 RiskLimitCheckRequestResult int Result of the credit limit check request.
Value SymbolicName Description Added Updated Deprecated
0 Successful Successful (default) FIX.5.0SP2EP171
1 InvalidParty Invalid party FIX.5.0SP2EP171
2 ReqExceedsCreditLimit Requested amount exceeds credit limit FIX.5.0SP2EP171
3 ReqExceedsClipSizeLimit Requested amount exceeds clip size limit FIX.5.0SP2EP171
4 ReqExceedsMaxNotional Request exceeds maximum notional order amount FIX.5.0SP2EP171
99 Other Other FIX.5.0SP2EP171
FIX.5.0SP2EP171
2327 RiskLimitApprovedAmount Amt The credit/risk limit amount approved. FIX.5.0SP2EP171
2328 PartyActionRequestID String The unique identifier of the PartyActionRequest(35=DH) message. FIX.5.0SP2EP171
2329 PartyActionType int Specifies the type of action to take or was taken for a given party.
Value SymbolicName Description Added Updated Deprecated
0 Suspend Suspend FIX.5.0SP2EP171
1 HaltTrading Halt trading FIX.5.0SP2EP171
2 Reinstate Reinstate FIX.5.0SP2EP171
FIX.5.0SP2EP171
2330 ApplTestMessageIndicator Boolean Used to indicate whether the message being sent is to test the receiving application's availability to process the message. When set to "Y" the message is a test message. If not specified, the message is by default not a test message. FIX.5.0SP2EP171
2331 PartyActionReportID String The unique identifier of the PartyActionReport(35=DI) message as assigned by the message sender. FIX.5.0SP2EP171
2332 PartyActionResponse int Specifies the action taken as a result of the PartyActionType(2239) of the PartyActionRequest(35=DH) message.
Value SymbolicName Description Added Updated Deprecated
0 Accepted The action request is accepted for processing. FIX.5.0SP2EP171
1 Completed The processing of the requested action has been successfully completed. FIX.5.0SP2EP171
2 Rejected The action request was rejected. PartyActionRejectReason(2233) should be used to specify the rejection reason FIX.5.0SP2EP171
FIX.5.0SP2EP171
2333 PartyActionRejectReason int Specifies the reason the PartyActionRequest(35=DH) was rejected.
Value SymbolicName Description Added Updated Deprecated
0 InvalidParty Invalid party or parties FIX.5.0SP2EP171 FIX.5.0SP2EP182
1 UnkReqParty Unknown requesting party FIX.5.0SP2EP171
98 NotAuthorized Not authorized FIX.5.0SP2EP171
99 Other Other FIX.5.0SP2EP171
FIX.5.0SP2EP171
2334 RefRiskLimitCheckID String The reference identifier of the PartyRiskLimitCheckRequest(35=DF) message, or a similar out of band message, that contained the approval for the risk/credit limit check request. FIX.5.0SP2EP171 FIX.5.0SP2EP180
2335 RefRiskLimitCheckIDType int Specifies which type of identifier is specified in RefRiskLimitCheckID(2334) field.
Value SymbolicName Description Added Updated Deprecated
0 RiskLimitRequestID RiskLimitRequestID(1666) FIX.5.0SP2EP171
1 RiskLimitCheckID RiskLimitCheckID(2319) FIX.5.0SP2EP171
3 OutOfBandID Out of band identifier FIX.5.0SP2EP180
FIX.5.0SP2EP171
2336 RiskLimitVelocityPeriod int The time interval for which the clip size limit applies. The velocity time unit is expressed in RiskLimitVelocityUnit(2337). FIX.5.0SP2EP171
2337 RiskLimitVelocityUnit String Unit of time in which RiskLimitVelocityPeriod(2336) is expressed. FIX.5.0SP2EP171
2338 RequestingPartyRoleQualifier int Qualifies the value of RequestingPartyRole(1660). FIX.5.0SP2EP171
2339 RiskLimitCheckModelType int Specifies the type of credit limit check model workflow to apply for the specified party
Value SymbolicName Description Added Updated Deprecated
0 None No specified limit check model is defined. Limit checks for the party will be based on parameters defined. FIX.5.0SP2EP171
1 PlusOneModel A pre-trade credit limit check model which allows trades to occur until it is determined by the clearinghouse or other designated limit checker that the party's limit(s) was breached by the most recent trade executed. FIX.5.0SP2EP171
2 PingModel A pre-trade credit limit check model which requires the execution venue to obtain limit approval from the Credit Provider for every transaction about to be conducted by the Credit User. FIX.5.0SP2EP171
3 PushModel A pre-trade credit limit check model in which the Credit Provider "pushes" to the execution venue the credit limit information allocated to each of the Credit Provider's counterparty or customer. FIX.5.0SP2EP171
FIX.5.0SP2EP171
2340 EventMonthYear MonthYear Used with derivatives when an event is express as a month-year with optional day or month or week of month.
Format:
YYYYMM (e.g. 199903)
YYYYMMDD (e.g. 20030323)
YYYYMMwN (e.g. 200303w2) for week
A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date. 		FIX.5.0SP2EP161
2341 LegEventMonthYear MonthYear Used with derivatives when an event is express as a month-year with optional day or month or week of month.
Format:
YYYYMM (e.g. 199903)
YYYYMMDD (e.g. 20030323)
YYYYMMwN (e.g. 200303w2) for week
A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date. 		FIX.5.0SP2EP161
2342 UnderlyingEventMonthYear MonthYear Used with derivatives when an event is express as a month-year with optional day or month or week of month.
Format:
YYYYMM (e.g. 199903)
YYYYMMDD (e.g. 20030323)
YYYYMMwN (e.g. 200303w2) for week
A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date. 		FIX.5.0SP2EP161
2343 RiskLimitCheckStatus int Indicates the status of the risk limit check performed on a trade.
Value SymbolicName Description Added Updated Deprecated
0 Accepted For use when none of the more specific status enumerations apply. FIX.5.0SP2EP172
1 Rejected For use when none of the more specific status enumerations apply. FIX.5.0SP2EP172
2 ClaimRequired Indicates that the clearing firm is required to accept or decline the trade. FIX.5.0SP2EP172
3 PreDefinedLimitCheckSucceeded Indicates a check enforced automatically by the clearing house. FIX.5.0SP2EP172
4 PreDefinedLimitCheckFailed Indicates a check enforced automatically by the clearing house. FIX.5.0SP2EP172
5 PreDefinedAutoAcceptRuleInvoked Indicates that the clearing firm is required to accept or decline the trade because no limit or rule applies. FIX.5.0SP2EP172
6 PreDefinedAutoRejectRuleInvoked Indicates a check enforced automatically by the clearing house. Note that clearing house rules of engagement may still require a clearing firm accept or reject the trade. FIX.5.0SP2EP172
7 AcceptedByClearingFirm Indicates that explicit action by the clearing firm, and not an automatic check by the clearing house, was the basis for accepting the trade. FIX.5.0SP2EP172
8 RejectedByClearingFirm Indicates that explicit action by the clearing firm, and not an automatic check by the clearing house, was the basis for rejecting the trade. FIX.5.0SP2EP172
9 Pending Indicates that one or more side level risk checks are in progress. FIX.5.0SP2EP172
10 AcceptedByCreditHub Indicates that a credit hub accepted the trade. An identifier assigned by the credit hub may appear in the appropriate RefRiskLimitCheckID(2334) field. FIX.5.0SP2EP180
11 RejectedByCreditHub Indicates that a credit hub rejected the trade. FIX.5.0SP2EP180
12 PendingCreditHubCheck Indicates that a check is pending at a credit hub. FIX.5.0SP2EP180
13 AcceptedByExecVenue Indicates acceptance by an execution venue, such as a SEF. FIX.5.0SP2EP180
14 RejectedByExecVenue Indicates that the trade was rejected by an execution venue, such as a SEF. FIX.5.0SP2EP180
FIX.5.0SP2EP172
2344 SideRiskLimitCheckStatus int Indicates the status of the risk limit check performed on the side of a trade. FIX.5.0SP2EP172
2345 NoEntitlementTypes NumInGroup Number of entitlement types in the repeating group. FIX.5.0SP2EP173
2346 LegMidPx Price Leg 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.5.0SP2EP175
2347 RegulatoryTransactionType int Specifies the regulatory mandate or rule that the transaction complies with.
Value SymbolicName Description Added Updated Deprecated
0 None The transaction does not fall under any special regulatory rule or mandate. FIX.5.0SP2EP176
1 SEFRequiredTransaction The transaction is a "Required" transaction under Dodd-Frank Act SEF Rules. "Required" transactions are subject to the trade execution mandate under section 2(h)(8) of the CEA and are not block trades. FIX.5.0SP2EP176
2 SEFPermittedTransaction The transaction is a "Permitted" transaction under Dodd-Frank Act SEF Rules. "Permitted" transactions are not subject to the clearing and trade execution mandates, illiquid or bespoke swaps, or block trades. FIX.5.0SP2EP176
FIX.5.0SP2EP176
2348 LegAssetGroup int Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). FIX.5.0SP2EP192
2349 PricePrecision int Specifies the price decimal precision of the instrument. For FX, this specifies the pip size in which forward points are calculated. Point (pip) size varies by currency pair. Major currencies are all traded in points of 0.0001, with the exception of JPY which has a point size of 0.01. FIX.5.0SP2EP187
2350 CollateralPortfolioID String Identifier of the collateral portfolio when reporting on a portfolio basis. FIX.5.0SP2EP179
2351 EncodedComplianceTextLen Length Byte length of encoded (non-ASCII characters) EncodedComplianceText(2352) field. FIX.5.0SP2EP185
2352 EncodedComplianceText data Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ComplianceText(2404) field. FIX.5.0SP2EP185
2353 TradingUnitPeriodMultiplier int Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts. FIX.5.0SP2EP179
2354 LegTradingUnitPeriodMultiplier int Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts. FIX.5.0SP2EP179
2355 PartyRiskLimitStatus int The status of risk limits for a party.
Value SymbolicName Description Added Updated Deprecated
0 Disabled Risk limits for party is disabled. FIX.5.0SP2EP214
1 Enabled Risk limits for party is enabled. FIX.5.0SP2EP214
FIX.5.0SP2EP214
2356 RemunerationIndicator int Indicates whether the trade price was adjusted for compensation (i.e. includes a mark-up, mark-down or commission) in the price paid. In the context of MSRB and FINRA TRACE reporting requirements, this is used among firms to indicate trade remuneration.
Value SymbolicName Description Added Updated Deprecated
0 NoRemunerationPaid No remuneration paid FIX.5.0SP2EP209
1 RemunerationPaid Remuneration paid FIX.5.0SP2EP209
FIX.5.0SP2EP209
2357 LegTotalTradeQty Qty Expresses the total quantity traded over the life of the contract when LegLastQty(1418) is to be repeated periodically over the term of the contract. The value is the product of LegLastQty(1418) and LegTradingUnitPeriodMultiplier(2353). FIX.5.0SP2EP179
2358 LegLastMultipliedQty Qty Expresses the quantity bought/sold when LastQty is expressed in contracts. Used in addition to LegLastQty(1418), it is the product of LegLastQty(1418) and LegContractMultiplier(614). FIX.5.0SP2EP179
2359 LegTotalGrossTradeAmt Amt Expresses the full total monetary value of the traded contract. The value is the product of LegLastPx(637) and LegTotalTradeQty(2357) or LegTotalTradeMultipliedQty(2360), if priced in units instead of contracts. FIX.5.0SP2EP179
2360 LegTotalTradeMultipliedQty Qty Expresses the total trade quantity in units where LegContractMultiplier(614) is not 1. The value is the product of LegTotalTradeQty(2357) and LegContractMultiplier(614). FIX.5.0SP2EP179
2361 CompressionGroupID String Use to identify a netting or compression group where trades in the group were netted or compressed. This includes both terminating trades and any remnant trades that result from the operation. FIX.5.0SP2EP211
2362 SelfMatchPreventionID String Identifies an order or trade that should not be matched to an opposite order or trade if both buy and sell orders for the same asset contain the same SelfMatchPreventionID(2362) and submitted by the same firm. FIX.5.0SP2EP211
2363 UnderlyingTradingUnitPeriodMultiplier int Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts.
 FIX.5.0SP2EP179
2364 PosReportAction int Indicates action that triggered the Position Report. FIX.5.0SP2EP179
2365 SettlForwardPoints PriceOffset FX forward points added to SettlPrice(730). The value is expressed in decimal form and may be a negative. As an example, 61.99 points is expressed as 0.006199. FIX.5.0SP2EP179
2366 SettlPriceFxRateCalc char Specifies whether LastPx(31) [TradeCaptureReport] or SettlPrice(730) [PositionReport] should be multiplied or divided. FIX.5.0SP2EP179
2367 TotalTradeQty Qty Expresses the total quantity traded over the life of the contract when LastQty(32) is repeated periodically over the term of the contract. The value is the product of LastQty(32) and TradingUnitPeriodMultiplier(2353). FIX.5.0SP2EP179
2368 LastMultipliedQty Qty Expresses the quantity bought or sold when LastQty(32) is expressed in number of contracts. Used in addition to LastQty(32). It is the product of LastQty(32) and ContractMultiplier(231). FIX.5.0SP2EP179
2369 TotalGrossTradeAmt Amt Expresses the full total monetary value of the traded contract. The value is the product of LastPx(31) and TotalTradeQty(2367) or TotalTradeMultipliedQty(2370), if priced in units instead of contracts. FIX.5.0SP2EP179
2370 TotalTradeMultipliedQty Qty Expresses the total trade quantity in units where ContractMultiplier(231) is not 1. The value is the product of TotalTradeQty(2367) and ContractMultiplier(231). FIX.5.0SP2EP179
2371 EncodedTradeContinuationText data Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the TradeContinuationText(2374) field. FIX.5.0SP2EP179
2372 EncodedTradeContinuationTextLen Length Byte length of encoded (non-ASCII characters) EncodedTradeContinuationText(2371) field. FIX.5.0SP2EP179
2373 IntraFirmTradeIndicator Boolean Indicates whether the trade or position was entered into as an intra-group transaction, i.e. between two units of the same parent entity having majority ownership interest in both counterparties. In the context of EMIR this refers to Regulation (EU) 648/2012 Article 3 "intragroup transactions" section 1 which states: "In relation to a non-financial counterparty, an intragroup transaction is an OTC derivative contract entered into with another counterparty which is part of the same group provided that both counterparties are included in the same consolidation on a full basis and they are subject to an appropriate centralised risk evaluation, measurement and control procedures and that counterparty is established in the Union or, if it is established in a third country, the Commission has adopted an implementing act under Article 13(2) in respect of that third country. Canada's similar requirement is under Appendix A to OSC Rule 91-507." FIX.5.0SP2EP179 FIX.5.0SP2EP193
2374 TradeContinuationText String Elaboration of the purpose or action of the regulatory report when TradeContinuation(1937)=99 (Other). FIX.5.0SP2EP179
2375 TaxonomyType char The type of identification taxonomy used to identify the security.
Value SymbolicName Description Added Updated Deprecated
I ISINOrAltInstrmtID Identified through use of SecurityID(48) and SecurityIDSource(22) of ISIN or another standard source plus CFICode(461). FIX.5.0SP2EP179
E InterimTaxonomy Identified through use of AssetClass(1938) plus either Symbol(55) or SecurityID(48) and SecurityIDSource(22), and/or other additional instrument attributes. FIX.5.0SP2EP179
FIX.5.0SP2EP179
2376 PartyRoleQualifier int Used to further qualify the value of PartyRole(452). FIX.5.0SP2EP179
2377 DerivativeInstrumentPartyRoleQualifier int Used to further qualify the value of DerivativeInstrumentPartyRole(1295). FIX.5.0SP2EP179
2378 InstrumentPartyRoleQualifier int Used to further qualify the value of InstrumentPartyRole(1051). FIX.5.0SP2EP179
2379 LegInstrumentPartyRoleQualifier int Used to further qualify the value of LegInstrumentPartyRole(2257). FIX.5.0SP2EP179
2380 LegProvisionPartyRoleQualifier int Used to further qualify the value of LegProvisionPartyRole(40536). FIX.5.0SP2EP179
2381 Nested2PartyRoleQualifier int Used to further qualify the value of Nested2PartyRole(759). FIX.5.0SP2EP179
2382 Nested3PartyRoleQualifier int Used to further qualify the value of Nested3PartyRole(951). FIX.5.0SP2EP179
2383 Nested4PartyRoleQualifier int Used to further qualify the value of Nested4PartyRole(1417). FIX.5.0SP2EP179
2384 NestedPartyRoleQualifier int Used to further qualify the value of NestedPartyRole(538). FIX.5.0SP2EP179
2385 ProvisionPartyRoleQualifier int Used to further qualify the value of ProvisionPartyRole(40177). FIX.5.0SP2EP179
2386 RequestedPartyRoleQualifier int Used to further qualify the value of RequestedPartyRole(1509). FIX.5.0SP2EP179
2387 TradeContingency int Indicates the contingency attribute for a trade in an asset class that may be contingent on the clearing of a corresponding paired trade (for example Exchange for Physical (EFP), Exchange for Swap (EFS), Exchange for Related (EFR) or Exchange for Option (EFO), collectively called EFRPs). Once the paired trade clears or fails to clear, the related trade (the trade which carries this attribute) ceases to exist.
Value SymbolicName Description Added Updated Deprecated
0 DoesNotApply The trade is for an for asset class that is not traded with contingency. FIX.5.0SP2EP187
1 ContingentTrade The trade is terminated as soon as its paired trade is cleared or denied clearing. FIX.5.0SP2EP187
2 NonContingentTrade Identifies a trade that is not contingent but is for an asset class that may be contingent. FIX.5.0SP2EP187
FIX.5.0SP2EP187
2388 RootPartyRoleQualifier int Used to further qualify the value of RootPartyRole(1119). FIX.5.0SP2EP179
2389 SettlPartyRoleQualifier int Used to further qualify the value of SettlPartyRole(784). FIX.5.0SP2EP179
2390 TradeConfirmationReferenceID String A reference or control identifier or number used as a trade confirmation key. An example of a control identifier is the DTC ID Control Number. FIX.5.0SP2EP215
2391 UnderlyingInstrumentPartyRoleQualifier int Used to further qualify the value of UnderlyingInstrumentPartyRole(1061). FIX.5.0SP2EP179
2392 AllocRefRiskLimitCheckID String The reference identifier to the PartyRiskLimitCheckRequest(35=DF), or a similar out of band message, message that contained the approval or rejection for risk/credit limit check for this allocation. FIX.5.0SP2EP180
2393 AllocRefRiskLimitCheckIDType int Specifies which type of identifier is specified in AllocRefRiskLimitCheckID(2392) field. FIX.5.0SP2EP180
2394 LimitUtilizationAmt Amt The total amount of the limit that has been drawn down against the counterparty. This includes the amount for prior trades. It may or may not include the amount for the given trade, specified in LastLimitAmt(1632), depending upon whether the given trade is considered pending. FIX.5.0SP2EP180
2395 LimitAmt Amt The limit for the counterparty. This represents the total limit amount, independent of any amount already utilized. FIX.5.0SP2EP180
2396 LimitRole int Indicates the scope of the limit by role. Used to indicate whether this is a customer account limit, a clearing firm limit, etc. FIX.5.0SP2EP180
2397 RegulatoryTradeIDScope int Specifies the scope to which the RegulatoryTradeID(1903) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe.
Value SymbolicName Description Added Updated Deprecated
1 ClearingMember Clearing member FIX.5.0SP2EP181
2 Client Client FIX.5.0SP2EP181
FIX.5.0SP2EP181
2398 SideRegulatoryTradeIDScope int Specifies the scope to which the SideRegulatoryTradeID(1972) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. FIX.5.0SP2EP181
2399 AllocRegulatoryTradeIDScope int Specifies the scope to which the AllocRegulatoryTradeID(1909) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. FIX.5.0SP2EP181
2400 EffectiveBusinessDate LocalMktDate Specifies an explicit business date for associated reference data or transaction. Used when an implicit date is not sufficiently specific. FIX.5.0SP2EP182 FIX.5.0SP2EP195
2401 ListManualOrderIndicator Boolean Indicates if the list of orders was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software). FIX.5.0SP2EP182
2402 EntitlementSubType int Subtype of an entitlement specified in EntitlementType(1775).
Value SymbolicName Description Added Updated Deprecated
1 OrderEntry Entitle to enter new orders FIX.5.0SP2EP183
2 HItLift Entitle to Hit/Lift FIX.5.0SP2EP183
3 ViewIndicativePx Entitle to subscribe to indicative prices FIX.5.0SP2EP183
4 ViewExecutablePx Entitle to subscribe to executable prices FIX.5.0SP2EP183
5 SingleQuote Entitle to submit quote request for a single quote FIX.5.0SP2EP183
6 StreamingQuotes Entitle to submit quote request for streaming quotes FIX.5.0SP2EP183
7 SingleBroker Entitle to submit quote request for a single broker FIX.5.0SP2EP183
8 MultiBrokers Entitle to submit quote request for multiple brokers FIX.5.0SP2EP183
FIX.5.0SP2EP183
2403 QuoteModelType int Quote model type
Value SymbolicName Description Added Updated Deprecated
1 QuoteEntry New quote is entered or previously submitted quote is updated in full without regard to amount executed when a subsequent quote (e.g. with the same QuoteID reference) is received by the Recipient of the quote message. FIX.5.0SP2EP184
2 QuoteModification Previously submitted quote must be present and is updated, taking into consideration the amount already executed when a subsequent quote (e.g. with the same QuoteID reference) is received by the Recipient of the quote message. FIX.5.0SP2EP184
FIX.5.0SP2EP184
2404 ComplianceText String Free text for compliance information required for regulatory reporting. FIX.5.0SP2EP185
2405 ExecMethod int Specifies how the transaction was executed, e.g. via an automated execution platform or other method.
Value SymbolicName Description Added Updated Deprecated
0 Unspecified Undefined/unspecified - (default when not specified) FIX.5.0SP2EP186
1 Manual The transaction was executed in a manual or other non-automated manner, e.g. by voice directly between the counterparties. Also used to identify MTT code M "Off Book Non-Automated". FIX.5.0SP2EP186 FIX.5.0SP2EP201
2 Automated The transaction was executed on an automated execution platform such as an automated systematic internaliser system, broker crossing network, broker crossing system, dark pool trading, "direct to capital" systems, broker position unwind mechanisms, etc. FIX.5.0SP2EP186 FIX.5.0SP2EP228
3 VoiceBrokered The transaction was negotiated by voice through an intermediary. FIX.5.0SP2EP201
FIX.5.0SP2EP186 FIX.5.0SP2EP201
2406 AllocRegulatoryLegRefID String Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). FIX.5.0SP2EP181
2407 ComplexEventSpotRate Price FX spot rate. FIX.5.0SP2EP187
2408 ComplexEventForwardPoints PriceOffset FX forward points added to spot rate. May be a negative value. FIX.5.0SP2EP187
2409 LegComplexEventSpotRate Price FX spot rate. FIX.5.0SP2EP187
2410 LegComplexEventForwardPoints PriceOffset FX forward points added to spot rate. May be a negative value. FIX.5.0SP2EP187
2411 RegulatoryLegRefID String Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). FIX.5.0SP2EP181
2412 RateSourceReferemcePageHeading String Identifies the page heading from the rate source. FIX.5.0SP2EP187
2413 RelatedToSecurityID String The security identifier of the instrument, instrument leg or underlying instrument with which the related instrument has correlation. FIX.5.0SP2EP187
2414 RelatedToSecurityIDSource String Identifies class or source of the RelatedToSecurityID(2413) value. FIX.5.0SP2EP187
2415 RelatedToStreamXIDRef XIDREF StreamXID(41303), LegStreamXID(41700) or UnderlyingStreamXID(42016) of the stream with which the related instrument has correlation. FIX.5.0SP2EP187
2416 SideRegulatoryLegRefID String Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). FIX.5.0SP2EP181
2417 RelatedToDividendPeriodXIDRef XIDREF The DividendPeriodXID(42293) of the stream dividend period with which the related instrument has correlation. FIX.5.0SP2EP208
2418 FirmTradeEventID String An identifier created by the trading party for the life cycle event associated with this report. FIX.5.0SP2EP187
2419 UnderlyingComplexEventSpotRate Price FX spot rate. FIX.5.0SP2EP187
2420 UnderlyingComplexEventForwardPoints PriceOffset FX forward points added to spot rate. May be a negative value. FIX.5.0SP2EP187
2421 FillRefID String A reference to either the value of the FillExecID(1363) or an implicit position of a fills instance in the FillsGrp component. FIX.5.0SP2EP188
2422 OrderRequestID int Unique message identifier for an order request as assigned by the submitter of the request. FIX.5.0SP2EP188
2423 MassOrderRequestID String Unique message identifier for a mass order request as assigned by the submitter of the orders. FIX.5.0SP2EP188
2424 MassOrderReportID String Unique message identifier for a mass order request as assigned by the receiver of the orders. FIX.5.0SP2EP188
2425 MassOrderRequestStatus int Status of mass order request.
Value SymbolicName Description Added Updated Deprecated
1 Accepted Accepted FIX.5.0SP2EP188
2 AcceptedWithAdditionalEvents Accepted with additional events FIX.5.0SP2EP188
3 Rejected Rejected FIX.5.0SP2EP188
FIX.5.0SP2EP188
2426 MassOrderRequestResult int Request result of mass order request.
Value SymbolicName Description Added Updated Deprecated
0 Successful Successful FIX.5.0SP2EP188
1 ResponseLevelNotSupported Response level not supported FIX.5.0SP2EP188
2 InvalidMarket Invalid market FIX.5.0SP2EP188
3 InvalidMarketSegment Invalid market segment FIX.5.0SP2EP188
99 Other Other FIX.5.0SP2EP188
FIX.5.0SP2EP188
2427 OrderResponseLevel int The level of response requested from receiver of mass order messages. A default value should be bilaterally agreed.
Value SymbolicName Description Added Updated Deprecated
0 NoAck Responses are provided through one or more ExecutionReport(35=8) messages. FIX.5.0SP2EP188
1 MinimumAck The minimum is any information to explain why the requested transaction was refused or led to additional events, e.g. immediate execution of an order that was entered or modified. FIX.5.0SP2EP188
2 AckEach The number of entries in the response is identical to the number of entries in the request. FIX.5.0SP2EP188
3 SummaryAck Responses are provided through a single MassOrderAck(35=DK) without entries and one or more ExecutionReport(35=8) messages. FIX.5.0SP2EP188
FIX.5.0SP2EP188
2428 NoOrderEntries NumInGroup Number of order entries. FIX.5.0SP2EP188
2429 OrderEntryAction char Specifies the action to be taken for the given order.
Value SymbolicName Description Added Updated Deprecated
1 Add Add FIX.5.0SP2EP188
2 Modify Modify FIX.5.0SP2EP188
3 Delete Delete / Cancel FIX.5.0SP2EP188
4 Suspend Suspend FIX.5.0SP2EP188
5 Release Release FIX.5.0SP2EP188
FIX.5.0SP2EP188
2430 OrderEntryID int Unique identifier for an order within a single MassOrder(35=DJ) message that can be used as a reference in the MassOrderAck(35=DK) message. FIX.5.0SP2EP188
2431 ExecTypeReason int The initiating event when an ExecutionReport(35=8) is sent.
Value SymbolicName Description Added Updated Deprecated
1 OrdAddedOnRequest Order added upon request FIX.5.0SP2EP188
2 OrdReplacedOnRequest Order replaced upon request FIX.5.0SP2EP188
3 OrdCxldOnRequest Order cancelled upon request FIX.5.0SP2EP188
4 UnsolicitedOrdCxl Unsolicited order cancellation FIX.5.0SP2EP188
5 NonRestingOrdAddedOnRequest Non-resting order added upon request FIX.5.0SP2EP188
6 OrdReplacedWithNonRestingOrdOnRequest Order replaced with non-resting order upon request FIX.5.0SP2EP188
7 TriggerOrdReplacedOnRequest Trigger order replaced upon request FIX.5.0SP2EP188
8 SuspendedOrdReplacedOnRequest Suspended order replaced upon request FIX.5.0SP2EP188
9 SuspendedOrdCxldOnRequest Suspended order canceled upon request FIX.5.0SP2EP188
10 OrdCxlPending Order cancellation pending FIX.5.0SP2EP188
11 PendingCxlExecuted Pending cancellation executed FIX.5.0SP2EP188
12 RestingOrdTriggered Resting order triggered FIX.5.0SP2EP188
13 SuspendedOrdActivated Suspended order activated FIX.5.0SP2EP188
14 ActiveOrdSuspended Active order suspended FIX.5.0SP2EP188
15 OrdExpired Order expired FIX.5.0SP2EP188
FIX.5.0SP2EP188
2432 TotNoOrderEntries int Totals number of orders for a mass order or its acknowledgment being fragmented across multiple messages. FIX.5.0SP2EP188
2433 NoTargetPartySubIDs NumInGroup Number of target party sub IDs in the repeating group. FIX.5.0SP2EP189
2434 TargetPartySubID String Party sub-identifier value within a target party repeating group. FIX.5.0SP2EP189
2435 TargetPartySubIDType int Type of TargetPartySubID(2434) value. FIX.5.0SP2EP189
2436 TransferInstructionID String Unique identifier for the transfer instruction assigned by the submitter. FIX.5.0SP2EP189
2437 TransferID String The unique identifier assigned to the transfer entity once it is received, for example, by the CCP or the party governing the transfer process. Generally this same identifier for the transfer is used by all parties involved. FIX.5.0SP2EP189
2438 TransferReportID String Unique identifier for the transfer report message. FIX.5.0SP2EP189
2439 TransferTransType int Indicates the type of transfer transaction.
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.5.0SP2EP189
1 Replace Replace FIX.5.0SP2EP189
2 Cancel Cancel FIX.5.0SP2EP189
FIX.5.0SP2EP189
2440 TransferType int Indicates the type of transfer request.
Value SymbolicName Description Added Updated Deprecated
0 RequestTransfer Request transfer FIX.5.0SP2EP189
1 AcceptTransfer Accept transfer FIX.5.0SP2EP189
2 DeclineTransfer Decline transfer FIX.5.0SP2EP189
FIX.5.0SP2EP189
2441 TransferScope int Indicates the type of transfer.
Value SymbolicName Description Added Updated Deprecated
0 InterFirmTransfer Inter-firm transfer FIX.5.0SP2EP189
1 IntraFirmTransfer Intra-firm transfer FIX.5.0SP2EP189
2 CMTA Clearing Member Trade Assignment FIX.5.0SP2EP189
FIX.5.0SP2EP189
2442 TransferStatus int Status of the transfer.
Value SymbolicName Description Added Updated Deprecated
0 Received Received FIX.5.0SP2EP189
1 RejectedByIntermediary Rejected by intermediary FIX.5.0SP2EP189
2 AcceptPending Accept pending FIX.5.0SP2EP189
3 Accepted Accepted FIX.5.0SP2EP189
4 Declined Declined FIX.5.0SP2EP189
5 Cancelled Cancelled FIX.5.0SP2EP189
FIX.5.0SP2EP189
2443 TransferRejectReason int Reason the transfer instruction was rejected.
Value SymbolicName Description Added Updated Deprecated
0 Success Success FIX.5.0SP2EP189
1 InvalidParty Invalid party FIX.5.0SP2EP189
2 UnknownInstrument Unknown instrument FIX.5.0SP2EP189
3 UnauthorizedToSubmitXfer Not authorized to submit transfers FIX.5.0SP2EP189
4 UnknownPosition Unknown position FIX.5.0SP2EP189
99 Other Other FIX.5.0SP2EP189
FIX.5.0SP2EP189
2444 TransferReportType int Indicates the type of transfer report.
Value SymbolicName Description Added Updated Deprecated
0 Submit Submit FIX.5.0SP2EP189
1 Alleged Alleged FIX.5.0SP2EP189
FIX.5.0SP2EP189
2445 AggressorTime UTCTimestamp Timestamp of aggressive order or quote resulting in match event. FIX.5.0SP2EP190
2446 AggressorSide char Side of aggressive order or quote resulting in match event. FIX.5.0SP2EP190
2447 FastMarketIndicator Boolean Indicates if the instrument is in "fast market" state. A "fast market" is a state in which market rules are applied to instrument(s) or entire trading session when market events causes significant price movements due to public information. FIX.5.0SP2EP190
2448 LinkageHandlingIndicator Boolean Indicate whether linkage handling is in effect for an instrument or not. FIX.5.0SP2EP190
2449 NumberOfBuyOrders int Number of buy orders involved in a trade. FIX.5.0SP2EP190
2450 NumberOfSellOrders int Number of sell orders involved in a trade. FIX.5.0SP2EP190
2451 SettlPriceDeterminationMethod int Calculation method used to determine settlement price. FIX.5.0SP2EP190
2452 MDStatisticReqID String Message identifier for a statistics request. FIX.5.0SP2EP191
2453 MDStatisticRptID String Message identifier for a statistics report. FIX.5.0SP2EP191
2454 MDStatisticName String The short name or acronym for a set of statistic parameters. FIX.5.0SP2EP191
2455 MDStatisticDesc String Can be used to provide an optional textual description for a statistic. FIX.5.0SP2EP191
2456 MDStatisticType int Type of statistic value.
Value SymbolicName Description Added Updated Deprecated
1 Count Simple count of entities or events, e.g. orders transactions during a period of time. FIX.5.0SP2EP191
2 AverageVolume Average quantity of entities, e.g. average volume of incoming quotes or average trade volume. FIX.5.0SP2EP191 FIX.5.0SP2EP231
3 TotalVolume Aggregated quantities of entities across events, e.g. total trade volume during a period of time. FIX.5.0SP2EP191 FIX.5.0SP2EP231
4 Distribution Distribution of entities across entity types, e.g. percentage of limit orders amongst all order types. FIX.5.0SP2EP191
5 Ratio Pre-defined ratio between entities, e.g. ratio of trades triggered by buy orders. FIX.5.0SP2EP191
6 Liquidity Measurement of liquidity of an instrument, e.g. by providing the spread between bid and offer or the trade volume needed to move the price. FIX.5.0SP2EP191
7 VWAP Benchmark price. FIX.5.0SP2EP191
8 Volatility Volatility of entities, e.g. price movements of incoming orders. FIX.5.0SP2EP191
9 Duration Time period of events, e.g. resting period of passive orders. FIX.5.0SP2EP191
10 Tick Price movement of an instrument in number of ticks. FIX.5.0SP2EP191
11 AverageValue Average quantity multiplied by price. FIX.5.0SP2EP191 FIX.5.0SP2EP231
12 TotalValue Aggregated quantity multiplied by price; also described as turnover. FIX.5.0SP2EP191 FIX.5.0SP2EP231
13 High Highest price. FIX.5.0SP2EP191
14 Low Lowest price. FIX.5.0SP2EP191
15 Midpoint Midpoint price between bid and offer. FIX.5.0SP2EP191
16 First First price or initial value. FIX.5.0SP2EP191
17 Last Most recent price or value. FIX.5.0SP2EP191
18 Final Final price or confirmed value. FIX.5.0SP2EP191
19 ExchangeBest Best price of a single venue regardless of volume. FIX.5.0SP2EP191
20 ExchangeBestWithVolume Best price of a single venue with volume at or above a pre-defined threshold. FIX.5.0SP2EP191
21 ConsolidatedBest Best price across multiple venues regardless of volume. FIX.5.0SP2EP191
22 ConsolidatedBestWithVolume Best price across multiple venues with volume at or above a pre-defined threshold. FIX.5.0SP2EP191
23 TWAP Time weighted average price (TWAP) FIX.5.0SP2EP191
24 AverageDuration Average duration of time periods of events. FIX.5.0SP2EP231
25 AveragePrice Average price across entities e.g. trade prices. FIX.5.0SP2EP231
26 TotalFees Aggregated fees. FIX.5.0SP2EP231
27 TotalBenefits Aggregated benefits. FIX.5.0SP2EP231
28 MedianValue Median quantity multiplied by price for orders or quotes. FIX.5.0SP2EP231
29 AverageLiquidity Average liquidity of an instrument e.g. average effective spread. FIX.5.0SP2EP231
30 MedianDuration Median duration of time periods of events. FIX.5.0SP2EP231
FIX.5.0SP2EP191
2457 MDStatisticScope int Entities used as basis for the statistics.
Value SymbolicName Description Added Updated Deprecated
1 BidPrices Bid prices FIX.5.0SP2EP191
2 OfferPrices Offer prices FIX.5.0SP2EP191
3 BidDepth Bid depth FIX.5.0SP2EP191
4 OfferDepth Offer depth FIX.5.0SP2EP191
5 Orders Orders FIX.5.0SP2EP191
6 Quotes Quotes FIX.5.0SP2EP191
7 OrdersAndQuotes Orders and Quotes FIX.5.0SP2EP191
8 Trades Trades FIX.5.0SP2EP191
9 TradePrices Trade prices FIX.5.0SP2EP191
10 AuctionPrices Auction prices FIX.5.0SP2EP191
11 OpeningPrices Opening prices FIX.5.0SP2EP191
12 ClosingPrices Closing prices FIX.5.0SP2EP191
13 SettlementPrices Settlement prices FIX.5.0SP2EP191
14 UnderlyingPrices Underlying prices FIX.5.0SP2EP191
15 OpenInterest Open interest FIX.5.0SP2EP191
16 IndexValues Index values FIX.5.0SP2EP191
17 MarginRates Margin rates FIX.5.0SP2EP191
18 Outages System halt due to a technical malfunction or failure. FIX.5.0SP2EP231
19 ScheduledAuctions Scheduled auctions FIX.5.0SP2EP231
20 ReferencePrices Reference prices FIX.5.0SP2EP231
21 TradeValue Trade size multiplied by price. FIX.5.0SP2EP231
22 MarketDataFeeItems Fees related to market data access. FIX.5.0SP2EP231
23 Rebates Rebate items offered to the client. FIX.5.0SP2EP231
24 Discounts Discounts offered to the client. FIX.5.0SP2EP231
25 Payments Other benefits offered to the client. FIX.5.0SP2EP231
26 Taxes Taxes incurred. FIX.5.0SP2EP231
27 Levies Levies incurred. FIX.5.0SP2EP231
28 Benefits Benefits offered to the client. FIX.5.0SP2EP231
29 Fees Fees FIX.5.0SP2EP231
30 OrdersRFQs Orders and RFQs (Request for quotes) FIX.5.0SP2EP231
31 MarketMakers Market makers FIX.5.0SP2EP231
32 TradingInterruptions Disruption in trading due to an automatic or manual decision. FIX.5.0SP2EP231
33 TradingSuspensions An instrument is deliberately prevented from being quoted or traded due to a decision by execution venue or a competent authority. FIX.5.0SP2EP231
34 NoQuotes Period of no quotes received. FIX.5.0SP2EP231
35 RequestForQuotes Request for quotes FIX.5.0SP2EP231
36 TradeVolume Quantity traded. FIX.5.0SP2EP236
FIX.5.0SP2EP191
2458 MDStatisticSubScope int Sub-scope of the statistics to further reduce the entities used as basis for the statistics.
Value SymbolicName Description Added Updated Deprecated
1 Visible Only includes visible orders and/or quotes. FIX.5.0SP2EP191
2 Hidden Only includes hidden orders and/or quotes. FIX.5.0SP2EP191
3 Indicative Only includes IOIs and non-tradable quotes. FIX.5.0SP2EP191
4 Tradeable Excludes IOIs and indicative quotes. FIX.5.0SP2EP191
5 Passive Only includes resting orders and tradeable quotes. FIX.5.0SP2EP191
6 MarketConsensus Only includes entities, e.g. trades, conforming to minimum requirements. Details to be defined out of band. FIX.5.0SP2EP191
7 Power Outages due to power failure. FIX.5.0SP2EP231
8 HardwareError Outages due to a hardware malfunction or failure. FIX.5.0SP2EP231
9 SoftwareError Outages due to a software malfunction or failure. FIX.5.0SP2EP231
10 NetworkError Outages due to network error. FIX.5.0SP2EP231
11 Failed Transaction voided by the execution venue. FIX.5.0SP2EP231
12 Executed Total or partial execution of an order or quote. FIX.5.0SP2EP231
13 Entered Order or quote entry. FIX.5.0SP2EP231
14 Modified Order or quote modification. FIX.5.0SP2EP231
15 Cancelled Order or quote cancellation. FIX.5.0SP2EP231
16 MarketDataAccess Market data access FIX.5.0SP2EP231
17 TerminalAccess Terminal access FIX.5.0SP2EP231
18 Volume Specifies sub-scope of market data per volume. FIX.5.0SP2EP231
19 Cleared Cleared trade. FIX.5.0SP2EP231
20 Settled Settled trade. FIX.5.0SP2EP231
21 Other Any other fees incurred by the client. FIX.5.0SP2EP231
22 Monetary Monetary benefits offered to the clients. FIX.5.0SP2EP231
23 NonMonetary Non-monetary benefits offered to the clients FIX.5.0SP2EP231
24 Gross Total fees excluding rebates and discounts. FIX.5.0SP2EP231
25 LargeInScale Means an order classified as large in scale in accordance with a regulatory definition. FIX.5.0SP2EP231
26 NeitherHiddenNorLargeInScale Excluding orders pending disclosures and LIS. FIX.5.0SP2EP231
27 CorporateAction Specifies type of trading suspension. FIX.5.0SP2EP231
28 VenueDecision Specifies type of trading suspension. FIX.5.0SP2EP231
29 MinimumTimePeriod Minimum time period for the event defined by scope. FIX.5.0SP2EP231
30 Open Open status of RFQs (request for quotes), no quotes have been provided. FIX.5.0SP2EP231
31 NotExecuted Orders or quotes that didn't execute. FIX.5.0SP2EP231
32 Aggressive Order or Quote entered into the order book that took liquidity. FIX.5.0SP2EP236
33 Directed An order where execution venue is specified by the client. FIX.5.0SP2EP236
FIX.5.0SP2EP191
2459 MDStatisticScopeType int Scope details of the statistics to reduce the number of events being used as basis for the statistics.
Value SymbolicName Description Added Updated Deprecated
1 EntryRate Entry rate FIX.5.0SP2EP191
2 ModificationRate Modification rate FIX.5.0SP2EP191
3 CancelRate Cancel rate FIX.5.0SP2EP191
4 DownwardMove Downward move FIX.5.0SP2EP191
5 UpwardMove Upward move FIX.5.0SP2EP191
FIX.5.0SP2EP191
2460 MDStatisticFrequencyPeriod int Dissemination frequency of statistics.
Special meaning for a value of zero which represents an event-driven dissemination in real time (e.g. as soon as a new trade occurs). 		FIX.5.0SP2EP191
2461 MDStatisticFrequencyUnit int Time unit for MDStatisticFrequencyPeriod(2460). FIX.5.0SP2EP191
2462 MDStatisticDelayPeriod int Number of time units between the calculation of the statistic and its dissemination. Can be used to defer or delay publication. FIX.5.0SP2EP191
2463 MDStatisticDelayUnit int Time unit for MDStatisticDelayPeriod(2462). FIX.5.0SP2EP191
2464 MDStatisticIntervalType int Type of interval over which statistic is calculated.
Value SymbolicName Description Added Updated Deprecated
1 SlidingWindow Window is defined as an interval period up to the current time of dissemination, see MDStatisticIntervalPeriod (2466). FIX.5.0SP2EP191
2 SlidingWindowPeak Highest value of all sliding windows across date and/or time range. Omission of date/time range represents current day. FIX.5.0SP2EP191
3 FixedDateRange Interval may be open ended on either side, see MDStatisticStartDate (2468) and MDStatisticEndDate(2469). Starting/ending time of date fields only apply to the first/last day of the date range. Additional time range may be defined with MDStatisticStartTime(2470) and MDStatisticEndTime(2471) and applies to every business day within date range, i.e. to define an identical time slice across days. FIX.5.0SP2EP191
4 FixedTimeRange Interval may be open ended on either side, see MDStatisticStartTime(2470) and MDStatisticEndTime(2471). FIX.5.0SP2EP191
5 CurrentTimeUnit Relative time unit which has not ended yet, e.g. current day. Interval ends with the time of dissemination of the statistic. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465). FIX.5.0SP2EP191
6 PreviousTimeUnit Relative time unit which has ended in the past. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465). FIX.5.0SP2EP191
7 MaximumRange Use to convey record values over the lifetime of the system or venue. FIX.5.0SP2EP191
8 MaximumRangeUpToPreviousTimeUnit Use to convey record values over the lifetime of the system or venue but does not include the most recent time unit as it has not completed yet. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465) FIX.5.0SP2EP191
FIX.5.0SP2EP191
2465 MDStatisticIntervalTypeUnit String Time unit for MDStatisticIntervalType(2464). FIX.5.0SP2EP191
2466 MDStatisticIntervalPeriod int Length of time over which the statistic is calculated. Special meaning for a value of zero to express that there is no aggregation over time. Can be used with other interval types expressing relative date and time ranges to combine them with sliding window peaks, e.g. highest volume across 1 minute intervals of the previous day. FIX.5.0SP2EP191
2467 MDStatisticIntervalUnit int Time unit for MDStatisticIntervalPeriod(2466). FIX.5.0SP2EP191
2468 MDStatisticStartDate UTCTimestamp First day of range for which statistical data is collected. FIX.5.0SP2EP191
2469 MDStatisticEndDate UTCTimestamp Last day of range for which statistical data is collected. FIX.5.0SP2EP191
2470 MDStatisticStartTime UTCTimeOnly Start time of the time range for which statistical data is collected. FIX.5.0SP2EP191
2471 MDStatisticEndTime UTCTimeOnly End time of the time range for which statistical data is collected. FIX.5.0SP2EP191
2472 MDStatisticRatioType int Ratios between various entities.
Value SymbolicName Description Added Updated Deprecated
1 BuyersToSellers None FIX.5.0SP2EP191
2 UpticksToDownticks Can also be used with a scope of multiple instruments representing an index. FIX.5.0SP2EP191
3 MarketMakerToNonMarketMaker Use to identify share of market making activity. FIX.5.0SP2EP191
4 AutomatedToNonAutomated Use to identify ratio of orders and quotes resulting from automated trading. FIX.5.0SP2EP191
5 OrdersToTrades Use with scope of trades. FIX.5.0SP2EP191
6 QuotesToTrades Use with scope of trades. FIX.5.0SP2EP191
7 OrdersAndQuotesToTrades Use with scope of trades. FIX.5.0SP2EP191
8 FailedToTotalTradedValue Total value of failed trades over total traded value. FIX.5.0SP2EP231
9 BenefitsToTotalTradedValue Total value of all benefits over total traded value. FIX.5.0SP2EP231
10 FeesToTotalTradedValue Total value of all fees excluding rebates over total traded value. FIX.5.0SP2EP231
11 TradeVolumeToTotalTradedVolume Total value of failed trades over total traded value. FIX.5.0SP2EP236
12 OrdersToTotalNumberOrders Orders pertaining to a type over total number of orders. FIX.5.0SP2EP236
FIX.5.0SP2EP191
2473 MDStatisticRequestResult int Result returned in response to MarketDataStatisticsRequest (35=DO).
Value SymbolicName Description Added Updated Deprecated
0 Successful Successful (default) FIX.5.0SP2EP191
1 InvalidOrUnknownMarket Invalid or unknown market FIX.5.0SP2EP191
2 InvalidOrUnknownMarketSegment Invalid or unknown market segment FIX.5.0SP2EP191
3 InvalidOrUnknownSecurityList Invalid or unknown security list FIX.5.0SP2EP191
4 InvalidOrUnknownInstruments Invalid or unknown instrument(s) FIX.5.0SP2EP191
5 InvalidParties Invalid parties FIX.5.0SP2EP191
6 TradeDateOutOfSupportedRange Trade date out of supported range FIX.5.0SP2EP191
7 UnsupportedStatisticType Statistic type not supported FIX.5.0SP2EP191
8 UnsupportedScopeOrSubScope Scope or sub-scope not supported FIX.5.0SP2EP191
9 UnsupportedScopeType Scope type not supported FIX.5.0SP2EP191
10 MarketDepthNotSupported Market depth not supported FIX.5.0SP2EP191
11 FrequencyNotSupported Frequency not supported FIX.5.0SP2EP191
12 UnsupportedStatisticInterval Statistic interval not supported FIX.5.0SP2EP191
13 UnsupportedStatisticDateRange Statistic date range not supported FIX.5.0SP2EP191
14 UnsupportedStatisticTimeRange Statistic time range not supported FIX.5.0SP2EP191
15 UnsupportedRatioType Ratio type not supported FIX.5.0SP2EP191
16 InvalidOrUnknownTradeInputSource Invalid or unknown trade input source FIX.5.0SP2EP191
17 InvalidOrUnknownTradingSession Invalid or unknown trading session FIX.5.0SP2EP191
18 UnauthorizedForStatisticRequest Unauthorized for statistic request FIX.5.0SP2EP191
99 Other Other (further information in Text (58) field) FIX.5.0SP2EP191
FIX.5.0SP2EP191
2474 NoMDStatistics NumInGroup Number of market data statistics. FIX.5.0SP2EP191
2475 MDStatisticID String Unique identifier for a statistic. FIX.5.0SP2EP191
2476 MDStatisticTime UTCTimestamp Time of calculation of a statistic. FIX.5.0SP2EP191
2477 MDStatisticStatus int Status for a statistic to indicate its availability.
Value SymbolicName Description Added Updated Deprecated
1 Active Active (default) FIX.5.0SP2EP191
2 Inactive Inactive (not disseminated) FIX.5.0SP2EP191
FIX.5.0SP2EP191
2478 MDStatisticValue float Statistical value. FIX.5.0SP2EP191
2479 MDStatisticValueType int Type of statistical value.
Value SymbolicName Description Added Updated Deprecated
1 Absolute Absolute FIX.5.0SP2EP191
2 Percentage Percentage FIX.5.0SP2EP191
FIX.5.0SP2EP191
2480 MDStatisticValueUnit int Unit of time for statistical value. FIX.5.0SP2EP191 FIX.5.0SP2EP208
2481 EncodedMDStatisticDescLen Length Byte length of encoded (non-ASCII characters) EncodedMDStatisticDesc(2482) field. FIX.5.0SP2EP191 FIX.5.0SP2EP229
2482 EncodedMDStatisticDesc data Encoded (non-ASCII characters) representation of the MDStatisticDesc(2455) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MDStatisticDesc(2455) field. FIX.5.0SP2EP191
2483 AllocRiskLimitCheckStatus int Indicates the status of the risk limit check performed on a trade for this allocation instance. FIX.5.0SP2EP192
2484 FirmTransactionID String The unique transaction entity identifier assigned by the firm. FIX.5.0SP2EP192
2485 TransactionID String The unique transaction entity identifier. FIX.5.0SP2EP192
2486 WireReference String The reference to a wire transfer associated with the transaction. Wire references done via wire services such as Fedwire Output Message Accountabilitty Data "OMAD" or SWIFT Output Sequence Number "OSN". FIX.5.0SP2EP192
2487 CollRptRejectReason int Reject reason code for rejecting the collateral report.
Value SymbolicName Description Added Updated Deprecated
0 UnknownTrade Unknown trade or transaction FIX.5.0SP2EP192
1 UnknownInstrument Unknown or invalid instrument FIX.5.0SP2EP192
2 UnknownCounterparty Unknown or invalid counterparty FIX.5.0SP2EP192
3 UnknownPosition Unknown or invalid position FIX.5.0SP2EP192
4 UnacceptableCollateral Unacceptable or invalid type of collateral FIX.5.0SP2EP192
99 Other Other FIX.5.0SP2EP192
FIX.5.0SP2EP192
2488 CollRptStatus int The status of the collateral report.
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted (successfully processed) FIX.5.0SP2EP192
1 Received Received (not yet processed) FIX.5.0SP2EP192
2 Rejected Rejected FIX.5.0SP2EP192
FIX.5.0SP2EP192
2489 PackageID String Identifier assigned to a collection of trades so that they can be analyzed as one atomic unit for risk assessment and clearing. FIX.5.0SP2EP192
2490 TradeNumber int Ordinal number of the trade within a series of related trades. FIX.5.0SP2EP192
2491 UnderlyingAssetGroup int Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). FIX.5.0SP2EP192
2492 LegDifferentialPrice PriceOffset Used in pricing a group of individual Trade at Settlement (TAS) and Trade At Marker (TAM) contracts as an atomic unit. The value is the negotiated currency offset either at settlement (TAS) or at the time specified in the product definition (TAM). The final contract price is reported in LegLastPx(637). FIX.5.0SP2EP217
2493 EncodedLegDocumentationText data Encoded (non-ASCII characters) representation of the LegDocumentationText(2505) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the LegDocumentationText(2505) field. FIX.5.0SP2EP192
2494 EncodedLegDocumentationTextLen Length Byte length of encoded (non-ASCII characters) EncodedLegDocumentationText(2493) field. FIX.5.0SP2EP192
2495 LegAgreementCurrency Currency Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency. FIX.5.0SP2EP192
2496 LegAgreementDate LocalMktDate A reference to the date the underlying agreement specified by LegAgreementID(2498) and LegAgreementDesc(2497) was executed. FIX.5.0SP2EP192
2497 LegAgreementDesc String The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. See http://www.fpml.org/coding-scheme/master-agreement-type for derivative values. FIX.5.0SP2EP192
2498 LegAgreementID String A common reference to the applicable standing agreement between the counterparties to a financing transaction. FIX.5.0SP2EP192
2499 LegAgreementVersion String The version of the master agreement. FIX.5.0SP2EP192
2500 LegBrokerConfirmationDesc String Describes the type of broker confirmation executed between the parties. Can be used as an alternative to MasterConfirmationDesc(1962). See http://www.fpml.org/coding-scheme/broker-confirmation-type for values. FIX.5.0SP2EP192
2501 LegCreditSupportAgreementDate LocalMktDate The date of the ISDA Credit Support Agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties. FIX.5.0SP2EP192
2502 LegCreditSupportAgreementDesc String The type of ISDA Credit Support Agreement. See http://www.fpml.org/coding-scheme/credit-support-agreement-type for values. FIX.5.0SP2EP192
2503 LegCreditSupportAgreementID String A common reference or unique identifier to identify the ISDA Credit Support Agreement executed between the parties. FIX.5.0SP2EP192
2504 LegDeliveryType int Identifies type of settlement. FIX.5.0SP2EP192
2505 LegDocumentationText String A sentence or phrase pertinent to the trade, not a reference to an external document. E.g. "To be registered with the U.S. Environmental Protection Agency, Acid Rain Division, SO2 Allowance Tracking System". FIX.5.0SP2EP192
2506 LegEndDate LocalMktDate End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral. FIX.5.0SP2EP192
2507 LegGoverningLaw String Identification of the law governing the transaction. See http://www.fpml.org/coding-scheme/governing-law for values. FIX.5.0SP2EP192
2508 LegMarginRatio Percentage The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 2% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%. FIX.5.0SP2EP192
2509 LegMasterConfirmationAnnexDate LocalMktDate The date that an annexation to the master confirmation was executed between the parties. FIX.5.0SP2EP192
2510 LegMasterConfirmationDate LocalMktDate Alternative to broker confirmation. The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties. FIX.5.0SP2EP192
2511 LegMasterConfirmationDesc String The type of master confirmation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-type for values. FIX.5.0SP2EP192
2512 LegMasterConfirmationAnnexDesc String The type of master confirmation annexation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-annex-type for values. FIX.5.0SP2EP192
2513 LegStartDate LocalMktDate Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral. FIX.5.0SP2EP192
2514 LegTerminationType int Type of financing termination. FIX.5.0SP2EP192
2515 AllocCalculatedCcyQty Qty Used for the calculated quantity of the other side of the currency trade applicable to the allocation instance. FIX.5.0SP2EP193
2516 CollateralRequestInstruction String An encoded collateral request processing instruction to the receiver. FIX.5.0SP2EP193
2517 CollateralRequestLinkID String A unique identifier to link together a set or group of requests. FIX.5.0SP2EP193
2518 CollateralRequestNumber int Ordinal number of the request within a set or group of requests. FIX.5.0SP2EP193
2519 TotNumCollateralRequests int Total number of request messages within a set or group of requests. FIX.5.0SP2EP193
2520 WarningText String Communicates the underlying condition when the request response indicates "warning". FIX.5.0SP2EP193
2521 EncodedWarningText data Encoded (non-ASCII characters) representation of the WarningText(2520) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the WarningText(2520) field. FIX.5.0SP2EP193
2522 EncodedWarningTextLen Length Byte length of encoded (non-ASCII characters) EncodedWarningtText(2521) field. FIX.5.0SP2EP193
2523 CrossedIndicator int Indicates whether the order or quote was crossed with another order or quote having the same context, e.g. having accounts with a common ownership.
Value SymbolicName Description Added Updated Deprecated
0 NoCross Crossing did not occur. FIX.5.0SP2EP218
1 CrossRejected Crossing occurred but execution was prevented, e.g. due to self-match prevention. FIX.5.0SP2EP218
2 CrossAccepted Crossing occurred but execution was permitted. FIX.5.0SP2EP218
FIX.5.0SP2EP218
2524 TradeReportingIndicator int Used between parties to convey trade reporting status. In the context of regulatory reporting, this field may be used by the reporting party (e.g. party obligated to report to regulators) to inform their trading counterparty or other interested parties the trade reporting status.
Value SymbolicName Description Added Updated Deprecated
0 NotReported Depending on the regulatory regime the trade is reportable and the recipient may be responsible for reporting. FIX.5.0SP2EP222 FIX.5.0SP2EP237
1 OnBook Trade has been or will be reported by a trading venue as an "on-book" trade FIX.5.0SP2EP222 FIX.5.0SP2EP237
2 SISeller Trade has been or will be reported as a "systematic internaliser" seller trade FIX.5.0SP2EP222 FIX.5.0SP2EP237
3 SIBuyer Trade has been or will be reported as a "systematic internaliser" buyer trade FIX.5.0SP2EP222 FIX.5.0SP2EP237
4 NonSISeller Trade has been or will be reported as a "non-systematic internaliser" seller trade FIX.5.0SP2EP222 FIX.5.0SP2EP237
5 SubDelegationByFirm Trade has been or will be reported under a sub-delegation arrangement by an investment firm to a reporting facility (e.g. APA) on behalf of another investment firm FIX.5.0SP2EP222 FIX.5.0SP2EP237
6 Reportable Depending on the regulatory regime the recipient is not responsible for reporting. FIX.5.0SP2EP237
7 NonSIBuyer Trade has been or will be reported as a "non-Systematic Internaliser" buyer trade FIX.5.0SP2EP237
8 OffBook Trade has been or will be reported by a trading venue as an "off-book" trade FIX.5.0SP2EP237
9 NotReportable The (non-equity) instrument does not need to be reported by any party, e.g. because it is not deemed to have been traded on a trading venue. FIX.5.0SP2EP237
FIX.5.0SP2EP222
2525 AffiliatedFirmsTradeIndicator Boolean Indicates whether the transaction or position was entered into between two affiliated firms. I.e. one counterparty has an ownership interest in the other counterparty but less than the majority interest. This trade attribute was identified under and applies to the Canadian CSA trade reporting regulations. FIX.5.0SP2EP193
2526 InternationalSwapIndicator Boolean Identifies the swap trade as an "international" transaction. In the context of CFTC Regulation 45.3(h), an international swap is required by U.S. law and the law of another jurisdiction to be reported both to a US Swaps Data Repository and to a different trade repository registered within the other jurisdiction. The additional SDRs must be identified in the appropriate Parties component with PartyRole(452) = 102 (Data repository), PartyRoleQualifier(2376) = 11 (Additional international trade repository) and PartySubIDType(803) = 70 (Location or jurisdiction). FIX.5.0SP2EP193
2527 MultiAssetSwapIndicator Boolean Indicates a swap that does not have one easily identifiable primary underlying asset, but instead involves multiple underlying assets within one trade repository's jurisdiction that belong to different asset classes. None FIX.5.0SP2EP193
2528 ClearingSettlPrice Price Clearing settlement price. FIX.5.0SP2EP195
2529 NoRelativeValues NumInGroup Number of relative value metrics entries in the repeating group. FIX.5.0SP2EP194
2530 RelativeValueType int Indicates the type of relative value measurement being specified.
Value SymbolicName Description Added Updated Deprecated
1 ASWSpread ASW Spread. The asset swap spread is the difference in the bond's yield (yield to maturity) and a floating interest rate (usually LIBOR), expressed in basis points. FIX.5.0SP2EP194
2 OIS OIS Spread. The overnight indexed swap spread is the spread, expressed in basis points, between the bond yield (the fixed rate) and an overnight indexed rate (e.g. Fed Funds rate, EONIA, SONIA, etc.) (the floating rate). FIX.5.0SP2EP194
3 ZSpread Z-Spread. The zero coupon spread is the constant spread added to the reference zero coupon yield curve (usually Treasury spot rate curve), expressed in basis points, to derive the adjusted yield curve used to determine the present value of the cash flows so that it equals the dirty price of the bond (i.e. accrued interested factored in). FIX.5.0SP2EP194
4 DiscountMargin The DM is the spread, expressed in basis points, added to the bond's reference rate that will equate the bond's cash flows to its current price. FIX.5.0SP2EP194
5 ISpread I-Spread or I-Curve spread. The spread, expressed in basis points, added to an interpolated point on the reference yield curve. FIX.5.0SP2EP194
6 OAS OAS or OA-spread. Used to evaluate bonds with embedded (callable or put-able) options. The option adjusted spread is a constant spread, expressed in basis points, applied to each point on the spot rate curve (usually Treasury spot rate curve) where the bond's cash flow is received, such that the price of the bond is the same as the present value of its cash flows. FIX.5.0SP2EP194
7 GSpread The spread difference between the bond's yield and the interpolated yield from the government reference yield curve, expressed in basis points. It represents the curve adjusted value of the bond by accounting for the difference between the bond's benchmark yield and the interpolated government reference yield at the same point on the curve that matches the bond's remaining life. FIX.5.0SP2EP194
8 CDSBasis Also referred to as CDS Bond Basis. The CDS basis is the spread difference between the CDS spread or premium for the obligor and the Z-Spread or the ASW spread of the same reference or obligor bond, expressed in basis points. FIX.5.0SP2EP194
9 CDSInterpolatedBasis Also referred to as CDS Bond Interpolated Basis. The CDS interpolated basis is the difference between the reference or obligor bond's Z Spread or ASW spread and an interpolated point on CDS curve that matches the maturity of the reference bond, expressed in basis points. FIX.5.0SP2EP194
FIX.5.0SP2EP194
2531 RelativeValue float The valuation of an instrument relative to a base measurement specified in RelativeValueType(2530). This value can be negative. FIX.5.0SP2EP194
2532 RelativeValueSide int Specifies the side of the relative value.
Value SymbolicName Description Added Updated Deprecated
1 Bid Bid FIX.5.0SP2EP194
2 Mid Mid FIX.5.0SP2EP194
3 Offer Offer FIX.5.0SP2EP194
FIX.5.0SP2EP194
2533 BidSpread float Basis points relative to a benchmark curve on the bid side, such as LIBOR, or a known security, such as 10Y US Treasury bond. The benchmark security or curve name is specified in the SpreadOrBenchmarkCurveData component. FIX.5.0SP2EP194
2534 OfferSpread float Basis points relative to a benchmark curve on the offer side, such as LIBOR, or a known security, such as 10Y US Treasury bond. The benchmark security or curve name is specified in the SpreadOrBenchmarkCurveData component. FIX.5.0SP2EP194
2535 MDReportEvent int Technical event within market data feed.
Value SymbolicName Description Added Updated Deprecated
1 StartInstrumentRefData None FIX.5.0SP2EP195
2 EndInstrumentRefData None FIX.5.0SP2EP195
3 StartOffMarketTrades None FIX.5.0SP2EP195
4 EndOffMarketTrades None FIX.5.0SP2EP195
5 StartOrderBookTrades None FIX.5.0SP2EP195
6 EndOrderBookTrades None FIX.5.0SP2EP195
7 StartOpenInterest None FIX.5.0SP2EP195
8 EndOpenInterest None FIX.5.0SP2EP195
9 StartSettlementPrices None FIX.5.0SP2EP195
10 EndSettlementPrices None FIX.5.0SP2EP195
11 StartStatsRefData None FIX.5.0SP2EP195
12 EndStatsRefData None FIX.5.0SP2EP195
13 StartStatistics None FIX.5.0SP2EP195
14 EndStatistics None FIX.5.0SP2EP195
FIX.5.0SP2EP195
2536 MDReportCount int Number of reference and market data messages in-between two MarketDataReport(35=DR) messages. FIX.5.0SP2EP195
2537 TotNoMarketSegmentReports int Total number of reports related to market segments. FIX.5.0SP2EP195
2538 TotNoInstrumentReports int Total number of reports related to instruments. FIX.5.0SP2EP195
2539 TotNoPartyDetailReports int Total number of reports related to party detail information. FIX.5.0SP2EP195
2540 TotNoEntitlementReports int Total number of reports related to party entitlement information. FIX.5.0SP2EP195
2541 TotNoRiskLimitReports int Total number of reports related to party risk limit information. FIX.5.0SP2EP195
2542 MarketSegmentStatus int Status of market segment.
Value SymbolicName Description Added Updated Deprecated
1 Active Market segment is active, i.e. trading is possible. FIX.5.0SP2EP195
2 Inactive Market segment has previously been active and is now inactive. FIX.5.0SP2EP195
3 Published Market segment information is provided prior to its first activation. FIX.5.0SP2EP195
FIX.5.0SP2EP195
2543 MarketSegmentType int Used to classify the type of market segment.
Value SymbolicName Description Added Updated Deprecated
1 Pool Used when multiple market segments are being grouped or pooled together. FIX.5.0SP2EP195
2 Retail None FIX.5.0SP2EP195
3 Wholesale None FIX.5.0SP2EP195
FIX.5.0SP2EP195
2544 MarketSegmentSubType int Used to further categorize market segments within a MarketSegmentType(2543).
Value SymbolicName Description Added Updated Deprecated
1 InterProductSpread Complex instruments which consist of leg instruments from different products, e.g. a location spread which include country-specific products in each leg instrument. FIX.5.0SP2EP195
FIX.5.0SP2EP195
2545 NoRelatedMarketSegments NumInGroup Number of related market segments. FIX.5.0SP2EP195
2546 RelatedMarketSegmentID String Identifies a related market segment. FIX.5.0SP2EP195
2547 MarketSegmentRelationship int Type of relationship between two or more market segments.
Value SymbolicName Description Added Updated Deprecated
1 MarketSegmentPoolMember Market segments represent constituents of the pool identified. FIX.5.0SP2EP195
2 RetailSegment Retail segment related to wholesale segment identified. FIX.5.0SP2EP195
3 WholesaleSegment Wholesale segment related to retail segment identified. FIX.5.0SP2EP195
FIX.5.0SP2EP195
2548 NoAuctionTypeRules NumInGroup Number of auction order types. FIX.5.0SP2EP195
2549 AuctionTypeProductComplex String Identifies an entire suite of products for which the auction order type rule applies. FIX.5.0SP2EP195
2550 NoPriceRangeRules NumInGroup Number of rules related to price ranges. FIX.5.0SP2EP195
2551 StartPriceRange Price Lower boundary for price range. FIX.5.0SP2EP195
2552 EndPriceRange Price Upper boundary for price range. FIX.5.0SP2EP195
2553 PriceRangeValue Price Maximum range expressed as absolute value. FIX.5.0SP2EP195
2554 PriceRangePercentage Percentage Maximum range expressed as percentage. FIX.5.0SP2EP195
2555 PriceRangeProductComplex String Identifies an entire suite of products in the context of trading rules related to price ranges. FIX.5.0SP2EP195
2556 PriceRangeRuleID String Identifier for a price range rule. FIX.5.0SP2EP195
2557 FastMarketPercentage Percentage The percentage factor to be applied to trading rule parameters (e.g. price ranges, size ranges, etc.) when fast market conditions are applicable. FIX.5.0SP2EP195
2558 NoQuoteSizeRules NumInGroup Number of rules related to quote sizes. FIX.5.0SP2EP195
2559 QuoteSideIndicator Boolean Indicates whether single sided quotes are allowed.
Value SymbolicName Description Added Updated Deprecated
N No None FIX.5.0SP2EP195
Y Yes None FIX.5.0SP2EP195
FIX.5.0SP2EP195
2560 NoFlexProductEligibilities NumInGroup Number of eligibility indicators for the creation of flexible securities. FIX.5.0SP2EP195
2561 FlexProductEligibilityComplex String Identifies an entire suite of products which are eligible for the creation of flexible securities. FIX.5.0SP2EP195
2562 NumOfComplexInstruments int Represents the total number of multileg securities or user defined securities that make up the security. FIX.5.0SP2EP195
2563 MarketDepthTimeInterval int Specifies the time interval used for netting market data in a price depth feed. FIX.5.0SP2EP195
2564 MarketDepthTimeIntervalUnit int The time unit associated with the time interval of the netting of market data in a price depth feed. FIX.5.0SP2EP195
2565 MDRecoveryTimeInterval int Specifies the time interval between two repetitions of the same market data for cyclic recovery feeds. FIX.5.0SP2EP195
2566 MDRecoveryTimeIntervalUnit int The time unit associated with the time interval between two cycles of the same market data in cyclic data recovery feeds. FIX.5.0SP2EP195
2567 PrimaryServiceLocationID String Primary service location identifier. FIX.5.0SP2EP195
2568 SecondaryServiceLocationID String Secondary or alternate service location identifier. FIX.5.0SP2EP195
2569 MatchRuleProductComplex String Identifies an entire suite of products for which the matching rule applies. FIX.5.0SP2EP195
2570 CustomerPriority int Specifies the kind of priority given to customers.
Value SymbolicName Description Added Updated Deprecated
0 NoPriority None FIX.5.0SP2EP195
1 UnconditionalPriority None FIX.5.0SP2EP195
FIX.5.0SP2EP195
2571 TickRuleProductComplex String Identifies an entire suite of products for which the price tick rule applies. FIX.5.0SP2EP195
2572 PreviousAdjustedOpenInterest Amt Previous day's adjusted open interest. FIX.5.0SP2EP195
2573 PreviousUnadjustedOpenInterest Amt Previous day's unadjusted open interest. FIX.5.0SP2EP195
2574 LowExercisePriceOptionIndicator Boolean Indicates if a given option instrument permits low exercise prices (LEPO). FIX.5.0SP2EP195
2575 BlockTradeEligibilityIndicator Boolean Indicates if a given instrument is eligible for block trading. FIX.5.0SP2EP195
2576 InstrumentPricePrecision int Specifies the number of decimal places for instrument prices. FIX.5.0SP2EP195
2577 StrikePricePrecision int Specifies the number of decimal places for exercise price. FIX.5.0SP2EP195
2578 OrigStrikePrice Price Original exercise price, e.g. after corporate action requiring changes. FIX.5.0SP2EP195
2579 SettlSubMethod int Specifies a suitable settlement sub-method for a given settlement method.
Value SymbolicName Description Added Updated Deprecated
1 Shares None FIX.5.0SP2EP195
2 Derivatives None FIX.5.0SP2EP195
3 PaymentVsPayment None FIX.5.0SP2EP195
4 Notional None FIX.5.0SP2EP195
5 Cascade None FIX.5.0SP2EP195
6 Repurchase None FIX.5.0SP2EP195
99 Other None FIX.5.0SP2EP195
FIX.5.0SP2EP195
2580 NoClearingPriceParameters NumInGroup Number of parameter sets for clearing prices. FIX.5.0SP2EP195
2581 BusinessDayType int Relative identification of a business day. FIX.5.0SP2EP195
2582 ClearingPriceOffset PriceOffset Constant value required for the calculation of the clearing price, e.g. for variance futures. FIX.5.0SP2EP195
2583 VegaMultiplier float Constant value required for the calculation of the clearing quantity, e.g. for variance futures. FIX.5.0SP2EP195
2584 AnnualTradingBusinessDays int Number of trading business days in a year. FIX.5.0SP2EP195
2585 TotalTradingBusinessDays int Number of trading business days over the lifetime of an instrument. FIX.5.0SP2EP195
2586 TradingBusinessDays int Number of actual trading business days of an instrument. FIX.5.0SP2EP195
2587 RealizedVariance float Actual or realized variance of an instrument used to calculate settlement prices, e.g. for variance futures. FIX.5.0SP2EP195
2588 StandardVariance float Standard variance (over the lifetime of an instrument) or initial variance used to calculate settlement prices, e.g. for variance futures. FIX.5.0SP2EP195
2589 RelatedClosePrice Price Closing price of the underlying required to calculate the RealizedVariance(2587). FIX.5.0SP2EP195
2590 OvernightInterestRate float Overnight interest rate. FIX.5.0SP2EP195
2591 AccumulatedReturnModifiedVariationMargin float The economic cost of the variation margin from one trading day to the next. FIX.5.0SP2EP195
2592 CalculationMethod int Specifies how the calculation will be made.
Value SymbolicName Description Added Updated Deprecated
0 Automatic None FIX.5.0SP2EP195
1 Manual None FIX.5.0SP2EP195
FIX.5.0SP2EP195
2593 NoOrderAttributes NumInGroup Number of order attribute entries. FIX.5.0SP2EP222
2594 OrderAttributeType int The type of order attribute.
Value SymbolicName Description Added Updated Deprecated
0 AggregatedOrder In the context of ESMA RTS 24 Article 2(3), when OrderAttributeValue(2595)=Y, it signifies that the order consists of several orders aggregated together. This maps to ESMA RTS value "AGGR". FIX.5.0SP2EP222
1 PendingAllocation In the context of ESMA RTS 24 Article 2(2), when OrderAttributeValue(2595)=Y, it signifies that the order submitter "is authorized under the legislation of a Member State to allocate an order to its client following submission of the order to the trading venue and has not yet allocated the order to its client at the time of the submission of the order". This maps to ESMA RTS value "PNAL". FIX.5.0SP2EP222
2 LiquidityProvisionActivityOrder In the context of ESMA RTS 24 Article 3, when OrderAttributeValue(2595)=Y, it signifies that the order was submitted "as part of a market making strategy pursuant to Articles 17 and 18 of Directive 2014/65/EU, or is submitted as part of another activity in accordance with Article 3" (of RTS 24). FIX.5.0SP2EP222
3 RiskReductionOrder In the context of ESMA RTS 22 Article 4(2)(i), when OrderAttributeValue(2595)=Y, it signifies that the commodity derivative order is a transaction "to reduce risk in an objectively measurable way in accordance with Article 57 of Directive 2014/65/EU". FIX.5.0SP2EP222
4 AlgorithmicOrder When OrderAttributeValue(2595)=Y, it signifies the order submitted to the dealer/investment firm resulted from an algorithm. FIX.5.0SP2EP222
5 SystemicInternaliserOrder When OrderAttributeValue(2595)=Y, it signifies the order is submitted by a systematic internaliser. FIX.5.0SP2EP222
6 AllExecutionsSubmittedToAPA All executions from this order that may need to be trade reported by the order submitter under MiFID II rules will be submitted by the order receiver on the submitter's behalf to the Approved Publication Arrangement (APA) facility specified in OrderAttributeValue(2595). ESMA RTS 1. FIX.5.0SP2EP228
7 OrderExecutionInstructedByClient In the context of ESMA RTS 22, Annex I, Table 2, Field 59, when OrderAttributeValue(2595)=Y, it signifies that the execution (e.g. the details of the trade including the venue of execution) was instructed by a client or by another person from outside the Investment Firm but within the same group (Field 59 'CLIENT' in ESMA 2016-1452 Guidelines). FIX.5.0SP2EP228
8 LargeInScale In the context of MiFIR Article 4(1)(c) and Article 9(1)(a), when OrderAttributeValue(2595)=Y, it signifies that the order size is above normal market size.
In the context of MiFIR Article 4(1)(c) and Article 9(1)(a), when OrderAttributeValue(2595)=Y, it signifies that the order is large in scale compared to normal market size.		 FIX.5.0SP2EP228
9 Hidden In the context of MiFIR Article 4(1)(d) and Article 9(1)(a), when OrderAttributeValue(2595)=Y, it signifies that the order is held in an order management facility of the trading venue pending disclosure. FIX.5.0SP2EP228
FIX.5.0SP2EP222
2595 OrderAttributeValue String The value associated with the order attribute type specified in OrderAttributeType(2594). FIX.5.0SP2EP222
2596 DeltaCrossed Boolean Indicates that the party has taken a position on both a put and a call on the same underlying asset. FIX.5.0SP2EP208
2597 ComplexEventFuturesPriceValuation Boolean Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts. FIX.5.0SP2EP208
2598 ComplexEventOptionsPriceValuation Boolean Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts. FIX.5.0SP2EP208
2599 ComplexEventPVFinalPriceElectionFallback int Specifies the fallback provisions for the hedging party in the determination of the final settlement price.
Value SymbolicName Description Added Updated Deprecated
0 Close In respect of the "early final valuation date", the provisions for "future present value close" shall apply. FIX.5.0SP2EP208
1 HedgeElection In respect of the "early final valuation date", the provisions for "future present value hedge execution" shall apply. FIX.5.0SP2EP208
FIX.5.0SP2EP208
2600 StrikeIndexCurvePoint String The point on the floating rate index curve. Sample values:
M = combination of a number between 1-12 and an "M" for month, e.g. 3M
Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y
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. 		FIX.5.0SP2EP208
2601 StrikeIndexQuote int The quote side from which the index price is to be determined.
Value SymbolicName Description Added Updated Deprecated
0 Bid None FIX.5.0SP2EP208
1 Mid Mid FIX.5.0SP2EP208
2 Offer Offer FIX.5.0SP2EP208
FIX.5.0SP2EP208
2602 ExtraordinaryEventAdjustmentMethod int Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
Value SymbolicName Description Added Updated Deprecated
0 CalculationAgent The Calculation Agent has the right to adjust the terms of the trade following a corporate action. FIX.5.0SP2EP208
1 OptionsExchange The trade will be adjusted in accordance with any adjustment made by the exchange on which options on the underlying are listed. FIX.5.0SP2EP208
FIX.5.0SP2EP208
2603 ExchangeLookAlike Boolean For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)). FIX.5.0SP2EP208
2604 LegStrikeIndexCurvePoint String The point on the floating rate index curve. Sample values:
M = combination of a number between 1-12 and an "M" for month, e.g. 3M
Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y
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. 		FIX.5.0SP2EP208
2605 LegStrikeIndexQuote int The quote side from which the index price is to be determined. FIX.5.0SP2EP208
2606 LegExtraordinaryEventAdjustmentMethod int Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. FIX.5.0SP2EP208
2607 LegExchangeLookAlike Boolean For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)). FIX.5.0SP2EP208
2608 LegComplexEventFuturesPriceValuation Boolean Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts. FIX.5.0SP2EP208
2609 LegComplexEventOptionsPriceValuation Boolean Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts. FIX.5.0SP2EP208
2610 LegComplexEventPVFinalPriceElectionFallback int Specifies the fallback provisions for the hedging party in the determination of the final settlement price FIX.5.0SP2EP208
2611 UnderlyingComplexEventFuturesPriceValuation Boolean Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts. FIX.5.0SP2EP208
2612 UnderlyingComplexEventOptionsPriceValuation Boolean Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts. FIX.5.0SP2EP208
2613 UnderlyingComplexEventPVFinalPriceElectionFallback int Specifies the fallback provisions for the hedging party in the determination of the final settlement price FIX.5.0SP2EP208
2614 UnderlyingNotional Amt Notional value for the equity or bond underlier. FIX.5.0SP2EP208
2615 UnderlyingNotionalCurrency Currency Specifies the currency denomination of the notional value. Uses ISO 4217 currency codes. FIX.5.0SP2EP208
2616 UnderlyingNotionalDeterminationMethod String Specifies the method of determining the notional amount.
See: http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2EP208
2617 UnderlyingNotionalAdjustments int Specifies the conditions that govern the adjustment to the number of units of the return swap.
Value SymbolicName Description Added Updated Deprecated
0 Execution The adjustments to the number of units are governed by an execution clause. FIX.5.0SP2EP208
1 PortfolioRebalancing The adjustments to the number of units are governed by a portfolio rebalancing clause. FIX.5.0SP2EP208
2 Standard The adjustments to the number of units are not governed by any specific clause. FIX.5.0SP2EP208
FIX.5.0SP2EP208
2618 PositionID String Unique identifier for a position entity. Refer to PosMaintRptID(721) for a unique identifier of a position report message. FIX.5.0SP2EP199
2619 UnderlyingNotionalXIDRef XIDREF Cross reference to another notional amount for duplicating its properties. FIX.5.0SP2EP208
2620 UnderlyingFutureID String In the case of an index underlier specifies the unique identifier for the referenced futures contract. FIX.5.0SP2EP208
2621 UnderlyingFutureIDSource String Identifies the source of the UnderlyingFutureID(2620). FIX.5.0SP2EP208
2622 UnderlyingStrikeIndexCurvePoint String The point on the floating rate index curve. Sample values:
M = combination of a number between 1-12 and an "M" for month, e.g. 3M
Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y
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. 		FIX.5.0SP2EP208
2623 UnderlyingStrikeIndexQuote int The quote side from which the index price is to be determined. FIX.5.0SP2EP208
2624 UnderlyingExtraordinaryEventAdjustmentMethod int Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. FIX.5.0SP2EP208
2625 UnderlyingExchangeLookAlike Boolean For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)). FIX.5.0SP2EP208
2626 UnderlyingAverageVolumeLimitationPercentage Amt The limit of average percentage of individual securities traded in a day or a number of days. FIX.5.0SP2EP208
2627 UnderlyingAverageVolumeLimitationPeriodDays int Specifies the limitation period for average daily trading volume in number of days. FIX.5.0SP2EP208
2628 UnderlyingDepositoryReceiptIndicator Boolean Indicates whether the underlier is a depository receipt. A depository receipt is a negotiable certificate issued by a trust company or security depository. FIX.5.0SP2EP208
2629 UnderlyingOpenUnits Qty The number of units (units of the index or number of securities, par amount of a bond) that constitute the underlier. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. FIX.5.0SP2EP208
2630 UnderlyingBasketDivisor float Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. FIX.5.0SP2EP208
2631 UnderlyingInstrumentXID XID Identifier for referencing this UnderlyingInstrument from a parent instrument or a convertible instrument. FIX.5.0SP2EP208
2632 CollateralAmountType int The type of value in CurrentCollateralAmount(1704).
Value SymbolicName Description Added Updated Deprecated
0 MarketValuation Market valuation (the default) FIX.5.0SP2EP197
1 PortfolioValue Portfolio value before processing pledge request FIX.5.0SP2EP197
2 ValueConfirmed Value confirmed as "locked-up" for processing a pledge request FIX.5.0SP2EP197
3 CollateralCreditValue Credit value of collateral at CCP processing a pledge request FIX.5.0SP2EP197
4 AdditionalCollateralValue Additional collateral deposited by the collateral provider at trade or post-trade. CollateralPercentOverage(2690) gives the overage percent FIX.5.0SP2EP227
FIX.5.0SP2EP197
2633 NoMiscFeeSubTypes NumInGroup Specifies the number of miscellaneous fee sub-types. FIX.5.0SP2EP196
2634 MiscFeeSubType String Used to provide more granular fee types related to a value of MiscFeeType(139).
See http://www.fixtradingcommunity.org/codelists#Misc_Fee_Sub_Types for code list of applicable fees. Other fee sub-types may be used by mutual agreement of the counterparties. Fee sub-types may include market or country specific fee. 		FIX.5.0SP2EP196
2635 MiscFeeSubTypeAmt Amt The amount of the specified MiscFeeSubType(2634). FIX.5.0SP2EP196
2636 MiscFeeSubTypeDesc String Can be used to provide an optional textual description of the fee sub-type. FIX.5.0SP2EP196
2637 EncodedMiscFeeSubTypeDescLen Length Byte length of encoded (non-ASCII characters) EncodedMiscFeeSubTypeDesc(2638) field. FIX.5.0SP2EP196
2638 EncodedMiscFeeSubTypeDesc data Encoded (non-ASCII characters) representation of the MiscFeeSubTypeDesc(2636) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MiscFeeSubTypeDesc(2636) field. FIX.5.0SP2EP196
2639 NoCommissions NumInGroup Number of commissions in the repeating group. FIX.5.0SP2EP204
2640 CommissionAmount Amt The commission amount. FIX.5.0SP2EP204 FIX.5.0SP2EP223
2641 CommissionAmountType int Indicates what type of commission is being expressed in CommissionAmount(2640).
Value SymbolicName Description Added Updated Deprecated
0 Unspecified Unspecified FIX.5.0SP2EP204
1 Acceptance The bank's charge for issuing a Letter of Credit. FIX.5.0SP2EP204
2 Broker The executing broker's commission. FIX.5.0SP2EP204
3 ClearingBroker The clearing broker's commission. FIX.5.0SP2EP204
4 Retail Commission charged by or related to retail sales. FIX.5.0SP2EP204
5 SalesCommission The commission charged by the sales desk. FIX.5.0SP2EP204
6 LocalCommission Commission paid to local broker in a cross-border transaction. FIX.5.0SP2EP204
7 ResearchPayment Research payment FIX.5.0SP2EP233 FIX.5.0SP2EP240
FIX.5.0SP2EP204
2642 CommissionBasis char Specifies the basis or unit used to calculate the commission. FIX.5.0SP2EP204 FIX.5.0SP2EP208
2643 CommissionCurrency Currency Specifies the currency denomination of the commission amount if different from the trade's currency. Uses ISO 4217 currency codes. FIX.5.0SP2EP204
2644 CommissionUnitOfMeasure String The commission rate unit of measure. FIX.5.0SP2EP204 FIX.5.0SP2EP223
2645 CommissionUnitOfMeasureCurrency Currency Indicates the currency of the unit of measure. Conditionally required when CommissionUnitOfMeasure(2644) = Ccy (Amount of currency). FIX.5.0SP2EP204
2646 CommissionRate float The commission rate when CommissionAmount(2640) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage or expressed in basis points, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points. FIX.5.0SP2EP204
2647 CommissionSharedIndicator Boolean Indicates whether the amount in CommissionAmount(2640) is to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. FIX.5.0SP2EP204
2648 CommissionAmountShared Amt Commission amount to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. If specified, this amount should not exceed the amount in CommissionAmount(2640). FIX.5.0SP2EP204
2649 CommissionLegRefID String Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). FIX.5.0SP2EP204
2650 CommissionDesc String Description of the commission. FIX.5.0SP2EP204
2651 EncodedCommissionDescLen Length Byte length of the encoded (non-ASCII characters) EncodedCommissionDesc(2652) field. FIX.5.0SP2EP204
2652 EncodedCommissionDesc data Encoded (non-ASCII characters) representation of the CommissionDesc(2650) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the CommissionDesc(2650) field. FIX.5.0SP2EP204
2653 NoAllocCommissions NumInGroup Number of commissions in the repeating group. FIX.5.0SP2EP204
2654 AllocCommissionAmount Amt The commission amount. FIX.5.0SP2EP204
2655 AllocCommissionAmountType int Indicates what type of commission is being expressed in AllocCommissionAmount(2654). FIX.5.0SP2EP204
2656 AllocCommissionBasis char Specifies the basis or unit used to calculate the commission. FIX.5.0SP2EP204 FIX.5.0SP2EP208
2657 AllocCommissionCurrency Currency Specifies the currency denomination of the commission amount if different from the trade's currency. Uses ISO 4217 currency codes. FIX.5.0SP2EP204
2658 AllocCommissionUnitOfMeasure String The commission rate unit of measure. FIX.5.0SP2EP204
2659 AllocCommissionUnitOfMeasureCurrency Currency Indicates the currency of the unit of measure. Conditionally required when AllocCommissionUnitOfMeasure(2658) = Ccy (Currency). FIX.5.0SP2EP204
2660 AllocCommissionRate float The commission rate when AllocCommissionAmount(2654) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage or expressed in basis points, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points. FIX.5.0SP2EP204
2661 AllocCommissionSharedIndicator Boolean Indicates whether the amount in AllocCommissionAmount(2654) is to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. FIX.5.0SP2EP204
2662 AllocCommissionAmountShared Amt Commission amount to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. If specified, this amount should not exceed the amount in AllocCommissionAmount(2654). FIX.5.0SP2EP204
2663 AllocCommissionLegRefID String Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). FIX.5.0SP2EP204
2664 AllocCommissionDesc String Description of the commission. FIX.5.0SP2EP204
2665 EncodedAllocCommissionDescLen Length Byte length of the encoded (non-ASCII characters) EncodedAllocCommissionDesc(2666) field. FIX.5.0SP2EP204 FIX.5.0SP2EP229
2666 EncodedAllocCommissionDesc data Encoded (non-ASCII characters) representation of the AllocCommissionDesc(2664) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the AllocCommissionDesc(2664) field. FIX.5.0SP2EP204
2667 AlgorithmicTradeIndicator int Indicates that the order or trade originates from a computer program or algorithm requiring little-to-no human intervention.
Value SymbolicName Description Added Updated Deprecated
0 NonAlgorithmicTrade Non-algorithmic trade FIX.5.0SP2EP216
1 AlgorithmicTrade In the context of ESMA MiFID II, a trade has to be flagged as "algorithmic" if at least one of the matched orders was submitted by a trading algorithm. See Directive 2014/65/EU Article 4(1)(39). FIX.5.0SP2EP216
FIX.5.0SP2EP216
2668 NoTrdRegPublications NumInGroup Number of regulatory publication rules in repeating group. FIX.5.0SP2EP216
2669 TrdRegPublicationType int Specifies the type of regulatory trade publication.
Additional reasons for the publication type may be specified in TrdRegPublicationReason(2670).
Value SymbolicName Description Added Updated Deprecated
0 PreTradeTransparencyWaiver There are allowable waivers from the obligation to make public current bid/offer prices and trading depth. In the context of MiFIR, see Article 3 and Article 4. FIX.5.0SP2EP216
1 PostTradeDeferral There are allowable deferrals for the post-trade publication of trade transactions. In the context of MiFIR, see Article 7(1). FIX.5.0SP2EP216
2 ExemptFromPublication There are allowable exemptions for the post-trade publication of trade transactions. In the context of ESMA exemptions are specified in RTS 22 Annex I, Table 2, Field 65 and RTS 2 Article 14(1) and Article 15(1). FIX.5.0SP2EP228
FIX.5.0SP2EP216
2670 TrdRegPublicationReason int Additional reason for trade publication type specified in TrdRegPublicationType(2669).
Reasons may be specific to regulatory trade publication rules.
Value SymbolicName Description Added Updated Deprecated
0 NoBookOrderDueToAverageSpreadPrice Per MiFIR Article 4(1)(b)(i) the obligation to place a public order can be waived for transactions of liquid instruments on "systems that formalise negotiated transactions which are made within the current volume weighted spread reflected on the order book or the quotes of the market makers of the trading venue operating that system, subject to the conditions set out in Article 5" of MiFIR on volume caps. "Liquid markets" as per MiFIR Article 2(17)(b) are assessed by the regulator for the purposes of MiFIR Articles 4, 5 and 14. For ESMA RTS 1, RTS 6 and RTS 22 this is the waiver "NLIQ" flag. FIX.5.0SP2EP216 FIX.5.0SP2EP229
1 NoBookOrderDueToRefPrice Per MiFIR Article 4(1)(b)(ii) the obligation to place a public order can be waived for "negotiated transactions which are in an illiquid share, depositary receipt, ETF, certificate or other similar financial instrument that does not fall within the meaning of a liquid market, and are dealt within a percentage of a suitable reference price, being a percentage and a reference price set in advance by the system operator." For ESMA RTS 1, this is the "OILQ" flag. FIX.5.0SP2EP216 FIX.5.0SP2EP236
2 NoBookOrderDueToOtherConditions Per MiFIR Article 4(1)(b)(iii), the obligation to place a public order can be waived in "systems that formalise negotiated transactions which are subject to conditions other than the current market price of that financial instrument." For ESMA RTS1, RTS 6 and RTS 22 this is the waiver flag "PRIC". FIX.5.0SP2EP216 FIX.5.0SP2EP229
3 NoPublicPriceDueToRefPrice Per MiFIR Article 4(1)(a) the obligation to place a public order can be waived for "systems matching orders based on a trading methodology by which the price of the financial instrument is derived from the trading venue where that financial instrument was first admitted to trading or the most relevant market in terms of liquidity, where that reference price is widely published and is regarded by market participants as a reliable reference price." For ESMA RTS 1, RTS 6 and RTS 22 this is the waiver flag "RFPT". FIX.5.0SP2EP216 FIX.5.0SP2EP229
4 NoPublicPriceDueToIlliquid According to MiFIR Article 4(1)(b)(ii) and Article 14(1) the obligation to publish the quote prior to closing the trade may be waived if it was made in an illiquid instrument. However, according to MiFIR Article 14(1) and Article 18(2), systematic internalisers shall still disclose quotes to their clients upon request. This obligation may also be waived in case of bonds, structured finance products, emission allowances and derivatives. For ESMA RTS 1, RTS 2, RTS 6 and RTS 22 this is the waiver flag "ILQD". FIX.5.0SP2EP216 FIX.5.0SP2EP229
5 NoPublicPriceDueToOrderSize In the context of ESMA, as per MiFIR Article 4(1)(c) and Article 14(2), the systematic internaliser was not obliged to quote prior to closing the trade as the trade was above the standard market size. In accordance to MiFIR Article 9(1)(b) and Article 18(10), market operators, investment firms and systematic internalisers may be waived, in accordance to guidance from the Competent Authorities, from making public prices for derivative instruments which are above a side specific to the instrument. For ESMA RTS 1, RTS 2, RTS 6 and RTS 22 this is the waiver flag "SIZE". FIX.5.0SP2EP216 FIX.5.0SP2EP229
6 DeferralDueToLargeInScale Per MiFID Article 14, publication deferral is permitted if the transaction is large in scale compared to a standard market size, as set in RTS 1/Annex II (thresholds for "large in scale") and RTS 2/Annex III ("LIS and SSTI thresholds"). For ESMA RTS 1 and RTS 2, this is the "LRGS" flag. FIX.5.0SP2EP216 FIX.5.0SP2EP229
7 DeferralDueToIlliquid Publication deferral is permitted if the transaction's instrument is illiquid, as defined by regulator's stipulation. For ESMA RTS 2, this is the "ILQD" flag. FIX.5.0SP2EP216
8 DeferralDueToSizeSpecific Per MiFIR Article 11, publication deferral is permitted if the transaction is greater than the stipulated 'Size Specific to the financial instrument' threshold. For ESMA RTS 2, this is the "SIZE" flag. FIX.5.0SP2EP216 FIX.5.0SP2EP229
9 NoPublicPriceDueToLargeInScale In the context of ESMA, as per MiFIR Article 4(1)(c) and Article 9(1)(a), the trading venue was not obliged to quote prior to closing the trade as the order size was above normal market size. FIX.5.0SP2EP228
10 NoPublicPriceSizeDueToOrderHidden In the ccontext of ESMA, as per MiFIR Article 4(1)(d) and Article 9(1)(a), a transaction arising from an order that was not fully pre-trade transparent due to all or part of it being held in a trading venue order management facility, such as a reserve order. FIX.5.0SP2EP228
11 ExemptedDueToSecuritiesFinancingTransaction Per ESMA RTS 22, Annex I, Table 2, Field 65: a transaction which "falls within the scope of activity but is exempted from reporting under Securities Financing Transaction Regulation". FIX.5.0SP2EP228
12 ExemptedDueToESCBPolicyTransaction Per ESMA RTS2, Article 14(1), and Article 15(1): "A transaction shall be considered to be entered into by a member of the European System of Central Banks (ESCB) in performance of monetary, foreign exchange and financial stability policy [is exempted from publication] … [The regulation] shall not apply to the following types of transaction entered into by a member of the ESCB for the performance of one of the tasks referred to in Article 14: transaction entered into for the management of its own funds; transaction entered into for administrative purposes or for the staff of the member of the ESCB which include transactions conducted in the capacity as administrator of a pension scheme for its staff; transactions entered into for its investment portfolio pursuant to obligations under national law." FIX.5.0SP2EP228
FIX.5.0SP2EP216
2671 SideTradeReportingIndicator int Used between parties to convey trade reporting status. In the context of regulatory reporting, this field may be used by the reporting party (e.g. party obligated to report to regulators) to inform their trading counterparty or other interested parties the trade reporting status. FIX.5.0SP2EP222
2672 CrossRequestID String Unique message identifier for a cross request as assigned by the submitter of the request. FIX.5.0SP2EP223
2673 FillMatchID String Identifier assigned by a matching system to a match event containing multiple executions. FIX.5.0SP2EP223
2674 FillMatchSubID String Identifier assigned by a matching system to a price level (e.g. match step, clip) within a match event containing multiple executions. FIX.5.0SP2EP223
2675 MassActionReason int Reason for submission of mass action.
Value SymbolicName Description Added Updated Deprecated
0 None No special reason (default) FIX.5.0SP2EP223
1 TradingRiskControl General violation of trading rules. Can be used if specific reason is unavailable or must not be disclosed. FIX.5.0SP2EP223
2 ClearingRiskControl General violation of clearing rules. Can be used if specific reason is unavailable or must not be disclosed. FIX.5.0SP2EP223
3 MarketMakerProtection Specific action taken to prevent further executions for a market maker. FIX.5.0SP2EP223
4 StopTrading Specific action taken in conjunction with the prevention of further trading. Scope can be defined with TargetParties component. FIX.5.0SP2EP223
5 EmergencyAction Specific action taken due to an emergency condition. Scope can be defined with TargetParties component. FIX.5.0SP2EP223
6 SessionLossLogout Protection of trader or firm after having lost connectivity. FIX.5.0SP2EP223
7 DuplicateLogin Trader only allowed to login once. FIX.5.0SP2EP223
8 ProductNotTraded Product not available for trading, e.g. in a halted state. FIX.5.0SP2EP223
9 InstrumentNotTraded Instrument not available for trading, e.g. due to intra-day expiration. FIX.5.0SP2EP223
10 CompleInstrumentDeleted Removal of complex instrument, e.g. due to expiry, leading to mass action on open orders. FIX.5.0SP2EP223
11 CircuitBreakerActivated Trading interruption leading to mass action on open orders. FIX.5.0SP2EP223
99 Other Other FIX.5.0SP2EP223
FIX.5.0SP2EP223
2676 MaximumPricePercentage Percentage Maximum deviation, in percentage terms, of an execution price from a reference price, e.g. the initial price of a match event. FIX.5.0SP2EP223
2677 NotAffectedReason int Reason for order being unaffected by mass action even though it belongs to the orders covered by MassActionScope(1374).
Value SymbolicName Description Added Updated Deprecated
0 OrderSuspended Order suspended FIX.5.0SP2EP223
1 InstrumentSuspended Instrument suspended FIX.5.0SP2EP223
FIX.5.0SP2EP223
2678 TotalNotAffectedOrders int Total number of orders unaffected by either the OrderMassActionRequest(35=CA) or OrderMassCancelRequest(35=Q). FIX.5.0SP2EP223
2679 OrderOwnershipIndicator int Change of ownership of an order to a specific party.
Value SymbolicName Description Added Updated Deprecated
0 NoChange No change of ownership (default) FIX.5.0SP2EP223
1 ExecutingPartyChange Executing party can be given either implicitly via session attributes or explicitly via Parties component. The party taking over ownership must also be the one submitting the request. FIX.5.0SP2EP223
2 EnteringPartyChange Entering party can be given either implicitly via session attributes or explicitly via Parties component. The party taking over ownership must also be the one submitting the request. FIX.5.0SP2EP223
3 SpecifiedPartyChange Ownership is transferred by a third party from/to the parties specified via Parties component together with PartyRoleQualifier(2376) = Current(18) and New(19). FIX.5.0SP2EP223
FIX.5.0SP2EP223
2680 LegAccount String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.5.0SP2EP223
2681 InTheMoneyCondition int Specifies an option instrument's "in the money" condition.
Value SymbolicName Description Added Updated Deprecated
0 StandardITM The option's strike price is less than the underlying settlement price for a call or greater than the underlying settlement price for a put. FIX.5.0SP2EP224
1 ATMITM The option's strike price of either the put or call is equal to the underlying settlement price in addition to standard in-the-money behavior. FIX.5.0SP2EP224
2 ATMCallITM The call option's strike price is equal to the underlying settlement price in addition to standard in-the-money behavior. FIX.5.0SP2EP224
3 ATMPutITM The put option's strike price is equal to the underlying settlement price in addition to standard in-the-money behavior. FIX.5.0SP2EP224
FIX.5.0SP2EP224
2682 LegInTheMoneyCondition int Specifies an option instrument's "in the money" condition in general terms. FIX.5.0SP2EP224
2683 UnderlyingInTheMoneyCondition int Specifies an option instrument's "in the money" condition in general terms. FIX.5.0SP2EP224
2684 DerivativeInTheMoneyCondition int Specifies an option instrument's "in the money" condition in general terms. FIX.5.0SP2EP224
2685 ContraryInstructionEligibilityIndicator Boolean Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of InTheMoneyCondition(2681). When not specified, the eligibility is undefined or not applicable. FIX.5.0SP2EP224
2686 LegContraryInstructionEligibilityIndicator Boolean Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of LegInTheMoneyCondition(2682). When not specified, the eligibility is undefined or not applicable. FIX.5.0SP2EP224
2687 UnderlyingContraryInstructionEligibilityIndicator Boolean Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of UnderlyingInTheMoneyCondition(2683). When not specified, the eligibility is undefined or not applicable. FIX.5.0SP2EP224
2688 DerivativeContraryInstructionEligibilityIndicator Boolean Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of DerivativeInTheMoneyCondition(2684). When not specified, the eligibility is undefined or not applicable. FIX.5.0SP2EP224
2689 CollateralMarketPrice Price Market price of the collateral, either from market sources or pre-agreed by the counterparties. FIX.5.0SP2EP227
2690 CollateralPercentOverage Percentage Percentage of over-collateralization particularly when CollateralAmountType(2632) = 4 (Additional collateral value) FIX.5.0SP2EP227
2691 NoSideCollateralAmounts NumInGroup Number of side collateral amount entries. FIX.5.0SP2EP227
2692 SideCollateralAmountMarketID String Market associated with the collateral amount. FIX.5.0SP2EP227
2693 SideCollateralAmountMarketSegmentID String Market segment associated with the collateral amount. FIX.5.0SP2EP227
2694 SideCollateralAmountType int The type of value in CurrentCollateralAmount(1704). FIX.5.0SP2EP227
2695 SideCollateralCurrency Currency Specifies the currency of the collateral; optional, defaults to the settlement currency if not specified. Uses ISO 4217 Currency Code. FIX.5.0SP2EP227
2696 SideCollateralFXRate float Foreign exchange rate used to compute the SideCurrentCollateralAmount(2702) from the SideCollateralCurrency(2695) and the Currency(15). FIX.5.0SP2EP227
2697 SideCollateralFXRateCalc char Specifies whether or not SideCollateralFXRate(2696) should be multiplied or divided. FIX.5.0SP2EP227
2698 SideCollateralMarketPrice Price Market price of the collateral, either from market sources or pre-agreed by the counterparties. FIX.5.0SP2EP227
2699 SideCollateralPercentOverage Percentage Percentage of over-collateralization particularly when SideCollateralAmountType(2694) = 4 (Additional collateral value). FIX.5.0SP2EP227
2700 SideCollateralPortfolioID String Identifier of the collateral portfolio when reporting on a portfolio basis. FIX.5.0SP2EP227
2701 SideCollateralType String Type of collateral on deposit being reported. FIX.5.0SP2EP227
2702 SideCurrentCollateralAmount Amt Currency value currently attributed to the collateral. FIX.5.0SP2EP227
2703 SideHaircutIndicator Boolean Indicates, if "Y", that a stated valuation includes a haircut, e.g. that the stated value reflects the subtraction of the haircut. Note that a value of "N" does not imply a haircut is not applicable, only that the haircut (if any) is not reflected in the stated valuation. FIX.5.0SP2EP227
2704 ExDestinationType int Identifies the type of execution destination for the order.
Value SymbolicName Description Added Updated Deprecated
0 NoRestriction May be used for MiFID II to indicate no restriction on where the order is executed. FIX.5.0SP2EP228
1 TradedOnlyOnTradingVenue May be used for MiFID II to indicate the order can only be executed on a trading venue. FIX.5.0SP2EP228
2 TradedOnlyOnSI May be used for MiFID II to indicate the order can only be executed on a Systematic Internaliser. FIX.5.0SP2EP228
3 TradedOnTradingVenueOrSI May be used for MiFID II to indicate the order can be executed on either a trading venue or a Systematic Internaliser. FIX.5.0SP2EP228
FIX.5.0SP2EP228
2705 MarketCondition int Market condition. In the context of ESMA RTS 8 it is important that trading venues communicate the condition of the market, particularly "stressed" and "exceptional", in order to provide incentives for firms contributing to liquidity.
Value SymbolicName Description Added Updated Deprecated
0 Normal The condition of the market in the absence of "stressed" or "exceptional" conditions. FIX.5.0SP2EP229
1 Stressed In the context of ESMA RTS 8 Article 6: Trading venues shall set out the parameters to identify stressed market conditions in terms of significant short-term changes of price and volume. Trading venues shall consider the resumption of trading after volatility interruptions as stressed market conditions. FIX.5.0SP2EP229
2 Exceptional In the context of ESMA RTS 8 Article 3: Due to (a) a situation of extreme volatility; (b) war, industrial action, civil unrest or cyber sabotage; (c) disorderly trading conditions, e.g. due to technical issues; (d) unavailability of risk management facilities. FIX.5.0SP2EP229
FIX.5.0SP2EP229
2706 NoQuoteAttributes NumInGroup Number of quote attributes entries. FIX.5.0SP2EP229
2707 QuoteAttributeType int The type of attribute for the quote.
Value SymbolicName Description Added Updated Deprecated
0 QuoteAboveStandardMarketSize In the context of ESMA pre-trade transparency under MiFIR to make prices public, the quote size is above standard market size, therefore the price is not made public. Applicable for cash equities instruments. FIX.5.0SP2EP229
1 QuoteAboveSpecificInstrumentSize In the context of ESMA pre-trade transparency under MiFID to make public prices, the quote size is above the size specific to the instrument, therefore the price is not or will not be made public. Applicable for non-cash equities instruments. FIX.5.0SP2EP229
2 QuoteApplicableForLiquidtyProvisionActivity In the context of ESMA RTS 24 Article 3, when QuoteAttributeValue(2708)=Y, it signifies that the quote was submitted "as part of a market making strategy pursuant to Articles 17 and 18 of Directive 2014/65/EU, or is submitted as part of another activity in accordance with Article 3" (of RTS 24). FIX.5.0SP2EP229
FIX.5.0SP2EP229
2708 QuoteAttributeValue String The value associated with the quote attribute type specified in QuoteAttributeType(2707). FIX.5.0SP2EP229
2709 NoPriceQualifiers NumInGroup Number of price qualifiers in the repeating group. FIX.5.0SP2EP230
2710 PriceQualifier int Qualifier for price. May be used when the price needs to be explicitly qualified.
Value SymbolicName Description Added Updated Deprecated
0 AccruedInterestIsFactored The price is either "dirty" or the security is in default or soon to be defaulted. I.e. on fill there will be no separate accrued interest amount. This is often called a "flat" price. FIX.5.0SP2EP230
1 TaxIsFactored The security's price includes applicable taxes, e.g. Japanese government bonds. FIX.5.0SP2EP230
2 BondAmortizationIsFactored The security's price includes the effect of bond amortization or a floating rate index. For example this qualifier would apply to the normal pricing of index-linked UK gilt bonds but not to US or EU index-linked bonds. FIX.5.0SP2EP230
FIX.5.0SP2EP230
2711 MDValueTier int Describes the reporting ranges for executed transactions. In context of ESMA RTS 27 Article 9, the execution venue is required to report on transactions within several size ranges (in terms of a value and currency). The thresholds for these ranges are dependent on the type of financial instrument.
Value SymbolicName Description Added Updated Deprecated
1 Range1 Range 1 FIX.5.0SP2EP231
2 Range2 Range 2 FIX.5.0SP2EP231
3 Range3 Range 3 FIX.5.0SP2EP231
FIX.5.0SP2EP231
2712 MiscFeeQualifier int Identifies whether the current entry contributes to the trade or transaction economics, i.e. affects NetMoney(118).
Value SymbolicName Description Added Updated Deprecated
0 Contributes Fee contributes to the trade or transaction economics. FIX.5.0SP2EP231
1 DoesNotContribute Fee does not contribute to the trade or transaction economics. FIX.5.0SP2EP231
FIX.5.0SP2EP231
2713 MiscFeeDesc String Can be used to provide a textual description of the fee type. FIX.5.0SP2EP231
2714 FinancialInstrumentFullName String The full normative name of the financial instrument. In the context of ESMA reference data, this is used to provide the full name of the instrument as defined by the Derivatives Service Bureau (DSB). FIX.5.0SP2EP232 FIX.5.0SP2EP236
2715 EncodedFinancialInstrumentFullNameLen Length Byte length of encoded (non-ASCII characters) EncodedFinancialInstrumentFullName(2716) field. FIX.5.0SP2EP232 FIX.5.0SP2EP236
2716 EncodedFinancialInstrumentFullName data Encoded (non-ASCII characters) representation of the FinancialInstrumentFullName(2714) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the FinancialInstrumentFullName(2714) field. FIX.5.0SP2EP232 FIX.5.0SP2EP236
2717 LegFinancialInstrumentFullName String The full normative name of the multileg's financial instrument. In the context of ESMA reference data, this is used to provide the full name of the instrument as defined by the Derivatives Service Bureau (DSB). FIX.5.0SP2EP232 FIX.5.0SP2EP236
2718 EncodedLegFinancialInstrumentFullNameLen Length Byte length of encoded (non-ASCII characters) individual multileg instrument's EncodedLegFinancialInstrumentFullName(2719). FIX.5.0SP2EP232 FIX.5.0SP2EP236
2719 EncodedLegFinancialInstrumentFullName data Encoded (non-ASCII characters) representation of the LegFinancialInstrumentFullName(2717) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the LegFinancialInstrumentFullName(2717) field. FIX.5.0SP2EP232 FIX.5.0SP2EP236
2720 UnderlyingFinancialInstrumentFullName String The full normative name of the underlying financial instrument. In the context of ESMA reference data, this is used to provide the full name of the instrument as defined by the Derivatives Service Bureau (DSB). FIX.5.0SP2EP232 FIX.5.0SP2EP236
2721 EncodedUnderlyingFinancialInstrumentFullNameLen Length Byte length of encoded (non-ASCII characters) underlying instrument's EncodedUnderlyingFinancialInstrumentFullName(2722). FIX.5.0SP2EP232 FIX.5.0SP2EP236
2722 EncodedUnderlyingFinancialInstrumentFullName data Encoded (non-ASCII characters) representation of the UnderlyingFinancialInstrumentFullName(2720) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingFinancialInstrumentFullName(2720) field. FIX.5.0SP2EP232 FIX.5.0SP2EP236
2723 UnderlyingIndexCurveUnit String Curve time unit associated with the underlying index.


 FIX.5.0SP2EP232
2724 UnderlyingIndexCurvePeriod int Curve time multiplier for the underlying index. FIX.5.0SP2EP232
2725 CommissionAmountSubType int Further sub classification of the CommissionAmountType(2641).
Value SymbolicName Description Added Updated Deprecated
0 ResearchPaymentAccount Research payment account (RPA) FIX.5.0SP2EP233
1 CommissionSharingAgreement Comission sharing agreement (CSA) FIX.5.0SP2EP233
2 OtherTypeResearchPayment A type of research payment other than RPA or CSA. FIX.5.0SP2EP233
FIX.5.0SP2EP233
2726 AllocCommissionAmountSubType int Further sub classification of the AllocCommissionAmountType(2655). FIX.5.0SP2EP233
2727 AllocLegRefID String Unique identifier for a specific leg (uniqueness not defined as part of the FIX specification). AllocLegRefID(2727tbd) references the value from LegID(1788) in the current multileg order or trade message specifying to which leg the allocation instance applies. FIX.5.0SP2EP234
2728 FloatingRateIndexCurvePeriod int Time unit multiplier for the floating rate index identified in FloatingRateIndexID(2731). FIX.5.0SP2EP235
2729 FloatingRateIndexCurveSpread PriceOffset Spread from the floating rate index. FIX.5.0SP2EP235
2730 FloatingRateIndexCurveUnit String Time unit associated with the floating rate index identified in FloatingRateIndexID(2731). FIX.5.0SP2EP235
2731 FloatingRateIndexID String Security identifier of the floating rate index. FIX.5.0SP2EP235
2732 FloatingRateIndexIDSource String Source for the floating rate index identified in FloatingRateIndexID(2731). FIX.5.0SP2EP235
2733 IndexRollMonth String Month identified in the index roll. Use "1" for January, "2" for February, etc. FIX.5.0SP2EP235
2734 NoIndexRollMonths NumInGroup Number of instances of the index roll month. FIX.5.0SP2EP235
2735 AssetSubType String Used to provide a more specific description of the asset specified in AssetType(1940).
See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values.
In the context of MiFID II, ESMA RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields. 		FIX.5.0SP2EP235
2736 CommodityFinalPriceType int Final price type of the commodity as specified by the trading venue.
Value SymbolicName Description Added Updated Deprecated
0 ArgusMcCloskey Argus McCloskey FIX.5.0SP2EP235
1 Baltic Baltic FIX.5.0SP2EP235
2 Exchange Exchange FIX.5.0SP2EP235
3 GlobalCoal Global Coal FIX.5.0SP2EP235
4 IHSMcCloskey IHS McCloskey FIX.5.0SP2EP235
5 Platts Platts FIX.5.0SP2EP235
99 Other Other FIX.5.0SP2EP235
FIX.5.0SP2EP235
2737 FinancialInstrumentShortName String Short name of the financial instrument. Uses ISO 18774 (FINS) values. In the context of MiFID II this maps to ESMA RTS 23 Annex I Table 3 Field 7 and may be used in other RTS that requires a similar field. FIX.5.0SP2EP235
2738 NextIndexRollDate LocalMktDate Next index roll date. FIX.5.0SP2EP235
2739 LegAssetSubType String Used to provide a more specific description of the asset specified in LegAssetType(2069).
See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values.
In the context of MiFID II, ESMA RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields. 		FIX.5.0SP2EP235
2740 LegFinancialInstrumentShortName String Short name of the financial instrument. Uses ISO 18774 (FISN) values. In the context of MiFID II this maps to ESMA RTS 23 Annex I Table 3 Field 7 and may be used in other RTS that requires a similar field. FIX.5.0SP2EP235
2741 SecondaryAssetSubType String Used to provide a more specific description of the asset specified in SecondaryAssetType(1979).
See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values. In the context of MiFID II, ESMA RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields. 		FIX.5.0SP2EP235
2742 UnderlyingFinancialInstrumentShortName String Short name of the financial instrument. Uses ISO 18774 (FINS) values. In the context of MiFID II this maps to ESMA RTS 23 Annex I Table 3 Field 7 and may be used in other RTS that requires a similar field. FIX.5.0SP2EP235
2743 LegSecondaryAssetSubType String Used to provide a more specific description of the asset specified in LegSecondaryAssetType(2079).
See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values.
In the context of MiFID II RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields. 		FIX.5.0SP2EP235
2744 UnderlyingAssetSubType String Used to provide a more specific description of the asset specified in UnderlyingAssetType(2015).
See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values. In the context of MiFID II, ESMA RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields. 		FIX.5.0SP2EP235
2745 UnderlyingSecondaryAssetSubType String May be used to provide a more specific description of the asset specified in UnderlyingSecondaryAssetType(2083).
See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values. In the context of MiFID II, ESMA RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields. 		FIX.5.0SP2EP235
2746 NoReferenceDataDates NumInGroup Number of instances of reference data dates. FIX.5.0SP2EP235
2747 ReferenceDataDate UTCTimestamp Reference data entry's date-time of the type specified in ReferenceDataDateType(2748). FIX.5.0SP2EP235
2748 ReferenceDataDateType int Reference data entry's date-time type.
Value SymbolicName Description Added Updated Deprecated
0 AdmitToTradeRequestDate In the context of MiFID II ESMA RTS 23 this is defined as "Date and time the issuer has approved admission to trading or trading in its financial instruments on a trading venue." (Reference: Annex I Table 3 Field 9) FIX.5.0SP2EP235
1 AdmitToTradeApprovalDate In the context of MiFID II ESMA RTS 23 this is defined as "Date and time of the request for admission to trading on the trading venue." (Reference: Annex I Table 3 Field 10) FIX.5.0SP2EP235
2 AdmitToTradeOrFirstTradeDate In the context of MiFID II ESMA RTS 23 this is defined as "Date and time of the admission to trading on the trading venue or the date and time when the instrument was first traded or an order or quote was first received by the trading venue." (Reference: Annex I Table 3 Field 11) FIX.5.0SP2EP235
3 TerminationDate In the context of MiFID II ESMA RTS 23 this is defined as "Where available, the date and time when the financial instrument ceases to be traded or to be admitted to trading on the trading venue." (Reference: Annex I Table 3 Field 12) FIX.5.0SP2EP235
FIX.5.0SP2EP235
2749 ExecutionTimestamp UTCTimestamp Time of the individual execution. FIX.5.0SP2EP237
2750 ReportingPx Price Represents the reportable price on fill when an instance of the Parties component with PartyRole(452) = 73 (Execution Venue) is present to prevent having to compute running totals. FIX.5.0SP2EP237
2751 ReportingQty Qty Represents the reportable quantity on fill when an instance of the Parties component with PartyRole(452) = 73 (Execution Venue) is present to prevent having to compute running totals. FIX.5.0SP2EP237
2752 DeliveryRouteOrCharter String Specific delivery route or time charter average. Applicable to commodity freight contracts. FIX.5.0SP2EP238
2753 ReturnTrigger int Indicates the type of return or payout trigger for the swap or forward.
Value SymbolicName Description Added Updated Deprecated
1 Dividend Dividend FIX.5.0SP2EP238
2 Variance Variance FIX.5.0SP2EP238
3 Volatility Volatility FIX.5.0SP2EP238
4 TotalReturn Total return FIX.5.0SP2EP238
5 ContractForDifference Contract for difference FIX.5.0SP2EP238
6 CreditDefault Credit default FIX.5.0SP2EP238
7 SpreadBet Spread bet FIX.5.0SP2EP238
8 Price Price FIX.5.0SP2EP238
9 ForwardPriceUnderlyingInstrument Forward price of underlying instrument FIX.5.0SP2EP238
99 Other Other FIX.5.0SP2EP238
FIX.5.0SP2EP238
2754 LegDeliveryRouteOrCharter String Specific delivery route or time charter average. Applicable to commodity freight contracts. FIX.5.0SP2EP238
2755 LegReturnTrigger int Indicates the type of return or payout trigger for the swap or forward. FIX.5.0SP2EP238
2756 UnderlyingDeliveryRouteOrCharter String Specific delivery route or time charter average. Applicable to commodity freight contracts. FIX.5.0SP2EP238
2757 UnderlyingReturnTrigger int Indicates the type of return or payout trigger for the swap or forward. FIX.5.0SP2EP238
2758 AllocRequestID String Unique identifier for the request message. FIX.5.0SP2EP239
2759 GroupAmount Amt Indicates the total notional units or amount of an allocation group. Includes any allocated units or amount. Whether notional units or amount is used depends on the type of listed derivative contract and the clearinghouse. A notional unit is (price x quantity) without the derivative's contract value factor. FIX.5.0SP2EP239
2760 GroupRemainingAmount Amt Indicates the remaining notional units or amount of an allocation group that has not yet been allocated. Whether notional units or amount is used depends on the type of listed derivative contract and the clearinghouse. A notional unit is (price x quantity) without the derivative's contract value factor. FIX.5.0SP2EP239
2761 AllocGroupAmount Amt Indicates the notional units or amount being allocated. Whether notional units or amount is used depends on the type of listed derivative contract and the clearinghouse. A notional unit is (price x quantity) without the derivative's contract value factor. FIX.5.0SP2EP239
2762 PriceMarkup PriceOffset Price offset of the markup denominated in the price type of the trade. The field is expressed in a value that can simply be added to or subtracted from the (clean) price to reach the marked- up price. E.g., a percent of par price of 98 marked up to 98.5 should be 0.5, an FX rate of 1.17936 marked up to 1.19 should be 0.01064, a stock price of 22.75 marked up to 22.9 should be 0.15, etc. FIX.5.0SP2EP240
2763 AveragePriceType int The average pricing model used for block trades.
Value SymbolicName Description Added Updated Deprecated
0 TimeWeightedAveragePrice TWAP is the simple average price of a security over a specified time without regard to the volume traded. FIX.5.0SP2EP240
1 VolumeWeightedAveragePrice VWAP is the sum of the currency amount traded for all trades in the averaging group (price times quantity) divided by the total quantity. FIX.5.0SP2EP240
2 PercentOfVolumeAvveragePrice POV is the sum of the currency amount traded for all trades executed as part of an order intended to purchase a specified percentage of the total volume of an instrument, divided by the total quantity. FIX.5.0SP2EP240
3 LimitOrderAveragePrice The limit order average price is the currency amount of all trades executed to fill a limit order, divided by the total quantity. FIX.5.0SP2EP240
FIX.5.0SP2EP240
2764 AveragePriceStartTime UTCTimestamp Start of the time period during which price averaging occurred. FIX.5.0SP2EP240
2765 AveragePriceEndTime UTCTimestamp End of the time period during which price averaging occurred. FIX.5.0SP2EP240
2766 OrderPercentOfTotalVolume Percentage For Percent-of-volume (POV) average pricing this is the target percentage this order quantity represents of the total trading volume of an instrument during the specified time period. This provides the data needed to ensure that the average price is fair based on the total sum of grouped POV trades. For example, if during the POV time period there are 5 trades including this one with a total volume of 5000 and this trade has a quantity of 1000 then the OrderPercentOfTotalVolume(2766) of this trade is 20 percent expressed as "0.20". FIX.5.0SP2EP240
2767 AllocGroupStatus int Status of the trade give-up relative to the group identified in AllocGroupID(1730).
Value SymbolicName Description Added Updated Deprecated
0 Added This trade has been associated with the group for the first time. FIX.5.0SP2EP240
1 Canceled This trade has been removed from the group. FIX.5.0SP2EP240
2 Replaced This trade already in the group has been updated. FIX.5.0SP2EP240
3 Changed An allocated trade or give-up has moved from one allocation group to another. FIX.5.0SP2EP241
4 Pending A request to assign or change an allocation group is pending. FIX.5.0SP2EP241
FIX.5.0SP2EP240
2768 AllocRequestStatus int Status of the AllocationInstructionAlertRequest(35=DU).
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.5.0SP2EP241
1 Rejected Rejected FIX.5.0SP2EP241
FIX.5.0SP2EP241
2769 AllocAvgPxIndicator int Average pricing indicator at the allocation level. FIX.5.0SP2EP241
2770 AllocAvgPxGroupID String Used by submitting firm to group trades being sub-allocated into an average price group. The trades in the average price group will be used to calculate an average price for the group. FIX.5.0SP2EP241
2771 PreviousAllocGroupID String When reporting a group change by the central counterparty to allocations of trades for the same instrument traded at the same price this identifies the previous group identifier. FIX.5.0SP2EP241
2772 NoMatchExceptions NumInGroup Number of match exceptions in the repeating group. FIX.5.0SP2EP246
2773 MatchExceptionType int Type of matching exception.
Value SymbolicName Description Added Updated Deprecated
0 NoMatchingConfirmation No matching confirmation FIX.5.0SP2EP246
1 NoMatchingAllocation No matching allocation FIX.5.0SP2EP246
2 AllocationDataElementMissing Allocation data element missing FIX.5.0SP2EP246
3 ConfirmationDataElementMissing Confirmation data element missing FIX.5.0SP2EP246
4 DataDifferenceNotWithinTolerance Data difference not within tolerance FIX.5.0SP2EP246
5 MatchWithinTolerance Match within tolerance FIX.5.0SP2EP246
99 Other Other FIX.5.0SP2EP246
FIX.5.0SP2EP246
2774 MatchExceptionElementType int Identifies the data point used in the matching operation which resulted in an exception.
Value SymbolicName Description Added Updated Deprecated
1 AccruedInterest Accrued interest FIX.5.0SP2EP246
2 DealPrice Deal price FIX.5.0SP2EP246
3 TradeDate Tolerance not applicable FIX.5.0SP2EP246
4 SettlementDate Tolerance not applicable FIX.5.0SP2EP246
5 SideIndicator Tolerance not applicable FIX.5.0SP2EP246
6 TradedCurrency Tolerance not applicable FIX.5.0SP2EP246
7 AccountID Tolerance not applicable FIX.5.0SP2EP246
8 ExecutingBrokerID Tolerance not applicable FIX.5.0SP2EP246
9 SettlementCurrencyAndAmount Settlement currency and amount FIX.5.0SP2EP246
10 InvestmentManagerID Tolerance not applicable FIX.5.0SP2EP246
11 NetAmount Net amount FIX.5.0SP2EP246
12 PlaceOfSettlement Tolerance not applicable FIX.5.0SP2EP246
13 Commissions Commissions FIX.5.0SP2EP246
14 SecurityIdentifier Tolerance not applicable FIX.5.0SP2EP246
15 QualityAllocated Quantity allocated FIX.5.0SP2EP246
16 Principal Principal FIX.5.0SP2EP246
17 Fees Fees FIX.5.0SP2EP246
18 Tax Tax FIX.5.0SP2EP246
FIX.5.0SP2EP246
2775 MatchExceptionElementName String The matching exception data point name, for example: "Trade currency". This may be used for display purposes, providing a corresponding description for the value in MatchExceptionElementType(2774). FIX.5.0SP2EP246
2776 MatchExceptionAllocValue String The allocating party's data value used in the match operation. FIX.5.0SP2EP246
2777 MatchExceptionConfirmValue String The confirming party's data value used in the match operation. FIX.5.0SP2EP246
2778 MatchExceptionToleranceValue float The data element's tolerance value. Omitted if no tolerance is allowed or not applicable. FIX.5.0SP2EP246
2779 MatchExceptionToleranceValueType int The type of value in MatchExceptionToleranceValue(2778). Omitted if no tolerance is allowed or not applicable. For example, if the tolerance for accrued interest is 0.01% of total accrued interest then MatchExceptionElementType(2774)=1 (Accrued interest), MatchExceptionToleranceValueType(2779)=2 (Percentage) and MatchExcecptionToleranceValue(2778)=0.0001. If tolerance for the exchange rate of an FX trade is "0.001" then MatchExceptionElementType(2774)=2 (Deal pPrice), MatchExceptionToleranceValueType(2779)=1 (Fixed amount) and MatchExcecptionToleranceValue(2778)=0.001.
Value SymbolicName Description Added Updated Deprecated
1 FixedAmount Default if not specified FIX.5.0SP2EP246
2 Percentage Percentage FIX.5.0SP2EP246
FIX.5.0SP2EP246
2780 MatchExceptionText String Description of the exception. FIX.5.0SP2EP246
2781 NoMatchingDataPoints NumInGroup Number of matching data points in the repeating group. FIX.5.0SP2EP246
2782 MatchingDataPointIndicator int Data point's matching type.
Value SymbolicName Description Added Updated Deprecated
1 Mandatory Mandatory FIX.5.0SP2EP246
2 Optional Optional FIX.5.0SP2EP246
FIX.5.0SP2EP246
2783 MatchingDataPointValue String Value of the matching data point. FIX.5.0SP2EP246
2784 MatchingDataPointType int Identifies the data point used in the matching operation. Values may not have applicable tolerance values, in this case this means the data point was used for matching but did not match. FIX.5.0SP2EP246
2785 MatchingDataPointName String The matching data point name, for example: "Trade currency". This may be used for display purposes, providing a corresponding description for the value in MatchingDataPointType(2784). FIX.5.0SP2EP246
2786 TradeAggregationRequestID String The message identifier for the trade aggregation request. FIX.5.0SP2EP247
2787 TradeAggregationRequestRefID String Reference identifier to a previously sent trade aggregation message being cancelled or replaced. FIX.5.0SP2EP247
2788 TradeAggregationTransType int Identifies the trade aggregation transaction type.
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.5.0SP2EP247
1 Cancel Cancel FIX.5.0SP2EP247
2 Replace Replace FIX.5.0SP2EP247
FIX.5.0SP2EP247
2789 AggregatedQty Qty Total quantity of orders or fills quantity aggregated. FIX.5.0SP2EP247
2790 TradeAggregationRequestStatus int Status of the trade aggregation request.
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.5.0SP2EP247
1 Rejected Rejected FIX.5.0SP2EP247
FIX.5.0SP2EP247
2791 TradeAggregationRejectReason int Reason for trade aggregation request being rejected.
Value SymbolicName Description Added Updated Deprecated
0 UnknownOrders Unknown order(s) FIX.5.0SP2EP247
1 UnknownExecutionFills Unknown execution/fill(s) FIX.5.0SP2EP247
99 Other Other FIX.5.0SP2EP247
FIX.5.0SP2EP247
2792 TradeAggregationReportID String Unique identifier for the TradeAggregationReport(35=DX). FIX.5.0SP2EP247
2793 AvgSpotRate Price The average FX spot rate. FIX.5.0SP2EP247
2794 AvgForwardPoints PriceOffset The average forward points. May be a negative value. FIX.5.0SP2EP247
2795 OffshoreIndicator int Indicates the type of the currency rate being used. This is relevant for currencies that have offshore rate that different from onshore rate.
Value SymbolicName Description Added Updated Deprecated
0 Regular The notion of onshore and offshore rates does not apply. FIX.5.0SP2EP247
1 Offshore Used to indicate that the rate specified is an offshore rate which differs from its onshore rate. FIX.5.0SP2EP247
2 Onshore Used to indicate that the rate specified is an onshore rate which differs from its offshore rate. FIX.5.0SP2EP247
FIX.5.0SP2EP247
2796 FXBenchmarkRateFix String Specifies the foreign exchange benchmark rate fixing to be used in valuing the transaction. For example "London 4 p.m." or "Tokyo 3 p.m." FIX.5.0SP2EP247
2797 EncodedMatchExceptionTextLen Length Byte length of encoded (non-ASCII characters) EncodedMatchExceptionText(2798) field. FIX.5.0SP2EP246
2798 EncodedMatchExecptionText data Encoded (non-ASCII characters) representation of the MatchExceptionText(2780) field in the encoded format specified via the MessageEncoding(347) field.
If used, the ASCII (English) representation should also be specified in the MatchExceptionText(2780) field. 		FIX.5.0SP2EP246
2799 PayReportID String Unique ID of the PayReport(35=DY) message. FIX.5.0SP2EP249
2800 PayDisputeReason int Used to provide a machine-readable value giving the reason for disputing a request or report.
See https://www.fixtrading.org/packages/ PayDisputeReason for the list of applicable values.
 FIX.5.0SP2EP249
2801 EncodedReplaceText data Encoded (non-ASCII characters) representation of the ReplaceText(2805) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the ReplaceText(2805) field. FIX.5.0SP2EP249
2802 EncodedReplaceTextLen Length Byte length of encoded (non-ASCII characters) EncodedReplaceText(2801) field. FIX.5.0SP2EP249
2803 PayReportRefID String Reference identifier of the PayReport(35=DY). To be used with PayReportTransType(2804)=1 (Replace). FIX.5.0SP2EP249
2804 PayReportTransType int Identifies the message transaction type.
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.5.0SP2EP249
1 Replace Replace FIX.5.0SP2EP249
2 Status An unsolicited message reporting the current progress status of the payment. FIX.5.0SP2EP249
FIX.5.0SP2EP249
2805 ReplaceText String Identifies the reason for amendment. FIX.5.0SP2EP249
2806 PayReportStatus int Identifies status of the payment report.
Value SymbolicName Description Added Updated Deprecated
0 Received Received, not yet processed FIX.5.0SP2EP249
1 Accepted Accepted FIX.5.0SP2EP249
2 Rejected Rejected FIX.5.0SP2EP249
3 Disputed Used when there is some type of mismatch that can be resolved. FIX.5.0SP2EP249
FIX.5.0SP2EP249
2807 CancelText String Identifies the reason for cancelation. FIX.5.0SP2EP249
2808 EncodedCancelText data Encoded (non-ASCII characters) representation of the CancelText(2807) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the CancelText(2807) field. FIX.5.0SP2EP249
2809 EncodedCancelTextLen Length Byte length of encoded (non-ASCII characters) EncodedCancelText(2808) field. FIX.5.0SP2EP249
2810 PayRequestRefID String Reference identifier of the PayRequest(35=EA). To be used with PayRequestTransType(2811)=1 (Cancel). FIX.5.0SP2EP249
2811 PyRequestTransType int Identifies the message transaction type.
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.5.0SP2EP249
1 Cancel Cancel FIX.5.0SP2EP249
FIX.5.0SP2EP249
2812 PayRequestID String Unique ID of the PayRequest(35=EA) message. FIX.5.0SP2EP249
2813 PayRequestStatus int Identifies status of the request being responded to.
Value SymbolicName Description Added Updated Deprecated
0 Received Received, not yet processed FIX.5.0SP2EP249
1 Accepted Accepted FIX.5.0SP2EP249
2 Rejected Rejected FIX.5.0SP2EP249
3 Disputed Used when there is some type of mismatch that can be resolved. FIX.5.0SP2EP249
FIX.5.0SP2EP249
2814 EncodedPostTradePaymentDesc data Encoded (non-ASCII characters) representation of the PostTradePaymentDesc(2820) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the PostTradePaymentDesc(2820) field. FIX.5.0SP2EP249
2815 EncodedPostTradePaymentDescLen Length Byte length of encoded (non-ASCII characters) EncodedPostTradePaymentDesc(2814) field. FIX.5.0SP2EP249
2816 PostTradePaymentAccount String The cash account on the books of the receiver of the request or the sender of the report to be debited or credited. FIX.5.0SP2EP249
2817 PostTradePaymentAmount Amt The payment amount for the specified PostTradePaymentType(2824). FIX.5.0SP2EP249
2818 PostTradePaymentCurrency Currency Specifies the currency in which PostTradePaymentAmount(2817) is denominated. Uses ISO 4271 currency codes. FIX.5.0SP2EP249
2819 PostTradePaymentDebitOrCredit int Payment side of this individual payment from the requesting firm's perspective.
Value SymbolicName Description Added Updated Deprecated
0 DebitPay Debit / Pay FIX.5.0SP2EP249
1 CreditReceive Credit / Receive FIX.5.0SP2EP249
FIX.5.0SP2EP249
2820 PostTradePaymentDesc String A short descriptive name given to the payment, e.g. Premium, Upfront, etc. The description may be used as reference. FIX.5.0SP2EP249
2821 PostTradePaymentID String The identifier for the individual payment. FIX.5.0SP2EP249
2822 PostTradePaymentLinkID String Used to link a group of payments together, e.g. cross-currency payments associated with a swap. FIX.5.0SP2EP249
2823 PostTradePaymentStatus int Used to indicate the status of a post-trade payment.
Value SymbolicName Description Added Updated Deprecated
0 New Payment is awaiting confirmation from the recipient. FIX.5.0SP2EP249
1 Initiated Payment is confirmed by the recipient and has been scheduled. FIX.5.0SP2EP249
2 Pending Payment has been instructed to the payment service but status is unknown.] FIX.5.0SP2EP249
3 Confirmed Payment is complete and confirmed by the payment service. FIX.5.0SP2EP249
4 Rejected Payment was rejected by the service. FIX.5.0SP2EP249
FIX.5.0SP2EP249
2824 PostTradePaymentType String Type of post-trade payment.
See ISITC "Payments Cash Purpose Codes" for list of payment type codes to use available at https://isitc.org/market-practices/reference-data-and-standards-market-practice and select "ISITC Classification Code List". 		FIX.5.0SP2EP249
2825 PostTradePaymentCalculationDate LocalMktDate The (actual) date the periodic payments calculations are made. FIX.5.0SP2EP249
2826 PostTradePaymentValueDate LocalMktDate The adjusted (for holidays and other non-business days) payment date on which the payment is expected to settle. FIX.5.0SP2EP249
2827 PostTradePaymentFinalValueDate LocalMktDate The actual or final payment date on which the payment was made. FIX.5.0SP2EP249
40000 NoAdditionalTermBondRefs NumInGroup Number of bonds in the repeating group. FIX.5.0SP2EP161
40001 AdditionalTermBondSecurityID String Security identifier of the bond. FIX.5.0SP2EP161
40002 AdditionalTermBondSecurityIDSource String Identifies the source scheme of the AdditionalTermBondSecurityID(40001) value. FIX.5.0SP2EP161
40003 AdditionalTermBondDesc String Description of the bond. FIX.5.0SP2EP161
40004 EncodedAdditionalTermBondDescLen Length Byte length of encoded (non-ASCII characters) EncodedAdditionalTermBondDesc(40005) field. FIX.5.0SP2EP161
40005 EncodedAdditionalTermBondDesc data Encoded (non-ASCII characters) representation of the AdditionalTermBondDesc(40003) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AdditionalTermBondDesc(40003) field. FIX.5.0SP2EP161
40006 AdditionalTermBondCurrency Currency Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes. FIX.5.0SP2EP161
40007 AdditionalTermBondIssuer String Issuer of the bond. FIX.5.0SP2EP161
40008 EncodedAdditionalTermBondIssuerLen Length Byte length of encoded (non-ASCII characters) EncodedAdditionalTermBondIssuer(40009) field. FIX.5.0SP2EP161
40009 EncodedAdditionalTermBondIssuer data Encoded (non-ASCII characters) representation of the AdditionalTermBondIssuer(40007) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AdditionalTermBondIssuer(40007) field. FIX.5.0SP2EP161
40010 AdditionalTermBondSeniority String Specifies the bond's payment priority in the event of a default. FIX.5.0SP2EP161
40011 AdditionalTermBondCouponType int Coupon type of the bond. FIX.5.0SP2EP161
40012 AdditionalTermBondCouponRate Percentage Coupon rate of the bond. See also CouponRate(223). FIX.5.0SP2EP161
40013 AdditionalTermBondMaturityDate LocalMktDate The maturity date of the bond. FIX.5.0SP2EP161
40014 AdditionalTermBondParValue Amt The par value of the bond. FIX.5.0SP2EP161
40015 AdditionalTermBondCurrentTotalIssuedAmount Amt Total issued amount of the bond. FIX.5.0SP2EP161
40016 AdditionalTermBondCouponFrequencyPeriod int Time unit multiplier for the frequency of the bond's coupon payment. FIX.5.0SP2EP161
40017 AdditionalTermBondCouponFrequencyUnit String Time unit associated with the frequency of the bond's coupon payment. FIX.5.0SP2EP161
40018 AdditionalTermBondDayCount int The day count convention used in interest calculations for a bond or an interest bearing security. FIX.5.0SP2EP161
40019 NoAdditionalTerms NumInGroup Number of additional terms in the repeating group. FIX.5.0SP2EP161
40020 AdditionalTermConditionPrecedentBondIndicator Boolean Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used. FIX.5.0SP2EP161
40021 AdditionalTermDiscrepancyClauseIndicator Boolean Indicates whether the discrepancy clause is applicable. FIX.5.0SP2EP161
40022 NoCashSettlTerms NumInGroup Number of elements in the repeating group. FIX.5.0SP2EP161
40023 CashSettlCurrency Currency Specifies the currency the CashSettlAmount(40034) is denominated in. Uses ISO 4217 currency codes. FIX.5.0SP2EP161
40024 CashSettlValuationFirstBusinessDayOffset int The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for the purpose of cash settlement. Associated with ISDA 2003 Term: Valuation Date. FIX.5.0SP2EP161
40025 CashSettlValuationTime LocalMktTime The time of valuation. FIX.5.0SP2EP161
40026 CashSettlBusinessCenter String Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. FIX.5.0SP2EP161
40027 CashSettlQuoteMethod int The type of quote used to determine the cash settlement price.
Value SymbolicName Description Added Updated Deprecated
0 Bid Bid FIX.5.0SP2EP161
1 Mid Mid FIX.5.0SP2EP161
2 Offer Offer FIX.5.0SP2EP161
FIX.5.0SP2EP161
40028 CashSettlQuoteAmount Amt When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specifed, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. ISDA 2003 Term: Quotation Amount. FIX.5.0SP2EP161 FIX.5.0SP2EP169
40029 CashSettlQuoteCurrency Currency Specifies the currency the CashSettlQuoteAmount(40028) is denominated in. Uses ISO 4217 Currency Code. FIX.5.0SP2EP161
40030 CashSettlMinimumQuoteAmount Amt When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount. ISDA 2003 Term: Minimum Quotation Amount. FIX.5.0SP2EP161
40031 CashSettlMinimumQuoteCurrency Currency Specifies the currency the CashSettlMinimumQuoteAmount(40030) is denominated in. Uses ISO 4217 Currency Code. FIX.5.0SP2EP161
40032 CashSettlDealer String Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation. ISDA 2003 Term: Dealer. FIX.5.0SP2EP161
40033 CashSettlBusinessDays int The number of business days used in the determination of the cash settlement payment date. If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied.
ISDA 2003 Term: Cash Settlement Date. 		FIX.5.0SP2EP161
40034 CashSettlAmount Amt The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. If not specified this is not to be included in the message and the parties to the trade are expected to calculate the value. The value is the greater of (a) floating rate payer calculation amount x (reference price - final price) or (b) zero. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount FIX.5.0SP2EP161
40035 CashSettlRecoveryFactor float Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount calculated is (1 - CashSettlRecoveryFactor(40035)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount. FIX.5.0SP2EP161 FIX.5.0SP2EP169
40036 CashSettlFixedTermIndicator Boolean Indicates whether fixed settlement is applicable or not applicable in a recovery lock. FIX.5.0SP2EP161
40037 CashSettlAccruedInterestIndicator Boolean Indicates whether accrued interest is included or not in the value provided in CashSettlAmount(40034). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest.
For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest. 		FIX.5.0SP2EP161
40038 CashSettlValuationMethod int The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method
Value SymbolicName Description Added Updated Deprecated
0 Market Market FIX.5.0SP2EP161
1 Highest Highest FIX.5.0SP2EP161
2 AverageMarket Average market FIX.5.0SP2EP161
3 AverageHighest Average highest FIX.5.0SP2EP161
4 BlendedMarket Blended market FIX.5.0SP2EP161
5 BlendedHighest Blended highest FIX.5.0SP2EP161
6 AverageBlendedMarket Average blended market FIX.5.0SP2EP161
7 AverageBlendedHighest Average blended highest FIX.5.0SP2EP161
FIX.5.0SP2EP161
40039 CashSettlTermXID XID A named string value referenced by UnderlyingSettlTermXIDRef(41315). FIX.5.0SP2EP161
40040 NoContractualDefinitions NumInGroup Number of financing definitions in the repeating group. FIX.5.0SP2EP161
40041 ContractualDefinition String Specifies which contract definition, such as those published by ISDA, will apply for the terms of the trade. See http://www.fpml.org/coding-scheme/contractual-definitions for values. FIX.5.0SP2EP161
40042 NoContractualMatrices NumInGroup Number of contractual matrices in the repeating group. FIX.5.0SP2EP161
40043 ContractualMatrixSource String Identifies the applicable contract matrix. See http://www.fpml.org/coding-scheme/matrix-type-1-0.xml for values. FIX.5.0SP2EP161 FIX.5.0SP2EP192
40044 ContractualMatrixDate LocalMktDate The publication date of the applicable version of the contract matrix. If not specified, the ISDA Standard Terms Supplement defines rules for which version of the matrix is applicable. FIX.5.0SP2EP161
40045 ContractualMatrixTerm String Specifies the applicable key into the relevent contract matrix. In the case of 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions, the ContractualMatrixTerm(40045) is not applicable and is to be omitted. See http://www.fpml.org/coding-scheme/credit-matrix-transaction-type for values. FIX.5.0SP2EP161
40046 NoFinancingTermSupplements NumInGroup Number of financing terms supplements in the repeating group. FIX.5.0SP2EP161
40047 FinancingTermSupplementDesc String Identifies the applicable contractual supplement. See http://www.fpml.org/coding-scheme/contractual-supplement for values. FIX.5.0SP2EP161
40048 FinancingTermSupplementDate LocalMktDate The publication date of the applicable version of the contractual supplement. FIX.5.0SP2EP161
40049 NoStreams NumInGroup Number of swap streams in the repeating group. FIX.5.0SP2EP161
40050 StreamType int Type of swap stream.
Value SymbolicName Description Added Updated Deprecated
0 PaymentCashSettlement Payment / cash settlement FIX.5.0SP2EP161
1 PhysicalDelivery Physical delivery FIX.5.0SP2EP161
FIX.5.0SP2EP161
40051 StreamDesc String A short descriptive name given to the payment stream. Eg. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as reference. FIX.5.0SP2EP161
40052 StreamPaySide int The side of the party paying the stream. FIX.5.0SP2EP161
40053 StreamReceiveSide int The side of the party receiving the stream. FIX.5.0SP2EP161
40054 StreamNotional Amt Notional, or initial notional value for the payment stream. Use the PaymentScheduleGrp component to specify the rate steps. FIX.5.0SP2EP161
40055 StreamCurrency Currency Specifies the currency the StreamNotional(40054) is denominated in. Uses ISO 4217 currency codes. FIX.5.0SP2EP161
40056 StreamText String Free form text to specify additional information or enumeration description when a standard value does not apply. FIX.5.0SP2EP161
40057 UnderlyingStreamEffectiveDateUnadjusted LocalMktDate The unadjusted effective date. FIX.5.0SP2EP161
40058 UnderlyingStreamEffectiveDateBusinessDayConvention int The business day convention used to adjust the underlying instrument's stream's effective, or relative effective, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. FIX.5.0SP2EP161
40059 UnderlyingStreamEffectiveDateBusinessCenter String The business center calendar used to adjust the underlying instrument's stream's effective, or relative effective, date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40060 UnderlyingStreamEffectiveDateRelativeTo int Specifies the anchor date when the effective date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40061 UnderlyingStreamEffectiveDateOffsetPeriod int Time unit multiplier for the relative effective date offset. FIX.5.0SP2EP161
40062 UnderlyingStreamEffectiveDateOffsetUnit String Time unit associated with the relative effective date offset. FIX.5.0SP2EP161
40063 UnderlyingStreamEffectiveDateOffsetDayType int Specifies the day type of the relative effective date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40064 UnderlyingStreamEffectiveDateAdjusted LocalMktDate The adjusted effective date. FIX.5.0SP2EP161
40065 StreamTerminationDateUnadjusted LocalMktDate The unadjusted termination date. FIX.5.0SP2EP161
40066 StreamTerminationDateBusinessDayConvention int The business day convention used to adjust the instrument's stream's termination, or relative termination, date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. FIX.5.0SP2EP161
40067 StreamTerminationDateBusinessCenter String The business center calendar used to adjust the instrument's stream's termination, or relative termination, date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40068 StreamTerminationDateRelativeTo int Specifies the anchor date when the termination date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40069 StreamTerminationDateOffsetPeriod int Time unit multiplier for the relative termination date offset. FIX.5.0SP2EP161
40070 StreamTerminationDateOffsetUnit String Time unit associated with the relative termination date offset. FIX.5.0SP2EP161
40071 StreamTerminationDateOffsetDayType int Specifies the day type of the relative termination date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40072 StreamTerminationDateAdjusted LocalMktDate The adjusted termination date. FIX.5.0SP2EP161
40073 StreamCalculationPeriodBusinessDayConvention int The business day convention used to adjust calculation periods. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. FIX.5.0SP2EP161
40074 StreamCalculationPeriodBusinessCenter String The business center calendar used to adjust calculation periods, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40075 StreamFirstPeriodStartDateUnadjusted LocalMktDate The unadjusted first calculation period start date if before the effective date. FIX.5.0SP2EP161
40076 StreamFirstPeriodStartDateBusinessDayConvention int The business day convention used to adjust the instrument's stream's first calculation period start date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. FIX.5.0SP2EP161
40077 StreamFirstPeriodStartDateBusinessCenter String The business center calendar used to adjust the instrument's stream's first calculation period start date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40078 StreamFirstPeriodStartDateAdjusted LocalMktDate The adjusted first calculation period start date, if it is before the effective date. FIX.5.0SP2EP161
40079 StreamFirstRegularPeriodStartDateUnadjusted LocalMktDate The unadjusted first start date of the regular calculation period, if there is an initial stub period. FIX.5.0SP2EP161
40080 StreamFirstCompoundingPeriodEndDateUnadjusted LocalMktDate The unadjusted end date of the initial compounding period. FIX.5.0SP2EP161
40081 StreamLastRegularPeriodEndDateUnadjusted LocalMktDate The unadjusted last regular period end date if there is a final stub period. FIX.5.0SP2EP161
40082 StreamCalculationFrequencyPeriod int Time unit multiplier for the frequency at which calculation period end dates occur. FIX.5.0SP2EP161
40083 StreamCalculationFrequencyUnit String Time unit associated with the frequency at which calculation period end dates occur. FIX.5.0SP2EP161
40084 StreamCalculationRollConvention String The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the DateAdjustment component within the Instrument component. FIX.5.0SP2EP161
40085 NoSettlRateFallbacks NumInGroup Number of settlement rate fallbacks in the repeating group FIX.5.0SP2EP161
40086 SettlRatePostponementMaximumDays int The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method. FIX.5.0SP2EP161
40087 LegPaymentStreamNonDeliverableSettlRateSource int Identifies the source of the rate information. FIX.5.0SP2EP161
40088 SettlRatePostponementSurvey Boolean Indicates whether to request a settlement rate quote from the market. FIX.5.0SP2EP161
40089 SettlRatePostponementCalculationAgent int Used to identify the settlement rate postponement calculation agent. FIX.5.0SP2EP161
40090 NoProvisions NumInGroup Number of provisions in the repeating group. FIX.5.0SP2EP161
40091 ProvisionType int Type of provisions.
Value SymbolicName Description Added Updated Deprecated
0 MandatoryEarlyTermination Mandatory early termination FIX.5.0SP2EP161
1 OptionalEarlyTermination Optional early termination FIX.5.0SP2EP161
2 Cancelable Cancelable FIX.5.0SP2EP161
3 Extendable Extendible FIX.5.0SP2EP161
4 MutualEarlyTermination Mutual early termination FIX.5.0SP2EP208
FIX.5.0SP2EP161
40092 ProvisionDateUnadjusted LocalMktDate The unadjusted date of the provision. FIX.5.0SP2EP161
40093 ProvisionDateBusinessDayConvention int The business day convention used to adjust the instrument's provision's dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. FIX.5.0SP2EP161
40094 ProvisionDateBusinessCenter String The business center calendar used to adjust the instrument's provision's dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. FIX.5.0SP2EP161
40095 ProvisionDateAdjusted LocalMktDate The adjusted date of the provision. FIX.5.0SP2EP161
40096 ProvisionDateTenorPeriod int Time unit multiplier for the provision's tenor period. FIX.5.0SP2EP161
40097 ProvisionDateTenorUnit String Time unit associated with the provision's tenor period.
Value SymbolicName Description Added Updated Deprecated
D Day Day FIX.5.0SP2EP161
Wk Week Week FIX.5.0SP2EP161
Mo Month Month FIX.5.0SP2EP161
Yr Year Year FIX.5.0SP2EP161
FIX.5.0SP2EP161
40098 ProvisionCalculationAgent int Used to identify the calculation agent. The calculation agent may be identified in ProvisionCalculationAgent(40098) or in the ProvisionParties component.
Value SymbolicName Description Added Updated Deprecated
0 ExercisingParty Exercising party FIX.5.0SP2EP161
1 NonExercisingParty Non-exercising party FIX.5.0SP2EP161
2 MasterAgreeent As specified in the master agreement FIX.5.0SP2EP161
3 Supplement As specified in the standard terms supplement FIX.5.0SP2EP161
FIX.5.0SP2EP161
40099 ProvisionOptionSinglePartyBuyerSide int If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade.
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.5.0SP2EP161
2 Sell Sell FIX.5.0SP2EP161
FIX.5.0SP2EP161
40100 ProvisionOptionSinglePartySellerSide int If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade. FIX.5.0SP2EP161 FIX.5.0SP2EP169
40101 ProvisionOptionExerciseStyle int The instrument provision option’s exercise style. FIX.5.0SP2EP161
40102 ProvisionOptionExerciseMultipleNotional Amt A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised. FIX.5.0SP2EP161
40103 ProvisionOptionExerciseMinimumNotional Amt The minimum notional amount that can be exercised on a given exercise date. FIX.5.0SP2EP161
40104 ProvisionOptionExerciseMaximumNotional Amt The maximum notional amount that can be exercised on a given exercise date. FIX.5.0SP2EP161
40105 ProvisionOptionMinimumNumber int The minimum number of options that can be exercised on a given exercise date. FIX.5.0SP2EP161
40106 ProvisionOptionMaximumNumber int The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options. FIX.5.0SP2EP161
40107 ProvisionOptionExerciseConfirmation Boolean Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. FIX.5.0SP2EP161
40108 ProvisionCashSettlMethod int An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e).
Value SymbolicName Description Added Updated Deprecated
0 CashPrice Cash price FIX.5.0SP2EP161
1 CashPriceAlternate Cash price alternate FIX.5.0SP2EP161
2 ParYieldCurveAdjusted Par yield curve adjusted FIX.5.0SP2EP161
3 ZeroCouponYieldCurveAdjusted Zero coupon yield curve adjusted FIX.5.0SP2EP161
4 ParYieldCurveUnadjusted Par yield curve unadjusted FIX.5.0SP2EP161
5 CrossCurrency Cross currency FIX.5.0SP2EP161
6 CollateralizedPrice Collateralized price FIX.5.0SP2EP161
FIX.5.0SP2EP161 FIX.5.0SP2EP169
40109 ProvisionCashSettlCurrency Currency Specifies the currency of settlement. Uses ISO 4217 currency codes. FIX.5.0SP2EP161
40110 ProvisionCashSettlCurrency2 Currency Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes. FIX.5.0SP2EP161
40111 ProvisionCashSettlQuoteType int Identifies the type of quote to be used.
Value SymbolicName Description Added Updated Deprecated
0 Bid Bid FIX.5.0SP2EP161
1 Mid Mid FIX.5.0SP2EP161
2 Offer Offer FIX.5.0SP2EP161
3 ExercisingPartyPays See 2000 ISDA Definitions, Section 17.2, Certain Definitions Relating to Cash Settlement, paragraph (j) for definition of "exercising party pays". FIX.5.0SP2EP161
FIX.5.0SP2EP161
40112 ProvisionCashSettlQuoteSource int Identifies the source of quote information. FIX.5.0SP2EP161
40113 ProvisionText String Free form text to specify additional information or enumeration description when a standard value does not apply. FIX.5.0SP2EP161
40114 ProvisionCashSettlValueTime LocalMktTime A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount. FIX.5.0SP2EP161
40115 ProvisionCashSettlValueTimeBusinessCenter String Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. FIX.5.0SP2EP161
40116 ProvisionCashSettlValueDateBusinessDayConvention int The cash settlement valuation date adjustment business day convention. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. FIX.5.0SP2EP161 FIX.5.0SP2EP187
40117 ProvisionCashSettlValueDateBusinessCenter String The business center calendar used to adjust the provision's cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. FIX.5.0SP2EP161
40118 ProvisionCashSettlValueDateRelativeTo int Specifies the anchor date when the cash settlement value date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values 		FIX.5.0SP2EP161
40119 ProvisionCashSettlValueDateOffsetPeriod int Time unit multiplier for the relative cash settlement value date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40120 ProvisionCashSettlValueDateOffsetUnit String Time unit associated with the relative cash settlement value date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40121 ProvisionCashSettlValueDateOffsetDayType int Specifies the day type of the provision's relative cash settlement value date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40122 ProvisionCashSettlValueDateAdjusted LocalMktDate The adjusted cash settlement value date. FIX.5.0SP2EP161
40123 ProvisionOptionExerciseBusinessDayConvention int The business day convention used to adjust the instrument's provision's option exercise date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. FIX.5.0SP2EP161
40124 ProvisionOptionExerciseBusinessCenter String The business center calendar used to adjust the instrument's provision's option exercise date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40125 ProvisionOptionExerciseEarliestDateOffsetPeriod int Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period. FIX.5.0SP2EP161
40126 ProvisionOptionExerciseEarliestDateOffsetUnit String Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period.
Value SymbolicName Description Added Updated Deprecated
D Day Day FIX.5.0SP2EP161
Wk Week Week FIX.5.0SP2EP161
Mo Month Month FIX.5.0SP2EP161
Yr Year Year FIX.5.0SP2EP161
FIX.5.0SP2EP161
40127 ProvisionOptionExerciseFrequencyPeriod int Time unit multiplier for the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise period. FIX.5.0SP2EP161
40128 ProvisionOptionExerciseFrequencyUnit String Time unit associated with the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. FIX.5.0SP2EP161
40129 ProvisionOptionExerciseStartDateUnadjusted LocalMktDate The unadjusted first day of the exercise period for an American style option. FIX.5.0SP2EP161
40130 ProvisionOptionExerciseStartDateRelativeTo int Specifies the anchor date when the option exercise start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40131 ProvisionOptionExerciseStartDateOffsetPeriod int Time unit multiplier for the relative option exercise start date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40132 ProvisionOptionExerciseStartDateOffsetUnit String Time unit associated with the relative option exercise start date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40133 ProvisionOptionExerciseStartDateOffsetDayType int Specifies the day type of the provision's relative option exercise start date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40134 ProvisionOptionExerciseStartDateAdjusted LocalMktDate The adjusted first day of the exercise period for an American style option. FIX.5.0SP2EP161
40135 ProvisionOptionExercisePeriodSkip int The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. FIX.5.0SP2EP161
40136 ProvisionOptionExerciseBoundsFirstDateUnadjusted LocalMktDate The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative. FIX.5.0SP2EP161
40137 ProvisionOptionExerciseBoundsLastDateUnadjusted LocalMktDate The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative. FIX.5.0SP2EP161
40138 ProvisionOptionExerciseEarliestTime LocalMktTime The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option. FIX.5.0SP2EP161
40139 ProvisionOptionExerciseEarliestTimeBusinessCenter String Identifies the business center calendar used with the provision's earliest time for notice of exercise.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40140 ProvisionOptionExerciseLatestTime LocalMktTime For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. FIX.5.0SP2EP161
40141 ProvisionOptionExerciseLatestTimeBusinessCenter String Identifies the business center calendar used with the provision's latest time for notice of exercise.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40142 NoProvisionOptionExerciseFixedDates NumInGroup Number of provision option exercise fixed dates in the repeating group. FIX.5.0SP2EP161
40143 ProvisionOptionExerciseFixedDate LocalMktDate A predetermined option exercise date, unadjusted or adjusted depending on ProvisionOptionExerciseFixedDateType(40144). FIX.5.0SP2EP161
40144 ProvisionOptionExerciseFixedDateType int Specifies the type of date (e.g. adjusted for holidays).
Value SymbolicName Description Added Updated Deprecated
0 Unadjusted Unadjusted FIX.5.0SP2EP161
1 Adjusted Adjusted FIX.5.0SP2EP161
FIX.5.0SP2EP161
40145 ProvisionOptionExpirationDateUnadjusted LocalMktDate The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. FIX.5.0SP2EP161
40146 ProvisionOptionExpirationDateBusinessDayConvention int The business day convention used to adjust the instrument's provision's option expiration date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. FIX.5.0SP2EP161
40147 ProvisionOptionExpirationDateBusinessCenter String The business center calendar used to adjust the instrument's provision's option expiration date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40148 ProvisionOptionExpirationDateRelativeTo int Specifies the anchor date when the option expiration date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40149 ProvisionOptionExpirationDateOffsetPeriod int Time unit multiplier for the relative option expiration date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40150 ProvisionOptionExpirationDateOffsetUnit String Time unit associated with the relative option expiration date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40151 ProvisionOptionExpirationDateOffsetDayType int Specifies the day type of the provision's relative option expiration date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40152 ProvisionOptionExpirationDateAdjusted LocalMktDate The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period. FIX.5.0SP2EP161
40153 ProvisionOptionExpirationTime LocalMktTime The latest time for exercise on the expiration date. FIX.5.0SP2EP161
40154 ProvisionOptionExpirationTimeBusinessCenter String Identifies the business center calendar used with the provision's latest exercise time on expiration date.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40155 ProvisionOptionRelevantUnderlyingDateUnadjusted LocalMktDate The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). FIX.5.0SP2EP161
40156 ProvisionOptionRelevantUnderlyingDateBusinessDayConvention int The business day convention used to adjust the instrument's provision's option underlying date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. FIX.5.0SP2EP161
40157 ProvisionOptionRelevantUnderlyingDateBusinessCenter String The business center calendar used to adjust the instrument's provision's option underlying date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40158 ProvisionOptionRelevantUnderlyingDateRelativeTo int Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40159 ProvisionOptionRelevantUnderlyingDateOffsetPeriod int Time unit multiplier for the relative option relevant underlying date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40160 ProvisionOptionRelevantUnderlyingDateOffsetUnit String Time unit associated with the relative option relevant underlying date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40161 ProvisionOptionRelevantUnderlyingDateOffsetDayType int Specifies the day type of the provision's relative option relevant underlying date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40162 ProvisionOptionRelevantUnderlyingDateAdjusted LocalMktDate The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). FIX.5.0SP2EP161
40163 ProvisionCashSettlPaymentDateBusinessDayConvention int The business day convention used to adjust the provisional cash settlement payment's termination or relative termination date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. FIX.5.0SP2EP161
40164 ProvisionCashSettlPaymentDateBusinessCenter String The business center calendar used to adjust the provisional cash settlement payment's termination or relative termination date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40165 ProvisionCashSettlPaymentDateRelativeTo int Specifies the anchor date when the cash settlement payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40166 ProvisionCashSettlPaymentDateOffsetPeriod int Time unit multiplier for the relative cash settlement payment date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40167 ProvisionCashSettlPaymentDateOffsetUnit String Time unit associated with the relative cash settlement payment date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40168 ProvisionCashSettlPaymentDateOffsetDayType int Specifies the day type of the provision's relative cash settlement payment date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40169 ProvisionCashSettlPaymentDateRangeFirst LocalMktDate First date in range when a settlement date range is provided. FIX.5.0SP2EP161
40170 ProvisionCashSettlPaymentDateRangeLast LocalMktDate The last date in range when a settlement date range is provided. FIX.5.0SP2EP161
40171 NoProvisionCashSettlPaymentDates NumInGroup Number of provision cash settlement payment dates in the repeating group. FIX.5.0SP2EP161
40172 ProvisionCashSettlPaymentDate LocalMktDate The cash settlement payment date, unadjusted or adjusted depending on ProvisionCashSettlPaymentDateType(40173). FIX.5.0SP2EP161
40173 ProvisionCashSettlPaymentDateType int Specifies the type of date (e.g. adjusted for holidays).
Value SymbolicName Description Added Updated Deprecated
0 Unadjusted Unadjusted FIX.5.0SP2EP161
1 Adjusted Adjusted FIX.5.0SP2EP161
FIX.5.0SP2EP161
40174 NoProvisionPartyIDs NumInGroup Number of parties identified in the contract provision. FIX.5.0SP2EP161
40175 ProvisionPartyID String The party identifier/code for the payment settlement party. FIX.5.0SP2EP161
40176 ProvisionPartyIDSource char Identifies class or source of the ProvisionPartyID(40175) value. FIX.5.0SP2EP161
40177 ProvisionPartyRole int Identifies the type or role of ProvisionPartyID(40175) specified. FIX.5.0SP2EP161
40178 NoProvisionPartySubIDs NumInGroup Number of sub-party IDs to be reported for the party. FIX.5.0SP2EP161
40179 ProvisionPartySubID String Party sub-identifier, if applicable, for ProvisionPartyID(40175). FIX.5.0SP2EP161
40180 ProvisionPartySubIDType int The type of ProvisionPartySubID(40179). FIX.5.0SP2EP161
40181 NoProtectionTerms NumInGroup Number of protection terms in the repeating group. FIX.5.0SP2EP161
40182 ProtectionTermNotional Amt The notional amount of protection coverage. ISDA 2003 Term: Floating Rate Payer Calculation Amount. FIX.5.0SP2EP161
40183 ProtectionTermCurrency Currency The currency of ProtectionTermNotional(40182). Uses ISO 4217 currency codes. FIX.5.0SP2EP161
40184 ProtectionTermSellerNotifies Boolean The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring.
ProtectionTermSellerNotifies(40184)=Y indicates that the seller notifies. ISDA 2003 Term: Notifying Party. 		FIX.5.0SP2EP161
40185 ProtectionTermBuyerNotifies Boolean The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring.
ProtectionTermBuyerNotifies(40185)=Y indicates that the buyer notifies. ISDA 2003 Term: Notifying Party. 		FIX.5.0SP2EP161
40186 ProtectionTermEventBusinessCenter String When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. FIX.5.0SP2EP161
40187 ProtectionTermStandardSources Boolean Indicates whether ISDA defined Standard Public Sources are applicable (ProtectionTermStandardSources(40187)=Y) or not. FIX.5.0SP2EP161
40188 ProtectionTermEventMinimumSources int The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. FIX.5.0SP2EP161
40189 ProtectionTermEventNewsSource String Newspaper or electronic news service or source that may publish relevant information used in the determination of whether or not a credit event has occurred. FIX.5.0SP2EP161
40190 ProtectionTermXID XID A named string value referenced by UnderlyingProtectionTermXIDRef(41314). FIX.5.0SP2EP161
40191 NoProtectionTermEvents NumInGroup Number of protection term events in the repeating group. FIX.5.0SP2EP161
40192 ProtectionTermEventType String Specifies the type of credit event applicable to the protection terms.
See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types. 		FIX.5.0SP2EP161 FIX.5.0SP2EP187
40193 ProtectionTermEventValue String Protection term event value appropriate to ProtectionTermEvenType(40192).
See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. 		FIX.5.0SP2EP161 FIX.5.0SP2EP187
40194 ProtectionTermEventCurrency Currency Applicable currency if ProtectionTermEventValue(40193) is an amount. Uses ISO 4217 currency codes. FIX.5.0SP2EP161
40195 ProtectionTermEventPeriod int Time unit multiplier for protection term events. FIX.5.0SP2EP161
40196 ProtectionTermEventUnit String Time unit associated with protection term events.
Value SymbolicName Description Added Updated Deprecated
D Day Day FIX.5.0SP2EP161
Wk Week Week FIX.5.0SP2EP161
Mo Month Month FIX.5.0SP2EP161
Yr Year Year FIX.5.0SP2EP161
FIX.5.0SP2EP161
40197 ProtectionTermEventDayType int Day type for events that specify a period and unit.
Value SymbolicName Description Added Updated Deprecated
0 Business Business FIX.5.0SP2EP161
1 Calendar Calendar FIX.5.0SP2EP161
2 CommodityBusiness Commodity business FIX.5.0SP2EP161
3 CurrencyBusiness Currency business FIX.5.0SP2EP161
4 ExchangeBusiness Exchange business FIX.5.0SP2EP161
5 ScheduledTradingDay Scheduled trading day FIX.5.0SP2EP161
FIX.5.0SP2EP161
40198 ProtectionTermEventRateSource String Rate source for events that specify a rate source, e.g. Floating rate interest shortfall. FIX.5.0SP2EP161
40199 NoProtectionTermEventQualifiers NumInGroup Number of qualifiers in the repeating group. FIX.5.0SP2EP161
40200 ProtectionTermEventQualifier char Protection term event qualifier. Used to further qualify ProtectionTermEventType(40192).
Value SymbolicName Description Added Updated Deprecated
H RestructuringMultipleHoldingObligations In relation to a restructuring credit event, unless multiple holder obligation is not specified restructurings are limited to multiple holder obligations. A multiple holder obligation means an obligation that is held by more than three holders that are not affiliates of each other and where at least two thirds of the holders must agree to the event that constitutes the restructuring credit event. ISDA 2003 Term: Multiple Holder Obligation. FIX.5.0SP2EP161
E RestructuringMultipleCreditEventNotices Presence of this element and value set to 'true' indicates that Section 3.9 of the 2003 Credit Derivatives Definitions shall apply. Absence of this element indicates that Section 3.9 shall not apply. NOTE: Not allowed under ISDA Credit 1999. FIX.5.0SP2EP161
C FloatingRateInterestShortfall Indicates compounding. FIX.5.0SP2EP161
FIX.5.0SP2EP161
40201 NoProtectionTermObligations NumInGroup Number of obligations in the repeating group. FIX.5.0SP2EP161
40202 ProtectionTermObligationType String Specifies the type of obligation applicable to the protection terms.
See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types. 		FIX.5.0SP2EP161 FIX.5.0SP2EP187
40203 ProtectionTermObligationValue String Protection term obligation value appropriate to ProtectionTermObligationType(40202).
See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values. 		FIX.5.0SP2EP161 FIX.5.0SP2EP187
40204 NoPhysicalSettlTerms NumInGroup Number of entries in the repeating group. FIX.5.0SP2EP161
40205 PhysicalSettlCurrency Currency Specifies the currency of physical settlement. Uses ISO 4217 currency codes. FIX.5.0SP2EP161
40206 PhysicalSettlBusinessDays int The number of business days used in the determination of physical settlement. Its precise meaning is dependant on the context in which this element is used. ISDA 2003 Term: Business Day. FIX.5.0SP2EP161
40207 PhysicalSettlMaximumBusinessDays int A maximum number of business days. Its precise meaning is dependant on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision. FIX.5.0SP2EP161
40208 PhysicalSettlTermXID XID A named string value referenced by UnderlyingSettlTermXIDRef(41315). FIX.5.0SP2EP161
40209 NoPhysicalSettlDeliverableObligations NumInGroup Number of entries in the repeating group. FIX.5.0SP2EP161
40210 PhysicalSettlDeliverableObligationType String Specifies the type of deliverable obligation applicable for physical settlement. See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. FIX.5.0SP2EP161 FIX.5.0SP2EP169
40211 PhysicalSettlDeliverableObligationValue String Physical settlement deliverable obligation value appropriate to PhysicalSettlDeliverableObligationType(40210). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for applicable obligation type values. FIX.5.0SP2EP161 FIX.5.0SP2EP169
40212 NoPayments NumInGroup Number of additional settlement or bullet payments. FIX.5.0SP2EP161
40213 PaymentType int Type of payment.
Value SymbolicName Description Added Updated Deprecated
0 Brokerage Brokerage FIX.5.0SP2EP161
1 UpfrontFee Upfront fee FIX.5.0SP2EP161
2 IndependentAmountCollateral Independent amount / collateral FIX.5.0SP2EP161
3 PrincipalExchange Principal exchange FIX.5.0SP2EP161
4 NovationTermination Novation / termination FIX.5.0SP2EP161
5 EarlyTerminationProvision Early termination provision FIX.5.0SP2EP161
6 CancelableProvision Cancelable provision FIX.5.0SP2EP161 FIX.5.0SP2EP203
7 ExtendibleProvision Extendible provision FIX.5.0SP2EP161
8 CapRateProvision Cap rate provision FIX.5.0SP2EP161
9 FloorRateProvision Floor rate provision FIX.5.0SP2EP161
10 OptionPremium Option premium FIX.5.0SP2EP161
99 Other Other FIX.5.0SP2EP161
11 SettlementPayment Settlement payment FIX.5.0SP2EP162
12 CashSettl Cash settlement FIX.5.0SP2EP169
FIX.5.0SP2EP161
40214 PaymentPaySide int The side of the party paying the payment.
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.5.0SP2EP161
2 Sell Sell FIX.5.0SP2EP161
FIX.5.0SP2EP161
40215 PaymentReceiveSide int The side of the party receiving the payment. FIX.5.0SP2EP161
40216 PaymentCurrency Currency Specifies the currency in which PaymentAmount(40217) is denominated. Uses ISO 4271 currency codes. FIX.5.0SP2EP161
40217 PaymentAmount Amt The total payment amount. FIX.5.0SP2EP161
40218 PaymentPrice Price The price determining the payment amount expressed in terms specified in PaymentPriceType(40919) and expressed in market format. FIX.5.0SP2EP161
40219 PaymentDateUnadjusted LocalMktDate The unadjusted payment date. FIX.5.0SP2EP161
40220 PaymentBusinessDayConvention int The business day convention used to adjust the payment date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. FIX.5.0SP2EP161
40221 PaymentBusinessCenter String The business center calendar used to adjust the payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. FIX.5.0SP2EP161
40222 PaymentDateAdjusted LocalMktDate The adjusted payment date. FIX.5.0SP2EP161
40223 LegMarketDisruptionValue String Applicable value for LegMarketDisruptionEvent(41468). FIX.5.0SP2EP187
40224 PaymentDiscountFactor float The value representing the discount factor used to calculate the present value of the cash flow. FIX.5.0SP2EP161
40225 PaymentPresentValueAmount Amt The amount representing the present value of the forecast payment. FIX.5.0SP2EP161
40226 PaymentPresentValueCurrency Currency Specifies the currency the PaymentPresentValueAmount(40225) is denominated in. Uses ISO 4217 currency codes. FIX.5.0SP2EP161
40227 PaymentSettlStyle int Payment settlement style.
Value SymbolicName Description Added Updated Deprecated
0 Standard Standard FIX.5.0SP2EP161
1 Net Net FIX.5.0SP2EP161
2 StandardfNet Standard and net FIX.5.0SP2EP161
FIX.5.0SP2EP161
40228 LegPaymentStreamNonDeliverableSettlReferencePage String Identifies the reference "page" from the rate source.
When LegPaymentStreamNonDeliverableSettlRateSource(40087) = 3 (ISDA Settlement Rate Option) this contains a value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option 		FIX.5.0SP2EP161
40229 PaymentText String Free form text to specify additional information or enumeration description when a sdtandard value does not apply. Identifies the payment type when PaymentType(40213) = 99 (Other). FIX.5.0SP2EP161
40230 NoPaymentSettls NumInGroup Number of additional settlements or bullet payments. FIX.5.0SP2EP161
40231 PaymentSettlAmount Amt The payment settlement amount. FIX.5.0SP2EP161
40232 PaymentSettlCurrency Currency Specifies the currency the PaymentSettlAmount(40231) is denominated in. Uses ISO 4217 currency codes. FIX.5.0SP2EP161
40233 NoPaymentSettlPartyIDs NumInGroup Number of parties identified in the additional settlement or bullet payment. FIX.5.0SP2EP161
40234 PaymentSettlPartyID String The payment settlement party identifier. FIX.5.0SP2EP161
40235 PaymentSettlPartyIDSource char Identifies the class or source of PaymentSettlPartyID(40234) value (e.g. BIC). FIX.5.0SP2EP161
40236 PaymentSettlPartyRole int Identifies the role of PaymentSettlPartyID(40234) (e.g. the beneficiary's bank or depository institution). FIX.5.0SP2EP161
40237 PaymentSettlPartyRoleQualifier int Qualifies the value of PaymentSettlPartyRole(40236). FIX.5.0SP2EP161
40238 NoPaymentSettlPartySubIDs NumInGroup Number of sub-party IDs to be reported for the party. FIX.5.0SP2EP161
40239 PaymentSettlPartySubID String Party sub-identifier, if applicable, for PaymentSettlPartyRole(40236). FIX.5.0SP2EP161
40240 PaymentSettlPartySubIDType int The type of PaymentSettlPartySubID(40239) value. FIX.5.0SP2EP161
40241 NoLegStreams NumInGroup Number of swap streams in the repeating group. FIX.5.0SP2EP161
40242 LegStreamType int Type of swap stream. FIX.5.0SP2EP161
40243 LegStreamDesc String A short descriptive name given to the payment stream, e.g. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as a reference. FIX.5.0SP2EP161
40244 LegStreamPaySide int The side of the party paying the stream. FIX.5.0SP2EP161
40245 LegStreamReceiveSide int The side of the party receiving the stream. FIX.5.0SP2EP161
40246 LegStreamNotional Amt Notional, or initial notional value for the payment stream. The LegPaymentSchedule component should be used for specifying the steps. FIX.5.0SP2EP161
40247 LegStreamCurrency Currency Specifies the currency the LegStreamNotional(40246) is denominated in. Uses ISO 4217 currency codes. FIX.5.0SP2EP161
40248 LegStreamText String Free form text to specify additional information or enumeration description when a standard value does not apply. FIX.5.0SP2EP161
40249 LegStreamEffectiveDateUnadjusted LocalMktDate The unadjusted effective date. FIX.5.0SP2EP161
40250 LegStreamEffectiveDateBusinessDayConvention int The business day convention used to adjust the instrument leg's stream's effective date or relative effective date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. FIX.5.0SP2EP161
40251 LegStreamEffectiveDateBusinessCenter String The business center calendar used to adjust the instrument leg's stream's effective date or relative effective date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40252 LegStreamEffectiveDateRelativeTo int Specifies the anchor date when the effective date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values 		FIX.5.0SP2EP161
40253 LegStreamEffectiveDateOffsetPeriod int Time unit multiplier for the relative effective date offset. FIX.5.0SP2EP161
40254 LegStreamEffectiveDateOffsetUnit String Time unit associated with the relative effective date offset. FIX.5.0SP2EP161
40255 LegStreamEffectiveDateOffsetDayType int Specifies the day type of the relative effective date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40256 LegStreamEffectiveDateAdjusted LocalMktDate The adjusted effective date. FIX.5.0SP2EP161
40257 LegStreamTerminationDateUnadjusted LocalMktDate The unadjusted termination date. FIX.5.0SP2EP161
40258 LegStreamTerminationDateBusinessDayConvention int The business day convention used to adjust the instrument leg's stream's termination, or relative termination, date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. FIX.5.0SP2EP161
40259 LegStreamTerminationDateBusinessCenter String The business center calendar used to adjust the instrument leg's stream's termination, or relative termination, date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40260 LegStreamTerminationDateRelativeTo int Specifies the anchor date when the termination date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40261 LegStreamTerminationDateOffsetPeriod int Time unit multiplier for the relative termination date offset. FIX.5.0SP2EP161
40262 LegStreamTerminationDateOffsetUnit String Time unit associated with the relative termination date offset. FIX.5.0SP2EP161
40263 LegStreamTerminationDateOffsetDayType int Specifies the day type of the relative termination date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40264 LegStreamTerminationDateAdjusted LocalMktDate The adjusted termination date. FIX.5.0SP2EP161
40265 LegStreamCalculationPeriodBusinessDayConvention int The business day convention used to adjust calculation periods. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. FIX.5.0SP2EP161
40266 LegStreamCalculationPeriodBusinessCenter String The business center calendar used to adjust calculation periods, e.g. "GLBO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40267 LegStreamFirstPeriodStartDateUnadjusted LocalMktDate The unadjusted first calculation period start date if before the effective date. FIX.5.0SP2EP161
40268 LegStreamFirstPeriodStartDateBusinessDayConvention int The business day convention used to adjust the instrument leg's stream's first calculation period start date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. FIX.5.0SP2EP161
40269 LegStreamFirstPeriodStartDateBusinessCenter String The business center calendar used to adjust the instrument leg's stream's first calculation period start date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40270 LegStreamFirstPeriodStartDateAdjusted LocalMktDate The adjusted first calculation period start date, if it is before the effective date. FIX.5.0SP2EP161
40271 LegStreamFirstRegularPeriodStartDateUnadjusted LocalMktDate The unadjusted first start date of the regular calculation period, if there is an initial stub period. FIX.5.0SP2EP161
40272 LegStreamFirstCompoundingPeriodEndDateUnadjusted LocalMktDate The unadjusted end date of the initial compounding period. FIX.5.0SP2EP161
40273 LegStreamLastRegularPeriodEndDateUnadjusted LocalMktDate The unadjusted last regular period end date if there is a final stub period. FIX.5.0SP2EP161
40274 LegStreamCalculationFrequencyPeriod int Time unit multiplier for the frequency at which calculation period end dates occur. FIX.5.0SP2EP161
40275 LegStreamCalculationFrequencyUnit String Time unit associated with the frequency at which calculation period end dates occur. FIX.5.0SP2EP161
40276 LegStreamCalculationRollConvention String The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the LegDateAdjustment component within the InstrumentLeg component. FIX.5.0SP2EP161
40277 NoCashSettlDealers NumInGroup Number of dealers in the repeating group. FIX.5.0SP2EP161
40278 NoBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40279 LegPaymentStreamType int Identifies the type of payment stream applicable to the swap stream associated with the instrument leg. FIX.5.0SP2EP161
40280 LegPaymentStreamMarketRate int Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks. FIX.5.0SP2EP161
40281 LegPaymentStreamDelayIndicator Boolean Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount.
Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap.
Commercial mortage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month. 		FIX.5.0SP2EP161
40282 LegPaymentStreamSettlCurrency Currency Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes. FIX.5.0SP2EP161
40283 LegPaymentStreamDayCount int The day count convention used in the payment stream calculations. FIX.5.0SP2EP161
40284 LegPaymentStreamAccrualDays int The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. FIX.5.0SP2EP161
40285 LegPaymentStreamDiscountType int The method of calculating discounted payment amounts. FIX.5.0SP2EP161
40286 LegPaymentStreamDiscountRate Percentage Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05. FIX.5.0SP2EP161
40287 LegPaymentStreamDiscountRateDayCount int The day count convention applied to the LegPaymentStreamDiscountRate(40286). FIX.5.0SP2EP161
40288 LegPaymentStreamCompoundingMethod int Compounding method. FIX.5.0SP2EP161
40289 LegPaymentStreamInitialPrincipalExchangeIndicator Boolean Indicates whether there is an initial exchange of principal on the effective date. FIX.5.0SP2EP161
40290 LegPaymentStreamInterimPrincipalExchangeIndicator Boolean Indicates whether there are intermediate or interim exchanges of principal during the term of the swap. FIX.5.0SP2EP161
40291 LegPaymentStreamFinalPrincipalExchangeIndicator Boolean Indicates whether there is a final exchange of principal on the termination date. FIX.5.0SP2EP161
40292 LegPaymentStreamPaymentDateBusinessDayConvention int The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. FIX.5.0SP2EP161
40293 LegPaymentStreamPaymentDateBusinessCenter String The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40294 LegPaymentStreamPaymentFrequencyPeriod int Time unit multiplier for the frequency of payments. FIX.5.0SP2EP161
40295 LegPaymentStreamPaymentFrequencyUnit String Time unit associated with the frequency of payments. FIX.5.0SP2EP161
40296 LegPaymentStreamPaymentRollConvention String The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the LegDateAdjustment component within the InstrumentLeg component. FIX.5.0SP2EP161
40297 LegPaymentStreamFirstPaymentDateUnadjusted LocalMktDate The unadjusted first payment date. FIX.5.0SP2EP161
40298 LegPaymentStreamLastRegularPaymentDateUnadjusted LocalMktDate The unadjusted last regular payment date. FIX.5.0SP2EP161
40299 LegPaymentStreamPaymentDateRelativeTo int Specifies the anchor date when payment dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40300 LegPaymentStreamPaymentDateOffsetPeriod int Time unit multiplier for the relative payment date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40301 LegPaymentStreamPaymentDateOffsetUnit String Time unit associated with the relative payment date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40302 LegPaymentStreamPaymentDateOffsetDayType int Specifies the day type of the relative payment date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40303 LegPaymentStreamResetDateRelativeTo int Specifies the anchor date when the reset dates are relative to an anchor date.
If the reset frequency is specified as daily this element must not be included.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40304 LegPaymentStreamResetDateBusinessDayConvention int The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. FIX.5.0SP2EP161
40305 LegPaymentStreamResetDateBusinessCenter String The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40306 LegPaymentStreamResetFrequencyPeriod int Time unit multiplier for frequency of resets. FIX.5.0SP2EP161
40307 LegPaymentStreamResetFrequencyUnit String Time unit associated with frequency of resets. FIX.5.0SP2EP161
40308 LegPaymentStreamResetWeeklyRollConvention String Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. FIX.5.0SP2EP161
40309 LegPaymentStreamInitialFixingDateRelativeTo int Specifies the anchor date when the initial fixing date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40310 LegPaymentStreamInitialFixingDateBusinessDayConvention int The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. FIX.5.0SP2EP161
40311 LegPaymentStreamInitialFixingDateBusinessCenter String The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40312 LegPaymentStreamInitialFixingDateOffsetPeriod int Time unit multiplier for the relative initial fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40313 LegPaymentStreamInitialFixingDateOffsetUnit String Time unit associated with the relative initial fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40314 LegPaymentStreamInitialFixingDateOffsetDayType int Specifies the day type of the relative initial fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40315 LegPaymentStreamInitialFixingDateAdjusted LocalMktDate The adjusted initial fixing date. FIX.5.0SP2EP161
40316 LegPaymentStreamFixingDateRelativeTo int Specifies the anchor date when the fixing date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40317 LegPaymentStreamFixingDateBusinessDayConvention int The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. FIX.5.0SP2EP161
40318 LegPaymentStreamFixingDateBusinessCenter String The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40319 LegPaymentStreamFixingDateOffsetPeriod int Time unit multiplier for the relative fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40320 LegPaymentStreamFixingDateOffsetUnit String Time unit associated with the relative fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40321 LegPaymentStreamFixingDateOffsetDayType int Specifies the day type of the relative fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40322 LegPaymentStreamFixingDateAdjusted LocalMktDate The adjusted fixing date. FIX.5.0SP2EP161
40323 LegPaymentStreamRateCutoffDateOffsetPeriod int Time unit multiplier for the relative rate cut-off date offset. This is generally the number of days preceeding the period end date or termination date, as appropriate, for the specified floating rate index. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40324 LegPaymentStreamRateCutoffDateOffsetUnit String Time unit associated with the relative rate cut-off date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40325 LegPaymentStreamRateCutoffDateOffsetDayType int Specifies the day type of the relative rate cut-off date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40326 LegPaymentStreamRate Percentage The rate applicable to the fixed rate payment stream. FIX.5.0SP2EP161
40327 LegPaymentStreamFixedAmount Amt The leg instrument payment stream's fixed payment amount. In a CDS, this can be an alternative to LegPaymentStreamRate(40326). FIX.5.0SP2EP161
40328 LegPaymentStreamRateOrAmountCurrency Currency Specifies the currency in which LegPaymentStreamFixedAmount(40327) or LegPaymentStreamRate(40326) is denominated. Uses ISO 4217 currency codes. FIX.5.0SP2EP161
40329 LegPaymentStreamFutureValueNotional Amt The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional. FIX.5.0SP2EP161
40330 LegPaymentStreamFutureValueDateAdjusted LocalMktDate The adjusted value date of the future value amount. FIX.5.0SP2EP161
40331 LegPaymentStreamRateIndex String The payment stream floating rate index. FIX.5.0SP2EP161
40332 LegPaymentStreamRateIndexSource int The source of the payment stream floating rate index. FIX.5.0SP2EP161
40333 LegPaymentStreamRateIndexCurveUnit String Time unit associated with the payment stream's floating rate index curve period. FIX.5.0SP2EP161
40334 LegPaymentStreamRateIndexCurvePeriod int Time unit multiplier for the payment stream's floating rate index curve period. FIX.5.0SP2EP161
40335 LegPaymentStreamRateMultiplier float A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. FIX.5.0SP2EP161
40336 LegPaymentStreamRateSpread PriceOffset The basis points spread from the index specified in LegPaymentStreamRateIndex(40331). FIX.5.0SP2EP161
40337 LegPaymentStreamRateSpreadPositionType int Identifies whether the rate spread is applied to a long or short position. FIX.5.0SP2EP161
40338 LegPaymentStreamRateTreatment int Specifies the yield calculation treatment for the index. FIX.5.0SP2EP161
40339 LegPaymentStreamCapRate Percentage The cap rate, if any, which applies to the floating rate. It is only required where the floating rate on a swap stream is capped at a certain level The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. FIX.5.0SP2EP161
40340 LegPaymentStreamCapRateBuySide int Reference to the buyer of the cap rate option through its trade side. FIX.5.0SP2EP161
40341 LegPaymentStreamCapRateSellSide int Reference to the seller of the cap rate option through its trade side. FIX.5.0SP2EP161
40342 LegPaymentStreamFloorRate Percentage The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as 0.05. FIX.5.0SP2EP161
40343 LegPaymentStreamFloorRateBuySide int Reference to the buyer of the floor rate option through its trade side. FIX.5.0SP2EP161
40344 LegPaymentStreamFloorRateSellSide int Reference to the seller of the floor rate option through its trade side. FIX.5.0SP2EP161
40345 LegPaymentStreamInitialRate Percentage The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as 0.05. FIX.5.0SP2EP161
40346 LegPaymentStreamFinalRateRoundingDirection char Specifies the rounding direction. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40347 LegPaymentStreamFinalRatePrecision int Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. FIX.5.0SP2EP161
40348 LegPaymentStreamAveragingMethod int When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. FIX.5.0SP2EP161
40349 LegPaymentStreamNegativeRateTreatment int The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). FIX.5.0SP2EP161
40350 LegPaymentStreamInflationLagPeriod int Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determineds the reference period for which the inflation index is observed. FIX.5.0SP2EP161
40351 LegPaymentStreamInflationLagUnit String Time unit associated with the inflation lag period. FIX.5.0SP2EP161
40352 LegPaymentStreamInflationLagDayType int The inflation lag period day type. FIX.5.0SP2EP161
40353 LegPaymentStreamInflationInterpolationMethod int The method used when calculating the inflation index level from multiple points. The most common is linear method. FIX.5.0SP2EP161
40354 LegPaymentStreamInflationIndexSource int The inflation index reference source. FIX.5.0SP2EP161
40355 LegPaymentStreamInflationPublicationSource String The publication source, such as relevant web site, news publication or a government body, where inflation information is obtained. FIX.5.0SP2EP161
40356 LegPaymentStreamInflationInitialIndexLevel float Initial known index level for the first calculation period. FIX.5.0SP2EP161
40357 LegPaymentStreamInflationFallbackBondApplicable Boolean Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes). FIX.5.0SP2EP161
40358 LegPaymentStreamFRADiscounting int The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. FIX.5.0SP2EP161 FIX.5.0SP2EP169
40359 LegPaymentStreamNonDeliverableRefCurrency Currency Non-deliverable settlement reference currency. Uses ISO 4217 currency codes. FIX.5.0SP2EP161
40360 LegPaymentStreamNonDeliverableFixingDatesBusinessDayConvention int The business day convention used to adjust the payment stream's fixing date for the non-deliverable settlement terms. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. FIX.5.0SP2EP161
40361 LegPaymentStreamNonDeliverableFixingDatesBusinessCenter String The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. FIX.5.0SP2EP161
40362 LegPaymentStreamNonDeliverableFixingDatesRelativeTo int Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40363 LegPaymentStreamNonDeliverableFixingDatesOffsetPeriod int Time unit multiplier for the relative non-deliverable fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40364 LegPaymentStreamNonDeliverableFixingDatesOffsetUnit String Time unit associated with the relative non-deliverable fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40365 LegPaymentStreamNonDeliverableFixingDatesOffsetDayType int Specifies the day type of the relative non-deliverable fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40366 LegSettlRateFallbackRateSource int Identifies the source of rate information. FIX.5.0SP2EP161
40367 NoLegNonDeliverableFixingDates NumInGroup Number of fixing dates in the repeating group. FIX.5.0SP2EP161
40368 LegNonDeliverableFixingDate LocalMktDate The non-deliverable fixing date. Type of date is specified in LegNonDeliverableFixingDateType(40369). FIX.5.0SP2EP161
40369 LegNonDeliverableFixingDateType int Specifies the type of date (e.g. adjusted for holidays). FIX.5.0SP2EP161
40370 LegSettlRateFallbackReferencePage String Identifies the reference "page" from the rate source.
When LegSettlRateFallbackRateSource(40366) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option 		FIX.5.0SP2EP161
40371 PaymentStreamNonDeliverableSettlRateSource int Identifies the source of rate information. FIX.5.0SP2EP161
40372 PaymentStreamNonDeliverableSettlReferencePage String Identifies the reference "page" from the rate source.
When PaymentStreamNonDeliverableSettlRateSource(40371) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option 		FIX.5.0SP2EP161
40373 SettlRateFallbackRateSource int Identifies the source of rate information. FIX.5.0SP2EP161
40374 NoLegPaymentSchedules NumInGroup Number of swap schedules in the repeating group FIX.5.0SP2EP161
40375 LegPaymentScheduleType int Specifies the type of schedule. FIX.5.0SP2EP161
40376 LegPaymentScheduleStubType int Indicates to which stub this schedule applies. FIX.5.0SP2EP161
40377 LegPaymentScheduleStartDateUnadjusted LocalMktDate The unadjusted date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment. FIX.5.0SP2EP161
40378 LegPaymentScheduleEndDateUnadjusted LocalMktDate The unadjusted end date of a cashflow payment. FIX.5.0SP2EP161
40379 LegPaymentSchedulePaySide int The side of the party paying the step schedule. FIX.5.0SP2EP161
40380 LegPaymentScheduleReceiveSide int The side of the party receiving the step schedule. FIX.5.0SP2EP161
40381 LegPaymentScheduleNotional Amt The notional value for this step schedule, or amount of a cashflow payment. FIX.5.0SP2EP161
40382 LegPaymentScheduleCurrency Currency The currency for this step schedule. Uses ISO 4217 currency codes. FIX.5.0SP2EP161
40383 LegPaymentScheduleRate Percentage The rate value for this step schedule. FIX.5.0SP2EP161
40384 LegPaymentScheduleRateMultiplier float A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. FIX.5.0SP2EP161
40385 LegPaymentScheduleRateSpread PriceOffset The spread value for this step schedule. FIX.5.0SP2EP161
40386 LegPaymentScheduleRateSpreadPositionType int Identifies whether the rate spread is applied to a long or a short position. FIX.5.0SP2EP161
40387 LegPaymentScheduleRateTreatment int Specifies the yield calculation treatment for the step schedule. FIX.5.0SP2EP161
40388 LegPaymentScheduleFixedAmount Amt The explicit payment amount for this step schedule. FIX.5.0SP2EP161
40389 LegPaymentScheduleFixedCurrency Currency The currency of the fixed amount. Uses ISO 4217 currency codes. FIX.5.0SP2EP161
40390 LegPaymentScheduleStepFrequencyPeriod int Time unit multiplier for the step frequency. FIX.5.0SP2EP161
40391 LegPaymentScheduleStepFrequencyUnit String Time unit associated with the step frequency. FIX.5.0SP2EP161
40392 LegPaymentScheduleStepOffsetValue Amt The explicit amount that the notional changes on each step date. This can be a positive or negative amount. FIX.5.0SP2EP161
40393 LegPaymentScheduleStepRate Percentage The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in LegPaymentScheduleStepRelativeTo(40395). The percentage can be either positive or negative. FIX.5.0SP2EP161
40394 LegPaymentScheduleStepOffsetRate Percentage The explicit amount that the rate changes on each step date. This can be a positive or negative value. FIX.5.0SP2EP161
40395 LegPaymentScheduleStepRelativeTo int Specifies whether the LegPaymentScheduleStepRate(40393) or LegPaymentScheduleStepOffsetValue(40392) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. FIX.5.0SP2EP161
40396 LegPaymentScheduleFixingDateUnadjusted LocalMktDate The unadjusted fixing date. FIX.5.0SP2EP161
40397 LegPaymentScheduleWeight float Floating rate observation weight for cashflow payment. FIX.5.0SP2EP161
40398 LegPaymentScheduleFixingDateRelativeTo int Specifies the anchor date when the fixing date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40399 LegPaymentScheduleFixingDateBusinessDayConvention int The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. FIX.5.0SP2EP161
40400 LegPaymentScheduleFixingDateBusinessCenter String The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40401 LegPaymentScheduleFixingDateOffsetPeriod int Time unit multiplier for the relative fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40402 LegPaymentScheduleFixingDateOffsetUnit String Time unit associated with the relative fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40403 LegPaymentScheduleFixingDateOffsetDayType int Specifies the day type of the relative fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40404 LegPaymentScheduleFixingDateAdjusted LocalMktDate The adjusted fixing date. FIX.5.0SP2EP161
40405 LegPaymentScheduleFixingTime LocalMktTime The fxing time associated with the step schedule. FIX.5.0SP2EP161
40406 LegPaymentScheduleFixingTimeBusinessCenter String Business center for determining fixing time.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40407 LegPaymentScheduleInterimExchangePaymentDateRelativeTo int Specifies the anchor date when the interim exchange payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40408 LegPaymentScheduleInterimExchangeDatesBusinessDayConvention int The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. FIX.5.0SP2EP161
40409 LegPaymentScheduleInterimExchangeDatesBusinessCenter String The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40410 LegPaymentScheduleInterimExchangeDatesOffsetPeriod int Time unit multiplier for the relative interim exchange date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40411 LegPaymentScheduleInterimExchangeDatesOffsetUnit String Time unit associated with the relative interim exchange date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40412 LegPaymentScheduleInterimExchangeDatesOffsetDayType int Specifies the day type of the relative interim exchange date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40413 LegPaymentScheduleInterimExchangeDateAdjusted LocalMktDate The adjusted interim exchange date. FIX.5.0SP2EP161
40414 NoLegPaymentScheduleRateSources NumInGroup Number of rate sources in the repeating group FIX.5.0SP2EP161
40415 LegPaymentScheduleRateSource int Identifies the source of rate information. FIX.5.0SP2EP161
40416 LegPaymentScheduleRateSourceType int Rate source type. FIX.5.0SP2EP161
40417 LegPaymentScheduleReferencePage String Identifies the reference "page" from the rate source.

For FX, the reference page to the spot rate to be used for the reference FX spot rate.

When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option 		FIX.5.0SP2EP161
40418 NoLegPaymentStubs NumInGroup Number of stubs in the repeating group FIX.5.0SP2EP161
40419 LegPaymentStubType int Stub type. FIX.5.0SP2EP161
40420 LegPaymentStubLength int Optional indication whether stub is shorter or longer than the regular swap period. FIX.5.0SP2EP161
40421 LegPaymentStubRate Percentage The agreed upon fixed rate for this stub. FIX.5.0SP2EP161
40422 LegPaymentStubFixedAmount Amt A fixed payment amount for the stub. FIX.5.0SP2EP161
40423 LegPaymentStubFixedCurrency Currency The currency of the fixed payment amount. Uses ISO 4217 currency codes. FIX.5.0SP2EP161
40424 LegPaymentStubIndex String The stub floating rate index. FIX.5.0SP2EP161
40425 LegPaymentStubIndexSource int The source for the stub floating rate index. FIX.5.0SP2EP161
40426 LegPaymentStubIndexCurvePeriod int Time unit multiplier for the floating rate index. FIX.5.0SP2EP161
40427 LegPaymentStubIndexCurveUnit String Time unit associated with the floating rate index. FIX.5.0SP2EP161
40428 LegPaymentStubIndexRateMultiplier float A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. FIX.5.0SP2EP161
40429 LegPaymentStubIndexRateSpread PriceOffset Spread from floating rate index. FIX.5.0SP2EP161
40430 LegPaymentStubIndexRateSpreadPositionType int Identifies whether the rate spread is applied to a long or a short position. FIX.5.0SP2EP161
40431 LegPaymentStubIndexRateTreatment int Specifies the yield calculation treatment for the stub index. FIX.5.0SP2EP161
40432 LegPaymentStubIndexCapRate Percentage The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. FIX.5.0SP2EP161
40433 LegPaymentStubIndexCapRateBuySide int Reference to the buyer of the cap rate option through its trade side. FIX.5.0SP2EP161
40434 LegPaymentStubIndexCapRateSellSide int Reference to the seller of the cap rate option through its trade side. FIX.5.0SP2EP161
40435 LegPaymentStubIndexFloorRate Percentage The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. FIX.5.0SP2EP161
40436 LegPaymentStubIndexFloorRateBuySide int Reference to the buyer of the floor rate option through its trade side. FIX.5.0SP2EP161
40437 LegPaymentStubIndexFloorRateSellSide int Reference to the seller of the floor rate option through its trade side. FIX.5.0SP2EP161
40438 LegPaymentStubIndex2 String The second stub floating rate index. FIX.5.0SP2EP161
40439 LegPaymentStubIndex2Source int The source for the second stub floating rate index. FIX.5.0SP2EP161
40440 LegPaymentStubIndex2CurvePeriod int Secondary time unit multiplier for the stub floating rate index curve. FIX.5.0SP2EP161
40441 LegPaymentStubIndex2CurveUnit String Secondary time unit associated with the stub floating rate index curve. FIX.5.0SP2EP161
40442 LegPaymentStubIndex2RateMultiplier float A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. FIX.5.0SP2EP161
40443 LegPaymentStubIndex2RateSpread PriceOffset Spread from the second floating rate index. FIX.5.0SP2EP161
40444 LegPaymentStubIndex2RateSpreadPositionType int Identifies whether the rate spread is applied to a long or a short position. FIX.5.0SP2EP161
40445 LegPaymentStubIndex2RateTreatment int Specifies the yield calculation treatment for the second stub index. FIX.5.0SP2EP161
40446 LegPaymentStubIndex2CapRate Percentage The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. FIX.5.0SP2EP161
40447 LegPaymentStubIndex2FloorRate Percentage The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. FIX.5.0SP2EP161
40448 NoLegProvisions NumInGroup Number of provisions in the repeating group. FIX.5.0SP2EP161
40449 LegProvisionType int Type of provisions. FIX.5.0SP2EP161
40450 LegProvisionDateUnadjusted LocalMktDate The unadjusted date of the provision. FIX.5.0SP2EP161
40451 LegProvisionDateBusinessDayConvention int The business day convention used to adjust the instrument leg's provision's date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. FIX.5.0SP2EP161
40452 LegProvisionDateBusinessCenter String The business center calendar used to adjust the instrument leg's provision's date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. FIX.5.0SP2EP161
40453 LegProvisionDateAdjusted LocalMktDate The adjusted date of the provision. FIX.5.0SP2EP161
40454 LegProvisionDateTenorPeriod int Time unit multiplier for the leg provision's tenor period. FIX.5.0SP2EP161
40455 LegProvisionDateTenorUnit String Time unit associated with the leg provision's tenor period. FIX.5.0SP2EP161
40456 LegProvisionCalculationAgent int Used to identify the calculation agent. The calculation agent may be identified in LegProvisionCalculationAgent(40456) or in the ProvisionParties component. FIX.5.0SP2EP161
40457 LegProvisionOptionSinglePartyBuyerSide int If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. FIX.5.0SP2EP161
40458 LegProvisionOptionSinglePartySellerSide int If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade. FIX.5.0SP2EP161 FIX.5.0SP2EP169
40459 LegProvisionOptionExerciseStyle int The instrument provision option exercise style. FIX.5.0SP2EP161
40460 LegProvisionOptionExerciseMultipleNotional Amt A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised. FIX.5.0SP2EP161
40461 LegProvisionOptionExerciseMinimumNotional Amt The minimum notional amount that can be exercised on a given exercise date. FIX.5.0SP2EP161
40462 LegProvisionOptionExerciseMaximumNotional Amt The maximum notional amount that can be exercised on a given exercise date. FIX.5.0SP2EP161
40463 LegProvisionOptionMinimumNumber int The minimum number of options that can be exercised on a given exercise date. FIX.5.0SP2EP161
40464 LegProvisionOptionMaximumNumber int The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options. FIX.5.0SP2EP161
40465 LegProvisionOptionExerciseConfirmation Boolean Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. FIX.5.0SP2EP161
40466 LegProvisionCashSettlMethod int An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). FIX.5.0SP2EP161
40467 LegProvisionCashSettlCurrency Currency Specifies the currency of settlement. Uses ISO 4217 currency codes. FIX.5.0SP2EP161
40468 LegProvisionCashSettlCurrency2 Currency Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes. FIX.5.0SP2EP161
40469 LegProvisionCashSettlQuoteType int Identifies the type of quote to be used. FIX.5.0SP2EP161
40470 LegProvisionCashSettlQuoteSource int Identifies the source of quote information. FIX.5.0SP2EP161
40471 BusinessCenter String A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. FIX.5.0SP2EP161
40472 LegProvisionText String Free form text to specify additional information or enumeration description when a standard value does not apply. FIX.5.0SP2EP161
40473 NoLegProvisionCashSettlPaymentDates NumInGroup Number of provision cash settlement payment dates in the repeating group. FIX.5.0SP2EP161
40474 LegProvisionCashSettlPaymentDate LocalMktDate The cash settlement payment date, unadjusted or adjusted depending on LegProvisionCashSettlPaymentDateType(40521). FIX.5.0SP2EP161
40475 LegProvisionCashSettlPaymentDateType int Specifies the type of date (e.g. adjusted for holidays). FIX.5.0SP2EP161
40476 LegProvisionOptionExerciseBusinessDayConvention int The business day convention used to adjust the instrument leg's provision's option exercise date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. FIX.5.0SP2EP161
40477 LegProvisionOptionExerciseBusinessCenter String The business center calendar used to adjust the instrument leg's provision's option exercise date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40478 LegProvisionOptionExerciseEarliestDateOffsetPeriod int Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period. FIX.5.0SP2EP161
40479 LegProvisionOptionExerciseEarliestDateOffsetUnit String Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. FIX.5.0SP2EP161
40480 LegProvisionOptionExerciseFrequencyPeriod int Time unit multiplier for subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise period. FIX.5.0SP2EP161
40481 LegProvisionOptionExerciseFrequencyUnit String Time unit associated with subsequent exercise dates in the exercise period following the earliest exercise date. FIX.5.0SP2EP161
40482 LegProvisionOptionExerciseStartDateUnadjusted LocalMktDate The unadjusted first day of the exercise period for an American style option. FIX.5.0SP2EP161
40483 LegProvisionOptionExerciseStartDateRelativeTo int Specifies the anchor date when the option exercise start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40484 LegProvisionOptionExerciseStartDateOffsetPeriod int Time unit multiplier for the relative option exercise start date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40485 LegProvisionOptionExerciseStartDateOffsetUnit String Time unit associated with the relative option exercise start date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40486 LegProvisionOptionExerciseStartDateOffsetDayType int Specifies the day type of the provision's relative option exercise start date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40487 LegProvisionOptionExerciseStartDateAdjusted LocalMktDate The adjusted first day of the exercise period for an American style option. FIX.5.0SP2EP161
40488 LegProvisionOptionExercisePeriodSkip int The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. FIX.5.0SP2EP161
40489 LegProvisionOptionExerciseBoundsFirstDateUnadjusted LocalMktDate The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative. FIX.5.0SP2EP161
40490 LegProvisionOptionExerciseBoundsLastDateUnadjusted LocalMktDate The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative. FIX.5.0SP2EP161
40491 LegProvisionOptionExerciseEarliestTime LocalMktTime The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option. FIX.5.0SP2EP161
40492 LegProvisionOptionExerciseEarliestTimeBusinessCenter String Identifies the business center calendar used with the provision's earliest time for notice of exercise.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40493 LegProvisionOptionExerciseLatestTime LocalMktTime For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. FIX.5.0SP2EP161
40494 LegProvisionOptionExerciseLatestTimeBusinessCenter String Identifies the business center calendar used with the provision's latest time for notice of exercise.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40495 NoLegProvisionOptionExerciseFixedDates NumInGroup Number of provision option exercise fixed dates in the repeating group. FIX.5.0SP2EP161
40496 LegProvisionOptionExerciseFixedDate LocalMktDate A predetermined option exercise date unadjusted or adjusted depending on LegProvisionOptionExerciseFixedDateType(40497). FIX.5.0SP2EP161
40497 LegProvisionOptionExerciseFixedDateType int Specifies the type of date (e.g. adjusted for holidays). FIX.5.0SP2EP161
40498 LegProvisionOptionExpirationDateUnadjusted LocalMktDate The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. FIX.5.0SP2EP161
40499 LegProvisionOptionExpirationDateBusinessDayConvention int The business day convention used to adjust the instrument leg's provision's option expiration date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. FIX.5.0SP2EP161
40500 LegProvisionOptionExpirationDateBusinessCenter String The business center calendar used to adjust the instrument leg's provision's option expiration date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40501 LegProvisionOptionExpirationDateRelativeTo int Specifies the anchor date when the option expiration date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40502 LegProvisionOptionExpirationDateOffsetPeriod int Time unit multiplier for the relative option expiration date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40503 LegProvisionOptionExpirationDateOffsetUnit String Time unit associated with the relative option expiration date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40504 LegProvisionOptionExpirationDateOffsetDayType int Specifies the day type of the provision's relative option expiration date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40505 LegProvisionOptionExpirationDateAdjusted LocalMktDate The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period. FIX.5.0SP2EP161
40506 LegProvisionOptionExpirationTime LocalMktTime The latest time for exercise on the expiration date. FIX.5.0SP2EP161
40507 LegProvisionOptionExpirationTimeBusinessCenter String Identifies the business center calendar used with the provision's latest exercise time on expiration date.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40508 LegProvisionOptionRelevantUnderlyingDateUnadjusted LocalMktDate The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). FIX.5.0SP2EP161
40509 LegProvisionOptionRelevantUnderlyingDateBusinessDayConvention int The business day convention used to adjust the instrument leg's provision's option relevant underlying date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. FIX.5.0SP2EP161
40510 LegProvisionOptionRelevantUnderlyingDateBusinessCenter String The business center calendar used to adjust the instrument leg's provision's option underlying date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40511 LegProvisionOptionRelevantUnderlyingDateRelativeTo int Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40512 LegProvisionOptionRelevantUnderlyingDateOffsetPeriod int Time unit multiplier for the relative option relevant underlying date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40513 LegProvisionOptionRelevantUnderlyingDateOffsetUnit String Time unit associated with the relative option relevant underlying date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40514 LegProvisionOptionRelevantUnderlyingDateOffsetDayType int Specifies the day type of the provision's relative option relevant underlying date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40515 LegProvisionOptionRelevantUnderlyingDateAdjusted LocalMktDate The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). FIX.5.0SP2EP161
40516 LegProvisionCashSettlPaymentDateBusinessDayConvention int The business day convention used to adjust the provisional cash settlement payment's termination, or relative termination, date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. FIX.5.0SP2EP161
40517 LegProvisionCashSettlPaymentDateBusinessCenter String The business center calendar used to adjust the provisional cash settlement payment's termination, or relative termination, date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40518 LegProvisionCashSettlPaymentDateRelativeTo int Specifies the anchor date when the cash settlement payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40519 LegProvisionCashSettlPaymentDateOffsetPeriod int Time unit multiplier for the relative cash settlement payment date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40520 LegProvisionCashSettlPaymentDateOffsetUnit String Time unit associated with the relative cash settlement payment date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40521 LegProvisionCashSettlPaymentDateOffsetDayType int Specifies the day type of the provision's relative cash settlement payment date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40522 LegProvisionCashSettlPaymentDateRangeFirst LocalMktDate The first date in range when a settlement date range is provided. FIX.5.0SP2EP161
40523 LegProvisionCashSettlPaymentDateRangeLast LocalMktDate The last date in range when a settlement date range is provided. FIX.5.0SP2EP161
40524 LegProvisionCashSettlValueTime LocalMktTime A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount. FIX.5.0SP2EP161
40525 LegProvisionCashSettlValueTimeBusinessCenter String Identifies the business center calendar used with the provision's cash settlement valuation time.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40526 LegProvisionCashSettlValueDateBusinessDayConvention int The business day convention used to adjust the provision's cash settlement valuation date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. FIX.5.0SP2EP161
40527 LegProvisionCashSettlValueDateBusinessCenter String The business center calendar used to adjust the provision's cash settlement valuation date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40528 LegProvisionCashSettlValueDateRelativeTo int Specifies the anchor date when the cash settlement value date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40529 LegProvisionCashSettlValueDateOffsetPeriod int Time unit multiplier for the relative cash settlement value date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40530 LegProvisionCashSettlValueDateOffsetUnit String Time unit associated with the relative cash settlement value date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40531 LegProvisionCashSettlValueDateOffsetDayType int Specifies the day type of the provision's relative cash settlement value date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40532 LegProvisionCashSettlValueDateAdjusted LocalMktDate The adjusted cash settlement value date. FIX.5.0SP2EP161
40533 NoLegProvisionPartyIDs NumInGroup Number of parties identified in the contract provision. FIX.5.0SP2EP161
40534 LegProvisionPartyID String The party identifier/code for the payment settlement party. FIX.5.0SP2EP161
40535 LegProvisionPartyIDSource char Identifies the class or source of LegProvisionPartyID(40534). FIX.5.0SP2EP161
40536 LegProvisionPartyRole int Identifies the type or role of LegProvisionPartyID(40534) specified. FIX.5.0SP2EP161
40537 NoLegProvisionPartySubIDs NumInGroup Number of sub-party IDs to be reported for the party. FIX.5.0SP2EP161
40538 LegProvisionPartySubID String Party sub-identifier, if applicable, for LegProvisionPartyRole(40536). FIX.5.0SP2EP161
40539 LegProvisionPartySubIDType int The type of LegProvisionPartySubID(40538) value. FIX.5.0SP2EP161
40540 NoUnderlyingStreams NumInGroup Number of swap streams in the repeating group. FIX.5.0SP2EP161
40541 UnderlyingStreamType int Type of swap stream. FIX.5.0SP2EP161
40542 UnderlyingStreamDesc String A short descriptive name given to payment stream. Eg. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as a reference. FIX.5.0SP2EP161
40543 UnderlyingStreamPaySide int The side of the party paying the stream. FIX.5.0SP2EP161
40544 UnderlyingStreamReceiveSide int The side of the party receiving the stream. FIX.5.0SP2EP161
40545 UnderlyingStreamNotional Amt Notional, or initial notional value for the payment stream. Use SwapSchedule for steps. FIX.5.0SP2EP161
40546 UnderlyingStreamCurrency Currency Specifies the currency the UnderlyingStreamNotional(40545) is denominated in. Uses ISO 4217 currency codes. FIX.5.0SP2EP161
40547 UnderlyingStreamText String Free form text to specify additional information or enumeration description when a standard value does not apply. FIX.5.0SP2EP161
40548 UnderlyingStreamTerminationDateUnadjusted LocalMktDate The unadjusted termination date. FIX.5.0SP2EP161
40549 UnderlyingStreamTerminationDateBusinessDayConvention int The business day convention used to adjust the underlying instrument's stream's termination, or relative termination, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. FIX.5.0SP2EP161
40550 UnderlyingStreamTerminationDateBusinessCenter String The business center calendar used to adjust the underlying instrument's stream's termination, or relative termination, date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40551 UnderlyingStreamTerminationDateRelativeTo int Specifies the anchor date when the termination date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40552 UnderlyingStreamTerminationDateOffsetPeriod int Time unit multiplier for the relative termination date offset. FIX.5.0SP2EP161
40553 UnderlyingStreamTerminationDateOffsetUnit String Time unit associated with the relative termination date offset. FIX.5.0SP2EP161
40554 UnderlyingStreamTerminationDateOffsetDayType int Specifies the day type of the relative termination date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40555 UnderlyingStreamTerminationDateAdjusted LocalMktDate The adjusted termination date. FIX.5.0SP2EP161
40556 UnderlyingStreamCalculationPeriodBusinessDayConvention int The business day convention used to adjust the calculation periods. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. FIX.5.0SP2EP161
40557 UnderlyingStreamCalculationPeriodBusinessCenter String The business center calendar used to adjust the calculation periods, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40558 UnderlyingStreamFirstPeriodStartDateUnadjusted LocalMktDate The unadjusted first calculation period start date if before the effective date. FIX.5.0SP2EP161
40559 UnderlyingStreamFirstPeriodStartDateBusinessDayConvention int The business day convention used to adjust the underlying instrument's stream's first calculation period start date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. FIX.5.0SP2EP161
40560 UnderlyingStreamFirstPeriodStartDateBusinessCenter String The business center calendar used to adjust the underlying instrument's stream's first calculation period start date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40561 UnderlyingStreamFirstPeriodStartDateAdjusted LocalMktDate The adjusted first calculation period start date, if it is before the effective date. FIX.5.0SP2EP161
40562 UnderlyingStreamFirstRegularPeriodStartDateUnadjusted LocalMktDate The unadjusted first start date of the regular calculation period, if there is an initial stub period. FIX.5.0SP2EP161
40563 UnderlyingStreamFirstCompoundingPeriodEndDateUnadjusted LocalMktDate The unadjusted end date of the initial compounding period. FIX.5.0SP2EP161
40564 UnderlyingStreamLastRegularPeriodEndDateUnadjusted LocalMktDate The unadjusted last regular period end date if there is a final stub period. FIX.5.0SP2EP161
40565 UnderlyingStreamCalculationFrequencyPeriod int Time unit multiplier for the frequency at which calculation period end dates occur. FIX.5.0SP2EP161
40566 UnderlyingStreamCalculationFrequencyUnit String Time unit associated with the frequency at which calculation period end dates occur. FIX.5.0SP2EP161
40567 UnderlyingStreamCalculationRollConvention String The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. FIX.5.0SP2EP161
40568 UnderlyingPaymentStreamType int Identifies the type of payment stream applicable to the swap stream associated with the underlying instrument. FIX.5.0SP2EP161
40569 UnderlyingPaymentStreamMarketRate int Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks. FIX.5.0SP2EP161
40570 UnderlyingPaymentStreamDelayIndicator Boolean Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount.
Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap.
Commercial mortage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month. 		FIX.5.0SP2EP161
40571 UnderlyingPaymentStreamSettlCurrency Currency Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes. FIX.5.0SP2EP161
40572 UnderlyingPaymentStreamDayCount int The day count convention used in the payment stream calculations. FIX.5.0SP2EP161
40573 UnderlyingPaymentStreamAccrualDays int The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. FIX.5.0SP2EP161
40574 UnderlyingPaymentStreamDiscountType int The method of calculating discounted payment amounts FIX.5.0SP2EP161
40575 UnderlyingPaymentStreamDiscountRate Percentage Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05. FIX.5.0SP2EP161
40576 UnderlyingPaymentStreamDiscountRateDayCount int The day count convention applied to the UnderlyingPaymentStreamDiscountRate(40575). FIX.5.0SP2EP161
40577 UnderlyingPaymentStreamCompoundingMethod int Compounding Method. FIX.5.0SP2EP161
40578 UnderlyingPaymentStreamInitialPrincipalExchangeIndicator Boolean Indicates whether there is an initial exchange of principal on the effective date. FIX.5.0SP2EP161
40579 UnderlyingPaymentStreamInterimPrincipalExchangeIndicator Boolean Indicates whether there are intermediate or interim exchanges of principal during the term of the swap. FIX.5.0SP2EP161
40580 UnderlyingPaymentStreamFinalPrincipalExchangeIndicator Boolean Indicates whether there is a final exchange of principal on the termination date. FIX.5.0SP2EP161
40581 UnderlyingPaymentStreamPaymentDateBusinessDayConvention int The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. FIX.5.0SP2EP161
40582 UnderlyingPaymentStreamPaymentDateBusinessCenter String The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40583 UnderlyingPaymentStreamPaymentFrequencyPeriod int Time unit multiplier for the frequency of payments. FIX.5.0SP2EP161
40584 UnderlyingPaymentStreamPaymentFrequencyUnit String Time unit associated with the frequency of payments. FIX.5.0SP2EP161
40585 UnderlyingPaymentStreamPaymentRollConvention String The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. FIX.5.0SP2EP161
40586 UnderlyingPaymentStreamFirstPaymentDateUnadjusted LocalMktDate The unadjusted first payment date. FIX.5.0SP2EP161
40587 UnderlyingPaymentStreamLastRegularPaymentDateUnadjusted LocalMktDate The unadjusted last regular payment date. FIX.5.0SP2EP161
40588 UnderlyingPaymentStreamPaymentDateRelativeTo int Specifies the anchor date when payment dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40589 UnderlyingPaymentStreamPaymentDateOffsetPeriod int Time unit multiplier for the relative payment date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40590 UnderlyingPaymentStreamPaymentDateOffsetUnit String Time unit associated with the relative payment date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40591 UnderlyingPaymentStreamPaymentDateOffsetDayType int Specifies the day type of the relative payment date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40592 UnderlyingPaymentStreamResetDateRelativeTo int Specifies the anchor date when the reset dates are relative to an anchor date.
If the reset frequency is specified as daily this element must not be included.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40593 UnderlyingPaymentStreamResetDateBusinessDayConvention int The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. FIX.5.0SP2EP161
40594 UnderlyingPaymentStreamResetDateBusinessCenter String The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40595 UnderlyingPaymentStreamResetFrequencyPeriod int Time unit multiplier for frequency of resets. FIX.5.0SP2EP161
40596 UnderlyingPaymentStreamResetFrequencyUnit String Time unit associated with frequency of resets. FIX.5.0SP2EP161
40597 UnderlyingPaymentStreamResetWeeklyRollConvention String Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. FIX.5.0SP2EP161
40598 UnderlyingPaymentStreamInitialFixingDateRelativeTo int Specifies the anchor date when the initial fixing date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40599 UnderlyingPaymentStreamInitialFixingDateBusinessDayConvention int The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. FIX.5.0SP2EP161
40600 UnderlyingPaymentStreamInitialFixingDateBusinessCenter String The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40601 UnderlyingPaymentStreamInitialFixingDateOffsetPeriod int Time unit multiplier for the relative initial fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40602 UnderlyingPaymentStreamInitialFixingDateOffsetUnit String Time unit associated with the relative initial fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40603 UnderlyingPaymentStreamInitialFixingDateOffsetDayType int Specifies the day type of the relative initial fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40604 UnderlyingPaymentStreamInitialFixingDateAdjusted LocalMktDate The adjusted initial fixing date. FIX.5.0SP2EP161
40605 UnderlyingPaymentStreamFixingDateRelativeTo int Specifies the anchor date when the fixing date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40606 UnderlyingPaymentStreamFixingDateBusinessDayConvention int The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. FIX.5.0SP2EP161
40607 UnderlyingPaymentStreamFixingDateBusinessCenter String The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40608 UnderlyingPaymentStreamFixingDateOffsetPeriod int Time unit multiplier for the relative fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40609 UnderlyingPaymentStreamFixingDateOffsetUnit String Time unit associated with the relative fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40610 UnderlyingPaymentStreamFixingDateOffsetDayType int Specifies the day type of the relative fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40611 UnderlyingPaymentStreamFixingDateAdjusted LocalMktDate The adjusted fixing date. FIX.5.0SP2EP161
40612 UnderlyingPaymentStreamRateCutoffDateOffsetPeriod int Time unit multiplier for the relative rate cut-off date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40613 UnderlyingPaymentStreamRateCutoffDateOffsetUnit String Time unit associated with the relative rate cut-off date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40614 UnderlyingPaymentStreamRateCutoffDateOffsetDayType int Specifies the day type of the relative rate cut-off date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40615 UnderlyingPaymentStreamRate Percentage The rate applicable to the fixed rate payment stream. FIX.5.0SP2EP161
40616 UnderlyingPaymentStreamFixedAmount Amt The underlying payment stream's fixed payment amount. In CDS an alternative to UnderlyingPaymentStreamRate(40615). FIX.5.0SP2EP161
40617 UnderlyingPaymentStreamRateOrAmountCurrency Currency Specifies the currency in which UnderlyingPaymentStreamFixedAmount(40616) or UnderlyingPaymentStreamRate(40615) is denominated. Users ISO 4271 currency codes. FIX.5.0SP2EP161
40618 UnderlyingPaymentStreamFutureValueNotional Amt The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional. FIX.5.0SP2EP161
40619 UnderlyingPaymentStreamFutureValueDateAdjusted LocalMktDate The adjusted value date of the future value amount. FIX.5.0SP2EP161
40620 UnderlyingPaymentStreamRateIndex String The payment stream's floating rate index. FIX.5.0SP2EP161
40621 UnderlyingPaymentStreamRateIndexSource int The source of the payment stream floating rate index. FIX.5.0SP2EP161
40622 UnderlyingPaymentStreamRateIndexCurveUnit String Time unit associated with the underlying instrument’s floating rate index. FIX.5.0SP2EP161
40623 UnderlyingPaymentStreamRateIndexCurvePeriod int Time unit multiplier for the underlying instrument’s floating rate index. FIX.5.0SP2EP161
40624 UnderlyingPaymentStreamRateMultiplier float A rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. FIX.5.0SP2EP161
40625 UnderlyingPaymentStreamRateSpread PriceOffset Spread from floating rate index. FIX.5.0SP2EP161
40626 UnderlyingPaymentStreamRateSpreadPositionType int Identifies a short or long spread value. FIX.5.0SP2EP161
40627 UnderlyingPaymentStreamRateTreatment int Specifies the yield calculation treatment for the index. FIX.5.0SP2EP161
40628 UnderlyingPaymentStreamCapRate Percentage The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. FIX.5.0SP2EP161
40629 UnderlyingPaymentStreamCapRateBuySide int Reference to the buyer of the cap rate option through its trade side. FIX.5.0SP2EP161
40630 UnderlyingPaymentStreamCapRateSellSide int Reference to the seller of the cap rate option through its trade side. FIX.5.0SP2EP161
40631 UnderlyingPaymentStreamFloorRate Percentage The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. FIX.5.0SP2EP161
40632 UnderlyingPaymentStreamFloorRateBuySide int Reference to the buyer of the floor rate option through its trade side. FIX.5.0SP2EP161
40633 UnderlyingPaymentStreamFloorRateSellSide int Reference to the seller of the floor rate option through its trade side. FIX.5.0SP2EP161
40634 UnderlyingPaymentStreamInitialRate Percentage The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05. FIX.5.0SP2EP161
40635 UnderlyingPaymentStreamFinalRateRoundingDirection char Specifies the rounding direction. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40636 UnderlyingPaymentStreamFinalRatePrecision int Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. FIX.5.0SP2EP161
40637 UnderlyingPaymentStreamAveragingMethod int When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used. FIX.5.0SP2EP161
40638 UnderlyingPaymentStreamNegativeRateTreatment int The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). FIX.5.0SP2EP161
40639 UnderlyingPaymentStreamInflationLagPeriod int Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determines the reference period for which the inflation index is observed. FIX.5.0SP2EP161
40640 UnderlyingPaymentStreamInflationLagUnit String Time unit associated with the inflation lag period. FIX.5.0SP2EP161
40641 UnderlyingPaymentStreamInflationLagDayType int The inflation lag period day type. FIX.5.0SP2EP161
40642 UnderlyingPaymentStreamInflationInterpolationMethod int The method used when calculating the Inflation Index Level from multiple points - the most common is Linear. FIX.5.0SP2EP161
40643 UnderlyingPaymentStreamInflationIndexSource int The inflation index reference source. FIX.5.0SP2EP161
40644 UnderlyingPaymentStreamInflationPublicationSource String The current main publication source such as relevant web site or a government body. FIX.5.0SP2EP161
40645 UnderlyingPaymentStreamInflationInitialIndexLevel float Initial known index level for the first calculation period. FIX.5.0SP2EP161
40646 UnderlyingPaymentStreamInflationFallbackBondApplicable Boolean Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes). FIX.5.0SP2EP161
40647 UnderlyingPaymentStreamFRADiscounting int The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. FIX.5.0SP2EP161 FIX.5.0SP2EP169
40648 UnderlyingPaymentStreamNonDeliverableRefCurrency Currency The non-deliverable settlement reference currency. Uses ISO 4217 currency codes. FIX.5.0SP2EP161
40649 UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessDayConvention int The business day convention used to adjust the payment stream's fixing date for the non-deliverable terms. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. FIX.5.0SP2EP161
40650 UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenter String The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40651 UnderlyingPaymentStreamNonDeliverableFixingDatesRelativeTo int Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40652 UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod int Time unit multiplier for the relative non-deliverable fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40653 UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit String Time unit associated with the relative non-deliverable fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40654 UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetDayType int Specifies the day type of the relative non-deliverable fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40655 SettlRateFallbackReferencePage String Identifies the reference "page" from the rate source.
When SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option 		FIX.5.0SP2EP161
40656 NoUnderlyingNonDeliverableFixingDates NumInGroup Number of Fixing dates in the repeating group FIX.5.0SP2EP161
40657 UnderlyingNonDeliverableFixingDate LocalMktDate The non-deliverable fixing date unadjusted or adjusted depending on UnderlyingNonDeliverableFixingDateType(40658). FIX.5.0SP2EP161
40658 UnderlyingNonDeliverableFixingDateType int Specifies the type of date (e.g. adjusted for holidays). FIX.5.0SP2EP161
40659 NoUnderlyingSettlRateFallbacks NumInGroup Number of settlement rate fallbacks in the repeating group FIX.5.0SP2EP161
40660 UnderlyingSettlRatePostponementMaximumDays int The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method. FIX.5.0SP2EP161
40661 UnderlyingPaymentStreamNonDeliverableSettlRateSource int Identifies the source of rate information. FIX.5.0SP2EP161
40662 UnderlyingSettlRatePostponementSurvey Boolean Indicates whether to request a settlement rate quote from the market. FIX.5.0SP2EP161
40663 UnderlyingSettlRatePostponementCalculationAgent int Used to identify the settlement rate postponement calculation agent. FIX.5.0SP2EP161
40664 NoUnderlyingPaymentSchedules NumInGroup Number of swap schedules in the repeating group FIX.5.0SP2EP161
40665 UnderlyingPaymentScheduleType int Type of schedule. FIX.5.0SP2EP161
40666 UnderlyingPaymentScheduleStubType int Indicates to which stub this schedule applies. FIX.5.0SP2EP161
40667 UnderlyingPaymentScheduleStartDateUnadjusted LocalMktDate The unadjusted date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment. FIX.5.0SP2EP161
40668 UnderlyingPaymentScheduleEndDateUnadjusted LocalMktDate The unadjusted end date of a cashflow payment. FIX.5.0SP2EP161
40669 UnderlyingPaymentSchedulePaySide int The side of the party paying the step schedule. FIX.5.0SP2EP161
40670 UnderlyingPaymentScheduleReceiveSide int The side of the party receiving the step schedule. FIX.5.0SP2EP161
40671 UnderlyingPaymentScheduleNotional Amt The notional value for this step, or amount of a cashflow payment. FIX.5.0SP2EP161
40672 UnderlyingPaymentScheduleCurrency Currency The currency for this step. Uses ISO 4217 currency codes. FIX.5.0SP2EP161
40673 UnderlyingPaymentScheduleRate Percentage The rate value for this step. FIX.5.0SP2EP161
40674 UnderlyingPaymentScheduleRateMultiplier float A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. FIX.5.0SP2EP161
40675 UnderlyingPaymentScheduleRateSpread PriceOffset The spread value for this step. FIX.5.0SP2EP161
40676 UnderlyingPaymentScheduleRateSpreadPositionType int Identifies whether the rate spread is applied to a long or short position. FIX.5.0SP2EP161
40677 UnderlyingPaymentScheduleRateTreatment int Specifies the yield calculation treatment for the step schedule. FIX.5.0SP2EP161
40678 UnderlyingPaymentScheduleFixedAmount Amt The explicit payment amount for this step. FIX.5.0SP2EP161
40679 UnderlyingPaymentScheduleFixedCurrency Currency The currency of the fixed amount. Uses ISO 4217 currency codes. FIX.5.0SP2EP161
40680 UnderlyingPaymentScheduleStepFrequencyPeriod int Time unit multiplier for the step frequency. FIX.5.0SP2EP161
40681 UnderlyingPaymentScheduleStepFrequencyUnit String Time unit associated with the step frequency. FIX.5.0SP2EP161
40682 UnderlyingPaymentScheduleStepOffsetValue Amt The explicit amount that the notional changes on each step date. This can be a positive or negative amount. FIX.5.0SP2EP161
40683 UnderlyingPaymentScheduleStepRate Percentage The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in UnderlyingPaymentScheduleStepRelativeTo(40685). The percentage can be either positive or negative. FIX.5.0SP2EP161
40684 UnderlyingPaymentScheduleStepOffsetRate Percentage The explicit amount that the rate changes on each step date. This can be a positive or negative value. FIX.5.0SP2EP161
40685 UnderlyingPaymentScheduleStepRelativeTo int Specifies whether the UnderlyingPaymentScheduleStepRate(40683) or UnderlyingPaymentScheduleStepOffsetValue(40682) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. FIX.5.0SP2EP161
40686 UnderlyingPaymentScheduleFixingDateUnadjusted LocalMktDate The unadjusted fixing date. FIX.5.0SP2EP161
40687 UnderlyingPaymentScheduleWeight float Floating rate observation weight for cashflow payment. FIX.5.0SP2EP161
40688 UnderlyingPaymentScheduleFixingDateRelativeTo int Specifies the anchor date when the fixing date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40689 UnderlyingPaymentScheduleFixingDateBusinessDayCnvtn int The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. FIX.5.0SP2EP161
40690 UnderlyingPaymentScheduleFixingDateBusinessCenter String The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. FIX.5.0SP2EP161
40691 UnderlyingPaymentScheduleFixingDateOffsetPeriod int Time unit multiplier for the relative fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40692 UnderlyingPaymentScheduleFixingDateOffsetUnit String Time unit associated with the relative fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40693 UnderlyingPaymentScheduleFixingDateOffsetDayType int Specifies the day type of the relative fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40694 UnderlyingPaymentScheduleFixingDateAdjusted LocalMktDate The adjusted fixing date. FIX.5.0SP2EP161
40695 UnderlyingPaymentScheduleFixingTime LocalMktTime The fixing time. FIX.5.0SP2EP161
40696 UnderlyingPaymentScheduleFixingTimeBusinessCenter String Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. FIX.5.0SP2EP161
40697 UnderlyingPaymentScheduleInterimExchangePaymentDateRelativeTo int Specifies the anchor date when the interim exchange payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40698 UnderlyingPaymentScheduleInterimExchangeDatesBusinessDayConvention int The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. FIX.5.0SP2EP161
40699 UnderlyingPaymentScheduleInterimExchangeDatesBusinessCenter String The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40700 UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod int Time unit multiplier for the relative interim exchange date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40701 UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit String Time unit associated with the relative interim exchange date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40702 UnderlyingPaymentScheduleInterimExchangeDatesOffsetDayType int Specifies the day type of the relative interim exchange date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40703 UnderlyingPaymentScheduleInterimExchangeDateAdjusted LocalMktDate The adjusted interim exchange date. FIX.5.0SP2EP161
40704 NoUnderlyingPaymentScheduleRateSources NumInGroup Number of rate sources in the repeating group FIX.5.0SP2EP161
40705 UnderlyingPaymentScheduleRateSource int Identifies the source of rate information. FIX.5.0SP2EP161
40706 UnderlyingPaymentScheduleRateSourceType int Rate source type. FIX.5.0SP2EP161
40707 UnderlyingPaymentScheduleReferencePage String Identifies the reference “page” from the rate source.

For FX, the reference page to the spot rate to be used for the reference FX spot rate.

When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option 		FIX.5.0SP2EP161
40708 NoUnderlyingPaymentStubs NumInGroup Number of stubs in the repeating group FIX.5.0SP2EP161
40709 UnderlyingPaymentStubType int Stub type. FIX.5.0SP2EP161
40710 UnderlyingPaymentStubLength int Optional indication whether stub is shorter or longer than the regular swap period. FIX.5.0SP2EP161
40711 UnderlyingPaymentStubRate Percentage The agreed upon fixed rate for this stub. FIX.5.0SP2EP161
40712 UnderlyingPaymentStubFixedAmount Amt A fixed payment amount for the stub. FIX.5.0SP2EP161
40713 UnderlyingPaymentStubFixedCurrency Currency The currency of the fixed payment amount. Uses ISO 4217 currency codes. FIX.5.0SP2EP161
40714 UnderlyingPaymentStubIndex String The stub floating rate index. FIX.5.0SP2EP161
40715 UnderlyingPaymentStubIndexSource int The source for the underlying payment stub floating rate index. FIX.5.0SP2EP161
40716 UnderlyingPaymentStubIndexCurvePeriod int Time unit multiplier for the underlying payment stub floating rate index. FIX.5.0SP2EP161
40717 UnderlyingPaymentStubIndexCurveUnit String Time unit associated with the underlying payment stub floating rate index. FIX.5.0SP2EP161
40718 UnderlyingPaymentStubIndexRateMultiplier float A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. FIX.5.0SP2EP161
40719 UnderlyingPaymentStubIndexRateSpread PriceOffset Spread from floating rate index. FIX.5.0SP2EP161
40720 UnderlyingPaymentStubIndexRateSpreadPositionType int Identifies whether the rate spread is applied to a long or short position. FIX.5.0SP2EP161
40721 UnderlyingPaymentStubIndexRateTreatment int Specifies the yield calculation treatment for the stub index. FIX.5.0SP2EP161
40722 UnderlyingPaymentStubIndexCapRate Percentage The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. FIX.5.0SP2EP161
40723 UnderlyingPaymentStubIndexCapRateBuySide int Reference to the buyer of the cap rate option through its trade side. FIX.5.0SP2EP161
40724 UnderlyingPaymentStubIndexCapRateSellSide int Reference to the seller of the cap rate option through its trade side. FIX.5.0SP2EP161
40725 UnderlyingPaymentStubIndexFloorRate Percentage The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. FIX.5.0SP2EP161
40726 UnderlyingPaymentStubIndexFloorRateBuySide int Reference to the buyer of the floor rate option through its trade side. FIX.5.0SP2EP161
40727 UnderlyingPaymentStubIndexFloorRateSellSide int Reference to the seller of the floor rate option through its trade side. FIX.5.0SP2EP161
40728 UnderlyingPaymentStubIndex2 String The second stub floating rate index. FIX.5.0SP2EP161
40729 UnderlyingPaymentStubIndex2Source int The source of the second stub floating rate index. FIX.5.0SP2EP161
40730 UnderlyingPaymentStubIndex2CurvePeriod int Secondary time unit multiplier for the stub floating rate index curve. FIX.5.0SP2EP161
40731 UnderlyingPaymentStubIndex2CurveUnit String Secondary time unit associated with the stub floating rate index curve. FIX.5.0SP2EP161
40732 UnderlyingPaymentStubIndex2RateMultiplier float A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. FIX.5.0SP2EP161
40733 UnderlyingPaymentStubIndex2RateSpread PriceOffset Spread from the second floating rate index. FIX.5.0SP2EP161
40734 UnderlyingPaymentStubIndex2RateSpreadPositionType int Identifies whether the rate spread is applied to a long or short position. FIX.5.0SP2EP161
40735 UnderlyingPaymentStubIndex2RateTreatment int Specifies the yield calculation treatment for the second stub index. FIX.5.0SP2EP161
40736 UnderlyingPaymentStubIndex2CapRate Percentage The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. FIX.5.0SP2EP161
40737 UnderlyingPaymentStubIndex2FloorRate Percentage The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. FIX.5.0SP2EP161
40738 PaymentStreamType int Identifies the type of payment stream associated with the swap.
Value SymbolicName Description Added Updated Deprecated
0 Periodic Periodic (default) FIX.5.0SP2EP161
1 Initial Initial FIX.5.0SP2EP161
2 Single Single FIX.5.0SP2EP161
3 Dividend Dividend FIX.5.0SP2EP208
4 Interest Interest FIX.5.0SP2EP208
5 DividendReturn Dividend return FIX.5.0SP2EP208
6 PriceReturn Price return FIX.5.0SP2EP208
7 TotalReturn Total return FIX.5.0SP2EP208
8 Variance Variance FIX.5.0SP2EP208
9 Correlation Correlation FIX.5.0SP2EP208
FIX.5.0SP2EP161
40739 PaymentStreamMarketRate int Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks. FIX.5.0SP2EP161
40740 PaymentStreamDelayIndicator Boolean Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount.
Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap.
Commercial mortgage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month. 		FIX.5.0SP2EP161
40741 PaymentStreamSettlCurrency Currency Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes. FIX.5.0SP2EP161
40742 PaymentStreamDayCount int The day count convention used in the payment stream calculations. FIX.5.0SP2EP161
40743 PaymentStreamAccrualDays int The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. FIX.5.0SP2EP161
40744 PaymentStreamDiscountType int The method of calculating discounted payment amounts
Value SymbolicName Description Added Updated Deprecated
0 Standard Standard FIX.5.0SP2EP161
1 FRA Forward Rate Agreement (FRA) FIX.5.0SP2EP161 FIX.5.0SP2EP169
FIX.5.0SP2EP161
40745 PaymentStreamDiscountRate Percentage Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05. FIX.5.0SP2EP161
40746 PaymentStreamDiscountRateDayCount int The day count convention applied to the PaymentStreamDiscountRate(40745). FIX.5.0SP2EP161
40747 PaymentStreamCompoundingMethod int Compounding method.
Value SymbolicName Description Added Updated Deprecated
0 None None FIX.5.0SP2EP161
1 Flat Flat FIX.5.0SP2EP161
2 Straight Straight FIX.5.0SP2EP161
3 SpreadExclusive Spread exclusive FIX.5.0SP2EP161
FIX.5.0SP2EP161
40748 PaymentStreamInitialPrincipalExchangeIndicator Boolean Indicates whether there is an initial exchange of principal on the effective date. FIX.5.0SP2EP161
40749 PaymentStreamInterimPrincipalExchangeIndicator Boolean Indicates whether there are intermediate or interim exchanges of principal during the term of the swap. FIX.5.0SP2EP161
40750 PaymentStreamFinalPrincipalExchangeIndicator Boolean Indicates whether there is a final exchange of principal on the termination date. FIX.5.0SP2EP161
40751 PaymentStreamPaymentDateBusinessDayConvention int The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. FIX.5.0SP2EP161
40752 PaymentStreamPaymentDateBusinessCenter String The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40753 PaymentStreamPaymentFrequencyPeriod int Time unit multiplier for the frequency of payments. FIX.5.0SP2EP161
40754 PaymentStreamPaymentFrequencyUnit String Time unit associated with the frequency of payments.
Value SymbolicName Description Added Updated Deprecated
D Day Day FIX.5.0SP2EP161
Wk Week Week FIX.5.0SP2EP161
Mo Month Month FIX.5.0SP2EP161
Yr Year Year FIX.5.0SP2EP161
T Term Term FIX.5.0SP2EP161
FIX.5.0SP2EP161
40755 PaymentStreamPaymentRollConvention String The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the DateAdjustment component within the Instrument component. FIX.5.0SP2EP161
40756 PaymentStreamFirstPaymentDateUnadjusted LocalMktDate The unadjusted first payment date. FIX.5.0SP2EP161
40757 PaymentStreamLastRegularPaymentDateUnadjusted LocalMktDate The unadjusted last regular payment date. FIX.5.0SP2EP161
40758 PaymentStreamPaymentDateRelativeTo int Specifies the anchor date when payment dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40759 PaymentStreamPaymentDateOffsetPeriod int Time unit multiplier for the relative payment date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40760 PaymentStreamPaymentDateOffsetUnit String Time unit multiplier for the relative initial fixing date offset.
Value SymbolicName Description Added Updated Deprecated
D Day Day FIX.5.0SP2EP161
Wk Week Week FIX.5.0SP2EP161
Mo Month Month FIX.5.0SP2EP161
Yr Year Year FIX.5.0SP2EP161
FIX.5.0SP2EP161 FIX.5.0SP2EP208
40761 PaymentStreamResetDateRelativeTo int Specifies the anchor date when the reset dates are relative to an anchor date.
If the reset frequency is specified as daily this element must not be included.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40762 PaymentStreamResetDateBusinessDayConvention int The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. FIX.5.0SP2EP161
40763 PaymentStreamResetDateBusinessCenter String The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40764 PaymentStreamResetFrequencyPeriod int Time unit multiplier for the frequency of resets. FIX.5.0SP2EP161
40765 PaymentStreamResetFrequencyUnit String Time unit associated with the frequency of resets. FIX.5.0SP2EP161
40766 PaymentStreamResetWeeklyRollConvention String Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis.
Value SymbolicName Description Added Updated Deprecated
MON Monday Monday FIX.5.0SP2EP161
TUE Tuesday Tuesday FIX.5.0SP2EP161
WED Wednesday Wednesday FIX.5.0SP2EP161
THU Thursday Thursday FIX.5.0SP2EP161
FRI Friday Friday FIX.5.0SP2EP161
SAT Saturday Saturday FIX.5.0SP2EP161
SUN Sunday Sunday FIX.5.0SP2EP161
FIX.5.0SP2EP161
40767 PaymentStreamInitialFixingDateRelativeTo int Specifies the anchor date when the initial fixing date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40768 PaymentStreamInitialFixingDateBusinessDayConvention int The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. FIX.5.0SP2EP161
40769 PaymentStreamInitialFixingDateBusinessCenter String The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40770 PaymentStreamInitialFixingDateOffsetPeriod int Time unit multiplier for the relative initial fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40771 PaymentStreamInitialFixingDateOffsetUnit String Time unit associated with the relative initial fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40772 PaymentStreamInitialFixingDateOffsetDayType int Specifies the day type of the relative initial fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40773 PaymentStreamInitialFixingDateAdjusted LocalMktDate The adjusted initial fixing date. FIX.5.0SP2EP161
40774 PaymentStreamFixingDateRelativeTo int Specifies the anchor date when the fixing date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40775 PaymentStreamFixingDateBusinessDayConvention int The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. FIX.5.0SP2EP161
40776 PaymentStreamFixingDateBusinessCenter String The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40777 PaymentStreamFixingDateOffsetPeriod int Time unit multiplier for the relative fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40778 PaymentStreamFixingDateOffsetUnit String Time unit associated with the relative fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40779 PaymentStreamFixingDateOffsetDayType int Specifies the day type of the relative fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40780 PaymentStreamFixingDateAdjusted LocalMktDate The adjusted fixing date. FIX.5.0SP2EP161
40781 PaymentStreamRateCutoffDateOffsetPeriod int Time unit multiplier for the relative rate cut-off date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40782 PaymentStreamRateCutoffDateOffsetUnit String Time unit associated with the relative rate cut-off date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40783 PaymentStreamRateCutoffDateOffsetDayType int Specifies the day type of the relative rate cut-off date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40784 PaymentStreamRate Percentage The rate applicable to the fixed rate payment stream. FIX.5.0SP2EP161
40785 PaymentStreamFixedAmount Amt The payment stream's fixed payment amount. In CDS an alternative to PaymentStreamRate(40784). FIX.5.0SP2EP161
40786 PaymentStreamRateOrAmountCurrency Currency Specifies the currency in which PaymentStreamFixedAmount(40785) or PaymentStreamRate(40784) is denominated. Uses ISO 4271 currency codes. FIX.5.0SP2EP161
40787 PaymentStreamFutureValueNotional Amt The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional. FIX.5.0SP2EP161
40788 PaymentStreamFutureValueDateAdjusted LocalMktDate The adjusted value date of the future value amount. FIX.5.0SP2EP161
40789 PaymentStreamRateIndex String The payment stream floating rate index. FIX.5.0SP2EP161
40790 PaymentStreamRateIndexSource int The source of the payment stream floating rate index.
Value SymbolicName Description Added Updated Deprecated
0 Bloomberg Bloomberg FIX.5.0SP2EP161
1 Reuters Reuters FIX.5.0SP2EP161
2 Telerate Telerate FIX.5.0SP2EP161
99 Other Other FIX.5.0SP2EP161
FIX.5.0SP2EP161
40791 PaymentStreamRateIndexCurveUnit String Time unit associated with the floating rate index.
Value SymbolicName Description Added Updated Deprecated
D Day Day FIX.5.0SP2EP161
Wk Week Week FIX.5.0SP2EP161
Mo Month Month FIX.5.0SP2EP161
Yr Year Year FIX.5.0SP2EP161
FIX.5.0SP2EP161
40792 PaymentStreamRateIndexCurvePeriod int Time unit multiplier for the floating rate index. FIX.5.0SP2EP161
40793 PaymentStreamRateMultiplier float A rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. FIX.5.0SP2EP161
40794 PaymentStreamRateSpread PriceOffset Spread from floating rate index. FIX.5.0SP2EP161
40795 PaymentStreamRateSpreadPositionType int Identifies whether the rate spread is applied to a long or short position.
Value SymbolicName Description Added Updated Deprecated
0 Short Short FIX.5.0SP2EP161
1 Long Long FIX.5.0SP2EP161
FIX.5.0SP2EP161
40796 PaymentStreamRateTreatment int Specifies the yield calculation treatment for the index.
Value SymbolicName Description Added Updated Deprecated
0 BondEquivalentYield Bond equivalent yield FIX.5.0SP2EP161
1 MoneyMarketYield Money market yield FIX.5.0SP2EP161
FIX.5.0SP2EP161
40797 PaymentStreamCapRate Percentage The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. FIX.5.0SP2EP161
40798 PaymentStreamCapRateBuySide int Reference to the buyer of the cap rate option through its trade side.
Value SymbolicName Description Added Updated Deprecated
1 Buyer Buyer of the trade FIX.5.0SP2EP161
2 Seller Seller of the trade FIX.5.0SP2EP161
FIX.5.0SP2EP161
40799 PaymentStreamCapRateSellSide int Reference to the seller of the cap rate option through its trade side. FIX.5.0SP2EP161
40800 PaymentStreamFloorRate Percentage The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. FIX.5.0SP2EP161
40801 PaymentStreamFloorRateBuySide int Reference to the buyer of the floor rate option through its trade side.
Value SymbolicName Description Added Updated Deprecated
1 Buyer Buyer of the trade FIX.5.0SP2EP161
2 Seller Seller of the trade FIX.5.0SP2EP161
FIX.5.0SP2EP161
40802 PaymentStreamFloorRateSellSide int Reference to the seller of the floor rate option through its trade side. FIX.5.0SP2EP161
40803 PaymentStreamInitialRate Percentage The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05. FIX.5.0SP2EP161
40804 PaymentStreamFinalRateRoundingDirection char Specifies the rounding direction. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40805 PaymentStreamFinalRatePrecision int Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. FIX.5.0SP2EP161
40806 PaymentStreamAveragingMethod int When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used.
Value SymbolicName Description Added Updated Deprecated
0 Unweighted Unweighted FIX.5.0SP2EP161
1 Weighted Weighted FIX.5.0SP2EP161
FIX.5.0SP2EP161
40807 PaymentStreamNegativeRateTreatment int The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
Value SymbolicName Description Added Updated Deprecated
0 ZeroInterestRateMethod Zero interest rate method FIX.5.0SP2EP161
1 NegativeInterestRateMethod Negative interest rate method FIX.5.0SP2EP161
FIX.5.0SP2EP161
40808 PaymentStreamInflationLagPeriod int Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determines the reference period for which the inflation index is observed. FIX.5.0SP2EP161
40809 PaymentStreamInflationLagUnit String Time unit associated with the inflation lag period.
Value SymbolicName Description Added Updated Deprecated
D Day Day FIX.5.0SP2EP161
Wk Week Week FIX.5.0SP2EP161
Mo Month Month FIX.5.0SP2EP161
Yr Year Year FIX.5.0SP2EP161
FIX.5.0SP2EP161
40810 PaymentStreamInflationLagDayType int The inflation lag period day type.
Value SymbolicName Description Added Updated Deprecated
0 Business Business FIX.5.0SP2EP161
1 Calendar Calendar FIX.5.0SP2EP161
2 CommodityBusiness Commodity business FIX.5.0SP2EP161
3 CurrencyBusiness Currency business FIX.5.0SP2EP161
4 ExchangeBusiness Exchange business FIX.5.0SP2EP161
5 ScheduledTradingDay Scheduled trading day FIX.5.0SP2EP161
FIX.5.0SP2EP161
40811 PaymentStreamInflationInterpolationMethod int The method used when calculating the Inflation Index Level from multiple points - the most common is Linear.
Value SymbolicName Description Added Updated Deprecated
0 None None FIX.5.0SP2EP161
1 LinearZeroYield Linear zero yield FIX.5.0SP2EP161
FIX.5.0SP2EP161
40812 PaymentStreamInflationIndexSource int The inflation index reference source. FIX.5.0SP2EP161
40813 PaymentStreamInflationPublicationSource String The current main publication source such as relevant web site or a government body. FIX.5.0SP2EP161
40814 PaymentStreamInflationInitialIndexLevel float Initial known index level for the first calculation period. FIX.5.0SP2EP161
40815 PaymentStreamInflationFallbackBondApplicable Boolean Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes). FIX.5.0SP2EP161
40816 PaymentStreamFRADiscounting int The method of Forward Rate Agreement (FRA) discounting, if any, that will apply.
Value SymbolicName Description Added Updated Deprecated
0 None None FIX.5.0SP2EP161
1 ISDA International Swaps and Derivatives Association (ISDA) FIX.5.0SP2EP161
2 AFMA Australian Financial Markets Association (AFMA) FIX.5.0SP2EP161
FIX.5.0SP2EP161 FIX.5.0SP2EP169
40817 PaymentStreamNonDeliverableRefCurrency Currency The non-deliverable settlement reference currency. Uses ISO 4217 currency codes. FIX.5.0SP2EP161
40818 PaymentStreamNonDeliverableFixingDatesBusinessDayConvention int The business day convention used to adjust the payment stream's fixing date for the non-deliverable settlement terms. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component FIX.5.0SP2EP161
40819 PaymentStreamNonDeliverableFixingDatesBusinessCenter String The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40820 PaymentStreamNonDeliverableFixingDatesRelativeTo int Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40821 PaymentStreamNonDeliverableFixingDatesOffsetPeriod int Time unit multiplier for the relative non-deliverable fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40822 PaymentStreamNonDeliverableFixingDatesOffsetUnit String Time unit associated with the relative non-deliverable fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40823 PaymentStreamNonDeliverableFixingDatesOffsetDayType int Specifies the day type of the relative non-deliverable fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40824 UnderlyingPaymentStreamNonDeliverableSettlReferencePage String Identifies the reference "page" from the rate source.
When UnderlyingPaymentStreamNonDeliverableSettlRateSource(40661) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option 		FIX.5.0SP2EP161
40825 NoNonDeliverableFixingDates NumInGroup Number of Fixing dates in the repeating group FIX.5.0SP2EP161
40826 NonDeliverableFixingDate LocalMktDate Non-deliverable fixing date unadjusted or adjusted depending on NonDeliverableFixingDateType(40827). FIX.5.0SP2EP161
40827 NonDeliverableFixingDateType int Specifies the type of date (e.g. adjusted for holidays).
Value SymbolicName Description Added Updated Deprecated
0 Unadjusted Unadjusted FIX.5.0SP2EP161
1 Adjusted Adjusted FIX.5.0SP2EP161
FIX.5.0SP2EP161
40828 NoPaymentSchedules NumInGroup Number of swap schedules in the repeating group FIX.5.0SP2EP161
40829 PaymentScheduleType int Type of schedule.
Value SymbolicName Description Added Updated Deprecated
0 Notional Notional FIX.5.0SP2EP161
1 CashFlow Cash flow FIX.5.0SP2EP161
2 FXLinkedNotional FX linked notional FIX.5.0SP2EP161
3 FixedRate Fixed rate FIX.5.0SP2EP161
4 FutureValueNotional Future value notional FIX.5.0SP2EP161
5 KnownAmount Known amount FIX.5.0SP2EP161
6 FloatingRateMultiplier Floating rate multiplier FIX.5.0SP2EP161
7 Spread Spread FIX.5.0SP2EP161
8 CapRate Cap rate FIX.5.0SP2EP161
9 FloorRate Floor rate FIX.5.0SP2EP161
10 NonDeliverableSettlPaymentDates Non-deliverable settlement payment dates FIX.5.0SP2EP161
11 NonDeliverableSettlCalculationDates Non-deliverable settlement calculation dates FIX.5.0SP2EP161
12 NonDeliverableFXFixingDates Non-deliverable fixing dates. FIX.5.0SP2EP161
13 SettlPeriodNotnl Settlement period notional FIX.5.0SP2EP169
14 SettlPeriodPx Settlement period price FIX.5.0SP2EP169
15 CalcPeriod Calculation period FIX.5.0SP2EP169
16 DividendAccrualRateMultiplier Dividend accrual rate multiplier FIX.5.0SP2EP208
17 DividendAccrualRateSpread Dividend accrual rate spread FIX.5.0SP2EP208
18 DividendAccrualCapRate Dividend accrual cap rate FIX.5.0SP2EP208
19 DividendAccrualFloorRate Dividend accrual floor rate FIX.5.0SP2EP208
20 CompoundingRateMultiplier Compounding rate multiplier FIX.5.0SP2EP208
21 CompoundingRateSpread Compounding rate spread FIX.5.0SP2EP208
22 CompoundingCapRate Compounding cap rate FIX.5.0SP2EP208
23 CompoundingFloorRate Compounding floor rate FIX.5.0SP2EP208
FIX.5.0SP2EP161
40830 PaymentScheduleStubType int Indicates to which stub this schedule applies. FIX.5.0SP2EP161
40831 PaymentScheduleStartDateUnadjusted LocalMktDate The date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment. FIX.5.0SP2EP161
40832 PaymentScheduleEndDateUnadjusted LocalMktDate The unadjusted end date of a cash flow payment. FIX.5.0SP2EP161
40833 PaymentSchedulePaySide int The side of the party paying the step schedule. FIX.5.0SP2EP161
40834 PaymentScheduleReceiveSide int The side of the party receiving the stepf schedule. FIX.5.0SP2EP161
40835 PaymentScheduleNotional Amt The notional value for this step, or amount of a cashflow payment. FIX.5.0SP2EP161
40836 PaymentScheduleCurrency Currency The currency for this step. Uses ISO 4217 currency codes. FIX.5.0SP2EP161
40837 PaymentScheduleRate Percentage The rate value for this step schedule. FIX.5.0SP2EP161
40838 PaymentScheduleRateMultiplier float A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. FIX.5.0SP2EP161
40839 PaymentScheduleRateSpread PriceOffset The spread value for this step schedule. FIX.5.0SP2EP161
40840 PaymentScheduleRateSpreadPositionType int Identifies whether the rate spread is applied to a long or short position. FIX.5.0SP2EP161
40841 PaymentScheduleRateTreatment int Specifies the yield calculation treatment for the step schedule. FIX.5.0SP2EP161
40842 PaymentScheduleFixedAmount Amt The explicit payment amount for this step schedule. FIX.5.0SP2EP161
40843 PaymentScheduleFixedCurrency Currency The currency of the fixed amount. Uses ISO 4217 currency codes. FIX.5.0SP2EP161
40844 PaymentScheduleStepFrequencyPeriod int Time unit multiplier for the step frequency. FIX.5.0SP2EP161
40845 PaymentScheduleStepFrequencyUnit String Time unit associated with the step frequency. FIX.5.0SP2EP161
40846 PaymentScheduleStepOffsetValue Amt The explicit amount that the notional changes on each step date. This can be a positive or negative amount. FIX.5.0SP2EP161
40847 PaymentScheduleStepRate Percentage The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in PaymentScheduleStepRelativeTo(40849). The percentage can be either positive or negative. FIX.5.0SP2EP161
40848 PaymentScheduleStepOffsetRate Percentage The explicit amount that the rate changes on each step date. This can be a positive or negative value. FIX.5.0SP2EP161
40849 PaymentScheduleStepRelativeTo int Specifies whether the PaymentScheduleStepRate(40847) or PaymentScheduleStepOffsetValue(40846) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount.
Value SymbolicName Description Added Updated Deprecated
0 Initial Initial FIX.5.0SP2EP161
1 Previous Previous FIX.5.0SP2EP161
FIX.5.0SP2EP161
40850 PaymentScheduleFixingDateUnadjusted LocalMktDate The unadjusted fixing date. FIX.5.0SP2EP161
40851 PaymentScheduleWeight float Floating rate observation weight for cashflow payment. FIX.5.0SP2EP161
40852 PaymentScheduleFixingDateRelativeTo int Specifies the anchor date when the fixing date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40853 PaymentScheduleFixingDateBusinessDayConvention int The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. FIX.5.0SP2EP161
40854 PaymentScheduleFixingDateBusinessCenter String The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. FIX.5.0SP2EP161
40855 PaymentScheduleFixingDateOffsetPeriod int Time unit multiplier for the relative fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40856 PaymentScheduleFixingDateOffsetUnit String Time unit associated with the relative fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40857 PaymentScheduleFixingDateOffsetDayType int Specifies the day type of the relative fixing date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40858 PaymentScheduleFixingDateAdjusted LocalMktDate The adjusted fixing date. FIX.5.0SP2EP161
40859 PaymentScheduleFixingTime LocalMktTime The fixing time associated with the step schedule. FIX.5.0SP2EP161
40860 PaymentScheduleFixingTimeBusinessCenter String Business center for determining fixing time.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40861 PaymentScheduleInterimExchangePaymentDateRelativeTo int Specifies the anchor date when the interim exchange payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40862 PaymentScheduleInterimExchangeDatesBusinessDayConvention int The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. FIX.5.0SP2EP161
40863 PaymentScheduleInterimExchangeDatesBusinessCenter String The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40864 PaymentScheduleInterimExchangeDatesOffsetPeriod int Time unit multiplier for the relative interim exchange date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40865 PaymentScheduleInterimExchangeDatesOffsetUnit String Time unit associated with the relative interim exchange date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40866 PaymentScheduleInterimExchangeDatesOffsetDayType int Specifies the day type of the relative interim exchange date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40867 PaymentScheduleInterimExchangeDateAdjusted LocalMktDate The adjusted interim exchange date. FIX.5.0SP2EP161
40868 NoPaymentScheduleRateSources NumInGroup Number of swap schedule rate sources. FIX.5.0SP2EP161
40869 PaymentScheduleRateSource int Identifies the source of rate information. FIX.5.0SP2EP161
40870 PaymentScheduleRateSourceType int Rate source type. FIX.5.0SP2EP161
40871 PaymentScheduleReferencePage String Identifies the reference “page” from the rate source.

For FX, the reference page to the spot rate to be used for the reference FX spot rate.

When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option 		FIX.5.0SP2EP161
40872 NoPaymentStubs NumInGroup Number of stubs in the repeating group FIX.5.0SP2EP161
40873 PaymentStubType int Stub type.
Value SymbolicName Description Added Updated Deprecated
0 Initial Initial FIX.5.0SP2EP161
1 Final Final FIX.5.0SP2EP161
2 CompoundingInitial Compounding initial FIX.5.0SP2EP208
3 CompoundingFinal Compounding final FIX.5.0SP2EP208
FIX.5.0SP2EP161
40874 PaymentStubLength int Optional indication whether stub is shorter or longer than the regular swap period.
Value SymbolicName Description Added Updated Deprecated
0 Short Short FIX.5.0SP2EP161
1 Long Long FIX.5.0SP2EP161
FIX.5.0SP2EP161
40875 PaymentStubRate Percentage The agreed upon fixed rate for this stub. FIX.5.0SP2EP161
40876 PaymentStubFixedAmount Amt A fixed payment amount for the stub. FIX.5.0SP2EP161
40877 PaymentStubFixedCurrency Currency The currency of the fixed payment amount. Uses ISO 4217 currency codes. FIX.5.0SP2EP161
40878 PaymentStubIndex String The stub floating rate index. FIX.5.0SP2EP161
40879 PaymentStubIndexSource int The source of the stub floating rate index. FIX.5.0SP2EP161
40880 PaymentStubIndexCurvePeriod int Time unit multiplier for the stub floating rate index. FIX.5.0SP2EP161
40881 PaymentStubIndexCurveUnit String Time unit associated with the stub floating rate index. FIX.5.0SP2EP161
40882 PaymentStubIndexRateMultiplier float A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. FIX.5.0SP2EP161
40883 PaymentStubIndexRateSpread PriceOffset Spread from floating rate index. FIX.5.0SP2EP161
40884 PaymentStubIndexRateSpreadPositionType int Identifies whether the rate spread is applied to a long or short position. FIX.5.0SP2EP161
40885 PaymentStubIndexRateTreatment int Specifies the yield calculation treatment for the payment stub index. FIX.5.0SP2EP161
40886 PaymentStubIndexCapRate Percentage The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. FIX.5.0SP2EP161
40887 PaymentStubIndexCapRateBuySide int Reference to the buyer of the cap rate option through its trade side. FIX.5.0SP2EP161
40888 PaymentStubIndexCapRateSellSide int Reference to the seller of the cap rate option through its trade side. FIX.5.0SP2EP161
40889 PaymentStubIndexFloorRate Percentage The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. FIX.5.0SP2EP161
40890 PaymentStubIndexFloorRateBuySide int Reference to the buyer of the floor rate option through its trade side. FIX.5.0SP2EP161
40891 PaymentStubIndexFloorRateSellSide int Reference to the seller of the floor rate option through its trade side. FIX.5.0SP2EP161
40892 PaymentStubIndex2 String The second stub floating rate index. FIX.5.0SP2EP161
40893 PaymentStubIndex2Source int The source of the second stub floating rate index. FIX.5.0SP2EP161
40894 PaymentStubIndex2CurvePeriod int Secondary time unit multiplier for the stub floating rate index curve. FIX.5.0SP2EP161
40895 PaymentStubIndex2CurveUnit String Secondary time unit associated with the stub floating rate index curve. FIX.5.0SP2EP161
40896 PaymentStubIndex2RateMultiplier float A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. FIX.5.0SP2EP161
40897 PaymentStubIndex2RateSpread PriceOffset Spread from the second floating rate index. FIX.5.0SP2EP161
40898 PaymentStubIndex2RateSpreadPositionType int Identifies whether the rate spread is applied to a long or short position. FIX.5.0SP2EP161
40899 PaymentStubIndex2RateTreatment int Specifies the yield calculation treatment for the second stub index. FIX.5.0SP2EP161
40900 PaymentStubIndex2CapRate Percentage The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. FIX.5.0SP2EP161
40901 PaymentStubIndex2FloorRate Percentage The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. FIX.5.0SP2EP161
40902 NoLegSettlRateFallbacks NumInGroup Number of settlement rate fallbacks in the repeating group FIX.5.0SP2EP161
40903 LegSettlRatePostponementMaximumDays int The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method. FIX.5.0SP2EP161
40904 UnderlyingSettlRateFallbackRateSource int Identifies the source of rate information. FIX.5.0SP2EP161
40905 LegSettlRatePostponementSurvey Boolean Indicates whether to request a settlement rate quote from the market. FIX.5.0SP2EP161
40906 LegSettlRatePostponementCalculationAgent int Used to identify the settlement rate postponement calculation agent. FIX.5.0SP2EP161
40907 StreamEffectiveDateUnadjusted LocalMktDate The unadjusted effective date. FIX.5.0SP2EP161
40908 StreamEffectiveDateBusinessDayConvention int The business day convention used to adjust the instrument's stream's effective, or relative effective, date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. FIX.5.0SP2EP161
40909 StreamEffectiveDateBusinessCenter String The business center calendar used to adjust the instrument's stream's effective, or relative effective, date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40910 StreamEffectiveDateRelativeTo int Specifies the anchor date when the effective date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP161
40911 StreamEffectiveDateOffsetPeriod int Time unit multiplier for the relative effective date offset. FIX.5.0SP2EP161
40912 StreamEffectiveDateOffsetUnit String Time unit associated with the relative effective date offset. FIX.5.0SP2EP161
40913 StreamEffectiveDateOffsetDayType int Specifies the day type of the relative effective date offset. FIX.5.0SP2EP161 FIX.5.0SP2EP208
40914 StreamEffectiveDateAdjusted LocalMktDate The adjusted effective date. FIX.5.0SP2EP161
40915 UnderlyingSettlRateFallbackReferencePage String Identifies the reference "page" from the rate source.
When UnderlyingSettlRateFallbackRateSource(40904) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option 		FIX.5.0SP2EP161
40916 CashSettlValuationSubsequentBusinessDaysOffset int The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. Associated with ISDA 2003 Term: Valuation Date FIX.5.0SP2EP161
40917 CashSettlNumOfValuationDates int Where multiple valuation dates are specified as being applicable for cash settlement, this specifies the number of applicable valuation dates. Associated with ISDA 2003 Term: Valuation Date FIX.5.0SP2EP161
40918 UnderlyingProvisionPartyRoleQualifier int Used to further qualify the value of UnderlyingProvisionPartyRole(42176). FIX.5.0SP2EP187
40919 PaymentPriceType int Specifies the type of price for PaymentPrice(40218). FIX.5.0SP2EP161
40920 PaymentStreamPaymentDateOffsetDayType int Specifies the day type of the relative payment date offset.
Value SymbolicName Description Added Updated Deprecated
0 Business Business FIX.5.0SP2EP161
1 Calendar Calendar FIX.5.0SP2EP161
2 CommodityBusiness Commodity business FIX.5.0SP2EP161
3 CurrencyBusiness Currency business FIX.5.0SP2EP161
4 ExchangeBusiness Exchange business FIX.5.0SP2EP161
5 ScheduledTradingDay Scheduled trading day FIX.5.0SP2EP161
FIX.5.0SP2EP161 FIX.5.0SP2EP208
40921 BusinessDayConvention int The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument unless specifically overridden.
Value SymbolicName Description Added Updated Deprecated
0 NotApplicable Business day convention is not applicable. FIX.5.0SP2EP161 FIX.5.0SP2EP169
1 None None (current day) FIX.5.0SP2EP161 FIX.5.0SP2EP195
2 FollowingDay The following business day. FIX.5.0SP2EP161 FIX.5.0SP2EP169
3 FloatingRateNote The FRN business day convention. FIX.5.0SP2EP161 FIX.5.0SP2EP169
4 ModifiedFollowingDay The modified following business day. FIX.5.0SP2EP161 FIX.5.0SP2EP169
5 PrecedingDay The preceding business day. FIX.5.0SP2EP161 FIX.5.0SP2EP169
6 ModifiedPrecedingDay The modified preceding business day. FIX.5.0SP2EP161 FIX.5.0SP2EP169
7 NearestDay The nearest applicable business day. FIX.5.0SP2EP161 FIX.5.0SP2EP169
FIX.5.0SP2EP161
40922 DateRollConvention String The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. Additional values may be used by mutual agreement of the counterparties.
Value SymbolicName Description Added Updated Deprecated
1 FirstDay 1st day of the month FIX.5.0SP2EP161
2 SecondDay 2nd day of the month FIX.5.0SP2EP161
3 ThirdDay 3rd day of the month FIX.5.0SP2EP161
4 FourthDay 4th day of the month FIX.5.0SP2EP161
5 FifthDay 5th day of the month FIX.5.0SP2EP161
6 SixthDay 6thd day of the month FIX.5.0SP2EP161
7 SeventhDay 7th day of the month FIX.5.0SP2EP161
8 EighthDay 8th day of the month FIX.5.0SP2EP161
9 NinthDay 9th day of the month FIX.5.0SP2EP161
10 TenthDay 10th day of the month FIX.5.0SP2EP161
11 EleventhDay 11th day of the month FIX.5.0SP2EP161
12 TwelvthDay 12th day of the month FIX.5.0SP2EP161
13 ThirteenthDay 13th day of the month FIX.5.0SP2EP161
14 ForteenthDay 14th day of the month FIX.5.0SP2EP161
15 FifteenthDay 15th day of the month FIX.5.0SP2EP161
16 SixteenthDay 16th day of the month FIX.5.0SP2EP161
17 SeventeenthDay 17th day of the month FIX.5.0SP2EP161
18 EighteenthDay 18th day of the month FIX.5.0SP2EP161
19 NineteenthDay 19th day of the month FIX.5.0SP2EP161
20 TwentiethDay 20th day of the month FIX.5.0SP2EP161
21 TwentyFirstDay 21st day of the month FIX.5.0SP2EP161
22 TwentySecondDay 22nd day of the month FIX.5.0SP2EP161
23 TwentyThirdDay 23rd day of the month FIX.5.0SP2EP161
24 TwentyFourthDay 24th day of the month FIX.5.0SP2EP161
25 TwentyFifthDay 25th day of the month FIX.5.0SP2EP161
26 TwentySixthDay 26th day of the month FIX.5.0SP2EP161
27 TwentySeventhDay 27th day of the month FIX.5.0SP2EP161
28 TwentyEigthDa28y 28th day of the month FIX.5.0SP2EP161
29 TwentyNinthDay 29th day of the month FIX.5.0SP2EP161
30 ThirtiethDay 30th day of the month FIX.5.0SP2EP161
EOM EOM Use EOM for 31st day of the month. FIX.5.0SP2EP161
FRN FRN The floating rate note convention or Eurodollar convention. FIX.5.0SP2EP161
IMM IMM The International Money Market settlement date, i.e. the 3rd Wednesday of the month. FIX.5.0SP2EP161
IMMCAD IMMCAD The last trading day/expiration day of the Canadian Derivatives Exchange. FIX.5.0SP2EP161
IMMAUD IMMAUD The last trading day of the Sydney Futures Exchange Australian 90-day bank accepted bill futures contract. FIX.5.0SP2EP161
IMMNZD IMMNZD The last trading day of the Sydney Futures Exchange New Zealand 90-day bank bill futures contract. FIX.5.0SP2EP161
SFE SFE The Sydney Futures Exchange 90-day bank accepted bill futures settlement dates. FIX.5.0SP2EP161
NONE NONE No adjustment FIX.5.0SP2EP161
TBILL TBILL The 13-week and 26-week U.S. Treasury Bill auction dates. FIX.5.0SP2EP161
MON MON Monday FIX.5.0SP2EP161
TUE TUE Tuesday FIX.5.0SP2EP161
WED WED Wednesday FIX.5.0SP2EP161
THU THU Thursday FIX.5.0SP2EP161
FRI FRI Friday FIX.5.0SP2EP161
SAT SAT Saturday FIX.5.0SP2EP161
SUN SUN Sunday FIX.5.0SP2EP161
FIX.5.0SP2EP161
40923 NoLegBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40924 LegBusinessCenter String A business center whose calendar is used for date adjustment, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP161
40925 LegBusinessDayConvention int The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden. FIX.5.0SP2EP161
40926 LegDateRollConvention String The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden. FIX.5.0SP2EP161
40927 NoLegPaymentScheduleFixingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40928 NoLegPaymentScheduleInterimExchangeDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40929 NoLegPaymentStreamNonDeliverableFixingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40930 NoLegPaymentStreamPaymentDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40931 NoLegPaymentStreamResetDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40932 NoLegPaymentStreamInitialFixingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40933 NoLegPaymentStreamFixingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40934 NoLegProvisionCashSettlPaymentDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40935 NoLegProvisionCashSettlValueDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40936 NoLegProvisionOptionExerciseBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40937 NoLegProvisionOptionExpirationDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40938 NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40939 NoLegProvisionDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40940 NoLegStreamCalculationPeriodBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40941 NoLegStreamFirstPeriodStartDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40942 NoLegStreamEffectiveDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40943 NoLegStreamTerminationDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40944 NoPaymentBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40945 NoPaymentScheduleInterimExchangeDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40946 NoPaymentStreamNonDeliverableFixingDatesBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40947 NoPaymentStreamPaymentDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40948 NoPaymentStreamResetDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40949 NoPaymentStreamInitialFixingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40950 NoPaymentStreamFixingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40951 NoProtectionTermEventNewsSources NumInGroup Number of event news sources in the repeating group. FIX.5.0SP2EP161
40952 NoProvisionCashSettlPaymentDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40953 NoProvisionCashSettlValueDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40954 NoProvisionOptionExerciseBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40955 NoProvisionOptionExpirationDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40956 NoProvisionOptionRelevantUnderlyingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40957 NoProvisionDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40958 NoStreamCalculationPeriodBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40959 NoStreamFirstPeriodStartDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40960 NoStreamEffectiveBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40961 NoStreamTerminationDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40962 NoUnderlyingBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40963 UnderlyingBusinessCenter String A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. FIX.5.0SP2EP161
40964 UnderlyingBusinessDayConvention int The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the underlying instrument unless specifically overridden. FIX.5.0SP2EP161
40965 UnderlyingDateRollConvention String The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the underlying instrument unless specifically overridden. FIX.5.0SP2EP161
40966 NoUnderlyingPaymentScheduleFixingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40967 NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40968 NoUnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40969 NoUnderlyingPaymentStreamPaymentDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40970 NoUnderlyingPaymentStreamResetDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40971 NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40972 NoUnderlyingPaymentStreamFixingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40973 NoUnderlyingStreamCalculationPeriodBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40974 NoUnderlyingStreamFirstPeriodStartDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40975 NoUnderlyingStreamEffectiveDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40976 NoUnderlyingStreamTerminationDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40977 NoPaymentScheduleFixingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP161
40978 EncodedLegStreamTextLen Length Byte length of encoded (non-ASCII characters) EncodedLegStreamText(40979) field. FIX.5.0SP2EP161
40979 EncodedLegStreamText data Encoded (non-ASCII characters) representation of the LegStreamText(40248) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegStreamText(40248) field. FIX.5.0SP2EP161
40980 EncodedLegProvisionTextLen Length Byte length of encoded (non-ASCII characters) EncodedLegProvisionText(40472) field. FIX.5.0SP2EP161
40981 EncodedLegProvisionText data Encoded (non-ASCII characters) representation of the LegProvisionText(40472) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegProvisionText(40472) field. FIX.5.0SP2EP161
40982 EncodedStreamTextLen Length Byte length of encoded (non-ASCII characters) EncodedStreamText(40983) field. FIX.5.0SP2EP161
40983 EncodedStreamText data Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the StreamText(40056) field. FIX.5.0SP2EP161
40984 EncodedPaymentTextLen Length Byte length of encoded (non-ASCII characters) EncodedPaymentText(40985) field. FIX.5.0SP2EP161
40985 EncodedPaymentText data Encoded (non-ASCII characters) representation of the PaymentText(40229) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the PaymentText(40229) field. FIX.5.0SP2EP161
40986 EncodedProvisionTextLen Length Byte length of encoded (non-ASCII characters) EncodedProvisionText(40987) field. FIX.5.0SP2EP161
40987 EncodedProvisionText data Encoded (non-ASCII characters) representation of the ProvisionText(40113) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ProvisionText(40113) field. FIX.5.0SP2EP161
40988 EncodedUnderlyingStreamTextLen Length Byte length of encoded (non-ASCII characters) EncodedUnderlyingStreamText(40989) field. FIX.5.0SP2EP161
40989 EncodedUnderlyingStreamText data Encoded (non-ASCII characters) representation of the UnderlyingStreamText(40547) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingStreamText(40547) field. FIX.5.0SP2EP161
40990 LegMarketDisruptionFallbackValue String Applicable value for LegMarketDisruptionFallbackType(41470). FIX.5.0SP2EP187
40991 MarketDisruptionValue String Applicable value for MarketDisruptionEvent(41093). FIX.5.0SP2EP187
40992 MarketDisruptionFallbackValue String Applicable value for MarketDisruptionFallbackType(41095). FIX.5.0SP2EP187
40993 PaymentSubType int Used to further clarify the value of PaymentType(40213).
Value SymbolicName Description Added Updated Deprecated
0 Initial Initial (principal exchange) FIX.5.0SP2EP187
1 Intermediate Intermediate (principal exchange) FIX.5.0SP2EP187
2 Final Final (principal exchange) FIX.5.0SP2EP187
3 Prepaid Prepaid (premium forward) FIX.5.0SP2EP187
4 Postpaid Postpaid (premium forward) FIX.5.0SP2EP187
5 Variable Variable (premium forward) FIX.5.0SP2EP187
6 Fixed Fixed (premium forward) FIX.5.0SP2EP187
7 Swap Indicates that the premium is to be paid in the style of payments under an IRS contract. FIX.5.0SP2EP187
8 Conditional Conditional (principal exchange on exercise) FIX.5.0SP2EP187
FIX.5.0SP2EP187
40994 NoComplexEventAveragingObservations NumInGroup The number of averaging observations in the repeating group. FIX.5.0SP2EP169
40995 ComplexEventAveragingObservationNumber int Cross reference to the ordinal observation as specified either in the ComplexEventScheduleGrp or ComplexEventPeriodDateGrp components. FIX.5.0SP2EP169
40996 ComplexEventAveragingWeight float The weight factor to be applied to the observation. FIX.5.0SP2EP169
40997 NoComplexEventCreditEvents NumInGroup The number of credit events specified in the repeating group. FIX.5.0SP2EP169
40998 ComplexEventCreditEventType String Specifies the type of credit event.
See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types. 		FIX.5.0SP2EP169
40999 ComplexEventCreditEventValue String The credit event value appropriate to ComplexEventCreditEventType(40998).
See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. 		FIX.5.0SP2EP169
41000 ComplexEventCreditEventCurrency Currency Specifies the applicable currency when ComplexEventCreditEventValue(40999) is an amount. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41001 ComplexEventCreditEventPeriod int Time unit multiplier for complex credit events. FIX.5.0SP2EP169
41002 ComplexEventCreditEventUnit String Time unit associated with complex credit events. FIX.5.0SP2EP169
41003 ComplexEventCreditEventDayType int Specifies the day type for the complex credit events. FIX.5.0SP2EP169
41004 ComplexEventCreditEventRateSource int Identifies the source of rate information used for credit events.
See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources. 		FIX.5.0SP2EP169
41005 NoComplexEventCreditEventQualifiers NumInGroup The number of qualifiers in the repeating group. FIX.5.0SP2EP169
41006 ComplexEventCreditEventQualifier char Specifies a complex event qualifier. Used to further qualify ComplexEventCreditEventType(40998). FIX.5.0SP2EP169
41007 NoComplexEventPeriodDateTimes NumInGroup The number of entries in the date-time repeating group. FIX.5.0SP2EP169
41008 ComplexEventPeriodDate LocalMktDate The averaging date for an Asian option.
The trigger date for a Barrier or Knock option. 		FIX.5.0SP2EP169
41009 ComplexEventPeriodTime LocalMktTime The averaging time for an Asian option. FIX.5.0SP2EP169
41010 NoComplexEventPeriods NumInGroup The number of periods in the repeating group. FIX.5.0SP2EP169
41011 ComplexEventPeriodType int Specifies the period type.
Value SymbolicName Description Added Updated Deprecated
0 AsianOut Asian Out FIX.5.0SP2EP169
1 AsianIn Asian In FIX.5.0SP2EP169
2 BarrierCap Barrier Cap FIX.5.0SP2EP169
3 BarrierFloor Barrier Floor FIX.5.0SP2EP169
4 KnockOut Knock Out FIX.5.0SP2EP169
5 KnockIn Knock In FIX.5.0SP2EP169
FIX.5.0SP2EP169
41012 ComplexEventBusinessCenter String The business center used to determine dates and times in the schedule or date-time group.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41013 NoComplexEventRateSources NumInGroup The number of rate sources in the repeating group. FIX.5.0SP2EP169
41014 ComplexEventRateSource int Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. FIX.5.0SP2EP169
41015 ComplexEventRateSourceType int Indicates whether the rate source specified is a primary or secondary source. FIX.5.0SP2EP169
41016 ComplexEventReferencePage String Identifies the reference page from the rate source.
For FX, the reference page to the spot rate is to be used for the reference FX spot rate.
When ComplexEventRateSource(41014) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. 		FIX.5.0SP2EP169
41017 ComplexEventReferencePageHeading String Identifies the reference page heading from the rate source. FIX.5.0SP2EP169
41018 NoComplexEventDateBusinessCenters NumInGroup The number of business centers in the repeating group. FIX.5.0SP2EP169
41019 ComplexEventDateBusinessCenter String The business center calendar used to adjust the complex event date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41020 ComplexEventDateUnadjusted LocalMktDate The unadjusted complex event date. For example the second expiration date for a calendar spread option strategy. FIX.5.0SP2EP169 FIX.5.0SP2EP208
41021 ComplexEventDateRelativeTo int Specifies the anchor date when the complex event date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP169 FIX.5.0SP2EP208
41022 ComplexEventDateOffsetPeriod int Time unit multiplier for the relative date offset. FIX.5.0SP2EP169
41023 ComplexEventDateOffsetUnit String Time unit associated with the relative date offset. FIX.5.0SP2EP169
41024 ComplexEventDateOffsetDayType int Specifies the day type of the relative date offset.
Value SymbolicName Description Added Updated Deprecated
0 Business Business FIX.5.0SP2EP169
1 Calendar Calendar FIX.5.0SP2EP169
2 CommodityBusiness Commodity business FIX.5.0SP2EP169
3 CurrencyBusiness Currency business FIX.5.0SP2EP169
4 ExchangeBusiness Exchange business FIX.5.0SP2EP169
5 ScheduledTradingDay Scheduled trading day FIX.5.0SP2EP169
FIX.5.0SP2EP169
41025 ComplexEventDateBusinessDayConvention int The business day convention used to adjust the complex event date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. FIX.5.0SP2EP169
41026 ComplexEventDateAdjusted LocalMktDate The adjusted complex event date. FIX.5.0SP2EP169
41027 ComplexEventFixingTime LocalMktTime The local market fixing time. FIX.5.0SP2EP169
41028 ComplexEventFixingTimeBusinessCenter String The business center calendar used to determine the actual fixing times.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41029 NoComplexEventCreditEventSources NumInGroup Number of event sources in the repeating group. FIX.5.0SP2EP169
41030 ComplexEventCreditEventSource String A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. FIX.5.0SP2EP169
41031 NoComplexEventSchedules NumInGroup Number of schedules in the repeating group. FIX.5.0SP2EP169
41032 ComplexEventScheduleStartDate LocalMktDate The start date of the schedule. FIX.5.0SP2EP169
41033 ComplexEventScheduleEndDate LocalMktDate The end date of the schedule. FIX.5.0SP2EP169
41034 ComplexEventScheduleFrequencyPeriod int Time unit multiplier for the schedule date frequency. FIX.5.0SP2EP169
41035 ComplexEventScheduleFrequencyUnit String Time unit associated with the schedule date frequency. FIX.5.0SP2EP169
41036 ComplexEventScheduleRollConvention String The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the DateAdjustment component in Instrument. FIX.5.0SP2EP169
41037 NoDeliverySchedules NumInGroup Number of delivery schedules in the repeating group. FIX.5.0SP2EP169
41038 DeliveryScheduleType int Specifies the type of delivery schedule.
Value SymbolicName Description Added Updated Deprecated
0 Notional Notional FIX.5.0SP2EP169
1 Delivery Delivery FIX.5.0SP2EP169
2 PhysicalSettlPeriods Physical settlement period FIX.5.0SP2EP169
FIX.5.0SP2EP169
41039 DeliveryScheduleXID XID Identifier for this instance of delivery schedule for cross referencing elsewhere in the message. FIX.5.0SP2EP169
41040 DeliveryScheduleNotional Qty Physical delivery quantity. FIX.5.0SP2EP169
41041 DeliveryScheduleNotionalUnitOfMeasure String Specifies the delivery quantity unit of measure (UOM). FIX.5.0SP2EP169
41042 DeliveryScheduleNotionalCommodityFrequency int The frequency of notional delivery. FIX.5.0SP2EP169
41043 DeliveryScheduleNegativeTolerance float Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryScheduleToleranceType(41046). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). FIX.5.0SP2EP169
41044 DeliverySchedulePositiveTolerance float Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryScheduleToleranceType(41046). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). FIX.5.0SP2EP169
41045 DeliveryScheduleToleranceUnitOfMeasure String Specifies the tolerance value's unit of measure (UOM). FIX.5.0SP2EP169
41046 DeliveryScheduleToleranceType int Specifies the tolerance value type.
Value SymbolicName Description Added Updated Deprecated
0 Absolute Absolute FIX.5.0SP2EP169
1 Percentage Percentage FIX.5.0SP2EP169
FIX.5.0SP2EP169
41047 DeliveryScheduleSettlCountry Country Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. FIX.5.0SP2EP169
41048 DeliveryScheduleSettlTimeZone String Delivery timezone specified as "prevailing" rather than "standard" or "daylight".
See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. 		FIX.5.0SP2EP169
41049 DeliveryScheduleSettlFlowType int Specifies the commodity delivery flow type.
Value SymbolicName Description Added Updated Deprecated
0 AllTimes All times FIX.5.0SP2EP169
1 OnPeak On peak FIX.5.0SP2EP169
2 OffPeak Off peak FIX.5.0SP2EP169
3 Base Base FIX.5.0SP2EP169
4 BlockHours Block hours FIX.5.0SP2EP179
5 Other Other FIX.5.0SP2EP179
FIX.5.0SP2EP169 FIX.5.0SP2EP179
41050 DeliveryScheduleSettlHolidaysProcessingInstruction int Indicates whether holidays are included in the settlement periods. Required for electricity contracts.
Value SymbolicName Description Added Updated Deprecated
0 DoNotIncludeHolidays Do not include holidays FIX.5.0SP2EP169
1 IncludeHolidays Include holidays FIX.5.0SP2EP169
FIX.5.0SP2EP169
41051 NoDeliveryScheduleSettlDays NumInGroup Number of delivery schedules in the repeating group. FIX.5.0SP2EP169
41052 DeliveryScheduleSettlDay int Specifies the day or group of days for delivery.
Value SymbolicName Description Added Updated Deprecated
1 Monday Monday FIX.5.0SP2EP169
2 Tuesday Tuesday FIX.5.0SP2EP169
3 Wednesday Wednesday FIX.5.0SP2EP169
4 Thursday Thursday FIX.5.0SP2EP169
5 Friday Friday FIX.5.0SP2EP169
6 Saturday Saturday FIX.5.0SP2EP169
7 Sunday Sunday FIX.5.0SP2EP169
8 AllWeekdays All weekdays FIX.5.0SP2EP169
9 AllDays All days FIX.5.0SP2EP169
10 AllWeekends All weekends FIX.5.0SP2EP169
FIX.5.0SP2EP169
41053 DeliveryScheduleSettlTotalHours int The sum of the total hours specified in the DeliveryScheduleSettlTimeGrp component. FIX.5.0SP2EP169
41054 NoDeliveryScheduleSettlTimes NumInGroup Number of hour ranges in the repeating group. FIX.5.0SP2EP169
41055 DeliveryScheduleSettlStart String The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in DeliveryScheduleSettlTimeType(41057). FIX.5.0SP2EP169
41056 DeliveryScheduleSettlEnd String The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in DeliveryScheduleSettlTimeType(41057). FIX.5.0SP2EP169
41057 DeliveryScheduleSettlTimeType int Specifies the format of the delivery start and end time values.
Value SymbolicName Description Added Updated Deprecated
0 Hour Applicable for electricity contracts. Time value is expressed as an integer hour of the day (1-24). The delivery start/end hour is specified as the end of the included hour. For example, a start hour of "4" begins at 3 a.m.; an end hour of "20" ends at 8 p.m.; a start hour of "1" and end hour of "24" indicates midnight to midnight delivery. FIX.5.0SP2EP169
1 Timestamp Applicable for gas contracts. Time value is expressed using a 24-hour time format. For example, a time value of "13:30" is 1:30 p.m. FIX.5.0SP2EP169
FIX.5.0SP2EP169
41058 DeliveryStreamType int Specifies the type of delivery stream.
Value SymbolicName Description Added Updated Deprecated
0 Periodic Periodic (default if not specified) FIX.5.0SP2EP169
1 Initial Initial FIX.5.0SP2EP169
2 Single Single FIX.5.0SP2EP169
FIX.5.0SP2EP169
41059 DeliveryStreamPipeline String The name of the oil delivery pipeline. FIX.5.0SP2EP169
41060 DeliveryStreamEntryPoint String The point at which the commodity will enter the delivery mechanism or pipeline. FIX.5.0SP2EP169
41061 DeliveryStreamWithdrawalPoint String The point at which the commodity product will be withdrawn prior to delivery. FIX.5.0SP2EP169
41062 DeliveryStreamDeliveryPoint String The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product.
For bullion, see http://www.fpml.org/coding-scheme/bullion-delivery-location for values. 		FIX.5.0SP2EP169
41063 DeliveryStreamDeliveryRestriction int Specifies under what conditions the buyer and seller should be excused of their delivery obligations.
Value SymbolicName Description Added Updated Deprecated
1 Firm Never excused of delivery obligations. FIX.5.0SP2EP169
2 NonFirm Excused when interrupted for any reason or for no reason without liability. FIX.5.0SP2EP169
3 ForceMajeure Excused when prevented by force majeure. FIX.5.0SP2EP169
4 SystemFirm Must be supplied from the owned or controlled generation of pre-existing purchased power assets of the system specified. FIX.5.0SP2EP169
5 UnitFirm Must be supplied from the generation assset specified. FIX.5.0SP2EP169
FIX.5.0SP2EP169
41064 DeliveryStreamDeliveryContingency String Specifies the electricity delivery contingency.
See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values. 		FIX.5.0SP2EP169
41065 DeliveryStreamDeliveryContingentPartySide int The trade side value of the party responsible for electricity delivery contingency. FIX.5.0SP2EP169
41066 DeliveryStreamDeliverAtSourceIndicator Boolean When this element is specified and set to 'Y', delivery of the coal product is to be at its source. FIX.5.0SP2EP169
41067 DeliveryStreamRiskApportionment String Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product.
See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list. 		FIX.5.0SP2EP169
41068 DeliveryStreamTitleTransferLocation String Specifies the title transfer location. FIX.5.0SP2EP169
41069 DeliveryStreamTitleTransferCondition int Specifies the condition of title transfer.
Value SymbolicName Description Added Updated Deprecated
0 Transfers Transfers with risk of loss FIX.5.0SP2EP169
1 DoesNotTransfer Does not transfer with risk of loss FIX.5.0SP2EP169
FIX.5.0SP2EP169
41070 DeliveryStreamImporterOfRecord String A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation. FIX.5.0SP2EP169
41071 DeliveryStreamNegativeTolerance float Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryStreamToleranceType(41074). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). FIX.5.0SP2EP169
41072 DeliveryStreamPositiveTolerance float Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryStreamToleranceType(41074). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). FIX.5.0SP2EP169
41073 DeliveryStreamToleranceUnitOfMeasure String Specifies the tolerance value's unit of measure (UOM). FIX.5.0SP2EP169
41074 DeliveryStreamToleranceType int Specifies the tolerance value type. FIX.5.0SP2EP169
41075 DeliveryStreamToleranceOptionSide int Indicates whether the tolerance is at the seller's or buyer's option.
Value SymbolicName Description Added Updated Deprecated
1 Buyer Buyer FIX.5.0SP2EP169
2 Seller Seller FIX.5.0SP2EP169
FIX.5.0SP2EP169
41076 DeliveryStreamTotalPositiveTolerance Percentage The positive percent tolerance which applies to the total quantity delivered over all shipment periods.
Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). 		FIX.5.0SP2EP169
41077 DeliveryStreamTotalNegativeTolerance Percentage The negative percent tolerance which applies to the total quantity delivered over all shipment periods.
Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). 		FIX.5.0SP2EP169
41078 DeliveryStreamNotionalConversionFactor float If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used. FIX.5.0SP2EP169
41079 DeliveryStreamTransportEquipment String The transportation equipment with which the commodity product will be delivered and received. Examples of transportation equipment or mode are barge, truck, railcar, etc. FIX.5.0SP2EP169
41080 DeliveryStreamElectingPartySide int A reference to the party able to choose whether the gas is delivered for a particular period as found in a swing or interruptible contract.
Value SymbolicName Description Added Updated Deprecated
0 Buyer Buyer FIX.5.0SP2EP169
1 Seller Seller FIX.5.0SP2EP169
FIX.5.0SP2EP169
41081 NoDeliveryStreamCycles NumInGroup Number of delivery cycles in the repeating group. FIX.5.0SP2EP169
41082 DeliveryStreamCycleDesc String The delivery cycles during which the oil product will be transported in the pipeline. FIX.5.0SP2EP169
41083 EncodedDeliveryStreamCycleDescLen Length Byte length of encoded (non-ASCII characters) EncodedDeliveryStreamCycleDesc(41084) field. FIX.5.0SP2EP169
41084 EncodedDeliveryStreamCycleDesc data Encoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DeliveryStreamCycleDesc(41082) field. FIX.5.0SP2EP169
41085 NoDeliveryStreamCommoditySources NumInGroup Number of commodity sources in the repeating group. FIX.5.0SP2EP169
41086 DeliveryStreamCommoditySource String The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product.
See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values. 		FIX.5.0SP2EP169
41087 MarketDisruptionProvision int The consequences of market disruption events.
Value SymbolicName Description Added Updated Deprecated
0 NotApplicable Not applicable FIX.5.0SP2EP169
1 Applicable Applicable FIX.5.0SP2EP169
2 AsInMasterAgreement As specified in master agreement FIX.5.0SP2EP169
3 AsInConfirmation As specified in confirmation FIX.5.0SP2EP169
FIX.5.0SP2EP169
41088 MarketDisruptionFallbackProvision int Specifies the location of the fallback provision documentation.
Value SymbolicName Description Added Updated Deprecated
0 MasterAgreement As specified in master agreement FIX.5.0SP2EP169
1 Confirmation As specified in confirmation FIX.5.0SP2EP169
FIX.5.0SP2EP169
41089 MarketDisruptionMaximumDays int Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). ISDA 2005 Commodity Definition. FIX.5.0SP2EP169
41090 MarketDisruptionMaterialityPercentage Percentage Used when a price materiality percentage applies to the price source disruption event and this event has been specified. Applicable to 2005 Commodity Definitions only. FIX.5.0SP2EP169
41091 MarketDisruptionMinimumFuturesContracts int Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. Applicable to 1993 Commodity Definitions only. FIX.5.0SP2EP169
41092 NoMarketDisruptionEvents NumInGroup Number of disruption events in the repeating group. FIX.5.0SP2EP169
41093 MarketDisruptionEvent String Specifies the market disruption event.
For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values.
For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types. 		FIX.5.0SP2EP169 FIX.5.0SP2EP187
41094 NoMarketDisruptionFallbacks NumInGroup Number of fallbacks in the repeating group. FIX.5.0SP2EP169
41095 MarketDisruptionFallbackType String Specifies the type of disruption fallback.
See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values. 		FIX.5.0SP2EP169
41096 NoMarketDisruptionFallbackReferencePrices NumInGroup Number of fallback reference securities in the repeating group. FIX.5.0SP2EP169
41097 MarketDisruptionFallbackUnderlierType int The type of reference price underlier.
Value SymbolicName Description Added Updated Deprecated
0 Basket Basket FIX.5.0SP2EP169
1 Bond Bond FIX.5.0SP2EP169
2 Cash Cash FIX.5.0SP2EP169
3 Commodity Commodity FIX.5.0SP2EP169
4 ConvertibleBond Convertible bond FIX.5.0SP2EP169
5 Equity Equity FIX.5.0SP2EP169
6 ExchangeTradedFund Exchange traded fund FIX.5.0SP2EP169
7 Future Future FIX.5.0SP2EP169
8 Index Index FIX.5.0SP2EP169
9 Loan Loan FIX.5.0SP2EP169
10 Mortgage Mortgage FIX.5.0SP2EP169
11 MutualFund Mutual fund FIX.5.0SP2EP169
FIX.5.0SP2EP169
41098 MarketDisruptionFallbackUnderlierSecurityID String Specifies the identifier value of the security. FIX.5.0SP2EP169
41099 MarketDisruptionFallbackUnderlierSecurityIDSource String Specifies the class or source scheme of the security identifier. FIX.5.0SP2EP169
41100 MarketDisruptionFallbackUnderlierSecurityDesc String Specifies the description of the underlying security. FIX.5.0SP2EP169
41101 EncodedMarketDisruptionFallbackUnderlierSecurityDescLen Length Byte length of encoded (non-ASCII characters) EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field. FIX.5.0SP2EP169
41102 EncodedMarketDisruptionFallbackUnderlierSecurityDesc data Encoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field. FIX.5.0SP2EP169
41103 MarketDisruptionFallbackOpenUnits Qty If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. FIX.5.0SP2EP169
41104 MarketDisruptionFallbackBasketCurrency Currency Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41105 MarketDisruptionFallbackBasketDivisor float Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. FIX.5.0SP2EP169
41106 ExerciseDesc String A description of the option exercise. FIX.5.0SP2EP169
41107 EncodedExerciseDescLen Length Byte length of encoded (non-ASCII characters) EncodedExerciseDesc(41102) field. FIX.5.0SP2EP169
41108 EncodedExerciseDesc data Encoded (non-ASCII characters) representation of the ExerciseDesc(41106) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ExerciseDesc(41106) field. FIX.5.0SP2EP169
41109 AutomaticExerciseIndicator Boolean Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money. FIX.5.0SP2EP169
41110 AutomaticExerciseThresholdRate float The threshold rate for triggering automatic exercise. FIX.5.0SP2EP169
41111 ExerciseConfirmationMethod int Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
Value SymbolicName Description Added Updated Deprecated
0 NotRequired Not required FIX.5.0SP2EP169
1 NonElectronic Non-electronic FIX.5.0SP2EP169
2 Electronic Electronic FIX.5.0SP2EP169
3 Unknown Unknown at time of report FIX.5.0SP2EP169
FIX.5.0SP2EP169
41112 ManualNoticeBusinessCenter String Identifies the business center used for adjusting the time for manual exercise notice.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41113 FallbackExerciseIndicator Boolean Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). FIX.5.0SP2EP169
41114 LimitedRightToConfirmIndicator Boolean Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the expiration date. If true ("Y") specific rules will apply in relation to the settlement mode. FIX.5.0SP2EP169
41115 ExerciseSplitTicketIndicator Boolean Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations. FIX.5.0SP2EP169
41116 NoOptionExerciseBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP169
41117 OptionExerciseBusinessCenter String The business center calendar used to adjust the option exercise dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41118 OptionExerciseBusinessDayConvention int The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. FIX.5.0SP2EP169
41119 OptionExerciseEarliestDateOffsetDayType int Specifies the day type of the relative earliest option exercise date offset. FIX.5.0SP2EP169 FIX.5.0SP2EP208
41120 OptionExerciseEarliestDateOffsetPeriod int Time unit multiplier for the relative earliest exercise date offset. FIX.5.0SP2EP169
41121 OptionExerciseEarliestDateOffsetUnit String Time unit associated with the relative earliest exercise date offset. FIX.5.0SP2EP169
41122 OptionExerciseFrequencyPeriod int Time unit multiplier for the frequency of exercise dates. FIX.5.0SP2EP169
41123 OptionExerciseFrequencyUnit String Time unit associated with the frequency of exercise dates. FIX.5.0SP2EP169
41124 OptionExerciseStartDateUnadjusted LocalMktDate The unadjusted start date for calculating periodic exercise dates. FIX.5.0SP2EP169
41125 OptionExerciseStartDateRelativeTo int Specifies the anchor date when the option exercise start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP169
41126 OptionExerciseStartDateOffsetPeriod int Time unit multiplier for the relative exercise start date offset. FIX.5.0SP2EP169
41127 OptionExerciseStartDateOffsetUnit String Time unit associated with the relative exercise start date offset. FIX.5.0SP2EP169
41128 OptionExerciseStartDateOffsetDayType int Specifies the day type of the relative option exercise start date offset. FIX.5.0SP2EP169 FIX.5.0SP2EP208
41129 OptionExerciseStartDateAdjusted LocalMktDate The adjusted start date for calculating periodic exercise dates. FIX.5.0SP2EP169
41130 OptionExerciseSkip int The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. FIX.5.0SP2EP169
41131 OptionExerciseNominationDeadline LocalMktDate Last date (adjusted) for establishing the option exercise terms. FIX.5.0SP2EP169
41132 OptionExerciseFirstDateUnadjusted LocalMktDate The unadjusted first exercise date. FIX.5.0SP2EP169
41133 OptionExerciseLastDateUnadjusted LocalMktDate The unadjusted last exercise date. FIX.5.0SP2EP169
41134 OptionExerciseEarliestTime LocalMktTime The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option. FIX.5.0SP2EP169
41135 OptionExerciseLatestTime LocalMktTime The latest exercise time. See also OptionExerciseEarliestTime(41134). FIX.5.0SP2EP169
41136 OptionExerciseTimeBusinessCenter String The business center used to determine the locale for option exercise time, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values 		FIX.5.0SP2EP169
41137 NoOptionExerciseDates NumInGroup Number of dates in the repeating group. FIX.5.0SP2EP169
41138 OptionExerciseDate LocalMktDate The option exercise fixed date, unadjusted or adjusted depending on OptionExerciseDateType(41139). FIX.5.0SP2EP169
41139 OptionExerciseDateType int Specifies the type of date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
Value SymbolicName Description Added Updated Deprecated
0 Unadjusted Unadjusted FIX.5.0SP2EP169
1 Adjusted Adjusted FIX.5.0SP2EP169
FIX.5.0SP2EP169
41140 NoOptionExerciseExpirationDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP169
41141 OptionExerciseExpirationDateBusinessCenter String The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41142 OptionExerciseExpirationDateBusinessDayConvention int The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. FIX.5.0SP2EP169
41143 OptionExerciseExpirationDateRelativeTo int Specifies the anchor date when the option exercise expiration date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP169 FIX.5.0SP2EP208
41144 OptionExerciseExpirationDateOffsetPeriod int Time unit multiplier for the relative exercise expiration date offset. FIX.5.0SP2EP169
41145 OptionExerciseExpirationDateOffsetUnit String Time unit associated with the relative exercise expiration date offset. FIX.5.0SP2EP169
41146 OptionExerciseExpirationFrequencyPeriod int Time unit multiplier for the frequency of exercise expiration dates. FIX.5.0SP2EP169
41147 OptionExerciseExpirationFrequencyUnit String Time unit associated with the frequency of exercise expiration dates. FIX.5.0SP2EP169
41148 OptionExerciseExpirationRollConvention String The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the DateAdjustment component in Instrument. FIX.5.0SP2EP169
41149 OptionExerciseExpirationDateOffsetDayType int Specifies the day type of the relative option exercise expiration date offset. FIX.5.0SP2EP169 FIX.5.0SP2EP208
41150 OptionExerciseExpirationTime LocalMktTime The option exercise expiration time. FIX.5.0SP2EP169
41151 OptionExerciseExpirationTimeBusinessCenter String The business center used to determine the locale for option exercise expiration time, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41152 NoOptionExerciseExpirationDates NumInGroup Number of fixed exercise expiration dates in the repeating group. FIX.5.0SP2EP169
41153 OptionExerciseExpirationDate LocalMktDate An adjusted or unadjusted fixed option exercise expiration date. FIX.5.0SP2EP169
41154 OptionExerciseExpirationDateType int Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2EP169
41155 PaymentUnitOfMeasure String Used to express the unit of measure (UOM) of the payment amount if not in the currency of the trade. FIX.5.0SP2EP169
41156 PaymentDateRelativeTo int Specifies the anchor date when the payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP169 FIX.5.0SP2EP208
41157 PaymentDateOffsetPeriod int Time unit multiplier for the relative payment date offset. FIX.5.0SP2EP169
41158 PaymentDateOffsetUnit String Time unit associated with the relative payment date offset. FIX.5.0SP2EP169
41159 PaymentDateOffsetDayType int Specifies the day type of the relative payment date offset.
Value SymbolicName Description Added Updated Deprecated
0 Business Business FIX.5.0SP2EP169
1 Calendar Calendar FIX.5.0SP2EP169
2 Commodity Commodity business FIX.5.0SP2EP169
3 Currency Currency business FIX.5.0SP2EP169
4 Exchange Exchange business FIX.5.0SP2EP169
5 Scheduled Scheduled trading day FIX.5.0SP2EP169
FIX.5.0SP2EP169 FIX.5.0SP2EP208
41160 PaymentForwardStartType int Forward start premium type.
Value SymbolicName Description Added Updated Deprecated
0 Prepaid Prepaid FIX.5.0SP2EP169
1 Postpaid Post-paid FIX.5.0SP2EP169
2 Variable Variable FIX.5.0SP2EP169
3 Fixed Fixed FIX.5.0SP2EP169
FIX.5.0SP2EP169
41161 NoPaymentScheduleFixingDays NumInGroup Number of fixing days in the repeating group. FIX.5.0SP2EP169
41162 PaymentScheduleFixingDayOfWeek int The day of the week on which fixing will take place. FIX.5.0SP2EP169
41163 PaymentScheduleFixingDayNumber int The occurrence of the day of week on which fixing takes place. For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day. FIX.5.0SP2EP169
41164 PaymentScheduleXID XID Identifier of this PaymentSchedule for cross referencing elsewhere in the message. FIX.5.0SP2EP169
41165 PaymentScheduleXIDRef XIDREF Reference to payment schedule elsewhere in the message. FIX.5.0SP2EP169
41166 PaymentScheduleRateCurrency Currency The currency of the schedule rate. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41167 PaymentScheduleRateUnitOfMeasure String The schedule rate unit of measure (UOM). FIX.5.0SP2EP169
41168 PaymentScheduleRateConversionFactor float The number to be multiplied by the derived floating rate of the payment schedule in order to arrive at the payment rate. If omitted, the schedule rate conversion factor is 1. FIX.5.0SP2EP169
41169 PaymentScheduleRateSpreadType int Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. FIX.5.0SP2EP169
41170 PaymentScheduleSettlPeriodPrice Price The schedule settlement period price. FIX.5.0SP2EP169
41171 PaymentScheduleSettlPeriodPriceCurrency Currency Specifies the currency of the schedule settlement period price. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41172 PaymentScheduleSettlPeriodPriceUnitOfMeasure String The settlement period price unit of measure (UOM). FIX.5.0SP2EP169
41173 PaymentScheduleStepUnitOfMeasure String The schedule step unit of measure (UOM). FIX.5.0SP2EP169
41174 PaymentScheduleFixingDayDistribution int The distribution of fixing days. FIX.5.0SP2EP169
41175 PaymentScheduleFixingDayCount int The number of days over which fixing should take place. FIX.5.0SP2EP169
41176 PaymentScheduleFixingLagPeriod int Time unit multiplier for the fixing lag duration. FIX.5.0SP2EP169
41177 PaymentScheduleFixingLagUnit String Time unit associated with the fixing lag duration. FIX.5.0SP2EP169
41178 PaymentScheduleFixingFirstObservationDateOffsetPeriod int Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. FIX.5.0SP2EP169 FIX.5.0SP2EP208
41179 PaymentScheduleFixingFirstObservationDateOffsetUnit String Time unit associated with the relative first observation date offset. FIX.5.0SP2EP169 FIX.5.0SP2EP208
41180 PaymentStreamFlatRateIndicator Boolean When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction “Fixed”. If 'N' it is taken on each Pricing Date “Floating”. FIX.5.0SP2EP169
41181 PaymentStreamFlatRateAmount Amt Specifies the actual monetary value of the flat rate when PaymentStreamFlatRateIndicator(41180) = 'Y'. FIX.5.0SP2EP169
41182 PaymentStreamFlatRateCurrency Currency Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41183 PaymentStreamMaximumPaymentAmount Amt Specifies the limit on the total payment amount. FIX.5.0SP2EP169
41184 PaymentStreamMaximumPaymentCurrency Currency Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41185 PaymentStreamMaximumTransactionAmount Amt Specifies the limit on the payment amount that goes out in any particular calculation period. FIX.5.0SP2EP169
41186 PaymentStreamMaximumTransactionCurrency Currency Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41187 PaymentStreamFixedAmountUnitOfMeasure String Specifies the fixed payment amount unit of measure (UOM). FIX.5.0SP2EP169
41188 PaymentStreamTotalFixedAmount Amt Specifies the total fixed payment amount. FIX.5.0SP2EP169
41189 PaymentStreamWorldScaleRate float The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap. FIX.5.0SP2EP169
41190 PaymentStreamContractPrice Price The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap. FIX.5.0SP2EP169
41191 PaymentStreamContractPriceCurrency Currency Specifies the currency of PaymentStreamContractPrice(41190). Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41192 NoPaymentStreamPricingBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP169
41193 PaymentStreamPricingBusinessCenter String The business center calendar used to adjust the payment stream's pricing dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41194 PaymentStreamRateIndex2CurvePeriod int Secondary time unit multiplier for the payment stream's floating rate index curve. May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points. FIX.5.0SP2EP169
41195 PaymentStreamRateIndex2CurveUnit String Secondary time unit associated with the payment stream's floating rate index curve. FIX.5.0SP2EP169
41196 PaymentStreamRateIndexLocation String Specifies the location of the floating rate index. FIX.5.0SP2EP169
41197 PaymentStreamRateIndexLevel Qty This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. FIX.5.0SP2EP169
41198 PaymentStreamRateIndexUnitOfMeasure String The unit of measure (UOM) of the rate index level. FIX.5.0SP2EP169
41199 PaymentStreamSettlLevel int Specifies how weather index units are to be calculated.
Value SymbolicName Description Added Updated Deprecated
0 Average The cumulative number of weather index units for each day in the calculation period divided by the number of days in the calculation period. FIX.5.0SP2EP169
1 Maximum The maximum number of weather index units for any day in the calculaiton period. FIX.5.0SP2EP169
2 Minimum The minimum number of weather index units for any day in the calculaiton period. FIX.5.0SP2EP169
3 Cumulative The cumulative number of weather index units for each day in the calculaiton period. FIX.5.0SP2EP169
FIX.5.0SP2EP169
41200 PaymentStreamReferenceLevel Qty This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. FIX.5.0SP2EP169
41201 PaymentStreamReferenceLevelUnitOfMeasure String The unit of measure (UOM) of the rate reference level. FIX.5.0SP2EP169
41202 PaymentStreamReferenceLevelEqualsZeroIndicator Boolean When set to 'Y', it indicates the weather reference level equals zero. FIX.5.0SP2EP169
41203 PaymentStreamRateSpreadCurrency Currency Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41204 PaymentStreamRateSpreadUnitOfMeasure String Species the unit of measure (UOM) of the floating rate spread. FIX.5.0SP2EP169
41205 PaymentStreamRateConversionFactor float The number to be multiplied by the derived floating rate of the payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. FIX.5.0SP2EP169
41206 PaymentStreamRateSpreadType int Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate.
Value SymbolicName Description Added Updated Deprecated
0 Absolute Absolute FIX.5.0SP2EP169
1 Percentage Percentage FIX.5.0SP2EP169
FIX.5.0SP2EP169
41207 PaymentStreamLastResetRate Percentage The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. FIX.5.0SP2EP169
41208 PaymentStreamFinalRate Percentage The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. FIX.5.0SP2EP169
41209 PaymentStreamCalculationLagPeriod int Time unit multiplier for the calculation lag duration. FIX.5.0SP2EP169
41210 PaymentStreamCalculationLagUnit String Time unit associated with the calculation lag duration. FIX.5.0SP2EP169
41211 PaymentStreamFirstObservationDateOffsetPeriod int Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. FIX.5.0SP2EP169 FIX.5.0SP2EP208
41212 PaymentStreamFirstObservationDateOffsetUnit String Time unit associated with the relative first observation date offset. FIX.5.0SP2EP169 FIX.5.0SP2EP208
41213 PaymentStreamPricingDayType int Specifies the commodity pricing day type. FIX.5.0SP2EP169
41214 PaymentStreamPricingDayDistribution int The distribution of pricing days.
Value SymbolicName Description Added Updated Deprecated
0 All All FIX.5.0SP2EP169
1 First First FIX.5.0SP2EP169
2 Last Last FIX.5.0SP2EP169
3 Penultimate Penultimate FIX.5.0SP2EP169
FIX.5.0SP2EP169
41215 PaymentStreamPricingDayCount int The number of days over which pricing should take place. FIX.5.0SP2EP169
41216 PaymentStreamPricingBusinessCalendar String Specifies the business calendar to use for pricing.
See http://www.fpml.org/coding-scheme/commodity-business-calendar for values. 		FIX.5.0SP2EP169
41217 PaymentStreamPricingBusinessDayConvention int The business day convention used to adjust the payent stream's pricing dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. FIX.5.0SP2EP169
41218 DeliveryStreamRiskApportionmentSource String Specifies the source or legal framework for the risk apportionment.
See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list. 		FIX.5.0SP2EP169
41219 LegDeliveryStreamRiskApportionmentSource String Specifies the source or legal framework for the risk apportionment.
See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list. 		FIX.5.0SP2EP169
41220 NoPaymentStreamPaymentDates NumInGroup Number of payment dates in the repeating group. FIX.5.0SP2EP169
41221 PaymentStreamPaymentDate LocalMktDate The adjusted or unadjusted fixed stream payment date. FIX.5.0SP2EP169
41222 PaymentStreamPaymentDateType int Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2EP169
41223 PaymentStreamMasterAgreementPaymentDatesIndicator Boolean When set to 'Y', it indicates that payment dates are specified in the relevant master agreement. FIX.5.0SP2EP169
41224 NoPaymentStreamPricingDates NumInGroup Number of pricing dates in the repeating group. FIX.5.0SP2EP169
41225 PaymentStreamPricingDate LocalMktDate The adjusted or unadjusted fixed stream pricing date. FIX.5.0SP2EP169
41226 PaymentStreamPricingDateType int Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2EP169
41227 NoPaymentStreamPricingDays NumInGroup Number of pricing days in the repeating group. FIX.5.0SP2EP169
41228 PaymentStreamPricingDayOfWeek int The day of the week on which pricing takes place.
Value SymbolicName Description Added Updated Deprecated
0 EveryDay Every day (the default if not specified) FIX.5.0SP2EP169
1 Monday Monday FIX.5.0SP2EP169
2 Tuesday Tuesday FIX.5.0SP2EP169
3 Wednesday Wednesday FIX.5.0SP2EP169
4 Thursday Thursday FIX.5.0SP2EP169
5 Friday Friday FIX.5.0SP2EP169
6 Saturday Saturday FIX.5.0SP2EP169
7 Sunday Sunday FIX.5.0SP2EP169
FIX.5.0SP2EP169
41229 PaymentStreamPricingDayNumber int The occurrence of the day of week on which pricing takes place. For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3. FIX.5.0SP2EP169
41230 NoPricingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP169
41231 PricingDateBusinessCenter String The business center calendar used to adjust pricing or fixing dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41232 PricingDateUnadjusted LocalMktDate The unadjusted pricing or fixing date. FIX.5.0SP2EP169
41233 PricingDateBusinessDayConvention int The business day convention used to adjust pricing or fixing dates. Used only to override the business day convention defined in the DateAdjustment component within the Instrument component. FIX.5.0SP2EP169
41234 PricingDateAdjusted LocalMktDate The adjusted pricing or fixing date. FIX.5.0SP2EP169
41235 PricingTime LocalMktTime Specifies the local market time of the pricing or fixing. FIX.5.0SP2EP169
41236 PricingTimeBusinessCenter String Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. FIX.5.0SP2EP169
41237 NoStreamAssetAttributes NumInGroup Number of asset attribute entries in the group.
Value SymbolicName Description Added Updated Deprecated
D Day Day FIX.5.0SP2EP169
FIX.5.0SP2EP169
41238 StreamAssetAttributeType String Specifies the name of the attribute.
See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. 		FIX.5.0SP2EP169
41239 StreamAssetAttributeValue String Specifies the value of the attribute. FIX.5.0SP2EP169
41240 StreamAssetAttributeLimit String Limit or lower acceptable value of the attribute. FIX.5.0SP2EP169
41241 NoStreamCalculationPeriodDates NumInGroup Number of calculation period dates in the repeating group. FIX.5.0SP2EP169
41242 StreamCalculationPeriodDate LocalMktDate The adjusted or unadjusted fixed calculation period date. FIX.5.0SP2EP169
41243 StreamCalculationPeriodDateType int Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2EP169
41244 StreamCalculationPeriodDatesXID XID Identifier of this calculation period for cross referencing elsewhere in the message. FIX.5.0SP2EP169
41245 StreamCalculationPeriodDatesXIDRef XIDREF Cross reference to another calculation period for duplicating its properties. FIX.5.0SP2EP169
41246 StreamCalculationBalanceOfFirstPeriod Boolean When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.). FIX.5.0SP2EP169
41247 StreamCalculationCorrectionPeriod int Time unit multiplier for the length of time after the publication of the data when corrections can be made. FIX.5.0SP2EP169
41248 StreamCalculationCorrectionUnit String Time unit associated with the length of time after the publication of the data when corrections can be made. FIX.5.0SP2EP169
41249 NoStreamCommoditySettlBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP169
41250 StreamCommoditySettlBusinessCenter String The business center calendar used to adjust the commodity delivery date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41251 StreamCommodityBase String Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. Examples of general commodity base types include: Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions. FIX.5.0SP2EP169
41252 StreamCommodityType String Specifies the type of commodity product.
For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values.
For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values.
For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types. 		FIX.5.0SP2EP169
41253 StreamCommoditySecurityID String Specifies the market identifier for the commodity. FIX.5.0SP2EP169
41254 StreamCommoditySecurityIDSource String Identifies the class or source of the StreamCommoditySecurityIDSource(41253) value. FIX.5.0SP2EP169
41255 StreamCommodityDesc String Description of the commodity asset. FIX.5.0SP2EP169
41256 EncodedStreamCommodityDescLen Length Byte length of encoded (non-ASCII characters) EncodedStreamCommodityDesc(41257) field. FIX.5.0SP2EP169
41257 EncodedStreamCommodityDesc data Encoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the StreamCommodityDesc(41255) field. FIX.5.0SP2EP169
41258 StreamCommodityUnitOfMeasure String The unit of measure (UOM) of the commodity asset. FIX.5.0SP2EP169
41259 StreamCommodityCurrency Currency Identifies the currency of the commodity asset. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41260 StreamCommodityExchange Exchange Identifies the exchange where the commodity is traded. FIX.5.0SP2EP169
41261 StreamCommodityRateSource int Identifies the source of rate information used for commodities.
See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources. 		FIX.5.0SP2EP169
41262 StreamCommodityRateReferencePage String Identifies the reference "page" from the rate source. FIX.5.0SP2EP169
41263 StreamCommodityRateReferencePageHeading String Identifies the page heading from the rate source. FIX.5.0SP2EP169
41264 StreamDataProvider String Specifies the commodity data or information provider.
See http://www.fpml.org/coding-scheme/commodity-information-provider for values. 		FIX.5.0SP2EP169
41265 StreamCommodityPricingType String Specifies how the pricing or rate setting of the trade is to be determined or based upon.
See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types. 		FIX.5.0SP2EP169
41266 StreamCommodityNearbySettlDayPeriod int Time unit multiplier for the nearby settlement day. When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo. FIX.5.0SP2EP169
41267 StreamCommodityNearbySettlDayUnit String Time unit associated with the nearby settlement day.
Value SymbolicName Description Added Updated Deprecated
Wk Week Week FIX.5.0SP2EP169
Mo Month Month FIX.5.0SP2EP169
FIX.5.0SP2EP169
41268 StreamCommoditySettlDateUnadjusted LocalMktDate The unadjusted commodity delivery date. FIX.5.0SP2EP169
41269 StreamCommoditySettlDateBusinessDayConvention int The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. FIX.5.0SP2EP169
41270 StreamCommoditySettlDateAdjusted LocalMktDate The adjusted commodity delivery date. FIX.5.0SP2EP169
41271 StreamCommoditySettlMonth int Specifies a fixed single month for commodity delivery. Use "1" for January, "2" for February, etc. FIX.5.0SP2EP169
41272 StreamCommoditySettlDateRollPeriod int Time unit multiplier for the commodity delivery date roll. For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires. FIX.5.0SP2EP169
41273 StreamCommoditySettlDateRollUnit String Time unit associated with the commodity delivery date roll.
Value SymbolicName Description Added Updated Deprecated
D Day Day FIX.5.0SP2EP169
FIX.5.0SP2EP169
41274 StreamCommoditySettlDayType int Specifies the commodity delivery roll day type. FIX.5.0SP2EP169
41275 StreamCommodityXID XID Identifier of this stream commodity for cross referencing elsewhere in the message. FIX.5.0SP2EP169
41276 StreamCommodityXIDRef XIDREF Reference to a stream commodity elsewhere in the message. FIX.5.0SP2EP169
41277 NoStreamCommodityAltIDs NumInGroup Number of alternate security identifers. FIX.5.0SP2EP169
41278 StreamCommodityAltID String Alternate security identifier value for the commodity. FIX.5.0SP2EP169
41279 StreamCommodityAltIDSource String Identifies the class or source of the alternate commodity security identifier. FIX.5.0SP2EP169
41280 NoStreamCommodityDataSources NumInGroup Number of data sources in the repeating group. The order of entry determines priority – first is the main source, second is fallback, third is second fallback. FIX.5.0SP2EP169
41281 StreamCommodityDataSourceID String Data source identifier. FIX.5.0SP2EP169
41282 StreamCommodityDataSourceIDType int Type of data source identifier.
Value SymbolicName Description Added Updated Deprecated
0 City City (4 character business center code) FIX.5.0SP2EP169
1 Airport Airport (IATA standard) FIX.5.0SP2EP169
2 WeatherStation Weather station WBAN (Weather Bureau Army Navy) FIX.5.0SP2EP169
3 WeatherIndex Weather index WMO (World Meteorological Organization) FIX.5.0SP2EP169
FIX.5.0SP2EP169
41283 NoStreamCommoditySettlDays NumInGroup Number of days in the repeating group. FIX.5.0SP2EP169
41284 StreamCommoditySettlDay int Specifies the day or group of days for delivery. FIX.5.0SP2EP169
41285 StreamCommoditySettlTotalHours int Sum of the hours specified in StreamCommoditySettlTimeGrp. FIX.5.0SP2EP169
41286 NoStreamCommoditySettlTimes NumInGroup Number of hour ranges in the repeating group. FIX.5.0SP2EP169
41287 StreamCommoditySettlStart String The start time for commodities settlement where delivery occurs over time. The time format is specified by the settlement time type. FIX.5.0SP2EP169
41288 StreamCommoditySettlEnd String The end time for commodities settlement where delivery occurs over time. The time format is specified by the settlement time type. FIX.5.0SP2EP169
41289 NoStreamCommoditySettlPeriods NumInGroup Number of commodity settlement periods in the repeating group. FIX.5.0SP2EP169
41290 StreamCommoditySettlCountry Country Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. FIX.5.0SP2EP169
41291 StreamCommoditySettlTimeZone String Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight".
See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. 		FIX.5.0SP2EP169
41292 StreamCommoditySettlFlowType int Specifies the commodity delivery flow type. FIX.5.0SP2EP169 FIX.5.0SP2EP179
41293 StreamCommoditySettlPeriodNotional Qty Specifies the delivery quantity associated with this settlement period. FIX.5.0SP2EP169
41294 StreamCommoditySettlPeriodNotionalUnitOfMeasure String Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period. FIX.5.0SP2EP169
41295 StreamCommoditySettlPeriodFrequencyPeriod int Time unit multiplier for the settlement period frequency. FIX.5.0SP2EP169
41296 StreamCommoditySettlPeriodFrequencyUnit String Time unit associated with the settlement period frequency. FIX.5.0SP2EP169
41297 StreamCommoditySettlPeriodPrice Price The settlement period price. FIX.5.0SP2EP169
41298 StreamCommoditySettlPeriodPriceUnitOfMeasure String Specifies the settlement period price unit of measure (UOM). FIX.5.0SP2EP169
41299 StreamCommoditySettlPeriodPriceCurrency Currency The currency of the settlement period price. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41300 StreamCommoditySettlHolidaysProcessingInstruction int Indicates whether holidays are included in the settlement periods. Required for electricity contracts. FIX.5.0SP2EP169
41301 StreamCommoditySettlPeriodXID XID Identifier of this settlement period for cross referencing elsewhere in the message. FIX.5.0SP2EP169
41302 StreamCommoditySettlPeriodXIDRef XIDREF Cross reference to another settlement period for duplicating its properties. FIX.5.0SP2EP169
41303 StreamXID XID Identifier of this Stream for cross referencing elsewhere in the message. FIX.5.0SP2EP169
41304 PaymentLegRefID String Identifies the instrument leg in which this payment applies to by referencing the leg's LegID(1788). FIX.5.0SP2EP187
41305 StreamNotionalXIDRef XIDREF Cross reference to another Stream notional for duplicating its properties. FIX.5.0SP2EP169
41306 StreamNotionalFrequencyPeriod int Time unit multiplier for the swap stream's notional frequency. FIX.5.0SP2EP169
41307 StreamNotionalFrequencyUnit String Time unit associated with the swap stream's notional frequency. FIX.5.0SP2EP169
41308 StreamNotionalCommodityFrequency int The commodity's notional or quantity delivery frequency.
Value SymbolicName Description Added Updated Deprecated
0 Term Term FIX.5.0SP2EP169
1 PerBusinessDay Per business day FIX.5.0SP2EP169
2 PerCalculationPeriod Per calculation period FIX.5.0SP2EP169
3 PerSettlPeriod Per settlement period FIX.5.0SP2EP169
4 PerCalendarDay Per calendar day FIX.5.0SP2EP169
5 PerHour Per hour FIX.5.0SP2EP169
6 PerMonth Per month FIX.5.0SP2EP169
FIX.5.0SP2EP169
41309 StreamNotionalUnitOfMeasure String Specifies the delivery stream quantity unit of measure (UOM). FIX.5.0SP2EP169
41310 StreamTotalNotional Qty Total notional or delivery quantity over the term of the contract. FIX.5.0SP2EP169
41311 StreamTotalNotionalUnitOfMeasure String Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract. FIX.5.0SP2EP169
41312 NoMandatoryClearingJurisdictions NumInGroup Number of mandatory clearing jurisdictions. FIX.5.0SP2EP169
41313 MandatoryClearingJurisdiction String Identifier of the regulatory jurisdiction requiring the trade to be cleared. FIX.5.0SP2EP169
41314 UnderlyingProtectionTermXIDRef XIDREF Reference to the protection terms applicable to this entity or obligation. Contains the same XID named string value of the instance in the ProtectionTerms repeating group that applies to this Underlying. FIX.5.0SP2EP161
41315 UnderlyingSettlTermXIDRef XIDREF Reference to the cash or physical settlement terms applicable to this entity or obligation. Contains the same XID named string value of the instance in the appropriate repeating group that applies to this Underlying. FIX.5.0SP2EP161
41316 NoLegAdditionalTermBondRefs NumInGroup Number of bonds in the repeating group. FIX.5.0SP2EP169
41317 LegAdditionalTermBondSecurityID String Security identifier of the bond. FIX.5.0SP2EP169
41318 LegAdditionalTermBondSecurityIDSource String Identifies the source scheme of the LegAdditionalTermBondSecurityID(41317) value. FIX.5.0SP2EP169
41319 LegAdditionalTermBondDesc String Description of the bond. FIX.5.0SP2EP169
41320 EncodedLegAdditionalTermBondDescLen Length Byte length of encoded (non-ASCII characters) EncodedLegAdditionalTermBondDesc(41321) field. FIX.5.0SP2EP169
41321 EncodedLegAdditionalTermBondDesc data Encoded (non-ASCII characters) representation of the LegAdditionalTermBondDesc(41319) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegAdditionalTermBondDesc(41319) field. FIX.5.0SP2EP169
41322 LegAdditionalTermBondCurrency Currency Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41323 LegAdditionalTermBondIssuer String Issuer of the bond. FIX.5.0SP2EP169
41324 EncodedLegAdditionalTermBondIssuerLen Length Byte length of encoded (non-ASCII characters) EncodedLegAdditionalTermBondIssuer(41325) field. FIX.5.0SP2EP169
41325 EncodedLegAdditionalTermBondIssuer data Encoded (non-ASCII characters) representation of the LegAdditionalTermBondIssuer(41323) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegAdditionalTermBondIssuer(41323) field. FIX.5.0SP2EP169
41326 LegAdditionalTermBondSeniority String Specifies the bond's payment priority in the event of a default. FIX.5.0SP2EP169
41327 LegAdditionalTermBondCouponType int Specifies the coupon type of the bond. FIX.5.0SP2EP169
41328 LegAdditionalTermBondCouponRate Percentage Coupon rate of the bond. See also CouponRate(223). FIX.5.0SP2EP169
41329 LegAdditionalTermBondMaturityDate LocalMktDate The maturity date of the bond. FIX.5.0SP2EP169
41330 LegAdditionalTermBondParValue Amt The par value of the bond. FIX.5.0SP2EP169
41331 LegAdditionalTermBondCurrentTotalIssuedAmount Amt Total issued amount of the bond. FIX.5.0SP2EP169
41332 LegAdditionalTermBondCouponFrequencyPeriod int Time unit multiplier for the frequency of the bond's coupon payment. FIX.5.0SP2EP169
41333 LegAdditionalTermBondCouponFrequencyUnit String Time unit associated with the frequency of the bond's coupon payment. FIX.5.0SP2EP169
41334 LegAdditionalTermBondDayCount int The day count convention used in interest calculations for a bond or an interest bearing security. FIX.5.0SP2EP169
41335 NoLegAdditionalTerms NumInGroup Number of additional terms in the repeating group. FIX.5.0SP2EP169
41336 LegAdditionalTermConditionPrecedentBondIndicator Boolean Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used. FIX.5.0SP2EP169
41337 LegAdditionalTermDiscrepancyClauseIndicator Boolean Indicates whether the discrepancy clause is applicable. FIX.5.0SP2EP169
41338 UnderlyingMarketDisruptionValue String Applicable value for UnderlyingMarketDisruptionEvent(41865). FIX.5.0SP2EP187
41339 UnderlyingMarketDisruptionFallbackValue String Applicable value for UnderlyingMarketDisruptionFallbackType(41867). FIX.5.0SP2EP187
41340 NoUnderlyingAdditionalTermBondRefs NumInGroup Number of bonds in the repeating group. FIX.5.0SP2EP187
41341 UnderlyingAdditionalTermBondSecurityID String Security identifier of the bond. FIX.5.0SP2EP187
41342 NoLegCashSettlDealers NumInGroup Number of dealers in the repeating group. FIX.5.0SP2EP169
41343 LegCashSettlDealer String Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation. ISDA 2003 Term: Dealer FIX.5.0SP2EP169
41344 NoLegCashSettlTerms NumInGroup Number of elements in the repeating group. FIX.5.0SP2EP169
41345 LegCashSettlCurrency Currency Specifies the currency the LegCashSettlAmount(41357) is denominated in. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41346 LegCasSettlValuationFirstBusinessDayOffset int The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for purposes of cash settlement. Associated with ISDA 2003 Term: Valuation Date. FIX.5.0SP2EP169
41347 LegCashSettlValuationSubsequentBusinessDaysOffset int The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. FIX.5.0SP2EP169
41348 LegCashSettlNumOfValuationDates int Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies the number of applicable valuation dates. Associated with ISDA 2003 Term: Valuation Date FIX.5.0SP2EP169
41349 LegCashSettlValuationTime LocalMktTime Time of valuation. FIX.5.0SP2EP169
41350 LegCashSettlBusinessCenter String Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41351 LegCashSettlQuoteMethod int The type of quote used to determine the cash settlement price. FIX.5.0SP2EP169
41352 LegCashSettlQuoteAmount Amt When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specifed, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. ISDA 2003 Term: Quotation Amount. FIX.5.0SP2EP169
41353 LegCashSettlQuoteCurrency Currency Specifies the currency the LegCashSettlQuoteAmount(41352) is denominated in. Uses ISO 4217 Currency Code. FIX.5.0SP2EP169
41354 LegCashSettlMinimumQuoteAmount Amt When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount. ISDA 2003 Term: Minimum Quotation Amount. FIX.5.0SP2EP169
41355 LegCashSettlMinimumQuoteCurrency Currency Specifies the currency the LegCashSettlQuoteMinimumAmount(41354) is denominated in. Uses ISO 4217 Currency Code. FIX.5.0SP2EP169
41356 LegCashSettlBusinessDays int The number of business days used in the determination of the cash settlement payment date. If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date. FIX.5.0SP2EP169
41357 LegCashSettlAmount Amt The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. If not specified this would typically be calculated as ((100 or the reference price) - reference obligation price) x floating rate payer calculation amount. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount. FIX.5.0SP2EP169
41358 LegCashSettlRecoveryFactor float Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount calculated is (1 - LegCashSettlRecoveryFactor(41358)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount. FIX.5.0SP2EP169
41359 LegCashSettlFixedTermIndicator Boolean Indicates whether fixed settlement is applicable or not applicable in a recovery lock. FIX.5.0SP2EP169
41360 LegCashSettlAccruedInterestIndicator Boolean Indicates whether accrued interest is included or not in the value provided in LegCashSettlAmount(41357).
For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest.
For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest. 		FIX.5.0SP2EP169
41361 LegCashSettlValuationMethod int The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method. FIX.5.0SP2EP169
41362 LegCashSettlTermXID XID A named string value referenced by UnderlyingSettlTermXIDRef(41315). FIX.5.0SP2EP169
41363 NoLegComplexEventAveragingObservations NumInGroup The number of averaging observations in the repeating group. FIX.5.0SP2EP169
41364 LegComplexEventAveragingObservationNumber int Cross reference to the ordinal observation as specified either in the LegComplexEventScheduleGrp or LegComplexEventPeriodDateGrp components. FIX.5.0SP2EP169
41365 LegComplexEventAveragingWeight float The weight factor to be applied to the observation. FIX.5.0SP2EP169
41366 NoLegComplexEventCreditEvents NumInGroup The number of credit events specified in the repeating group. FIX.5.0SP2EP169
41367 LegComplexEventCreditEventType String Specifies the type of credit event.
See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types. 		FIX.5.0SP2EP169
41368 LegComplexEventCreditEventValue String The credit event value appropriate to LegComplexEventCreditEventType(41367).
See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. 		FIX.5.0SP2EP169
41369 LegComplexEventCreditEventCurrency Currency Specifies the applicable currency when LegComplexEventCreditEventCurrency(41368) is an amount. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41370 LegComplexEventCreditEventPeriod int Time unit multiplier for complex credit events. FIX.5.0SP2EP169
41371 LegComplexEventCreditEventUnit String Time unit associated with complex credit events. FIX.5.0SP2EP169
41372 LegComplexEventCreditEventDayType int Specifies the day type for the complex credit events. FIX.5.0SP2EP169
41373 LegComplexEventCreditEventRateSource int Identifies the source of rate information used for credit events.
See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources. 		FIX.5.0SP2EP169
41374 NoLegComplexEventCreditEventQualifiers NumInGroup Number of qualifiers in the repeating group. FIX.5.0SP2EP169
41375 LegComplexEventCreditEventQualifier char Specifies a complex event qualifier. Used to further qualify LegComplexEventCreditEventType(41367). FIX.5.0SP2EP169
41376 NoLegComplexEventPeriodDateTimes NumInGroup Number of entries in the date-time repeating group. FIX.5.0SP2EP169
41377 LegComplexEventPeriodDate LocalMktDate Averaging date for an Asian option.
Trigger date for a Barrier or Knock option. 		FIX.5.0SP2EP169
41378 LegComplexEventPeriodTime LocalMktTime Averaging time for an Asian option. FIX.5.0SP2EP169
41379 NoLegComplexEventPeriods NumInGroup Number of periods in the repeating group. FIX.5.0SP2EP169
41380 LegComplexEventPeriodType int Specifies the period type. FIX.5.0SP2EP169
41381 LegComplexEventBusinessCenter String The business center for adjusting dates and times in the schedule or date-time group.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41382 NoLegComplexEventRateSources NumInGroup Number of rate sources in the repeating group. FIX.5.0SP2EP169
41383 LegComplexEventRateSource int Identifies the source of rate information.
For FX, the reference source to be used for the FX spot rate. 		FIX.5.0SP2EP169
41384 LegComplexEventRateSourceType int Indicates whether the rate source specified is a primary or secondary source. FIX.5.0SP2EP169
41385 LegComplexEventReferencePage String Identifies the reference page from the rate source.
For FX, the reference page to the spot rate is to be used for the reference FX spot rate.
When LegComplexEventRateSource(41383) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. 		FIX.5.0SP2EP169
41386 LegComplexEvenReferencePageHeading String Identifies the reference page heading from the rate source. FIX.5.0SP2EP169
41387 NoLegComplexEventDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP169
41388 LegComplexEventDateBusinessCenter String The business center calendar used to adjust the event date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41389 LegComplexEventDateUnadjusted LocalMktDate The unadjusted complex event date. For example the second expiration date for a calendar spread option strategy. FIX.5.0SP2EP169
41390 LegComplexEventDateRelativeTo int Specifies the anchor date when the complex event date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP169 FIX.5.0SP2EP208
41391 LegComplexEventDateOffsetPeriod int Time unit multiplier for the relative date offset. FIX.5.0SP2EP169
41392 LegComplexEventDateOffsetUnit String Time unit associated with the relative date offset. FIX.5.0SP2EP169
41393 LegComplexEventDateOffsetDayType int Specifies the day type of the relative date offset. FIX.5.0SP2EP169
41394 LegComplexEventDateBusinessDayConvention int The business day convention used to adjust the event date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. FIX.5.0SP2EP169
41395 LegComplexEventDateAdjusted LocalMktDate The adjusted complex event date. FIX.5.0SP2EP169
41396 LegComplexEventFixingTime LocalMktTime The local market fixing time. FIX.5.0SP2EP169
41397 LegComplexEventFixingTimeBusinessCenter String The business center for determining the actual fixing times.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41398 NoLegComplexEventCreditEventSources NumInGroup Number of event sources in the repeating group. FIX.5.0SP2EP169
41399 LegComplexEventCreditEventSource String A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. FIX.5.0SP2EP169
41400 NoLegComplexEventSchedules NumInGroup Number of schedules in the repeating group. FIX.5.0SP2EP169
41401 LegComplexEventScheduleStartDate LocalMktDate The start date of the schedule. FIX.5.0SP2EP169
41402 LegComplexEventScheduleEndDate LocalMktDate The end date of the schedule. FIX.5.0SP2EP169
41403 LegComplexEventScheduleFrequencyPeriod int Time unit multiplier for the schedule date frequency. FIX.5.0SP2EP169
41404 LegComplexEventScheduleFrequencyUnit String Time unit associated with the schedule date frequency. FIX.5.0SP2EP169
41405 LegComplexEventScheduleRollConvention String The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the LegDateAdjustment component in InstrumentLeg. FIX.5.0SP2EP169
41406 ProvisionCashSettlQuoteReferencePage String Identifies the reference "page" from the quote source. FIX.5.0SP2EP161
41407 LegProvisionCashSettlQuoteReferencePage String Identifies the reference "page" from the quote source. FIX.5.0SP2EP161
41408 NoLegDeliverySchedules NumInGroup Number of delivery schedules in the repeating group. FIX.5.0SP2EP169
41409 LegDeliveryScheduleType int Specifies the type of delivery schedule. FIX.5.0SP2EP169
41410 LegDeliveryScheduleXID XID Identifier for this instance of delivery schedule for cross referencing elsewhere in the message. FIX.5.0SP2EP169
41411 LegDeliveryScheduleNotional Qty Physical delivery quantity. FIX.5.0SP2EP169
41412 LegDeliveryScheduleNotionalUnitOfMeasure String Specifies the delivery quantity unit of measure (UOM). FIX.5.0SP2EP169
41413 LegDeliveryScheduleNotionalCommodityFrequency int The frequency of notional delivery. FIX.5.0SP2EP169
41414 LegDeliveryScheduleNegativeTolerance float Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryScheduleToleranceType(41417). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). FIX.5.0SP2EP169
41415 LegDeliverySchedulePositiveTolerance float Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryScheduleToleranceType(41417). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). FIX.5.0SP2EP169
41416 LegDeliveryScheduleToleranceUnitOfMeasure String Specifies the tolerance value's unit of measure (UOM). FIX.5.0SP2EP169
41417 LegDeliveryScheduleToleranceType int Specifies the tolerance value type. FIX.5.0SP2EP169
41418 LegDeliveryScheduleSettlCountry Country Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. FIX.5.0SP2EP169
41419 LegDeliveryScheduleSettlTimeZone String Delivery timezone specified as "prevailing" rather than "standard" or "daylight".
See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. 		FIX.5.0SP2EP169
41420 LegDeliveryScheduleSettlFlowType int Specifies the delivery flow type. FIX.5.0SP2EP169
41421 LegDeliveryScheduleSettlHolidaysProcessingInstruction int Indicates whether holidays are included in the settlement periods. Required for electricity contracts. FIX.5.0SP2EP169
41422 NoLegDeliveryScheduleSettlDays NumInGroup Number of delivery schedules in the repeating group. FIX.5.0SP2EP169
41423 LegDeliveryScheduleSettlDay int Specifies the day or group of days for delivery. FIX.5.0SP2EP169
41424 LegDeliveryScheduleSettlTotalHours int The sum of the total hours specified in the LegDeliveryScheduleSettlTimeGrp component. FIX.5.0SP2EP169
41425 NoLegDeliveryScheduleSettlTimes NumInGroup Number of hour ranges in the repeating group. FIX.5.0SP2EP169
41426 LegDeliveryScheduleSettlStart String The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in LegDeliveryScheduleSettlTimeType(41428). FIX.5.0SP2EP169
41427 LegDeliveryScheduleSettlEnd String The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in LegDeliveryScheduleSettlTimeType(41428). FIX.5.0SP2EP169
41428 LegDeliveryScheduleSettlTimeType int Specifies the format of the delivery start and end time values. FIX.5.0SP2EP169
41429 LegDeliveryStreamType int Specifies the type of delivery stream. FIX.5.0SP2EP169
41430 LegDeliveryStreamPipeline String The name of the oil delivery pipeline. FIX.5.0SP2EP169
41431 LegDeliveryStreamEntryPoint String The point at which the commodity will enter the delivery mechanism or pipeline. FIX.5.0SP2EP169
41432 LegDeliveryStreamWithdrawalPoint String The point at which the commodity product will be withdrawn prior to delivery. FIX.5.0SP2EP169
41433 LegDeliveryStreamDeliveryPoint String The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product.
For bullion, see http://www.fpml.org/coding-scheme/bullion-delivery-location for values. 		FIX.5.0SP2EP169
41434 LegDeliveryStreamDeliveryRestriction int Specifies under what conditions the buyer and seller should be excused of their delivery obligations. FIX.5.0SP2EP169
41435 LegDeliveryStreamDeliveryContingency String Specifies the electricity delivery contingency. See
http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values. 		FIX.5.0SP2EP169
41436 LegDeliveryStreamDeliveryContingentPartySide int The trade side value of the party responsible for electricity delivery contingency. FIX.5.0SP2EP169
41437 LegDeliveryStreamDeliverAtSourceIndicator Boolean When this element is specified and set to 'Y', delivery of the coal product is to be at its source. FIX.5.0SP2EP169
41438 LegDeliveryStreamRiskApportionment String Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product.
See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list. 		FIX.5.0SP2EP169
41439 LegDeliveryStreamTitleTransferLocation String Specifies the title transfer location. FIX.5.0SP2EP169
41440 LegDeliveryStreamTitleTransferCondition int Specifies the condition of title transfer. FIX.5.0SP2EP169
41441 LegDeliveryStreamImporterOfRecord String A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation. FIX.5.0SP2EP169
41442 LegDeliveryStreamNegativeTolerance float Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryStreamToleranceType(41445). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). FIX.5.0SP2EP169
41443 LegDeliveryStreamPositiveTolerance float Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryStreamToleranceType(41445). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). FIX.5.0SP2EP169
41444 LegDeliveryStreamToleranceUnitOfMeasure String Specifies the tolerance value's unit of measure (UOM). FIX.5.0SP2EP169
41445 LegDeliveryStreamToleranceType int Specifies the tolerance value type. FIX.5.0SP2EP169
41446 LegDeliveryStreamToleranceOptionSide int Indicates whether the tolerance is at the seller's or buyer's option. FIX.5.0SP2EP169
41447 LegDeliveryStreamTotalPositiveTolerance Percentage The positive percent tolerance which applies to the total quantity delivered over all shipment periods.
Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). 		FIX.5.0SP2EP169
41448 LegDeliveryStreamTotalNegativeTolerance Percentage The negative percent tolerance which applies to the total quantity delivered over all shipment periods.
Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). 		FIX.5.0SP2EP169
41449 LegDeliveryStreamNotionalConversionFactor float If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used. FIX.5.0SP2EP169
41450 LegDeliveryStreamTransportEquipment String The transportation equipment with which the commodity product will be delivered and received. Examples of transportation equipment or mode are barge, truck, railcar, etc. FIX.5.0SP2EP169
41451 LegDeliveryStreamElectingPartySide int A reference to the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract. FIX.5.0SP2EP169
41452 NoLegStreamAssetAttributes NumInGroup Number of asset attribute entries in the group. FIX.5.0SP2EP169
41453 LegStreamAssetAttributeType String Specifies the name of the attribute.
See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. 		FIX.5.0SP2EP169
41454 LegStreamAssetAttributeValue String Specifies the value of the attribute. FIX.5.0SP2EP169
41455 LegStreamAssetAttributeLimit String Limit or lower acceptable value of the attribute. FIX.5.0SP2EP169
41456 NoLegDeliveryStreamCycles NumInGroup Number of commodity sources in the repeating group. FIX.5.0SP2EP169
41457 LegDeliveryStreamCycleDesc String The delivery cycles during which the oil product will be transported in the pipeline. FIX.5.0SP2EP169
41458 EncodedLegDeliveryStreamCycleDescLen Length Byte length of encoded (non-ASCII characters) EncodedLegDeliveryStreamCycleDesc(41459) field. FIX.5.0SP2EP169
41459 EncodedLegDeliveryStreamCycleDesc data Encoded (non-ASCII characters) representation of the LegDeliveryStreamCycleDesc(41457) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegLeg DeliveryStream(41457) field. FIX.5.0SP2EP169
41460 NoLegDeliveryStreamCommoditySources NumInGroup Number of commodity sources in the repeating group. FIX.5.0SP2EP169
41461 LegDeliveryStreamCommoditySource String The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product.
See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values. 		FIX.5.0SP2EP169
41462 LegMarketDisruptionProvision int The consequences of market disruption events. FIX.5.0SP2EP169
41463 LegMarketDisruptionFallbackProvision int Specifies the location of the fallback provision documentation. FIX.5.0SP2EP169
41464 LegMarketDisruptionMaximumDays int Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). ISDA 2005 Commodity Definition. FIX.5.0SP2EP169
41465 LegMarketDisruptionMaterialityPercentage Percentage Used when a price materiality percentage applies to the price source disruption event and this event has been specified. Applicable to 2005 Commodity Definitions only. FIX.5.0SP2EP169
41466 LegMarketDisruptionMinimumFuturesContracts int Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. Applicable to 1993 Commodity Definitions only. FIX.5.0SP2EP169
41467 NoLegMarketDisruptionEvents NumInGroup Number of disruption events in the repeating group. FIX.5.0SP2EP169
41468 LegMarketDisruptionEvent String Specifies the market disruption event.
For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values.
For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types. 		FIX.5.0SP2EP169 FIX.5.0SP2EP187
41469 NoLegMarketDisruptionFallbacks NumInGroup Number of fallbacks in the repeating group. FIX.5.0SP2EP169
41470 LegMarketDisruptionFallbackType String Specifies the type of disruption fallback.
See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values. 		FIX.5.0SP2EP169
41471 NoLegMarketDisruptionFallbackReferencePrices NumInGroup Number of fallback reference securities in the repeating group. FIX.5.0SP2EP169
41472 LegMarketDisruptionFallbackUnderlierType int The type of reference price underlier. FIX.5.0SP2EP169
41473 LegMarketDisruptionFallbackUnderlierSecurityID String Specifies the identifier value of the security. FIX.5.0SP2EP169
41474 LegMarketDisruptionFallbackUnderlierSecurityIDSource String Specifies the class or source scheme of the security identifier. FIX.5.0SP2EP169
41475 LegMarketDisruptionFallbackUnderlierSecurityDesc String Specifies the description of the underlying security. FIX.5.0SP2EP169
41476 EncodedLegMarketDisruptionFallbackUnderlierSecurityDescLen Length Byte length of encoded (non-ASCII characters) EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc (41477) field. FIX.5.0SP2EP169
41477 EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc data Encoded (non-ASCII characters) representation of the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field. FIX.5.0SP2EP169
41478 LegMarketDisruptionFallbackOpenUnits Qty If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. FIX.5.0SP2EP169
41479 LegMarketDisruptionFallbackBasketCurrency Currency Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41480 LegMarketDisruptionFallbackBasketDivisor float Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. FIX.5.0SP2EP169
41481 LegExerciseDesc String A description of the option exercise. FIX.5.0SP2EP169
41482 EncodedLegExerciseDescLen Length Byte length of encoded (non-ASCII characters) EncodedLegExerciseDesc(41483) field. FIX.5.0SP2EP169
41483 EncodedLegExerciseDesc data Encoded (non-ASCII characters) representation of the LegExerciseDesc(41481) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegExerciseDesc(41481) field. FIX.5.0SP2EP169
41484 LegAutomaticExerciseIndicator Boolean Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money. FIX.5.0SP2EP169
41485 LegAutomaticExerciseThresholdRate float The threshold rate for triggering automatic exercise. FIX.5.0SP2EP169
41486 LegExerciseConfirmationMethod int Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. FIX.5.0SP2EP169
41487 LegManualNoticeBusinessCenter String Identifies the business center used for adjusting the time for manual exercise notice.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41488 LegFallbackExerciseIndicator Boolean Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). FIX.5.0SP2EP169
41489 LegLimitRightToConfirmIndicator Boolean Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the expiration date. If true ("Y") specific rules will apply in relation to the settlement mode. FIX.5.0SP2EP169
41490 LegExerciseSplitTicketIndicator Boolean Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations. FIX.5.0SP2EP169
41491 NoLegOptionExerciseBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP169
41492 LegOptionExerciseBusinessCenter String The business center calendar used to adjust the option exercise dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41493 LegOptionExerciseBusinessDayConvention int The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. FIX.5.0SP2EP169
41494 LegOptionExerciseEarliestDateOffsetDayType int Specifies the day type of the relative earliest exercise date offset. FIX.5.0SP2EP169 FIX.5.0SP2EP208
41495 LegOptionExerciseEarliestDateOffsetPeriod int Time unit multiplier for the relative earliest exercise date offset. FIX.5.0SP2EP169
41496 LegOptionExerciseEarliestDateOffsetUnit String Time unit associated with the relative earliest exercise date offset. FIX.5.0SP2EP169
41497 LegOptionExerciseFrequencyPeriod int Time unit multiplier for the frequency of exercise dates. FIX.5.0SP2EP169
41498 LegOptionExerciseFrequencyUnit String Time unit associated with the frequency of exercise dates. FIX.5.0SP2EP169
41499 LegOptionExerciseStartDateUnadjusted LocalMktDate The unadjusted start date for calculating periodic exercise dates. FIX.5.0SP2EP169
41500 LegOptionExerciseStartDateRelativeTo int Specifies the anchor date when the option exercise start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP169
41501 LegOptionExerciseStartDateOffsetPeriod int Time unit multiplier for the relative exercise start date offset. FIX.5.0SP2EP169
41502 LegOptionExerciseStartDateOffsetUnit String Time unit associated with the relative exercise start date offset. FIX.5.0SP2EP169
41503 LegOptionExerciseStartDateOffsetDayType int Specifies the day type of the relative option exercise start date offset. FIX.5.0SP2EP169 FIX.5.0SP2EP208
41504 LegOptionExerciseStartDateAdjusted LocalMktDate The adjusted start date for calculating periodic exercise dates. FIX.5.0SP2EP169
41505 LegOptionExerciseSkip int The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. FIX.5.0SP2EP169
41506 LegOptionExerciseNominationDeadline LocalMktDate The last date (adjusted) for establishing the option exercise terms. FIX.5.0SP2EP169
41507 LegOptionExerciseFirstDateUnadjusted LocalMktDate The unadjusted first exercise date. FIX.5.0SP2EP169
41508 LegOptionExerciseLastDateUnadjusted LocalMktDate The unadjusted last exercise date. FIX.5.0SP2EP169
41509 LegOptionExerciseEarliestTime LocalMktTime The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option. FIX.5.0SP2EP169
41510 LegOptionExerciseLatestTime LocalMktTime The latest exercise time. See also LegOptionExerciseEarliestTime(41509). FIX.5.0SP2EP169
41511 LegOptionExerciseTimeBusinessCenter String The business center used to determine the locale for option exercise time, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41512 NoLegOptionExerciseDates NumInGroup Number of dates in the repeating group. FIX.5.0SP2EP169
41513 LegOptionExerciseDate LocalMktDate The adjusted or unadjusted option exercise fixed date. FIX.5.0SP2EP169
41514 LegOptionExerciseDateType int Specifies the type of option exercise date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2EP169
41515 NoLegOptionExerciseExpirationDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP169
41516 LegOptionExerciseExpirationDateBusinessCenter String The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41517 LegOptionExerciseExpirationDateBusinessDayConvention int The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. FIX.5.0SP2EP169
41518 LegOptionExerciseExpirationDateRelativeTo int Specifies the anchor date when the option exercise expiration date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP169
41519 LegOptionExerciseExpirationDateOffsetPeriod int Time unit multiplier for the relative exercise expiration date offset. FIX.5.0SP2EP169
41520 LegOptionExerciseExpirationDateOffsetUnit String Time unit associated with the relative exercise expiration date offset. FIX.5.0SP2EP169
41521 LegOptionExerciseExpirationFrequencyPeriod int Time unit multiplier for the frequency of exercise expiration dates. FIX.5.0SP2EP169
41522 LegOptionExerciseExpirationFrequencyUnit String Time unit associated with the frequency of exercise expiration dates. FIX.5.0SP2EP169
41523 LegOptionExerciseExpirationRollConvention String The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the LegDateAdjustment component in InstrumentLeg. FIX.5.0SP2EP169
41524 LegOptionExerciseExpirationDateOffsetDayType int Specifies the day type of the relative option exercise expiration date offset. FIX.5.0SP2EP169 FIX.5.0SP2EP208
41525 LegOptionExerciseExpirationTime LocalMktTime The option exercise expiration time. FIX.5.0SP2EP169
41526 LegOptionExerciseExpirationTimeBusinessCenter String The business center used to determine the locale for option exercise expiration time, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41527 NoLegOptionExerciseExpirationDates NumInGroup Number of fixed exercise expiration dates in the repeating group. FIX.5.0SP2EP169
41528 LegOptionExerciseExpirationDate LocalMktDate The adjusted or unadjusted option exercise expiration fixed date. FIX.5.0SP2EP169
41529 LegOptionExerciseExpirationDateType int Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2EP169
41530 NoLegPaymentScheduleFixingDays NumInGroup Number of fixing days in the repeating group. FIX.5.0SP2EP169
41531 LegPaymentScheduleFixingDayOfWeek int The day of the week on which fixing takes place. FIX.5.0SP2EP169
41532 LegPaymentScheduleFixingDayNumber int The occurrence of the day of week on which fixing takes place. For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day. FIX.5.0SP2EP169
41533 LegPaymentScheduleXID XID Identifier of this LegPaymentSchedule for cross referencing elsewhere in the message. FIX.5.0SP2EP169
41534 LegPaymentScheduleXIDRef XIDREF Reference to payment schedule elsewhere in the message. FIX.5.0SP2EP169
41535 LegPaymentScheduleRateCurrency Currency The currency of the schedule rate. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41536 LegPaymentScheduleRateUnitOfMeasure String The schedule rate unit of measure (UOM). FIX.5.0SP2EP169
41537 LegPaymentScheduleRateConversionFactor float The number multipled by the derived floating rate of the leg's payment schedule in order to arrive at the payment rate. If omitted, the schedule rate conversion factor is 1. FIX.5.0SP2EP169
41538 LegPaymentScheduleRateSpreadType int Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. FIX.5.0SP2EP169
41539 LegPaymentScheduleSettlPeriodPrice Price The schedule settlement period price. FIX.5.0SP2EP169
41540 LegPaymentScheduleSettlPeriodPriceCurrency Currency The currency of the schedule settlement period price. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41541 LegPaymentScheduleSettlPeriodPriceUnitOfMeasure String The settlement period price unit of measure (UOM). FIX.5.0SP2EP169
41542 LegPaymentScheduleStepUnitOfMeasure String The schedule step unit of measure (UOM). FIX.5.0SP2EP169
41543 LegPaymentScheduleFixingDayDistribution int The distribution of fixing days. FIX.5.0SP2EP169
41544 LegPaymentScheduleFixingDayCount int The number of days over which fixing should take place. FIX.5.0SP2EP169
41545 LegPaymentScheduleFixingLagPeriod int Time unit multiplier for the fixing lag duration. FIX.5.0SP2EP169
41546 LegPaymentScheduleFixingLagUnit String Time unit associated with the fixing lag duration. FIX.5.0SP2EP169
41547 LegPaymentScheduleFixingFirstObservationDateOffsetPeriod int Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. FIX.5.0SP2EP169 FIX.5.0SP2EP208
41548 LegPaymentScheduleFixingFirstObservationDateOffsetUnit String Time unit associated with the relative first observation date offset. FIX.5.0SP2EP169 FIX.5.0SP2EP208
41549 LegPaymentStreamFlatRateIndicator Boolean When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the trade date of the transaction "Fixed". If 'N' it is taken on each pricing date "Floating". FIX.5.0SP2EP169
41550 LegPaymentStreamFlatRateAmount Amt Specifies the actual monetary value of the flat rate when LegPaymentStreamFlatRateIndicator(41549) = 'Y'. FIX.5.0SP2EP169
41551 LegPaymentStreamFlatRateCurrency Currency Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41552 LegStreamMaximumPaymentAmount Amt Specifies the limit on the total payment amount. FIX.5.0SP2EP169
41553 LegStreamMaximumPaymentCurrency Currency Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41554 LegStreamMaximumTransactionAmount Amt Specifies the limit on the payment amount that goes out in any particular calculation period. FIX.5.0SP2EP169
41555 LegStreamMaximumTransactionCurrency Currency Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41556 LegPaymentStreamFixedAmountUnitOfMeasure String The fixed payment amount unit of measure (UOM). FIX.5.0SP2EP169
41557 LegPaymentStreamTotalFixedAmount Amt Specifies the total fixed payment amount. FIX.5.0SP2EP169
41558 LegPaymentStreamWorldScaleRate float The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap. FIX.5.0SP2EP169
41559 LegPaymentStreamContractPrice Price The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap. FIX.5.0SP2EP169
41560 LegPaymentStreamContractPriceCurrency Currency Specifies the currency of LegPaymentStreamContractPrice(41559). Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41561 NoLegPaymentStreamPricingBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP169
41562 LegPaymentStreamPricingBusinessCenter String The business center calendar used to adjust the pricing dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41563 LegPaymentStreamRateIndex2CurveUnit String Secondary time unit associated with the payment stream's floating rate index curve. FIX.5.0SP2EP169
41564 LegPaymentStreamRateIndex2CurvePeriod int Secondary time unit multiplier for the payment stream's floating rate index curve. May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points. FIX.5.0SP2EP169
41565 LegPaymentStreamRateIndexLocation String Specifies the location of the floating rate index. FIX.5.0SP2EP169
41566 LegPaymentStreamRateIndexLevel Qty This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. FIX.5.0SP2EP169
41567 LegPaymentStreamRateIndexUnitOfMeasure String The unit of measure (UOM) of the rate index level. FIX.5.0SP2EP169
41568 LegPaymentStreamSettlLevel int Specifies how weather index units are to be calculated. FIX.5.0SP2EP169
41569 LegPaymentStreamReferenceLevel Qty This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. FIX.5.0SP2EP169
41570 LegPaymentStreamReferenceLevelUnitOfMeasure String The unit of measure (UOM) of the rate reference level. FIX.5.0SP2EP169
41571 LegPaymentStreamReferenceLevelEqualsZeroIndicator Boolean When set to 'Y', it indicates that the weather reference level equals zero. FIX.5.0SP2EP169
41572 LegPaymentStreamRateSpreadCurrency Currency Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41573 LegPaymentStreamRateSpreadUnitOfMeasure String Specifies the unit of measure (UOM) of the floating rate spread. FIX.5.0SP2EP169
41574 LegPaymentStreamRateConversionFactor float The number to be multiplied by the derived floating rate of the leg's payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. FIX.5.0SP2EP169
41575 LegPaymentStreamRateSpreadType int Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. FIX.5.0SP2EP169
41576 LegPaymentStreamLastResetRate Percentage The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. FIX.5.0SP2EP169
41577 LegPaymentStreamFinalRate Percentage The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. FIX.5.0SP2EP169
41578 LegPaymentStreamCalculationLagPeriod int Time unit multiplier for the calculation lag duration. FIX.5.0SP2EP169
41579 LegPaymentStreamCalculationLagUnit String Time unit associated with the calculation lag duration. FIX.5.0SP2EP169
41580 LegPaymentStreamFirstObservationDateOffsetPeriod int Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. FIX.5.0SP2EP169 FIX.5.0SP2EP208
41581 LegPaymentStreamFirstObservationDateOffsetUnit String Time unit associated with the relative first observation date offset. FIX.5.0SP2EP169 FIX.5.0SP2EP208
41582 LegPaymentStreamPricingDayType int Specifies the commodity pricing day type. FIX.5.0SP2EP169
41583 LegPaymentStreamPricingDayDistribution int The distribution of pricing days. FIX.5.0SP2EP169
41584 LegPaymentStreamPricingDayCount int The number of days over which pricing should take place. FIX.5.0SP2EP169
41585 LegPaymentStreamPricingBusinessCalendar String Specifies the business calendar to use for pricing.
See http://www.fpml.org/coding-scheme/commodity-business-calendar for values. 		FIX.5.0SP2EP169
41586 LegPaymentStreamPricingBusinessDayConvention int The business day convention used to adjust the payment stream's pricing dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. FIX.5.0SP2EP169
41587 UnderlyingDeliveryStreamRiskApportionmentSource String Specifies the source or legal framework for the risk apportionment.
See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list. 		FIX.5.0SP2EP169
41588 StreamCommoditySettlTimeType int Specifies the format of the commodities settlement start and end times. FIX.5.0SP2EP169
41589 NoLegPaymentStreamPaymentDates NumInGroup Number of payment dates in the repeating group. FIX.5.0SP2EP169
41590 LegPaymentStreamPaymentDate LocalMktDate The adjusted or unadjusted fixed stream payment date. FIX.5.0SP2EP169
41591 LegPaymentStreamPaymentDateType int Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2EP169
41592 LegPaymentStreamMasterAgreementPaymentDatesIndicator Boolean When set to 'Y', it indicates that payment dates are specified in the relevant master agreement. FIX.5.0SP2EP169
41593 NoLegPaymentStreamPricingDates NumInGroup Number of pricing dates in the repeating group. FIX.5.0SP2EP169
41594 LegPaymentStreamPricingDate LocalMktDate The adjusted or unadusted fixed stream pricing date. FIX.5.0SP2EP169
41595 LegPaymentStreamPricingDateType int Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2EP169
41596 NoLegPaymentStreamPricingDays NumInGroup Number of pricing days in the repeating group. FIX.5.0SP2EP169
41597 LegPaymentStreamPricingDayOfWeek int The day of the week on which pricing takes place.. FIX.5.0SP2EP169
41598 LegPaymentStreamPricingDayNumber int The occurrence of the day of week on which pricing takes place. For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3. FIX.5.0SP2EP169
41599 NoLegPhysicalSettlTerms NumInGroup Number of entries in the repeating group. FIX.5.0SP2EP169
41600 LegPhysicalSettlTermXID XID A named string value referenced by UnderlyingSettlTermXIDRef(41315). FIX.5.0SP2EP169
41601 LegPhysicalSettlCurency Currency Specifies the currency of physical settlement. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41602 LegPhysicalSettlBusinessDays int The number of business days used in the determination of physical settlement. Its precise meaning is dependant on the context in which this is used. ISDA 2003 Term: Business Day. FIX.5.0SP2EP169
41603 LegPhysicalSettlMaximumBusinessDays int A maximum number of business days. Its precise meaning is dependant on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision. FIX.5.0SP2EP169
41604 NoLegPhysicalSettlDeliverableObligations NumInGroup Number of entries in the repeating group. FIX.5.0SP2EP169
41605 LegPhysicalSettlDeliverableObligationType String Specifies the type of delivery obligation applicable for physical settlement.
See http://www.fixptradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. 		FIX.5.0SP2EP169
41606 LegPhysicalSettlDeliverableObligationValue String Physical settlement delivery obligation value appropriate to LegPhysicalSettlDeliverableObligationType(41605).
See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. 		FIX.5.0SP2EP169
41607 NoLegPricingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP169
41608 LegPricingDateBusinessCenter String The business center calendar used to adjust the pricing or fixing date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41609 LegPricingDateUnadjusted LocalMktDate The unadjusted pricing or fixing date. FIX.5.0SP2EP169
41610 LegPricingDateBusinessDayConvention int The business day convention used to adjust the pricing or fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. FIX.5.0SP2EP169
41611 LegPricingDateAdjusted LocalMktDate The adjusted pricing or fixing date. FIX.5.0SP2EP169
41612 LegPricingTime LocalMktTime The local market pricing or fixing time. FIX.5.0SP2EP169
41613 LegPricingTimeBusinessCenter String Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. FIX.5.0SP2EP169
41614 NoLegProtectionTermEventNewsSources NumInGroup Number of event sources in the repeating group. FIX.5.0SP2EP169
41615 LegProtectionTermEventNewsSource String A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. FIX.5.0SP2EP169
41616 NoLegProtectionTerms NumInGroup Number of protection terms in the repeating group. FIX.5.0SP2EP169
41617 LegProtectionTermXID XID A named string value referenced from UnderlyingLegProtectionTermXIDRef(41314). FIX.5.0SP2EP169
41618 LegProtectionTermNotional Amt The notional amount of protection coverage. ISDA 2003 Term: Floating Rate Payer Calculation Amount. FIX.5.0SP2EP169
41619 LegProtectionTermCurrency Currency The currency of LegProtectionTermNotional(41618). Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41620 LegProtectionTermSellerNotifies Boolean The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. LegProtectionTermSellerNotifies(41620)=Y indicates that the seller notifies. ISDA 2003 Term: Notifying Party. FIX.5.0SP2EP169
41621 LegProtectionTermBuyerNotifies Boolean The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. LegProtectionTermBuyerNotifies(41621)=Y indicates that the buyer notifies. ISDA 2003 Term: Notifying Party. FIX.5.0SP2EP169
41622 LegProtectionTermEventBusinessCenter String When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41623 LegProtectionTermStandardSources Boolean Indicates whether ISDA defined Standard Public Sources are applicable (LegProtectionTermStandardSources(41623)=Y) or not. FIX.5.0SP2EP169
41624 LegProtectionTermEventMinimumSources int The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. FIX.5.0SP2EP169
41625 NoLegProtectionTermEvents NumInGroup Number of protection term events in the repeating group. FIX.5.0SP2EP169
41626 LegProtectionTermEventType String Specifies the type of credit event applicable to the protection terms.
See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types. 		FIX.5.0SP2EP169
41627 LegProtectionTermEventValue String Specifies the protection term event value appropriate to LegProtectionTermEventType(41626). See http:///www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. FIX.5.0SP2EP169
41628 LegProtectionTermEventCurrency Currency Applicable currency if the event value is an amount. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41629 LegProtectionTermEventPeriod int Time unit multiplier for protection term events. FIX.5.0SP2EP169
41630 LegProtectionTermEventUnit String Time unit associated with protection term events. FIX.5.0SP2EP169
41631 LegProtectionTermEventDayType int Specifies the day type for protection term events. FIX.5.0SP2EP169
41632 LegProtectionTermEventRateSource String Rate source for events that specify a rate source, e.g. floating rate interest shortfall. FIX.5.0SP2EP169
41633 NoLegProtectionTermEventQualifiers NumInGroup Number of qualifiers in the repeating group. FIX.5.0SP2EP169
41634 LegProtectionTermEventQualifier char Specifies the protection term event qualifier. Used to further qualify LegProtectionTermEventType(41626). FIX.5.0SP2EP169
41635 NoLegProtectionTermObligations NumInGroup Number of obligations in the repeating group. FIX.5.0SP2EP169
41636 LegProtectionTermObligationType String Specifies the type of obligation applicable to the protection terms.
See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types. 		FIX.5.0SP2EP169
41637 LegProtectionTermObligationValue String The value associated with the protection term obligation specified in LegProtectionTermObligationType(41636). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values. FIX.5.0SP2EP169
41638 NoLegStreamCalculationPeriodDates NumInGroup Number of calculation period dates in the repeating group. FIX.5.0SP2EP169
41639 LegStreamCalculationPeriodDate LocalMktDate The adjusted or unadjusted fixed calculation period date. FIX.5.0SP2EP169
41640 LegStreamCalculationPeriodDateType int Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2EP169
41641 LegStreamCalculationPeriodDatesXID XID Identifier of this calculation period for cross referencing elsewhere in the message. FIX.5.0SP2EP169
41642 LegStreamCalculationPeriodDatesXIDRef XIDREF Cross reference to another calculation period for duplicating its properties. FIX.5.0SP2EP169
41643 LegStreamCalculationBalanceOfFirstPeriod Boolean When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.). FIX.5.0SP2EP169
41644 LegStreamCalculationCorrectionPeriod int Time unit multiplier for the length of time after the publication of the data when corrections can be made. FIX.5.0SP2EP169
41645 LegStreamCalculationCorrectionUnit String Time unit associated with the length of time after the publication of the data when corrections can be made. FIX.5.0SP2EP169
41646 NoLegStreamCommoditySettlBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP169
41647 LegStreamCommoditySettlBusinessCenter String The business center calendar used to adjust the commodity delivery date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41648 LegStreamCommodityBase String Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. Examples of general commodity base types include: Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions. FIX.5.0SP2EP169
41649 LegStreamCommodityType String Specifies the type of commodity product.
For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values.
For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values.
For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types. 		FIX.5.0SP2EP169
41650 LegStreamCommoditySecurityID String Specifies the market identifier for the commodity. FIX.5.0SP2EP169
41651 LegStreamCommoditySecurityIDSource String Identifies the class or source of the LegStreamCommoditySecurityIDSource(41650) value. FIX.5.0SP2EP169
41652 LegStreamCommodityDesc String Description of the commodity asset. FIX.5.0SP2EP169
41653 EncodedLegStreamCommodityDescLen Length Byte length of encoded (non-ASCII characters) EncodedLegStreamCommodityDesc(41654) field. FIX.5.0SP2EP169
41654 EncodedLegStreamCommodityDesc data Encoded (non-ASCII characters) representation of the LegStreamCommodityDesc(41652) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegStreamCommodityDesc(41652) field. FIX.5.0SP2EP169
41655 LegStreamCommodityUnitOfMeasure String The unit of measure (UOM) of the commodity asset. FIX.5.0SP2EP169
41656 LegStreamCommodityCurrency Currency Identifies the currency of the commodity asset. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41657 LegStreamCommodityExchange Exchange Identifies the exchange where the commodity is traded. FIX.5.0SP2EP169
41658 LegStreamCommodityRateSource int Identifies the source of rate information used for commodities.
See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources. 		FIX.5.0SP2EP169
41659 LegStreamCommodityRateReferencePage String Identifies the reference "page" from the rate source. FIX.5.0SP2EP169
41660 LegStreamCommodityRateReferencePageHeading String Identifies the page heading from the rate source. FIX.5.0SP2EP169
41661 LegStreamDataProvider String Specifies the commodity data or information provider.
See http://www.fpml.org/coding-scheme/commodity-information-provider for values. 		FIX.5.0SP2EP169
41662 LegStreamCommodityPricingType String Specifies how the pricing or rate setting of the trade is to be determined or based upon.
See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types. 		FIX.5.0SP2EP169
41663 LegStreamCommodityNearbySettlDayPeriod int Time unit multiplier for the nearby settlement day. When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo. FIX.5.0SP2EP169
41664 LegStreamCommodityNearbySettlDayUnit String Time unit associated with the nearby settlement day. FIX.5.0SP2EP169
41665 LegStreamCommoditySettlDateUnadjusted LocalMktDate The unadjusted commodity delivery date. FIX.5.0SP2EP169
41666 LegStreamCommoditySettlDateBusinessDayConvention int The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. FIX.5.0SP2EP169
41667 LegStreamCommoditySettlDateAdjusted LocalMktDate The adjusted commodity delivery date. FIX.5.0SP2EP169
41668 LegStreamCommoditySettlMonth int Specifies a fixed single month for commodity delivery. Use "1" for January, "2" for February, etc. FIX.5.0SP2EP169
41669 LegStreamCommoditySettlDateRollPeriod int Time unit multiplier for the commodity delivery date roll. For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires. FIX.5.0SP2EP169
41670 LegStreamCommoditySettlDateRollUnit String Time unit associated with the commodity delivery date roll. FIX.5.0SP2EP169
41671 LegStreamCommoditySettlDayType int Specifies the commodity delivery roll day type. FIX.5.0SP2EP169
41672 LegStreamCommodityXID XID Identifier of this stream commodity for cross referencing elsewhere in the message. FIX.5.0SP2EP169
41673 LegStreamCommodityXIDRef XIDREF Reference to a stream commodity elsewhere in the message. FIX.5.0SP2EP169
41674 NoLegStreamCommodityAltIDs NumInGroup Number of alternate security identifers. FIX.5.0SP2EP169
41675 LegStreamCommodityAltID String Alternate security identifier value for the commodity. FIX.5.0SP2EP169
41676 LegStreamCommodityAltIDSource String Identifies the class or source of the alternate commodity security identifier. FIX.5.0SP2EP169
41677 NoLegStreamCommodityDataSources NumInGroup Number of data sources in the repeating group. The order of entry determines priority – first is the main source, second is fallback, third is second fallback. FIX.5.0SP2EP169
41678 LegStreamCommodityDataSourceID String Specifies the data source identifier. FIX.5.0SP2EP169
41679 LegStreamCommodityDataSourceIDType int Specifies the type of data source identifier. FIX.5.0SP2EP169
41680 NoLegStreamCommoditySettlDays NumInGroup Number of days in the repeating group. FIX.5.0SP2EP169
41681 LegStreamCommoditySettlDay int Specifies the day or group of days for delivery. FIX.5.0SP2EP169
41682 LegStreamCommoditySettlTotalHours int Sum of the hours specified in LegStreamCommoditySettlTimeGrp. FIX.5.0SP2EP169
41683 NoLegStreamCommoditySettlTimes NumInGroup Number of hour ranges in the repeating group. FIX.5.0SP2EP169
41684 LegStreamCommoditySettlStart String The start time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. FIX.5.0SP2EP169
41685 LegStreamCommoditySettlEnd String The end time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. FIX.5.0SP2EP169
41686 NoLegStreamCommoditySettlPeriods NumInGroup Number of commodity settlement periods in the repeating group. FIX.5.0SP2EP169
41687 LegStreamCommoditySettlCountry Country Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. FIX.5.0SP2EP169
41688 LegStreamCommoditySettlTimeZone String Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight".
See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. 		FIX.5.0SP2EP169
41689 LegStreamCommoditySettlFlowType int Specifies the commodity delivery flow type. FIX.5.0SP2EP169
41690 LegStreamCommoditySettlPeriodNotional Qty Delivery quantity associated with this settlement period. FIX.5.0SP2EP169
41691 LegStreamCommoditySettlPeriodNotionalUnitOfMeasure String Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period. FIX.5.0SP2EP169
41692 LegStreamCommoditySettlPeriodFrequencyPeriod int Time unit multiplier for the settlement period frequency. FIX.5.0SP2EP169
41693 LegStreamCommoditySettlPeriodFrequencyUnit String Time unit associated with the settlement period frequency. FIX.5.0SP2EP169
41694 LegStreamCommoditySettlPeriodPrice Price The settlement period price. FIX.5.0SP2EP169
41695 LegStreamCommoditySettlPeriodPriceUnitOfMeasure String The settlement period price unit of measure (UOM). FIX.5.0SP2EP169
41696 LegStreamCommoditySettlPeriodPriceCurrency Currency The currency of the settlement period price. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41697 LegStreamCommoditySettlHolidaysProcessingInstruction int Indicates whether holidays are included in the settlement periods. Required for electricity contracts. FIX.5.0SP2EP169
41698 LegStreamCommoditySettlPeriodXID XID Identifier of this settlement period for cross referencing elsewhere in the message. FIX.5.0SP2EP169
41699 LegStreamCommoditySettlPeriodXIDRef XIDREF Cross reference to another settlement period for duplicating its properties. FIX.5.0SP2EP169
41700 LegStreamXID XID Identifier of this LegStream for cross referencing elsewhere in the message. FIX.5.0SP2EP169
41701 UnderlyingAdditionalTermBondSecurityIDSource String Identifies the source scheme of the UnderlyingAdditionalTermBondSecurityID(41341) value. FIX.5.0SP2EP187
41702 LegStreamNotionalXIDRef XIDREF Cross reference to another LegStream notional for duplicating its properties. FIX.5.0SP2EP169
41703 LegStreamNotionalFrequencyPeriod int Time unit multiplier for the swap stream's notional frequency. FIX.5.0SP2EP169
41704 LegStreamNotionalFrequencyUnit String Time unit associated with the swap stream's notional frequency. FIX.5.0SP2EP169
41705 LegStreamNotionalCommodityFrequency int The commodity's notional or quantity delivery frequency. FIX.5.0SP2EP169
41706 LegStreamNotionalUnitOfMeasure String Specifies the delivery quantity unit of measure (UOM). FIX.5.0SP2EP169
41707 LegStreamTotalNotional Qty Specifies the total notional or delivery quantity over the term of the contract. FIX.5.0SP2EP169
41708 LegStreamTotalNotionalUnitOfMeasure String Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract. FIX.5.0SP2EP169
41709 UnderlyingAdditionalTermBondDesc String Description of the bond. FIX.5.0SP2EP187
41710 EncodedUnderlyingAdditionalTermBondDescLen Length Byte length of encoded (non-ASCII characters) EncodedUnderlyingAdditionalTermBondDesc(41711) field. FIX.5.0SP2EP187
41711 EncodedUnderlyingAdditionalTermBondDesc data Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondDesc(41709) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingAdditionalTermBondDesc(41709) field. FIX.5.0SP2EP187
41712 UnderlyingAdditionalTermBondCurrency Currency Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes. FIX.5.0SP2EP187
41713 NoUnderlyingComplexEventAveragingObservations NumInGroup The number of averaging observations in the repeating group. FIX.5.0SP2EP169
41714 UnderlyingComplexEventAveragingObservationNumber int Cross reference to the ordinal observation as specified either in the UnderlyingComplexEventScheduleGrp or UnderlyingComplexEventPeriodDateGrp components. FIX.5.0SP2EP169
41715 UnderlyingComplexEventAveragingWeight float The weight factor to be applied to the observation. FIX.5.0SP2EP169
41716 NoUnderlyingComplexEventCreditEvents NumInGroup The number of credit events specified in the repeating group. FIX.5.0SP2EP169
41717 UnderlyingComplexEventCreditEventType String Specifies the type of credit event.
See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types. 		FIX.5.0SP2EP169
41718 UnderlyingComplexEventCreditEventValue String The credit event value appropriate to UnderlyingComplexEventCreditEventType(41717).
See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. 		FIX.5.0SP2EP169
41719 UnderlyingComplexEventCreditEventCurrency Currency Specifies the applicable currency when UnderlyingComplexEventCreditEventValue(41718) is an amount. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41720 UnderlyingComplexEventCreditEventPeriod int Time unit multiplier for complex credit events. FIX.5.0SP2EP169
41721 UnderlyingComplexEventCreditEventUnit String Time unit associated with complex credit events. FIX.5.0SP2EP169
41722 UnderlyingComplexEventCreditEventDayType int Specifies the day type for the complex credit events. FIX.5.0SP2EP169
41723 UnderlyingComplexEventCreditEventRateSource int Identifies the source of rate information used for credit events.
See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources. 		FIX.5.0SP2EP169
41724 NoUnderlyingComplexEventCreditEventQualifiers NumInGroup Number of qualifiers in the repeating group. FIX.5.0SP2EP169
41725 UnderlyingComplexEventCreditEventQualifier char Specifies a complex event qualifier. Used to further qualify UnderlyingComplexEventCreditEventType(41717). FIX.5.0SP2EP169
41726 NoUnderlyingComplexEventPeriodDateTimes NumInGroup Number of entries in the date-time repeating group. FIX.5.0SP2EP169
41727 UnderlyingComplexEventPeriodDate LocalMktDate The averaging date for an Asian option.
The trigger date for a Barrier or Knock option. 		FIX.5.0SP2EP169
41728 UnderlyingComplexEventPeriodTime LocalMktTime The averaging time for an Asian option. FIX.5.0SP2EP169
41729 NoUnderlyingComplexEventPeriods NumInGroup Number of periods in the repeating group. FIX.5.0SP2EP169
41730 UnderlyingComplexEventPeriodType int Specifies the period type. FIX.5.0SP2EP169
41731 UnderlyingComplexEventBusinessCenter String The business center for adjusting dates and times in the schedule or date-time group.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41732 NoUnderlyingComplexEventRateSources NumInGroup Number of rate sources in the repeating group. FIX.5.0SP2EP169
41733 UnderlyingComplexEventRateSource int Identifies the source of rate information.
For FX, the reference source to be used for the FX spot rate. 		FIX.5.0SP2EP169
41734 UnderlyingComplexEventRateSourceType int Indicates whether the rate source specified is a primary or secondary source. FIX.5.0SP2EP169
41735 UnderlyingComplexEventReferencePage String Identifies the reference page from the rate source.
For FX, the reference page to the spot rate is to be used for the reference FX spot rate.
When UnderlyingComplexEventRateSource(41733) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. 		FIX.5.0SP2EP169
41736 UnderlyingComplexEventReferencePageHeading String Identifies the reference page heading from the rate source. FIX.5.0SP2EP169
41737 NoUnderlyingComplexEventDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP169
41738 UnderlyingComplexEventDateBusinessCenter String The business center calendar is used to adjust the event date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41739 UnderlyingComplexEventDateUnadjusted LocalMktDate The unadjusted complex event date. For example the second expiration date for a calendar spread option strategy. FIX.5.0SP2EP169
41740 UnderlyingComplexEventDateRelativeTo int Specifies the anchor date when the complex event date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP169 FIX.5.0SP2EP208
41741 UnderlyingComplexEventDateOffsetPeriod int Time unit multiplier for the relative date offset. FIX.5.0SP2EP169
41742 UnderlyingComplexEventDateOffsetUnit String Time unit associated with the relative date offset. FIX.5.0SP2EP169
41743 UnderlyingComplexEventDateOffsetDayType int Specifies the day type of the relative date offset. FIX.5.0SP2EP169
41744 UnderlyingComplexEventDateBusinessDayConvention int The business day convention used to adjust the event date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. FIX.5.0SP2EP169
41745 UnderlyingComplexEventDateAdjusted LocalMktDate The adjusted complex event date. FIX.5.0SP2EP169
41746 UnderlyingComplexEventFixingTime LocalMktTime The local market fixing time. FIX.5.0SP2EP169
41747 UnderlyingComplexEventFixingTimeBusinessCenter String The business center for determining the actual fixing times.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41748 NoUnderlyingComplexEventCreditEventSources NumInGroup Number of event sources in the repeating group. FIX.5.0SP2EP169
41749 UnderlyingComplexEventCreditEventSource String A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. FIX.5.0SP2EP169
41750 NoUnderlyingComplexEventSchedules NumInGroup Number of schedules in the repeating group. FIX.5.0SP2EP169
41751 UnderlyingComplexEventScheduleStartDate LocalMktDate The start date of the schedule. FIX.5.0SP2EP169
41752 UnderlyingComplexEventScheduleEndDate LocalMktDate The end date of the schedule. FIX.5.0SP2EP169
41753 UnderlyingComplexEventScheduleFrequencyPeriod int Time unit multiplier for the schedule date frequency. FIX.5.0SP2EP169
41754 UnderlyingComplexEventScheduleFrequencyUnit String Time unit associated with the schedule date frequency. FIX.5.0SP2EP169
41755 UnderlyingComplexEventScheduleRollConvention String The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. FIX.5.0SP2EP169
41756 NoUnderlyingDeliverySchedules NumInGroup Number of delivery schedules in the repeating group. FIX.5.0SP2EP169
41757 UnderlyingDeliveryScheduleType int Specifies the type of delivery schedule. FIX.5.0SP2EP169
41758 UnderlyingDeliveryScheduleXID XID Identifier for this instance of delivery schedule for cross referencing elsewhere in the message. FIX.5.0SP2EP169
41759 UnderlyingDeliveryScheduleNotional Qty Physical delivery quantity. FIX.5.0SP2EP169
41760 UnderlyingDeliveryScheduleNotionalUnitOfMeasure String Specifies the delivery quantity unit of measure (UOM). FIX.5.0SP2EP169
41761 UnderlyingDeliveryScheduleNotionalCommodityFrequency int The frequency of notional delivery. FIX.5.0SP2EP169
41762 UnderlyingDeliveryScheduleNegativeTolerance float Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryScheduleToleranceType(41765). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). FIX.5.0SP2EP169
41763 UnderlyingDeliverySchedulePositiveTolerance float Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryScheduleToleranceType(41765). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). FIX.5.0SP2EP169
41764 UnderlyingDeliveryScheduleToleranceUnitOfMeasure String Specifies the tolerance value's unit of measure (UOM). FIX.5.0SP2EP169
41765 UnderlyingDeliveryScheduleToleranceType int Specifies the tolerance value type. FIX.5.0SP2EP169
41766 UnderlyingDeliveryScheduleSettlCountry Country Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. FIX.5.0SP2EP169
41767 UnderlyingDeliveryScheduleSettlTimeZone String Delivery timezone specified as "prevailing" rather than "standard" or "daylight".
See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. 		FIX.5.0SP2EP169
41768 UnderlyingDeliveryScheduleSettlFlowType int Specifies the delivery flow type. FIX.5.0SP2EP169
41769 UnderlyingDeliveryScheduleSettlHolidaysProcessingInstruction int Indicates whether holidays are included in the settlement periods. Required for electricity contracts. FIX.5.0SP2EP169
41770 NoUnderlyingDeliveryScheduleSettlDays NumInGroup Number of delivery schedules in the repeating group. FIX.5.0SP2EP169
41771 UnderlyingDeliveryScheduleSettlDay int Specifies the day or group of days for delivery. FIX.5.0SP2EP169
41772 UnderlyingDeliveryScheduleSettlTotalHours int The sum of the total hours specified in the UnderlyingDeliveryScheduleSettlTimeGrp component. FIX.5.0SP2EP169
41773 NoUnderlyingDeliveryScheduleSettlTimes NumInGroup Number of hour ranges in the repeating group. FIX.5.0SP2EP169
41774 UnderlyingDeliveryScheduleSettlStart String The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in UnderlyingDeliveryScheduleSettlTimeType(41776). FIX.5.0SP2EP169
41775 UnderlyingDeliveryScheduleSettlEnd String The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in UnderlyingDeliveryScheduleSettlTimeType(41776). FIX.5.0SP2EP169
41776 UnderlyingDeliveryScheduleSettlTimeType int Specifies the format of the delivery start and end time values. FIX.5.0SP2EP169
41777 UnderlyingDeliveryStreamType int Specifies the type of delivery stream. FIX.5.0SP2EP169
41778 UnderlyingDeliveryStreamPipeline String The name of the oil delivery pipeline. FIX.5.0SP2EP169
41779 UnderlyingDeliveryStreamEntryPoint String The point at which the commodity will enter the delivery mechanism or pipeline. FIX.5.0SP2EP169
41780 UnderlyingDeliveryStreamWithdrawalPoint String The point at which the commodity product will be withdrawn prior to delivery. FIX.5.0SP2EP169
41781 UnderlyingDeliveryStreamDeliveryPoint String The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product.
For bullion see http://www.fpml.org/coding-scheme/bullion-delivery-location for values. 		FIX.5.0SP2EP169
41782 UnderlyingDeliveryStreamDeliveryRestriction int Specifies under what conditions the buyer and seller should be excused of their delivery obligations. FIX.5.0SP2EP169
41783 UnderlyingDeliveryStreamDeliveryContingency String Specifies the electricity delivery contingency.
See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values. 		FIX.5.0SP2EP169
41784 UnderlyingDeliveryStreamDeliveryContingentPartySide int The trade side value of the party responsible for electricity delivery contingency. FIX.5.0SP2EP169
41785 UnderlyingDeliveryStreamDeliverAtSourceIndicator Boolean When this element is specified and set to 'Y', delivery of the coal product is to be at its source. FIX.5.0SP2EP169
41786 UnderlyingDeliveryStreamRiskApportionment String Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product.
See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list. 		FIX.5.0SP2EP169
41787 UnderlyingDeliveryStreamTitleTransferLocation String Specifies the title transfer location. FIX.5.0SP2EP169
41788 UnderlyingDeliveryStreamTitleTransferCondition int Specifies the title transfer condition. FIX.5.0SP2EP169
41789 UnderlyingDeliveryStreamImporterOfRecord String A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation. FIX.5.0SP2EP169
41790 UnderlyingDeliveryStreamNegativeTolerance float Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryStreamToleranceType(41793). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). FIX.5.0SP2EP169
41791 UnderlyingDeliveryStreamPositiveTolerance float Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryStreamToleranceType(41793). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). FIX.5.0SP2EP169
41792 UnderlyingDeliveryStreamToleranceUnitOfMeasure String Specifies the tolerance value's unit of measure (UOM). FIX.5.0SP2EP169
41793 UnderlyingDeliveryStreamToleranceType int Specifies the tolerance value type. FIX.5.0SP2EP169
41794 UnderlyingDeliveryStreamToleranceOptionSide int Indicates whether the tolerance is at the seller's or buyer's option. FIX.5.0SP2EP169
41795 UnderlyingDeliveryStreamTotalPositiveTolerance Percentage The positive percent tolerance which applies to the total quantity delivered over all shipment periods.
Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). 		FIX.5.0SP2EP169
41796 UnderlyingDeliveryStreamTotalNegativeTolerance Percentage The negative percent tolerance which applies to the total quantity delivered over all shipment periods.
Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). 		FIX.5.0SP2EP169
41797 UnderlyingDeliveryStreamNotionalConversionFactor float If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used. FIX.5.0SP2EP169
41798 UnderlyingDeliveryStreamTransportEquipment String The transportation equipment with which the commodity product will be delivered and received. Examples of transportation equipment or mode are barge, truck, railcar, etc. FIX.5.0SP2EP169
41799 UnderlyingDeliveryStreamElectingPartySide int A reference to the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract. FIX.5.0SP2EP169
41800 NoUnderlyingStreamAssetAttributes NumInGroup Number of asset attribute entries in the group. FIX.5.0SP2EP169
41801 UnderlyingStreamAssetAttributeType String Specifies the name of the attribute.
See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. 		FIX.5.0SP2EP169
41802 UnderlyingStreamAssetAttributeValue String Specifies the value of the attribute. FIX.5.0SP2EP169
41803 UnderlyingStreamAssetAttributeLimit String The limit or lower acceptable value of the attribute. FIX.5.0SP2EP169
41804 NoUnderlyingDeliveryStreamCycles NumInGroup Number of delivery cycles in the repeating group. FIX.5.0SP2EP169
41805 UnderlyingDeliveryStreamCycleDesc String The delivery cycles during which the oil product will be transported in the pipeline. FIX.5.0SP2EP169
41806 EncodedUnderlyingDeliveryStreamCycleDescLen Length Byte length of encoded (non-ASCII characters) EncodedUnderlyingDeliveryStreamCycleDesc(41807) field. FIX.5.0SP2EP169
41807 EncodedUnderlyingDeliveryStreamCycleDesc data Encoded (non-ASCII characters) representation of the UnderlyingDeliveryStreamCycleDesc(41805) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingDeliveryStreamCycleDesc(41805) field. FIX.5.0SP2EP169
41808 NoUnderlyingDeliveryStreamCommoditySources NumInGroup Number of commodity sources in the repeating group. FIX.5.0SP2EP169
41809 UnderlyingDeliveryStreamCommoditySource String The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product.
See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values. 		FIX.5.0SP2EP169
41810 UnderlyingExerciseDesc String A description of the option exercise. FIX.5.0SP2EP169
41811 EncodedUnderlyingExerciseDescLen Length Byte length of encoded (non-ASCII characters) EncodedUnderlyingExerciseDesc(41812) field. FIX.5.0SP2EP169
41812 EncodedUnderlyingExerciseDesc data Encoded (non-ASCII characters) representation of the UnderlyingExerciseDesc(41810) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingExerciseDesc(41810) field. FIX.5.0SP2EP169
41813 UnderlyingAutomaticExerciseIndicator Boolean Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money. FIX.5.0SP2EP169
41814 UnderlyingAutomaticExerciseThresholdRate float The threshold rate for triggering automatic exercise. FIX.5.0SP2EP169
41815 UnderlyingExerciseConfirmationMethod int Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. FIX.5.0SP2EP169
41816 UnderlyingManualNoticeBusinessCenter String Identifies the business center used for adjusting the time for manual exercise notice.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41817 UnderlyingFallbackExerciseIndicator Boolean Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). FIX.5.0SP2EP169
41818 UnderlyingLimitedRightToConfirmIndicator Boolean Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the Expiration date. If true ("Y") specific rules will apply in relation to the settlement mode. FIX.5.0SP2EP169
41819 UnderlyingExerciseSplitTicketIndicator Boolean Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations. FIX.5.0SP2EP169
41820 NoUnderlyingOptionExerciseBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP169
41821 UnderlyingOptionExerciseBusinessCenter String The business center calendar used to adjust the option exercise dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41822 UnderlyingOptionExerciseBusinessDayConvention int The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. FIX.5.0SP2EP169
41823 UnderlyingOptionExerciseEarliestDateOffsetDayType int Specifies the day type of the relative earliest exercise date offset. FIX.5.0SP2EP169 FIX.5.0SP2EP208
41824 UnderlyingOptionExerciseEarliestDateOffsetPeriod int Time unit multiplier for the relative earliest exercise date offset. FIX.5.0SP2EP169
41825 UnderlyingOptionExerciseEarliestDateOffsetUnit String Time unit associated with the relative earliest exercise date offset. FIX.5.0SP2EP169
41826 UnderlyingOptionExerciseFrequencyPeriod int Time unit multiplier for the frequency of exercise dates. FIX.5.0SP2EP169
41827 UnderlyingOptionExerciseFrequencyUnit String Time unit associated with the frequency of exercise dates. FIX.5.0SP2EP169
41828 UnderlyingOptionExerciseStartDateUnadjusted LocalMktDate The unadjusted start date for calculating periodic exercise dates. FIX.5.0SP2EP169
41829 UnderlyingOptionExerciseStartDateRelativeTo int Specifies the anchor date when the option exercise start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP169 FIX.5.0SP2EP208
41830 UnderlyingOptionExerciseStartDateOffsetPeriod int Time unit multiplier for the relative exercise start date offset. FIX.5.0SP2EP169
41831 UnderlyingOptionExerciseStartDateOffsetUnit String Time unit associated with the relative exercise start date offset. FIX.5.0SP2EP169
41832 UnderlyingOptionExerciseStartDateOffsetDayType int Specifies the day type of the relative option exercise start date offset. FIX.5.0SP2EP169 FIX.5.0SP2EP208
41833 UnderlyingOptionExerciseStartDateAdjusted LocalMktDate The adjusted start date for calculating periodic exercise dates. FIX.5.0SP2EP169
41834 UnderlyingOptionExerciseSkip int The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. FIX.5.0SP2EP169
41835 UnderlyingOptionExerciseNominationDeadline LocalMktDate The last date (adjusted) for establishing the option exercise terms. FIX.5.0SP2EP169
41836 UnderlyingOptionExerciseFirstDateUnadjusted LocalMktDate The unadjusted first exercise date. FIX.5.0SP2EP169
41837 UnderlyingOptionExerciseLastDateUnadjusted LocalMktDate The unadjusted last exercise date. FIX.5.0SP2EP169
41838 UnderlyingOptionExerciseEarliestTime LocalMktTime The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option. FIX.5.0SP2EP169
41839 UnderlyingOptionExerciseLatestTime LocalMktTime Latest exercise time. See also UnderlyingOptionExerciseEarliestTime(41838). FIX.5.0SP2EP169
41840 UnderlyingOptionExerciseTimeBusinessCenter String The business center used to determine the locale for option exercise time, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values 		FIX.5.0SP2EP169
41841 NoUnderlyingOptionExerciseDates NumInGroup Number of dates in the repeating group. FIX.5.0SP2EP169
41842 UnderlyingOptionExerciseDate LocalMktDate The adjusted or unadjusted option exercise fixed date. FIX.5.0SP2EP169
41843 UnderlyingOptionExerciseDateType int Specifies the type of option exercise date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2EP169
41844 NoUnderlyingOptionExerciseExpirationDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP169
41845 UnderlyingOptionExerciseExpirationDateBusinessCenter String The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41846 UnderlyingOptionExerciseExpirationDateBusinessDayConvention int The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. FIX.5.0SP2EP169
41847 UnderlyingOptionExerciseExpirationDateRelativeTo int Specifies the anchor date when the option exercise expiration date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP169 FIX.5.0SP2EP208
41848 UnderlyingOptionExerciseExpirationDateOffsetPeriod int Time unit multiplier for the relative exercise expiration date offset. FIX.5.0SP2EP169
41849 UnderlyingOptionExerciseExpirationDateOffsetUnit String Time unit associated with the relative exercise expiration date offset. FIX.5.0SP2EP169
41850 UnderlyingOptionExerciseExpirationFrequencyPeriod int Time unit multiplier for the frequency of exercise expiration dates. FIX.5.0SP2EP169
41851 UnderlyingOptionExerciseExpirationFrequencyUnit String Time unit associated with the frequency of exercise expiration dates. FIX.5.0SP2EP169
41852 UnderlyingOptionExerciseExpirationRollConvention String The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. FIX.5.0SP2EP169
41853 UnderlyingOptionExerciseExpirationDateOffsetDayType int Specifies the day type of the relative option exercise expiration date offset. FIX.5.0SP2EP169 FIX.5.0SP2EP208
41854 UnderlyingOptionExerciseExpirationTime LocalMktTime The option exercise expiration time. FIX.5.0SP2EP169
41855 UnderlyingOptionExerciseExpirationTimeBusinessCenter String The business center used to determine the locale for option exercise expiration time, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41856 NoUnderlyingOptionExerciseExpirationDates NumInGroup Number of fixed exercise expiration dates in the repeating group. FIX.5.0SP2EP169
41857 UnderlyingOptionExerciseExpirationDate LocalMktDate The adjusted or unadjusted option exercise expiration fixed date. FIX.5.0SP2EP169
41858 UnderlyingOptionExerciseExpirationDateType int Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2EP169
41859 UnderlyingMarketDisruptionProvision int The consequences of market disruption events. FIX.5.0SP2EP169
41860 UnderlyingMarketDisruptionFallbackProvision int Specifies the location of the fallback provision documentation. FIX.5.0SP2EP169
41861 UnderlyingMarketDisruptionMaximumDays int Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). ISDA 2005 Commodity Definition. FIX.5.0SP2EP169
41862 UnderlyingMarketDisruptionMaterialityPercentage Percentage Used when a price materiality percentage applies to the price source disruption event and this event has been specified. Applicable to 2005 Commodity Definitions only. FIX.5.0SP2EP169
41863 UnderlyingMarketDisruptionMinimumFuturesContracts int Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. Applicable to 1993 Commodity Definitions only. FIX.5.0SP2EP169
41864 NoUnderlyingMarketDisruptionEvents NumInGroup Number of disruption events in the repeating group. FIX.5.0SP2EP169
41865 UnderlyingMarketDisruptionEvent String Specifies the market disruption event.
For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values.
For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types. 		FIX.5.0SP2EP169 FIX.5.0SP2EP187
41866 NoUnderlyingMarketDisruptionFallbacks NumInGroup Number of fallbacks in the repeating group. FIX.5.0SP2EP169
41867 UnderlyingMarketDisruptionFallbackType String Specifies the type of disruption fallback.
See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values. 		FIX.5.0SP2EP169
41868 NoUnderlyingMarketDisruptionFallbackReferencePrices NumInGroup Number of fallback reference securities in the repeating group. FIX.5.0SP2EP169
41869 UnderlyingMarketDisruptionFallbackUnderlierType int The type of reference price underlier. FIX.5.0SP2EP169
41870 UnderlyingMarketDisruptionFallbackUnderlierSecurityID String Specifies the identifier value of the security. FIX.5.0SP2EP169
41871 UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource String Specifies the class or source scheme of the security identifier. FIX.5.0SP2EP169
41872 UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc String Specifies the description of underlying security. FIX.5.0SP2EP169
41873 EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDescLen Length Byte length of encoded (non-ASCII characters) EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41874) field. FIX.5.0SP2EP169
41874 EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc data Encoded (non-ASCII characters) representation of the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872). FIX.5.0SP2EP169
41875 UnderlyingMarketDisruptionFallbackOpenUnits Qty If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. FIX.5.0SP2EP169
41876 UnderlyingMarketDisruptionFallbackBasketCurrency Currency Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41877 UnderlyingMarketDisruptionFallbackBasketDivisor float Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. FIX.5.0SP2EP169
41878 NoUnderlyingPaymentScheduleFixingDays NumInGroup Number of fixing days in the repeating group. FIX.5.0SP2EP169
41879 UnderlyingPaymentScheduleFixingDayOfWeek int The day of the week on which fixing takes place. FIX.5.0SP2EP169
41880 UnderlyingPaymentScheduleFixingDayNumber int The occurrence of the day of week on which fixing takes place. For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day. FIX.5.0SP2EP169
41881 UnderlyingPaymentScheduleXID XID Identifier of this UnderlyingPaymentSchedule for cross referencing elsewhere in the message. FIX.5.0SP2EP169
41882 UnderlyingPaymentScheduleXIDRef XIDREF Reference to payment schedule elsewhere in the message. FIX.5.0SP2EP169
41883 UnderlyingPaymentScheduleRateCurrency Currency Specifies the currency of the schedule rate. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41884 UnderlyingPaymentScheduleRateUnitOfMeasure String The schedule rate unit of measure (UOM). FIX.5.0SP2EP169
41885 UnderlyingPaymentScheduleRateConversionFactor float The number to be multiplied by the derived floating rate of the underlying's payment schedule in order to arrive at the payment rate. If ommitted, the schedule rate conversion factor is 1. FIX.5.0SP2EP169
41886 UnderlyingPaymentScheduleRateSpreadType int Specifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. FIX.5.0SP2EP169
41887 UnderlyingPaymentScheduleSettlPeriodPrice Price The schedule settlement period price. FIX.5.0SP2EP169
41888 UnderlyingPaymentScheduleSettlPeriodPriceCurrency Currency The currency of the schedule settlement period price. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41889 UnderlyingPaymentScheduleSettlPeriodPriceUnitOfMeasure String The settlement period price unit of measure (UOM). FIX.5.0SP2EP169
41890 UnderlyingPaymentScheduleStepUnitOfMeasure String The schedule step unit of measure (UOM). FIX.5.0SP2EP169
41891 UnderlyingPaymentScheduleFixingDayDistribution int The distribution of fixing days. FIX.5.0SP2EP169
41892 UnderlyingPaymentScheduleFixingDayCount int The number of days over which fixing should take place. FIX.5.0SP2EP169
41893 UnderlyingPaymentScheduleFixingLagPeriod int Time unit multiplier for the fixing lag duration. FIX.5.0SP2EP169
41894 UnderlyingPaymentScheduleFixingLagUnit String Time unit associated with the fixing lag duration. FIX.5.0SP2EP169
41895 UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod int Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. FIX.5.0SP2EP169 FIX.5.0SP2EP208
41896 UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit String Time unit associated with the relative first observation date offset. FIX.5.0SP2EP169 FIX.5.0SP2EP208
41897 UnderlyingPaymentStreamFlatRateIndicator Boolean When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction "Fixed". If 'N' it is taken on each Pricing Date "Floating". FIX.5.0SP2EP169
41898 UnderlyingPaymentStreamFlatRateAmount Amt Specifies the actual monetary value of the flat rate when UnderlyingPaymentStreamFlatRateIndicator(41897) = 'Y'. FIX.5.0SP2EP169
41899 UnderlyingPaymentStreamFlatRateCurrency Currency Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41900 UnderlyingPaymentStreamMaximumPaymentAmount Amt Specifies the limit on the total payment amount. FIX.5.0SP2EP169
41901 UnderlyingPaymentStreamMaximumPaymentCurrency Currency Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41902 UnderlyingPaymentStreamMaximumTransactionAmount Amt Specifies the limit on the payment amount that goes out in any particular calculation period. FIX.5.0SP2EP169
41903 UnderlyingPaymentStreamMaximumTransactionCurrency Currency Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41904 UnderlyingPaymentStreamFixedAmountUnitOfMeasure String Fixed payment amount unit of measure (UOM). FIX.5.0SP2EP169
41905 UnderlyingPaymentStreamTotalFixedAmount Amt Specifies the total fixed payment amount. FIX.5.0SP2EP169
41906 UnderlyingPaymentStreamWorldScaleRate float The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap. FIX.5.0SP2EP169
41907 UnderlyingPaymentStreamContractPrice Price The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap. FIX.5.0SP2EP169
41908 UnderlyingPaymentStreamContractPriceCurrency Currency Specifies the currency of UnderlyingPaymentStreamContractPrice(41907). Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41909 NoUnderlyingPaymentStreamPricingBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP169
41910 UnderlyingPaymentStreamPricingBusinessCenter String The business center calendar used to adjust the payment stream's pricing dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41911 UnderlyingPaymentStreamRateIndex2CurveUnit String Secondary time unit associated with the payment stream’s floating rate index curve. FIX.5.0SP2EP169
41912 UnderlyingPaymentStreamRateIndex2CurvePeriod int Secondary time unit multiplier for the payment stream’s floating rate index curve. May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points. FIX.5.0SP2EP169
41913 UnderlyingPaymentStreamRateIndexLocation String Specifies the location of the floating rate index. FIX.5.0SP2EP169
41914 UnderlyingPaymentStreamRateIndexLevel Qty This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. FIX.5.0SP2EP169
41915 UnderlyingPaymentStreamRateIndexUnitOfMeasure String The unit of measure (UOM) of the rate index level. FIX.5.0SP2EP169
41916 UnderlyingPaymentStreamSettlLevel int Specifies how weather index units are to be calculated. FIX.5.0SP2EP169
41917 UnderlyingPaymentStreamReferenceLevel Qty This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. FIX.5.0SP2EP169
41918 UnderlyingPaymentStreamReferenceLevelUnitOfMeasure String The unit of measure (UOM) of the rate reference level. FIX.5.0SP2EP169
41919 UnderlyingPaymentStreamReferenceLevelEqualsZeroIndicator Boolean When set to 'Y', it indicates that the weather reference level equals zero. FIX.5.0SP2EP169
41920 UnderlyingPaymentStreamRateSpreadCurrency Currency Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41921 UnderlyingPaymentStreamRateSpreadUnitOfMeasure String Specifies the unit of measure (UOM) of the floating rate spread. FIX.5.0SP2EP169
41922 UnderlyingPaymentStreamRateConversionFactor float The number to be multiplied by the derived floating rate of the underlying's payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. FIX.5.0SP2EP169
41923 UnderlyingPaymentStreamRateSpreadType int Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. FIX.5.0SP2EP169
41924 UnderlyingPaymentStreamLastResetRate Percentage The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. FIX.5.0SP2EP169
41925 UnderlyingPaymentStreamFinalRate Percentage The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. FIX.5.0SP2EP169
41926 UnderlyingPaymentStreamCalculationLagPeriod int Time unit multiplier for the calculation lag duration. FIX.5.0SP2EP169
41927 UnderlyingPaymentStreamCalculationLagUnit String Time unit associated with the calculation lag duration. FIX.5.0SP2EP169
41928 UnderlyingPaymentStreamFirstObservationDateOffsetPeriod int Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. FIX.5.0SP2EP169 FIX.5.0SP2EP208
41929 UnderlyingPaymentStreamFirstObservationDateOffsetUnit String Time unit associated with the relative first observation date offset. FIX.5.0SP2EP169 FIX.5.0SP2EP208
41930 UnderlyingPaymentStreamPricingDayType int Specifies the commodity pricing day type. FIX.5.0SP2EP169
41931 UnderlyingPaymentStreamPricingDayDistribution int The distribution of pricing days. FIX.5.0SP2EP169
41932 UnderlyingPaymentStreamPricingDayCount int The number of days over which pricing should take place. FIX.5.0SP2EP169
41933 UnderlyingPaymentStreamPricingBusinessCalendar String Specifies the business calendar to use for pricing.
See http://www.fpml.org/coding-scheme/commodity-business-calendar for values. 		FIX.5.0SP2EP169
41934 UnderlyingPaymentStreamPricingBusinessDayConvention int The business day convention used to adjust the payment stream's pricing dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. FIX.5.0SP2EP169
41935 LegStreamCommoditySettlTimeType int Specifies the format of the commodity settlement start and end times. FIX.5.0SP2EP169
41936 UnderlyingStreamCommoditySettlTimeType int Specifies the format of the commodity settlement start and end times. FIX.5.0SP2EP169
41937 NoUnderlyingPaymentStreamPaymentDates NumInGroup Number of payment dates in the repeating group. FIX.5.0SP2EP169
41938 UnderlyingPaymentStreamPaymentDate LocalMktDate The adjusted or unadjusted fixed stream payment date. FIX.5.0SP2EP169
41939 UnderlyingPaymentStreamPaymentDateType int Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2EP169
41940 UnderlyingPaymentStreamMasterAgreementPaymentDatesIndicator Boolean When set to 'Y', it indicates that payment dates are specified in the relevant master agreement. FIX.5.0SP2EP169
41941 NoUnderlyingPaymentStreamPricingDates NumInGroup Number of pricing dates in the repeating group. FIX.5.0SP2EP169
41942 UnderlyingPaymentStreamPricingDate LocalMktDate An adjusted or unadjusted fixed pricing date. FIX.5.0SP2EP169
41943 UnderlyingPaymentStreamPricingDateType int Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2EP169
41944 NoUnderlyingPaymentStreamPricingDays NumInGroup Number of pricing days in the repeating group. FIX.5.0SP2EP169
41945 UnderlyingPaymentStreamPricingDayOfWeek int The day of the week on which pricing takes place. FIX.5.0SP2EP169
41946 UnderlyingPaymentStreamPricingDayNumber int The occurrence of the day of week on which pricing takes place. For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3. FIX.5.0SP2EP169
41947 NoUnderlyingPricingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP169
41948 UnderlyingPricingDateBusinessCenter String The business center calendar used to adjust the pricing or fixing date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41949 UnderlyingPricingDateUnadjusted LocalMktDate The unadjusted pricing or fixing date. FIX.5.0SP2EP169
41950 UnderlyingPricingDateBusinessDayConvention int The business day convention used to adjust the pricing or fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. FIX.5.0SP2EP169
41951 UnderlyingPricingDateAdjusted LocalMktDate The adjusted pricing or fixing date. FIX.5.0SP2EP169
41952 UnderlyingPricingTime LocalMktTime The local market pricing or fixing time. FIX.5.0SP2EP169
41953 UnderlyingPricingTimeBusinessCenter String Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. FIX.5.0SP2EP169
41954 NoUnderlyingStreamCalculationPeriodDates NumInGroup Number of calculation period dates in the repeating group. FIX.5.0SP2EP169
41955 UnderlyingStreamCalculationPeriodDate LocalMktDate The adjusted or unadjusted fixed calculation period date. FIX.5.0SP2EP169
41956 UnderlyingStreamCalculationPeriodDateType int Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2EP169
41957 UnderlyingStreamCalculationPeriodDatesXID XID Identifier of this calculation period for cross referencing elsewhere in the message. FIX.5.0SP2EP169
41958 UnderlyingStreamCalculationPeriodDatesXIDRef XIDREF Cross reference to another calculation period for duplicating its properties. FIX.5.0SP2EP169
41959 UnderlyingStreamCalculationBalanceOfFirstPeriod Boolean When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.). FIX.5.0SP2EP169
41960 UnderlyingStreamCalculationCorrectionPeriod int Time unit multiplier for the length of time after the publication of the data when corrections can be made. FIX.5.0SP2EP169
41961 UnderlyingStreamCalculationCorrectionUnit String Time unit associated with the length of time after the publication of the data when corrections can be made. FIX.5.0SP2EP169
41962 NoUnderlyingStreamCommoditySettlBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP169
41963 UnderlyingStreamCommoditySettlBusinessCenter String The business center calendar used to adjust the commodity delivery date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP169
41964 UnderlyingStreamCommodityBase String Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. Examples of general commodity base types include:Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions. FIX.5.0SP2EP169
41965 UnderlyingStreamCommodityType String Specifies the type of commodity product.
For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values.
For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values.
For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types. 		FIX.5.0SP2EP169
41966 UnderlyingStreamCommoditySecurityID String Specifies the market identifier for the commodity. FIX.5.0SP2EP169
41967 UnderlyingStreamCommoditySecurityIDSource String Identifies the class or source of the UnderlyingStreamCommoditySecurityIDSource(41966) value. FIX.5.0SP2EP169
41968 UnderlyingStreamCommodityDesc String Description of the commodity asset. FIX.5.0SP2EP169
41969 EncodedUnderlyingStreamCommodityDescLen Length Byte length of encoded (non-ASCII characters) EncodedUnderlyingStreamCommodityDesc(41970) field. FIX.5.0SP2EP169
41970 EncodedUnderlyingStreamCommodityDesc data Encoded (non-ASCII characters) representation of the UnderlyingStreamCommodityDesc(41968) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingStreamCommodityDesc(41968) field. FIX.5.0SP2EP169
41971 UnderlyingStreamCommodityUnitOfMeasure String The unit of measure (UOM) of the commodity asset. FIX.5.0SP2EP169
41972 UnderlyingStreamCommodityCurrency Currency Identifies the currency of the commodity asset. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
41973 UnderlyingStreamCommodityExchange Exchange Identifies the exchange where the commodity is traded. FIX.5.0SP2EP169
41974 UnderlyingStreamCommodityRateSource int Identifies the source of rate information used for commodities.
See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources. 		FIX.5.0SP2EP169
41975 UnderlyingStreamCommodityRateReferencePage String Identifies the reference "page" from the rate source. FIX.5.0SP2EP169
41976 UnderlyingStreamCommodityRateReferencePageHeading String Identifies the page heading from the rate source. FIX.5.0SP2EP169
41977 UnderlyingStreamDataProvider String Specifies the commodity data or information provider.
See http://www.fpml.org/coding-scheme/commodity-information-provider for values. 		FIX.5.0SP2EP169
41978 UnderlyingStreamCommodityPricingType String Specifies how the pricing or rate setting of the trade is to be determined or based upon.
See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types. 		FIX.5.0SP2EP169
41979 UnderlyingStreamCommodityNearbySettlDayPeriod int Time unit multiplier for the nearby settlement day. When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo. FIX.5.0SP2EP169
41980 UnderlyingStreamCommodityNearbySettlDayUnit String Time unit associated with the nearby settlement day. FIX.5.0SP2EP169
41981 UnderlyingStreamCommoditySettlDateUnadjusted LocalMktDate The unadjusted commodity delivery date. FIX.5.0SP2EP169
41982 UnderlyingStreamCommoditySettlDateBusinessDayConvention int The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. FIX.5.0SP2EP169
41983 UnderlyingStreamCommoditySettlDateAdjusted LocalMktDate The adjusted commodity delivery date. FIX.5.0SP2EP169
41984 UnderlyingStreamCommoditySettlMonth int Specifies a fixed single month for commodity delivery. Use "1" for January, "2" for February, etc. FIX.5.0SP2EP169
41985 UnderlyingStreamCommoditySettlDateRollPeriod int Time unit multiplier for the commodity delivery date roll. For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires. FIX.5.0SP2EP169
41986 UnderlyingStreamCommoditySettlDateRollUnit String Time unit associated with the commodity delivery date roll. FIX.5.0SP2EP169
41987 UnderlyingStreamCommoditySettlDayType int Specifies the commodity delivery roll day type. FIX.5.0SP2EP169
41988 UnderlyingStreamCommodityXID XID Identifier of this stream commodity for cross referencing elsewhere in the message. FIX.5.0SP2EP169
41989 UnderlyingStreamCommodityXIDRef XIDREF Reference to a stream commodity elsewhere in the message. FIX.5.0SP2EP169
41990 NoUnderlyingStreamCommodityAltIDs NumInGroup Number of alternate security identifers. FIX.5.0SP2EP169
41991 UnderlyingStreamCommodityAltID String Alternate security identifier value for the commodity. FIX.5.0SP2EP169
41992 UnderlyingStreamCommodityAltIDSource String Identifies the class or source of the alternate commodity security identifier. FIX.5.0SP2EP169
41993 NoUnderlyingStreamCommodityDataSources NumInGroup Number of commodity data sources in the repeating group. FIX.5.0SP2EP169
41994 UnderlyingStreamCommodityDataSourceID String Data source identifier. FIX.5.0SP2EP169
41995 UnderlyingStreamCommodityDataSourceIDType int Specifies the type of data source identifier. FIX.5.0SP2EP169
41996 NoUnderlyingStreamCommoditySettlDays NumInGroup Number of days in the repeating group. FIX.5.0SP2EP169
41997 UnderlyingStreamCommoditySettlDay int Specifies the day or group of days for delivery. FIX.5.0SP2EP169
41998 UnderlyingStreamCommoditySettlTotalHours int Sum of the hours specified in UnderlyingStreamCommoditySettlTimeGrp. FIX.5.0SP2EP169
41999 NoUnderlyingStreamCommoditySettlTimes NumInGroup Number of hour ranges in the repeating group. FIX.5.0SP2EP169
42000 UnderlyingStreamCommoditySettlStart String The start time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. FIX.5.0SP2EP169
42001 UnderlyingStreamCommoditySettlEnd String The end time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. FIX.5.0SP2EP169
42002 NoUnderlyingStreamCommoditySettlPeriods NumInGroup Number of commodity settlement periods in the repeating group. FIX.5.0SP2EP169
42003 UnderlyingStreamCommoditySettlCountry Country Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. FIX.5.0SP2EP169
42004 UnderlyingStreamCommoditySettlTimeZone String Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight".
See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. 		FIX.5.0SP2EP169
42005 UnderlyingStreamCommoditySettlFlowType int Specifies the commodity delivery flow type. FIX.5.0SP2EP169
42006 UnderlyingStreamCommoditySettlPeriodNotional Qty Specifies the delivery quantity associated with this settlement period. FIX.5.0SP2EP169
42007 UnderlyingStreamCommoditySettlPeriodNotionalUnitOfMeasure String Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period. FIX.5.0SP2EP169
42008 UnderlyingStreamCommoditySettlPeriodFrequencyPeriod int Time unit multiplier for the settlement period frequency. FIX.5.0SP2EP169
42009 UnderlyingStreamCommoditySettlPeriodFrequencyUnit String Time unit associated with the settlement period frequency. FIX.5.0SP2EP169
42010 UnderlyingStreamCommoditySettlPeriodPrice Price The settlement period price. FIX.5.0SP2EP169
42011 UnderlyingStreamCommoditySettlPeriodPriceUnitOfMeasure String Specifies the settlement period price unit of measure (UOM). FIX.5.0SP2EP169
42012 UnderlyingStreamCommoditySettlPeriodPriceCurrency Currency The currency of the settlement period price. Uses ISO 4217 currency codes. FIX.5.0SP2EP169
42013 UnderlyingStreamCommoditySettlHolidaysProcessingInstruction int Indicates whether holidays are included in the settlement periods. Required for electricity contracts. FIX.5.0SP2EP169
42014 UnderlyingStreamCommoditySettlPeriodXID XID Identifier of this settlement period for cross referencing elsewhere in the message. FIX.5.0SP2EP169
42015 UnderlyingStreamCommoditySettlPeriodXIDRef XIDREF Cross reference to another settlement period for duplicating its properties. FIX.5.0SP2EP169
42016 UnderlyingStreamXID XID Identifier of this UnderlyingStream for cross referencing elsewhere in the message. FIX.5.0SP2EP169
42017 UnderlyingAdditionalTermBondIssuer String Issuer of the bond. FIX.5.0SP2EP187
42018 UnderlyingStreamNotionalXIDRef XIDREF Cross reference to another UnderlyingStream notional for duplicating its properties. FIX.5.0SP2EP169
42019 UnderlyingStreamNotionalFrequencyPeriod int Time unit multiplier for the swap stream's notional frequency. FIX.5.0SP2EP169
42020 UnderlyingStreamNotionalFrequencyUnit String Time unit associated with the swap stream's notional frequency. FIX.5.0SP2EP169
42021 UnderlyingStreamNotionalCommodityFrequency int The commodity's notional or quantity delivery frequency. FIX.5.0SP2EP169
42022 UnderlyingStreamNotionalUnitOfMeasure String Specifies the delivery quantity unit of measure (UOM). FIX.5.0SP2EP169
42023 UnderlyingStreamTotalNotional Qty Specifies the total notional or delivery quantity over the term of the contract. FIX.5.0SP2EP169
42024 UnderlyingStreamTotalNotionalUnitOfMeasure String Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract. FIX.5.0SP2EP169
42025 EncodedUnderlyingAdditionalTermBondIssuerLen Length Byte length of encoded (non-ASCII characters) EncodedUnderlyingAdditionalTermBondIssuer(42026) field. FIX.5.0SP2EP187
42026 EncodedUnderlyingAdditionalTermBondIssuer data Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondIssuer(42017) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingAdditionalTermBondIssuer(42017) field. FIX.5.0SP2EP187
42027 UnderlyingAdditionalTermBondSeniority String Specifies the bond's payment priority in the event of a default. FIX.5.0SP2EP187
42028 UnderlyingAdditionalTermBondCouponType int Coupon type of the bond. FIX.5.0SP2EP187
42029 UnderlyingAdditionalTermBondCouponRate Percentage Coupon rate of the bond. See also CouponRate(223). FIX.5.0SP2EP187
42030 UnderlyingAdditionalTermBondMaturityDate LocalMktDate The maturity date of the bond. FIX.5.0SP2EP187
42031 UnderlyingAdditionalTermBondParValue Amt The par value of the bond. FIX.5.0SP2EP187
42032 UnderlyingAdditionalTermBondCurrentTotalIssuedAmount Amt Total issued amount of the bond. FIX.5.0SP2EP187
42033 UnderlyingAdditionalTermBondCouponFrequencyPeriod int Time unit multiplier for the frequency of the bond's coupon payment. FIX.5.0SP2EP187
42034 UnderlyingAdditionalTermBondCouponFrequencyUnit String Time unit associated with the frequency of the bond's coupon payment. FIX.5.0SP2EP187
42035 UnderlyingAdditionalTermBondDayCount int The day count convention used in interest calculations for a bond or an interest bearing security. FIX.5.0SP2EP187
42036 NoUnderlyingAdditionalTerms NumInGroup Number of additional terms in the repeating group. FIX.5.0SP2EP187
42037 UnderlyingAdditionalTermConditionPrecedentBondIndicator Boolean Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used. FIX.5.0SP2EP187
42038 UnderlyingAdditionalTermDiscrepancyClauseIndicator Boolean Indicates whether the discrepancy clause is applicable. FIX.5.0SP2EP187
42039 NoUnderlyingCashSettlDealers NumInGroup Number of dealers in the repeating group. FIX.5.0SP2EP187
42040 UnderlyingCashSettlDealer String Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation. ISDA 2003 Term: Dealer FIX.5.0SP2EP187
42041 NoUnderlyingCashSettlTerms NumInGroup Number of elements in the repeating group. FIX.5.0SP2EP187
42042 UnderlyingCashSettlCurrency Currency Specifies the currency the UnderlyingCashSettlAmount(42054) is denominated in. Uses ISO 4217 currency codes. FIX.5.0SP2EP187
42043 UnderlyingCashSettlValuationFirstBusinessDayOffset int The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for purposes of cash settlement. Associated with ISDA 2003 Term: Valuation Date. FIX.5.0SP2EP187
42044 UnderlyingCashSettlValuationSubsequentBusinessDaysOffset int The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. Associated with ISDA 2003 Term: Valuation Date. FIX.5.0SP2EP187
42045 UnderlyingCashSettlNumOfValuationDates int Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies the number of applicable valuation dates. Associated with ISDA 2003 Term: Valuation Date. FIX.5.0SP2EP187
42046 UnderlyingCashSettlValuationTime LocalMktTime Time of valuation. FIX.5.0SP2EP187
42047 UnderlyingCashSettlBusinessCenter String Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP187
42048 UnderlyingCashSettlQuoteMethod int The type of quote used to determine the cash settlement price. FIX.5.0SP2EP187
42049 UnderlyingCashSettlQuoteAmount Amt When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specifed, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. ISDA 2003 Term: Quotation Amount. FIX.5.0SP2EP187
42050 UnderlyingCashSettlQuoteCurrency Currency Specifies the currency the UnderlyingCashSettlQuoteAmount(42049) is denominated in. Uses ISO 4217 currency codes. FIX.5.0SP2EP187
42051 UnderlyingCashSettlMinimumQuoteAmount Amt When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount. ISDA 2003 Term: Minimum Quotation Amount. FIX.5.0SP2EP187
42052 UnderlyingCashSettlMinimumQuoteCurrency Currency Specifies the currency the UnderlyingCashSettlQuoteAmount(42049) is denominated in. Uses ISO 4217 currency codes. FIX.5.0SP2EP187
42053 UnderlyingCashSettlBusinessDays int The number of business days used in the determination of the cash settlement payment date. If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied.
ISDA 2003 Term: Cash Settlement Date. 		FIX.5.0SP2EP187
42054 UnderlyingCashSettlAmount Amt The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. If not specified this would typically be calculated as ((100 or the reference price) - reference obligation price) x floating rate payer calculation amount. Price values are all expressed as a percentage.
ISDA 2003 Term: Cash Settlement Amount. 		FIX.5.0SP2EP187
42055 UnderlyingCashSettlRecoveryFactor float Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount is calculated is (1 - UnderlyingCashSettlRecoveryFactor(42055)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount. FIX.5.0SP2EP187
42056 UnderlyingCashSettlFixedTermIndicator Boolean Indicates whether fixed settlement is applicable or not applicable in a recovery lock. FIX.5.0SP2EP187
42057 UnderlyingCashSettlAccruedInterestIndicator Boolean Indicates whether accrued interest is included or not in the value provided in UnderlyingCashSettlAmount(42054).
For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest.
For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest.
ISDA 2003 Term: Include/Exclude Accrued Interest. 		FIX.5.0SP2EP187
42058 UnderlyingCashSettlValuationMethod int The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method FIX.5.0SP2EP187
42059 UnderlyingCashSettlTermXID XID Name referenced from UnderlyingSettlementTermXIDRef(41315). FIX.5.0SP2EP187
42060 NoUnderlyingPhysicalSettlTerms NumInGroup Number of entries in the repeating group. FIX.5.0SP2EP187
42061 UnderlyingPhysicalSettlCurrency Currency Currency of physical settlement. Uses ISO 4217 currency codes. FIX.5.0SP2EP187
42062 UnderlyingPhysicalSettlBusinessDays int A number of business days. Its precise meaning is dependent on the context in which this element is used. ISDA 2003 Term: Business Day. FIX.5.0SP2EP187
42063 UnderlyingPhysicalSettlMaximumBusinessDays int A maximum number of business days. Its precise meaning is dependent on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision. FIX.5.0SP2EP187
42064 UnderlyingPhysicalSettlTermXID XID A named string value referenced by UnderlyingSettlementTermXIDRef(41315). FIX.5.0SP2EP187
42065 NoUnderlyingPhysicalSettlDeliverableObligations NumInGroup Number of entries in the repeating group. FIX.5.0SP2EP187
42066 UnderlyingPhysicalSettlDeliverableObligationType String Specifies the type of delivery obligation applicable for physical settlement.
See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. 		FIX.5.0SP2EP187
42067 UnderlyingPhysicalSettlDeliverableObligationValue String Physical settlement delivery obligation value appropriate to UnderlyingPhysicalSettlDeliverableObligationType(42066).
See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for applicable obligation type values. 		FIX.5.0SP2EP187
42068 NoUnderlyingProtectionTerms NumInGroup Number of protection terms in the repeating group. FIX.5.0SP2EP187
42069 UnderlyingProtectionTermNotional Amt The notional amount of protection coverage for a floating rate. ISDA 2003 Term: Floating Rate Payer Calculation Amount. FIX.5.0SP2EP187
42070 UnderlyingProtectionTermCurrency Currency The currency of UnderlyingProtectionTermNotional(42069). Uses ISO 4217 currency codes. FIX.5.0SP2EP187
42071 UnderlyingProtectionTermSellerNotifies Boolean The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring.
UnderlyingProtectionTermSellerNotifies(42071)=Y indicates that the seller notifies.
ISDA 2003 Term: Notifying Party. 		FIX.5.0SP2EP187
42072 UnderlyingProtectionTermBuyerNotifies Boolean The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring.
UnderlyingProtectionTermBuyerNotifies(42072)=Y indicates that the buyer notifies. ISDA 2003 Term: Notifying Party. 		FIX.5.0SP2EP187
42073 UnderlyingProtectionTermEventBusinessCenter String When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP187
42074 UnderlyingProtectionTermStandardSources Boolean Indicates whether ISDA defined Standard Public Sources are applicable (UnderlyingProtectionTermStandardSources(42074)=Y) or not. FIX.5.0SP2EP187
42075 UnderlyingProtectionTermEventMinimumSources int The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. FIX.5.0SP2EP187
42076 UnderlyingProtectionTermXID XID A named string value referenced by UnderlyingProtectionTermXIDRef(41314). FIX.5.0SP2EP187
42077 NoUnderlyingProtectionTermEvents NumInGroup Number of protection term events in the repeating group. FIX.5.0SP2EP187
42078 UnderlyingProtectionTermEventType String Specifies the type of credit event applicable to the protection terms.
See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types. 		FIX.5.0SP2EP187
42079 UnderlyingProtectionTermEventValue String Protection term event value appropriate to UnderlyingProtectionTermEventType(42078).
See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. 		FIX.5.0SP2EP187
42080 UnderlyingProtectionTermEventCurrency Currency Applicable currency if UnderlyingProtectionTermEventValue(42079) is an amount. Uses ISO 4217 currency codes. FIX.5.0SP2EP187
42081 UnderlyingProtectionTermEventPeriod int Time unit multiplier for protection term events. FIX.5.0SP2EP187
42082 UnderlyingProtectionTermEventUnit String Time unit associated with protection term events. FIX.5.0SP2EP187
42083 UnderlyingProtectionTermEventDayType int Day type for events that specify a period and unit. FIX.5.0SP2EP187
42084 UnderlyingProtectionTermEventRateSource String Rate source for events that specify a rate source, e.g. Floating rate interest shortfall. FIX.5.0SP2EP187
42085 NoUnderlyingProtectionTermEventQualifiers NumInGroup Number of qualifiers in the repeating group. FIX.5.0SP2EP187
42086 UnderlyingProtectionTermEventQualifier char Protection term event qualifier. Used to further qualify UnderlyingProtectionTermEventType(43078). FIX.5.0SP2EP187
42087 NoUnderlyingProtectionTermObligations NumInGroup Number of obligations in the repeating group. FIX.5.0SP2EP187
42088 UnderlyingProtectionTermObligationType String Specifies the type of obligation applicable to the protection terms.
See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types. 		FIX.5.0SP2EP187
42089 UnderlyingProtectionTermObligationValue String Protection term obligation value appropriate to UnderlyingProtectionTermObligationType(42088).
See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values. 		FIX.5.0SP2EP187
42090 NoUnderlyingProtectionTermEventNewsSources NumInGroup Number of event news sources in the repeating group. FIX.5.0SP2EP187
42091 UnderlyingProtectionTermEventNewsSource String Newspaper or electronic news service or source that may publish relevant information used in the determination of whether or not a credit event has occurred. FIX.5.0SP2EP187
42092 UnderlyingProvisionCashSettlPaymentDateBusinessDayConvention int The business day convention used to adjust the provisional cash settlement payment's termination, or relative termination, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. FIX.5.0SP2EP187
42093 UnderlyingProvisionCashSettlPaymentDateRelativeTo int Specifies the anchor date when the cash settlement payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP187
42094 UnderlyingProvisionCashSettlPaymentDateOffsetPeriod int Time unit multiplier for the relative cash settlement payment date offset. FIX.5.0SP2EP187 FIX.5.0SP2EP208
42095 UnderlyingProvisionCashSettlPaymentDateOffsetUnit String Time unit associated with the relative cash settlement payment date offset. FIX.5.0SP2EP187 FIX.5.0SP2EP208
42096 UnderlyingProvisionCashSettlPaymentDateOffsetDayType int Specifies the day type of the provision's relative cash settlement payment date offset. FIX.5.0SP2EP187 FIX.5.0SP2EP208
42097 UnderlyingProvisionCashSettlPaymentDateRangeFirst LocalMktDate First date in range when a settlement date range is provided. FIX.5.0SP2EP187
42098 UnderlyingProvisionCashSettlPaymentDateRangeLast LocalMktDate Last date in range when a settlement date range is provided. FIX.5.0SP2EP187
42099 NoUnderlyingProvisionCashSettlPaymentDates NumInGroup Number of UnderlyingProvision cash settlement payment dates in the repeating group. FIX.5.0SP2EP187
42100 UnderlyingProvisionCashSettlPaymentDate LocalMktDate The cash settlement payment date, unadjusted or adjusted depending on UnderlyingProvisionCashSettlPaymentDateType(42101). FIX.5.0SP2EP187
42101 UnderlyingProvisionCashSettlPaymentDateType int Specifies the type of date (e.g. adjusted for holidays). FIX.5.0SP2EP187
42102 UnderlyingProvisionCashSettlQuoteSource int Identifies the source of quote information. FIX.5.0SP2EP187
42103 UnderlyingProvisionCashSettlQuoteReferencePage String Identifies the reference "page" from the quote source. FIX.5.0SP2EP187
42104 UnderlyingProvisionCashSettlValueTime LocalMktTime A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount. FIX.5.0SP2EP187
42105 UnderlyingProvisionCashSettlValueTimeBusinessCenter String Identifies the business center calendar used with the provision's cash settlement valuation time.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP187
42106 UnderlyingProvisionCashSettlValueDateBusinessDayConvention int The business day convention used to adjust the cash settlement valuation date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. FIX.5.0SP2EP187
42107 UnderlyingProvisionCashSettlValueDateRelativeTo int Specifies the anchor date when the cash settlement value date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP187
42108 UnderlyingProvisionCashSettlValueDateOffsetPeriod int Time unit multiplier for the relative cash settlement value date offset. FIX.5.0SP2EP187 FIX.5.0SP2EP208
42109 UnderlyingProvisionCashSettlValueDateOffsetUnit String Time unit associated with the relative cash settlement value date offset. FIX.5.0SP2EP187 FIX.5.0SP2EP208
42110 UnderlyingProvisionCashSettlValueDateOffsetDayType int Specifies the day type of the provision's relative cash settlement value date offset. FIX.5.0SP2EP187 FIX.5.0SP2EP208
42111 UnderlyingProvisionCashSettlValueDateAdjusted LocalMktDate The adjusted cash settlement value date. FIX.5.0SP2EP187
42112 NoUnderlyingProvisionOptionExerciseFixedDates NumInGroup Number of UnderlyingProvision option exercise fixed dates in the repeating group. FIX.5.0SP2EP187
42113 UnderlyingProvisionOptionExerciseFixedDate LocalMktDate A predetermined option exercise date, unadjusted or adjusted depending on UnderlyingProvisionOptionExerciseFixedDateType(42114). FIX.5.0SP2EP187
42114 UnderlyingProvisionOptionExerciseFixedDateType int Specifies the type of date (e.g. adjusted for holidays). FIX.5.0SP2EP187
42115 UnderlyingProvisionOptionExerciseBusinessDayConvention int The business day convention used to adjust the underlying instrument's provision's option exercise date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. FIX.5.0SP2EP187
42116 UnderlyingProvisionOptionExerciseEarliestDateOffsetPeriod int Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period. FIX.5.0SP2EP187 FIX.5.0SP2EP208
42117 UnderlyingProvisionOptionExerciseEarliestDateOffsetUnit String Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. FIX.5.0SP2EP187 FIX.5.0SP2EP208
42118 UnderlyingProvisionOptionExerciseFrequencyPeriod int Time unit multiplier for the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise frequency. FIX.5.0SP2EP187
42119 UnderlyingProvisionOptionExerciseFrequencyUnit String Time unit associated with the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. FIX.5.0SP2EP187
42120 UnderlyingProvisionOptionExerciseStartDateUnadjusted LocalMktDate The unadjusted first day of the exercise period for an American style option. FIX.5.0SP2EP187
42121 UnderlyingProvisionOptionExerciseStartDateRelativeTo int Specifies the anchor date when the option exercise start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP187
42122 UnderlyingProvisionOptionExerciseStartDateOffsetPeriod int Time unit multiplier for the relative option exercise start date offset. FIX.5.0SP2EP187 FIX.5.0SP2EP208
42123 UnderlyingProvisionOptionExerciseStartDateOffsetUnit String Time unit associated with the relative option exercise start date offset. FIX.5.0SP2EP187 FIX.5.0SP2EP208
42124 UnderlyingProvisionOptionExerciseStartDateOffsetDayType int Specifies the day type of the provision's relative option exercise start date offset. FIX.5.0SP2EP187 FIX.5.0SP2EP208
42125 UnderlyingProvisionOptionExerciseStartDateAdjusted LocalMktDate The adjusted first day of the exercise period for an American style option. FIX.5.0SP2EP187
42126 UnderlyingProvisionOptionExercisePeriodSkip int The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. FIX.5.0SP2EP187
42127 UnderlyingProvisionOptionExerciseBoundsFirstDateUnadjusted LocalMktDate The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative. FIX.5.0SP2EP187
42128 UnderlyingProvisionOptionExerciseBoundsLastDateUnadjusted LocalMktDate The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative. FIX.5.0SP2EP187
42129 UnderlyingProvisionOptionExerciseEarliestTime LocalMktTime The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option. FIX.5.0SP2EP187
42130 UnderlyingProvisionOptionExerciseEarliestTimeBusinessCenter String Identifies the business center calendar used with the provision's earliest time for notice of exercise.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP187
42131 UnderlyingProvisionOptionExerciseLatestTime LocalMktTime For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. FIX.5.0SP2EP187
42132 UnderlyingProvisionOptionExerciseLatestTimeBusinessCenter String Identifies the business center calendar used with the provision's latest time for notice of exercise.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP187
42133 UnderlyingProvisionOptionExpirationDateUnadjusted LocalMktDate The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. FIX.5.0SP2EP187
42134 UnderlyingProvisionOptionExpirationDateBusinessDayConvention int The business day convention used to adjust the underlying instrument's provision's option expiration date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. FIX.5.0SP2EP187
42135 UnderlyingProvisionOptionExpirationDateRelativeTo int Specifies the anchor date when the option expiration date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP187
42136 UnderlyingProvisionOptionExpirationDateOffsetPeriod int Time unit multiplier for the relative option expiration date offset. FIX.5.0SP2EP187 FIX.5.0SP2EP208
42137 UnderlyingProvisionOptionExpirationDateOffsetUnit String Time unit associated with the relative option expiration date offset. FIX.5.0SP2EP187 FIX.5.0SP2EP208
42138 UnderlyingProvisionOptionExpirationDateOffsetDayType int Specifies the day type of the provision's relative option expiration date offset. FIX.5.0SP2EP187 FIX.5.0SP2EP208
42139 UnderlyingProvisionOptionExpirationDateAdjusted LocalMktDate The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period. FIX.5.0SP2EP187
42140 UnderlyingProvisionOptionExpirationTime LocalMktTime The latest time for exercise on the expiration date. FIX.5.0SP2EP187
42141 UnderlyingProvisionOptionExpirationTimeBusinessCenter String Identifies the business center calendar used with the provision's latest exercise time on expiration date.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP187
42142 UnderlyingProvisionOptionRelevantUnderlyingDateUnadjusted LocalMktDate The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). FIX.5.0SP2EP187
42143 UnderlyingProvisionOptionRelevantUnderlyingDateBusinessDayConvention int The business day convnetion used to adjust the underlying instrument provision's option underlying date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. FIX.5.0SP2EP187
42144 UnderlyingProvisionOptionRelevantUnderlyingDateRelativeTo int Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP187
42145 UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod int Time unit multiplier for the relative option relevant underlying date offset. FIX.5.0SP2EP187 FIX.5.0SP2EP208
42146 UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit String Time unit associated with the relative option relevant underlying date offset. FIX.5.0SP2EP187 FIX.5.0SP2EP208
42147 UnderlyingProvisionOptionRelevantUnderlyingDateOffsetDayType int Specifies the day type of the provision's relative option relevant underlying date offset. FIX.5.0SP2EP187 FIX.5.0SP2EP208
42148 UnderlyingProvisionOptionRelevantUnderlyingDateAdjusted LocalMktDate The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). FIX.5.0SP2EP187
42149 NoUnderlyingProvisions NumInGroup Number of provisions in the repeating group. FIX.5.0SP2EP187
42150 UnderlyingProvisionType int Type of provision. FIX.5.0SP2EP187
42151 UnderlyingProvisionDateUnadjusted LocalMktDate The unadjusted date of the provision. FIX.5.0SP2EP187
42152 UnderlyingProvisionDateBusinessDayConvention int The business day convention used to adjust the underlying instrument's provision's date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. FIX.5.0SP2EP187
42153 UnderlyingProvisionDateAdjusted LocalMktDate The adjusted date of the provision. FIX.5.0SP2EP187
42154 UnderlyingProvisionDateTenorPeriod int Time unit multiplier for the provision's tenor period. FIX.5.0SP2EP187
42155 UnderlyingProvisionDateTenorUnit String Time unit associated with the provision's tenor period. FIX.5.0SP2EP187
42156 UnderlyingProvisionCalculationAgent int Used to identify the calculation agent. The calculation agent may be identified in UnderlyingProvisionCalculationAgent(42156) or in the underlying provision parties component. FIX.5.0SP2EP187
42157 UnderlyingProvisionOptionSinglePartyBuyerSide int If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. FIX.5.0SP2EP187
42158 UnderlyingProvisionOptionSinglePartySellerSide int If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade. FIX.5.0SP2EP187
42159 UnderlyingProvisionOptionExerciseStyle int The instrument provision's exercise style. FIX.5.0SP2EP187
42160 UnderlyingProvisionOptionExerciseMultipleNotional Amt A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised. FIX.5.0SP2EP187
42161 UnderlyingProvisionOptionExerciseMinimumNotional Amt The minimum notional amount that can be exercised on a given exercise date. FIX.5.0SP2EP187
42162 UnderlyingProvisionOptionExerciseMaximumNotional Amt The maximum notional amount that can be exercised on a given exercise date. FIX.5.0SP2EP187
42163 UnderlyingProvisionOptionMinimumNumber int The minimum number of options that can be exercised on a given exercise date. FIX.5.0SP2EP187
42164 UnderlyingProvisionOptionMaximumNumber int The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options. FIX.5.0SP2EP187
42165 UnderlyingProvisionOptionExerciseConfirmation Boolean Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. FIX.5.0SP2EP187
42166 UnderlyingProvisionCashSettlMethod int An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). FIX.5.0SP2EP187
42167 UnderlyingProvisionCashSettlCurrency Currency Specifies the currency of settlement. Uses ISO 4217 currency codes. FIX.5.0SP2EP187
42168 UnderlyingProvisionCashSettlCurrency2 Currency Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes. FIX.5.0SP2EP187
42169 UnderlyingProvisionCashSettlQuoteType int Identifies the type of quote to be used. FIX.5.0SP2EP187
42170 UnderlyingProvisionText String Free form text to specify additional information or enumeration description when a standard value does not apply. FIX.5.0SP2EP187
42171 EncodedUnderlyingProvisionTextLen Length Byte length of encoded (non-ASCII characters) EncodedUnderlyingProvisionText(42712) field. FIX.5.0SP2EP187
42172 EncodedUnderlyingProvisionText data Encoded (non-ASCII characters) representation of the UnderlyingProvisionText(42170) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingProvisionText(42170) field. FIX.5.0SP2EP187
42173 NoUnderlyingProvisionPartyIDs NumInGroup Number of parties identified in the contract provision. FIX.5.0SP2EP187
42174 UnderlyingProvisionPartyID String The party identifier for the payment settlement party. FIX.5.0SP2EP187
42175 UnderlyingProvisionPartyIDSource char Identifies the class or source of the UnderlyingProvisionPartyID(42174) value. FIX.5.0SP2EP187
42176 UnderlyingProvisionPartyRole int Identifies the type or role of UnderlyingProvisionPartyID(42174) specified. FIX.5.0SP2EP187
42177 NoUnderlyingProvisionPartySubIDs NumInGroup Number of sub-party IDs to be reported for the party. FIX.5.0SP2EP187
42178 UnderlyingProvisionPartySubID String Underlying provision party sub-identifier, if applicable for UnderlyingProvisionPartyID(42174). FIX.5.0SP2EP187
42179 UnderlyingProvisionPartySubIDType int The type of UnderlyingProvisionPartySubID(42178). FIX.5.0SP2EP187
42180 NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP187
42181 UnderlyingProvisionCashSettlPaymentDateBusinessCenter String The business center calendar used to adjust the provision's cash settlement payment's termination, or relative termination, date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP187
42182 NoUnderlyingProvisionCashSettlValueDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP187
42183 UnderlyingProvisionCashSettlValueDateBusinessCenter String The business center calendar used to adjust the cash settlement valuation date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP187
42184 NoUnderlyingProvisionOptionExerciseBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP187
42185 UnderlyingProvisionOptionExerciseBusinessCenter String The business center calendar used to adjust the underlying instrument's provision's option exercise date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP187
42186 NoUnderlyingProvisionOptionExpirationDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP187
42187 UnderlyingProvisionOptionExpirationDateBusinessCenter String The business center calendar used to adjust the underlying instrument's provision's option expiration date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP187
42188 NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP187
42189 UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenter String The business center calendar used to adjust the underlying instrument's provision's option underlying date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP187
42190 NoUnderlyingProvisionDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP187
42191 UnderlyingProvisionDateBusinessCenter String The business center calendar used to adjust the underlying instrument's provision's date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP187
42192 DeliveryStreamDeliveryPointSource int Identifies the class or source of DeliveryStreamDeliveryPoint(41062).
Value SymbolicName Description Added Updated Deprecated
0 Proprietary Proprietary FIX.5.0SP2EP179
1 EIC Energy Identification Code specifies the location or connection point codes of energy delivery. See http://www.entsog.eu/eic-codes/eic-location-codes-v or http://www.eiccodes.eu for more information and allocated values to use in DeliveryStreamDeliveryPoint(41062). FIX.5.0SP2EP179
FIX.5.0SP2EP179
42193 DeliveryStreamDeliveryPointDesc String Description of the delivery point identified in DeliveryStreamDeliveryPoint(41062). FIX.5.0SP2EP179
42194 LegDeliveryStreamDeliveryPointSource int Identifies the class or source of LegDeliveryStreamDeliveryPoint(41433). FIX.5.0SP2EP179
42195 LegDeliveryStreamDeliveryPointDesc String Description of the delivery point identified in LegDeliveryStreamDeliveryPoint(41433). FIX.5.0SP2EP179
42196 UnderlyingDeliveryStreamDeliveryPointSource int Identifies the class or source of UnderlyingDeliveryStreamDeliveryPoint(41781). FIX.5.0SP2EP179
42197 UnderlyingDeliveryStreamDeliveryPointDesc String Description of the delivery point identified in UnderlyingDeliveryStreamDeliveryPoint(41781). FIX.5.0SP2EP179
42198 NoLegContractualDefinitions NumInGroup Number of financing definitions in the repeating group. FIX.5.0SP2EP192
42199 LegContractualDefinition String Specifies which contract definition, such as those published by ISDA, will apply for the terms of the trade. See http://www.fpml.org/coding-scheme/contractual-definitions for values. FIX.5.0SP2EP192
42200 NoLegFinancingTermSupplements NumInGroup Number of financing terms supplements in the repeating group. FIX.5.0SP2EP192
42201 LegFinancingTermSupplementDesc String Identifies the applicable contractual supplement. See http://www.fpml.org/coding-scheme/contractual-supplement for values. FIX.5.0SP2EP192
42202 LegFinancingTermSupplementDate LocalMktDate Specifies the publication date of the applicable version of the contractual supplement. FIX.5.0SP2EP192
42203 NoLegContractualMatrices NumInGroup Number of contractual matrices in the repeating group. FIX.5.0SP2EP192
42204 LegContractualMatrixSource String Identifies the applicable contract matrix. See http://www.fpml.org/coding-scheme/matrix-type-1-0.xml for values. FIX.5.0SP2EP192
42205 LegContractualMatrixDate LocalMktDate Specifies the publication date of the applicable version of the contract matrix. If not specified, the ISDA Standard Terms Supplement defines rules for which version of the matrix is applicable. FIX.5.0SP2EP192
42206 LegContractualMatrixTerm String Specifies the applicable key into the relevent contract matrix. In the case of 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions, the LegContractualMatrixTerm(42206) is not applicable and is to be omitted. See http://www.fpml.org/coding-scheme/credit-matrix-transaction-type for values. FIX.5.0SP2EP192
42207 CashSettlDateUnadjusted LocalMktDate The unadjusted cash settlement date. FIX.5.0SP2EP208
42208 CashSettlDateBusinessDayConvention int The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the Instrument component. FIX.5.0SP2EP208
42209 CashSettlDateRelativeTo int Specifies the anchor date when the cash settlement date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42210 CashSettlDateOffsetPeriod int Time unit multiplier for the relative cash settlement date offset. FIX.5.0SP2EP208
42211 CashSettlDateOffsetUnit String Time unit associated with the relative cash settlement date offset. FIX.5.0SP2EP208
42212 CashSettlDateOffsetDayType int Specifies the day type of the relative cash settlement date offset. FIX.5.0SP2EP208
42213 CashSettlDateAdjusted LocalMktDate The adjusted cash settlement date. FIX.5.0SP2EP208
42214 NoCashSettlDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP208
42215 CashSettlDateBusinessCenter String The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
42216 CashSettlPriceSource String The source from which the settlement price is to be obtained.
See http://www.fpml.org/coding-scheme/settlement-price-source for values. 		FIX.5.0SP2EP208
42217 CashSettlPriceDefault int The default election for determining settlement price.
Value SymbolicName Description Added Updated Deprecated
0 Close Official closing price. FIX.5.0SP2EP208
1 Hedge Determined by the hedging party. FIX.5.0SP2EP208
FIX.5.0SP2EP208
42218 DividendFloatingRateIndex String The dividend accrual floating rate index. FIX.5.0SP2EP208
42219 DividendFloatingRateIndexCurvePeriod int Time unit multiplier for the dividend accrual floating rate index curve. FIX.5.0SP2EP208
42220 DividendFloatingRateIndexCurveUnit String Time unit associated with the dividend accrual floating rate index curve period.
 FIX.5.0SP2EP208
42221 DividendFloatingRateMultiplier float A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract. FIX.5.0SP2EP208
42222 DividendFloatingRateSpread PriceOffset The basis points spread from the index specified in DividendFloatingRateIndex(42218). FIX.5.0SP2EP208
42223 DividendFloatingRateSpreadPositionType int Identifies whether the rate spread is applied to a long or short position. FIX.5.0SP2EP208
42224 DividendFloatingRateTreatment int Specifies the yield calculation treatment for the index. FIX.5.0SP2EP208
42225 DividendCapRate Percentage The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". FIX.5.0SP2EP208
42226 DividendCapRateBuySide int Reference to the buyer of the cap rate option through its trade side. FIX.5.0SP2EP208
42227 DividendCapRateSellSide int Reference to the seller of the cap rate option through its trade side. FIX.5.0SP2EP208
42228 DividendFloorRate Percentage The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". FIX.5.0SP2EP208
42229 DividendFloorRateBuySide int Reference to the buyer of the floor rate option through its trade side. FIX.5.0SP2EP208
42230 DividendFloorRateSellSide int Reference to the seller of the floor rate option through its trade side. FIX.5.0SP2EP208
42231 DividendInitialRate Percentage The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". FIX.5.0SP2EP208
42232 DividendFinalRateRoundingDirection char Specifies the rounding direction of the final rate. FIX.5.0SP2EP208
42233 DividendFinalRatePrecision int Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. FIX.5.0SP2EP208
42234 DividendAveragingMethod int When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. FIX.5.0SP2EP208
42235 DividendNegativeRateTreatment int The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). FIX.5.0SP2EP208
42236 NoDividendAccrualPaymentDateBusinessCenters NumInGroup Number of entries in the DividendAccrualPaymentDateBusinessCenterGrp. FIX.5.0SP2EP208
42237 DividendAccrualPaymentDateBusinessCenter String The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
42238 DividendAccrualPaymentDateRelativeTo int Specifies the anchor date when the accrual payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42239 DividendAccrualPaymentDateOffsetPeriod int Time unit multiplier for the relative accrual payment date offset. FIX.5.0SP2EP208
42240 DividendAccrualPaymentDateOffsetUnit String Time unit associated with the relative accrual payment date offset. FIX.5.0SP2EP208
42241 DividendAccrualPaymentDateOffsetDayType int Specifies the day type of the relative accrual payment date offset. FIX.5.0SP2EP208
42242 DividendAccrualPaymentDateUnadjusted LocalMktDate The unadjusted accrual payment date. FIX.5.0SP2EP208
42243 DividendAccrualPaymeentDateBusinessDayConvention int Accrual payment date adjustment business day convention. FIX.5.0SP2EP208
42244 DividendAccrualPaymentDateAdjusted LocalMktDate The adjusted accrual payment date. FIX.5.0SP2EP208
42245 DividendReinvestmentIndicator Boolean Indicates whether the dividend will be reinvested. FIX.5.0SP2EP208
42246 DividendEntitlementEvent int Defines the contract event which the receiver of the derivative is entitled to the dividend.
Value SymbolicName Description Added Updated Deprecated
0 ExDate Dividend entitlement is on the dividend ex-date. FIX.5.0SP2EP208
1 RecordDate Dividend entitlement is on the dividend record date. FIX.5.0SP2EP208
FIX.5.0SP2EP208
42247 DividendAmountType int Indicates how the gross cash dividend amount per share is determined.
Value SymbolicName Description Added Updated Deprecated
0 RecordAmount 100% of the gross cash dividend per share paid over record date during relevant dividend period. FIX.5.0SP2EP208
1 ExAmount 100% of gross cash dividend per share paid after the ex-dividend date during relevant dividend period. FIX.5.0SP2EP208
2 PaidAmount 100% of gross cash dividend per share paid during relevant dividend period. FIX.5.0SP2EP208
3 PerMasterConfirm The amount is determined as provided in the relevant master confirmation. FIX.5.0SP2EP208
FIX.5.0SP2EP208
42248 DividendUnderlierRefID String References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. FIX.5.0SP2EP208
42249 ExtraordinaryDividendPartySide int Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels. FIX.5.0SP2EP208
42250 ExtraordinaryDividendAmountType int Indicates how the extraordinary gross cash dividend per share is determined. FIX.5.0SP2EP208
42251 ExtraordinaryDividendCurrency Currency The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes. FIX.5.0SP2EP208
42252 ExtraordinaryDividendDeterminationMethod String Specifies the method in which the excess amount is determined.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2EP208
42253 DividendAccrualFixedRate Percentage The dividend accrual fixed rate per annum expressed as a decimal.
A value of 5% would be represented as "0.05". 		FIX.5.0SP2EP208
42254 DividendCompoundingMethod int The compounding method to be used when more than one dividend period contributes to a single payment. FIX.5.0SP2EP208
42255 DividendNumOfIndexUnits int The number of index units applicable to dividends. FIX.5.0SP2EP208
42256 DividendCashPercentage Percentage Declared cash dividend percentage.
A value of 5% would be represented as "0.05". 		FIX.5.0SP2EP208
42257 DividendCashEquivalentPercentage Percentage Declared cash-equivalent dividend percentage.
A value of 5% would be represented as "0.05". 		FIX.5.0SP2EP208
42258 NonCashDividendTreatment int Defines the treatment of non-cash dividends.
Value SymbolicName Description Added Updated Deprecated
0 PotentialAdjustment The treatment of any non-cash dividend shall be determined in accordance with the potential adjustment event provisions. FIX.5.0SP2EP208
1 CashEquivalent Any non-cash dividend shall be treated as a declared cash equivalent dividend. FIX.5.0SP2EP208
FIX.5.0SP2EP208
42259 DividendComposition int Defines how the composition of dividends is to be determined.
Value SymbolicName Description Added Updated Deprecated
0 EquityAmountReceiver The equity amount receiver determines the composition of dividends (subject to conditions). FIX.5.0SP2EP208
1 CalculationAgent The calculation agent determines the composition of dividends (subject to conditions). FIX.5.0SP2EP208
FIX.5.0SP2EP208
42260 SpecialDividendsIndicator Boolean Indicates whether special dividends are applicable. FIX.5.0SP2EP208
42261 MaterialDividendsIndicator Boolean Indicates whether material non-cash dividends are applicable. FIX.5.0SP2EP208
42262 OptionsExchangeDividendsIndicator Boolean Indicates whether option exchange dividends are applicable. FIX.5.0SP2EP208
42263 AdditionalDividendsIndicator Boolean Indicates whether additional dividends are applicable. FIX.5.0SP2EP208
42264 AllDividendsIndicator Boolean Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer. FIX.5.0SP2EP208
42265 DividendFXTriggerDateRelativeTo int Specifies the anchor date when the FX trigger date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42266 DividendFXTriggerDateOffsetPeriod int Time unit multiplier for the relative FX trigger date offset. FIX.5.0SP2EP208
42267 DividendFXTriggerDateOffsetUnit String Time unit associated with the relative FX trigger date offset. FIX.5.0SP2EP208
42268 DividendFXTriggerDateOffsetDayType int Specifies the day type of the relative FX trigger date offset. FIX.5.0SP2EP208
42269 DividendFXTriggerDateUnadjusted LocalMktDate The unadjusted FX trigger date. FIX.5.0SP2EP208
42270 DividendFXTriggerDateBusinessDayConvention int The business day convention used for the FX trigger date adjustment. FIX.5.0SP2EP208
42271 DividendFXTriggerDateAdjusted LocalMktDate The adjusted FX trigger date. FIX.5.0SP2EP208
42272 NoDividendFXTriggerDateBusinessCenters NumInGroup Number of entries in the DividendFXTriggerDateBusinessCenterGrp. FIX.5.0SP2EP208
42273 DividendFXTriggerDateBusinessCenter String The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
42274 NoDividendPeriods NumInGroup Number of entries in the DividendPeriodGrp component. FIX.5.0SP2EP208
42275 DividendPeriodSequence int Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc. FIX.5.0SP2EP208
42276 DividendPeriodStartDateUnadjusted LocalMktDate The unadjusted date on which the dividend period will begin. FIX.5.0SP2EP208
42277 DividendPeriodEndDateUnadjusted LocalMktDate The unadjusted date on which the dividend period will end. FIX.5.0SP2EP208
42278 DividendPeriodUnderlierRefID String References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. FIX.5.0SP2EP208
42279 DividendPeriodStrikePrice Price Specifies the fixed strike price of the dividend period. FIX.5.0SP2EP208
42280 DividendPeriodBusinessDayConvention int The dividend period dates business day convention. FIX.5.0SP2EP208
42281 DividendPeriodValuationDateUnadjusted LocalMktDate The unadjusted dividend period valuation date. FIX.5.0SP2EP208
42282 DividendPeriodValuationDateRelativeTo int Specifies the anchor date when the dividend period valuation date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42283 DividendPeriodValuationDateOffsetPeriod int Time unit multiplier for the relative dividend period valuation date offset. FIX.5.0SP2EP208
42284 DividendPeriodValuationDateOffsetUnit String Time unit associated with the relative dividend period valuation date offset. FIX.5.0SP2EP208
42285 DividendPeriodValuationDateOffsetDayType int Specifies the day type of the relative dividend period valuation date offset. FIX.5.0SP2EP208
42286 DividendPeriodValuationDateAdjusted LocalMktDate The adjusted dividend period valuation date. FIX.5.0SP2EP208
42287 DividendPeriodPaymentDateUnadjusted LocalMktDate The unadjusted dividend period payment date. FIX.5.0SP2EP208
42288 DividendPeriodPaymentDateRelativeTo int Specifies the anchor date when the dividend period payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42289 DividendPeriodPaymentDateOffsetPeriod int Time unit multiplier for the relative dividend period payment date offset. FIX.5.0SP2EP208
42290 DividendPeriodPaymentDateOffsetUnit String Time unit associated with the relative dividend period payment date offset. FIX.5.0SP2EP208
42291 DividendPeriodPaymentDateOffsetDayType int Specifies the day type of the relative dividend period payment date offset. FIX.5.0SP2EP208
42292 DividendPeriodPaymentDateAdjusted LocalMktDate The adjusted dividend period payment date. FIX.5.0SP2EP208
42293 DividendPeriodXID XID Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. FIX.5.0SP2EP208
42294 NoDividendPeriodBusinessCenters NumInGroup Number of entries in the DividendPeriodBusinessCenterGrp. FIX.5.0SP2EP208
42295 DividendPeriodBusinessCenter String The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
42296 NoExtraordinaryEvents NumInGroup Number of extraordinary events in the repeating group. FIX.5.0SP2EP208
42297 ExtraordinaryEventType String Identifies the type of extraordinary or disruptive event applicable to the reference entity.
See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. 		FIX.5.0SP2EP208
42298 ExtraordinaryEventValue String The extraordinary or disruptive event value appropriate to ExtraordinaryEventType(42297).
See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. 		FIX.5.0SP2EP208
42299 LegCashSettlDateUnadjusted LocalMktDate The unadjusted cash settlement date. FIX.5.0SP2EP208
42300 LegCashSettlDateBusinessDayConvention int The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the InstrumentLeg component. FIX.5.0SP2EP208
42301 LegCashSettlDateRelativeTo int Specifies the anchor date when the cash settlement date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42302 LegCashSettlDateOffsetPeriod int Time unit multiplier for the relative cash settlement date offset. FIX.5.0SP2EP208
42303 LegCashSettlDateOffsetUnit String Time unit associated with the relative cash settlement date offset. FIX.5.0SP2EP208
42304 LegCashSettlDateOffsetDayType int Specifies the day type of the relative cash settlement date offset. FIX.5.0SP2EP208
42305 LegCashSettlDateAdjusted LocalMktDate The adjusted cash settlement date. FIX.5.0SP2EP208
42306 NoLegCashSettlDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP208
42307 LegCashSettlDateBusinessCenter String The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
42308 LegCashSettlPriceSource String The source from which the settlement price is to be obtained.
See http://www.fpml.org/coding-scheme/settlement-price-source for values. 		FIX.5.0SP2EP208
42309 LegCashSettlPriceDefault int The default election for determining settlement price. FIX.5.0SP2EP208
42310 NoLegDividendAccrualPaymentDateBusinessCenters NumInGroup Number of entries in the LegDividendAccrualPaymentDateBusinessCenterGrp. FIX.5.0SP2EP208
42311 LegDividendAccrualPaymentDateBusinessCenter String The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
42312 LegDividendFloatingRateIndex String The dividend accrual floating rate index. FIX.5.0SP2EP208
42313 LegDividendFloatingRateIndexCurvePeriod int Time unit multiplier for the dividend accrual floating rate index curve. FIX.5.0SP2EP208
42314 LegDividendFloatingRateIndexCurveUnit String Time unit associated with the dividend accrual floating rate index curve period.
 FIX.5.0SP2EP208
42315 LegDividendFloatingRateMultiplier float A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract. FIX.5.0SP2EP208
42316 LegDividendFloatingRateSpread PriceOffset The basis points spread from the index specified in LegDividendFloatingRateIndex(42312). FIX.5.0SP2EP208
42317 LegDividendFloatingRateSpreadPositionType int Identifies whether the rate spread is applied to a long or short position. FIX.5.0SP2EP208
42318 LegDividendFloatingRateTreatment int Specifies the yield calculation treatment for the index. FIX.5.0SP2EP208
42319 LegDividendCapRate Percentage The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". FIX.5.0SP2EP208
42320 LegDividendCapRateBuySide int Reference to the buyer of the cap rate option through its trade side. FIX.5.0SP2EP208
42321 LegDividendCapRateSellSide int Reference to the seller of the cap rate option through its trade side. FIX.5.0SP2EP208
42322 LegDividendFloorRate Percentage The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". FIX.5.0SP2EP208
42323 LegDividendFloorRateBuySide int Reference to the buyer of the floor rate option through its trade side. FIX.5.0SP2EP208
42324 LegDividendFloorRateSellSide int Reference to the seller of the floor rate option through its trade side. FIX.5.0SP2EP208
42325 LegDividendInitialRate Percentage The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". FIX.5.0SP2EP208
42326 LegDividendFinalRateRoundingDirection char Specifies the rounding direction of the final rate. FIX.5.0SP2EP208
42327 LegDividendFinalRatePrecision int Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. FIX.5.0SP2EP208
42328 LegDividendAveragingMethod int When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. FIX.5.0SP2EP208
42329 LegDividendNegativeRateTreatment int The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). FIX.5.0SP2EP208
42330 LegDividendAccrualPaymentDateRelativeTo int Specifies the anchor date when the accrual payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42331 LegDividendAccrualPaymentDateOffsetPeriod int Time unit multiplier for the relative accrual payment date offset. FIX.5.0SP2EP208
42332 LegDividendAccrualPaymentDateOffsetUnit String Time unit associated with the relative accrual payment date offset. FIX.5.0SP2EP208
42333 LegDividendAccrualPaymentDateOffsetDayType int Specifies the day type of the relative accrual payment date offset. FIX.5.0SP2EP208
42334 LegDividendAccrualPaymentDateUnadjusted LocalMktDate The unadjusted accrual payment date. FIX.5.0SP2EP208
42335 LegDividendAccrualPaymentDateBusinessDayConvention int Accrual payment date adjustment business day convention. FIX.5.0SP2EP208
42336 LegDividendAccrualPaymentDateAdjusted LocalMktDate The adjusted accrual payment date. FIX.5.0SP2EP208
42337 LegDividendReinvestmentIndicator Boolean Indicates whether the dividend will be reinvested. FIX.5.0SP2EP208
42338 LegDividendEntitlementEvent int Defines the contract event which the receiver of the derivative is entitled to the dividend. FIX.5.0SP2EP208
42339 LegDividendAmountType int Indicates how the gross cash dividend amount per share is determined. FIX.5.0SP2EP208
42340 LegDividendUnderlierRefID String References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. FIX.5.0SP2EP208
42341 LegExtraordinaryDividendPartySide int Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels. FIX.5.0SP2EP208
42342 LegExtraordinaryDividendAmountType int Indicates how the extraordinary gross cash dividend per share is determined. FIX.5.0SP2EP208
42343 LegExtraordinaryDividendCurrency Currency The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes. FIX.5.0SP2EP208
42344 LegExtraordinaryDividendDeterminationMethod String Specifies the method in which the excess amount is determined.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2EP208
42345 LegDividendAccrualFixedRate Percentage The dividend accrual fixed rate per annum expressed as a decimal.
A value of 5% would be represented as "0.05". 		FIX.5.0SP2EP208
42346 LegDividendCompoundingMethod int The compounding method to be used when more than one dividend period contributes to a single payment. FIX.5.0SP2EP208
42347 LegDividendNumOfIndexUnits int The number of index units applicable to dividends. FIX.5.0SP2EP208
42348 LegDividendCashPercentage Percentage Declared cash dividend percentage.
A value of 5% would be represented as "0.05". 		FIX.5.0SP2EP208
42349 LegDividendCashEquivalentPercentage Percentage Declared cash-equivalent dividend percentage.
A value of 5% would be represented as "0.05". 		FIX.5.0SP2EP208
42350 LegNonCashDividendTreatment int Defines the treatment of non-cash dividends. FIX.5.0SP2EP208
42351 LegDividendComposition int Defines how the composition of dividends is to be determined. FIX.5.0SP2EP208
42352 LegSpecialDividendsIndicator Boolean Indicates whether special dividends are applicable. FIX.5.0SP2EP208
42353 LegMaterialDividendsIndicator Boolean Indicates whether material non-cash dividends are applicable. FIX.5.0SP2EP208
42354 LegOptionsExchangeDividendsIndicator Boolean Indicates whether option exchange dividends are applicable. FIX.5.0SP2EP208
42355 LegAdditionalDividendsIndicator Boolean Indicates whether additional dividends are applicable. FIX.5.0SP2EP208
42356 LegAllDividendsIndicator Boolean Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer. FIX.5.0SP2EP208
42357 LegDividendFXTriggerDateRelativeTo int Specifies the anchor date when the FX trigger date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42358 LegDividendFXTriggerDateOffsetPeriod int Time unit multiplier for the relative FX trigger date offset. FIX.5.0SP2EP208
42359 LegDividendFXTriggerDateOffsetUnit String Time unit associated with the relative FX trigger date offset. FIX.5.0SP2EP208
42360 LegDividendFXTriggerDateOffsetDayType int Specifies the day type of the relative FX trigger date offset. FIX.5.0SP2EP208
42361 LegDividendFXTriggerDateUnadjusted LocalMktDate The unadjusted FX trigger date. FIX.5.0SP2EP208
42362 LegDividendFXTriggerDateBusinessDayConvention int The business day convention used for the FX trigger date adjustment. FIX.5.0SP2EP208
42363 LegDividendFXTriggerDateAdjusted LocalMktDate The adjusted FX trigger date. FIX.5.0SP2EP208
42364 NoLegDividendFXTriggerDateBusinessCenters NumInGroup Number of entries in the LegDividendFXTriggerDateBusinessCenterGrp. FIX.5.0SP2EP208
42365 LegDividendFXTriggerDateBusinessCenter String The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
42366 NoLegDividendPeriods NumInGroup Number of entries in the LegDividendPeriodGrp component. FIX.5.0SP2EP208
42367 LegDividendPeriodSequence int Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc. FIX.5.0SP2EP208
42368 LegDividendPeriodStartDateUnadjusted LocalMktDate The unadjusted date on which the dividend period will begin. FIX.5.0SP2EP208
42369 LegDividendPeriodEndDateUnadjusted LocalMktDate The unadjusted date on which the dividend period will end. FIX.5.0SP2EP208
42370 LegDividendPeriodUnderlierRefID String References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. FIX.5.0SP2EP208
42371 LegDividendPeriodStrikePrice Price Specifies the fixed strike price of the dividend period. FIX.5.0SP2EP208
42372 LegDividendPeriodBusinessDayConvention int The dividend period dates business day convention. FIX.5.0SP2EP208
42373 LegDividendPeriodValuationDateUnadjusted LocalMktDate The unadjusted dividend period valuation date. FIX.5.0SP2EP208
42374 LegDividendPeriodValuationDateRelativeTo int Specifies the anchor date when the dividend period valuation date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42375 LegDividendPeriodValuationDateOffsetPeriod int Time unit multiplier for the relative dividend period valuation date offset. FIX.5.0SP2EP208
42376 LegDividendPeriodValuationDateOffsetUnit String Time unit associated with the relative dividend period valuation date offset. FIX.5.0SP2EP208
42377 LegDividendPeriodValuationDateOffsetDayType int Specifies the day type of the relative dividend period valuation date offset. FIX.5.0SP2EP208
42378 LegDividendPeriodValuationDateAdjusted LocalMktDate The adjusted dividend period valuation date. FIX.5.0SP2EP208
42379 LegDividendPeriodPaymentDateUnadjusted LocalMktDate The unadjusted dividend period payment date. FIX.5.0SP2EP208
42380 LegDividendPeriodPaymentDateRelativeTo int Specifies the anchor date when the dividend period payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42381 LegDividendPeriodPaymentDateOffsetPeriod int Time unit multiplier for the relative dividend period payment date offset. FIX.5.0SP2EP208
42382 LegDividendPeriodPaymentDateOffsetUnit String Time unit associated with the relative dividend period payment date offset. FIX.5.0SP2EP208
42383 LegDividendPeriodPaymentDateOffsetDayType int Specifies the day type of the relative dividend period payment date offset. FIX.5.0SP2EP208
42384 LegDividendPeriodPaymentDateAdjusted LocalMktDate The adjusted dividend period payment date. FIX.5.0SP2EP208
42385 LegDividendPeriodXID XID Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. FIX.5.0SP2EP208
42386 NoLegDividendPeriodBusinessCenters NumInGroup The number of entries in the LegDividendPeriodBusinessCentersGrp component. FIX.5.0SP2EP208
42387 LegDividendPeriodBusinessCenter String The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
42388 NoLegExtraordinaryEvents NumInGroup Number of extraordinary events in the repeating group. FIX.5.0SP2EP208
42389 LegExtraordinaryEventType String Identifies the type of extraordinary or disruptive event applicable to the reference entity.
See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. 		FIX.5.0SP2EP208
42390 LegExtraordinaryEventValue String The extraordinary or disruptive event value appropriate to LegExtraordinaryEventType(42389).
See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. 		FIX.5.0SP2EP208
42391 LegSettlMethodElectingPartySide int Side value of the party electing the settlement method. FIX.5.0SP2EP208
42392 LegMakeWholeDate LocalMktDate The date through which option cannot be exercised without penalty. FIX.5.0SP2EP208
42393 LegMakeWholeAmount Amt Amount to be paid by the buyer of the option if the option is exercised prior to the LegMakeWholeDate(42392). FIX.5.0SP2EP208
42394 LegMakeWholeBenchmarkCurveName String Identifies the benchmark floating rate index. FIX.5.0SP2EP208
42395 LegMakeWholeBenchmarkCurvePoint String The point on the floating rate index curve.
Sample values:
M = combination of a number between 1-12 and an "M" for month, e.g. 3M
Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y
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. 		FIX.5.0SP2EP208
42396 LegMakeWholeRecallSpread PriceOffset Spread over the floating rate index. FIX.5.0SP2EP208
42397 LegMakeWholeBenchmarkQuote int The quote side of the benchmark to be used for calculating the "make whole" amount. FIX.5.0SP2EP208
42398 LegMakeWholeInterpolationMethod int The method used when calculating the "make whole" amount. The most common is linear method. FIX.5.0SP2EP208
42399 LegPaymentStreamCashSettlIndicator Boolean Indicates whether cash settlement is applicable. FIX.5.0SP2EP208
42400 LegPaymentStreamCompoundingXIDRef XIDREF Reference to the stream which details the compounding fixed or floating rate. FIX.5.0SP2EP208
42401 LegPaymentStreamCompoundingSpread PriceOffset The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread. FIX.5.0SP2EP208
42402 LegPaymentStreamInterpolationMethod int The method used when calculating the index rate from multiple points on the curve. The most common is linear method. FIX.5.0SP2EP208
42403 LegPaymentStreamInterpolationPeriod int Defines applicable periods for interpolation. FIX.5.0SP2EP208
42404 LegPaymentStreamCompoundingFixedRate float The compounding fixed rate applicable to the payment stream. FIX.5.0SP2EP208
42405 NoLegPaymentStreamCompoundingDates NumInGroup Number of dates in the repeating group. FIX.5.0SP2EP208
42406 LegPaymentStreamCompoundingDate LocalMktDate The compounding date. Type of date is specified in LegPaymentStreamCompoundingDateType(42407). FIX.5.0SP2EP208
42407 LegPaymentStreamCompoundingDateType int Specifies the type of payment compounding date (e.g. adjusted for holidays). FIX.5.0SP2EP208
42408 LegPaymentStreamCompoundingDatesBusinessDayConvention int The compounding dates business day convention. FIX.5.0SP2EP208
42409 LegPaymentStreamCompoundingDatesRelativeTo int Specifies the anchor date when the compounding dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42410 LegPaymentStreamCompoundingDatesOffsetPeriod int Time unit multiplier for the relative compounding date offset. FIX.5.0SP2EP208
42411 LegPaymentStreamCompoundingDatesOffsetUnit String Time unit associated with the relative compounding date offset. FIX.5.0SP2EP208
42412 LegPaymentStreamCompoundingDatesOffsetDayType int Specifies the day type of the relative compounding date offset. FIX.5.0SP2EP208
42413 LegPaymentStreamCompoundingPeriodSkip int The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1. FIX.5.0SP2EP208
42414 LegPaymentStreamCompoundingFrequencyPeriod int Time unit multiplier for the frequency at which compounding dates occur. FIX.5.0SP2EP208
42415 LegPaymentStreamCompoundingFrequencyUnit String Time unit associated with the frequency at which compounding dates occur. FIX.5.0SP2EP208
42416 LegPaymentStreamCompoundingRollConvention String The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency. FIX.5.0SP2EP208
42417 LegPaymentStreamBoundsFirstDateUnadjusted LocalMktDate The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2EP208
42418 LegPaymentStreamBoundsLastDateUnadjusted LocalMktDate The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2EP208
42419 NoLegPaymentStreamCompoundingDatesBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP208
42420 LegPaymentStreamCompoundingDatesBusinessCenter String The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
42421 LegPaymentStreamCompoundingEndDateUnadjusted LocalMktDate The unadjusted compounding end date. FIX.5.0SP2EP208
42422 LegPaymentStreamCompoundingEndDateRelativeTo int Specifies the anchor date when the compounding end date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42423 LegPaymentStreamCompoundingEndDateOffsetPeriod int Time unit multiplier for the relative compounding end date offset. FIX.5.0SP2EP208
42424 LegPaymentStreamCompoundingEndDateOffsetUnit String Time unit associated with the relative compounding end date offset. FIX.5.0SP2EP208
42425 LegPaymentStreamCompoundingEndDateOffsetDayType int Specifies the day type of the relative compounding end date offset. FIX.5.0SP2EP208
42426 LegPaymentStreamCompoundingEndDateAdjusted LocalMktDate The adjusted compounding end date. FIX.5.0SP2EP208
42427 LegPaymentStreamCompoundingRateIndex String The payment stream's compounding floating rate index. FIX.5.0SP2EP208
42428 LegPaymentStreamCompoundingRateIndexCurvePeriod int Time unit multiplier for the payment stream's compounding floating rate index curve period. FIX.5.0SP2EP208
42429 LegPaymentStreamCompoundingRateIndexCurveUnit String Time unit associated with the payment stream's compounding floating rate index curve period. FIX.5.0SP2EP208
42430 LegPaymentStreamCompoundingRateMultiplier float A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream. FIX.5.0SP2EP208
42431 LegPaymentStreamCompoundingRateSpread PriceOffset The basis points spread from the index specified in LegPaymentStreamCompoundingRateIndex(42427). FIX.5.0SP2EP208
42432 LegPaymentStreamCompoundingRateSpreadPositionType int Identifies whether the rate spread is applied to a long or short position. FIX.5.0SP2EP208
42433 LegPaymentStreamCompoundingRateTreatment int Specifies the yield calculation treatment for the index. FIX.5.0SP2EP208
42434 LegPaymentStreamCompoundingCapRate Percentage The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". FIX.5.0SP2EP208
42435 LegPaymentStreamCompoundingCapRateBuySide int Reference to the buyer of the compounding cap rate option through its trade side. FIX.5.0SP2EP208
42436 LegPaymentStreamCompoundingCapRateSellSide int Reference to the seller of the compounding cap rate option through its trade side. FIX.5.0SP2EP208
42437 LegPaymentStreamCompoundingFloorRate Percentage The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". FIX.5.0SP2EP208
42438 LegPaymentStreamCompoundingFloorRateBuySide int Reference to the buyer of the compounding floor rate option through its trade side. FIX.5.0SP2EP208
42439 LegPaymentStreamCompoundingFloorRateSellSide int Reference to the seller of the floor rate option through its trade side. FIX.5.0SP2EP208
42440 LegPaymentStreamCompoundingInitialRate Percentage The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". FIX.5.0SP2EP208
42441 LegPaymentStreamCompoundingFinalRateRoundingDirection char Specifies the rounding direction for the compounding floating rate. FIX.5.0SP2EP208
42442 LegPaymentStreamCompoundingFinalRatePrecision int Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. FIX.5.0SP2EP208
42443 LegPaymentStreamCompoundingAveragingMethod int Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). FIX.5.0SP2EP208
42444 LegPaymentStreamCompoundingNegativeRateTreatment int Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). FIX.5.0SP2EP208
42445 LegPaymentStreamCompoundingStartDateUnadjusted LocalMktDate The unadjusted compounding start date. FIX.5.0SP2EP208
42446 LegPaymentStreamCompoundingStartDateRelativeTo int Specifies the anchor date when the compounding start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42447 LegPaymentStreamCompoundingStartDateOffsetPeriod int Time unit multiplier for the relative compounding start date offset. FIX.5.0SP2EP208
42448 LegPaymentStreamCompoundingStartDateOffsetUnit String Time unit associated with the relative compounding start date offset. FIX.5.0SP2EP208
42449 LegPaymentStreamCompoundingStartDateOffsetDayType int Specifies the day type of the relative compounding start date offset. FIX.5.0SP2EP208
42450 LegPaymentStreamCompoundingStartDateAdjusted LocalMktDate The adjusted compounding start date. FIX.5.0SP2EP208
42451 LegPaymentStreamFormulaImageLength Length Length in bytes of the LegPaymentStreamFormulaImage(42452) field. FIX.5.0SP2EP208
42452 LegPaymentStreamFormulaImage data Image of the formula image when represented through an encoded clip in base64Binary. FIX.5.0SP2EP208
42453 LegPaymentStreamFinalPricePaymentDateUnadjusted LocalMktDate The unadjusted final price payment date. FIX.5.0SP2EP208
42454 LegPaymentStreamFinalPricePaymentDateRelativeTo int Specifies the anchor date when the final price payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42455 LegPaymentStreamFinalPricePaymentDateOffsetPeriod int Time unit multiplier for the relative final price payment date offset. FIX.5.0SP2EP208
42456 LegPaymentStreamFinalPricePaymentDateOffsetUnit String Time unit associated with the relative final price payment date offset. FIX.5.0SP2EP208
42457 LegPaymentStreamFinalPricePaymentDateOffsetDayType int Specifies the day type of the relative final price payment date offset. FIX.5.0SP2EP208
42458 LegPaymentStreamFinalPricePaymentDateAdjusted LocalMktDate The adjusted final price payment date. FIX.5.0SP2EP208
42459 NoLegPaymentStreamFixingDates NumInGroup Number of fixing dates in the repeating group. FIX.5.0SP2EP208
42460 LegPaymentStreamFixingDate LocalMktDate The fixing date. Type of date is specified in LegPaymentStreamFixingDateType(42461). FIX.5.0SP2EP208
42461 LegPaymentStreamFixingDateType int Specifies the type of fixing date (e.g. adjusted for holidays). FIX.5.0SP2EP208
42462 LegPaymentStreamFirstObservationDateUnadjusted LocalMktDate The unadjusted initial price observation date. FIX.5.0SP2EP208
42463 LegPaymentStreamFirstObservationDateRelativeTo int Specifies the anchor date when the initial price observation date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42464 LegPaymentStreamFirstObservationDateOffsetDayType int Specifies the day type of the initial price observation date offset. FIX.5.0SP2EP208
42465 LegPaymentStreamFirstObservationDateAdjusted LocalMktDate The adjusted initial price observation date. FIX.5.0SP2EP208
42466 LegPaymentStreamUnderlierRefID String References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. FIX.5.0SP2EP208
42467 LegReturnRateNotionalReset Boolean Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not. FIX.5.0SP2EP208
42468 LegPaymentStreamLinkInitialLevel Price Price level at which the correlation or variance swap contract will strike. FIX.5.0SP2EP208
42469 LegPaymentStreamLinkClosingLevelIndicator Boolean Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not. FIX.5.0SP2EP208
42470 LegPaymentStreamLinkExpiringLevelIndicator Boolean Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not. FIX.5.0SP2EP208
42471 LegPaymentStreamLinkEstimatedTradingDays int The expected number of trading days in the variance or correlation swap stream. FIX.5.0SP2EP208
42472 LegPaymentStreamLinkStrikePrice Price The strike price of a correlation or variance swap stream. FIX.5.0SP2EP208
42473 LegPaymentStreamLinkStrikePriceType int For a variance swap specifies how LegPaymentStreamLinkStrikePrice(42472) is expressed. FIX.5.0SP2EP208
42474 LegPaymentStreamLinkMaximumBoundary float Specifies the maximum or upper boundary for variance or strike determination.
For a variation swap stream all observations above this price level will be excluded from the variance calculation.
For a correlation swap stream the maximum boundary is a percentage of the strike price. 		FIX.5.0SP2EP208
42475 LegPaymentStreamLinkMinimumBoundary float Specifies the minimum or lower boundary for variance or strike determination.
For a variation swap stream all observations below this price level will be excluded from the variance calculation.
For a correlation swap stream the minimum boundary is a percentage of the strike price. 		FIX.5.0SP2EP208
42476 LegPaymentStreamLinkNumberOfDataSeries int Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion. FIX.5.0SP2EP208
42477 LegPaymentStreamVarianceUnadjustedCap float Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable. FIX.5.0SP2EP208
42478 LegPaymentStreamRealizedVarianceMethod int Indicates which price to use to satisfy the boundary condition. FIX.5.0SP2EP208
42479 LegPaymentStreamDaysAdjustmentIndicator Boolean Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility. FIX.5.0SP2EP208
42480 LegPaymentStreamNearestExchangeContractRefID String References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. FIX.5.0SP2EP208
42481 LegPaymentStreamVegaNotionalAmount float Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realized volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade. FIX.5.0SP2EP208
42482 LegPaymentStreamFormulaCurrency Currency The currency in which the formula amount is denominated. Uses ISO 4217 currency codes. FIX.5.0SP2EP208
42483 LegPaymentStreamFormulaCurrencyDeterminationMethod String Specifies the method according to which the formula amount currency is determined.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2EP208
42484 LegPaymentStreamFormulaReferenceAmount int Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document.
See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts. 		FIX.5.0SP2EP208
42485 NoLegPaymentStreamFormulas NumInGroup Number of formulas in the repeating group. FIX.5.0SP2EP208
42486 LegPaymentStreamFormula XMLData Contains an XML representation of the formula. Defined for flexibility in choice of language (MathML, OpenMath or text). FIX.5.0SP2EP208
42487 LegPaymentStreamFormulaDesc String A description of the math formula in LegPaymentStreamFormula(42486). FIX.5.0SP2EP208
42488 LegPaymentStubEndDateUnadjusted LocalMktDate The unadjusted stub end date. FIX.5.0SP2EP208
42489 LegPaymentStubEndDateBusinessDayConvention int The stub end date business day convention. FIX.5.0SP2EP208
42490 LegPaymentStubEndDateRelativeTo int Specifies the anchor date when the stub end date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42491 LegPaymentStubEndDateOffsetPeriod int Time unit multiplier for the relative stub end date offset. FIX.5.0SP2EP208
42492 LegPaymentStubEndDateOffsetUnit String Time unit associated with the relative stub end date offset. FIX.5.0SP2EP208
42493 LegPaymentStubEndDateOffsetDayType int Specifies the day type of the relative stub end date offset. FIX.5.0SP2EP208
42494 LegPaymentStubEndDateAdjusted LocalMktDate The adjusted stub end date. FIX.5.0SP2EP208
42495 NoLegPaymentStubEndDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP208
42496 LegPaymentStubEndDateBusinessCenter String The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
42497 LegPaymentStubStartDateUnadjusted LocalMktDate The unadjusted stub start date. FIX.5.0SP2EP208
42498 LegPaymentStubStartDateBusinessDayConvention int The stub start date business day convention. FIX.5.0SP2EP208
42499 LegPaymentStubStartDateRelativeTo int Specifies the anchor date when the stub start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42500 LegPaymentStubStartDateOffsetPeriod int Time unit multiplier for the relative stub start date offset. FIX.5.0SP2EP208
42501 LegPaymentStubStartDateOffsetUnit String Time unit associated with the relative stub start date offset. FIX.5.0SP2EP208
42502 LegPaymentStubStartDateOffsetDayType int Specifies the day type of the relative stub start date offset. FIX.5.0SP2EP208
42503 LegPaymentStubStartDateAdjusted LocalMktDate The adjusted stub start date. FIX.5.0SP2EP208
42504 NoLegPaymentStubStartDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP208
42505 LegPaymentStubStartDateBusinessCenter String The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
42506 LegProvisionBreakFeeElection int Type of fee elected for the break provision. FIX.5.0SP2EP208
42507 LegProvisionBreakFeeRate Percentage Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05". FIX.5.0SP2EP208
42508 NoLegReturnRateDates NumInGroup Number of iterations in the return rate date repeating group. FIX.5.0SP2EP208
42509 LegReturnRateDateMode int Specifies the valuation type applicable to the return rate date. FIX.5.0SP2EP208
42510 LegReturnRateValuationDateRelativeTo int Specifies the anchor date when the return rate valuation dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42511 LegReturnRateValuationDateOffsetPeriod int Time unit multiplier for the relative return rate valuation date offset. FIX.5.0SP2EP208
42512 LegReturnRateValuationDateOffsetUnit String Time unit associated with the relative return rate valuation date offset. FIX.5.0SP2EP208
42513 LegReturnRateValuationDateOffsetDayType int Specifies the day type of the relative return rate valuation date offset. FIX.5.0SP2EP208
42514 LegReturnRateValuationStartDateUnadjusted LocalMktDate The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2EP208
42515 LegReturnRateValuationStartDateRelativeTo int Specifies the anchor date when the return rate valuation start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42516 LegReturnRateValuationStartDateOffsetPeriod int Time unit multiplier for the relative return rate valuation start date offset. FIX.5.0SP2EP208
42517 LegReturnRateValuationStartDateOffsetUnit String Time unit associated with the relative return rate valuation start date offset. FIX.5.0SP2EP208
42518 LegReturnRateValuationStartDateOffsetDayType int Specifies the day type of the relative return rate valuation start date offset. FIX.5.0SP2EP208
42519 LegReturnRateValuationStartDateAdjusted LocalMktDate The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2EP208
42520 LegReturnRateValuationEndDateUnadjusted LocalMktDate The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2EP208
42521 LegReturnRateValuationEndDateRelativeTo int Specifies the anchor date when the return rate valuation end date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42522 LegReturnRateValuationEndDateOffsetPeriod int Time unit multiplier for the relative return rate valuation end date offset. FIX.5.0SP2EP208
42523 LegReturnRateValuationEndDateOffsetUnit String Time unit associated with the relative return rate valuation end date offset. FIX.5.0SP2EP208
42524 LegReturnRateValuationEndDateOffsetDayType int Specifies the day type of the relative return rate valuation end date offset. FIX.5.0SP2EP208
42525 LegReturnRateValuationEndDateAdjusted LocalMktDate The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2EP208
42526 LegReturnRateValuationFrequencyPeriod int Time unit multiplier for the frequency at which return rate valuation dates occur. FIX.5.0SP2EP208
42527 LegReturnRateValuationFrequencyUnit String Time unit associated with the frequency at which return rate valuation dates occur. FIX.5.0SP2EP208
42528 LegReturnRateValuationFrequencyRollConvention String The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency. FIX.5.0SP2EP208
42529 LegReturnRateValuationDateBusinessDayConvention int The return rate valuation dates business day convention. FIX.5.0SP2EP208
42530 NoLegReturnRateFXConversions NumInGroup Number of iterations in the return rate FX conversion repeating group. FIX.5.0SP2EP208
42531 LegReturnRateFXCurrencySymbol String Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes. FIX.5.0SP2EP208
42532 LegReturnRateFXRate float The rate of exchange between the two currencies specified in LegReturnRateFXCurrencySymbol(42531). FIX.5.0SP2EP208
42533 LegReturnRateFXRateCalc char The rate of exchange between the two currencies specified in LegReturnRateFXCurrencySymbol(42531). FIX.5.0SP2EP208
42534 NoLegReturnRates NumInGroup Number of iterations in the return rate repeating group. FIX.5.0SP2EP208
42535 LegReturnRatePriceSequence int Specifies the type of price sequence of the return rate. FIX.5.0SP2EP208
42536 LegReturnRateCommissionBasis char Specifies the basis or unit used to calculate the commission. FIX.5.0SP2EP208
42537 LegReturnRateCommissionAmount Amt The commission amount. FIX.5.0SP2EP208
42538 LegReturnRateCommissionCurrency Currency Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes. FIX.5.0SP2EP208
42539 LegReturnRateTotalCommissionPerTrade Amt The total commission per trade. FIX.5.0SP2EP208
42540 LegReturnRateDeterminationMethod String Specifies the method by which the underlier prices are determined.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2EP208
42541 LegReturnRateAmountRelativeTo int Specifies the reference amount when the return rate amount is relative to another amount in the trade.
See http://www.fixtradingcommunity.org/codelists#Amount_Relative_To for code list of relative amounts. 		FIX.5.0SP2EP208
42542 LegReturnRateQuoteMeasureType String Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc.
See http://www.fpml.org/coding-scheme/asset-measure for values. 		FIX.5.0SP2EP208
42543 LegReturnRateQuoteUnits String Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units.
See http://www.fpml.org/coding-scheme/price-quote-units for values. 		FIX.5.0SP2EP208
42544 LegReturnRateQuoteMethod int Specifies the type of quote used to determine the return rate of the swap. FIX.5.0SP2EP208
42545 LegReturnRateQuoteCurrency Currency Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code. FIX.5.0SP2EP208
42546 LegReturnRateQuoteCurrencyType String Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in.
See http://www.fpml.org/coding-scheme/reporting-currency-type for values. 		FIX.5.0SP2EP208
42547 LegReturnRateQuoteTimeType int Specifies how or the timing when the quote is to be obtained. FIX.5.0SP2EP208
42548 LegReturnRateQuoteTime LocalMktTime The time when the quote is to be generated. FIX.5.0SP2EP208
42549 LegReturnRateQuoteDate LocalMktDate The date when the quote is to be generated. FIX.5.0SP2EP208
42550 LegReturnRateQuoteExpirationTime LocalMktTime The time when the quote ceases to be valid. FIX.5.0SP2EP208
42551 LegReturnRateQuoteBusinessCenter String The business center calendar used for adjustments associated with LegReturnRateQuoteTimeType(42547) or LegReturnRateQuoteTime(42548) and LegReturnRateQuoteDate(42549), e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
42552 LegReturnRateQuoteExchange Exchange Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained. FIX.5.0SP2EP208
42553 LegReturnRateQuotePricingModel String Specifies the pricing model used to evaluate the underlying asset price.
See http://www.fpml.org/coding-scheme/pricing-model for values. 		FIX.5.0SP2EP208
42554 LegReturnRateCashFlowType String Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc.
See http://www.fpml.org/coding-scheme/cashflow-type for values. 		FIX.5.0SP2EP208
42555 LegReturnRateValuationTimeType int Specifies the timing at which the calculation agent values the underlying. FIX.5.0SP2EP208
42556 LegReturnRateValuationTime LocalMktTime The time at which the calculation agent values the underlying asset. FIX.5.0SP2EP208
42557 LegReturnRateValuationTimeBusinessCenter String The business center calendar used for adjustments associated with LegReturnRateValuationTimeType(42555) or LegReturnRateValuationTime(42556), e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
42558 LegReturnRateValuationPriceOption int Indicates whether an ISDA price option applies, and if applicable which type of price. FIX.5.0SP2EP208
42559 LegReturnRateFinalPriceFallback int Specifies the fallback provision for the hedging party in the determination of the final price. FIX.5.0SP2EP208
42560 NoLegReturnRateInformationSources NumInGroup Number of iterations in the return rate information source repeating group. FIX.5.0SP2EP208
42561 LegReturnRateInformationSource int Identifies the source of rate information. For FX the references source to be used for the FX spot rate. FIX.5.0SP2EP208
42562 LegReturnRateReferencePage String Identifies the reference "page" from the rate source.
For FX, the reference page to the spot rate to be used for the reference FX spot rate.
When LegReturnRateInformationSource(42561) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions.
See: http://www.fpml.org/coding-scheme/settlement-rate-option. 		FIX.5.0SP2EP208
42563 LegReturnRateReferencePageHeading String Identifies the page heading from the rate source. FIX.5.0SP2EP208
42564 NoLegReturnRatePrices NumInGroup Number of iterations in the return rate price repeating group. FIX.5.0SP2EP208
42565 LegReturnRatePriceBasis int The basis of the return price. FIX.5.0SP2EP208
42566 LegReturnRatePrice Price Specifies the price of the underlying swap asset. FIX.5.0SP2EP208
42567 LegReturnRatePriceCurrency Currency Specifies the currency of the price of the leg swap asset. Uses ISO 4217 currency codes. FIX.5.0SP2EP208
42568 LegReturnRatePriceType int Specifies whether the LegReturnRatePrice(42566) is expressed in absolute or relative terms. FIX.5.0SP2EP208
42569 NoLegReturnRateValuationDateBusinessCenters NumInGroup Number of iterations in the return rate valuation date business center repeating group. FIX.5.0SP2EP208
42570 LegReturnRateValuationDateBusinessCenter String The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
42571 NoLegReturnRateValuationDates NumInGroup Number of iterations in the return rate valuation date repeating group. FIX.5.0SP2EP208
42572 LegReturnRateValuationDate LocalMktDate The return rate valuation date. The type of date is specified in LegReturnRateValuationDateType(42573). FIX.5.0SP2EP208
42573 LegReturnRateValuationDateType int Specifies the type of return rate valuation date (e.g. adjusted for holidays). FIX.5.0SP2EP208
42574 LegSettlMethodElectionDateUnadjusted LocalMktDate The unadjusted settlement method election date. FIX.5.0SP2EP208
42575 LegSettlMethodElectionDateBusinessDayConvention int The settlement method election date adjustment business day convention. FIX.5.0SP2EP208
42576 LegSettlMethodElectionDateRelativeTo int Specifies the anchor date when the settlement method election date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42577 LegSettlMethodElectionDateOffsetPeriod int Time unit multiplier for the relative settlement method election date offset. FIX.5.0SP2EP208
42578 LegSettlMethodElectionDateOffsetUnit String Time unit associated with the relative settlement method election date offset. FIX.5.0SP2EP208
42579 LegSettlMethodElectionDateOffsetDayType int Specifies the day type of the relative settlement method election date offset. FIX.5.0SP2EP208
42580 LegSettlMethodElectionDateAdjusted LocalMktDate The adjusted settlement method election date. FIX.5.0SP2EP208
42581 NoLegSettlMethodElectionDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP208
42582 LegSettlMethodElectionDateBusinessCenter String The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
42583 LegStreamVersion String The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes. FIX.5.0SP2EP208
42584 LegStreamVersionEffectiveDate LocalMktDate The effective date of the LegStreamVersion(42583). FIX.5.0SP2EP208
42585 LegStreamNotionalDeterminationMethod String Specifies the method for determining the floating notional value for equity swaps.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2EP208
42586 LegStreamNotionalAdjustments int For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. FIX.5.0SP2EP208
42587 StreamCommodityDeliveryPricingRegion String The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list. In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publicly reportable commodity swap transactions. FIX.5.0SP2EP193
42588 LegStreamCommodityDeliveryPricingRegion String The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list. In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publically reportable commodity swap transactions. FIX.5.0SP2EP193
42589 UnderlyingStreamCommodityDeliveryPricingRegion String The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list. In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publically reportable commodity swap transactions. FIX.5.0SP2EP193
42590 SettlMethodElectingPartySide int Side value of the party electing the settlement method. FIX.5.0SP2EP208
42591 MakeWholeDate LocalMktDate The date through which option cannot be exercised without penalty. FIX.5.0SP2EP208
42592 MakeWholeAmount Amt Amount to be paid by the buyer of the option if the option is exercised prior to the MakeWholeDate(42591). FIX.5.0SP2EP208
42593 MakeWholeBenchmarkCurveName String Identifies the benchmark floating rate index. FIX.5.0SP2EP208
42594 MakeWholeBenchmarkCurvePoint String The point on the floating rate index curve.
Sample values:
M = combination of a number between 1-12 and an "M" for month, e.g. 3M
Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y
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. 		FIX.5.0SP2EP208
42595 MakeWholeRecallSpread PriceOffset Spread over the floating rate index. FIX.5.0SP2EP208
42596 MakeWholeBenchmarkQuote int The quote side of the benchmark to be used for calculating the "make whole" amount. FIX.5.0SP2EP208
42597 MakeWholeInterpolationMethod int The method used when calculating the "make whole" amount. The most common is linear method. FIX.5.0SP2EP208
42598 PaymentAmountRelativeTo int Specifies the reference amount when the payment amount is relative to another amount in the message.
See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts.
 FIX.5.0SP2EP208
42599 PaymentAmountDeterminationMethod String Specifies the method by which a payment amount is determined.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2EP208
42600 PaymentStreamCashSettlIndicator Boolean Indicates whether cash settlement is applicable. FIX.5.0SP2EP208
42601 PaymentStreamCompoundingXIDRef XIDREF Reference to the stream which details the compounding fixed or floating rate. FIX.5.0SP2EP208
42602 PaymentStreamCompoundingSpread PriceOffset The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread. FIX.5.0SP2EP208
42603 PaymentStreamInterpolationMethod int The method used when calculating the index rate from multiple points on the curve. The most common is linear method. FIX.5.0SP2EP208
42604 PaymentStreamInterpolationPeriod int Defines applicable periods for interpolation.
Value SymbolicName Description Added Updated Deprecated
0 Initial Interpolation is applicable to the initial period only. FIX.5.0SP2EP208
1 InitialAndFinal Interpolation is applicable to the initial and final periods only. FIX.5.0SP2EP208
2 Final Interpolation is applicable to the final period only. FIX.5.0SP2EP208
3 AnyPeriod Interpolation is applicable to any non-standard period. FIX.5.0SP2EP208
FIX.5.0SP2EP208
42605 PaymentStreamCompoundingFixedRate float The compounding fixed rate applicable to the payment stream. FIX.5.0SP2EP208
42606 NoPaymentStreamCompoundingDates NumInGroup Number of dates in the repeating group. FIX.5.0SP2EP208
42607 PaymentStreamCompoundingDate LocalMktDate The compounding date. The type of date is specified in PaymentStreamCompoundingDateType(42608). FIX.5.0SP2EP208
42608 PaymentStreamCompoundingDateType int Specifies the type of payment compounding date (e.g. adjusted for holidays). FIX.5.0SP2EP208
42609 PaymentStreamCompoundingDatesBusinessDayConvention int The compounding dates business day convention. FIX.5.0SP2EP208
42610 PaymentStreamCompoundingDatesRelativeTo int Specifies the anchor date when the compounding dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42611 PaymentStreamCompoundingDatesOffsetPeriod int Time unit multiplier for the relative compounding date offset. FIX.5.0SP2EP208
42612 PaymentStreamCompoundingDatesOffsetUnit String Time unit associated with the relative compounding date offset. FIX.5.0SP2EP208
42613 PaymentStreamCompoundingDatesOffsetDayType int Specifies the day type of the relative compounding date offset. FIX.5.0SP2EP208
42614 PaymentStreamCompoundingPeriodSkip int The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1. FIX.5.0SP2EP208
42615 PaymentStreamCompoundingFrequencyPeriod int Time unit multiplier for the frequency at which compounding dates occur. FIX.5.0SP2EP208
42616 PaymentStreamCompoundingFrequencyUnit String Time unit associated with the frequency at which compounding dates occur. FIX.5.0SP2EP208
42617 PaymentStreamCompoundingRollConvention String The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency. FIX.5.0SP2EP208
42618 PaymentStreamBoundsFirstDateUnadjusted LocalMktDate The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2EP208
42619 PaymentStreamBoundsLastDateUnadjusted LocalMktDate The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2EP208
42620 NoPaymentStreamCompoundingDatesBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP208
42621 PaymentStreamCompoundingDatesBusinessCenter String The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
42622 PaymentStreamCompoundingEndDateUnadjusted LocalMktDate The unadjusted compounding end date. FIX.5.0SP2EP208
42623 PaymentStreamCompoundingEndDateRelativeTo int Specifies the anchor date when the compounding end date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42624 PaymentStreamCompoundingEndDateOffsetPeriod int Time unit multiplier for the relative compounding end date offset. FIX.5.0SP2EP208
42625 PaymentStreamCompoundingEndDateOffsetUnit String Time unit associated with the relative compounding end date offset. FIX.5.0SP2EP208
42626 PaymentStreamCompoundingEndDateOffsetDayType int Specifies the day type of the relative compounding end date offset. FIX.5.0SP2EP208
42627 PaymentStreamCompoundingEndDateAdjusted LocalMktDate The adjusted compounding end date. FIX.5.0SP2EP208
42628 PaymentStreamCompoundingRateIndex String The payment stream's compounding floating rate index. FIX.5.0SP2EP208
42629 PaymentStreamCompoundingRateIndexCurvePeriod int Time unit multiplier for the payment stream's compounding floating rate index curve period. FIX.5.0SP2EP208
42630 PaymentStreamCompoundingRateIndexCurveUnit String Time unit associated with the payment stream's compounding floating rate index curve period. FIX.5.0SP2EP208
42631 PaymentStreamCompoundingRateMultiplier float A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream. FIX.5.0SP2EP208
42632 PaymentStreamCompoundingRateSpread PriceOffset The basis points spread from the index specified in PaymentStreamCompoundingRateIndex(42628). FIX.5.0SP2EP208
42633 PaymentStreamCompoundingRateSpreadPositionType int Identifies whether the rate spread is applied to a long or short position. FIX.5.0SP2EP208
42634 PaymentStreamCompoundingRateTreatment int Specifies the yield calculation treatment for the index. FIX.5.0SP2EP208
42635 PaymentStreamCompoundingCapRate Percentage The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". FIX.5.0SP2EP208
42636 PaymentStreamCompoundingCapRateBuySide int Reference to the buyer of the compounding cap rate option through its trade side. FIX.5.0SP2EP208
42637 PaymentStreamCompoundingCapRateSellSide int Reference to the seller of the compounding cap rate option through its trade side. FIX.5.0SP2EP208
42638 PaymentStreamCompoundingFloorRate Percentage The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". FIX.5.0SP2EP208
42639 PaymentStreamCompoundingFloorRateBuySide int Reference to the buyer of the compounding floor rate option through its trade side. FIX.5.0SP2EP208
42640 PaymentStreamCompoundingFloorRateSellSide int Reference to the seller of the floor rate option through its trade side. FIX.5.0SP2EP208
42641 PaymentStreamCompoundingInitialRate Percentage The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". FIX.5.0SP2EP208
42642 PaymentStreamCompoundingFinalRateRoundingDirection char Specifies the rounding direction for the compounding floating rate. FIX.5.0SP2EP208
42643 PaymentStreamCompoundingFinalRatePrecision int Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. FIX.5.0SP2EP208
42644 PaymentStreamCompoundingAveragingMethod int Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). FIX.5.0SP2EP208
42645 PaymentStreamCompoundingNegativeRateTreatment int Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). FIX.5.0SP2EP208
42646 PaymentStreamCompoundingStartDateUnadjusted LocalMktDate The unadjusted compounding start date. FIX.5.0SP2EP208
42647 PaymentStreamCompoundingStartDateRelativeTo int Specifies the anchor date when the compounding start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42648 PaymentStreamCompoundingStartDateOffsetPeriod int Time unit multiplier for the relative compounding start date offset. FIX.5.0SP2EP208
42649 PaymentStreamCompoundingStartDateOffsetUnit String Time unit associated with the relative compounding start date offset. FIX.5.0SP2EP208
42650 PaymentStreamCompoundingStartDateOffsetDayType int Specifies the day type of the relative compounding start date offset. FIX.5.0SP2EP208
42651 PaymentStreamCompoundingStartDateAdjusted LocalMktDate The adjusted compounding start date. FIX.5.0SP2EP208
42652 PaymentStreamFormulaImageLength Length Length in bytes of the PaymentStreamFormulaImage(42563) field. FIX.5.0SP2EP208
42653 PaymentStreamFormulaImage data Image of the formula image when represented through an encoded clip in base64Binary. FIX.5.0SP2EP208
42654 PaymentStreamFinalPricePaymentDateUnadjusted LocalMktDate The unadjusted final price payment date. FIX.5.0SP2EP208
42655 PaymentStreamFinalPricePaymentDateRelativeTo int Specifies the anchor date when the final price payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42656 PaymentStreamFinalPricePaymentDateOffsetfPeriod int Time unit multiplier for the relative final price payment date offset. FIX.5.0SP2EP208
42657 PaymentStreamFinalPricePaymentDateOffsetUnit String Time unit associated with the relative final price payment date offset. FIX.5.0SP2EP208
42658 PaymentStreamFinalPricePaymentDateOffsetDayType int Specifies the day type of the relative final price payment date offset. FIX.5.0SP2EP208
42659 PaymentStreamFinalPricePaymentDateAdjusted LocalMktDate The adjusted final price payment date. FIX.5.0SP2EP208
42660 NoPaymentStreamFixingDates NumInGroup Number of fixing dates in the repeating group. FIX.5.0SP2EP208
42661 PaymentStreamFixingDate LocalMktDate The fixing date. The type of date is specified in PaymentStreamFixingDateType(42662). FIX.5.0SP2EP208
42662 PaymentStreamFixingDateType int Specifies the type of fixing date (e.g. adjusted for holidays). FIX.5.0SP2EP208
42663 PaymentStreamFirstObservationDateUnadjusted LocalMktDate The unadjusted initial price observation date. FIX.5.0SP2EP208
42664 PaymentStreamFirstObservationDateRelativeTo int Specifies the anchor date when the initial price observation date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42665 PaymentStreamFirstObservationDateOffsetDayType int Specifies the day type of the initial price observation date offset. FIX.5.0SP2EP208
42666 PaymentStreamFirstObservationDateAdjusted LocalMktDate The adjusted initial price observation date. FIX.5.0SP2EP208
42667 PaymentStreamUnderlierRefID String References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. FIX.5.0SP2EP208
42668 ReturnRateNotionalReset Boolean Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not. FIX.5.0SP2EP208
42669 PaymentStreamLinkInitialLevel Price Price level at which the correlation or variance swap contract will strike. FIX.5.0SP2EP208
42670 PaymentStreamLinkClosingLevelIndicator Boolean Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not. FIX.5.0SP2EP208
42671 PaymentStreamLinkExpiringLevelIndicator Boolean Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not. FIX.5.0SP2EP208
42672 PaymentStreamLinkEstimatedTradingDays int The expected number of trading days in the variance or correlation swap stream. FIX.5.0SP2EP208
42673 PaymentStreamLinkStrikePrice Price The strike price of a correlation or variance swap stream. FIX.5.0SP2EP208
42674 PaymentStreamLinkStrikePriceType int For a variance swap specifies how PaymentStreamLinkStrikePrice(42673) is expressed.
Value SymbolicName Description Added Updated Deprecated
0 Volatility Volatility FIX.5.0SP2EP208
1 Variance Variance FIX.5.0SP2EP208
FIX.5.0SP2EP208
42675 PaymentStreamLinkMaximumBoundary float Specifies the maximum or upper boundary for variance or strike determination.
For a variation swap stream all observations above this price level will be excluded from the variance calculation.
For a correlation swap stream the maximum boundary is a percentage of the strike price. 		FIX.5.0SP2EP208
42676 PaymentStreamLinkMinimumBoundary float Specifies the minimum or lower boundary for variance or strike determination.
For a variation swap stream all observations below this price level will be excluded from the variance calculation.
For a correlation swap stream the minimum boundary is a percentage of the strike price. 		FIX.5.0SP2EP208
42677 PaymentStreamLinkNumberOfDataSeries int Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion. FIX.5.0SP2EP208
42678 PaymentStreamVarianceUnadjustedCap float Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable. FIX.5.0SP2EP208
42679 PaymentStreamRealizedVarianceMethod int Indicates which price to use to satisfy the boundary condition.
Value SymbolicName Description Added Updated Deprecated
0 Previous For a return on day T, the observed price on T-1 must be in range. FIX.5.0SP2EP208
1 Last For a return on day T, the observed price on T must be in range. FIX.5.0SP2EP208
2 Both For a return on day T, the observed prices on both T and T-1 must be in range. FIX.5.0SP2EP208
FIX.5.0SP2EP208
42680 PaymentStreamDaysAdjustmentIndicator Boolean Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility. FIX.5.0SP2EP208
42681 PaymentStreamNearestExchangeContractRefID String References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. FIX.5.0SP2EP208
42682 PaymentStreamVegaNotionalAmount float "Vega Notional" represents the approximate gain/loss at maturity for a 1% difference between RVol (realised volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade. FIX.5.0SP2EP208
42683 NoPaymentStreamFormulas NumInGroup Number of formulas in the repeating group. FIX.5.0SP2EP208
42684 PaymentStreamFormula XMLData Contains an XML representation of the formula. Defined for flexibility in choice of language (MathML, OpenMath or text). FIX.5.0SP2EP208
42685 PaymentStreamFormulaDesc String A description of the math formula in PaymentStreamFormula(42684). FIX.5.0SP2EP208
42686 PaymentStreamFormulaCurrency Currency The currency in which the formula amount is denominated. Uses ISO 4217 currency codes. FIX.5.0SP2EP208
42687 PaymentStreamFormulaCurrencyDeterminationMethod String Specifies the method according to which the formula amount currency is determined.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2EP208
42688 PaymentStreamFormulaReferenceAmount int Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document.
See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts. 		FIX.5.0SP2EP208
42689 PaymentStubEndDateUnadjusted LocalMktDate The unadjusted stub end date. FIX.5.0SP2EP208
42690 PaymentStubEndDateBusinessDayConvention int The stub end date business day convention. FIX.5.0SP2EP208
42691 PaymentStubEndDateRelativeTo int Specifies the anchor date when the stub end date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42692 PaymentStubEndDateOffsetPeriod int Time unit multiplier for the relative stub end date offset. FIX.5.0SP2EP208
42693 PaymentStubEndDateOffsetUnit String Time unit associated with the relative stub end date offset. FIX.5.0SP2EP208
42694 PaymentStubEndDateOffsetDayType int Specifies the day type of the relative stub end date offset. FIX.5.0SP2EP208
42695 PaymentStubEndDateAdjusted LocalMktDate The adjusted stub end date. FIX.5.0SP2EP208
42696 NoPaymentStubEndDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP208
42697 PaymentStubEndDateBusinessCenter String The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
42698 PaymentStubStartDateUnadjusted LocalMktDate The unadjusted stub start date. FIX.5.0SP2EP208
42699 PaymentStubStartDateBusinessDayConvention int The stub start date business day convention. FIX.5.0SP2EP208
42700 PaymentStubStartDateRelativeTo int Specifies the anchor date when the stub start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42701 PaymentStubStartDateOffsetPeriod int Time unit multiplier for the relative stub start date offset. FIX.5.0SP2EP208
42702 PaymentStubStartDateOffsetUnit String Time unit associated with the relative stub start date offset. FIX.5.0SP2EP208
42703 PaymentStubStartDateOffsetDayType int Specifies the day type of the relative stub start date offset. FIX.5.0SP2EP208
42704 PaymentStubStartDateAdjusted LocalMktDate The adjusted stub start date. FIX.5.0SP2EP208
42705 NoPaymentStubStartDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP208
42706 PaymentStubStartDateBusinessCenter String The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
42707 ProvisionBreakFeeElection int Type of fee elected for the break provision.
Value SymbolicName Description Added Updated Deprecated
0 FlatFee Flat fee FIX.5.0SP2EP208
1 AmortizedFee Amortized fee FIX.5.0SP2EP208
2 FundingFee Funding fee FIX.5.0SP2EP208
3 FlatAndFundingFee Flat fee and funding fee FIX.5.0SP2EP208
4 AmortizedAndFundingFee Amortized fee and funding fee FIX.5.0SP2EP208
FIX.5.0SP2EP208
42708 ProvisionBreakFeeRate Percentage Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05". FIX.5.0SP2EP208
42709 NoReturnRateDates NumInGroup Number of iterations in the return rate date repeating group. FIX.5.0SP2EP208
42710 ReturnRateDateMode int Specifies the valuation type applicable to the return rate date.
Value SymbolicName Description Added Updated Deprecated
0 PriceValuation Price valuation FIX.5.0SP2EP208
1 DividendValuation Dividend valuation FIX.5.0SP2EP208
FIX.5.0SP2EP208
42711 ReturnRateValuationDateRelativeTo int Specifies the anchor date when the return rate valuation dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42712 ReturnRateValuationDateOffsetPeriod int Time unit multiplier for the relative return rate valuation date offset. FIX.5.0SP2EP208
42713 ReturnRateValuationDateOffsetUnit String Time unit associated with the relative return rate valuation date offset. FIX.5.0SP2EP208
42714 ReturnRateValuationDateOffsetDayType int Specifies the day type of the relative return rate valuation date offset. FIX.5.0SP2EP208
42715 ReturnRateValuationStartDateUnadjusted LocalMktDate The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2EP208
42716 ReturnRateValuationStartDateRelativeTo int Specifies the anchor date when the return rate valuation start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42717 ReturnRateValuationStartDateOffsetPeriod int Time unit multiplier for the relative return rate valuation start date offset. FIX.5.0SP2EP208
42718 ReturnRateValuationStartDateOffsetUnit String Time unit associated with the relative return rate valuation start date offset. FIX.5.0SP2EP208
42719 ReturnRateValuationStartDateOffsetDayType int Specifies the day type of the relative return rate valuation start date offset. FIX.5.0SP2EP208
42720 ReturnRateValuationStartDateAdjusted LocalMktDate The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2EP208
42721 ReturnRateValuationEndDateUnadjusted LocalMktDate The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2EP208
42722 ReturnRateValuationEndDateRelativeTo int Specifies the anchor date when the return rate valuation end date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42723 ReturnRateValuationEndDateOffsetPeriod int Time unit multiplier for the relative return rate valuation end date offset. FIX.5.0SP2EP208
42724 ReturnRateValuationEndDateOffsetUnit String Time unit associated with the relative return rate valuation end date offset. FIX.5.0SP2EP208
42725 ReturnRateValuationEndDateOffsetDayType int Specifies the day type of the relative return rate valuation end date offset. FIX.5.0SP2EP208
42726 ReturnRateValuationEndDateAdjusted LocalMktDate The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2EP208
42727 ReturnRateValuationFrequencyPeriod int Time unit multiplier for the frequency at which return rate valuation dates occur. FIX.5.0SP2EP208
42728 ReturnRateValuationFrequencyUnit String Time unit associated with the frequency at which return rate valuation dates occur. FIX.5.0SP2EP208
42729 ReturnRateValuationFrequencyRollConvention String The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency. FIX.5.0SP2EP208
42730 ReturnRateValuationDateBusinessDayConvention int The return rate valuation dates business day convention. FIX.5.0SP2EP208
42731 NoReturnRateFXConversions NumInGroup Number of iterations in the return rate FX conversion repeating group. FIX.5.0SP2EP208
42732 ReturnRateFXCurrencySymbol String Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes. FIX.5.0SP2EP208
42733 ReturnRateFXRate float The rate of exchange between the two currencies specified in ReturnRateFXCurrencySymbol(42732). FIX.5.0SP2EP208
42734 ReturnRateFXRateCalc char Specifies whether ReturnRateFXRate(42733) should be multiplied or divided. FIX.5.0SP2EP208
42735 NoReturnRates NumInGroup Number of iterations in the return rate repeating group. FIX.5.0SP2EP208
42736 ReturnRatePriceSequence int Specifies the type of price sequence of the return rate.
Value SymbolicName Description Added Updated Deprecated
0 Initial Initial FIX.5.0SP2EP208
1 Interim Interim FIX.5.0SP2EP208
2 Final Final FIX.5.0SP2EP208
FIX.5.0SP2EP208
42737 ReturnRateCommissionBasis char Specifies the basis or unit used to calculate the commission. FIX.5.0SP2EP208
42738 ReturnRateCommissionAmount Amt The commission amount. FIX.5.0SP2EP208
42739 ReturnRateCommissionCurrency Currency Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes. FIX.5.0SP2EP208
42740 ReturnRateTotalCommissionPerTrade Amt The total commission per trade. FIX.5.0SP2EP208
42741 ReturnRateDeterminationMethod String Specifies the method by which the underlier prices are determined.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2EP208
42742 ReturnRateAmountRelativeTo int Specifies the reference amount when the return rate amount is relative to another amount in the trade.
See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts. 		FIX.5.0SP2EP208
42743 ReturnRateQuoteMeasureType String Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc.
See http://www.fpml.org/coding-scheme/asset-measure for values. 		FIX.5.0SP2EP208
42744 ReturnRateQuoteUnits String Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units.
See http://www.fpml.org/coding-scheme/price-quote-units for values. 		FIX.5.0SP2EP208
42745 ReturnRateQuoteMethod int Specifies the type of quote used to determine the return rate of the swap. FIX.5.0SP2EP208
42746 ReturnRateQuoteCurrency Currency Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code. FIX.5.0SP2EP208
42747 ReturnRateQuoteCurrencyType String Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in.
See http://www.fpml.org/coding-scheme/reporting-currency-type for values. 		FIX.5.0SP2EP208
42748 ReturnRateQuoteTimeType int Specifies how or the timing when the quote is to be obtained.
Value SymbolicName Description Added Updated Deprecated
0 Open The official opening time of the exchange on valuation date. FIX.5.0SP2EP208
1 OfficialSettlPx The time at which the official settlement price is determined. FIX.5.0SP2EP208
2 Xetra The time at which the official settlement price (following the auction by the exchange) is determined by the exchange. FIX.5.0SP2EP208
3 Close The official closing time of the exchange on valuation date. FIX.5.0SP2EP208
4 DerivativesClose The official closing time for derivative trading of the exchange on valuation date. FIX.5.0SP2EP208
5 High The high price for the day. FIX.5.0SP2EP208
6 Low The low price for the day. FIX.5.0SP2EP208
7 AsSpecifiedInMasterConfirmation As specified in the master confirmation FIX.5.0SP2EP208
FIX.5.0SP2EP208
42749 ReturnRateQuoteTime LocalMktTime The time when the quote is to be generated. FIX.5.0SP2EP208
42750 ReturnRateQuoteDate LocalMktDate The date when the quote is to be generated. FIX.5.0SP2EP208
42751 ReturnRateQuoteExpirationTime LocalMktTime The time when the quote ceases to be valid. FIX.5.0SP2EP208
42752 ReturnRateQuoteBusinessCenter String The business center calendar used for adjustments associated with ReturnRateQuoteTimeType(42748) or ReturnRateQuoteTime(42749) and ReturnRateQuoteDate(42750), e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
42753 ReturnRateQuoteExchange Exchange Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained. FIX.5.0SP2EP208
42754 ReturnRateQuotePricingModel String Specifies the pricing model used to evaluate the underlying asset price.
See http://www.fpml.org/coding-scheme/pricing-model for values. 		FIX.5.0SP2EP208
42755 ReturnRateCashFlowType String Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc.
See http://www.fpml.org/coding-scheme/cashflow-type for values. 		FIX.5.0SP2EP208
42756 ReturnRateValuationTimeType int Specifies the timing at which the calculation agent values the underlying. FIX.5.0SP2EP208
42757 ReturnRateValuationTime LocalMktTime The time at which the calculation agent values the underlying asset. FIX.5.0SP2EP208
42758 ReturnRateValuationTimeBusinessCenter String The business center calendar used for adjustments associated with ReturnRateValuationTimeType(42756) or ReturnRateValuationTime(42757), e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
42759 ReturnRateValuationPriceOption int Indicates whether an ISDA price option applies, and if applicable which type of price.
Value SymbolicName Description Added Updated Deprecated
0 None None (the default) FIX.5.0SP2EP208
1 FuturesPrice The official settlement price as announced by the related futures exchange is applicable. FIX.5.0SP2EP208
2 OptionsPrice The official settlement price as announced by the related options exchange is applicable. FIX.5.0SP2EP208
FIX.5.0SP2EP208
42760 ReturnRateFinalPriceFallback int Specifies the fallback provision for the hedging party in the determination of the final price. FIX.5.0SP2EP208
42761 NoReturnRateInformationSources NumInGroup Number of iterations in the return rate information source repeating group. FIX.5.0SP2EP208
42762 ReturnRateInformationSource int Identifies the source of rate information. For FX the references source to be used for the FX spot rate. FIX.5.0SP2EP208
42763 ReturnRateReferencePage String Identifies the reference "page" from the rate source.
For FX, the reference page to the spot rate to be used for the reference FX spot rate.
When ReturnRateInformationSource(42762) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions.
See: http://www.fpml.org/coding-scheme/settlement-rate-option 		FIX.5.0SP2EP208
42764 ReturnRateReferencePageHeading String Identifies the page heading from the rate source. FIX.5.0SP2EP208
42765 NoReturnRatePrices NumInGroup Number of iterations in the return rate price repeating group. FIX.5.0SP2EP208
42766 ReturnRatePriceBasis int The basis of the return price.
Value SymbolicName Description Added Updated Deprecated
0 Gross None FIX.5.0SP2EP208
1 Net Net FIX.5.0SP2EP208
2 Accrued Accrued FIX.5.0SP2EP208
3 CleanNet Clean net FIX.5.0SP2EP208
FIX.5.0SP2EP208
42767 ReturnRatePrice Price Specifies the price of the underlying swap asset. FIX.5.0SP2EP208
42768 ReturnRatePriceCurrency Currency Specifies the currency of the price of the underlying swap asset. Uses ISO 4217 currency codes. FIX.5.0SP2EP208
42769 ReturnRatePriceType int Specifies whether the ReturnRatePrice(42767) is expressed in absolute or relative terms.
Value SymbolicName Description Added Updated Deprecated
0 AbsoluteTerms Absolute terms FIX.5.0SP2EP208
1 PercentageOfNotional Percentage of notional FIX.5.0SP2EP208
FIX.5.0SP2EP208
42770 NoReturnRateValuationDateBusinessCenters NumInGroup Number of iterations in the return rate valuation date business center repeating group. FIX.5.0SP2EP208
42771 ReturnRateValuationDateBusinessCenter String The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
42772 NoReturnRateValuationDates NumInGroup Number of iterations in the return rate valuation date repeating group. FIX.5.0SP2EP208
42773 ReturnRateValuationDate LocalMktDate The return rate valuation date. Type of date is specified in ReturnRateValuationDateType(42774). FIX.5.0SP2EP208
42774 ReturnRateValuationDateType int Specifies the type of return rate valuation date (e.g. adjusted for holidays). FIX.5.0SP2EP208
42775 NoSettlMethodElectionDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP208
42776 SettlMethodElectionDateBusinessCenter String The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
42777 SettlMethodElectionDateUnadjusted LocalMktDate The unadjusted settlement method election date. FIX.5.0SP2EP208
42778 SettlMethodElectionDateBusinessDayConvention int The settlement method election date adjustment business day convention. FIX.5.0SP2EP208
42779 SettlMethodElectionDateRelativeTo int Specifies the anchor date when the settlement method election date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42780 SettlMethodElectionDateOffsetPeriod int Time unit multiplier for the relative settlement method election date offset. FIX.5.0SP2EP208
42781 SettlMethodElectionDateOffsetUnit String Time unit associated with the relative settlement method election date offset. FIX.5.0SP2EP208
42782 SettlMethodElectionDateOffsetDayType int Specifies the day type of the relative settlement method election date offset. FIX.5.0SP2EP208
42783 SettlMethodElectionDateAdjusted LocalMktDate The adjusted settlement method election date. FIX.5.0SP2EP208
42784 StreamVersion String The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes. FIX.5.0SP2EP208
42785 StreamVersionEffectiveDate LocalMktDate The effective date of the StreamVersion(42784). FIX.5.0SP2EP208
42786 StreamNotionalDeterminationMethod String Specifies the method for determining the floating notional value for equity swaps.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2EP208
42787 StreamNotionalAdjustments int For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap.
Value SymbolicName Description Added Updated Deprecated
0 Execution The adjustments to the number of units are governed by an execution clause. FIX.5.0SP2EP208
1 PortfolioRebalancing The adjustments to the number of units are governed by a portfolio rebalancing clause. FIX.5.0SP2EP208
2 Standard The adjustments to the number of units are not governed by any specific clause. FIX.5.0SP2EP208
FIX.5.0SP2EP208
42788 NoUnderlyingCashSettlDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP208
42789 UnderlyingCashSettlDateBusinessCenter String The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
42790 UnderlyingCashSettlDateUnadjusted LocalMktDate The unadjusted cash settlement date. FIX.5.0SP2EP208
42791 UnderlyingCashSettlDateBusinessDayConvention int The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the UnderlyingInstrument component. FIX.5.0SP2EP208
42792 UnderlyingCashSettlDateRelativeTo int Specifies the anchor date when the cash settlement date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42793 UnderlyingCashSettlDateOffsetPeriod int Time unit multiplier for the relative cash settlement date offset. FIX.5.0SP2EP208
42794 UnderlyingCashSettlDateOffsetUnit String Time unit associated with the relative cash settlement date offset. FIX.5.0SP2EP208
42795 UnderlyingCashSettlDateOffsetDayType int Specifies the day type of the relative cash settlement date offset. FIX.5.0SP2EP208
42796 UnderlyingCashSettlDateAdjusted LocalMktDate The adjusted cash settlement date. FIX.5.0SP2EP208
42797 UnderlyingCashSettlPriceSource String The source from which the settlement price is to be obtained.
See http://www.fpml.org/coding-scheme/settlement-price-source for values. 		FIX.5.0SP2EP208
42798 UnderlyingCashSettlPriceDefault int The default election for determining settlement price. FIX.5.0SP2EP208
42799 NoUnderlyingDividendAccrualPaymentDateBusinessCenters NumInGroup Number of entries in the UnderlyingDividendAccrualPaymentDateBusinessCenterGrp. FIX.5.0SP2EP208
42800 UnderlyingDividendAccrualPaymentDateBusinessCenter String The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
42801 UnderlyingDividendFloatingRateIndex String The dividend accrual floating rate index. FIX.5.0SP2EP208
42802 UnderlyingDividendFloatingRateIndexCurvePeriod int Time unit multiplier for the dividend accrual floating rate index curve. FIX.5.0SP2EP208
42803 UnderlyingDividendFloatingRateIndexCurveUnit String Time unit associated with the dividend accrual floating rate index curve period. FIX.5.0SP2EP208
42804 UnderlyingDividendFloatingRateMultiplier float A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract. FIX.5.0SP2EP208
42805 UnderlyingDividendFloatingRateSpread PriceOffset The basis points spread from the index specified in UnderlyingDividendFloatingRateIndex(42801). FIX.5.0SP2EP208
42806 UnderlyingDividendFloatingRateSpreadPositionType int Identifies whether the rate spread is applied to a long or short position. FIX.5.0SP2EP208
42807 UnderlyingDividendFloatingRateTreatment int Specifies the yield calculation treatment for the index. FIX.5.0SP2EP208
42808 UnderlyingDividendCapRate Percentage The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". FIX.5.0SP2EP208
42809 UnderlyingDividendCapRateBuySide int Reference to the buyer of the cap rate option through its trade side. FIX.5.0SP2EP208
42810 UnderlyingDividendCapRateSellSide int Reference to the seller of the cap rate option through its trade side. FIX.5.0SP2EP208
42811 UnderlyingDividendFloorRate Percentage The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". FIX.5.0SP2EP208
42812 UnderlyingDividendFloorRateBuySide int Reference to the buyer of the floor rate option through its trade side. FIX.5.0SP2EP208
42813 UnderlyingDividendFloorRateSellSide int Reference to the seller of the floor rate option through its trade side. FIX.5.0SP2EP208
42814 UnderlyingDividendInitialRate Percentage The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". FIX.5.0SP2EP208
42815 UnderlyingDividendFinalRateRoundingDirection char Specifies the rounding direction of the final rate. FIX.5.0SP2EP208
42816 UnderlyingDividendFinalRatePrecision int Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. FIX.5.0SP2EP208
42817 UnderlyingDividendAveragingMethod int When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. FIX.5.0SP2EP208
42818 UnderlyingDividendNegativeRateTreatment int The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). FIX.5.0SP2EP208
42819 UnderlyingDividendAccrualPaymentDateRelativeTo int Specifies the anchor date when the accrual payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42820 UnderlyingDividendAccrualPaymentDateOffsetPeriod int Time unit multiplier for the relative accrual payment date offset. FIX.5.0SP2EP208
42821 UnderlyingDividendAccrualPaymentDateOffsetUnit String Time unit associated with the relative accrual payment date offset. FIX.5.0SP2EP208
42822 UnderlyingDividendAccrualPaymentDateOffsetDayType int Specifies the day type of the relative accrual payment date offset. FIX.5.0SP2EP208
42823 UnderlyingDividendAccrualPaymentDateUnadjusted LocalMktDate The unadjusted accrual payment date. FIX.5.0SP2EP208
42824 UnderlyingDividendAccrualPaymentDateBusinessDayConvention int Accrual payment date adjustment business day convention. FIX.5.0SP2EP208
42825 UnderlyingDividendAccrualPaymentDateAdjusted LocalMktDate The adjusted accrual payment date. FIX.5.0SP2EP208
42826 UnderlyingDividendReinvestmentIndicator Boolean Indicates whether the dividend will be reinvested. FIX.5.0SP2EP208
42827 UnderlyingDividendEntitlementEvent int Defines the contract event which the receiver of the derivative is entitled to the dividend. FIX.5.0SP2EP208
42828 UnderlyingDividendAmountType int Indicates how the gross cash dividend amount per share is determined. FIX.5.0SP2EP208
42829 UnderlyingDividendUnderlierRefID String References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in a separate instance of the UnderlyingInstrument component. FIX.5.0SP2EP208
42830 UnderlyingExtraordinaryDividendPartySide int Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels. FIX.5.0SP2EP208
42831 UnderlyingExtraordinaryDividendAmountType int Indicates how the extraordinary gross cash dividend per share is determined. FIX.5.0SP2EP208
42832 UnderlyingExtraordinaryDividendCurrency Currency The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes. FIX.5.0SP2EP208
42833 UnderlyingExtraordinaryDividendDeterminationMethod String Specifies the method in which the excess amount is determined.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2EP208
42834 UnderlyingDividendAccrualFixedRate Percentage The dividend accrual fixed rate per annum expressed as a decimal.
A value of 5% would be represented as "0.05". 		FIX.5.0SP2EP208
42835 UnderlyingDividendCompoundingMethod int The compounding method to be used when more than one dividend period contributes to a single payment. FIX.5.0SP2EP208
42836 UnderlyingDividendNumOfIndexUnits int The number of index units applicable to dividends. FIX.5.0SP2EP208
42837 UnderlyingDividendCashPercentage Percentage Declared cash dividend percentage.
A value of 5% would be represented as "0.05". 		FIX.5.0SP2EP208
42838 UnderlyingDividendCashEquivalentPercentage Percentage Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05". FIX.5.0SP2EP208
42839 UnderlyingNonCashDividendTreatment int Defines the treatment of non-cash dividends. FIX.5.0SP2EP208
42840 UnderlyingDividendComposition int Defines how the composition of dividends is to be determined. FIX.5.0SP2EP208
42841 UnderlyingSpecialDividendsIndicator Boolean Indicates whether special dividends are applicable. FIX.5.0SP2EP208
42842 UnderlyingMaterialDividendsIndicator Boolean Indicates whether material non-cash dividends are applicable. FIX.5.0SP2EP208
42843 UnderlyingOptionsExchangeDividendsIndicator Boolean Indicates whether option exchange dividends are applicable. FIX.5.0SP2EP208
42844 UnderlyingAdditionalDividendsIndicator Boolean Indicates whether additional dividends are applicable. FIX.5.0SP2EP208
42845 UnderlyingAllDividendsIndicator Boolean Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer. FIX.5.0SP2EP208
42846 UnderlyingDividendFXTriggerDateRelativeTo int Specifies the anchor date when the FX trigger date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42847 UnderlyingDividendFXTriggerDateOffsetPeriod int Time unit multiplier for the relative FX trigger date offset. FIX.5.0SP2EP208
42848 UnderlyingDividendFXTriggerDateOffsetUnit String Time unit associated with the relative FX trigger date offset. FIX.5.0SP2EP208
42849 UnderlyingDividendFXTriggerDateOffsetDayType int Specifies the day type of the relative FX trigger date offset. FIX.5.0SP2EP208
42850 UnderlyingDividendFXTriggerDateUnadjusted LocalMktDate The unadjusted FX trigger date. FIX.5.0SP2EP208
42851 UnderlyingDividendFXTriggerDateBusinessDayConvention int The business day convention used for the FX trigger date adjustment. FIX.5.0SP2EP208
42852 UnderlyingDividendFXTriggerDateAdjusted LocalMktDate The adjusted FX trigger date. FIX.5.0SP2EP208
42853 NoUnderlyingDividendFXTriggerDateBusinessCenters NumInGroup Number of entries in the UnderlyingDividendFXTriggerDateBusinessCenterGrp. FIX.5.0SP2EP208
42854 UnderlyingDividendFXTriggerDateBusinessCenter String The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
42855 NoUnderlyingDividendPayments NumInGroup Number of entries in the repeating group. FIX.5.0SP2EP208
42856 UnderlyingDividendPaymentDate LocalMktDate Specifies the date that the dividend or coupon payment is due. FIX.5.0SP2EP208
42857 UnderlyingDividendPaymentAmount Amt The amount of the dividend or coupon payment. FIX.5.0SP2EP208
42858 UnderlyingDividendPaymentCurrency Currency Specifies the currency the UnderlyingDividendPaymentAmount(42857) is denominated in. Uses ISO 4217 currency codes. FIX.5.0SP2EP208
42859 UnderlyingDividendAccruedInterest Amt Accrued interest on the dividend or coupon payment. FIX.5.0SP2EP208
42860 UnderlyingDividendPayoutRatio float Specifies the actual dividend payout ratio associated with the equity or bond underlier. FIX.5.0SP2EP208
42861 UnderlyingDividendPayoutConditions String Specifies the dividend payout conditions that will be applied in the case where the actual ratio is not known, typically because of regulatory or legal uncertainties. FIX.5.0SP2EP208
42862 NoUnderlyingDividendPeriods NumInGroup Number of entries in the UnderlyingDividendPeriodGrp component. FIX.5.0SP2EP208
42863 UnderlyingDividendPeriodSequence int Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc. FIX.5.0SP2EP208
42864 UnderlyingDividendPeriodStartDateUnadjusted LocalMktDate The unadjusted date on which the dividend period will begin. FIX.5.0SP2EP208
42865 UnderlyingDividendPeriodEndDateUnadjusted LocalMktDate The unadjusted date on which the dividend period will end. FIX.5.0SP2EP208
42866 UnderlyingDividendPeriodUnderlierRefID String References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. FIX.5.0SP2EP208
42867 UnderlyingDividendPeriodStrikePrice Price Specifies the fixed strike price of the dividend period. FIX.5.0SP2EP208
42868 UnderlyingDividendPeriodBusinessDayConvention int The dividend period dates business day convention. FIX.5.0SP2EP208
42869 UnderlyingDividendPeriodValuationDateUnadjusted LocalMktDate The unadjusted dividend period valuation date. FIX.5.0SP2EP208
42870 UnderlyingDividendPeriodValuationDateRelativeTo int Specifies the anchor date when the dividend period valuation date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42871 UnderlyingDividendPeriodValuationDateOffsetPeriod int Time unit multiplier for the relative dividend period valuation date offset. FIX.5.0SP2EP208
42872 UnderlyingDividendPeriodValuationDateOffsetUnit String Time unit associated with the relative dividend period valuation date offset. FIX.5.0SP2EP208
42873 UnderlyingDividendPeriodValuationDateOffsetDayType int Specifies the day type of the relative dividend period valuation date offset. FIX.5.0SP2EP208
42874 UnderlyingDividendPeriodValuationDateAdjusted LocalMktDate The adjusted dividend period valuation date. FIX.5.0SP2EP208
42875 UnderlyingDividendPeriodPaymentDateUnadjusted LocalMktDate The unadjusted dividend period payment date. FIX.5.0SP2EP208
42876 UnderlyingDividendPeriodPaymentDateRelativeTo int Specifies the anchor date when the dividend period payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42877 UnderlyingDividendPeriodPaymentDateOffsetPeriod int Time unit multiplier for the relative dividend period payment date offset. FIX.5.0SP2EP208
42878 UnderlyingDividendPeriodPaymentDateOffsetUnit String Time unit associated with the relative dividend period payment date offset. FIX.5.0SP2EP208
42879 UnderlyingDividendPeriodPaymentDateOffsetDayType int Specifies the day type of the relative dividend period payment date offset. FIX.5.0SP2EP208
42880 UnderlyingDividendPeriodPaymentDateAdjusted LocalMktDate The adjusted dividend period payment date. FIX.5.0SP2EP208
42881 UnderlyingDividendPeriodXID XID Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. FIX.5.0SP2EP208
42882 NoUnderlyingDividendPeriodBusinessCenters NumInGroup Number of entries in UnderlyingDividendPeriodBusinessCenterGrp. FIX.5.0SP2EP208
42883 UnderlyingDividendPeriodBusinessCenter String The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
42884 NoUnderlyingExtraordinaryEvents NumInGroup Number of extraordinary events in the repeating group. FIX.5.0SP2EP208
42885 UnderlyingExtraordinaryEventType String Identifies the type of extraordinary or disruptive event applicable to UnderlyingExtraordinaryEventType(42885).
See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. 		FIX.5.0SP2EP208
42886 UnderlyingExtraordinaryEventValue String The extraordinary or disruptive event value appropriate to UnderlyingExtraordinaryEventType(42885).
See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. 		FIX.5.0SP2EP208
42887 UnderlyingSettlMethodElectingPartySide int Side value of the party electing the settlement method. FIX.5.0SP2EP208
42888 UnderlyingMakeWholeDate LocalMktDate The date through which the option cannot be exercised without penalty. FIX.5.0SP2EP208
42889 UnderlyingMakeWholeAmount Amt Amount to be paid by the buyer of the option if the option is exercised prior to the UnderlyingMakeWholeDate(42888). FIX.5.0SP2EP208
42890 UnderlyingMakeWholeBenchmarkCurveName String Identifies the benchmark floating rate index. FIX.5.0SP2EP208
42891 UnderlyingMakeWholeBenchmarkCurvePoint String The point on the floating rate index curve.
Sample values:
M = combination of a number between 1-12 and an "M" for month, e.g. 3M
Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y
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. 		FIX.5.0SP2EP208
42892 UnderlyingMakeWholeRecallSpread PriceOffset Spread over the floating rate index. FIX.5.0SP2EP208
42893 UnderlyingMakeWholeBenchmarkQuote int The quote side of the benchmark to be used for calculating the "make whole" amount. FIX.5.0SP2EP208
42894 UnderlyingMakeWholeInterpolationMethod int The method used when calculating the "make whole" amount. The most common is linear method. FIX.5.0SP2EP208
42895 UnderlyingPaymentStreamCashSettlIndicator Boolean Indicates whether cash settlement is applicable. FIX.5.0SP2EP208
42896 UnderlyingPaymentStreamCompoundingXIDRef XIDREF Reference to the stream which details the compounding fixed or floating rate. FIX.5.0SP2EP208
42897 UnderlyingPaymentStreamCompoundingSpread PriceOffset The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread. FIX.5.0SP2EP208
42898 UnderlyingPaymentStreamInterpolationMethod int The method used when calculating the index rate from multiple points on the curve. The most common is linear method. FIX.5.0SP2EP208
42899 UnderlyingPaymentStreamInterpolationPeriod int Defines applicable periods for interpolation. FIX.5.0SP2EP208
42900 UnderlyingPaymentStreamCompoundingFixedRate float The compounding fixed rate applicable to the payment stream. FIX.5.0SP2EP208
42901 NoUnderlyingPaymentStreamCompoundingDates NumInGroup Number of dates in the repeating group. FIX.5.0SP2EP208
42902 UnderlyingPaymentStreamCompoundingDate LocalMktDate The compounding date. Type of date is specified in UnderlyingPaymentStreamCompoundingDateType(42903). FIX.5.0SP2EP208
42903 UnderlyingPaymentStreamCompoundingDateType int Specifies the type of payment compounding date (e.g. adjusted for holidays). FIX.5.0SP2EP208
42904 UnderlyingPaymentStreamCompoundingDatesBusinessDayConvention int The compounding dates business day convention. FIX.5.0SP2EP208
42905 UnderlyingPaymentStreamCompoundingDatesRelativeTo int Specifies the anchor date when the compounding dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42906 UnderlyingPaymentStreamCompoundingDatesOffsetPeriod int Time unit multiplier for the relative compounding date offset. FIX.5.0SP2EP208
42907 UnderlyingPaymentStreamCompoundingDatesOffsetUnit String Time unit associated with the relative compounding date offset. FIX.5.0SP2EP208
42908 UnderlyingPaymentStreamCompoundingDatesOffsetDayType int Specifies the day type of the relative compounding date offset. FIX.5.0SP2EP208
42909 UnderlyingPaymentStreamCompoundingPeriodSkip int The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1. FIX.5.0SP2EP208
42910 UnderlyingPaymentStreamCompoundingFrequencyPeriod int Time unit multiplier for the frequency at which compounding dates occur. FIX.5.0SP2EP208
42911 UnderlyingPaymentStreamCompoundingFrequencyUnit String Time unit associated with the frequency at which compounding dates occur. FIX.5.0SP2EP208
42912 UnderlyingPaymentStreamCompoundingRollConvention String The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency.
 FIX.5.0SP2EP208
42913 UnderlyingPaymentStreamBoundsFirstDateUnadjusted LocalMktDate The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2EP208
42914 UnderlyingPaymentStreamBoundsLastDateUnadjusted LocalMktDate The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2EP208
42915 NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP208
42916 UnderlyingPaymentStreamCompoundingDatesBusinessCenter String The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
42917 UnderlyingPaymentStreamCompoundingEndDateUnadjusted LocalMktDate The unadjusted compounding end date. FIX.5.0SP2EP208
42918 UnderlyingPaymentStreamCompoundingEndDateRelativeTo int Specifies the anchor date when the compounding end date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42919 UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod int Time unit multiplier for the relative compounding end date offset. FIX.5.0SP2EP208
42920 UnderlyingPaymentStreamCompoundingEndDateOffsetUnit String Time unit associated with the relative compounding end date offset. FIX.5.0SP2EP208
42921 UnderlyingPaymentStreamCompoundingEndDateOffsetDayType int Specifies the day type of the relative compounding end date offset. FIX.5.0SP2EP208
42922 UnderlyingPaymentStreamCompoundingEndDateAdjusted LocalMktDate The adjusted compounding end date. FIX.5.0SP2EP208
42923 UnderlyingPaymentStreamCompoundingRateIndex String The payment stream's compounding floating rate index. FIX.5.0SP2EP208
42924 UnderlyingPaymentStreamCompoundingRateIndexCurvePeriod int Time unit multiplier for the payment stream's compounding floating rate index curve period. FIX.5.0SP2EP208
42925 UnderlyingPaymentStreamCompoundingRateIndexCurveUnit String Time unit associated with the payment stream's compounding floating rate index curve period. FIX.5.0SP2EP208
42926 UnderlyingPaymentStreamCompoundingRateMultiplier float A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream. FIX.5.0SP2EP208
42927 UnderlyingPaymentStreamCompoundingRateSpread PriceOffset The basis points spread from the index specified in UnderlyingPaymentStreamCompoundingRateIndex(42923). FIX.5.0SP2EP208
42928 UnderlyingPaymentStreamCompoundingRateSpreadPositionType int Identifies whether the rate spread is applied to a long or short position. FIX.5.0SP2EP208
42929 UnderlyingPaymentStreamCompoundingRateTreatment int Specifies the yield calculation treatment for the index. FIX.5.0SP2EP208
42930 UnderlyingPaymentStreamCompoundingCapRate Percentage The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". FIX.5.0SP2EP208
42931 UnderlyingPaymentStreamCompoundingCapRateBuySide int Reference to the buyer of the compounding cap rate option through its trade side. FIX.5.0SP2EP208
42932 UnderlyingPaymentStreamCompoundingCapRateSellSide int Reference to the seller of the compounding cap rate option through its trade side. FIX.5.0SP2EP208
42933 UnderlyingPaymentStreamCompoundingFloorRate Percentage The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". FIX.5.0SP2EP208
42934 UnderlyingPaymentStreamCompoundingFloorRateBuySide int Reference to the buyer of the compounding floor rate option through its trade side. FIX.5.0SP2EP208
42935 UnderlyingPaymentStreamCompoundingFloorRateSellSide int Reference to the seller of the floor rate option through its trade side. FIX.5.0SP2EP208
42936 UnderlyingPaymentStreamCompoundingInitialRate Percentage The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". FIX.5.0SP2EP208
42937 UnderlyingPaymentStreamCompoundingFinalRateRoundingDirection char Specifies the rounding direction for the compounding floating rate. FIX.5.0SP2EP208
42938 UnderlyingPaymentStreamCompoundingFinalRatePrecision int Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. FIX.5.0SP2EP208
42939 UnderlyingPaymentStreamCompoundingAveragingMethod int Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). FIX.5.0SP2EP208
42940 UnderlyingPaymentStreamCompoundingNegativeRateTreatment int Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). FIX.5.0SP2EP208
42941 UnderlyingPaymentStreamCompoundingStartDateUnadjusted LocalMktDate The unadjusted compounding start date. FIX.5.0SP2EP208
42942 UnderlyingPaymentStreamCompoundingStartDateRelativeTo int Specifies the anchor date when the compounding start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42943 UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod int Time unit multiplier for the relative compounding start date offset. FIX.5.0SP2EP208
42944 UnderlyingPaymentStreamCompoundingStartDateOffsetUnit String Time unit associated with the relative compounding start date offset. FIX.5.0SP2EP208
42945 UnderlyingPaymentStreamCompoundingStartDateOffsetDayType int Specifies the day type of the relative compounding start date offset. FIX.5.0SP2EP208
42946 UnderlyingPaymentStreamCompoundingStartDateAdjusted LocalMktDate The adjusted compounding start date. FIX.5.0SP2EP208
42947 UnderlyingPaymentStreamFormulaImageLength Length Length in bytes of the UnderlyingPaymentStreamFormulaImage(42948) field. FIX.5.0SP2EP208
42948 UnderlyingPaymentStreamFormulaImage data Image of the formula image when represented through an encoded clip in base64Binary. FIX.5.0SP2EP208
42949 UnderlyingPaymentStreamFinalPricePaymentDateUnadjusted LocalMktDate The unadjusted final price payment date. FIX.5.0SP2EP208
42950 UnderlyingPaymentStreamFinalPricePaymentDateRelativeTo int Specifies the anchor date when the final price payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42951 UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod int Time unit multiplier for the relative final price payment date offset. FIX.5.0SP2EP208
42952 UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit String Time unit associated with the relative final price payment date offset. FIX.5.0SP2EP208
42953 UnderlyingPaymentStreamFinalPricePaymentDateOffsetDayType int Specifies the day type of the relative final price payment date offset. FIX.5.0SP2EP208
42954 UnderlyingPaymentStreamFinalPricePaymentDateAdjusted LocalMktDate The adjusted final price payment date. FIX.5.0SP2EP208
42955 NoUnderlyingPaymentStreamFixingDates NumInGroup Number of fixing dates in the repeating group. FIX.5.0SP2EP208
42956 UnderlyingPaymentStreamFixingDate LocalMktDate The fixing date. Type of date is specified in UnderlyingPaymentStreamFixingDateType(42957). FIX.5.0SP2EP208
42957 UnderlyingPaymentStreamFixingDateType int Specifies the type of fixing date (e.g. adjusted for holidays). FIX.5.0SP2EP208
42958 UnderlyingPaymentStreamFirstObservationDateUnadjusted LocalMktDate The unadjusted initial price observation date. FIX.5.0SP2EP208
42959 UnderlyingPaymentStreamFirstObservationDateRelativeTo int Specifies the anchor date when the initial price observation date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42960 UnderlyingPaymentStreamFirstObservationDateOffsetDayType int Specifies the day type of the initial price observation date offset. FIX.5.0SP2EP208
42961 UnderlyingPaymentStreamFirstObservationDateAdjusted LocalMktDate The adjusted initial price observation date. FIX.5.0SP2EP208
42962 UnderlyingPaymentStreamUnderlierRefID String References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. FIX.5.0SP2EP208
42963 UnderlyingReturnRateNotionalReset Boolean Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not. FIX.5.0SP2EP208
42964 UnderlyingPaymentStreamLinkInitialLevel Price Price level at which the correlation or variance swap contract will strike. FIX.5.0SP2EP208
42965 UnderlyingPaymentStreamLinkClosingLevelIndicator Boolean Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not. FIX.5.0SP2EP208
42966 UnderlyingPaymentStreamLinkExpiringLevelIndicator Boolean Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not. FIX.5.0SP2EP208
42967 UnderlyingPaymentStreamLinkEstimatedTradingDays int The expected number of trading days in the variance or correlation swap stream. FIX.5.0SP2EP208
42968 UnderlyingPaymentStreamLinkStrikePrice Price The strike price of a correlation or variance swap stream. FIX.5.0SP2EP208
42969 UnderlyingPaymentStreamLinkStrikePriceType int For a variance swap specifies how UnderlyingPaymentStreamLinkStrikePrice(42968) is expressed. FIX.5.0SP2EP208
42970 UnderlyingPaymentStreamLinkMaximumBoundary float Specifies the maximum or upper boundary for variance or strike determination.
For a variation swap stream all observations above this price level will be excluded from the variance calculation.
For a correlation swap stream the maximum boundary is a percentage of the strike price.
 FIX.5.0SP2EP208
42971 UnderlyingPaymentStreamLinkMinimumBoundary float Specifies the minimum or lower boundary for variance or strike determination.
For a variation swap stream all observations below this price level will be excluded from the variance calculation.
For a correlation swap stream the minimum boundary is a percentage of the strike price.
 FIX.5.0SP2EP208
42972 UnderlyingPaymentStreamLinkNumberOfDataSeries int Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion. FIX.5.0SP2EP208
42973 UnderlyingPaymentStreamVarianceUnadjustedCap float Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable. FIX.5.0SP2EP208
42974 UnderlyingPaymentStreamRealizedVarianceMethod int Indicates which price to use to satisfy the boundary condition. FIX.5.0SP2EP208
42975 UnderlyingPaymentStreamDaysAdjustmentIndicator Boolean Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility. FIX.5.0SP2EP208
42976 UnderlyingPaymentStreamNearestExchangeContractRefID String References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. FIX.5.0SP2EP208
42977 UnderlyingPaymentStreamVegaNotionalAmount float Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade. FIX.5.0SP2EP208
42978 UnderlyingPaymentStreamFormulaCurrency Currency The currency in which the formula amount is denominated. Uses ISO 4217 currency codes. FIX.5.0SP2EP208
42979 UnderlyingPaymentStreamFormulaCurrencyDeterminationMethod String Specifies the method according to which the formula amount currency is determined.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2EP208
42980 UnderlyingPaymentStreamFormulaReferenceAmount int Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document.
See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts. 		FIX.5.0SP2EP208
42981 NoUnderlyingPaymentStreamFormulas NumInGroup Number of formulas in the repeating group. FIX.5.0SP2EP208
42982 UnderlyingPaymentStreamFormula XMLData Contains an XML representation of the formula. Defined for flexibility in choice of language (MathML, OpenMath or text). FIX.5.0SP2EP208
42983 UnderlyingPaymentStreamFormulaDesc String A description of the math formula in UnderlyingPaymentStreamFormula(42982). FIX.5.0SP2EP208
42984 UnderlyingPaymentStubEndDateUnadjusted LocalMktDate The unadjusted stub end date. FIX.5.0SP2EP208
42985 UnderlyingPaymentStubEndDateBusinessDayConvention int The stub end date business day convention. FIX.5.0SP2EP208
42986 UnderlyingPaymentStubEndDateRelativeTo int Specifies the anchor date when the stub end date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42987 UnderlyingPaymentStubEndDateOffsetPeriod int Time unit multiplier for the relative stub end date offset. FIX.5.0SP2EP208
42988 UnderlyingPaymentStubEndDateOffsetUnit String Time unit associated with the relative stub end date offset. FIX.5.0SP2EP208
42989 UnderlyingPaymentStubEndDateOffsetDayType int Specifies the day type of the relative stub end date offset. FIX.5.0SP2EP208
42990 UnderlyingPaymentStubEndDateAdjusted LocalMktDate The adjusted stub end date. FIX.5.0SP2EP208
42991 NoUnderlyingPaymentStubEndDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP208
42992 UnderlyingPaymentStubEndDateBusinessCenter String The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
42993 UnderlyingPaymentStubStartDateUnadjusted LocalMktDate The unadjusted stub start date. FIX.5.0SP2EP208
42994 UnderlyingPaymentStubStartDateBusinessDayConvention int The stub start date business day convention. FIX.5.0SP2EP208
42995 UnderlyingPaymentStubStartDateRelativeTo int Specifies the anchor date when the stub start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
42996 UnderlyingPaymentStubStartDateOffsetPeriod int Time unit multiplier for the relative stub start date offset. FIX.5.0SP2EP208
42997 UnderlyingPaymentStubStartDateOffsetUnit String Time unit associated with the relative stub start date offset. FIX.5.0SP2EP208
42998 UnderlyingPaymentStubStartDateOffsetDayType int Specifies the day type of the relative stub start date offset. FIX.5.0SP2EP208
42999 UnderlyingPaymentStubStartDateAdjusted LocalMktDate The adjusted stub start date. FIX.5.0SP2EP208
43000 NoUnderlyingPaymentStubStartDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP208
43001 UnderlyingPaymentStubStartDateBusinessCenter String The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
43002 UnderlyingProvisionBreakFeeElection int Type of fee elected for the break provision. FIX.5.0SP2EP208
43003 UnderlyingProvisionBreakFeeRate Percentage Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05". FIX.5.0SP2EP208
43004 UnderlyingRateSpreadInitialValue float Specifies the initial rate spread for a basket underlier. FIX.5.0SP2EP208
43005 NoUnderlyingRateSpreadSteps NumInGroup Number of entries in the repeating group. FIX.5.0SP2EP208
43006 UnderlyingRateSpreadStepDate LocalMktDate The date that the rate spread step takes affect. FIX.5.0SP2EP208
43007 UnderlyingRateSpreadStepValue float The the value of the new rate spread as of the UnderlyingRateSpreadStepDate(43006). FIX.5.0SP2EP208
43008 NoUnderlyingReturnRateDates NumInGroup Number of iterations in the return rate date repeating group. FIX.5.0SP2EP208
43009 UnderlyingReturnRateDateMode int Specifies the valuation type applicable to the return rate date. FIX.5.0SP2EP208
43010 UnderlyingReturnRateValuationDateRelativeTo int Specifies the anchor date when the return rate valuation dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
43011 UnderlyingReturnRateValuationDateOffsetPeriod int Time unit multiplier for the relative return rate valuation date offset. FIX.5.0SP2EP208
43012 UnderlyingReturnRateValuationDateOffsetUnit String Time unit associated with the relative return rate valuation date offset. FIX.5.0SP2EP208
43013 UnderlyingReturnRateValuationDateOffsetDayType int Specifies the day type of the relative return rate valuation date offset. FIX.5.0SP2EP208
43014 UnderlyingReturnRateValuationStartDateUnadjusted LocalMktDate The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2EP208
43015 UnderlyingReturnRateValuationStartDateRelativeTo int Specifies the anchor date when the return rate valuation start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
43016 UnderlyingReturnRateValuationStartDateOffsetPeriod int Time unit multiplier for the relative return rate valuation start date offset. FIX.5.0SP2EP208
43017 UnderlyingReturnRateValuationStartDateOffsetUnit String Time unit associated with the relative return rate valuation start date offset. FIX.5.0SP2EP208
43018 UnderlyingReturnRateValuationStartDateOffsetDayType int Specifies the day type of the relative return rate valuation start date offset. FIX.5.0SP2EP208
43019 UnderlyingReturnRateValuationStartDateAdjusted LocalMktDate The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2EP208
43020 UnderlyingReturnRateValuationEndDateUnadjusted LocalMktDate The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2EP208
43021 UnderlyingReturnRateValuationEndDateRelativeTo int Specifies the anchor date when the return rate valuation end date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
43022 UnderlyingReturnRateValuationEndDateOffsetPeriod int Time unit multiplier for the relative return rate valuation end date offset. FIX.5.0SP2EP208
43023 UnderlyingReturnRateValuationEndDateOffsetUnit String Time unit associated with the relative return rate valuation end date offset. FIX.5.0SP2EP208
43024 UnderlyingReturnRateValuationEndDateOffsetDayType int Specifies the day type of the relative return rate valuation end date offset. FIX.5.0SP2EP208
43025 UnderlyingReturnRateValuationEndDateAdjusted LocalMktDate The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2EP208
43026 UnderlyingReturnRateValuationFrequencyPeriod int Time unit multiplier for the frequency at which return rate valuation dates occur. FIX.5.0SP2EP208
43027 UnderlyingReturnRateValuationFrequencyUnit String Time unit associated with the frequency at which return rate valuation dates occur. FIX.5.0SP2EP208
43028 UnderlyingReturnRateValuationFrequencyRollConvention String The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency. FIX.5.0SP2EP208
43029 UnderlyingReturnRateValuationDateBusinessDayConvention int The return rate valuation dates business day convention. FIX.5.0SP2EP208
43030 NoUnderlyingReturnRateFXConversions NumInGroup Number of iterations in the return rate FX conversion repeating group. FIX.5.0SP2EP208
43031 UnderlyingReturnRateFXCurrencySymbol String Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes. FIX.5.0SP2EP208
43032 UnderlyingReturnRateFXRate float The rate of exchange between the two currencies specified in UnderlyingReturnRateFXCurrencySymbol(43031). FIX.5.0SP2EP208
43033 UnderlyingReturnRateFXRateCalc char Specifies whether UnderlyingReturnRateFXRate(43032) should be multiplied or divided. FIX.5.0SP2EP208
43034 NoUnderlyingReturnRates NumInGroup Number of iterations in the return rate repeating group. FIX.5.0SP2EP208
43035 UnderlyingReturnRatePriceSequence int Specifies the type of price sequence of the return rate. FIX.5.0SP2EP208
43036 UnderlyingReturnRateCommissionBasis char Specifies the basis or unit used to calculate the commission. FIX.5.0SP2EP208
43037 UnderlyingReturnRateCommissionAmount Amt The commission amount. FIX.5.0SP2EP208
43038 UnderlyingReturnRateCommissionCurrency Currency Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes. FIX.5.0SP2EP208
43039 UnderlyingReturnRateTotalCommissionPerTrade Amt The total commission per trade. FIX.5.0SP2EP208
43040 UnderlyingReturnRateDeterminationMethod String Specifies the method by which the underlier prices are determined.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2EP208
43041 UnderlyingReturnRateAmountRelativeTo int Specifies the reference amount when the return rate amount is relative to another amount in the trade.
See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts. 		FIX.5.0SP2EP208
43042 UnderlyingReturnRateQuoteMeasureType String Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc.
See http://www.fpml.org/coding-scheme/asset-measure for values. 		FIX.5.0SP2EP208
43043 UnderlyingReturnRateQuoteUnits String Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units.
See http://www.fpml.org/coding-scheme/price-quote-units for values. 		FIX.5.0SP2EP208
43044 UnderlyingReturnRateQuoteMethod int Specifies the type of quote used to determine the return rate of the swap. FIX.5.0SP2EP208
43045 UnderlyingReturnRateQuoteCurrency Currency Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code. FIX.5.0SP2EP208
43046 UnderlyingReturnRateQuoteCurrencyType String Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in.
See http://www.fpml.org/coding-scheme/reporting-currency-type for values. 		FIX.5.0SP2EP208
43047 UnderlyingReturnRateQuoteTimeType int Specifies how or the timing when the quote is to be obtained. FIX.5.0SP2EP208
43048 UnderlyingReturnRateQuoteTime LocalMktDate The time when the quote is to be generated. FIX.5.0SP2EP208
43049 UnderlyingReturnRateQuoteDate LocalMktDate The date when the quote is to be generated. FIX.5.0SP2EP208
43050 UnderlyingReturnRateQuoteExpirationTime LocalMktTime The time when the quote ceases to be valid. FIX.5.0SP2EP208
43051 UnderlyingReturnRateQuoteBusinessCenter String The business center calendar used for adjustments associated with UnderlyingReturnRateQuoteTimeType(43047) or UnderlyingReturnRateQuoteTime(43048) and UnderlyingReturnRateQuoteDate(43049), e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
43052 UnderlyingReturnRateQuoteExchange Exchange Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained. FIX.5.0SP2EP208
43053 UnderlyingReturnRateQuotePricingModel String Specifies the pricing model used to evaluate the underlying asset price.
See http://www.fpml.org/coding-scheme/pricing-model for values. 		FIX.5.0SP2EP208
43054 UnderlyingReturnRateCashFlowType String Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc.
See http://www.fpml.org/coding-scheme/cashflow-type for values. 		FIX.5.0SP2EP208
43055 UnderlyingReturnRateValuationTimeType int Specifies the timing at which the calculation agent values the underlying. FIX.5.0SP2EP208
43056 UnderlyingReturnRateValuationTime LocalMktTime The time at which the calculation agent values the underlying asset. FIX.5.0SP2EP208
43057 UnderlyingReturnRateValuationTimeBusinessCenter String The business center calendar used for adjustments associated with UnderlyingReturnRateValuationTimeType(43055) or UnderlyingReturnRateValuationTime(43056) , e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
43058 UnderlyingReturnRateValuationPriceOption int Indicates whether an ISDA price option applies, and if applicable which type of price. FIX.5.0SP2EP208
43059 UnderlyingReturnRateFinalPriceFallback int Specifies the fallback provision for the hedging party in the determination of the final price. FIX.5.0SP2EP208
43060 NoUnderlyingReturnRateInformationSources NumInGroup Number of iterations in the return rate information source repeating group. FIX.5.0SP2EP208
43061 UnderlyingReturnRateInformationSource int Identifies the source of rate information. For FX the references source to be used for the FX spot rate. FIX.5.0SP2EP208
43062 UnderlyingReturnRateReferencePage String Identifies the reference "page" from the rate source.
For FX, the reference page to the spot rate to be used for the reference FX spot rate.
When UnderlyingReturnRateInformationSource(43061) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions.
See: http://www.fpml.org/coding-scheme/settlement-rate-option 		FIX.5.0SP2EP208
43063 UnderlyingReturnRateReferencePageHeading String Identifies the page heading from the rate source. FIX.5.0SP2EP208
43064 NoUnderlyingReturnRatePrices NumInGroup Number of iterations in the return rate price repeating group. FIX.5.0SP2EP208
43065 UnderlyingReturnRatePriceBasis int The basis of the return price. FIX.5.0SP2EP208
43066 UnderlyingReturnRatePrice Price Specifies the price of the underlying swap asset. FIX.5.0SP2EP208
43067 UnderlyingReturnRatePriceCurrency Currency Specifies the currency of the price of the underlying swap asset. Uses ISO 4217 currency codes. FIX.5.0SP2EP208
43068 UnderlyingReturnRatePriceType int Specifies whether the UnderlyingReturnRatePrice(43066) is expressed in absolute or relative terms. FIX.5.0SP2EP208
43069 NoUnderlyingReturnRateValuationDateBusinessCenters NumInGroup Number of iterations in the return rate valuation date business center repeating group. FIX.5.0SP2EP208
43070 UnderlyingReturnRateValuationDateBusinessCenter String The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
43071 NoUnderlyingReturnRateValuationDates NumInGroup Number of iterations in the return rate valuation date repeating group. FIX.5.0SP2EP208
43072 UnderlyingReturnRateValuationDate LocalMktDate The return rate valuation date. Type of date is specified in UnderlyingReturnRateValuationDateType(43073). FIX.5.0SP2EP208
43073 UnderlyingReturnRateValuationDateType int Specifies the type of return rate valuation date (e.g. adjusted for holidays). FIX.5.0SP2EP208
43074 NoUnderlyingSettlMethodElectionDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2EP208
43075 UnderlyingSettlMethodElectionDateBusinessCenter String The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2EP208
43076 UnderlyingSettlMethodElectionDateUnadjusted LocalMktDate The unadjusted settlement method election date. FIX.5.0SP2EP208
43077 UnderlyingSettlMethodElectionDateBusinessDayConvention int The settlement method election date adjustment business day convention. FIX.5.0SP2EP208
43078 UnderlyingSettlMethodElectionDateRelativeTo int Specifies the anchor date when the settlement method election date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2EP208
43079 UnderlyingSettlMethodElectionDateOffsetPeriod int Time unit multiplier for the relative settlement method election date offset. FIX.5.0SP2EP208
43080 UnderlyingSettlMethodElectionDateOffsetUnit String Time unit associated with the relative settlement method election date offset. FIX.5.0SP2EP208
43081 UnderlyingSettlMethodElectionDateOffsetDayType int Specifies the day type of the relative settlement method election date offset. FIX.5.0SP2EP208
43082 UnderlyingSettlMethodElectionDateAdjusted LocalMktDate The adjusted settlement method election date. FIX.5.0SP2EP208
43083 UnderlyingStreamVersion String The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes. FIX.5.0SP2EP208
43084 UnderlyingStreamVersionEffectiveDate LocalMktDate The effective date of the UnderlyingStreamVersion(43083). FIX.5.0SP2EP208
43085 UnderlyingStreamNotionalDeterminationMethod String Specifies the method for determining the floating notional value for equity swaps.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2EP208
43086 UnderlyingStreamNotionalAdjustments int For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. FIX.5.0SP2EP208
43087 PaymentDesc String A short descriptive name given to the payment, e.g. Premium, Upfront, etc. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as reference. FIX.5.0SP2EP203
43088 LegPaymentStreamRateIndexID String Security identifier of the floating rate index. FIX.5.0SP2EP235
43089 LegPaymentStreamRateIndexIDSource String Source for the floating rate index identified in LegPaymentStreamRateIndexID(43088). FIX.5.0SP2EP235
43090 PaymentStreamRateIndexID String Security identifier of the floating rate index. FIX.5.0SP2EP235
43091 PaymentStreamRateIndexIDSource String Source for the floating rate index identified in PaymentStreamRateIndexID(43090). FIX.5.0SP2EP235
43092 UnderlyingPaymentStreamRateIndexID String Security identifier of the floating rate index. FIX.5.0SP2EP235
43093 UnderlyingPaymentStreamRateIndexIDSource String Source for the floating rate index identified in UnderlyingPaymentStreamRateIndexID(43092). FIX.5.0SP2EP235
43094 DeliveryStreamRouteOrCharter String Specific delivery route or time charter average. Applicable to commodity freight swaps. FIX.5.0SP2EP235
43095 LegDeliveryStreamRouteOrCharter String Specific delivery route or time charter average. Applicable to commodity freight swaps. FIX.5.0SP2EP235
43096 UnderlyingDeliveryStreamRouteOrCharter String Specific delivery route or time charter average. Applicable to commodity freight swaps. FIX.5.0SP2EP235
50000 BatchID String Unique Identifier for a batch of messages. FIX.5.0SP2EP178
50001 BatchTotalMessages int Total # of messages contained within batch. FIX.5.0SP2EP178
50002 BatchProcessMode int Indicates the processing mode for a batch of messages.
Value SymbolicName Description Added Updated Deprecated
0 Update Update/incremental (default if not specified) FIX.5.0SP2EP178
1 Snapshot Indicates that messages within the batch should be considered complete, and should replace all prior information. The recipient can take action, to be decided out of band, on previously received data omitted from the batch (e.g. an account not referenced has zero collateral value, a security not referenced is no longer tradable). The scope of completeness (e.g. a complete list of collateral values for all of a given firm's accounts, a complete list of options trading on a given exchange) will be decided out of band. FIX.5.0SP2EP178
FIX.5.0SP2EP178

Messages

Heartbeat (35=0)

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

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

TestRequest (35=1)

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

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

ResendRequest (35=2)

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

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

Reject (35=3)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 3 FIX.2.7
45 RefSeqNum ✔ SeqNum MsgSeqNum of rejected message FIX.2.7
371 RefTagID int The tag number of the FIX field being referenced. FIX.4.2
372 RefMsgType String The MsgType of the FIX message being referenced. FIX.4.2
1130 RefApplVerID String Recommended when rejecting an application message that does not explicitly provide ApplVerID ( 1128) on the message being rejected. In this case the value from the DefaultApplVerID(1137) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. FIX.5.0
1406 RefApplExtID int Recommended when rejecting an application message that does not explicitly provide ApplExtID(1156) on the rejected message. In this case the value from the DefaultApplExtID(1407) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. FIX.5.0
1131 RefCstmApplVerID String Recommended when rejecting an application message that does not explicitly provide CstmApplVerID(1129) on the message being rejected. In this case the value from the DefaultCstmApplVerID(1408) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. FIX.5.0
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
58 Text String Where possible, message to explain reason for rejection FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
StandardTrailer ✔ FIX.2.7

SequenceReset (35=4)

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

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

Logout (35=5)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 5 FIX.2.7
1409 SessionStatus int Session status at time of logout.
Value SymbolicName Description Added Updated Deprecated
0 SessionActive Session active FIX.5.0EP56
1 SessionPasswordChanged Session password changed FIX.5.0EP56
2 SessionPasswordDueToExpire Session password due to expire FIX.5.0EP56
3 NewSessionPasswordDoesNotComplyWithPolicy New session password does not comply with policy FIX.5.0EP56
4 SessionLogoutComplete Session logout complete FIX.5.0EP56
5 InvalidUsernameOrPassword Invalid username or password FIX.5.0EP56
6 AccountLocked Account locked FIX.5.0EP56
7 LogonsAreNotAllowedAtThisTime Logons are not allowed at this time FIX.5.0EP56
8 PasswordExpired Password expired FIX.5.0EP56
9 ReceivedMsgSeqNumTooLow Received MsgSeqNum(34) is too low. FIX.5.0SP2EP124
10 ReceivedNextExpectedMsgSeqNumTooHigh Received NextExpectedMsgSeqNum(789) is too high. FIX.5.0SP2EP124
FIX.5.0
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
StandardTrailer ✔ FIX.2.7

IOI (35=6)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 6 FIX.2.7
ApplicationSequenceControl FIX.5.0
23 IOIID ✔ String Unique identifier of IOI message.
(Prior to FIX 4.1 this field was of type int) 		FIX.2.7
28 IOITransType ✔ char Identifies IOI message transaction type
Value SymbolicName Description Added Updated Deprecated
N New New FIX.2.7
C Cancel Cancel FIX.2.7
R Replace Replace FIX.2.7
FIX.2.7
26 IOIRefID String Required for Cancel and Replace IOITransType messages FIX.2.7
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
InstrumentExtension FIX.5.0SP2
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages". FIX.4.4
FinancingDetails Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
UndInstrmtGrp Number of underlyings FIX.4.4
RelatedInstrumentGrp FIX.5.0SP2
54 Side ✔ char Side of Indication Valid subset of values: 1 = Buy 2 = Sell 7 = Undisclosed B = As Defined (for multilegs) C = Opposite (for multilegs)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed 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
854 QtyType int Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts FIX.4.4 FIX.5.0SP2EP107
2 UnitsOfMeasurePerTimeUnit Unit of Measure per Time Unit FIX.4.4EP5 FIX.5.0SP2EP107
FIX.4.4
OrderQtyData Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
The value zero is used if NoLegs repeating group is used
Applicable if needed to express CashOrder Qty (tag 152)		 FIX.4.4
27 IOIQty ✔ String The value zero is used if NoLegs repeating group is used
Value SymbolicName Description Added Updated Deprecated
S Small Small FIX.4.4EP25
M Medium Medium FIX.4.4EP25
L Large Large FIX.4.4EP25
U UndisclosedQuantity Undisclosed Quantity FIX.4.4EP25
FIX.2.7
15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.2.7
Stipulations Insert here the set of "Stipulations" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
InstrmtLegIOIGrp Required for multileg IOIs FIX.4.4
423 PriceType int Code to represent the price type.
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.4.3
PriceQualifierGrp FIX.5.0SP2
44 Price Price Price per unit of quantity (e.g. per share) FIX.2.7
62 ValidUntilTime UTCTimestamp Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.2.7
25 IOIQltyInd char Relative quality of indication
Value SymbolicName Description Added Updated Deprecated
H High High FIX.2.7
L Low Low FIX.2.7
M Medium Medium FIX.2.7
FIX.2.7
130 IOINaturalFlag Boolean Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity.
Value SymbolicName Description Added Updated Deprecated
N NotNatural Not Natural FIX.4.0
Y Natural Natural FIX.4.0
FIX.4.0
IOIQualGrp Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers. FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.4.1
149 URLLink String A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) FIX.4.1
RoutingGrp Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. FIX.4.4
SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" FIX.4.3
RelativeValueGrp None FIX.5.0SP2
YieldData FIX.4.4
StandardTrailer ✔ FIX.2.7

Advertisement (35=7)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 7 FIX.2.7
2 AdvId ✔ String Unique identifier of advertisement message.
(Prior to FIX 4.1 this field was of type int) 		FIX.2.7
5 AdvTransType ✔ String Identifies advertisement message transaction type
Value SymbolicName Description Added Updated Deprecated
N New New FIX.2.7
C Cancel Cancel FIX.2.7
R Replace Replace FIX.2.7
FIX.2.7
3 AdvRefID String Required for Cancel and Replace AdvTransType messages FIX.2.7
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
InstrumentExtension FIX.5.0SP2
FinancingDetails FIX.5.0SP2
InstrmtLegGrp Number of legs
Identifies a Multi-leg Execution if present and non-zero.		 FIX.4.4
UndInstrmtGrp Number of underlyings FIX.4.4
RelatedInstrumentGrp FIX.5.0SP2
4 AdvSide ✔ char Broker's side of advertised trade
Value SymbolicName Description Added Updated Deprecated
B Buy Buy FIX.2.7
S Sell Sell FIX.2.7
T Trade Trade FIX.2.7
X Cross Cross FIX.2.7
FIX.2.7
53 Quantity ✔ Qty Overall/total quantity (e.g. number of shares)
(Prior to FIX 4.2 this field was of type int) 		FIX.2.7
854 QtyType int Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts FIX.4.4 FIX.5.0SP2EP107
2 UnitsOfMeasurePerTimeUnit Unit of Measure per Time Unit FIX.4.4EP5 FIX.5.0SP2EP107
FIX.4.4
44 Price Price Price per unit of quantity (e.g. per share) FIX.2.7
15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.2.7
75 TradeDate LocalMktDate Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.1
60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.2.7
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
149 URLLink String A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) FIX.4.1
30 LastMkt Exchange Market of execution for last fill, or an indication of the market where an order was routed
Valid values:
See "Appendix 6-C" 		FIX.4.1
336 TradingSessionID String Identifier for 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
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
StandardTrailer ✔ FIX.2.7

ExecutionReport (35=8)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 8 FIX.2.7
ApplicationSequenceControl For use in drop copy applications. NOT FOR USE in transactional applications. FIX.5.0
37 OrderID ✔ String OrderID is required to be unique for each chain of orders. FIX.2.7
2422 OrderRequestID int Required if provided on the order message. Echo back the value provided in the order message. FIX.5.0SP2
2423 MassOrderRequestID String Can be used to link execution to the MassOrder(35=DJ) message. FIX.5.0SP2
198 SecondaryOrderID String Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority. FIX.4.1 FIX.5.0SP2EP125
526 SecondaryClOrdID String None FIX.4.3 FIX.5.0SP2EP159
527 SecondaryExecID String Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system. FIX.4.3
11 ClOrdID String Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). In the case of quotes can be mapped to: - QuoteMsgID(1166) of a single Quote(35=S) - QuoteID(117) of a MassQuote(35=i). - MassOrderReportID(2424) of a MassOrderAck(35=DK) FIX.2.7 FIX.5.0SP2EP188
1166 QuoteMsgID String In the case of quotes can be mapped to: o QuoteMsgID(1166) of a single Quote(35=S) o QuoteID(117) of a MassQuote(35=i) FIX.5.0SP2
41 OrigClOrdID String Conditionally required for response to a Cancel or Cancel/Replace request (ExecType(150) = 6 (Pending Cancel, 5 (Replaced), or 4 (Canceled)) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID(11) of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. FIX.4.1 FIX.5.0SP2EP188
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
278 MDEntryID String Reference to the MDEntryID(278) of this order or quote in the market data. FIX.5.0SP2
693 QuoteRespID String Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator's value specified in the message. FIX.4.4 FIX.5.0SP2EP188
790 OrdStatusReqID String Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester. FIX.4.4 FIX.5.0SP2EP188
584 MassStatusReqID String Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester. FIX.4.4 FIX.5.0SP2EP188
961 HostCrossID String Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs FIX.4.4
911 TotNumReports int Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned. FIX.4.4 FIX.5.0SP2EP188
912 LastRptRequested Boolean Can be used when responding to an OrderMassStatusRequest(35=AF) to indicate that this is the last ExecutionReport(35=8) messages which will be returned as a result of the request.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not last message FIX.4.4EP-1
Y LastMessage Last message FIX.4.4EP-1
FIX.4.4 FIX.5.0SP2EP188
Parties Specifies party information related to the submitter. FIX.4.3 FIX.5.0SP2EP188
TargetParties Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. FIX.5.0SP2 FIX.5.0SP2EP188
229 TradeOriginationDate LocalMktDate Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.3
ContraGrp FIX.4.4 FIX.5.0SP2EP188
66 ListID String Required for executions against orders which were submitted as part of a list. FIX.2.7
548 CrossID String CrossID for the replacement order FIX.4.3
551 OrigCrossID String Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G). FIX.4.3 FIX.5.0SP2EP188
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
2334 RefRiskLimitCheckID String The reference identifier of the PartyRiskLimitCheckRequest(35=DF) message, or a similar out of band message, that contained the approval for the risk/credit limit check request. FIX.5.0SP2
2335 RefRiskLimitCheckIDType int Conditionally required when RefRiskLimitCheckID(2334) is specified.
Value SymbolicName Description Added Updated Deprecated
0 RiskLimitRequestID RiskLimitRequestID(1666) FIX.5.0SP2EP171
1 RiskLimitCheckID RiskLimitCheckID(2319) FIX.5.0SP2EP171
3 OutOfBandID Out of band identifier FIX.5.0SP2EP180
FIX.5.0SP2
880 TrdMatchID String Identifier assigned to a trade by a matching system. FIX.5.0
1891 TrdMatchSubID String Used to identify each price level, step or clip within a match event. FIX.5.0SP2
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)). FIX.2.7 FIX.5.0SP2EP188
19 ExecRefID String Required for ExecType(150) = H (Trade Cancel) and ExecType(150) = G (Trade Correct). FIX.2.7 FIX.5.0SP2EP188
150 ExecType ✔ char Describes the purpose of the execution report.
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.4.1
3 DoneForDay Done for day FIX.4.1
4 Canceled Canceled FIX.4.1
5 Replaced Replaced FIX.4.1
6 PendingCancel Pending Cancel (e.g. result of Order Cancel Request) FIX.4.1
7 Stopped Stopped FIX.4.1
8 Rejected Rejected FIX.4.1
9 Suspended Suspended FIX.4.1
A PendingNew Pending New FIX.4.1
B Calculated Calculated FIX.4.1
C Expired Expired FIX.4.1
D Restated Restated (Execution Report sent unsolicited by sellside, with ExecRestatementReason (378) set) FIX.4.2
E PendingReplace Pending Replace (e.g. result of Order Cancel/Replace Request) FIX.4.2
F Trade Trade (partial fill or fill) FIX.4.3
G TradeCorrect Trade Correct FIX.4.3
H TradeCancel Trade Cancel FIX.4.3
I OrderStatus Order Status FIX.4.3
J TradeInAClearingHold Trade in a Clearing Hold FIX.4.4EP5
K TradeHasBeenReleasedToClearing Trade has been released to Clearing FIX.4.4EP5
L TriggeredOrActivatedBySystem Triggered or Activated by System FIX.4.4EP22
M Locked Locked FIX.5.0SP2EP131
N Released Released FIX.5.0SP2EP131
FIX.4.1
2431 ExecTypeReason int Can be used to provide further detail for ExecType(150) field.
Value SymbolicName Description Added Updated Deprecated
1 OrdAddedOnRequest Order added upon request FIX.5.0SP2EP188
2 OrdReplacedOnRequest Order replaced upon request FIX.5.0SP2EP188
3 OrdCxldOnRequest Order cancelled upon request FIX.5.0SP2EP188
4 UnsolicitedOrdCxl Unsolicited order cancellation FIX.5.0SP2EP188
5 NonRestingOrdAddedOnRequest Non-resting order added upon request FIX.5.0SP2EP188
6 OrdReplacedWithNonRestingOrdOnRequest Order replaced with non-resting order upon request FIX.5.0SP2EP188
7 TriggerOrdReplacedOnRequest Trigger order replaced upon request FIX.5.0SP2EP188
8 SuspendedOrdReplacedOnRequest Suspended order replaced upon request FIX.5.0SP2EP188
9 SuspendedOrdCxldOnRequest Suspended order canceled upon request FIX.5.0SP2EP188
10 OrdCxlPending Order cancellation pending FIX.5.0SP2EP188
11 PendingCxlExecuted Pending cancellation executed FIX.5.0SP2EP188
12 RestingOrdTriggered Resting order triggered FIX.5.0SP2EP188
13 SuspendedOrdActivated Suspended order activated FIX.5.0SP2EP188
14 ActiveOrdSuspended Active order suspended FIX.5.0SP2EP188
15 OrdExpired Order expired FIX.5.0SP2EP188
FIX.5.0SP2
39 OrdStatus ✔ char Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.2.7
1 PartiallyFilled Partially filled FIX.2.7
2 Filled Filled FIX.2.7
3 DoneForDay Done for day FIX.2.7
4 Canceled Canceled FIX.2.7
5 Replaced Replaced (No longer used) FIX.4.4EP35 FIX.4.3
6 PendingCancel Pending Cancel (i.e. result of Order Cancel Request) FIX.2.7
7 Stopped Stopped FIX.2.7
8 Rejected Rejected FIX.2.7
9 Suspended Suspended FIX.3.0
A PendingNew Pending New FIX.3.0
B Calculated Calculated FIX.4.0
C Expired Expired FIX.4.0
D AcceptedForBidding Accepted for Bidding FIX.4.2
E PendingReplace Pending Replace (i.e. result of Order Cancel/Replace Request) FIX.4.2
FIX.2.7
636 WorkingIndicator Boolean For optional use with OrdStatus = 0 (New)
Value SymbolicName Description Added Updated Deprecated
N NotWorking Order has been accepted but not yet in a working state FIX.4.3
Y Working Order is currently being worked FIX.4.3
FIX.4.3
103 OrdRejReason int For optional use with ExecType = 8 (Rejected)
Value SymbolicName Description Added Updated Deprecated
0 BrokerCredit Broker / Exchange option FIX.2.7
1 UnknownSymbol Unknown symbol FIX.2.7
2 ExchangeClosed Exchange closed FIX.2.7
3 OrderExceedsLimit Order exceeds limit FIX.2.7
4 TooLateToEnter Too late to enter FIX.4.0
5 UnknownOrder Unknown order FIX.4.1
6 DuplicateOrder Duplicate Order (e.g. dupe ClOrdID) FIX.4.1
7 DuplicateOfAVerballyCommunicatedOrder Duplicate of a verbally communicated order FIX.4.2
8 StaleOrder Stale order FIX.4.2
9 TradeAlongRequired Trade along required FIX.4.3
10 InvalidInvestorID Invalid Investor ID FIX.4.3
11 UnsupportedOrderCharacteristic Unsupported order characteristic FIX.4.3
12 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
1328 RejectText String Reason description for rejecting the transaction request. FIX.5.0SP2
1664 EncodedRejectTextLen Length Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. FIX.5.0SP2
1665 EncodedRejectText data Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
378 ExecRestatementReason int Required for ExecType = D (Restated).
Value SymbolicName Description Added Updated Deprecated
0 GTCorporateAction GT corporate action FIX.4.2
1 GTRenewal GT renewal / restatement (no corporate action) FIX.4.2
2 VerbalChange Verbal change FIX.4.2
3 RepricingOfOrder Repricing of order FIX.4.2
4 BrokerOption Broker option FIX.4.2
5 PartialDeclineOfOrderQty Partial decline of OrderQty (e.g. exchange initiated partial cancel) FIX.4.2
6 CancelOnTradingHalt Cancel on Trading Halt FIX.4.3
7 CancelOnSystemFailure Cancel on System Failure FIX.4.3
8 Market Market (Exchange) option FIX.4.3
9 Canceled Canceled, not best FIX.4.4
10 WarehouseRecap Warehouse Recap FIX.4.4
11 PegRefresh Peg Refresh FIX.4.4EP22
99 Other Other FIX.4.4
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
2667 AlgorithmicTradeIndicator int Indicates that the order or trade originates from a computer program or algorithm requiring little-to-no human intervention.
Value SymbolicName Description Added Updated Deprecated
0 NonAlgorithmicTrade Non-algorithmic trade FIX.5.0SP2EP216
1 AlgorithmicTrade In the context of ESMA MiFID II, a trade has to be flagged as "algorithmic" if at least one of the matched orders was submitted by a trading algorithm. See Directive 2014/65/EU Article 4(1)(39). FIX.5.0SP2EP216
FIX.5.0SP2
828 TrdType int Type of trade.
Value SymbolicName Description Added Updated Deprecated
0 RegularTrade Regular trade FIX.4.4 FIX.5.0SP2EP141
1 BlockTrade Block trade FIX.4.4 FIX.5.0SP2EP141
2 EFP Exchange for physical (EFP) FIX.4.4 FIX.5.0SP2EP141
3 Transfer Transfer FIX.4.4
4 LateTrade Late trade FIX.4.4 FIX.5.0SP2EP141
5 TTrade T trade FIX.4.4 FIX.5.0SP2EP141
6 WeightedAveragePriceTrade Weighted average price trade FIX.4.4 FIX.5.0SP2EP141
7 BunchedTrade Bunched trade FIX.4.4 FIX.5.0SP2EP141
8 LateBunchedTrade Late bunched trade FIX.4.4 FIX.5.0SP2EP141
9 PriorReferencePriceTrade Prior reference price trade FIX.4.4 FIX.5.0SP2EP141
10 AfterHoursTrade After hours trade FIX.4.4 FIX.5.0SP2EP141
11 ExchangeForRisk Exchange for risk (EFR) FIX.4.4EP5 FIX.5.0SP2EP141
12 ExchangeForSwap Exchange for swap (EFS) FIX.4.4EP5 FIX.5.0SP2EP141
13 ExchangeOfFuturesFor For example full sized for mini. FIX.4.4EP5 FIX.5.0SP2EP141
14 ExchangeOfOptionsForOptions Exchange of options for options (EOO) FIX.4.4EP5 FIX.5.0SP2EP141
15 TradingAtSettlement Trading at settlement FIX.4.4EP5 FIX.5.0SP2EP141
16 AllOrNone All or none FIX.4.4EP5 FIX.5.0SP2EP141
17 FuturesLargeOrderExecution Futures large order execution FIX.4.4EP5 FIX.5.0SP2EP141
18 ExchangeOfFuturesForFutures Exchange of futures for external market futures (EFF) FIX.4.4EP5 FIX.5.0SP2EP141
19 OptionInterimTrade Option interim trade FIX.4.4EP5 FIX.5.0SP2EP141
20 OptionCabinetTrade Option cabinet trade FIX.4.4EP5 FIX.5.0SP2EP141
22 PrivatelyNegotiatedTrades Privately negotiated trade FIX.4.4EP19 FIX.5.0SP2EP141
23 SubstitutionOfFuturesForForwards Substitution of futures for forwards FIX.4.4EP19 FIX.5.0SP2EP141
48 NonStandardSettlement Non-standard settlement FIX.5.0EP47
49 DerivativeRelatedTransaction Derivative related transaction FIX.5.0EP47 FIX.5.0SP2EP141
50 PortfolioTrade Portfolio trade FIX.5.0EP47 FIX.5.0SP2EP141
51 VolumeWeightedAverageTrade Volume weighted average trade FIX.5.0EP47 FIX.5.0SP2EP141
52 ExchangeGrantedTrade Exchange granted trade FIX.5.0EP47 FIX.5.0SP2EP141
53 RepurchaseAgreement Repurchase agreement FIX.5.0EP47 FIX.5.0SP2EP141
54 OTC Trade executed off-market. In the context of CFTC regulatory reporting for swaps, it is a large notional off-facility swap. In the context of MiFID transparency reporting rules this is used to report, into an exchange, deals made outside exchange rules. FIX.5.0EP47 FIX.5.0SP2EP177
55 ExchangeBasisFacility Exchange basis facility (EBF) FIX.5.0EP55 FIX.5.0SP2EP141
24 ErrorTrade Error trade FIX.4.4EP26
25 SpecialCumDividend Special cum dividend (CD) FIX.4.4EP26
26 SpecialExDividend Special ex dividend (XD) FIX.4.4EP26
27 SpecialCumCoupon Special cum coupon (CC) FIX.4.4EP26
28 SpecialExCoupon Special ex coupon (XC) FIX.4.4EP26
29 CashSettlement Cash settlement (CS) FIX.4.4EP26
30 SpecialPrice Usually net or all-in price. FIX.4.4EP26 FIX.5.0SP2EP141
31 GuaranteedDelivery Guaranteed delivery (GD) FIX.4.4EP26
32 SpecialCumRights Special cum rights (CR) FIX.4.4EP26
33 SpecialExRights Special ex rights (XR) FIX.4.4EP26
34 SpecialCumCapitalRepayments Special cum capital repayments (CP) FIX.4.4EP26
35 SpecialExCapitalRepayments Special ex capital repayments (XP) FIX.4.4EP26
36 SpecialCumBonus Special cum bonus (CB) FIX.4.4EP26
37 SpecialExBonus Special ex bonus (XB) FIX.4.4EP26
38 LargeTrade The same as large trade. FIX.4.4EP26 FIX.5.0SP2EP141
39 WorkedPrincipalTrade Worked principal trade FIX.4.4EP26 FIX.5.0SP2EP141
40 BlockTrades Block trades FIX.4.4EP26 FIX.5.0SP2EP141
41 NameChange Name change FIX.4.4EP26
42 PortfolioTransfer Portfolio transfer FIX.4.4EP26
43 ProrogationBuy Used by Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system). Trades must be reported as crosses at zero price. FIX.4.4EP26 FIX.5.0SP2EP141
44 ProrogationSell See prorogation buy. FIX.4.4EP26 FIX.5.0SP2EP141
45 OptionExercise Option exercise FIX.4.4EP26
46 DeltaNeutralTransaction Delta neutral transaction FIX.4.4EP26
47 FinancingTransaction Financing transaction FIX.4.4EP26 FIX.5.0SP2EP141
56 OpeningTrade Opening trade FIX.5.0SP2EP104 FIX.5.0SP2EP141
57 NettedTrade Netted trade FIX.5.0SP2EP141
58 BlockSwapTrade Block trade executed off-market or on a registered market. In the context of CFTC regulatory reporting for swaps, it is a swap executed according to SEF or DCM rules. FIX.5.0SP2EP161 FIX.5.0SP2EP177
61 GiveUpGiveInTrade Give-up Give-in trade FIX.5.0SP2EP163
62 DarkTrade A Market Model Typology dark trade might also come from a lit/hybrid book, when an aggressive lit order hits a resting dark order. FIX.5.0SP2EP163
63 TechnicalTrade Technical trade FIX.5.0SP2EP163
64 Benchmark For Market Model Typology (MMT) the "benchmark" price depends on a benchmark which has no current price but was derived from a time series such as a VWAP. FIX.5.0SP2EP163 FIX.5.0SP2EP216
59 CreditEventTrade Credit event trade FIX.5.0SP2EP165 FIX.5.0SP2EP169
60 SuccessionEventTrade Succession event trade FIX.5.0SP2EP165 FIX.5.0SP2EP169
65 PackageTrade Identifies the pseudo-trade of a stream or collection of trades to be cleared and be reported as an atomic unit. The subsequent actual trades reported should not have this value. FIX.5.0SP2EP192
FIX.5.0SP2
829 TrdSubType int Further qualification to the trade type
Value SymbolicName Description Added Updated Deprecated
0 CMTA CMTA FIX.4.4EP4
1 InternalTransferOrAdjustment Internal transfer or adjustment FIX.4.4EP4
2 ExternalTransferOrTransferOfAccount External transfer or transfer of account FIX.4.4EP4
3 RejectForSubmittingSide Reject for submitting side FIX.4.4EP4
4 AdvisoryForContraSide Advisory for contra side FIX.4.4EP4
5 OffsetDueToAnAllocation Offset due to an allocation FIX.4.4EP5
6 OnsetDueToAnAllocation Onset due to an allocation FIX.4.4EP5 FIX.5.0SP1EP95
7 DifferentialSpread Differential spread FIX.4.4EP5
8 ImpliedSpreadLegExecutedAgainstAnOutright Implied spread leg executed against an outright FIX.4.4EP5
9 TransactionFromExercise Transaction from exercise FIX.4.4EP5
10 TransactionFromAssignment Transaction from assignment FIX.4.4EP5
11 ACATS ACATS FIX.4.4EP8
33 OffHoursTrade Off Hours Trade FIX.5.0EP61
34 OnHoursTrade On Hours Trade FIX.5.0EP61
35 OTCQuote OTC Quote FIX.5.0EP61
36 ConvertedSWAP Converted SWAP FIX.5.0EP-1
14 AI AI (Automated input facility disabled in response to an exchange request.) FIX.4.4EP26
15 B B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) FIX.4.4EP26
16 K K (Transaction using block trade facility.) FIX.4.4EP26
17 LC LC (Correction submitted more than three days after publication of the original trade report.) FIX.4.4EP26
18 M M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) FIX.4.4EP26
19 N N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) FIX.4.4EP26
20 NM NM ( i) transaction where Exchange has granted permission for non-publication
ii)IDB is reporting as seller
iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)		 FIX.4.4EP26
21 NR NR (Non-risk transaction in a SEATS security other than an AIM security) FIX.4.4EP26
22 P P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) FIX.4.4EP26
23 PA PA (Protected transaction notification) FIX.4.4EP26
24 PC PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) FIX.4.4EP26
25 PN PN (Worked principal notification for a portfolio transaction which includes order book securities) FIX.4.4EP26
26 R R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction)
(ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or
(iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)		 FIX.4.4EP26
27 RO RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) FIX.4.4EP26
28 RT RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) FIX.4.4EP26
29 SW SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) FIX.4.4EP26
30 T T (If reporting a single protected transaction) FIX.4.4EP26
31 WN WN (Worked principal notification for a single order book security) FIX.4.4EP26
32 WT WT (Worked principal transaction (other than a portfolio transaction)) FIX.4.4EP26
37 CrossedTrade Crossed Trade (X) FIX.5.0EP-1
38 InterimProtectedTrade Interim Protected Trade (I) FIX.5.0EP-1
39 LargeInScale Large in Scale (L) FIX.5.0EP-1
40 WashTrade Wash Trade FIX.5.0SP2EP101
41 TradeAtSettlement Identifies a trade that will be priced using the settlement price. FIX.5.0SP2EP107 FIX.5.0SP2EP227
43 TradeAtMarker Posted at a specific time each day and used to price the consummated trade for the product/month/strip executed (+/- and differentials). Closely related to TAS trades in function and trade practice. FIX.5.0SP2EP107 FIX.5.0SP2EP227
42 AuctionTrade Mutually exclusive with TrdSubType(829) = 50 (Balancing). FIX.5.0SP2EP114 FIX.5.0SP2EP227
44 CreditDefault Default (Credit Event) FIX.5.0SP2EP165
45 CreditRestructuring Restructuring (credit event) FIX.5.0SP2EP165
46 Merger Merger (succession event) FIX.5.0SP2EP165
47 SpinOff Spin-off (succession event) FIX.5.0SP2EP165
48 MultilateralCompression A subtype of TrdType(828) = 57 (Netted trade) in order to identify a special case of compression. FIX.5.0SP2EP201
50 Balancing Identifies an additional trade distributed to auction participants meant to resolve an imbalance between bids and offers.
Mutually exclusive with TrdSubType(829) = 42 =(Auction).		 FIX.5.0SP2EP227
51 BasisTradeIndexClose The marketplace name given to Trade at Marker (TAM) transactions in equity index futures. FIX.5.0SP2EP227
52 TradeAtCashOpen The marketplace name given to trading futures based on an opening quote of the underlying cash market. FIX.5.0SP2EP243
FIX.5.0SP2
855 SecondaryTrdType int Additional TrdType(828) assigned to a trade by trade match system. FIX.5.0SP2
2347 RegulatoryTransactionType int Specifies the regulatory mandate or rule that the transaction complies with.
Value SymbolicName Description Added Updated Deprecated
0 None The transaction does not fall under any special regulatory rule or mandate. FIX.5.0SP2EP176
1 SEFRequiredTransaction The transaction is a "Required" transaction under Dodd-Frank Act SEF Rules. "Required" transactions are subject to the trade execution mandate under section 2(h)(8) of the CEA and are not block trades. FIX.5.0SP2EP176
2 SEFPermittedTransaction The transaction is a "Permitted" transaction under Dodd-Frank Act SEF Rules. "Permitted" transactions are not subject to the clearing and trade execution mandates, illiquid or bespoke swaps, or block trades. FIX.5.0SP2EP176
FIX.5.0SP2
RegulatoryTradeIDGrp FIX.5.0SP2
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.5.0SP2
2524 TradeReportingIndicator int May be used to bilaterally inform counterparty of trade reporting status.
Value SymbolicName Description Added Updated Deprecated
0 NotReported Depending on the regulatory regime the trade is reportable and the recipient may be responsible for reporting. FIX.5.0SP2EP222 FIX.5.0SP2EP237
1 OnBook Trade has been or will be reported by a trading venue as an "on-book" trade FIX.5.0SP2EP222 FIX.5.0SP2EP237
2 SISeller Trade has been or will be reported as a "systematic internaliser" seller trade FIX.5.0SP2EP222 FIX.5.0SP2EP237
3 SIBuyer Trade has been or will be reported as a "systematic internaliser" buyer trade FIX.5.0SP2EP222 FIX.5.0SP2EP237
4 NonSISeller Trade has been or will be reported as a "non-systematic internaliser" seller trade FIX.5.0SP2EP222 FIX.5.0SP2EP237
5 SubDelegationByFirm Trade has been or will be reported under a sub-delegation arrangement by an investment firm to a reporting facility (e.g. APA) on behalf of another investment firm FIX.5.0SP2EP222 FIX.5.0SP2EP237
6 Reportable Depending on the regulatory regime the recipient is not responsible for reporting. FIX.5.0SP2EP237
7 NonSIBuyer Trade has been or will be reported as a "non-Systematic Internaliser" buyer trade FIX.5.0SP2EP237
8 OffBook Trade has been or will be reported by a trading venue as an "off-book" trade FIX.5.0SP2EP237
9 NotReportable The (non-equity) instrument does not need to be reported by any party, e.g. because it is not deemed to have been traded on a trading venue. FIX.5.0SP2EP237
FIX.5.0SP2
1 Account String Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary FIX.2.7
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Specifies type of account
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
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
589 DayBookingInst char Indicates whether or not automatic booking can occur.
Value SymbolicName Description Added Updated Deprecated
0 Auto Can trigger booking without reference to the order initiator ("auto") FIX.4.3
1 SpeakWithOrderInitiatorBeforeBooking Speak with order initiator before booking ("speak first") FIX.4.3
2 Accumulate Accumulate FIX.4.4
FIX.4.3
590 BookingUnit char Indicates what constitutes a bookable unit.
Value SymbolicName Description Added Updated Deprecated
0 EachPartialExecutionIsABookableUnit Each partial execution is a bookable unit FIX.4.3
1 AggregatePartialExecutionsOnThisOrder Aggregate partial executions on this order, and book one trade per order FIX.4.3
2 AggregateExecutionsForThisSymbol Aggregate executions for this symbol, side, and settlement date FIX.4.3
FIX.4.3
591 PreallocMethod char Indicates the method of preallocation.
Value SymbolicName Description Added Updated Deprecated
0 ProRata Pro rata FIX.4.3
1 DoNotProRata Do not pro-rata - discuss first FIX.4.3
FIX.4.3
70 AllocID String Unique identifier for allocation message.
(Prior to FIX 4.1 this field was of type int) 		FIX.5.0
PreAllocGrp Pre-trade allocation instructions. FIX.5.0
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 Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. Required for NDFs to specify the "value date". FIX.2.7 FIX.5.0SP1EP82
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.4.4
1115 OrderCategory char Defines the type of interest behind a trade (fill or partial fill).
Value SymbolicName Description Added Updated Deprecated
1 Order Order FIX.4.4EP-1
2 Quote Quote FIX.4.4EP-1
3 PrivatelyNegotiatedTrade Privately Negotiated Trade FIX.4.4EP-1
4 MultilegOrder Multileg order FIX.4.4EP-1
5 LinkedOrder Linked order FIX.4.4EP-1
6 QuoteRequest Quote Request FIX.4.4EP-1
7 ImpliedOrder Implied Order FIX.4.4EP-1
8 CrossOrder Cross Order FIX.4.4EP-1
9 StreamingPrice Streaming price (quote) FIX.5.0EP-1
A InternalCrossOrder Internal Cross Order FIX.5.0SP2EP101
FIX.4.4
544 CashMargin char Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.
Value SymbolicName Description Added Updated Deprecated
1 Cash Cash FIX.4.3
2 MarginOpen Margin Open FIX.4.3
3 MarginClose Margin Close FIX.4.3
FIX.4.3
635 ClearingFeeIndicator String Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.
(Values source CBOT, CME, NYBOT, and NYMEX):
Value SymbolicName Description Added Updated Deprecated
1 FirstYearDelegate 1st year delegate trading for own account FIX.4.3
2 SecondYearDelegate 2nd year delegate trading for own account FIX.4.3
3 ThirdYearDelegate 3rd year delegate trading for own account FIX.4.3
4 FourthYearDelegate 4th year delegate trading for own account FIX.4.3
5 FifthYearDelegate 5th year delegate trading for own account FIX.4.3
9 SixthYearDelegate 6th year delegate trading for own account FIX.4.3
B CBOEMember CBOE Member FIX.4.3
C NonMemberAndCustomer Non-member and Customer FIX.4.3
E EquityMemberAndClearingMember Equity Member and Clearing Member FIX.4.3
F FullAndAssociateMember Full and Associate Member trading for own account and as floor brokers FIX.4.3
H Firms106HAnd106J 106.H and 106.J firms FIX.4.3
I GIM GIM, IDEM and COM Membership Interest Holders FIX.4.3
L Lessee106FEmployees Lessee 106.F Employees FIX.4.3
M AllOtherOwnershipTypes All other ownership types FIX.4.3
FIX.4.3
Instrument ✔ FIX.4.3 FIX.5.0SP2EP188
FinancingDetails FIX.4.4 FIX.5.0SP2EP188
UndInstrmtGrp Number of underlyings FIX.4.4
PaymentGrp FIX.5.0SP2
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
2102 ShortMarkingExemptIndicator Boolean None FIX.5.0SP2
1688 ShortSaleExemptionReason int Available for optional use when Side(54) = 6(Sell short exempt).
Value SymbolicName Description Added Updated Deprecated
0 ExemptionReasonUnknown An exemption reason not provided or received. FIX.5.0SP2EP121
1 IncomingSSE Agency broker has the customer's exemption reason, which is not explicitly provided to executing broker. FIX.5.0SP2EP121
2 AboveNationalBestBid Broker / dealer responsible for enforcing exemption rule has determined that the order is priced one or more ticks above the nation best bid of the security to be traded. FIX.5.0SP2EP121
3 DelayedDelivery The broker-dealer has a reasonable basis to believe the seller owns the covered security (pursuant to Rule 200 in the U.S.), but is subject to restrictions on delivery, provided that the seller intends to deliver the security as soon as all restrictions on delivery have been removed. FIX.5.0SP2EP121
4 OddLot The broker-dealer has a reasonable basis to believe the sale is by a market maker to offset customer odd-lot orders or to liquidate an odd-lot position that changes such broker’s or dealer’s position by no more than a unit of trading. FIX.5.0SP2EP121
5 DomesticArbitrage The sale is connected to a bona-fide domestic arbitrage transaction. FIX.5.0SP2EP121
6 InternationalArbitrage The sale is connected to an international arbitrage transaction. FIX.5.0SP2EP121
7 UnderwriterOrSyndicateDistribution The short sale is (i) by an underwriter or member of a syndicate or group participating in the distribution of a security in connection with an over-allotment of securities; or (ii) is for purposes of a lay-off sale by an underwriter or member of a syndicate or group in connection with a distribution of securities through a rights or standby underwriting commitment. FIX.5.0SP2EP121
8 RisklessPrincipal The short sale is by a broker or dealer effecting the execution of a customer purchase or the execution of a customer “long” sale on a riskless principal basis. FIX.5.0SP2EP121
9 VWAP The short sale order is for the sale of a covered security at the volume weighted average price (VWAP) meeting certain criteria. FIX.5.0SP2EP121
FIX.5.0SP2 FIX.5.0SP2EP131
Stipulations FIX.4.3 FIX.5.0SP2EP188
854 QtyType int Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts FIX.4.4 FIX.5.0SP2EP107
2 UnitsOfMeasurePerTimeUnit Unit of Measure per Time Unit FIX.4.4EP5 FIX.5.0SP2EP107
FIX.4.4
OrderQtyData Conditionally required when the OrderQtyData component is required or specified in a prior, related message.

For example, when used in a work flow including a NewOrderSingle(35=D) or NewOrderCross(35=s) message, the OrderQtyData component is a required component in these messages and thus the component is required here. When the OrderQtyData component is optional in a related message, such as the NewOrderMultileg(35=AB), the component is required here when specified in the prior, related NewOrderMultileg(35=AB) message.		 FIX.4.3 FIX.5.0SP2EP221
1093 LotType char Defines the lot type assigned to the order.
Value SymbolicName Description Added Updated Deprecated
1 OddLot Odd Lot FIX.4.4EP-1
2 RoundLot Round Lot FIX.4.4EP-1
3 BlockLot Block Lot FIX.4.4EP-1
4 RoundLotBasedUpon Round lot based upon UnitOfMeasure(996) FIX.5.0SP1EP80
FIX.4.4
40 OrdType char Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop 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
423 PriceType int Code to represent the price type.
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.4.3
PriceQualifierGrp FIX.5.0SP2
44 Price Price Required if specified on the order FIX.2.7
1092 PriceProtectionScope char Defines the type of price protection the customer requires on their order.
Value SymbolicName Description Added Updated Deprecated
0 None None FIX.4.4EP-1
1 Local Local (Exchange, ECN, ATS) FIX.4.4EP-1
2 National National (Across all national markets) FIX.4.4EP-1
3 Global Global (Across all markets) FIX.4.4EP-1
FIX.4.4
99 StopPx Price Required if specified on the order FIX.2.7
TriggeringInstruction FIX.5.0 FIX.5.0SP2EP188
1823 Triggered int Indicates whether order has been triggered during its lifetime. Applies to cases where original information, e.g. OrdType(40), is modified when the order is triggered.
Value SymbolicName Description Added Updated Deprecated
0 NotTriggered Not triggered (default) FIX.5.0SP2EP131
1 Triggered Triggered FIX.5.0SP2EP131
2 StopOrderTriggered Stop order triggered FIX.5.0SP2EP188
3 OCOOrderTriggered One Cancels the Other (OCO) order triggered FIX.5.0SP2EP188
4 OTOOrderTriggered One Triggers the Other (OTO) order triggered FIX.5.0SP2EP188
5 OUOOrderTriggered One Updates the Other (OUO) order triggered FIX.5.0SP2EP188
FIX.5.0SP2
PegInstructions FIX.4.4 FIX.5.0SP2EP188
DiscretionInstructions FIX.4.4 FIX.5.0SP2EP188
839 PeggedPrice Price The current price the order is pegged at FIX.4.4
1095 PeggedRefPrice Price The reference price of a pegged order. FIX.4.4
845 DiscretionPrice Price The current discretionary price of the order FIX.4.4
1740 TradePriceNegotiationMethod int Method used for negotiation of contract price.
Value SymbolicName Description Added Updated Deprecated
0 PercentPar Percent of par FIX.5.0SP2EP119
1 DealSpread Deal spread FIX.5.0SP2EP119
2 UpfrontPnts Upfront points FIX.5.0SP2EP119
3 UpfrontAmt Upfront amount FIX.5.0SP2EP119
4 ParUpfrontAmt Percent of par and upfront amount FIX.5.0SP2EP119
5 SpreadUpfrontAmt Deal spread and upfront amount FIX.5.0SP2EP119
6 UpfrontPntsAmt Upfront points and upfront amount FIX.5.0SP2EP119
FIX.5.0SP2
1742 UpfrontPrice Price Required if specified on the order FIX.5.0SP2
1741 UpfrontPriceType int Type of price used to determine upfront payment for swaps contracts.
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.5.0SP2EP119
3 FixedAmount Fixed amount (absolute value) FIX.5.0SP2EP119
FIX.5.0SP2
847 TargetStrategy int The target strategy of the order
Value SymbolicName Description Added Updated Deprecated
1 VWAP VWAP FIX.4.4
2 Participate Participate (i.e. aim to be x percent of the market volume) FIX.4.4
3 MininizeMarketImpact Mininize market impact FIX.4.4
FIX.4.4
StrategyParametersGrp Strategy parameter block FIX.4.4
848 TargetStrategyParameters String For further specification of the TargetStrategy FIX.4.4 FIX.5.0
849 ParticipationRate Percentage Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) FIX.4.4 FIX.5.0
850 TargetStrategyPerformance float For communication of the performance of the order versus the target strategy FIX.4.4
15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.2.7
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.2
2404 ComplianceText String Free text for compliance information required for regulatory reporting. FIX.5.0SP2
2351 EncodedComplianceTextLen Length Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. FIX.5.0SP2
2352 EncodedComplianceText data Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
377 SolicitedFlag Boolean Indicates whether or not the order was solicited.
Value SymbolicName Description Added Updated Deprecated
N WasNotSolicited Was not solicited FIX.4.2
Y WasSolicited Was solicited FIX.4.2
FIX.4.2
59 TimeInForce char Absence of this field indicates Day order
Value SymbolicName Description Added Updated Deprecated
0 Day Day (or session) FIX.2.7
1 GoodTillCancel Good Till Cancel (GTC) FIX.2.7
2 AtTheOpening At the Opening (OPG) FIX.2.7
3 ImmediateOrCancel Immediate Or Cancel (IOC) FIX.2.7
4 FillOrKill Fill Or Kill (FOK) FIX.2.7
5 GoodTillCrossing Good Till Crossing (GTX) FIX.2.7
6 GoodTillDate Good Till Date (GTD) FIX.4.0
7 AtTheClose At the Close FIX.4.3
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
168 EffectiveTime UTCTimestamp Time specified on the order at which the order should be considered valid FIX.4.2
432 ExpireDate LocalMktDate Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireTime(126) is not specified. FIX.4.2 FIX.5.0SP2EP188
126 ExpireTime UTCTimestamp Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireDate(432) is not specified. FIX.4.0 FIX.5.0SP2EP188
1629 ExposureDuration int Conditionally required when TimeInForce(59)=10 (Good for Time) FIX.5.0SP2
1916 ExposureDurationUnit int Time unit in which the ExposureDuration(1629) is expressed. FIX.5.0SP2
18 ExecInst MultipleCharValue Can contain multiple instructions, space delimited.
Value SymbolicName Description Added Updated Deprecated
0 StayOnOfferSide Stay on offer side FIX.2.7
1 NotHeld Not held FIX.2.7
2 Work Work FIX.2.7
3 GoAlong Go along FIX.2.7
4 OverTheDay Over the day FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate Participate don't initiate FIX.2.7
7 StrictScale Strict scale FIX.2.7
8 TryToScale Try to scale FIX.2.7
9 StayOnBidSide Stay on bid side FIX.2.7
A NoCross 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
1805 AuctionInstruction int Instruction related to system generated auctions, e.g. flash order auctions.
Value SymbolicName Description Added Updated Deprecated
0 AutomatedAuctionPermitted Automatic auction permitted (default) FIX.5.0SP2EP131 FIX.5.0SP2EP208
1 AutomatedAuctionNotPermitted Automatic auction not permitted FIX.5.0SP2EP131
FIX.5.0SP2
1057 AggressorIndicator Boolean Used to identify whether the order initiator is an aggressor or not in the trade.
Value SymbolicName Description Added Updated Deprecated
Y OrderInitiatorIsAggressor Order initiator is aggressor FIX.4.4EP-1
N OrderInitiatorIsPassive Order initiator is passive FIX.4.4EP-1
FIX.4.4
528 OrderCapacity char Designates the capacity of the firm placing the order.
(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field)
(see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
A Agency Agency FIX.4.3
G Proprietary Proprietary FIX.4.3
I Individual Individual FIX.4.3
P Principal 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
1815 TradingCapacity int Designates the capacity in which the order is submitted for trading by the market participant.
Value SymbolicName Description Added Updated Deprecated
1 Customer Customer FIX.5.0SP2EP131
2 CustomerProfessional Customer professional FIX.5.0SP2EP131
3 BrokerDealer Broker-dealer FIX.5.0SP2EP131
4 CustomerBrokerDealer Customer broker-dealer FIX.5.0SP2EP131
5 Principal Principal FIX.5.0SP2EP131
6 MarketMaker Market maker FIX.5.0SP2EP131
7 AwayMarketMaker Away market maker FIX.5.0SP2EP131
8 SystematicInternaliser Systematic internaliser FIX.5.0SP2EP223
FIX.5.0SP2
1091 PreTradeAnonymity Boolean Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible. FIX.4.4
1390 TradePublishIndicator int Applies to trades resulting from the order.
Value SymbolicName Description Added Updated Deprecated
0 DoNotPublishTrade Do Not Publish Trade FIX.5.0EP61
1 PublishTrade Publish Trade FIX.5.0EP61
2 DeferredPublication Deferred Publication FIX.5.0EP61
3 Published Indicates that the transaction has been published to the market. FIX.5.0SP2EP229
FIX.5.0SP2
582 CustOrderCapacity int Capacity of customer placing the order.
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
OrderAttributeGrp FIX.5.0SP2
32 LastQty Qty Quantity (e.g. shares) bought/sold on this (last) fill. Required if ExecType(150) = F (Trade) or ExecType(150) = G (Trade Correct) unless FillsGrp or OrderEventGrp is used. If ExecType(150) = 7 (Stopped), represents the quantity stopped/guaranteed/protected for. FIX.2.7 FIX.5.0SP2EP188
1056 CalculatedCcyLastQty Qty Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType(150) = F (Trade) or G (Trade Correct) and is an FX trade. FIX.4.4 FIX.5.0SP2EP188
1071 LastSwapPoints PriceOffset Optionally used when ExecType(150) = F (Trade) or G (Trade Correct) and is a FX Swap trade. Used to express the swap points for the swap trade event. FIX.4.4 FIX.5.0SP2EP188
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
1828 LastQtyVariance Qty When LastQty is an estimated value, e.g. for a Repo “circled” trade, LastQtyVariance specifies the absolute amount that the size may vary up or down when finalized. Omitted when LastQty(32) is already final. FIX.5.0SP2
31 LastPx Price Price of this (last) fill. Required if ExecType(150) = ExecType = F (Trade) or G (Trade Correct) unless FillsGrp or OrderEventGrp or TradePriceCondition(1839)=17 (Price is pending) or 18 (Price is not applicable) is used. Should represent the "all-in" (LastSpotRate(194) + LastForwardPoints(195)) rate for F/X orders.). If ExecType(150) = 7 (Stopped), represents the price stopped/guaranteed/protected at. Not required for FX Swap when ExecType(150) = F (Trade) or G (Trade Correct) as there is no "all-in" rate that applies to both legs of the FX Swap. FIX.2.7 FIX.5.0SP2EP228
651 UnderlyingLastPx Price The calculated or traded price for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative. FIX.4.3
669 LastParPx Price Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx(31) is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. FIX.4.4 FIX.5.0SP2EP188
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.5.0SP2
194 LastSpotRate Price Applicable for F/X orders FIX.4.1
195 LastForwardPoints PriceOffset Applicable for F/X orders FIX.4.1
1743 LastUpfrontPrice Price Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). FIX.5.0SP2
2750 ReportingPx Price Represents the reportable price on fill when an instance of the Parties component with PartyRole(452) = 73 (Execution Venue) is present to prevent having to compute running totals. FIX.5.0SP2
2751 ReportingQty Qty Represents the reportable quantity on fill when an instance of the Parties component with PartyRole(452) = 73 (Execution Venue) is present to prevent having to compute running totals. FIX.5.0SP2
30 LastMkt Exchange If ExecType(150) = F (Trade), indicates the market where the trade was executed. If ExecType(150) = 0 (New (0), indicates the market where the order was routed. FIX.2.7 FIX.5.0SP2EP188
1430 VenueType char Identifies the type of venue where a trade was executed
Value SymbolicName Description Added Updated Deprecated
E Electronic Electronic exchange FIX.5.0SP1EP77 FIX.5.0SP2EP141
P Pit Pit FIX.5.0SP1EP77
X ExPit Ex-pit FIX.5.0SP1EP77 FIX.5.0SP2EP141
C ClearingHouse Clearinghouse FIX.5.0SP2EP141
R RegisteredMarket Markets registered with regulators such as exchange, multilateral trading facility (MTF), swap execution facility (SEF). In the context of regulatory reporting (e.g. CFTC reporting), this is used for regulated markets, e.g. swap markets. FIX.5.0SP2EP161
O OffMarket Off-book, off-facility. In the context of regulatory reporting (e.g. CFTC reporting) this identifies trades conducted away from a regulated market. FIX.5.0SP2EP161
B CentralLimitOrderBook Central limit order book FIX.5.0SP2EP163
Q QuoteDrivenMarket Quote driven market FIX.5.0SP2EP163
D DarkOrderBook Dark order book FIX.5.0SP2EP163
A AuctionDrivenMarket Markets where matching occurs only in scheduled auctions. FIX.5.0SP2EP216
N QuoteNegotiation Discretionary quoting on request or "request for quote" market. FIX.5.0SP2EP216
V VoiceNegotiation A trading system where transactions between members are arranged through voice negotiation. FIX.5.0SP2EP228
H HybridMarket A hybrid system falling into two or more types of trading systems. Can also be used for ESMA RTS 1 "other type of trading system". FIX.5.0SP2EP228
FIX.5.0SP2
1300 MarketSegmentID String Identifies the market segment FIX.5.0SP2 FIX.5.0SP2EP209
100 ExDestination Exchange Execution destination as defined by institution when order is entered.
Valid values:
See "Appendix 6-C" 		FIX.5.0SP2 FIX.5.0SP2EP209
1133 ExDestinationIDSource char The ID source of ExDestination
Value SymbolicName Description Added Updated Deprecated
B BIC BIC (Bank Identification Code) (ISO 9362) FIX.4.4EP-1
C GeneralIdentifier Generally accepted market participant identifier (e.g. NASD mnemonic) FIX.4.4EP-1
D Proprietary Proprietary / Custom code FIX.4.4EP-1
E ISOCountryCode ISO Country Code FIX.4.4EP-1
G MIC MIC (ISO 10383 - Market Identifier Code) FIX.4.4EP-1
FIX.5.0SP2 FIX.5.0SP2EP209
2704 ExDestinationType int Identifies the type of execution destination for the order.
Value SymbolicName Description Added Updated Deprecated
0 NoRestriction May be used for MiFID II to indicate no restriction on where the order is executed. FIX.5.0SP2EP228
1 TradedOnlyOnTradingVenue May be used for MiFID II to indicate the order can only be executed on a trading venue. FIX.5.0SP2EP228
2 TradedOnlyOnSI May be used for MiFID II to indicate the order can only be executed on a Systematic Internaliser. FIX.5.0SP2EP228
3 TradedOnTradingVenueOrSI May be used for MiFID II to indicate the order can be executed on either a trading venue or a Systematic Internaliser. FIX.5.0SP2EP228
FIX.5.0SP2
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
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
943 TimeBracket String A code that represents a time interval in which a fill or trade occurred.
Required for US futures markets. 		FIX.4.4
29 LastCapacity char Broker capacity in order execution
Value SymbolicName Description Added Updated Deprecated
1 Agent Agent FIX.2.7
2 CrossAsAgent Cross as agent FIX.2.7
3 CrossAsPrincipal Cross as principal FIX.2.7
4 Principal Principal FIX.2.7
5 RisklessPrincipal Riskless principal FIX.5.0SP2EP222
FIX.2.7
LimitAmts Insert here the set of "LimitAmts" fields defined in "Common Components" FIX.5.0SP2
151 LeavesQty ✔ Qty Quantity open for further execution. If the OrdStatus(39) is = 4 (Canceled), 3 (Done For Day), C (Expired), B (Calculated), or 8 (Rejected) (in which case the order is no longer active) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) - CumQty(14). FIX.4.1 FIX.5.0SP2EP188
14 CumQty ✔ Qty Currently executed quantity for chain of orders. FIX.2.7
84 CxlQty Qty Can be used to specify the remaining quantity that was cancelled prior to order reaching terminal state (i.e. when LeavesQty(151)=0). If specified, OrderQty(38) = CumQty(14) + CxlQty(84). FIX.5.0SP2
6 AvgPx Price Not required for markets where average price is not calculated by the market. Conditionally required otherwise. FIX.2.7
424 DayOrderQty Qty For GT orders on days following the day of the first trade. FIX.4.2
425 DayCumQty Qty For GT orders on days following the day of the first trade. FIX.4.2
426 DayAvgPx Price For GT orders on days following the day of the first trade. FIX.4.2
1361 TotNoFills int Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17). FIX.5.0 FIX.5.0SP2EP188
893 LastFragment Boolean Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.5.0
FillsGrp Specifies the partial fills included in this ExecutionReport(35=8), mutually exclusive with OrderEventGrp component. FIX.5.0 FIX.5.0SP2EP131
OrderEventGrp Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component. FIX.5.0SP2
427 GTBookingInst int States whether executions are booked out or accumulated on a partially filled GT order
Value SymbolicName Description Added Updated Deprecated
0 BookOutAllTradesOnDayOfExecution Book out all trades on day of execution FIX.4.2
1 AccumulateUntilFilledOrExpired Accumulate executions until order is filled or expires FIX.4.2
2 AccumulateUntilVerballyNotifiedOtherwise Accumulate until verbally notified otherwise FIX.4.2
FIX.4.2
75 TradeDate LocalMktDate Used when reporting other than current day trades. FIX.2.7
60 TransactTime UTCTimestamp Time the transaction represented by this ExecutionReport(35=8) occurred. FIX.2.7 FIX.5.0SP2EP131
113 ReportToExch Boolean Identifies party of trade responsible for exchange reporting.
Value SymbolicName Description Added Updated Deprecated
N SenderReports Indicates the party sending message will report trade FIX.3.0
Y ReceiverReports Indicates the party receiving message must report trade FIX.3.0
FIX.3.0
CommissionData Note: On a fill/partial-fill message, it represents value for that fill/partial fill. On ExecType(150) = B (Calculated), it represents cumulative value for the order. FIX.4.3 FIX.5.0SP2EP204
CommissionDataGrp Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. FIX.5.0SP2
SpreadOrBenchmarkCurveData FIX.4.3 FIX.5.0SP2EP188
RelativeValueGrp None FIX.5.0SP2
YieldData FIX.4.3 FIX.5.0SP2EP188
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
157 NumDaysInterest int Number of Days of Interest for convertible bonds and fixed income. Note value may be negative. FIX.4.3
230 ExDate LocalMktDate The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity).
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.3
158 AccruedInterestRate Percentage The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond. FIX.4.3
159 AccruedInterestAmt Amt Amount of Accrued Interest for convertible bonds and fixed income FIX.4.3
738 InterestAtMaturity Amt For fixed income products which pay lump-sum interest at maturity. FIX.4.4
920 EndAccruedInterestAmt Amt For repurchase agreements the accrued interest on termination. FIX.4.4
921 StartCash Amt For repurchase agreements the start (dirty) cash consideration. FIX.4.4 FIX.5.0SP2EP188
922 EndCash Amt For repurchase agreements the end (dirty) cash consideration. FIX.4.4 FIX.5.0SP2EP188
258 TradedFlatSwitch Boolean Driver and part of trade in the event that the Security Master file was wrong at the point of entry(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Value SymbolicName Description Added Updated Deprecated
N NotTradedFlat Not Traded Flat FIX.4.3
Y TradedFlat Traded Flat FIX.4.3
FIX.4.3
259 BasisFeatureDate LocalMktDate BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.3
260 BasisFeaturePrice Price Price for BasisFeatureDate.
See BasisFeatureDate (259)
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.3
238 Concession Amt Provides the reduction in price for the secondary market in Muncipals.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.3
237 TotalTakedown Amt The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.3
118 NetMoney Amt On a fill/partial fill message, it represents value for that fill/partial fill. On a ExecType(150) = B (Calculated) message, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency(15) field. FIX.4.0 FIX.5.0SP2EP188
119 SettlCurrAmt Amt Used to report results of forex accommodation trade. FIX.4.0 FIX.5.0SP2EP188
120 SettlCurrency Currency Used to report results of forex accommodation trade. Required for Non-Deliverable Forwards. FIX.4.0 FIX.5.0SP2EP188
RateSource FIX.5.0SP1
2795 OffshoreIndicator int Indicates the type of the currency rate being used. This is relevant for currencies that have offshore rate that different from onshore rate.
Value SymbolicName Description Added Updated Deprecated
0 Regular The notion of onshore and offshore rates does not apply. FIX.5.0SP2EP247
1 Offshore Used to indicate that the rate specified is an offshore rate which differs from its onshore rate. FIX.5.0SP2EP247
2 Onshore Used to indicate that the rate specified is an onshore rate which differs from its offshore rate. FIX.5.0SP2EP247
FIX.5.0SP2
155 SettlCurrFxRate float Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120). FIX.4.1 FIX.5.0SP2EP188
156 SettlCurrFxRateCalc char Specifies whether the 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.5.0SP2EP188
21 HandlInst char Instructions for order handling on Broker trading floor
Value SymbolicName Description Added Updated Deprecated
1 AutomatedExecutionNoIntervention Automated execution order, private, no Broker intervention FIX.2.7
2 AutomatedExecutionInterventionOK Automated execution order, public, Broker intervention OK FIX.2.7
3 ManualOrder Manual order, best execution FIX.2.7
FIX.4.2
110 MinQty Qty Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int) 		FIX.4.2
1822 MinQtyMethod int Indicates how the minimum quantity should be applied when executing the order.
Value SymbolicName Description Added Updated Deprecated
1 Once Once (applies only to first execution) FIX.5.0SP2EP131
2 Multiple Multiple (applies to every execution) FIX.5.0SP2EP131
FIX.5.0SP2
1089 MatchIncrement Qty Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement. FIX.4.4
1090 MaxPriceLevels int Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit. FIX.4.4
2676 MaximumPricePercentage Percentage Maximum deviation, in percentage terms, of an execution price from a reference price, e.g. the initial price of a match event. FIX.5.0SP2
ValueChecksGrp FIX.5.0SP2
MatchingInstructions FIX.5.0SP2
2362 SelfMatchPreventionID String May be used as an alternative to MatchingInstructions when the identifier does not appear in another field. FIX.5.0SP2
2523 CrossedIndicator int None
Value SymbolicName Description Added Updated Deprecated
0 NoCross Crossing did not occur. FIX.5.0SP2EP218
1 CrossRejected Crossing occurred but execution was prevented, e.g. due to self-match prevention. FIX.5.0SP2EP218
2 CrossAccepted Crossing occurred but execution was permitted. FIX.5.0SP2EP218
FIX.5.0SP2
DisplayInstruction FIX.4.4 FIX.5.0SP2EP188
DisclosureInstructionGrp FIX.5.0SP2 FIX.5.0SP2EP188
111 MaxFloor Qty The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. FIX.4.2 FIX.5.0SP2EP195 FIX.5.0SP2EP195
1816 ClearingAccountType int Designates the account type to be used for the order when submitted to clearing.
Value SymbolicName Description Added Updated Deprecated
1 Customer Customer FIX.5.0SP2EP131
2 Firm Firm FIX.5.0SP2EP131
3 MarketMaker Market maker FIX.5.0SP2EP131
FIX.5.0SP2
77 PositionEffect char For use in derivatives omnibus accounting
Value SymbolicName Description Added Updated Deprecated
C Close Close FIX.4.1
F FIFO FIFO FIX.4.3
O Open Open FIX.4.1
R Rolled Rolled FIX.4.3
N CloseButNotifyOnOpen Close but notify on open FIX.5.0EP61
D Default Default FIX.5.0EP61
FIX.4.2
210 MaxShow Qty Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI).
(Prior to FIX 4.2 this field was of type int) 		FIX.4.2 FIX.5.0
775 BookingType int Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
Value SymbolicName Description Added Updated Deprecated
0 RegularBooking Regular booking FIX.4.4
1 CFD CFD (Contract for difference) FIX.4.4
2 TotalReturnSwap Total Return Swap FIX.4.4
FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
193 SettlDate2 LocalMktDate Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. FIX.4.2 FIX.5.0
192 OrderQty2 Qty Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. FIX.4.2 FIX.5.0
641 LastForwardPoints2 PriceOffset Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. FIX.4.3 FIX.5.0SP2EP195 FIX.5.0SP2EP195
442 MultiLegReportingType char Default is a single security if not specified.
Value SymbolicName Description Added Updated Deprecated
1 SingleSecurity Single security (default if not specified) FIX.4.2 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
1385 ContingencyType int For contingency orders, the type of contingency as specified in the order.
Value SymbolicName Description Added Updated Deprecated
1 OneCancelsTheOther One Cancels the Other (OCO) FIX.5.0EP60
2 OneTriggersTheOther One Triggers the Other (OTO) FIX.5.0EP60
3 OneUpdatesTheOtherAbsolute One Updates the Other (OUO) - Absolute Quantity Reduction FIX.5.0EP60
4 OneUpdatesTheOtherProportional One Updates the Other (OUO) - Proportional Quantity Reduction FIX.5.0EP60
5 BidAndOffer Bid and Offer FIX.5.0SP2EP100
6 BidAndOfferOCO Bid and Offer OCO FIX.5.0SP2EP100
FIX.5.0SP2
480 CancellationRights char For CIV - Optional
Value SymbolicName Description Added Updated Deprecated
Y Yes Yes FIX.4.3
N NoExecutionOnly No - Execution Only FIX.4.3
M NoWaiverAgreement No - Waiver agreement FIX.4.3
O NoInstitutional No - Institutional FIX.4.3
FIX.4.3
481 MoneyLaunderingStatus char A one character code identifying Money laundering status.
Value SymbolicName Description Added Updated Deprecated
Y Passed Passed FIX.4.3
N NotChecked Not Checked FIX.4.3
1 ExemptBelowLimit Exempt - Below the Limit FIX.4.3
2 ExemptMoneyType Exempt - Client Money Type exemption FIX.4.3
3 ExemptAuthorised Exempt - Authorised Credit or financial institution FIX.4.3
FIX.4.3
513 RegistID String Reference to Registration Instructions message for this Order. FIX.4.3
494 Designation String Supplementary registration information for this Order FIX.4.3
483 TransBkdTime UTCTimestamp For CIV - Optional FIX.4.3
515 ExecValuationPoint UTCTimestamp For CIV - Optional FIX.4.3
484 ExecPriceType char For CIV - Optional
Value SymbolicName Description Added Updated Deprecated
B BidPrice Bid price FIX.4.3
C CreationPrice Creation price FIX.4.3
D CreationPricePlusAdjustmentPercent Creation price plus adjustment percent FIX.4.3
E CreationPricePlusAdjustmentAmount Creation price plus adjustment amount FIX.4.3
O OfferPrice Offer price FIX.4.3
P OfferPriceMinusAdjustmentPercent Offer price minus adjustment percent FIX.4.3
Q OfferPriceMinusAdjustmentAmount Offer price minus adjustment amount FIX.4.3
S SinglePrice Single price FIX.4.3
FIX.4.3
485 ExecPriceAdjustment float For CIV - Optional FIX.4.3
638 PriorityIndicator int Indicates if a Cancel/Replace has caused an order to lose book priority.
Value SymbolicName Description Added Updated Deprecated
0 PriorityUnchanged Priority unchanged FIX.4.3
1 LostPriorityAsResultOfOrderChange Lost Priority as result of order change FIX.4.3
FIX.4.3
639 PriceImprovement PriceOffset Amount of price improvement. FIX.4.3
851 LastLiquidityInd int Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled).
Value SymbolicName Description Added Updated Deprecated
1 AddedLiquidity Added Liquidity FIX.4.4
2 RemovedLiquidity Removed Liquidity FIX.4.4
3 LiquidityRoutedOut Liquidity Routed Out FIX.4.4
4 Auction Auction FIX.5.0EP57
5 TriggeredStopOrder Fill was the result of a stop order being triggered and immediately executed. FIX.5.0SP2EP223
6 TriggeredContingencyOrder Fill was the result of a contingency order (OCO, OTO, OUO) becoming active (after cancelling or updating another order) and being immediately executed. FIX.5.0SP2EP223
7 TriggeredMarketOrder Fill was the result of a market order being triggered due to an executable orderbook situation. FIX.5.0SP2EP223
FIX.4.4 FIX.5.0SP2EP188
ContAmtGrp FIX.4.4 FIX.5.0SP2EP188
InstrmtLegExecGrp Specifies the leg executions of a multi-leg order or quote. FIX.4.4 FIX.5.0SP2EP188
797 CopyMsgIndicator Boolean Indicates whether or not this message is a drop copy of another message. FIX.4.4
MiscFeesGrp Required if any miscellaneous fees are reported. FIX.4.4 FIX.5.0SP1EP95
1380 DividendYield Percentage The continuously-compounded annualized dividend yield of the underlying(s) of an option. Used as a parameter to theoretical option pricing models. FIX.5.0
1028 ManualOrderIndicator Boolean Indicates if the order was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software). FIX.4.4
1029 CustDirectedOrder Boolean Indicates if the customer directed this order to a specific execution venue "Y" or not "N".
A default of "N" customer did not direct this order should be used in the case where the information is both missing and essential. 		FIX.4.4
1030 ReceivedDeptID String Identifies the broker-dealer department that first took the order. FIX.4.4 FIX.5.0SP2EP195 FIX.5.0SP2EP195
1031 CustOrderHandlingInst MultipleStringValue Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.
NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only.

For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list.

For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified.
Value SymbolicName Description Added Updated Deprecated
ADD AddOnOrder Add-on order FIX.4.4EP-1 FIX.5.0SP2EP135
AON AllOrNone All or none FIX.4.4EP-1 FIX.5.0SP2EP135
CNH CashNotHeld Cash not held FIX.4.4EP-1 FIX.5.0SP2EP135
DIR DirectedOrder Directed order FIX.4.4EP-1 FIX.5.0SP2EP135
E.W ExchangeForPhysicalTransaction Exchange for physical transaction FIX.4.4EP-1 FIX.5.0SP2EP135
FOK FillOrKill Fill or kill FIX.4.4EP-1 FIX.5.0SP2EP135
IO ImbalanceOnly Imbalance only FIX.4.4EP-1 FIX.5.0SP2EP135
IOC ImmediateOrCancel Immediate or cancel FIX.4.4EP-1 FIX.5.0SP2EP135
LOO LimitOnOpen Limit on open FIX.4.4EP-1 FIX.5.0SP2EP135
LOC LimitOnClose Limit on Close FIX.4.4EP-1 FIX.5.0SP2EP135
MAO MarketAtOpen Market at Open FIX.4.4EP-1 FIX.5.0SP2EP135
MAC MarketAtClose Market at close FIX.4.4EP-1 FIX.5.0SP2EP135
MOO MarketOnOpen Market on open FIX.4.4EP-1 FIX.5.0SP2EP135
MOC MarketOnClose Market on close FIX.4.4EP-1 FIX.5.0SP2EP135
MQT MinimumQuantity Minimum quantity FIX.4.4EP-1 FIX.5.0SP2EP135
NH NotHeld Not held FIX.4.4EP-1 FIX.5.0SP2EP135
OVD OverTheDay Over the day FIX.4.4EP-1 FIX.5.0SP2EP135
PEG Pegged Pegged FIX.4.4EP-1 FIX.5.0SP2EP135
RSV ReserveSizeOrder Reserve size order FIX.4.4EP-1 FIX.5.0SP2EP135
S.W StopStockTransaction Stop stock transaction FIX.4.4EP-1 FIX.5.0SP2EP135
SCL Scale Scale FIX.4.4EP-1 FIX.5.0SP2EP135
TMO TimeOrder Time order FIX.4.4EP-1 FIX.5.0SP2EP135
TS TrailingStop Trailing stop FIX.4.4EP-1 FIX.5.0SP2EP135
WRK Work Work FIX.4.4EP-1 FIX.5.0SP2EP135
A PhoneSimple Phone simple FIX.5.0SP2EP133
B PhoneComplex Phone complex FIX.5.0SP2EP133
C FCMProvidedScreen FCM provided screen FIX.5.0SP2EP133
D OtherProvidedScreen Other provided screen FIX.5.0SP2EP133
E ClientProvidedPlatformControlledByFCM Client provided platform controlled by FCM FIX.5.0SP2EP133
F ClientProvidedPlatformDirectToExchange Client provided platform direct to exchange FIX.5.0SP2EP133
G GOrderAndFCMAPIorFIX G Order(FINRA OATS), FCM API or FIX(FIA Execution Source) FIX.5.0SP2EP133 FIX.5.0SP2EP135
H AlgoEngine Algo engine FIX.5.0SP2EP133
J PriceAtExecution Price at execution (price added at initial order entry, trading, middle office or time of give-up) FIX.5.0SP2EP133
W DeskElectronic Desk - electronic FIX.5.0SP2EP133
X DeskPit Desk - pit FIX.5.0SP2EP133
Y ClientElectronic Client - electronic FIX.5.0SP2EP133
Z ClientPit Client - pit FIX.5.0SP2EP133
CND ConditionalOrder Conditional order FIX.5.0SP2EP135
CSH DeliveryInstructionsCash Delivery instructions - cash FIX.5.0SP2EP135
DLO DiscretionaryLimitOrder Discretionary limit order FIX.5.0SP2EP135
IDX IntraDayCross Intraday cross FIX.5.0SP2EP135
ISO IntermarketSweepOrder Intermarket sweep order FIX.5.0SP2EP135
MPT MergerRelatedTransferPosition Merger related transfer position FIX.5.0SP2EP135
MTL MarketToLimit Market to limit FIX.5.0SP2EP135
ND DeliveryInstructionsNextDay Delivery instructions - next day FIX.5.0SP2EP135
OPT OptionsRelatedTransaction Options related transaction FIX.5.0SP2EP135
SLR DeliveryInstructionsSellersOption Delivery instructions - sellers option FIX.5.0SP2EP135
F0 StayOnOfferside Stay on offerside FIX.5.0SP2EP135
F3 GoAlong Go along FIX.5.0SP2EP135
F6 ParticipateDoNotInitiate Participate do not initiate FIX.5.0SP2EP135
F7 StrictScale Strict scale FIX.5.0SP2EP135
F8 TryToScale Try to scale FIX.5.0SP2EP135
F9 StayOnBidside Stay on bidside FIX.5.0SP2EP135
FA NoCross No cross FIX.5.0SP2EP135
FB OKToCross OK to cross FIX.5.0SP2EP135
FC CallFirst Call first FIX.5.0SP2EP135
FD PercentOfVolume Percent of volume FIX.5.0SP2EP135
FH ReinstateOnSystemFailure Reinstate on system failure FIX.5.0SP2EP135
FI InstitutionOnly Institution only FIX.5.0SP2EP135
FJ ReinstateOnTradingHalt Reinstate on trading halt FIX.5.0SP2EP135
FK CancelOnTradingHalf Cancel on trading half FIX.5.0SP2EP135
FL LastPeg Last peg FIX.5.0SP2EP135
FM MidPricePeg Mid-price peg FIX.5.0SP2EP135
FN NonNegotiable Non-negotiable FIX.5.0SP2EP135
FO OpeningPeg Opening peg FIX.5.0SP2EP135
FP MarketPeg Market peg FIX.5.0SP2EP135
FQ CancelOnSystemFailure Cancel on system failure FIX.5.0SP2EP135
FR PrimaryPeg Primary peg FIX.5.0SP2EP135
FS Suspend Suspend FIX.5.0SP2EP135
FT FixedPegToLocalBBO Fixed peg to local best bid or offer at time of order FIX.5.0SP2EP135
FW PegToVWAP Peg to VWAP FIX.5.0SP2EP135
FX TradeAlong Trade along FIX.5.0SP2EP135
FY TryToStop Try to stop FIX.5.0SP2EP135
FZ CancelIfNotBest Cancel if not best FIX.5.0SP2EP135
Fb StrictLimit Strict limit FIX.5.0SP2EP135
Fc IgnorePriceValidityChecks Ignore price validity checks FIX.5.0SP2EP135
Fd PegToLimitPrice Peg to Limit Price FIX.5.0SP2EP135
Fe WorkToTargetStrategy Work to target strategy FIX.5.0SP2EP135
FIX.4.4
1032 OrderHandlingInstSource int Identifies the class or source of the order handling instruction values.  Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035).
Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified.
Value SymbolicName Description Added Updated Deprecated
1 FINRAOATS FINRA OATS FIX.4.4EP-1 FIX.5.0SP2EP135
2 FIAExecutionSourceCode FIA Execution Source Code FIX.5.0SP2EP133
FIX.4.4
1724 OrderOrigination int Identifies the origin of the order.
Value SymbolicName Description Added Updated Deprecated
1 OrderReceivedFromCustomer Order received from a customer FIX.5.0SP2EP135
2 OrderReceivedFromWithinFirm Order received from within the firm FIX.5.0SP2EP135
3 OrderReceivedFromAnotherBrokerDealer Order received from another broker-dealer FIX.5.0SP2EP135
4 OrderReceivedFromCustomerOrWithFirm Order received from a customer or originated with the firm FIX.5.0SP2EP135 FIX.5.0SP2EP222
5 OrderReceivedFromDirectAccessCustomer Order received from a direct access or sponsored access customer FIX.5.0SP2EP222
FIX.5.0SP2
1725 OriginatingDeptID String An identifier representing the department or desk within the firm that originated the order. FIX.5.0SP2
1726 ReceivingDeptID String An identifier representing the department or desk within the firm that received the order. FIX.5.0SP2
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.5.0SP2
2679 OrderOwnershipIndicator int Can be used to highlight change of order ownership.
Value SymbolicName Description Added Updated Deprecated
0 NoChange No change of ownership (default) FIX.5.0SP2EP223
1 ExecutingPartyChange Executing party can be given either implicitly via session attributes or explicitly via Parties component. The party taking over ownership must also be the one submitting the request. FIX.5.0SP2EP223
2 EnteringPartyChange Entering party can be given either implicitly via session attributes or explicitly via Parties component. The party taking over ownership must also be the one submitting the request. FIX.5.0SP2EP223
3 SpecifiedPartyChange Ownership is transferred by a third party from/to the parties specified via Parties component together with PartyRoleQualifier(2376) = Current(18) and New(19). FIX.5.0SP2EP223
FIX.5.0SP2
TrdRegTimestamps FIX.4.4
TrdRegPublicationGrp FIX.5.0SP2
TradePriceConditionGrp FIX.5.0SP2
1188 Volatility float Annualized volatility for option model calculations FIX.5.0
1189 TimeToExpiration float Time to expiration in years calculated as the number of days remaining to expiration divided by 365 days per year. FIX.5.0
1190 RiskFreeRate float Interest rate. Usually some form of short term rate. FIX.5.0
811 PriceDelta float The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based.
This value is normally between -1.0 and 1.0. 		FIX.5.0
1917 CoverPrice Price The best quoted price received among those not traded. FIX.5.0SP2
ThrottleResponse FIX.5.0SP2
1080 RefOrderID String The ID reference to the order being hit or taken.

For pre-trade credit/risk limit check process, this is the reference to the placed order, quote request or quote for the credit/risk limit check. 		FIX.5.0SP2
1081 RefOrderIDSource char Used to specify what identifier, provided in order depth market data, to use when hitting (taking) a specific order or to identify what type of order or quote reference is being provided when seeking credit limit check.
Value SymbolicName Description Added Updated Deprecated
0 SecondaryOrderID SecondaryOrderID(198) FIX.4.4EP-1
1 OrderID OrderID(37) FIX.4.4EP-1
2 MDEntryID MDEntryID(278) FIX.4.4EP-1
3 QuoteEntryID QuoteEntryID(299) FIX.4.4EP-1
4 OriginalOrderID Original order ID FIX.5.0SP1EP77
5 QuoteID QuoteID(117) FIX.5.0SP2EP171
6 QuoteReqID QuoteReqID(131) FIX.5.0SP2EP171
FIX.5.0SP2
1806 RefClOrdID String Used to reference an order via ClOrdID(11). FIX.5.0SP2
1803 AuctionType int Type of auction order.
Value SymbolicName Description Added Updated Deprecated
1 BlockOrderAuction Block order auction FIX.5.0SP2EP131
2 DirectedOrderAuction Directed order auction FIX.5.0SP2EP131
3 ExposureOrderAuction Exposure order auction FIX.5.0SP2EP131
4 FlashOrderAuction Flash order auction FIX.5.0SP2EP131
5 FacilitationOrderAuction Facilitation order auction FIX.5.0SP2EP131
6 SolicitationOrderAuction Solicitation order auction FIX.5.0SP2EP131
7 PriceImprovementMechanism Price improvement mechanism (PIM) FIX.5.0SP2EP131
8 DirectedOrderPriceImprovementMechanism Directed Order price improvement mechanism (PIM) FIX.5.0SP2EP131
0 None None FIX.5.0SP2EP223
FIX.5.0SP2
1804 AuctionAllocationPct Percentage Percentage of matched quantity to be allocated to the submitter of the response to an auction order. FIX.5.0SP2
1808 LockedQty Qty Locked order quantity. FIX.5.0SP2
1809 SecondaryLockedQty Qty Locked order quantity in addition to LockedQty (1808), e.g. to distinguish total locked quantity from currently locked quantity. FIX.5.0SP2
1807 LockType int Indicates whether an order is locked and for what reason.
Value SymbolicName Description Added Updated Deprecated
0 NotLocked Not locked FIX.5.0SP2EP131
1 AwayMarketNetter Away market better FIX.5.0SP2EP131
2 ThreeTickLocked Three tick locked FIX.5.0SP2EP131
3 LockedByMarketMaker Locked by market maker FIX.5.0SP2EP131
4 DirectedOrderLock Directed order lock FIX.5.0SP2EP131
5 MultilegLock Lock in the context of multileg orders where legs are executed independently and the entire order is locked until matching information is available for all legs. A multileg order or quote must be matched in its entirety or not at all. For example, one of the legs may be a stock leg sent to a different execution venue that may or may not be able to fill it. FIX.5.0SP2EP131
6 MarketOrderLock Market order lock FIX.5.0SP2EP131
7 PreAssignmentLock Pre-assignment lock FIX.5.0SP2EP131
FIX.5.0SP2
1810 ReleaseInstruction int Instruction to define conditions under which to release a locked order or parts of it.
Value SymbolicName Description Added Updated Deprecated
1 ISO Intermarket Sweep Order (ISO) FIX.5.0SP2EP131
2 NoAwayMarketBetterCheck No Away Market Better check FIX.5.0SP2EP131
FIX.5.0SP2
1811 ReleaseQty Qty Quantity to be made available, i.e. released from a lock. FIX.5.0SP2
1819 RelatedHighPrice Price Upper boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. FIX.5.0SP2
1820 RelatedLowPrice Price Lower boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. FIX.5.0SP2
1821 RelatedPriceSource int Source for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Can be used together with RelatedHighPrice (1819) and/or RelatedLowPrice (1820).
Value SymbolicName Description Added Updated Deprecated
1 NBBid NBB (National Best Bid) FIX.5.0SP2EP131
2 NBOffer NBO (National Best Offer) FIX.5.0SP2EP131
FIX.5.0SP2
StandardTrailer ✔ FIX.2.7

OrderCancelReject (35=9)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 9 FIX.2.7
37 OrderID ✔ String If CxlRejReason="Unknown order", specify "NONE". FIX.2.7
2422 OrderRequestID int Required if provided on the order cancel or cancel/replace request. Echo back the value provided by the requester. FIX.5.0SP2
198 SecondaryOrderID String Can be used to provide order id used by exchange or executing system. FIX.4.1
526 SecondaryClOrdID String Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. FIX.4.3
11 ClOrdID ✔ String Unique order id assigned by institution or by the intermediary with closest association with the investor. to the cancel request or to the replacement order. FIX.2.7
583 ClOrdLinkID String Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. FIX.4.3
41 OrigClOrdID String ClOrdID(11) which could not be canceled/replaced. ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID. FIX.4.1
39 OrdStatus ✔ char OrdStatus value after this cancel reject is applied. If CxlRejReason = "Unknown Order", specify Rejected.
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.2.7
1 PartiallyFilled Partially filled FIX.2.7
2 Filled Filled FIX.2.7
3 DoneForDay Done for day FIX.2.7
4 Canceled Canceled FIX.2.7
5 Replaced Replaced (No longer used) FIX.4.4EP35 FIX.4.3
6 PendingCancel Pending Cancel (i.e. result of Order Cancel Request) FIX.2.7
7 Stopped Stopped FIX.2.7
8 Rejected Rejected FIX.2.7
9 Suspended Suspended FIX.3.0
A PendingNew Pending New FIX.3.0
B Calculated Calculated FIX.4.0
C Expired Expired FIX.4.0
D AcceptedForBidding Accepted for Bidding FIX.4.2
E PendingReplace Pending Replace (i.e. result of Order Cancel/Replace Request) FIX.4.2
FIX.4.1
636 WorkingIndicator Boolean For optional use with OrdStatus = 0 (New)
Value SymbolicName Description Added Updated Deprecated
N NotWorking Order has been accepted but not yet in a working state FIX.4.3
Y Working Order is currently being worked FIX.4.3
FIX.4.3
586 OrigOrdModTime UTCTimestamp The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. The use of this approach is not recommended. FIX.4.3
66 ListID String Required for rejects against orders which were submitted as part of a list. FIX.2.7
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.2
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with an order
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
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
229 TradeOriginationDate LocalMktDate Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.3
75 TradeDate LocalMktDate Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.4
60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. 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
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
1328 RejectText String Reason description for rejecting the transaction request. FIX.5.0SP2
1664 EncodedRejectTextLen Length Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. FIX.5.0SP2
1665 EncodedRejectText data Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
100 ExDestination Exchange Execution destination as defined by institution when order is entered.
Valid values:
See "Appendix 6-C" 		FIX.5.0SP2
1133 ExDestinationIDSource char The ID source of ExDestination
Value SymbolicName Description Added Updated Deprecated
B BIC BIC (Bank Identification Code) (ISO 9362) FIX.4.4EP-1
C GeneralIdentifier Generally accepted market participant identifier (e.g. NASD mnemonic) FIX.4.4EP-1
D Proprietary Proprietary / Custom code FIX.4.4EP-1
E ISOCountryCode ISO Country Code FIX.4.4EP-1
G MIC MIC (ISO 10383 - Market Identifier Code) FIX.4.4EP-1
FIX.5.0SP2
Parties FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
StandardTrailer ✔ FIX.2.7

Logon (35=A)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = A FIX.2.7
98 EncryptMethod ✔ int (Always unencrypted)
Value SymbolicName Description Added Updated Deprecated
0 None None / Other FIX.2.7
1 PKCS PKCS (Proprietary) FIX.2.7
2 DES DES (ECB Mode) FIX.2.7
3 PKCSDES PKCS / DES (Proprietary) FIX.2.7
4 PGPDES PGP / DES (Defunct) FIX.3.0
5 PGPDESMD5 PGP / DES-MD5 (See app note on FIX web site) FIX.4.0
6 PEM PEM / DES-MD5 (see app note on FIX web site) FIX.4.0
FIX.2.7
108 HeartBtInt ✔ int Note same value used by both sides FIX.3.0
95 RawDataLength Length Required for some authentication methods FIX.2.7
96 RawData data Required for some authentication methods FIX.2.7
141 ResetSeqNumFlag Boolean Indicates both sides of a FIX session should reset sequence numbers
Value SymbolicName Description Added Updated Deprecated
N No No FIX.4.1
Y Yes Yes, reset sequence numbers FIX.4.1
FIX.4.1
789 NextExpectedMsgSeqNum SeqNum Optional, alternative via counterparty bi-lateral agreement message gap detection and recovery approach (see "Logon Message NextExpectedMsgSeqNum Processing" section) FIX.4.4
383 MaxMessageSize Length Can be used to specify the maximum number of bytes supported for messages received FIX.4.2
MsgTypeGrp FIX.4.4
464 TestMessageIndicator Boolean Can be used to specify that this FIX session will be sending and receiving "test" vs. "production" messages.
Value SymbolicName Description Added Updated Deprecated
N False False (production) FIX.4.3 FIX.5.0SP2EP204
Y True True (test) FIX.4.3 FIX.5.0SP2EP204
FIX.4.3
553 Username String Userid or username. FIX.4.3
554 Password String Note: minimal security exists without transport-level encryption. FIX.4.3
925 NewPassword String Specifies a new password for the FIX Logon. The new password is used for subsequent logons. FIX.5.0
1400 EncryptedPasswordMethod int Enumeration defining the encryption method used to encrypt password fields.
At this time there are no encryption methods defined by FPL. 		FIX.5.0
1401 EncryptedPasswordLen Length Length of the EncryptedPassword(1402) field FIX.5.0
1402 EncryptedPassword data Encrypted password - encrypted via the method specified in the field EncryptedPasswordMethod(1400) FIX.5.0
1403 EncryptedNewPasswordLen Length Length of the EncryptedNewPassword(1404) field FIX.5.0
1404 EncryptedNewPassword data Encrypted new password- encrypted via the method specified in the field EncryptedPasswordMethod(1400) FIX.5.0
1409 SessionStatus int Session status at time of logon. Field is intended to be used when the logon is sent as an acknowledgement from acceptor of the FIX session.
Value SymbolicName Description Added Updated Deprecated
0 SessionActive Session active FIX.5.0EP56
1 SessionPasswordChanged Session password changed FIX.5.0EP56
2 SessionPasswordDueToExpire Session password due to expire FIX.5.0EP56
3 NewSessionPasswordDoesNotComplyWithPolicy New session password does not comply with policy FIX.5.0EP56
4 SessionLogoutComplete Session logout complete FIX.5.0EP56
5 InvalidUsernameOrPassword Invalid username or password FIX.5.0EP56
6 AccountLocked Account locked FIX.5.0EP56
7 LogonsAreNotAllowedAtThisTime Logons are not allowed at this time FIX.5.0EP56
8 PasswordExpired Password expired FIX.5.0EP56
9 ReceivedMsgSeqNumTooLow Received MsgSeqNum(34) is too low. FIX.5.0SP2EP124
10 ReceivedNextExpectedMsgSeqNumTooHigh Received NextExpectedMsgSeqNum(789) is too high. FIX.5.0SP2EP124
FIX.5.0
1137 DefaultApplVerID ✔ String The default version of FIX messages used in this session. FIX.4.4
1407 DefaultApplExtID int The default extension pack for FIX messages used in this session FIX.5.0
1408 DefaultCstmApplVerID String The default custom application version (dictionary) for FIX messages used in this session FIX.5.0
58 Text String Available to provide a response to logon when used as a logon acknowledgement from acceptor back to the logon initiator. FIX.5.0
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.5.0
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.5.0
StandardTrailer ✔ FIX.2.7

News (35=B)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = B FIX.2.7
ApplicationSequenceControl FIX.5.0
1472 NewsID String Unique identifer for News message FIX.5.0SP1
NewsRefGrp News items referenced by this News message FIX.5.0SP1
1473 NewsCategory int Category of news mesage.
Value SymbolicName Description Added Updated Deprecated
0 CompanyNews Company News FIX.5.0SP1EP90
1 MarketplaceNews Marketplace News FIX.5.0SP1EP90
2 FinancialMarketNews Financial Market News FIX.5.0SP1EP90
3 TechnicalNews Technical News FIX.5.0SP1EP90
99 OtherNews Other News FIX.5.0SP1EP90
FIX.5.0SP1
1474 LanguageCode Language Used to optionally specify the national language used for the News item. FIX.5.0SP1
42 OrigTime UTCTimestamp Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT")) FIX.2.7
61 Urgency char Urgency flag
Value SymbolicName Description Added Updated Deprecated
0 Normal Normal FIX.2.7
1 Flash Flash FIX.2.7
2 Background Background FIX.2.7
FIX.2.7
148 Headline ✔ String Specifies the headline text FIX.4.1
358 EncodedHeadlineLen Length Must be set if EncodedHeadline field is specified and must immediately precede it. FIX.4.2
359 EncodedHeadline data Encoded (non-ASCII characters) representation of the Headline field in the encoded format specified via the MessageEncoding field. FIX.4.2
RoutingGrp Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. FIX.4.4
1301 MarketID Exchange Used to optionally specify the market to which this News applies. FIX.5.0SP1
1300 MarketSegmentID String Used to optionally specify the market segment to which this News applies. FIX.5.0SP1
InstrmtGrp Specifies the number of repeating symbols (instruments) specified FIX.4.4
InstrmtLegGrp None FIX.4.4 FIX.5.0SP2EP201
UndInstrmtGrp Number of underlyings FIX.4.4
LinesOfTextGrp ✔ Specifies the number of repeating lines of text specified FIX.4.4
149 URLLink String A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) FIX.4.1
95 RawDataLength Length Number of bytes in raw data field. FIX.2.7
96 RawData data Unformatted raw data, can include bitmaps, word processor documents, etc. FIX.2.7
StandardTrailer ✔ FIX.2.7

Email (35=C)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = C FIX.2.7
164 EmailThreadID ✔ String Unique identifier for the email message thread FIX.4.1
94 EmailType ✔ char Email message type.
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.2.7
1 Reply Reply FIX.2.7
2 AdminReply Admin Reply FIX.2.7
FIX.2.7
42 OrigTime UTCTimestamp Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT")) FIX.2.7
147 Subject ✔ String Specifies the Subject text FIX.4.1
356 EncodedSubjectLen Length Must be set if EncodedSubject field is specified and must immediately precede it. FIX.4.2
357 EncodedSubject data Encoded (non-ASCII characters) representation of the Subject field in the encoded format specified via the MessageEncoding field. FIX.4.2
RoutingGrp Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. FIX.4.4
InstrmtGrp Specifies the number of repeating symbols (instruments) specified FIX.4.4
UndInstrmtGrp Number of underlyings FIX.4.4
InstrmtLegGrp None FIX.4.4 FIX.5.0SP2EP201
37 OrderID String Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. FIX.2.7
11 ClOrdID String Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. FIX.2.7
LinesOfTextGrp ✔ Specifies the number of repeating lines of text specified FIX.4.4
95 RawDataLength Length Number of bytes in raw data field. FIX.2.7
96 RawData data Unformatted raw data, can include bitmaps, word processor documents, etc. FIX.2.7
AttachmentGrp FIX.5.0SP2
StandardTrailer ✔ FIX.2.7

NewOrderSingle (35=D)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = D FIX.2.7
11 ClOrdID ✔ String Unique identifier of the order as assigned by institution or by the intermediary (CIV term, not a hub/service bureau) with closest association with the investor. FIX.2.7
2422 OrderRequestID int None FIX.5.0SP2
526 SecondaryClOrdID String Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. FIX.4.3
583 ClOrdLinkID String Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. FIX.4.3
Parties This is party information related to the submitter of the request. FIX.4.3 FIX.5.0SP2EP131
TargetParties Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. FIX.5.0SP2
229 TradeOriginationDate LocalMktDate Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.3
75 TradeDate LocalMktDate Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.4
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.2.7
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
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
589 DayBookingInst char Indicates whether or not automatic booking can occur.
Value SymbolicName Description Added Updated Deprecated
0 Auto Can trigger booking without reference to the order initiator ("auto") FIX.4.3
1 SpeakWithOrderInitiatorBeforeBooking Speak with order initiator before booking ("speak first") FIX.4.3
2 Accumulate Accumulate FIX.4.4
FIX.4.3
590 BookingUnit char Indicates what constitutes a bookable unit.
Value SymbolicName Description Added Updated Deprecated
0 EachPartialExecutionIsABookableUnit Each partial execution is a bookable unit FIX.4.3
1 AggregatePartialExecutionsOnThisOrder Aggregate partial executions on this order, and book one trade per order FIX.4.3
2 AggregateExecutionsForThisSymbol Aggregate executions for this symbol, side, and settlement date FIX.4.3
FIX.4.3
591 PreallocMethod char Indicates the method of preallocation.
Value SymbolicName Description Added Updated Deprecated
0 ProRata Pro rata FIX.4.3
1 DoNotProRata Do not pro-rata - discuss first FIX.4.3
FIX.4.3
70 AllocID String Used to assign an overall allocation id to the block of preallocations FIX.4.4
PreAllocGrp Number of repeating groups for pre-trade allocation FIX.4.4
63 SettlType String For NDFs either SettlType or SettlDate should be specified.
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 FIX.5.0SP1EP82
64 SettlDate LocalMktDate Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. For NDFs either SettlType or SettlDate should be specified. FIX.2.7 FIX.5.0SP1EP82
544 CashMargin char Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.
Value SymbolicName Description Added Updated Deprecated
1 Cash Cash FIX.4.3
2 MarginOpen Margin Open FIX.4.3
3 MarginClose Margin Close FIX.4.3
FIX.4.3
635 ClearingFeeIndicator String Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.
(Values source CBOT, CME, NYBOT, and NYMEX):
Value SymbolicName Description Added Updated Deprecated
1 FirstYearDelegate 1st year delegate trading for own account FIX.4.3
2 SecondYearDelegate 2nd year delegate trading for own account FIX.4.3
3 ThirdYearDelegate 3rd year delegate trading for own account FIX.4.3
4 FourthYearDelegate 4th year delegate trading for own account FIX.4.3
5 FifthYearDelegate 5th year delegate trading for own account FIX.4.3
9 SixthYearDelegate 6th year delegate trading for own account FIX.4.3
B CBOEMember CBOE Member FIX.4.3
C NonMemberAndCustomer Non-member and Customer FIX.4.3
E EquityMemberAndClearingMember Equity Member and Clearing Member FIX.4.3
F FullAndAssociateMember Full and Associate Member trading for own account and as floor brokers FIX.4.3
H Firms106HAnd106J 106.H and 106.J firms FIX.4.3
I GIM GIM, IDEM and COM Membership Interest Holders FIX.4.3
L Lessee106FEmployees Lessee 106.F Employees FIX.4.3
M AllOtherOwnershipTypes All other ownership types FIX.4.3
FIX.4.3
21 HandlInst char Instructions for order handling on Broker trading floor
Value SymbolicName Description Added Updated Deprecated
1 AutomatedExecutionNoIntervention Automated execution order, private, no Broker intervention FIX.2.7
2 AutomatedExecutionInterventionOK Automated execution order, public, Broker intervention OK FIX.2.7
3 ManualOrder Manual order, best execution FIX.2.7
FIX.2.7
18 ExecInst MultipleCharValue Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, W, a, d) must be specified.
Value SymbolicName Description Added Updated Deprecated
0 StayOnOfferSide Stay on offer side FIX.2.7
1 NotHeld Not held FIX.2.7
2 Work Work FIX.2.7
3 GoAlong Go along FIX.2.7
4 OverTheDay Over the day FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate Participate don't initiate FIX.2.7
7 StrictScale Strict scale FIX.2.7
8 TryToScale Try to scale FIX.2.7
9 StayOnBidSide Stay on bid side FIX.2.7
A NoCross 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
1805 AuctionInstruction int Instruction related to system generated auctions, e.g. flash order auctions.
Value SymbolicName Description Added Updated Deprecated
0 AutomatedAuctionPermitted Automatic auction permitted (default) FIX.5.0SP2EP131 FIX.5.0SP2EP208
1 AutomatedAuctionNotPermitted Automatic auction not permitted FIX.5.0SP2EP131
FIX.5.0SP2
110 MinQty Qty Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int) 		FIX.2.7
1822 MinQtyMethod int Indicates how the minimum quantity should be applied when executing the order.
Value SymbolicName Description Added Updated Deprecated
1 Once Once (applies only to first execution) FIX.5.0SP2EP131
2 Multiple Multiple (applies to every execution) FIX.5.0SP2EP131
FIX.5.0SP2
1089 MatchIncrement Qty Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement. FIX.4.4
1090 MaxPriceLevels int Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit. FIX.4.4
2676 MaximumPricePercentage Percentage Maximum deviation, in percentage terms, of an execution price from a reference price, e.g. the initial price of a match event. FIX.5.0SP2
ValueChecksGrp FIX.5.0SP2
MatchingInstructions FIX.5.0SP2
2362 SelfMatchPreventionID String May be used as an alternative to MatchingInstructions when the identifier does not appear in another field. FIX.5.0SP2
DisplayInstruction FIX.4.4
DisclosureInstructionGrp Specifies instructions to disclose certain order level information in market data. FIX.5.0SP2
111 MaxFloor Qty The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. FIX.2.7 FIX.5.0
1300 MarketSegmentID String Identifies the market segment FIX.5.0SP2
100 ExDestination Exchange Execution destination as defined by institution when order is entered.
Valid values:
See "Appendix 6-C" 		FIX.2.7
1133 ExDestinationIDSource char The ID source of ExDestination
Value SymbolicName Description Added Updated Deprecated
B BIC BIC (Bank Identification Code) (ISO 9362) FIX.4.4EP-1
C GeneralIdentifier Generally accepted market participant identifier (e.g. NASD mnemonic) FIX.4.4EP-1
D Proprietary Proprietary / Custom code FIX.4.4EP-1
E ISOCountryCode ISO Country Code FIX.4.4EP-1
G MIC MIC (ISO 10383 - Market Identifier Code) FIX.4.4EP-1
FIX.4.4
2704 ExDestinationType int Identifies the type of execution destination for the order.
Value SymbolicName Description Added Updated Deprecated
0 NoRestriction May be used for MiFID II to indicate no restriction on where the order is executed. FIX.5.0SP2EP228
1 TradedOnlyOnTradingVenue May be used for MiFID II to indicate the order can only be executed on a trading venue. FIX.5.0SP2EP228
2 TradedOnlyOnSI May be used for MiFID II to indicate the order can only be executed on a Systematic Internaliser. FIX.5.0SP2EP228
3 TradedOnTradingVenueOrSI May be used for MiFID II to indicate the order can be executed on either a trading venue or a Systematic Internaliser. FIX.5.0SP2EP228
FIX.5.0SP2
TrdgSesGrp Specifies the number of repeating TradingSessionIDs FIX.4.4
81 ProcessCode char Used to identify soft trades at order entry.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular FIX.2.7
1 SoftDollar Soft Dollar FIX.2.7
2 StepIn Step-In FIX.2.7
3 StepOut Step-Out FIX.2.7
4 SoftDollarStepIn Soft-dollar Step-In FIX.2.7
5 SoftDollarStepOut Soft-dollar Step-Out FIX.2.7
6 PlanSponsor Plan Sponsor FIX.4.0
FIX.2.7
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
FinancingDetails Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
UndInstrmtGrp Number of underlyings FIX.4.4
140 PrevClosePx Price Useful for verifying security identification FIX.4.0
54 Side ✔ char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed 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
2102 ShortMarkingExemptIndicator Boolean None FIX.5.0SP2
1688 ShortSaleExemptionReason int Available for optional use when Side(54) = 6(Sell short exempt).
Value SymbolicName Description Added Updated Deprecated
0 ExemptionReasonUnknown An exemption reason not provided or received. FIX.5.0SP2EP121
1 IncomingSSE Agency broker has the customer's exemption reason, which is not explicitly provided to executing broker. FIX.5.0SP2EP121
2 AboveNationalBestBid Broker / dealer responsible for enforcing exemption rule has determined that the order is priced one or more ticks above the nation best bid of the security to be traded. FIX.5.0SP2EP121
3 DelayedDelivery The broker-dealer has a reasonable basis to believe the seller owns the covered security (pursuant to Rule 200 in the U.S.), but is subject to restrictions on delivery, provided that the seller intends to deliver the security as soon as all restrictions on delivery have been removed. FIX.5.0SP2EP121
4 OddLot The broker-dealer has a reasonable basis to believe the sale is by a market maker to offset customer odd-lot orders or to liquidate an odd-lot position that changes such broker’s or dealer’s position by no more than a unit of trading. FIX.5.0SP2EP121
5 DomesticArbitrage The sale is connected to a bona-fide domestic arbitrage transaction. FIX.5.0SP2EP121
6 InternationalArbitrage The sale is connected to an international arbitrage transaction. FIX.5.0SP2EP121
7 UnderwriterOrSyndicateDistribution The short sale is (i) by an underwriter or member of a syndicate or group participating in the distribution of a security in connection with an over-allotment of securities; or (ii) is for purposes of a lay-off sale by an underwriter or member of a syndicate or group in connection with a distribution of securities through a rights or standby underwriting commitment. FIX.5.0SP2EP121
8 RisklessPrincipal The short sale is by a broker or dealer effecting the execution of a customer purchase or the execution of a customer “long” sale on a riskless principal basis. FIX.5.0SP2EP121
9 VWAP The short sale order is for the sale of a covered security at the volume weighted average price (VWAP) meeting certain criteria. FIX.5.0SP2EP121
FIX.5.0SP2 FIX.5.0SP2EP131
114 LocateReqd Boolean Required for short sell orders
Value SymbolicName Description Added Updated Deprecated
N No Indicates the broker is not required to locate FIX.4.0
Y Yes Indicates the broker is responsible for locating the stock FIX.4.0
FIX.4.0
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader, trading system, or intermediary. FIX.4.2
Stipulations Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" FIX.4.3
854 QtyType int Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts FIX.4.4 FIX.5.0SP2EP107
2 UnitsOfMeasurePerTimeUnit Unit of Measure per Time Unit FIX.4.4EP5 FIX.5.0SP2EP107
FIX.4.4
OrderQtyData ✔ FIX.4.3 FIX.5.0SP2EP221
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
423 PriceType int Code to represent the price type.
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.4.3
44 Price Price Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. FIX.2.7
1092 PriceProtectionScope char Defines the type of price protection the customer requires on their order.
Value SymbolicName Description Added Updated Deprecated
0 None None FIX.4.4EP-1
1 Local Local (Exchange, ECN, ATS) FIX.4.4EP-1
2 National National (Across all national markets) FIX.4.4EP-1
3 Global Global (Across all markets) FIX.4.4EP-1
FIX.4.4
99 StopPx Price Required for OrdType = "Stop" or OrdType = "Stop limit". FIX.2.7
TriggeringInstruction Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" FIX.5.0
SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" FIX.4.3
YieldData Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" FIX.4.3
15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.2.7
1740 TradePriceNegotiationMethod int Method used for negotiation of contract price.
Value SymbolicName Description Added Updated Deprecated
0 PercentPar Percent of par FIX.5.0SP2EP119
1 DealSpread Deal spread FIX.5.0SP2EP119
2 UpfrontPnts Upfront points FIX.5.0SP2EP119
3 UpfrontAmt Upfront amount FIX.5.0SP2EP119
4 ParUpfrontAmt Percent of par and upfront amount FIX.5.0SP2EP119
5 SpreadUpfrontAmt Deal spread and upfront amount FIX.5.0SP2EP119
6 UpfrontPntsAmt Upfront points and upfront amount FIX.5.0SP2EP119
FIX.5.0SP2
1741 UpfrontPriceType int Type of price used to determine upfront payment for swaps contracts.
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.5.0SP2EP119
3 FixedAmount Fixed amount (absolute value) FIX.5.0SP2EP119
FIX.5.0SP2
1742 UpfrontPrice Price Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). FIX.5.0SP2
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.2
2404 ComplianceText String Free text for compliance information required for regulatory reporting. FIX.5.0SP2
2351 EncodedComplianceTextLen Length Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. FIX.5.0SP2
2352 EncodedComplianceText data Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
377 SolicitedFlag Boolean Indicates whether or not the order was solicited.
Value SymbolicName Description Added Updated Deprecated
N WasNotSolicited Was not solicited FIX.4.2
Y WasSolicited Was solicited FIX.4.2
FIX.4.2
23 IOIID String Required for Previously Indicated Orders (OrdType=E) FIX.2.7
117 QuoteID String Required for Previously Quoted Orders (OrdType=D) FIX.4.0
59 TimeInForce char Absence of this field indicates Day order
Value SymbolicName Description Added Updated Deprecated
0 Day Day (or session) FIX.2.7
1 GoodTillCancel Good Till Cancel (GTC) FIX.2.7
2 AtTheOpening At the Opening (OPG) FIX.2.7
3 ImmediateOrCancel Immediate Or Cancel (IOC) FIX.2.7
4 FillOrKill Fill Or Kill (FOK) FIX.2.7
5 GoodTillCrossing Good Till Crossing (GTX) FIX.2.7
6 GoodTillDate Good Till Date (GTD) FIX.4.0
7 AtTheClose At the Close FIX.4.3
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
168 EffectiveTime UTCTimestamp Can specify the time at which the order should be considered valid FIX.4.2
432 ExpireDate LocalMktDate Conditionally required if TimeInForce = GTD and ExpireTime is not specified. FIX.4.2
126 ExpireTime UTCTimestamp Conditionally required if TimeInForce = GTD and ExpireDate is not specified. FIX.4.0
427 GTBookingInst int States whether executions are booked out or accumulated on a partially filled GT order
Value SymbolicName Description Added Updated Deprecated
0 BookOutAllTradesOnDayOfExecution Book out all trades on day of execution FIX.4.2
1 AccumulateUntilFilledOrExpired Accumulate executions until order is filled or expires FIX.4.2
2 AccumulateUntilVerballyNotifiedOtherwise Accumulate until verbally notified otherwise FIX.4.2
FIX.4.2
1629 ExposureDuration int Conditionally required when TimeInForce(59)=10 (Good for Time) FIX.5.0SP2
1916 ExposureDurationUnit int Time unit in which the ExposureDuration(1629) is expressed. FIX.5.0SP2
CommissionData None FIX.4.3 FIX.5.0SP2EP204
CommissionDataGrp Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. FIX.5.0SP2
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
1815 TradingCapacity int Designates the capacity in which the order is submitted for trading by the market participant.
Value SymbolicName Description Added Updated Deprecated
1 Customer Customer FIX.5.0SP2EP131
2 CustomerProfessional Customer professional FIX.5.0SP2EP131
3 BrokerDealer Broker-dealer FIX.5.0SP2EP131
4 CustomerBrokerDealer Customer broker-dealer FIX.5.0SP2EP131
5 Principal Principal FIX.5.0SP2EP131
6 MarketMaker Market maker FIX.5.0SP2EP131
7 AwayMarketMaker Away market maker FIX.5.0SP2EP131
8 SystematicInternaliser Systematic internaliser FIX.5.0SP2EP223
FIX.5.0SP2
1091 PreTradeAnonymity Boolean Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible. FIX.4.4
1390 TradePublishIndicator int Applies to trades resulting from the order.
Value SymbolicName Description Added Updated Deprecated
0 DoNotPublishTrade Do Not Publish Trade FIX.5.0EP61
1 PublishTrade Publish Trade FIX.5.0EP61
2 DeferredPublication Deferred Publication FIX.5.0EP61
3 Published Indicates that the transaction has been published to the market. FIX.5.0SP2EP229
FIX.5.0SP2
582 CustOrderCapacity int Capacity of customer placing the order.
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
OrderAttributeGrp FIX.5.0SP2
121 ForexReq Boolean Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
Value SymbolicName Description Added Updated Deprecated
N DoNotExecuteForexAfterSecurityTrade Do Not Execute Forex After Security Trade FIX.4.0
Y ExecuteForexAfterSecurityTrade Execute Forex After Security Trade FIX.4.0
FIX.4.0
120 SettlCurrency Currency Required if ForexReq=Y. Required for NDFs. FIX.4.0 FIX.5.0SP1EP82
RateSource FIX.5.0SP2
2795 OffshoreIndicator int Indicates the type of the currency rate being used. This is relevant for currencies that have offshore rate that different from onshore rate.
Value SymbolicName Description Added Updated Deprecated
0 Regular The notion of onshore and offshore rates does not apply. FIX.5.0SP2EP247
1 Offshore Used to indicate that the rate specified is an offshore rate which differs from its onshore rate. FIX.5.0SP2EP247
2 Onshore Used to indicate that the rate specified is an onshore rate which differs from its offshore rate. FIX.5.0SP2EP247
FIX.5.0SP2
775 BookingType int Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
Value SymbolicName Description Added Updated Deprecated
0 RegularBooking Regular booking FIX.4.4
1 CFD CFD (Contract for difference) FIX.4.4
2 TotalReturnSwap Total Return Swap FIX.4.4
FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
193 SettlDate2 LocalMktDate Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. FIX.4.1 FIX.5.0
192 OrderQty2 Qty Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. FIX.4.1 FIX.5.0
640 Price2 Price Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap which is also a limit order. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). FIX.4.3 FIX.5.0
1816 ClearingAccountType int Designates the account type to be used for the order when submitted to clearing.
Value SymbolicName Description Added Updated Deprecated
1 Customer Customer FIX.5.0SP2EP131
2 Firm Firm FIX.5.0SP2EP131
3 MarketMaker Market maker FIX.5.0SP2EP131
FIX.5.0SP2
77 PositionEffect char For use in derivatives omnibus accounting
Value SymbolicName Description Added Updated Deprecated
C Close Close FIX.4.1
F FIFO FIFO FIX.4.3
O Open Open FIX.4.1
R Rolled Rolled FIX.4.3
N CloseButNotifyOnOpen Close but notify on open FIX.5.0EP61
D Default Default FIX.5.0EP61
FIX.4.1
203 CoveredOrUncovered int For use with derivatives, such as options
Value SymbolicName Description Added Updated Deprecated
0 Covered Covered FIX.4.1
1 Uncovered Uncovered FIX.4.1
FIX.4.1
210 MaxShow Qty Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI).
(Prior to FIX 4.2 this field was of type int) 		FIX.4.1 FIX.5.0
PegInstructions Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
DiscretionInstructions Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
847 TargetStrategy int The target strategy of the order
Value SymbolicName Description Added Updated Deprecated
1 VWAP VWAP FIX.4.4
2 Participate Participate (i.e. aim to be x percent of the market volume) FIX.4.4
3 MininizeMarketImpact Mininize market impact FIX.4.4
FIX.4.4
StrategyParametersGrp Strategy parameter block FIX.4.4
848 TargetStrategyParameters String For further specification of the TargetStrategy FIX.4.4 FIX.5.0
849 ParticipationRate Percentage Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) FIX.4.4 FIX.5.0
480 CancellationRights char For CIV - Optional
Value SymbolicName Description Added Updated Deprecated
Y Yes Yes FIX.4.3
N NoExecutionOnly No - Execution Only FIX.4.3
M NoWaiverAgreement No - Waiver agreement FIX.4.3
O NoInstitutional No - Institutional FIX.4.3
FIX.4.3
481 MoneyLaunderingStatus char A one character code identifying Money laundering status.
Value SymbolicName Description Added Updated Deprecated
Y Passed Passed FIX.4.3
N NotChecked Not Checked FIX.4.3
1 ExemptBelowLimit Exempt - Below the Limit FIX.4.3
2 ExemptMoneyType Exempt - Client Money Type exemption FIX.4.3
3 ExemptAuthorised Exempt - Authorised Credit or financial institution FIX.4.3
FIX.4.3
513 RegistID String Reference to Registration Instructions message for this Order. FIX.4.3
494 Designation String Supplementary registration information for this Order FIX.4.3
1028 ManualOrderIndicator Boolean Indicates if the order was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software). FIX.4.4
1029 CustDirectedOrder Boolean Indicates if the customer directed this order to a specific execution venue "Y" or not "N".
A default of "N" customer did not direct this order should be used in the case where the information is both missing and essential. 		FIX.4.4
1030 ReceivedDeptID String Identifies the broker-dealer department that first took the order. FIX.4.4 FIX.5.0SP2EP195 FIX.5.0SP2EP195
1031 CustOrderHandlingInst MultipleStringValue Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.
NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only.

For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list.

For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified.
Value SymbolicName Description Added Updated Deprecated
ADD AddOnOrder Add-on order FIX.4.4EP-1 FIX.5.0SP2EP135
AON AllOrNone All or none FIX.4.4EP-1 FIX.5.0SP2EP135
CNH CashNotHeld Cash not held FIX.4.4EP-1 FIX.5.0SP2EP135
DIR DirectedOrder Directed order FIX.4.4EP-1 FIX.5.0SP2EP135
E.W ExchangeForPhysicalTransaction Exchange for physical transaction FIX.4.4EP-1 FIX.5.0SP2EP135
FOK FillOrKill Fill or kill FIX.4.4EP-1 FIX.5.0SP2EP135
IO ImbalanceOnly Imbalance only FIX.4.4EP-1 FIX.5.0SP2EP135
IOC ImmediateOrCancel Immediate or cancel FIX.4.4EP-1 FIX.5.0SP2EP135
LOO LimitOnOpen Limit on open FIX.4.4EP-1 FIX.5.0SP2EP135
LOC LimitOnClose Limit on Close FIX.4.4EP-1 FIX.5.0SP2EP135
MAO MarketAtOpen Market at Open FIX.4.4EP-1 FIX.5.0SP2EP135
MAC MarketAtClose Market at close FIX.4.4EP-1 FIX.5.0SP2EP135
MOO MarketOnOpen Market on open FIX.4.4EP-1 FIX.5.0SP2EP135
MOC MarketOnClose Market on close FIX.4.4EP-1 FIX.5.0SP2EP135
MQT MinimumQuantity Minimum quantity FIX.4.4EP-1 FIX.5.0SP2EP135
NH NotHeld Not held FIX.4.4EP-1 FIX.5.0SP2EP135
OVD OverTheDay Over the day FIX.4.4EP-1 FIX.5.0SP2EP135
PEG Pegged Pegged FIX.4.4EP-1 FIX.5.0SP2EP135
RSV ReserveSizeOrder Reserve size order FIX.4.4EP-1 FIX.5.0SP2EP135
S.W StopStockTransaction Stop stock transaction FIX.4.4EP-1 FIX.5.0SP2EP135
SCL Scale Scale FIX.4.4EP-1 FIX.5.0SP2EP135
TMO TimeOrder Time order FIX.4.4EP-1 FIX.5.0SP2EP135
TS TrailingStop Trailing stop FIX.4.4EP-1 FIX.5.0SP2EP135
WRK Work Work FIX.4.4EP-1 FIX.5.0SP2EP135
A PhoneSimple Phone simple FIX.5.0SP2EP133
B PhoneComplex Phone complex FIX.5.0SP2EP133
C FCMProvidedScreen FCM provided screen FIX.5.0SP2EP133
D OtherProvidedScreen Other provided screen FIX.5.0SP2EP133
E ClientProvidedPlatformControlledByFCM Client provided platform controlled by FCM FIX.5.0SP2EP133
F ClientProvidedPlatformDirectToExchange Client provided platform direct to exchange FIX.5.0SP2EP133
G GOrderAndFCMAPIorFIX G Order(FINRA OATS), FCM API or FIX(FIA Execution Source) FIX.5.0SP2EP133 FIX.5.0SP2EP135
H AlgoEngine Algo engine FIX.5.0SP2EP133
J PriceAtExecution Price at execution (price added at initial order entry, trading, middle office or time of give-up) FIX.5.0SP2EP133
W DeskElectronic Desk - electronic FIX.5.0SP2EP133
X DeskPit Desk - pit FIX.5.0SP2EP133
Y ClientElectronic Client - electronic FIX.5.0SP2EP133
Z ClientPit Client - pit FIX.5.0SP2EP133
CND ConditionalOrder Conditional order FIX.5.0SP2EP135
CSH DeliveryInstructionsCash Delivery instructions - cash FIX.5.0SP2EP135
DLO DiscretionaryLimitOrder Discretionary limit order FIX.5.0SP2EP135
IDX IntraDayCross Intraday cross FIX.5.0SP2EP135
ISO IntermarketSweepOrder Intermarket sweep order FIX.5.0SP2EP135
MPT MergerRelatedTransferPosition Merger related transfer position FIX.5.0SP2EP135
MTL MarketToLimit Market to limit FIX.5.0SP2EP135
ND DeliveryInstructionsNextDay Delivery instructions - next day FIX.5.0SP2EP135
OPT OptionsRelatedTransaction Options related transaction FIX.5.0SP2EP135
SLR DeliveryInstructionsSellersOption Delivery instructions - sellers option FIX.5.0SP2EP135
F0 StayOnOfferside Stay on offerside FIX.5.0SP2EP135
F3 GoAlong Go along FIX.5.0SP2EP135
F6 ParticipateDoNotInitiate Participate do not initiate FIX.5.0SP2EP135
F7 StrictScale Strict scale FIX.5.0SP2EP135
F8 TryToScale Try to scale FIX.5.0SP2EP135
F9 StayOnBidside Stay on bidside FIX.5.0SP2EP135
FA NoCross No cross FIX.5.0SP2EP135
FB OKToCross OK to cross FIX.5.0SP2EP135
FC CallFirst Call first FIX.5.0SP2EP135
FD PercentOfVolume Percent of volume FIX.5.0SP2EP135
FH ReinstateOnSystemFailure Reinstate on system failure FIX.5.0SP2EP135
FI InstitutionOnly Institution only FIX.5.0SP2EP135
FJ ReinstateOnTradingHalt Reinstate on trading halt FIX.5.0SP2EP135
FK CancelOnTradingHalf Cancel on trading half FIX.5.0SP2EP135
FL LastPeg Last peg FIX.5.0SP2EP135
FM MidPricePeg Mid-price peg FIX.5.0SP2EP135
FN NonNegotiable Non-negotiable FIX.5.0SP2EP135
FO OpeningPeg Opening peg FIX.5.0SP2EP135
FP MarketPeg Market peg FIX.5.0SP2EP135
FQ CancelOnSystemFailure Cancel on system failure FIX.5.0SP2EP135
FR PrimaryPeg Primary peg FIX.5.0SP2EP135
FS Suspend Suspend FIX.5.0SP2EP135
FT FixedPegToLocalBBO Fixed peg to local best bid or offer at time of order FIX.5.0SP2EP135
FW PegToVWAP Peg to VWAP FIX.5.0SP2EP135
FX TradeAlong Trade along FIX.5.0SP2EP135
FY TryToStop Try to stop FIX.5.0SP2EP135
FZ CancelIfNotBest Cancel if not best FIX.5.0SP2EP135
Fb StrictLimit Strict limit FIX.5.0SP2EP135
Fc IgnorePriceValidityChecks Ignore price validity checks FIX.5.0SP2EP135
Fd PegToLimitPrice Peg to Limit Price FIX.5.0SP2EP135
Fe WorkToTargetStrategy Work to target strategy FIX.5.0SP2EP135
FIX.4.4
1032 OrderHandlingInstSource int Identifies the class or source of the order handling instruction values.  Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035).
Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified.
Value SymbolicName Description Added Updated Deprecated
1 FINRAOATS FINRA OATS FIX.4.4EP-1 FIX.5.0SP2EP135
2 FIAExecutionSourceCode FIA Execution Source Code FIX.5.0SP2EP133
FIX.4.4
1724 OrderOrigination int Identifies the origin of the order.
Value SymbolicName Description Added Updated Deprecated
1 OrderReceivedFromCustomer Order received from a customer FIX.5.0SP2EP135
2 OrderReceivedFromWithinFirm Order received from within the firm FIX.5.0SP2EP135
3 OrderReceivedFromAnotherBrokerDealer Order received from another broker-dealer FIX.5.0SP2EP135
4 OrderReceivedFromCustomerOrWithFirm Order received from a customer or originated with the firm FIX.5.0SP2EP135 FIX.5.0SP2EP222
5 OrderReceivedFromDirectAccessCustomer Order received from a direct access or sponsored access customer FIX.5.0SP2EP222
FIX.5.0SP2
1725 OriginatingDeptID String An identifier representing the department or desk within the firm that originated the order. FIX.5.0SP2
1726 ReceivingDeptID String An identifier representing the department or desk within the firm that received the order. FIX.5.0SP2
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.5.0SP2
TrdRegTimestamps FIX.4.4
1080 RefOrderID String Required for counter-order selection / Hit / Take Orders. (OrdType = Q) FIX.4.4
1081 RefOrderIDSource char Conditionally required if RefOrderID is specified.
Value SymbolicName Description Added Updated Deprecated
0 SecondaryOrderID SecondaryOrderID(198) FIX.4.4EP-1
1 OrderID OrderID(37) FIX.4.4EP-1
2 MDEntryID MDEntryID(278) FIX.4.4EP-1
3 QuoteEntryID QuoteEntryID(299) FIX.4.4EP-1
4 OriginalOrderID Original order ID FIX.5.0SP1EP77
5 QuoteID QuoteID(117) FIX.5.0SP2EP171
6 QuoteReqID QuoteReqID(131) FIX.5.0SP2EP171
FIX.4.4
1685 ThrottleInst int Describes action recipient should take if a throttle limit were exceeded.
Value SymbolicName Description Added Updated Deprecated
0 RejectIfThrottleLimitExceeded Reject if throttle limit exceeded FIX.5.0SP2EP116
1 QueueIfThrottleLimitExceeded Queue if throttle limit exceeded FIX.5.0SP2EP116
FIX.5.0SP2
1806 RefClOrdID String Used to reference an order via ClOrdID(11). FIX.5.0SP2
1803 AuctionType int Conditionally required for auction orders
Value SymbolicName Description Added Updated Deprecated
1 BlockOrderAuction Block order auction FIX.5.0SP2EP131
2 DirectedOrderAuction Directed order auction FIX.5.0SP2EP131
3 ExposureOrderAuction Exposure order auction FIX.5.0SP2EP131
4 FlashOrderAuction Flash order auction FIX.5.0SP2EP131
5 FacilitationOrderAuction Facilitation order auction FIX.5.0SP2EP131
6 SolicitationOrderAuction Solicitation order auction FIX.5.0SP2EP131
7 PriceImprovementMechanism Price improvement mechanism (PIM) FIX.5.0SP2EP131
8 DirectedOrderPriceImprovementMechanism Directed Order price improvement mechanism (PIM) FIX.5.0SP2EP131
0 None None FIX.5.0SP2EP223
FIX.5.0SP2
1804 AuctionAllocationPct Percentage Percentage of matched quantity to be allocated to the submitter of the response to an auction order. FIX.5.0SP2
StandardTrailer ✔ FIX.2.7

NewOrderList (35=E)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = E FIX.2.7
66 ListID ✔ String Must be unique, by customer, for the day FIX.2.7
390 BidID String Should refer to an earlier program if bidding took place. FIX.4.2
391 ClientBidID String Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day. FIX.4.2
414 ProgRptReqs int Code to identify the desired frequency of progress reports.
Value SymbolicName Description Added Updated Deprecated
1 BuySideRequests Buy-side explicitly requests status using Statue Request (default), the sell-side firm can, however, send a DONE status List STatus Response in an unsolicited fashion FIX.4.2
2 SellSideSends Sell-side periodically sends status using List Status. Period optionally specified in ProgressPeriod. FIX.4.2
3 RealTimeExecutionReports Real-time execution reports (to be discourage) FIX.4.2
FIX.4.2
394 BidType ✔ int e.g. Non Disclosed Model, Disclosed Model, No Bidding Process
Value SymbolicName Description Added Updated Deprecated
1 NonDisclosed "Non Disclosed" style (e.g. US/European) FIX.4.3
2 Disclosed "Disclosed" sytle (e.g. Japanese) FIX.4.3
3 NoBiddingProcess No bidding process FIX.4.3
FIX.4.2
415 ProgPeriodInterval int Time in minutes between each ListStatus report sent by SellSide. Zero means don't send status. FIX.4.2
480 CancellationRights char For CIV - Optional
Value SymbolicName Description Added Updated Deprecated
Y Yes Yes FIX.4.3
N NoExecutionOnly No - Execution Only FIX.4.3
M NoWaiverAgreement No - Waiver agreement FIX.4.3
O NoInstitutional No - Institutional FIX.4.3
FIX.4.3
481 MoneyLaunderingStatus char A one character code identifying Money laundering status.
Value SymbolicName Description Added Updated Deprecated
Y Passed Passed FIX.4.3
N NotChecked Not Checked FIX.4.3
1 ExemptBelowLimit Exempt - Below the Limit FIX.4.3
2 ExemptMoneyType Exempt - Client Money Type exemption FIX.4.3
3 ExemptAuthorised Exempt - Authorised Credit or financial institution FIX.4.3
FIX.4.3
513 RegistID String Reference to Registration Instructions message applicable to all Orders in this List. FIX.4.3
433 ListExecInstType char Controls when execution should begin For CIV Orders indicates order of execution..
Value SymbolicName Description Added Updated Deprecated
1 Immediate Immediate FIX.4.2
2 WaitForInstruction Wait for Execut Instruction (i.e. a List Execut message or phone call before proceeding with execution of the list) FIX.4.2
3 SellDriven Exchange/switch CIV order - Sell driven FIX.4.3
4 BuyDrivenCashTopUp Exchange/switch CIV order - Buy driven, cash top-up (i.e. additional cash will be provided to fulfill the order) FIX.4.3
5 BuyDrivenCashWithdraw Exchange/switch CIV order - Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfill the order) FIX.4.3
FIX.4.2
69 ListExecInst String Free-form text. FIX.2.7
1385 ContingencyType int Used for contingency orders.
Value SymbolicName Description Added Updated Deprecated
1 OneCancelsTheOther One Cancels the Other (OCO) FIX.5.0EP60
2 OneTriggersTheOther One Triggers the Other (OTO) FIX.5.0EP60
3 OneUpdatesTheOtherAbsolute One Updates the Other (OUO) - Absolute Quantity Reduction FIX.5.0EP60
4 OneUpdatesTheOtherProportional One Updates the Other (OUO) - Proportional Quantity Reduction FIX.5.0EP60
5 BidAndOffer Bid and Offer FIX.5.0SP2EP100
6 BidAndOfferOCO Bid and Offer OCO FIX.5.0SP2EP100
FIX.5.0
352 EncodedListExecInstLen Length Must be set if EncodedListExecInst field is specified and must immediately precede it. FIX.4.2
353 EncodedListExecInst data Encoded (non-ASCII characters) representation of the ListExecInst field in the encoded format specified via the MessageEncoding field. FIX.4.2
765 AllowableOneSidednessPct Percentage The maximum percentage that execution of one side of a program trade can exceed execution of the other. FIX.4.4
766 AllowableOneSidednessValue Amt The maximum amount that execution of one side of a program trade can exceed execution of the other. FIX.4.4
767 AllowableOneSidednessCurr Currency The currency that AllowableOneSidedness is expressed in if AllowableOneSidednessValue is used. FIX.4.4
2401 ListManualOrderIndicator Boolean Indicates if the list of orders was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software). FIX.5.0SP2
68 TotNoOrders ✔ int Used to support fragmentation. Sum of NoOrders across all messages with the same ListID. FIX.2.7
893 LastFragment Boolean Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.4.4
RootParties Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual orders. FIX.4.4
ListOrdGrp ✔ Number of orders in this message (number of repeating groups to follow) FIX.4.4
1685 ThrottleInst int Describes action recipient should take if a throttle limit were exceeded.
Value SymbolicName Description Added Updated Deprecated
0 RejectIfThrottleLimitExceeded Reject if throttle limit exceeded FIX.5.0SP2EP116
1 QueueIfThrottleLimitExceeded Queue if throttle limit exceeded FIX.5.0SP2EP116
FIX.5.0SP2
StandardTrailer ✔ FIX.2.7

OrderCancelRequest (35=F)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = F FIX.2.7
2422 OrderRequestID int Required if provided on the order being cancelled. Echo back the value provided by the requester. FIX.5.0SP2
41 OrigClOrdID String ClOrdID(11) of the previous non-rejected order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID FIX.2.7
37 OrderID String Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). FIX.2.7
11 ClOrdID ✔ String Unique ID of cancel request as assigned by the institution. FIX.2.7
526 SecondaryClOrdID String Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. FIX.4.3
583 ClOrdLinkID String Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. FIX.4.3
66 ListID String Required for List Orders FIX.2.7
586 OrigOrdModTime UTCTimestamp The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. The use of this approach is not recommended. FIX.4.3
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.2
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with an order
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
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
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
FinancingDetails Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
Must match original order		 FIX.4.4
UndInstrmtGrp Number of underlyings FIX.4.4
1300 MarketSegmentID String Identifies the market segment FIX.5.0SP2
100 ExDestination Exchange Execution destination when referring to orders that were not electronically submitted over FIX and ClOrdID has not been assigned or is not available to the recipient of the request. FIX.5.0SP2
1133 ExDestinationIDSource char The ID source of ExDestination
Value SymbolicName Description Added Updated Deprecated
B BIC BIC (Bank Identification Code) (ISO 9362) FIX.4.4EP-1
C GeneralIdentifier Generally accepted market participant identifier (e.g. NASD mnemonic) FIX.4.4EP-1
D Proprietary Proprietary / Custom code FIX.4.4EP-1
E ISOCountryCode ISO Country Code FIX.4.4EP-1
G MIC MIC (ISO 10383 - Market Identifier Code) FIX.4.4EP-1
FIX.5.0SP2
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
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader or trading system. FIX.4.2
OrderQtyData Conditionally required when the OrderQtyData component is required or specified in a prior, related message.

For example, when used in a work flow including a NewOrderSingle(35=D) or NewOrderCross(35=s) message, the OrderQtyData component is a required component in these messages and thus the component is required here. When the OrderQtyData component is optional in a related message, such as the NewOrderMultileg(35=AB), the component is required here when specified in the prior, related NewOrderMultileg(35=AB) message.		 FIX.4.3 FIX.5.0SP2EP221
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.2
2404 ComplianceText String Free text for compliance information required for regulatory reporting. FIX.5.0SP2
2351 EncodedComplianceTextLen Length Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. FIX.5.0SP2
2352 EncodedComplianceText data Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
StandardTrailer ✔ FIX.2.7

OrderCancelReplaceRequest (35=G)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = G FIX.2.7
37 OrderID String Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). FIX.2.7
2422 OrderRequestID int Required if provided on the order being replaced (or cancelled). Echo back the value provided by the requester. FIX.5.0SP2
Parties This is party information related to the submitter of the request. FIX.4.3 FIX.5.0SP2EP131
TargetParties Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. FIX.5.0SP2
229 TradeOriginationDate LocalMktDate Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.3
75 TradeDate LocalMktDate Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.4
41 OrigClOrdID String ClOrdID(11) of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID FIX.2.7
11 ClOrdID ✔ String Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected. FIX.2.7
526 SecondaryClOrdID String Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. FIX.4.3
583 ClOrdLinkID String Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. FIX.4.3
66 ListID String Required for List Orders FIX.2.7
586 OrigOrdModTime UTCTimestamp TransactTime of the last state change that occurred to the original order FIX.4.3
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.2.7
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with an order
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
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
589 DayBookingInst char Indicates whether or not automatic booking can occur.
Value SymbolicName Description Added Updated Deprecated
0 Auto Can trigger booking without reference to the order initiator ("auto") FIX.4.3
1 SpeakWithOrderInitiatorBeforeBooking Speak with order initiator before booking ("speak first") FIX.4.3
2 Accumulate Accumulate FIX.4.4
FIX.4.3
590 BookingUnit char Indicates what constitutes a bookable unit.
Value SymbolicName Description Added Updated Deprecated
0 EachPartialExecutionIsABookableUnit Each partial execution is a bookable unit FIX.4.3
1 AggregatePartialExecutionsOnThisOrder Aggregate partial executions on this order, and book one trade per order FIX.4.3
2 AggregateExecutionsForThisSymbol Aggregate executions for this symbol, side, and settlement date FIX.4.3
FIX.4.3
591 PreallocMethod char Indicates the method of preallocation.
Value SymbolicName Description Added Updated Deprecated
0 ProRata Pro rata FIX.4.3
1 DoNotProRata Do not pro-rata - discuss first FIX.4.3
FIX.4.3
70 AllocID String Used to assign an overall allocation id to the block of preallocations FIX.4.4
PreAllocGrp Number of repeating groups for pre-trade allocation FIX.4.4
63 SettlType String For NDFs either SettlType or SettlDate should be specified.
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 FIX.5.0SP1EP82
64 SettlDate LocalMktDate Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. For NDFs either SettlType or SettlDate should be specified. FIX.2.7 FIX.5.0SP1EP82
544 CashMargin char Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.
Value SymbolicName Description Added Updated Deprecated
1 Cash Cash FIX.4.3
2 MarginOpen Margin Open FIX.4.3
3 MarginClose Margin Close FIX.4.3
FIX.4.3
635 ClearingFeeIndicator String Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.
(Values source CBOT, CME, NYBOT, and NYMEX):
Value SymbolicName Description Added Updated Deprecated
1 FirstYearDelegate 1st year delegate trading for own account FIX.4.3
2 SecondYearDelegate 2nd year delegate trading for own account FIX.4.3
3 ThirdYearDelegate 3rd year delegate trading for own account FIX.4.3
4 FourthYearDelegate 4th year delegate trading for own account FIX.4.3
5 FifthYearDelegate 5th year delegate trading for own account FIX.4.3
9 SixthYearDelegate 6th year delegate trading for own account FIX.4.3
B CBOEMember CBOE Member FIX.4.3
C NonMemberAndCustomer Non-member and Customer FIX.4.3
E EquityMemberAndClearingMember Equity Member and Clearing Member FIX.4.3
F FullAndAssociateMember Full and Associate Member trading for own account and as floor brokers FIX.4.3
H Firms106HAnd106J 106.H and 106.J firms FIX.4.3
I GIM GIM, IDEM and COM Membership Interest Holders FIX.4.3
L Lessee106FEmployees Lessee 106.F Employees FIX.4.3
M AllOtherOwnershipTypes All other ownership types FIX.4.3
FIX.4.3
21 HandlInst char Instructions for order handling on Broker trading floor
Value SymbolicName Description Added Updated Deprecated
1 AutomatedExecutionNoIntervention Automated execution order, private, no Broker intervention FIX.2.7
2 AutomatedExecutionInterventionOK Automated execution order, public, Broker intervention OK FIX.2.7
3 ManualOrder Manual order, best execution FIX.2.7
FIX.2.7
18 ExecInst MultipleCharValue Can contain multiple instructions, space delimited. Replacement order must be created with new parameters (i.e. original order values will not be brought forward to replacement order unless redefined within this message).
Value SymbolicName Description Added Updated Deprecated
0 StayOnOfferSide Stay on offer side FIX.2.7
1 NotHeld Not held FIX.2.7
2 Work Work FIX.2.7
3 GoAlong Go along FIX.2.7
4 OverTheDay Over the day FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate Participate don't initiate FIX.2.7
7 StrictScale Strict scale FIX.2.7
8 TryToScale Try to scale FIX.2.7
9 StayOnBidSide Stay on bid side FIX.2.7
A NoCross 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
1805 AuctionInstruction int Instruction related to system generated auctions, e.g. flash order auctions.
Value SymbolicName Description Added Updated Deprecated
0 AutomatedAuctionPermitted Automatic auction permitted (default) FIX.5.0SP2EP131 FIX.5.0SP2EP208
1 AutomatedAuctionNotPermitted Automatic auction not permitted FIX.5.0SP2EP131
FIX.5.0SP2
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
1822 MinQtyMethod int Indicates how the minimum quantity should be applied when executing the order.
Value SymbolicName Description Added Updated Deprecated
1 Once Once (applies only to first execution) FIX.5.0SP2EP131
2 Multiple Multiple (applies to every execution) FIX.5.0SP2EP131
FIX.5.0SP2
1089 MatchIncrement Qty Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement. FIX.4.4
1090 MaxPriceLevels int Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit. FIX.4.4
2676 MaximumPricePercentage Percentage Maximum deviation, in percentage terms, of an execution price from a reference price, e.g. the initial price of a match event. FIX.5.0SP2
ValueChecksGrp FIX.5.0SP2
MatchingInstructions FIX.5.0SP2
2362 SelfMatchPreventionID String May be used as an alternative to MatchingInstructions when the identifier does not appear in another field. FIX.5.0SP2
DisplayInstruction FIX.4.4 FIX.5.0SP2EP218
DisclosureInstructionGrp Specifies instructions to disclose certain order level information in market data. FIX.5.0SP2
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
1300 MarketSegmentID String Identifies the market segment FIX.5.0SP2
100 ExDestination Exchange Execution destination as defined by institution when order is entered.
Valid values:
See "Appendix 6-C" 		FIX.3.0
1133 ExDestinationIDSource char The ID source of ExDestination
Value SymbolicName Description Added Updated Deprecated
B BIC BIC (Bank Identification Code) (ISO 9362) FIX.4.4EP-1
C GeneralIdentifier Generally accepted market participant identifier (e.g. NASD mnemonic) FIX.4.4EP-1
D Proprietary Proprietary / Custom code FIX.4.4EP-1
E ISOCountryCode ISO Country Code FIX.4.4EP-1
G MIC MIC (ISO 10383 - Market Identifier Code) FIX.4.4EP-1
FIX.4.4
2704 ExDestinationType int Identifies the type of execution destination for the order.
Value SymbolicName Description Added Updated Deprecated
0 NoRestriction May be used for MiFID II to indicate no restriction on where the order is executed. FIX.5.0SP2EP228
1 TradedOnlyOnTradingVenue May be used for MiFID II to indicate the order can only be executed on a trading venue. FIX.5.0SP2EP228
2 TradedOnlyOnSI May be used for MiFID II to indicate the order can only be executed on a Systematic Internaliser. FIX.5.0SP2EP228
3 TradedOnTradingVenueOrSI May be used for MiFID II to indicate the order can be executed on either a trading venue or a Systematic Internaliser. FIX.5.0SP2EP228
FIX.5.0SP2
TrdgSesGrp Specifies the number of repeating TradingSessionIDs FIX.4.4
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
Must match original order		 FIX.4.3
FinancingDetails Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
Must match original order		 FIX.4.4
UndInstrmtGrp Number of underlyings FIX.4.4
54 Side ✔ char Should match original order's side, however, if bilaterally agreed to the following groups could potentially be interchanged: Buy and Buy Minus Sell, Sell Plus, Sell Short, and Sell Short Exempt Cross, Cross Short, and Cross Short Exempt
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed 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
2102 ShortMarkingExemptIndicator Boolean None FIX.5.0SP2
1688 ShortSaleExemptionReason int Available for optional use when Side(54) = 6(Sell short exempt).
Value SymbolicName Description Added Updated Deprecated
0 ExemptionReasonUnknown An exemption reason not provided or received. FIX.5.0SP2EP121
1 IncomingSSE Agency broker has the customer's exemption reason, which is not explicitly provided to executing broker. FIX.5.0SP2EP121
2 AboveNationalBestBid Broker / dealer responsible for enforcing exemption rule has determined that the order is priced one or more ticks above the nation best bid of the security to be traded. FIX.5.0SP2EP121
3 DelayedDelivery The broker-dealer has a reasonable basis to believe the seller owns the covered security (pursuant to Rule 200 in the U.S.), but is subject to restrictions on delivery, provided that the seller intends to deliver the security as soon as all restrictions on delivery have been removed. FIX.5.0SP2EP121
4 OddLot The broker-dealer has a reasonable basis to believe the sale is by a market maker to offset customer odd-lot orders or to liquidate an odd-lot position that changes such broker’s or dealer’s position by no more than a unit of trading. FIX.5.0SP2EP121
5 DomesticArbitrage The sale is connected to a bona-fide domestic arbitrage transaction. FIX.5.0SP2EP121
6 InternationalArbitrage The sale is connected to an international arbitrage transaction. FIX.5.0SP2EP121
7 UnderwriterOrSyndicateDistribution The short sale is (i) by an underwriter or member of a syndicate or group participating in the distribution of a security in connection with an over-allotment of securities; or (ii) is for purposes of a lay-off sale by an underwriter or member of a syndicate or group in connection with a distribution of securities through a rights or standby underwriting commitment. FIX.5.0SP2EP121
8 RisklessPrincipal The short sale is by a broker or dealer effecting the execution of a customer purchase or the execution of a customer “long” sale on a riskless principal basis. FIX.5.0SP2EP121
9 VWAP The short sale order is for the sale of a covered security at the volume weighted average price (VWAP) meeting certain criteria. FIX.5.0SP2EP121
FIX.5.0SP2 FIX.5.0SP2EP131
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader or trading system. FIX.4.2
854 QtyType int Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts FIX.4.4 FIX.5.0SP2EP107
2 UnitsOfMeasurePerTimeUnit Unit of Measure per Time Unit FIX.4.4EP5 FIX.5.0SP2EP107
FIX.4.4
OrderQtyData ✔ Note: OrderQty(38) value should be the "Total Intended Order Quantity" (including the amount already executed for this chain of orders). FIX.4.3 FIX.5.0SP2EP221
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
423 PriceType int Code to represent the price type.
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.4.3
44 Price Price Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. FIX.2.7
1092 PriceProtectionScope char Defines the type of price protection the customer requires on their order.
Value SymbolicName Description Added Updated Deprecated
0 None None FIX.4.4EP-1
1 Local Local (Exchange, ECN, ATS) FIX.4.4EP-1
2 National National (Across all national markets) FIX.4.4EP-1
3 Global Global (Across all markets) FIX.4.4EP-1
FIX.4.4
99 StopPx Price Required for OrdType = "Stop" or OrdType = "Stop limit". FIX.2.7
TriggeringInstruction Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" FIX.5.0
SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" FIX.4.3
YieldData Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" FIX.4.3
PegInstructions Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
DiscretionInstructions Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
847 TargetStrategy int The target strategy of the order
Value SymbolicName Description Added Updated Deprecated
1 VWAP VWAP FIX.4.4
2 Participate Participate (i.e. aim to be x percent of the market volume) FIX.4.4
3 MininizeMarketImpact Mininize market impact FIX.4.4
FIX.4.4
StrategyParametersGrp Strategy parameter block FIX.4.4
848 TargetStrategyParameters String For further specification of the TargetStrategy FIX.4.4 FIX.5.0
849 ParticipationRate Percentage Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) FIX.4.4 FIX.5.0
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.2
2404 ComplianceText String Free text for compliance information required for regulatory reporting. FIX.5.0SP2
2351 EncodedComplianceTextLen Length Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. FIX.5.0SP2
2352 EncodedComplianceText data Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
377 SolicitedFlag Boolean Indicates whether or not the order was solicited.
Value SymbolicName Description Added Updated Deprecated
N WasNotSolicited Was not solicited FIX.4.2
Y WasSolicited Was solicited FIX.4.2
FIX.4.2
15 Currency Currency Must match original order. FIX.2.7
59 TimeInForce char Absence of this field indicates Day order
Value SymbolicName Description Added Updated Deprecated
0 Day Day (or session) FIX.2.7
1 GoodTillCancel Good Till Cancel (GTC) FIX.2.7
2 AtTheOpening At the Opening (OPG) FIX.2.7
3 ImmediateOrCancel Immediate Or Cancel (IOC) FIX.2.7
4 FillOrKill Fill Or Kill (FOK) FIX.2.7
5 GoodTillCrossing Good Till Crossing (GTX) FIX.2.7
6 GoodTillDate Good Till Date (GTD) FIX.4.0
7 AtTheClose At the Close FIX.4.3
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
168 EffectiveTime UTCTimestamp Can specify the time at which the order should be considered valid FIX.4.2
432 ExpireDate LocalMktDate Conditionally required if TimeInForce = GTD and ExpireTime is not specified. FIX.4.2
126 ExpireTime UTCTimestamp Conditionally required if TimeInForce = GTD and ExpireDate is not specified. FIX.4.0
427 GTBookingInst int States whether executions are booked out or accumulated on a partially filled GT order
Value SymbolicName Description Added Updated Deprecated
0 BookOutAllTradesOnDayOfExecution Book out all trades on day of execution FIX.4.2
1 AccumulateUntilFilledOrExpired Accumulate executions until order is filled or expires FIX.4.2
2 AccumulateUntilVerballyNotifiedOtherwise Accumulate until verbally notified otherwise FIX.4.2
FIX.4.2
1629 ExposureDuration int Conditionally required when TimeInForce(59)=10 (Good for Time) FIX.5.0SP2
1916 ExposureDurationUnit int Time unit in which the ExposureDuration(1629) is expressed. FIX.5.0SP2
CommissionData None FIX.4.3 FIX.5.0SP2EP204
CommissionDataGrp Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. FIX.5.0SP2
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
1815 TradingCapacity int Designates the capacity in which the order is submitted for trading by the market participant.
Value SymbolicName Description Added Updated Deprecated
1 Customer Customer FIX.5.0SP2EP131
2 CustomerProfessional Customer professional FIX.5.0SP2EP131
3 BrokerDealer Broker-dealer FIX.5.0SP2EP131
4 CustomerBrokerDealer Customer broker-dealer FIX.5.0SP2EP131
5 Principal Principal FIX.5.0SP2EP131
6 MarketMaker Market maker FIX.5.0SP2EP131
7 AwayMarketMaker Away market maker FIX.5.0SP2EP131
8 SystematicInternaliser Systematic internaliser FIX.5.0SP2EP223
FIX.5.0SP2
1091 PreTradeAnonymity Boolean Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible. FIX.4.4
1390 TradePublishIndicator int Applies to trades resulting from the order.
Value SymbolicName Description Added Updated Deprecated
0 DoNotPublishTrade Do Not Publish Trade FIX.5.0EP61
1 PublishTrade Publish Trade FIX.5.0EP61
2 DeferredPublication Deferred Publication FIX.5.0EP61
3 Published Indicates that the transaction has been published to the market. FIX.5.0SP2EP229
FIX.5.0SP2
582 CustOrderCapacity int Capacity of customer placing the order.
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
OrderAttributeGrp FIX.5.0SP2
121 ForexReq Boolean Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
Value SymbolicName Description Added Updated Deprecated
N DoNotExecuteForexAfterSecurityTrade Do Not Execute Forex After Security Trade FIX.4.0
Y ExecuteForexAfterSecurityTrade Execute Forex After Security Trade FIX.4.0
FIX.4.0
120 SettlCurrency Currency Required if ForexReq=Y. Required for NDFs. FIX.4.0 FIX.5.0SP1EP82
RateSource FIX.5.0SP2
2795 OffshoreIndicator int Indicates the type of the currency rate being used. This is relevant for currencies that have offshore rate that different from onshore rate.
Value SymbolicName Description Added Updated Deprecated
0 Regular The notion of onshore and offshore rates does not apply. FIX.5.0SP2EP247
1 Offshore Used to indicate that the rate specified is an offshore rate which differs from its onshore rate. FIX.5.0SP2EP247
2 Onshore Used to indicate that the rate specified is an onshore rate which differs from its offshore rate. FIX.5.0SP2EP247
FIX.5.0SP2
775 BookingType int Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
Value SymbolicName Description Added Updated Deprecated
0 RegularBooking Regular booking FIX.4.4
1 CFD CFD (Contract for difference) FIX.4.4
2 TotalReturnSwap Total Return Swap FIX.4.4
FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
193 SettlDate2 LocalMktDate Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. FIX.4.1 FIX.5.0
192 OrderQty2 Qty Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. FIX.4.1 FIX.5.0
640 Price2 Price Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap. FIX.4.3 FIX.5.0
1816 ClearingAccountType int Designates the account type to be used for the order when submitted to clearing.
Value SymbolicName Description Added Updated Deprecated
1 Customer Customer FIX.5.0SP2EP131
2 Firm Firm FIX.5.0SP2EP131
3 MarketMaker Market maker FIX.5.0SP2EP131
FIX.5.0SP2
77 PositionEffect char For use in derivatives omnibus accounting
Value SymbolicName Description Added Updated Deprecated
C Close Close FIX.4.1
F FIFO FIFO FIX.4.3
O Open Open FIX.4.1
R Rolled Rolled FIX.4.3
N CloseButNotifyOnOpen Close but notify on open FIX.5.0EP61
D Default Default FIX.5.0EP61
FIX.4.1
203 CoveredOrUncovered int For use with derivatives, such as options
Value SymbolicName Description Added Updated Deprecated
0 Covered Covered FIX.4.1
1 Uncovered Uncovered FIX.4.1
FIX.4.1
210 MaxShow Qty Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI).
(Prior to FIX 4.2 this field was of type int) 		FIX.4.1 FIX.5.0
114 LocateReqd Boolean Required for short sell orders
Value SymbolicName Description Added Updated Deprecated
N No Indicates the broker is not required to locate FIX.4.0
Y Yes Indicates the broker is responsible for locating the stock FIX.4.0
FIX.4.1
480 CancellationRights char For CIV - Optional
Value SymbolicName Description Added Updated Deprecated
Y Yes Yes FIX.4.3
N NoExecutionOnly No - Execution Only FIX.4.3
M NoWaiverAgreement No - Waiver agreement FIX.4.3
O NoInstitutional No - Institutional FIX.4.3
FIX.4.3
481 MoneyLaunderingStatus char A one character code identifying Money laundering status.
Value SymbolicName Description Added Updated Deprecated
Y Passed Passed FIX.4.3
N NotChecked Not Checked FIX.4.3
1 ExemptBelowLimit Exempt - Below the Limit FIX.4.3
2 ExemptMoneyType Exempt - Client Money Type exemption FIX.4.3
3 ExemptAuthorised Exempt - Authorised Credit or financial institution FIX.4.3
FIX.4.3
513 RegistID String Reference to Registration Instructions message for this Order. FIX.4.3
494 Designation String Supplementary registration information for this Order FIX.4.3
1028 ManualOrderIndicator Boolean Indicates if the order was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software). FIX.4.4
1029 CustDirectedOrder Boolean Indicates if the customer directed this order to a specific execution venue "Y" or not "N".
A default of "N" customer did not direct this order should be used in the case where the information is both missing and essential. 		FIX.4.4
1030 ReceivedDeptID String Identifies the broker-dealer department that first took the order. FIX.4.4 FIX.5.0SP2EP195 FIX.5.0SP2EP195
1031 CustOrderHandlingInst MultipleStringValue Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.
NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only.

For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list.

For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified.
Value SymbolicName Description Added Updated Deprecated
ADD AddOnOrder Add-on order FIX.4.4EP-1 FIX.5.0SP2EP135
AON AllOrNone All or none FIX.4.4EP-1 FIX.5.0SP2EP135
CNH CashNotHeld Cash not held FIX.4.4EP-1 FIX.5.0SP2EP135
DIR DirectedOrder Directed order FIX.4.4EP-1 FIX.5.0SP2EP135
E.W ExchangeForPhysicalTransaction Exchange for physical transaction FIX.4.4EP-1 FIX.5.0SP2EP135
FOK FillOrKill Fill or kill FIX.4.4EP-1 FIX.5.0SP2EP135
IO ImbalanceOnly Imbalance only FIX.4.4EP-1 FIX.5.0SP2EP135
IOC ImmediateOrCancel Immediate or cancel FIX.4.4EP-1 FIX.5.0SP2EP135
LOO LimitOnOpen Limit on open FIX.4.4EP-1 FIX.5.0SP2EP135
LOC LimitOnClose Limit on Close FIX.4.4EP-1 FIX.5.0SP2EP135
MAO MarketAtOpen Market at Open FIX.4.4EP-1 FIX.5.0SP2EP135
MAC MarketAtClose Market at close FIX.4.4EP-1 FIX.5.0SP2EP135
MOO MarketOnOpen Market on open FIX.4.4EP-1 FIX.5.0SP2EP135
MOC MarketOnClose Market on close FIX.4.4EP-1 FIX.5.0SP2EP135
MQT MinimumQuantity Minimum quantity FIX.4.4EP-1 FIX.5.0SP2EP135
NH NotHeld Not held FIX.4.4EP-1 FIX.5.0SP2EP135
OVD OverTheDay Over the day FIX.4.4EP-1 FIX.5.0SP2EP135
PEG Pegged Pegged FIX.4.4EP-1 FIX.5.0SP2EP135
RSV ReserveSizeOrder Reserve size order FIX.4.4EP-1 FIX.5.0SP2EP135
S.W StopStockTransaction Stop stock transaction FIX.4.4EP-1 FIX.5.0SP2EP135
SCL Scale Scale FIX.4.4EP-1 FIX.5.0SP2EP135
TMO TimeOrder Time order FIX.4.4EP-1 FIX.5.0SP2EP135
TS TrailingStop Trailing stop FIX.4.4EP-1 FIX.5.0SP2EP135
WRK Work Work FIX.4.4EP-1 FIX.5.0SP2EP135
A PhoneSimple Phone simple FIX.5.0SP2EP133
B PhoneComplex Phone complex FIX.5.0SP2EP133
C FCMProvidedScreen FCM provided screen FIX.5.0SP2EP133
D OtherProvidedScreen Other provided screen FIX.5.0SP2EP133
E ClientProvidedPlatformControlledByFCM Client provided platform controlled by FCM FIX.5.0SP2EP133
F ClientProvidedPlatformDirectToExchange Client provided platform direct to exchange FIX.5.0SP2EP133
G GOrderAndFCMAPIorFIX G Order(FINRA OATS), FCM API or FIX(FIA Execution Source) FIX.5.0SP2EP133 FIX.5.0SP2EP135
H AlgoEngine Algo engine FIX.5.0SP2EP133
J PriceAtExecution Price at execution (price added at initial order entry, trading, middle office or time of give-up) FIX.5.0SP2EP133
W DeskElectronic Desk - electronic FIX.5.0SP2EP133
X DeskPit Desk - pit FIX.5.0SP2EP133
Y ClientElectronic Client - electronic FIX.5.0SP2EP133
Z ClientPit Client - pit FIX.5.0SP2EP133
CND ConditionalOrder Conditional order FIX.5.0SP2EP135
CSH DeliveryInstructionsCash Delivery instructions - cash FIX.5.0SP2EP135
DLO DiscretionaryLimitOrder Discretionary limit order FIX.5.0SP2EP135
IDX IntraDayCross Intraday cross FIX.5.0SP2EP135
ISO IntermarketSweepOrder Intermarket sweep order FIX.5.0SP2EP135
MPT MergerRelatedTransferPosition Merger related transfer position FIX.5.0SP2EP135
MTL MarketToLimit Market to limit FIX.5.0SP2EP135
ND DeliveryInstructionsNextDay Delivery instructions - next day FIX.5.0SP2EP135
OPT OptionsRelatedTransaction Options related transaction FIX.5.0SP2EP135
SLR DeliveryInstructionsSellersOption Delivery instructions - sellers option FIX.5.0SP2EP135
F0 StayOnOfferside Stay on offerside FIX.5.0SP2EP135
F3 GoAlong Go along FIX.5.0SP2EP135
F6 ParticipateDoNotInitiate Participate do not initiate FIX.5.0SP2EP135
F7 StrictScale Strict scale FIX.5.0SP2EP135
F8 TryToScale Try to scale FIX.5.0SP2EP135
F9 StayOnBidside Stay on bidside FIX.5.0SP2EP135
FA NoCross No cross FIX.5.0SP2EP135
FB OKToCross OK to cross FIX.5.0SP2EP135
FC CallFirst Call first FIX.5.0SP2EP135
FD PercentOfVolume Percent of volume FIX.5.0SP2EP135
FH ReinstateOnSystemFailure Reinstate on system failure FIX.5.0SP2EP135
FI InstitutionOnly Institution only FIX.5.0SP2EP135
FJ ReinstateOnTradingHalt Reinstate on trading halt FIX.5.0SP2EP135
FK CancelOnTradingHalf Cancel on trading half FIX.5.0SP2EP135
FL LastPeg Last peg FIX.5.0SP2EP135
FM MidPricePeg Mid-price peg FIX.5.0SP2EP135
FN NonNegotiable Non-negotiable FIX.5.0SP2EP135
FO OpeningPeg Opening peg FIX.5.0SP2EP135
FP MarketPeg Market peg FIX.5.0SP2EP135
FQ CancelOnSystemFailure Cancel on system failure FIX.5.0SP2EP135
FR PrimaryPeg Primary peg FIX.5.0SP2EP135
FS Suspend Suspend FIX.5.0SP2EP135
FT FixedPegToLocalBBO Fixed peg to local best bid or offer at time of order FIX.5.0SP2EP135
FW PegToVWAP Peg to VWAP FIX.5.0SP2EP135
FX TradeAlong Trade along FIX.5.0SP2EP135
FY TryToStop Try to stop FIX.5.0SP2EP135
FZ CancelIfNotBest Cancel if not best FIX.5.0SP2EP135
Fb StrictLimit Strict limit FIX.5.0SP2EP135
Fc IgnorePriceValidityChecks Ignore price validity checks FIX.5.0SP2EP135
Fd PegToLimitPrice Peg to Limit Price FIX.5.0SP2EP135
Fe WorkToTargetStrategy Work to target strategy FIX.5.0SP2EP135
FIX.4.4
1032 OrderHandlingInstSource int Identifies the class or source of the order handling instruction values.  Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035).
Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified.
Value SymbolicName Description Added Updated Deprecated
1 FINRAOATS FINRA OATS FIX.4.4EP-1 FIX.5.0SP2EP135
2 FIAExecutionSourceCode FIA Execution Source Code FIX.5.0SP2EP133
FIX.4.4
1724 OrderOrigination int Identifies the origin of the order.
Value SymbolicName Description Added Updated Deprecated
1 OrderReceivedFromCustomer Order received from a customer FIX.5.0SP2EP135
2 OrderReceivedFromWithinFirm Order received from within the firm FIX.5.0SP2EP135
3 OrderReceivedFromAnotherBrokerDealer Order received from another broker-dealer FIX.5.0SP2EP135
4 OrderReceivedFromCustomerOrWithFirm Order received from a customer or originated with the firm FIX.5.0SP2EP135 FIX.5.0SP2EP222
5 OrderReceivedFromDirectAccessCustomer Order received from a direct access or sponsored access customer FIX.5.0SP2EP222
FIX.5.0SP2
1725 OriginatingDeptID String An identifier representing the department or desk within the firm that originated the order. FIX.5.0SP2
1726 ReceivingDeptID String An identifier representing the department or desk within the firm that received the order. FIX.5.0SP2
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.5.0SP2
2679 OrderOwnershipIndicator int Can be used to request change of order ownership.
Value SymbolicName Description Added Updated Deprecated
0 NoChange No change of ownership (default) FIX.5.0SP2EP223
1 ExecutingPartyChange Executing party can be given either implicitly via session attributes or explicitly via Parties component. The party taking over ownership must also be the one submitting the request. FIX.5.0SP2EP223
2 EnteringPartyChange Entering party can be given either implicitly via session attributes or explicitly via Parties component. The party taking over ownership must also be the one submitting the request. FIX.5.0SP2EP223
3 SpecifiedPartyChange Ownership is transferred by a third party from/to the parties specified via Parties component together with PartyRoleQualifier(2376) = Current(18) and New(19). FIX.5.0SP2EP223
FIX.5.0SP2
TrdRegTimestamps FIX.4.4
1685 ThrottleInst int Describes action recipient should take if a throttle limit were exceeded.
Value SymbolicName Description Added Updated Deprecated
0 RejectIfThrottleLimitExceeded Reject if throttle limit exceeded FIX.5.0SP2EP116
1 QueueIfThrottleLimitExceeded Queue if throttle limit exceeded FIX.5.0SP2EP116
FIX.5.0SP2
1803 AuctionType int Conditionally required for auction orders.
Value SymbolicName Description Added Updated Deprecated
1 BlockOrderAuction Block order auction FIX.5.0SP2EP131
2 DirectedOrderAuction Directed order auction FIX.5.0SP2EP131
3 ExposureOrderAuction Exposure order auction FIX.5.0SP2EP131
4 FlashOrderAuction Flash order auction FIX.5.0SP2EP131
5 FacilitationOrderAuction Facilitation order auction FIX.5.0SP2EP131
6 SolicitationOrderAuction Solicitation order auction FIX.5.0SP2EP131
7 PriceImprovementMechanism Price improvement mechanism (PIM) FIX.5.0SP2EP131
8 DirectedOrderPriceImprovementMechanism Directed Order price improvement mechanism (PIM) FIX.5.0SP2EP131
0 None None FIX.5.0SP2EP223
FIX.5.0SP2
1804 AuctionAllocationPct Percentage Percentage of matched quantity to be allocated to the submitter of the response to an auction order. FIX.5.0SP2
1810 ReleaseInstruction int Instruction to define conditions under which to release a locked order or parts of it.
Value SymbolicName Description Added Updated Deprecated
1 ISO Intermarket Sweep Order (ISO) FIX.5.0SP2EP131
2 NoAwayMarketBetterCheck No Away Market Better check FIX.5.0SP2EP131
FIX.5.0SP2
1811 ReleaseQty Qty Quantity to be made available, i.e. released from a lock. FIX.5.0SP2
StandardTrailer ✔ FIX.2.7

OrderStatusRequest (35=H)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = H FIX.2.7
37 OrderID String Conditionally required if ClOrdID(11) is not provided. Either OrderID or ClOrdID must be provided. FIX.2.7
11 ClOrdID String The ClOrdID of the order whose status is being requested. Conditionally required if the OrderID(37) is not provided. Either OrderID or ClOrdID must be provided. FIX.2.7
526 SecondaryClOrdID String Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. FIX.4.3
583 ClOrdLinkID String Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. FIX.4.3
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
790 OrdStatusReqID String Optional, can be used to uniquely identify a specific Order Status Request message. Echoed back on Execution Report if provided. FIX.4.4
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.2
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
FinancingDetails Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
Must match original order		 FIX.4.4
UndInstrmtGrp Number of underlyings FIX.4.4
1300 MarketSegmentID String Identifies the market segment FIX.5.0SP2
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
StandardTrailer ✔ FIX.2.7

AllocationInstruction (35=J)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = J FIX.2.7
70 AllocID ✔ String Unique identifier for this allocation instruction message FIX.2.7
2758 AllocRequestID String May be used to link to a previously submitted AllocationInstructionAlertRequest(35=DU) message. FIX.5.0SP2
71 AllocTransType ✔ char i.e. New, Cancel, Replace
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.2.7
1 Replace Replace FIX.2.7
2 Cancel Cancel FIX.2.7
3 Preliminary Preliminary (without MiscFees and NetMoney) (Removed/Replaced) FIX.4.1 FIX.4.2
4 Calculated Calculated (includes MiscFees and NetMoney) (Removed/Replaced) FIX.4.1 FIX.4.2
5 CalculatedWithoutPreliminary Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced) FIX.4.2 FIX.4.2
6 Reversal Reversal FIX.4.4EP5
FIX.2.7
626 AllocType ✔ int Specifies the purpose or type of Allocation message
Value SymbolicName Description Added Updated Deprecated
1 Calculated Calculated (includes MiscFees and NetMoney) FIX.4.3
2 Preliminary Preliminary (without MiscFees and NetMoney) FIX.4.3
3 SellsideCalculatedUsingPreliminary Sellside calculated using preliminary (includes MiscFees and NetMoney) (Replaced) FIX.4.3 FIX.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
793 SecondaryAllocID String Optional second identifier for this allocation instruction (need not be unique) FIX.4.4
72 RefAllocID String Required for AllocTransType = Replace or Cancel FIX.2.7
796 AllocCancReplaceReason int Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation instruction
Value SymbolicName Description Added Updated Deprecated
1 OriginalDetailsIncomplete Original details incomplete/incorrect FIX.4.4
2 ChangeInUnderlyingOrderDetails Change in underlying order details FIX.4.4
99 Other Other FIX.4.4
3 CancelledByGiveupFirm Cancelled by give-up firm FIX.5.0SP2EP118
FIX.4.4
808 AllocIntermedReqType int Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
Value SymbolicName Description Added Updated Deprecated
1 PendingAccept Pending Accept FIX.4.4
2 PendingRelease Pending Release FIX.4.4
3 PendingReversal Pending Reversal FIX.4.4
4 Accept Accept FIX.4.4
5 BlockLevelReject Block Level Reject FIX.4.4
6 AccountLevelReject Account Level Reject FIX.4.4
FIX.4.4
196 AllocLinkID String Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" FIX.4.1
197 AllocLinkType int Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified.
Value SymbolicName Description Added Updated Deprecated
0 FXNetting FX Netting FIX.4.1
1 FXSwap FX Swap FIX.4.1
FIX.4.1
1730 AllocGroupID String Group identifier assigned by the clearinghouse FIX.5.0SP2
1728 FirmGroupID String Firm assigned entity identifier for the allocation FIX.5.0SP2
466 BookingRefID String Can be used with AllocType=" Ready-To-Book " FIX.4.3
857 AllocNoOrdersType int Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly.
Value SymbolicName Description Added Updated Deprecated
0 NotSpecified Not specified FIX.4.4 FIX.5.0SP2EP118
1 ExplicitListProvided Explicit list provided FIX.4.4 FIX.5.0SP2EP118
FIX.4.4 FIX.5.0SP2EP118
OrdAllocGrp Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 FIX.4.4
ExecAllocGrp Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs. FIX.4.4 FIX.5.0SP2EP118
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.4.4
700 ReversalIndicator Boolean Indicates a trade that reverses a previous trade. FIX.4.4
574 MatchType String The point in the matching process at which this trade was matched.
Value SymbolicName Description Added Updated Deprecated
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.4.4
54 Side ✔ char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed 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
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages".
For NDFs fixing date and time can be optionally specified using MaturityDate and MaturityTime.		 FIX.4.3 FIX.5.0SP1EP82
InstrumentExtension Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" FIX.4.4
FinancingDetails Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" FIX.4.4
UndInstrmtGrp FIX.4.4
InstrmtLegGrp FIX.4.4
53 Quantity ✔ Qty Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book FIX.2.7
854 QtyType int Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts FIX.4.4 FIX.5.0SP2EP107
2 UnitsOfMeasurePerTimeUnit Unit of Measure per Time Unit FIX.4.4EP5 FIX.5.0SP2EP107
FIX.4.4
30 LastMkt Exchange Market of the executions. FIX.4.0
229 TradeOriginationDate LocalMktDate Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.3
336 TradingSessionID String Identifier for 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
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
423 PriceType int Code to represent the price type.
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.4.3
PriceQualifierGrp FIX.5.0SP2
6 AvgPx Price For FX orders, should be the "all-in" rate (spot rate adjusted for forward points), expressed in terms of Currency(15). For 3rd party allocations used to convey either basic price or averaged price Optional for average price allocations in the listed derivatives markets where the central counterparty calculates and manages average price across an allocation group. FIX.2.7 FIX.5.0SP1EP82
860 AvgParPx Price Used to express average price as percent of par (used where AvgPx field is expressed in some other way) FIX.4.4
SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" FIX.4.4
15 Currency Currency Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. FIX.2.7
74 AvgPxPrecision int Absence of this field indicates that default precision arranged by the broker/institution is to be used FIX.2.7
2795 OffshoreIndicator int Indicates the type of the currency rate being used. This is relevant for currencies that have offshore rate that different from onshore rate.
Value SymbolicName Description Added Updated Deprecated
0 Regular The notion of onshore and offshore rates does not apply. FIX.5.0SP2EP247
1 Offshore Used to indicate that the rate specified is an offshore rate which differs from its onshore rate. FIX.5.0SP2EP247
2 Onshore Used to indicate that the rate specified is an onshore rate which differs from its offshore rate. FIX.5.0SP2EP247
FIX.5.0SP2
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
75 TradeDate ✔ LocalMktDate Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade). FIX.2.7
60 TransactTime UTCTimestamp Date/time when allocation is generated FIX.2.7
63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate 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 Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Required for NDFs to specify the "value date". FIX.2.7 FIX.5.0SP1EP82
775 BookingType int Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
Value SymbolicName Description Added Updated Deprecated
0 RegularBooking Regular booking FIX.4.4
1 CFD CFD (Contract for difference) FIX.4.4
2 TotalReturnSwap Total Return Swap FIX.4.4
FIX.4.4
381 GrossTradeAmt Amt Expressed in same currency as AvgPx(6). (Quantity(53) * AvgPx(6) or AvgParPx(860)) or sum of (AllocQty(80) * AllocAvgPx(153) or AllocPrice(366)). For Fixed Income, AvgParPx(860) is used when AvgPx(6) is not expressed as "percent of par" price. FIX.4.2 FIX.5.0SP1EP82
238 Concession Amt Provides the reduction in price for the secondary market in Muncipals.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.3
237 TotalTakedown Amt The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.3
118 NetMoney Amt Expressed in same currency as AvgPx. Sum of AllocNetMoney. For FX, if specified, expressed in terms of Currency(15). FIX.4.0 FIX.5.0SP1EP82
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
754 AutoAcceptIndicator Boolean Indicates if Allocation has been automatically accepted on behalf of the Take-up Firm by the Clearing House FIX.4.4 FIX.5.0SP2EP118
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
157 NumDaysInterest int Applicable for Convertible Bonds and fixed income FIX.4.1
158 AccruedInterestRate Percentage Applicable for Convertible Bonds and fixed income FIX.4.1
159 AccruedInterestAmt Amt Applicable for Convertible Bonds and fixed income FIX.4.1 FIX.5.0SP1EP95
540 TotalAccruedInterestAmt Amt Total Amount of Accrued Interest for convertible bonds and fixed income FIX.4.3 FIX.4.4
738 InterestAtMaturity Amt Amount of interest (i.e. lump-sum) at maturity. FIX.4.4
920 EndAccruedInterestAmt Amt For repurchase agreements the accrued interest on termination. FIX.4.4
921 StartCash Amt For repurchase agreements the start (dirty) cash consideration FIX.4.4
922 EndCash Amt For repurchase agreements the end (dirty) cash consideration FIX.4.4
650 LegalConfirm Boolean Indicates that this message is to serve as the final and legal confirmation.
Value SymbolicName Description Added Updated Deprecated
N DoesNotConsituteALegalConfirm Does not consitute a Legal Confirm FIX.4.3
Y LegalConfirm Legal Confirm FIX.4.3
FIX.4.3
Stipulations FIX.4.4
YieldData FIX.4.4
RegulatoryTradeIDGrp FIX.5.0SP2
PositionAmountData Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" FIX.4.4
892 TotNoAllocs int Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented. FIX.4.4
893 LastFragment Boolean Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.4.4
AllocGrp Conditionally required except when AllocTransType = Cancel, or when AllocType = "Ready-to-book" or "Warehouse instruction" FIX.4.4
819 AvgPxIndicator int Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete.
Value SymbolicName Description Added Updated Deprecated
0 NoAveragePricing No average pricing FIX.4.4 FIX.5.0SP2EP141
1 Trade Trade is part of an average price group identified by the AvgPxGroupID(1731) FIX.4.4 FIX.5.0SP2EP141
2 LastTrade Last trade of the average price group identified by the AvgPxGroupID(1731) FIX.4.4 FIX.5.0SP2EP234
3 NotionalValueAveragePxGroupTrade A notional value average price (NVAP) group is effectively closed and available for allocation as long as the NVAP of the group is non-zero. FIX.5.0SP2EP239
4 AveragePricedTrade Trade is average priced FIX.5.0SP2EP240
FIX.4.4
1731 AvgPxGroupID String Firm designated group identifier for average pricing FIX.5.0SP2
715 ClearingBusinessDate LocalMktDate Indicates Clearing Business Date for which transaction will be settled. FIX.4.4
828 TrdType int Indicates Trade Type of Allocation.
Value SymbolicName Description Added Updated Deprecated
0 RegularTrade Regular trade FIX.4.4 FIX.5.0SP2EP141
1 BlockTrade Block trade FIX.4.4 FIX.5.0SP2EP141
2 EFP Exchange for physical (EFP) FIX.4.4 FIX.5.0SP2EP141
3 Transfer Transfer FIX.4.4
4 LateTrade Late trade FIX.4.4 FIX.5.0SP2EP141
5 TTrade T trade FIX.4.4 FIX.5.0SP2EP141
6 WeightedAveragePriceTrade Weighted average price trade FIX.4.4 FIX.5.0SP2EP141
7 BunchedTrade Bunched trade FIX.4.4 FIX.5.0SP2EP141
8 LateBunchedTrade Late bunched trade FIX.4.4 FIX.5.0SP2EP141
9 PriorReferencePriceTrade Prior reference price trade FIX.4.4 FIX.5.0SP2EP141
10 AfterHoursTrade After hours trade FIX.4.4 FIX.5.0SP2EP141
11 ExchangeForRisk Exchange for risk (EFR) FIX.4.4EP5 FIX.5.0SP2EP141
12 ExchangeForSwap Exchange for swap (EFS) FIX.4.4EP5 FIX.5.0SP2EP141
13 ExchangeOfFuturesFor For example full sized for mini. FIX.4.4EP5 FIX.5.0SP2EP141
14 ExchangeOfOptionsForOptions Exchange of options for options (EOO) FIX.4.4EP5 FIX.5.0SP2EP141
15 TradingAtSettlement Trading at settlement FIX.4.4EP5 FIX.5.0SP2EP141
16 AllOrNone All or none FIX.4.4EP5 FIX.5.0SP2EP141
17 FuturesLargeOrderExecution Futures large order execution FIX.4.4EP5 FIX.5.0SP2EP141
18 ExchangeOfFuturesForFutures Exchange of futures for external market futures (EFF) FIX.4.4EP5 FIX.5.0SP2EP141
19 OptionInterimTrade Option interim trade FIX.4.4EP5 FIX.5.0SP2EP141
20 OptionCabinetTrade Option cabinet trade FIX.4.4EP5 FIX.5.0SP2EP141
22 PrivatelyNegotiatedTrades Privately negotiated trade FIX.4.4EP19 FIX.5.0SP2EP141
23 SubstitutionOfFuturesForForwards Substitution of futures for forwards FIX.4.4EP19 FIX.5.0SP2EP141
48 NonStandardSettlement Non-standard settlement FIX.5.0EP47
49 DerivativeRelatedTransaction Derivative related transaction FIX.5.0EP47 FIX.5.0SP2EP141
50 PortfolioTrade Portfolio trade FIX.5.0EP47 FIX.5.0SP2EP141
51 VolumeWeightedAverageTrade Volume weighted average trade FIX.5.0EP47 FIX.5.0SP2EP141
52 ExchangeGrantedTrade Exchange granted trade FIX.5.0EP47 FIX.5.0SP2EP141
53 RepurchaseAgreement Repurchase agreement FIX.5.0EP47 FIX.5.0SP2EP141
54 OTC Trade executed off-market. In the context of CFTC regulatory reporting for swaps, it is a large notional off-facility swap. In the context of MiFID transparency reporting rules this is used to report, into an exchange, deals made outside exchange rules. FIX.5.0EP47 FIX.5.0SP2EP177
55 ExchangeBasisFacility Exchange basis facility (EBF) FIX.5.0EP55 FIX.5.0SP2EP141
24 ErrorTrade Error trade FIX.4.4EP26
25 SpecialCumDividend Special cum dividend (CD) FIX.4.4EP26
26 SpecialExDividend Special ex dividend (XD) FIX.4.4EP26
27 SpecialCumCoupon Special cum coupon (CC) FIX.4.4EP26
28 SpecialExCoupon Special ex coupon (XC) FIX.4.4EP26
29 CashSettlement Cash settlement (CS) FIX.4.4EP26
30 SpecialPrice Usually net or all-in price. FIX.4.4EP26 FIX.5.0SP2EP141
31 GuaranteedDelivery Guaranteed delivery (GD) FIX.4.4EP26
32 SpecialCumRights Special cum rights (CR) FIX.4.4EP26
33 SpecialExRights Special ex rights (XR) FIX.4.4EP26
34 SpecialCumCapitalRepayments Special cum capital repayments (CP) FIX.4.4EP26
35 SpecialExCapitalRepayments Special ex capital repayments (XP) FIX.4.4EP26
36 SpecialCumBonus Special cum bonus (CB) FIX.4.4EP26
37 SpecialExBonus Special ex bonus (XB) FIX.4.4EP26
38 LargeTrade The same as large trade. FIX.4.4EP26 FIX.5.0SP2EP141
39 WorkedPrincipalTrade Worked principal trade FIX.4.4EP26 FIX.5.0SP2EP141
40 BlockTrades Block trades FIX.4.4EP26 FIX.5.0SP2EP141
41 NameChange Name change FIX.4.4EP26
42 PortfolioTransfer Portfolio transfer FIX.4.4EP26
43 ProrogationBuy Used by Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system). Trades must be reported as crosses at zero price. FIX.4.4EP26 FIX.5.0SP2EP141
44 ProrogationSell See prorogation buy. FIX.4.4EP26 FIX.5.0SP2EP141
45 OptionExercise Option exercise FIX.4.4EP26
46 DeltaNeutralTransaction Delta neutral transaction FIX.4.4EP26
47 FinancingTransaction Financing transaction FIX.4.4EP26 FIX.5.0SP2EP141
56 OpeningTrade Opening trade FIX.5.0SP2EP104 FIX.5.0SP2EP141
57 NettedTrade Netted trade FIX.5.0SP2EP141
58 BlockSwapTrade Block trade executed off-market or on a registered market. In the context of CFTC regulatory reporting for swaps, it is a swap executed according to SEF or DCM rules. FIX.5.0SP2EP161 FIX.5.0SP2EP177
61 GiveUpGiveInTrade Give-up Give-in trade FIX.5.0SP2EP163
62 DarkTrade A Market Model Typology dark trade might also come from a lit/hybrid book, when an aggressive lit order hits a resting dark order. FIX.5.0SP2EP163
63 TechnicalTrade Technical trade FIX.5.0SP2EP163
64 Benchmark For Market Model Typology (MMT) the "benchmark" price depends on a benchmark which has no current price but was derived from a time series such as a VWAP. FIX.5.0SP2EP163 FIX.5.0SP2EP216
59 CreditEventTrade Credit event trade FIX.5.0SP2EP165 FIX.5.0SP2EP169
60 SuccessionEventTrade Succession event trade FIX.5.0SP2EP165 FIX.5.0SP2EP169
65 PackageTrade Identifies the pseudo-trade of a stream or collection of trades to be cleared and be reported as an atomic unit. The subsequent actual trades reported should not have this value. FIX.5.0SP2EP192
FIX.4.4
829 TrdSubType int Indicates TradeSubType of Allocation. Necessary for defining groups.
Value SymbolicName Description Added Updated Deprecated
0 CMTA CMTA FIX.4.4EP4
1 InternalTransferOrAdjustment Internal transfer or adjustment FIX.4.4EP4
2 ExternalTransferOrTransferOfAccount External transfer or transfer of account FIX.4.4EP4
3 RejectForSubmittingSide Reject for submitting side FIX.4.4EP4
4 AdvisoryForContraSide Advisory for contra side FIX.4.4EP4
5 OffsetDueToAnAllocation Offset due to an allocation FIX.4.4EP5
6 OnsetDueToAnAllocation Onset due to an allocation FIX.4.4EP5 FIX.5.0SP1EP95
7 DifferentialSpread Differential spread FIX.4.4EP5
8 ImpliedSpreadLegExecutedAgainstAnOutright Implied spread leg executed against an outright FIX.4.4EP5
9 TransactionFromExercise Transaction from exercise FIX.4.4EP5
10 TransactionFromAssignment Transaction from assignment FIX.4.4EP5
11 ACATS ACATS FIX.4.4EP8
33 OffHoursTrade Off Hours Trade FIX.5.0EP61
34 OnHoursTrade On Hours Trade FIX.5.0EP61
35 OTCQuote OTC Quote FIX.5.0EP61
36 ConvertedSWAP Converted SWAP FIX.5.0EP-1
14 AI AI (Automated input facility disabled in response to an exchange request.) FIX.4.4EP26
15 B B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) FIX.4.4EP26
16 K K (Transaction using block trade facility.) FIX.4.4EP26
17 LC LC (Correction submitted more than three days after publication of the original trade report.) FIX.4.4EP26
18 M M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) FIX.4.4EP26
19 N N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) FIX.4.4EP26
20 NM NM ( i) transaction where Exchange has granted permission for non-publication
ii)IDB is reporting as seller
iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)		 FIX.4.4EP26
21 NR NR (Non-risk transaction in a SEATS security other than an AIM security) FIX.4.4EP26
22 P P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) FIX.4.4EP26
23 PA PA (Protected transaction notification) FIX.4.4EP26
24 PC PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) FIX.4.4EP26
25 PN PN (Worked principal notification for a portfolio transaction which includes order book securities) FIX.4.4EP26
26 R R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction)
(ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or
(iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)		 FIX.4.4EP26
27 RO RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) FIX.4.4EP26
28 RT RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) FIX.4.4EP26
29 SW SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) FIX.4.4EP26
30 T T (If reporting a single protected transaction) FIX.4.4EP26
31 WN WN (Worked principal notification for a single order book security) FIX.4.4EP26
32 WT WT (Worked principal transaction (other than a portfolio transaction)) FIX.4.4EP26
37 CrossedTrade Crossed Trade (X) FIX.5.0EP-1
38 InterimProtectedTrade Interim Protected Trade (I) FIX.5.0EP-1
39 LargeInScale Large in Scale (L) FIX.5.0EP-1
40 WashTrade Wash Trade FIX.5.0SP2EP101
41 TradeAtSettlement Identifies a trade that will be priced using the settlement price. FIX.5.0SP2EP107 FIX.5.0SP2EP227
43 TradeAtMarker Posted at a specific time each day and used to price the consummated trade for the product/month/strip executed (+/- and differentials). Closely related to TAS trades in function and trade practice. FIX.5.0SP2EP107 FIX.5.0SP2EP227
42 AuctionTrade Mutually exclusive with TrdSubType(829) = 50 (Balancing). FIX.5.0SP2EP114 FIX.5.0SP2EP227
44 CreditDefault Default (Credit Event) FIX.5.0SP2EP165
45 CreditRestructuring Restructuring (credit event) FIX.5.0SP2EP165
46 Merger Merger (succession event) FIX.5.0SP2EP165
47 SpinOff Spin-off (succession event) FIX.5.0SP2EP165
48 MultilateralCompression A subtype of TrdType(828) = 57 (Netted trade) in order to identify a special case of compression. FIX.5.0SP2EP201
50 Balancing Identifies an additional trade distributed to auction participants meant to resolve an imbalance between bids and offers.
Mutually exclusive with TrdSubType(829) = 42 =(Auction).		 FIX.5.0SP2EP227
51 BasisTradeIndexClose The marketplace name given to Trade at Marker (TAM) transactions in equity index futures. FIX.5.0SP2EP227
52 TradeAtCashOpen The marketplace name given to trading futures based on an opening quote of the underlying cash market. FIX.5.0SP2EP243
FIX.4.4
855 SecondaryTrdType int Additional TrdType(828) assigned to a trade by trade match system. FIX.5.0SP2
1937 TradeContinuation int Specifies the post-execution trade continuation or lifecycle event. Additional values may be used by mutual agreement of the counterparties.
Value SymbolicName Description Added Updated Deprecated
0 Novation Novation FIX.5.0SP2EP161
1 PartialNovation Partial novation FIX.5.0SP2EP161
2 TradeUnwind "Trade" includes "Swaps". FIX.5.0SP2EP161 FIX.5.0SP2EP179
3 PartialTradeUnwind "Trade" includes "Swaps". FIX.5.0SP2EP161 FIX.5.0SP2EP179
4 Exercise Exercise FIX.5.0SP2EP161
5 Netting Compression (used for OTC derivative trades) and Netting (used for Futures trades) are essentially the same business process, i.e. rolling up closely related contracts into a single trade or position. FIX.5.0SP2EP161 FIX.5.0SP2EP179
6 FullNetting Full netting FIX.5.0SP2EP161
7 PartialNetting Partial netting FIX.5.0SP2EP161
8 Amendment Based on mutual agreement between the counterparties, used to change the original or previously amended contract terms reported to a trade repository. FIX.5.0SP2EP161 FIX.5.0SP2EP193
9 Increase Increase FIX.5.0SP2EP161
10 CreditEvent Credit event FIX.5.0SP2EP161
11 StrategicRestructuring Strategic restructuring FIX.5.0SP2EP161
12 SuccessionEventReorganization Succession event reorganization FIX.5.0SP2EP161
13 SuccessionEventRenaming Succession event renaming FIX.5.0SP2EP161
14 Porting Porting FIX.5.0SP2EP161
15 Withdrawl One party withdrew from the trade prior to confirmation or clearing. Can be used with TradeReportTransType(487)=1 (Cancel). FIX.5.0SP2EP161
16 Void Trade is to be ended after clearing. Can be used with TradeReportTransType(487)=1 (Cancel). FIX.5.0SP2EP161
99 Other Other price-forming continuation data or lifecycle event. Include description of type in TradeContinuationText(2374). FIX.5.0SP2EP161 FIX.5.0SP2EP179
17 AccountTransfer Account transfer FIX.5.0SP2EP179
18 GiveUp Give up FIX.5.0SP2EP179
19 TakeUp TakeUp FIX.5.0SP2EP179
20 AveragePricing Average pricing FIX.5.0SP2EP179
21 Reversal Reversal FIX.5.0SP2EP179
22 AllocTrdPosting Allocation/Trade posting FIX.5.0SP2EP179
23 Cascade The breakdown of a contract position to a more granular level, e.g. from a yearly position to monthly positions. FIX.5.0SP2EP179
24 Delivery Delivery FIX.5.0SP2EP179
25 OptionAsgn Option assignment FIX.5.0SP2EP179
26 Expiration Expiration FIX.5.0SP2EP179
27 Maturity Maturity FIX.5.0SP2EP179
28 EqualPosAdj Equal position adjustment FIX.5.0SP2EP179
29 UnequalPosAdj An adjustment to either the long or short position quantity but not both. FIX.5.0SP2EP179
30 Correction Used to correct an error in the contract terms of a previously submitted report to a trade repository. FIX.5.0SP2EP193
FIX.5.0SP2
582 CustOrderCapacity int Indicates CTI of original trade marked for allocation.
Value SymbolicName Description Added Updated Deprecated
1 MemberTradingForTheirOwnAccount Member trading for their own account FIX.4.4
2 ClearingFirmTradingForItsProprietaryAccount Clearing firm trading for its proprietary account FIX.4.4 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.4.4
578 TradeInputSource String Indicates input source of original trade marked for allocation. FIX.4.4
442 MultiLegReportingType char Indicates MultiLegReportType of original trade marked for allocation.
Value SymbolicName Description Added Updated Deprecated
1 SingleSecurity Single security (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.4.4
1011 MessageEventSource String Used to identify the event or source which gave rise to a message. FIX.4.4
991 RndPx Price Specifies the rounded price to quoted precision. FIX.4.4
RateSource FIX.5.0SP1
1430 VenueType char Used to identify on what kind of venue the trade originated when communicating with a party that may not have access to all trade details, e.g. a clearing organization.
Value SymbolicName Description Added Updated Deprecated
E Electronic Electronic exchange FIX.5.0SP1EP77 FIX.5.0SP2EP141
P Pit Pit FIX.5.0SP1EP77
X ExPit Ex-pit FIX.5.0SP1EP77 FIX.5.0SP2EP141
C ClearingHouse Clearinghouse FIX.5.0SP2EP141
R RegisteredMarket Markets registered with regulators such as exchange, multilateral trading facility (MTF), swap execution facility (SEF). In the context of regulatory reporting (e.g. CFTC reporting), this is used for regulated markets, e.g. swap markets. FIX.5.0SP2EP161
O OffMarket Off-book, off-facility. In the context of regulatory reporting (e.g. CFTC reporting) this identifies trades conducted away from a regulated market. FIX.5.0SP2EP161
B CentralLimitOrderBook Central limit order book FIX.5.0SP2EP163
Q QuoteDrivenMarket Quote driven market FIX.5.0SP2EP163
D DarkOrderBook Dark order book FIX.5.0SP2EP163
A AuctionDrivenMarket Markets where matching occurs only in scheduled auctions. FIX.5.0SP2EP216
N QuoteNegotiation Discretionary quoting on request or "request for quote" market. FIX.5.0SP2EP216
V VoiceNegotiation A trading system where transactions between members are arranged through voice negotiation. FIX.5.0SP2EP228
H HybridMarket A hybrid system falling into two or more types of trading systems. Can also be used for ESMA RTS 1 "other type of trading system". FIX.5.0SP2EP228
FIX.5.0SP2
2334 RefRiskLimitCheckID String Conditionally required when RefRiskLimitCheckIDType(2335) is specified. FIX.5.0SP2 FIX.5.0SP2EP192
2335 RefRiskLimitCheckIDType int Conditionally required when RefRiskLimitCheckID(2334) is specified.
Value SymbolicName Description Added Updated Deprecated
0 RiskLimitRequestID RiskLimitRequestID(1666) FIX.5.0SP2EP171
1 RiskLimitCheckID RiskLimitCheckID(2319) FIX.5.0SP2EP171
3 OutOfBandID Out of band identifier FIX.5.0SP2EP180
FIX.5.0SP2 FIX.5.0SP2EP192
2343 RiskLimitCheckStatus int Indicates the status of the risk limit check performed on a trade.
Value SymbolicName Description Added Updated Deprecated
0 Accepted For use when none of the more specific status enumerations apply. FIX.5.0SP2EP172
1 Rejected For use when none of the more specific status enumerations apply. FIX.5.0SP2EP172
2 ClaimRequired Indicates that the clearing firm is required to accept or decline the trade. FIX.5.0SP2EP172
3 PreDefinedLimitCheckSucceeded Indicates a check enforced automatically by the clearing house. FIX.5.0SP2EP172
4 PreDefinedLimitCheckFailed Indicates a check enforced automatically by the clearing house. FIX.5.0SP2EP172
5 PreDefinedAutoAcceptRuleInvoked Indicates that the clearing firm is required to accept or decline the trade because no limit or rule applies. FIX.5.0SP2EP172
6 PreDefinedAutoRejectRuleInvoked Indicates a check enforced automatically by the clearing house. Note that clearing house rules of engagement may still require a clearing firm accept or reject the trade. FIX.5.0SP2EP172
7 AcceptedByClearingFirm Indicates that explicit action by the clearing firm, and not an automatic check by the clearing house, was the basis for accepting the trade. FIX.5.0SP2EP172
8 RejectedByClearingFirm Indicates that explicit action by the clearing firm, and not an automatic check by the clearing house, was the basis for rejecting the trade. FIX.5.0SP2EP172
9 Pending Indicates that one or more side level risk checks are in progress. FIX.5.0SP2EP172
10 AcceptedByCreditHub Indicates that a credit hub accepted the trade. An identifier assigned by the credit hub may appear in the appropriate RefRiskLimitCheckID(2334) field. FIX.5.0SP2EP180
11 RejectedByCreditHub Indicates that a credit hub rejected the trade. FIX.5.0SP2EP180
12 PendingCreditHubCheck Indicates that a check is pending at a credit hub. FIX.5.0SP2EP180
13 AcceptedByExecVenue Indicates acceptance by an execution venue, such as a SEF. FIX.5.0SP2EP180
14 RejectedByExecVenue Indicates that the trade was rejected by an execution venue, such as a SEF. FIX.5.0SP2EP180
FIX.5.0SP2
StandardTrailer ✔ FIX.2.7

ListCancelRequest (35=K)

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

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

ListExecute (35=L)

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

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

ListStatusRequest (35=M)

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

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

ListStatus (35=N)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = N FIX.2.7
66 ListID ✔ String Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days. FIX.2.7
429 ListStatusType ✔ int Code to represent the status type.
Value SymbolicName Description Added Updated Deprecated
1 Ack Ack FIX.4.3
2 Response Response FIX.4.3
3 Timed Timed FIX.4.3
4 ExecStarted Exec Started FIX.4.3
5 AllDone All Done FIX.4.3
6 Alert Alert FIX.4.3
FIX.4.2
82 NoRpts ✔ int Total number of messages required to status complete list. FIX.2.7
431 ListOrderStatus ✔ int Code to represent the status of a list order.
Value SymbolicName Description Added Updated Deprecated
1 InBiddingProcess In bidding process FIX.4.3
2 ReceivedForExecution Received for execution FIX.4.3
3 Executing Executing FIX.4.3
4 Cancelling Cancelling FIX.4.3
5 Alert Alert FIX.4.3
6 AllDone All Done FIX.4.3
7 Reject Reject FIX.4.3
FIX.4.2
1385 ContingencyType int Defines the type of contingency.
Value SymbolicName Description Added Updated Deprecated
1 OneCancelsTheOther One Cancels the Other (OCO) FIX.5.0EP60
2 OneTriggersTheOther One Triggers the Other (OTO) FIX.5.0EP60
3 OneUpdatesTheOtherAbsolute One Updates the Other (OUO) - Absolute Quantity Reduction FIX.5.0EP60
4 OneUpdatesTheOtherProportional One Updates the Other (OUO) - Proportional Quantity Reduction FIX.5.0EP60
5 BidAndOffer Bid and Offer FIX.5.0SP2EP100
6 BidAndOfferOCO Bid and Offer OCO FIX.5.0SP2EP100
FIX.5.0
1386 ListRejectReason int Identifies the reason for rejection of a New Order List message. Note that OrdRejReason(103) is used if the rejection is based on properties of an individual order part of the List.
Value SymbolicName Description Added Updated Deprecated
0 BrokerCredit Broker / Exchange option FIX.5.0EP60
2 ExchangeClosed Exchange closed FIX.5.0EP60
4 TooLateToEnter Too late to enter FIX.5.0EP60
5 UnknownOrder Unknown order FIX.5.0EP60
6 DuplicateOrder Duplicate Order (e.g. dupe ClOrdID) FIX.5.0EP60
11 UnsupportedOrderCharacteristic Unsupported order characteristic FIX.5.0EP60
99 Other Other FIX.5.0EP60
FIX.5.0
83 RptSeq ✔ int Sequence number of this report message. FIX.2.7
444 ListStatusText String Free format text string related to List Status. FIX.4.2
445 EncodedListStatusTextLen Length Must be set if EncodedListStatusText field is specified and must immediately precede it. FIX.4.2
446 EncodedListStatusText data Encoded (non-ASCII characters) representation of the ListStatusText field in the encoded format specified via the MessageEncoding field. FIX.4.2
60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.4.2
68 TotNoOrders ✔ int Used to support fragmentation. Sum of NoOrders across all messages with the same ListID. FIX.4.2
893 LastFragment Boolean Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.4.4
OrdListStatGrp ✔ Number of orders statused in this message, i.e. number of repeating groups to follow. FIX.4.4
StandardTrailer ✔ FIX.2.7

AllocationInstructionAck (35=P)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = P FIX.2.7
70 AllocID ✔ String Unique identifier for allocation message.
(Prior to FIX 4.1 this field was of type int) 		FIX.2.7
2758 AllocRequestID String May be used to link to a previously submitted AllocationInstructionAlertRequest(35=DU) message. FIX.5.0SP2
Instrument FIX.5.0SP2
Parties FIX.4.3 FIX.5.0SP2EP192
793 SecondaryAllocID String Optional second identifier for the allocation instruction being acknowledged (need not be unique) FIX.4.4
1730 AllocGroupID String Group identifier assigned by the clearinghouse FIX.5.0SP2
1728 FirmGroupID String Firm assigned entity identifier for the allocation FIX.5.0SP2
1731 AvgPxGroupID String Firm designated group identifier for average pricing FIX.5.0SP2
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
60 TransactTime UTCTimestamp Date/Time Allocation Instruction Ack generated FIX.2.7
87 AllocStatus ✔ int Denotes the status of the allocation instruction; received (but not yet processed), rejected (at block or account level) or accepted (and processed).
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted (successfully processed) FIX.2.7 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 Required for AllocStatus = 1 ( block level reject) and for AllocStatus 2 (account level reject) if the individual accounts and reject reasons are not provided in this message
Value SymbolicName Description Added Updated Deprecated
0 UnknownAccount Unknown 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
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.4.4
808 AllocIntermedReqType int Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
Value SymbolicName Description Added Updated Deprecated
1 PendingAccept Pending Accept FIX.4.4
2 PendingRelease Pending Release FIX.4.4
3 PendingReversal Pending Reversal FIX.4.4
4 Accept Accept FIX.4.4
5 BlockLevelReject Block Level Reject FIX.4.4
6 AccountLevelReject Account Level Reject FIX.4.4
FIX.4.4
573 MatchStatus char Denotes whether the financial details provided on the Allocation Instruction were successfully matched.
Value SymbolicName Description Added Updated Deprecated
0 Compared Compared, matched or affirmed FIX.4.3
1 Uncompared Uncompared, unmatched, or 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.4.4
58 Text String Can include explanation for AllocRejCode = 7 (other) FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. 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. FIX.4.2 FIX.5.0SP2EP192
1328 RejectText String Identifies the reason for rejection. FIX.5.0SP2
1664 EncodedRejectTextLen Length Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. FIX.5.0SP2
1665 EncodedRejectText data Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
RegulatoryTradeIDGrp FIX.5.0SP2
AllocAckGrp This repeating group is optionally used for messages with AllocStatus = 2 (account level reject) to provide details of the individual accounts that caused the rejection, together with reject reasons. This group should not be populated when AllocStatus has any other value.
Indicates number of allocation groups to follow.		 FIX.4.4
StandardTrailer ✔ FIX.2.7

DontKnowTrade (35=Q)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = Q FIX.4.0
37 OrderID ✔ String Broker Order ID as identified on problem execution FIX.4.0
198 SecondaryOrderID String Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system. FIX.4.4
17 ExecID ✔ String Execution ID of problem execution FIX.4.0
127 DKReason ✔ char Reason for execution rejection.
Value SymbolicName Description Added Updated Deprecated
A UnknownSymbol Unknown 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
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
UndInstrmtGrp Number of underlyings FIX.4.4
InstrmtLegGrp Number of Legs FIX.4.4
54 Side ✔ char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed 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.4.0
OrderQtyData ✔ Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" FIX.4.3
32 LastQty Qty Required if specified on the ExecutionRpt FIX.4.0
31 LastPx Price Required if specified on the ExecutionRpt FIX.4.0
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.0
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
StandardTrailer ✔ FIX.4.0

QuoteRequest (35=R)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = R FIX.4.0
131 QuoteReqID ✔ String Unique identifier for a QuoteRequest(35=R). FIX.4.0
644 RFQReqID String For tradeable quote model - used to indicate to which RFQ Request this Quote Request is in response. FIX.4.3
11 ClOrdID String Required only in two party models when QuoteType(537) = '1' (Tradeable) and the OrdType(40) = '2' (Limit). 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.5.0SP1
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.4.4
529 OrderRestrictions MultipleCharValue Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.
Value SymbolicName Description Added Updated Deprecated
1 ProgramTrade Program Trade FIX.4.3
2 IndexArbitrage Index Arbitrage FIX.4.3
3 NonIndexArbitrage Non-Index Arbitrage FIX.4.3
4 CompetingMarketMaker Competing Market Maker FIX.4.3
5 ActingAsMarketMakerOrSpecialistInSecurity Acting as Market Maker or Specialist in the security FIX.4.3
6 ActingAsMarketMakerOrSpecialistInUnderlying Acting as Market Maker 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.5.0SP1
1171 PrivateQuote Boolean Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed.
Value SymbolicName Description Added Updated Deprecated
Y PrivateQuote Private Quote FIX.5.0EP46
N PublicQuote Public Quote FIX.5.0EP46
FIX.5.0
1172 RespondentType int Specifies the type of respondents requested.
Value SymbolicName Description Added Updated Deprecated
1 AllMarketParticipants All market participants FIX.5.0EP46
2 SpecifiedMarketParticipants Specified market participants FIX.5.0EP46
3 AllMarketMakers All Market Makers FIX.5.0EP46
4 PrimaryMarketMaker Primary Market Maker(s) FIX.5.0EP46
FIX.5.0
1091 PreTradeAnonymity Boolean Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible. FIX.5.0
RootParties Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual legs, sides, etc.. FIX.5.0
QuotReqGrp ✔ Number of related symbols (instruments) in Request FIX.4.4
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.5.0SP2
2404 ComplianceText String Free text for compliance information required for regulatory reporting. FIX.5.0SP2
2351 EncodedComplianceTextLen Length Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. FIX.5.0SP2
2352 EncodedComplianceText data Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
StandardTrailer ✔ FIX.4.0

Quote (35=S)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = S FIX.4.0
131 QuoteReqID String Required when quote is in response to a QuoteRequest(35=R) message. FIX.4.0 FIX.5.0SP2EP159
117 QuoteID ✔ String Unique identifier for quote FIX.4.0
390 BidID String Unique identifier for the bid side of the quote. FIX.5.0SP2
1867 OfferID String Unique identifier for the ask side of the quote. FIX.5.0SP2
1751 SecondaryQuoteID String Can be used when modifying an existing quote. FIX.5.0SP2
1166 QuoteMsgID String Optionally used to supply a message identifier for a quote. FIX.5.0
693 QuoteRespID String Required when responding to the QuoteResponse(35=AJ) message. The counterparty specified ID of the QuoteResponse(35=AJ) message. FIX.4.4 FIX.5.0SP2EP144
537 QuoteType int If not specified, the default is an indicative quote.
Value SymbolicName Description Added Updated Deprecated
0 Indicative Indicative FIX.4.3
1 Tradeable Tradeable FIX.4.3
2 RestrictedTradeable Restricted tradeable FIX.4.3 FIX.5.0SP2EP126
3 Counter Counter (tradeable) FIX.4.4
4 InitiallyTradeable Initially tradeable FIX.5.0SP2EP126
FIX.4.3 FIX.5.0SP2EP144
2403 QuoteModelType int Quote model type
Value SymbolicName Description Added Updated Deprecated
1 QuoteEntry New quote is entered or previously submitted quote is updated in full without regard to amount executed when a subsequent quote (e.g. with the same QuoteID reference) is received by the Recipient of the quote message. FIX.5.0SP2EP184
2 QuoteModification Previously submitted quote must be present and is updated, taking into consideration the amount already executed when a subsequent quote (e.g. with the same QuoteID reference) is received by the Recipient of the quote message. FIX.5.0SP2EP184
FIX.5.0SP2
1171 PrivateQuote Boolean Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed.
Value SymbolicName Description Added Updated Deprecated
Y PrivateQuote Private Quote FIX.5.0EP46
N PublicQuote Public Quote FIX.5.0EP46
FIX.5.0
QuotQualGrp FIX.4.4
2115 NegotiationMethod int Specifies the negotiation method to be used.
Value SymbolicName Description Added Updated Deprecated
0 AutoSpot The spot price for the reference or benchmark security is provided automatically. FIX.5.0SP2EP168
1 NegotiatedSpot The spot price for the reference or benchmark security is to be negotiated. FIX.5.0SP2EP168
2 PhoneSpot The spot price for the reference of benchmark security is to be negotiated via phone or voice. FIX.5.0SP2EP168 FIX.5.0SP2EP208
FIX.5.0SP2
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 FIX.5.0SP2EP144
QuoteAttributeGrp May be used by the quote provider to indicate pre-trade transparency waiver determination in the context of MiFID II. FIX.5.0SP2
ValueChecksGrp FIX.5.0SP2
Parties FIX.4.3 FIX.5.0SP2EP144
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
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
Instrument ✔ FIX.4.3 FIX.5.0SP2EP144
FinancingDetails FIX.4.4 FIX.5.0SP2EP144
UndInstrmtGrp FIX.4.4 FIX.5.0SP2EP144
54 Side char Required for Tradeable or Counter quotes of single instruments
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed 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.4.4
OrderQtyData Required for Tradeable quotes or Counter quotes of single instruments FIX.4.4
63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate 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.4.3
64 SettlDate LocalMktDate Can be used with forex quotes to specify a specific "value date". For NDFs this is required. FIX.4.1 FIX.5.0SP1EP82
193 SettlDate2 LocalMktDate Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. FIX.4.1 FIX.5.0
192 OrderQty2 Qty Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. FIX.4.1 FIX.5.0
15 Currency Currency Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted FIX.4.2
120 SettlCurrency Currency Required for NDFs to specify the settlement currency (fixing currency). FIX.5.0SP1
RateSource FIX.5.0SP1
Stipulations FIX.4.4 FIX.5.0SP2EP144
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.3
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with an order
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
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 FIX.5.0SP2EP144
LegQuotGrp Required for multileg quotes FIX.4.4
132 BidPx Price If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. FIX.4.0
133 OfferPx Price If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. FIX.4.0
645 MktBidPx Price Can be used by markets that require showing the current best bid and offer FIX.4.3
646 MktOfferPx Price Can be used by markets that require showing the current best bid and offer FIX.4.3
647 MinBidSize Qty Used for markets that use a minimum and maximum bid size. FIX.4.3 FIX.5.0SP2EP144
134 BidSize Qty If MinBidSize(647) is specified, BidSize(134) is interpreted to contain the maximum bid size. FIX.4.0 FIX.5.0SP2EP144
1749 TotalBidSize Qty Specifies the total bid size. FIX.5.0SP2
648 MinOfferSize Qty Used for markets that use a minimum and maximum offer size. FIX.4.3 FIX.5.0SP2EP144
135 OfferSize Qty If MinOfferSize(648) is specified, OfferSize(135) is interpreted to contain the maximum offer size. FIX.4.0 FIX.5.0SP2EP144
1750 TotalOfferSize Qty Specifies the total offer size. FIX.5.0SP2
110 MinQty Qty For use in private/directed quote negotiations. FIX.5.0
1629 ExposureDuration int This is the time in seconds of a "Good for Time" (GFT) TimeInForce.
Positive integer value which represents the time is seconds in which the new order remains active in the market before it is automatically cancelled (e.g. expired).
Bi-lateral agreements will dictate the maximum value of this field. It is assumed that most systems will impose a max limit of 86,400 seconds (i.e. 24 hours).
For Quotes: The period of time a quoted price is tradable(i.e. on-the-wire) before it becomes indicative (i.e. off-the-wire). 		FIX.5.0SP2
1916 ExposureDurationUnit int Time unit in which the ExposureDuration(1629) is expressed. FIX.5.0SP2
62 ValidUntilTime UTCTimestamp The time when the quote will expire FIX.4.0
188 BidSpotRate Price Bid F/X spot rate. FIX.4.1 FIX.5.0SP2EP144
190 OfferSpotRate Price Offer F/X spot rate. FIX.4.1 FIX.5.0SP2EP144
189 BidForwardPoints PriceOffset Bid F/X forward points added to spot rate. May be a negative value. FIX.4.1 FIX.5.0SP2EP144
191 OfferForwardPoints PriceOffset Offer F/X forward points added to spot rate. May be a negative value. FIX.4.1 FIX.5.0SP2EP144
1065 BidSwapPoints PriceOffset The bid FX Swap points for an FX Swap. It is the "far bid forward points - near offer forward point". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4 FIX.5.0SP2EP144
1066 OfferSwapPoints PriceOffset The offer FX Swap points for an FX Swap. It is the "far offer forward points - near bid forward points". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4
631 MidPx Price Mid price/rate.
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
632 BidYield Percentage Bid yield FIX.4.3
633 MidYield Percentage Mid yield FIX.4.3
634 OfferYield Percentage Offer yield FIX.4.3
60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.4.1
40 OrdType char Can be used to specify the type of order the quote is for
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop 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.4.1
642 BidForwardPoints2 PriceOffset Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value FIX.4.3 FIX.5.0
643 OfferForwardPoints2 PriceOffset Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value FIX.4.3 FIX.5.0
656 SettlCurrBidFxRate float Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all bid prices contained in this quote message FIX.4.3
657 SettlCurrOfferFxRate float Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all offer prices contained in this quote message FIX.4.3
156 SettlCurrFxRateCalc char Can be used when the quote is provided in a currency other than the instruments trading currency.
Value SymbolicName Description Added Updated Deprecated
M Multiply Multiply FIX.4.4EP38
D Divide Divide FIX.4.4EP38
FIX.4.3
CommissionData Can be used to show the counterparty the commission associated with the transaction. FIX.5.0SP2
582 CustOrderCapacity int Capacity of customer placing the order.
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.5.0SP2EP144
100 ExDestination Exchange Used when routing quotes to multiple markets FIX.4.3
1133 ExDestinationIDSource char The ID source of ExDestination
Value SymbolicName Description Added Updated Deprecated
B BIC BIC (Bank Identification Code) (ISO 9362) FIX.4.4EP-1
C GeneralIdentifier Generally accepted market participant identifier (e.g. NASD mnemonic) FIX.4.4EP-1
D Proprietary Proprietary / Custom code FIX.4.4EP-1
E ISOCountryCode ISO Country Code FIX.4.4EP-1
G MIC MIC (ISO 10383 - Market Identifier Code) FIX.4.4EP-1
FIX.4.4
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.5.0SP1
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.4.4
529 OrderRestrictions MultipleCharValue Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.
Value SymbolicName Description Added Updated Deprecated
1 ProgramTrade Program Trade FIX.4.3
2 IndexArbitrage Index Arbitrage FIX.4.3
3 NonIndexArbitrage Non-Index Arbitrage FIX.4.3
4 CompetingMarketMaker Competing Market Maker FIX.4.3
5 ActingAsMarketMakerOrSpecialistInSecurity Acting as Market Maker or Specialist in the security FIX.4.3
6 ActingAsMarketMakerOrSpecialistInUnderlying Acting as Market Maker 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.5.0SP1
423 PriceType int Code to represent the price type.
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.4.4
PriceQualifierGrp FIX.5.0SP2
2533 BidSpread float SpreadOrBenchmarkCurveData component may be used to specify the benchmark. FIX.5.0SP2
2534 OfferSpread float SpreadOrBenchmarkCurveData component may be used to specify the benchmark. FIX.5.0SP2
SpreadOrBenchmarkCurveData Spread(218) may be used for a mid-spread value. FIX.4.4 FIX.5.0SP2EP194
RelativeValueGrp None FIX.5.0SP2
YieldData FIX.4.4
RoutingGrp None FIX.5.0SP2
2362 SelfMatchPreventionID String None FIX.5.0SP2
1685 ThrottleInst int Describes action recipient should take if a throttle limit were exceeded.
Value SymbolicName Description Added Updated Deprecated
0 RejectIfThrottleLimitExceeded Reject if throttle limit exceeded FIX.5.0SP2EP116
1 QueueIfThrottleLimitExceeded Queue if throttle limit exceeded FIX.5.0SP2EP116
FIX.5.0SP2
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.5.0SP2
2404 ComplianceText String Free text for compliance information required for regulatory reporting. FIX.5.0SP2
2351 EncodedComplianceTextLen Length Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. FIX.5.0SP2
2352 EncodedComplianceText data Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
443 StrikeTime UTCTimestamp Conditionally required when QuoteQual(695) = d (Deferred spot) is specified. FIX.5.0SP2
StandardTrailer ✔ FIX.4.0

SettlementInstructions (35=T)

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

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

MarketDataRequest (35=V)

Some systems allow the transmission of real-time quote, order, trade, trade volume, open interest, and/or other price information on a subscription basis. A 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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = V FIX.4.2
262 MDReqID ✔ String Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType(263) = 2(Disable previous Snapshot + Updates Request). FIX.4.2 FIX.5.0SP2EP190
263 SubscriptionRequestType ✔ char SubscriptionRequestType(263) indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party.
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.2 FIX.5.0SP2EP190
Parties FIX.5.0 FIX.5.0SP2EP190
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 Required if SubscriptionRequestType(263) = 1(Snapshot + Updates).
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 FIX.5.0SP2EP190
266 AggregatedBook Boolean Specifies whether or not book entries should be aggregated. (Not specified) = broker option
Value SymbolicName Description Added Updated Deprecated
Y BookEntriesToBeAggregated book entries to be aggregated FIX.4.4EP34
N BookEntriesShouldNotBeAggregated book entries should not be aggregated FIX.4.4EP34
FIX.4.2
286 OpenCloseSettlFlag MultipleCharValue Can be used to clarify a request if MDEntryType(269) = 4 (Opening price), 5 (Closing price), or 6 (Settlement price).
Value SymbolicName Description Added Updated Deprecated
0 DailyOpen Daily Open / Close / Settlement entry FIX.4.2
1 SessionOpen Session Open / Close / Settlement entry FIX.4.2
2 DeliverySettlementEntry Delivery Settlement entry FIX.4.2
3 ExpectedEntry Expected entry FIX.4.3
4 EntryFromPreviousBusinessDay Entry from previous business day FIX.4.3
5 TheoreticalPriceValue Theoretical Price value FIX.4.4
FIX.4.3 FIX.5.0SP2EP190
546 Scope MultipleCharValue Defines the scope(s) of the request
Value SymbolicName Description Added Updated Deprecated
1 LocalMarket Local Market (Exchange, ECN, ATS) FIX.4.3
2 National National FIX.4.3
3 Global Global FIX.4.3
FIX.4.3
547 MDImplicitDelete Boolean Can be used when MarketDepth(254) >= 2 and MDUpdateType(265) = 1(Incremental Refresh).
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 FIX.5.0SP2EP190
MDReqGrp ✔ FIX.4.4 FIX.5.0SP2EP190
MarketSegmentScopeGrp Can be used to limit the result set to the specified markets or market segments. FIX.5.0SP2
InstrmtMDReqGrp ✔ FIX.4.4 FIX.5.0SP2EP190
TrdgSesGrp FIX.4.4 FIX.5.0SP2EP190
815 ApplQueueAction int Action to take if application level queuing exists
Value SymbolicName Description Added Updated Deprecated
0 NoActionTaken No Action Taken FIX.4.4
1 QueueFlushed Queue Flushed FIX.4.4
2 OverlayLast Overlay Last FIX.4.4
3 EndSession End Session FIX.4.4
FIX.4.4
812 ApplQueueMax int Maximum application queue depth that must be exceeded before queuing action is taken. FIX.4.4
1070 MDQuoteType int Identifies market data quote type.
Value SymbolicName Description Added Updated Deprecated
0 Indicative Indicative FIX.4.4EP32
1 Tradeable Tradeable FIX.4.4EP32
2 RestrictedTradeable Restricted Tradeable FIX.4.4EP32
3 Counter Counter FIX.4.4EP32
4 IndicativeAndTradeable Indicative and Tradeable FIX.4.4EP32
FIX.4.4
2447 FastMarketIndicator Boolean Indicates if the instrument is in "fast market" state. FIX.5.0SP2
StandardTrailer ✔ FIX.4.2

MarketDataSnapshotFullRefresh (35=W)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = W FIX.4.2
ApplicationSequenceControl FIX.5.0
911 TotNumReports int Total number or reports returned in response to a request. FIX.5.0
963 MDReportID int Unique identifier for the market data report. FIX.4.4 FIX.5.0SP2EP190
715 ClearingBusinessDate LocalMktDate The business date for which the trade is expected to be cleared. FIX.4.4
1021 MDBookType int Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection
Value SymbolicName Description Added Updated Deprecated
1 TopOfBook Top of Book FIX.4.4EP-1
2 PriceDepth Price Depth FIX.4.4EP-1
3 OrderDepth Order Depth FIX.4.4EP-1
FIX.4.4
1173 MDSubBookType int Can be used to define a subordinate book. FIX.5.0
264 MarketDepth int Can be used to define the current depth of the book. FIX.5.0
1022 MDFeedType String Describes a class of service for a given data feed, ie Regular and Market Maker FIX.4.4
1683 MDSubFeedType String Describes a sub-class for a given class of service defined by MDFeedType (1022) FIX.5.0SP2
1187 RefreshIndicator Boolean Set by the sender to tell the receiver to perform an immediate refresh of the book due to disruptions in the accompanying real-time feed
'Y' - Mandatory refresh by all participants
'N' - Process as required 		FIX.5.0
75 TradeDate LocalMktDate Used to specify the trading date for which a set of market data applies FIX.4.4
262 MDReqID String Conditionally required if this message is in response to a MarketDataRequest(35=V). FIX.4.2 FIX.5.0SP2EP190
1500 MDStreamID String The identifier or name of the price stream. FIX.5.0SP1
1301 MarketID Exchange Identifies the market FIX.5.0SP2
1300 MarketSegmentID String Identifies the market segment FIX.5.0SP2
Instrument ✔ FIX.4.3 FIX.5.0SP2EP190
InstrumentExtension FIX.5.0SP2
FinancingDetails FIX.5.0SP2
UndInstrmtGrp FIX.4.4 FIX.5.0SP2EP190
InstrmtLegGrp Required for multileg quotes FIX.4.4
RelatedInstrumentGrp FIX.5.0SP2
779 LastUpdateTime ✔ UTCTimestamp Timestamp of last update to data item (or creation if no updates made since creation). FIX.5.0SP2
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
451 NetChgPrevDay PriceOffset Net change from previous day's closing price vs. last traded price. FIX.4.3
1682 MDSecurityTradingStatus int Identifies the trading status applicable to the instrument in the market data message. FIX.5.0SP2
1684 MDHaltReason int Denotes the reason for the Opening Delay or Trading Halt. FIX.5.0SP2
MDFullGrp ✔ FIX.4.4 FIX.5.0SP2EP190
813 ApplQueueDepth int Depth of application messages queued for transmission as of delivery of this message FIX.4.4
814 ApplQueueResolution int Action taken to resolve application queuing
Value SymbolicName Description Added Updated Deprecated
0 NoActionTaken No Action Taken FIX.4.4
1 QueueFlushed Queue Flushed FIX.4.4
2 OverlayLast Overlay Last FIX.4.4
3 EndSession End Session FIX.4.4
FIX.4.4
RoutingGrp FIX.4.4
StandardTrailer ✔ FIX.4.2

MarketDataIncrementalRefresh (35=X)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = X FIX.4.2
ApplicationSequenceControl FIX.5.0
1021 MDBookType int Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection
Value SymbolicName Description Added Updated Deprecated
1 TopOfBook Top of Book FIX.4.4EP-1
2 PriceDepth Price Depth FIX.4.4EP-1
3 OrderDepth Order Depth FIX.4.4EP-1
FIX.4.4
1022 MDFeedType String Describes a class of service for a given data feed, ie Regular and Market Maker FIX.4.4
1683 MDSubFeedType String Describes a sub-class for a given class of service defined by MDFeedType (1022) FIX.5.0SP2
75 TradeDate LocalMktDate Used to specify the trading date for which a set of market data applies FIX.4.4
262 MDReqID String Conditionally required if this message is in response to a Market Data Request. FIX.4.2
1301 MarketID Exchange Identifies the market FIX.5.0SP2
1300 MarketSegmentID String Identifies the market segment FIX.5.0SP2
MDIncGrp ✔ Number of entries following. FIX.4.4
813 ApplQueueDepth int Depth of application messages queued for transmission as of delivery of this message FIX.4.4
814 ApplQueueResolution int Action taken to resolve application queuing
Value SymbolicName Description Added Updated Deprecated
0 NoActionTaken No Action Taken FIX.4.4
1 QueueFlushed Queue Flushed FIX.4.4
2 OverlayLast Overlay Last FIX.4.4
3 EndSession End Session FIX.4.4
FIX.4.4
RoutingGrp FIX.4.4
StandardTrailer ✔ FIX.4.2

MarketDataRequestReject (35=Y)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = Y FIX.4.2
262 MDReqID ✔ String Must refer to the MDReqID of the request. FIX.4.2
Parties Insert here the set of Parties (firm identification) fields defined in "Common Components of Application Messages FIX.5.0
281 MDReqRejReason char Reason for the rejection of a Market Data request.
Value SymbolicName Description Added Updated Deprecated
0 UnknownSymbol Unknown symbol FIX.4.2
1 DuplicateMDReqID Duplicate MDReqID FIX.4.2
2 InsufficientBandwidth Insufficient Bandwidth FIX.4.2
3 InsufficientPermissions Insufficient Permissions FIX.4.2
4 UnsupportedSubscriptionRequestType Unsupported SubscriptionRequestType FIX.4.2
5 UnsupportedMarketDepth Unsupported MarketDepth FIX.4.2
6 UnsupportedMDUpdateType Unsupported MDUpdateType FIX.4.2
7 UnsupportedAggregatedBook Unsupported AggregatedBook FIX.4.2
8 UnsupportedMDEntryType Unsupported MDEntryType FIX.4.2
9 UnsupportedTradingSessionID Unsupported TradingSessionID FIX.4.3
A UnsupportedScope Unsupported Scope FIX.4.3
B UnsupportedOpenCloseSettleFlag Unsupported OpenCloseSettleFlag FIX.4.3
C UnsupportedMDImplicitDelete Unsupported MDImplicitDelete FIX.4.3
D InsufficientCredit Insufficient credit FIX.4.4EP21
FIX.4.2
MDRjctGrp FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.2
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
StandardTrailer ✔ FIX.4.2

QuoteCancel (35=Z)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = Z FIX.4.2
131 QuoteReqID String Required when quote is in response to a Quote Request message FIX.4.2
117 QuoteID String Conditionally required when QuoteCancelType(298) = 5 (Cancel specified single quote) and SecondarlyQuoteID(1751) is not specified. Maps to QuoteID(117) of a single Quote(35=S) or QuoteEntryID(299) of a MassQuote(35=i) FIX.4.2 FIX.5.0SP2EP195
1751 SecondaryQuoteID String Conditionally required when QuoteCancelType(298) = 5 (Cancel specific single quote) and QuoteID(117) is not specified. FIX.5.0SP2
1166 QuoteMsgID String Optionally used to supply a message identifier for a quote cancel. FIX.5.0
298 QuoteCancelType ✔ int Identifies the type of Quote Cancel request.
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
537 QuoteType int Conditionally required when QuoteCancelType(298)=6(Cancel by type of quote).
Value SymbolicName Description Added Updated Deprecated
0 Indicative Indicative FIX.4.3
1 Tradeable Tradeable FIX.4.3
2 RestrictedTradeable Restricted tradeable FIX.4.3 FIX.5.0SP2EP126
3 Counter Counter (tradeable) FIX.4.4
4 InitiallyTradeable Initially tradeable FIX.5.0SP2EP126
FIX.5.0SP1 FIX.5.0SP2EP126
301 QuoteResponseLevel int Level of Response requested from receiver of quote messages.
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
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
TargetParties Can be used to specify the parties to whom the Quote Cancel should be applied. FIX.5.0SP1
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.3
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
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
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
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
QuotCxlEntriesGrp The number of securities (instruments) whose quotes are to be canceled
Not required when cancelling all quotes.		 FIX.4.4
StandardTrailer ✔ FIX.4.2

QuoteStatusRequest (35=a)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = a (lowercase) FIX.4.2
649 QuoteStatusReqID String Unique identifier for Quote Status Request. FIX.4.3
117 QuoteID String Maps to: - QuoteID(117) of a single Quote - QuoteEntryID(299) of a Mass Quote. FIX.4.2
Instrument Conditionally required when requesting status of a single security quote. FIX.4.3 FIX.5.0SP1EP95
FinancingDetails Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
UndInstrmtGrp Number of underlyings FIX.4.4
InstrmtLegGrp Required for multileg quotes FIX.4.4
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
TargetParties Can be used to specify the parties to whom the Quote Status Request should apply. FIX.5.0SP1
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.3
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
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
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
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
263 SubscriptionRequestType char Used to subscribe for Quote Status Report messages
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.3
StandardTrailer ✔ FIX.4.2

MassQuoteAck (35=b)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = b (lowercase) FIX.4.2
131 QuoteReqID String Required when acknowledgment is in response to a Quote Request message FIX.4.2
117 QuoteID String Required when acknowledgment is in response to a Mass Quote, mass Quote Cancel or mass Quote Status Request message. Maps to: - QuoteID(117) of a Mass Quote - QuoteMsgID(1166) of Quote Cancel - QuoteStatusReqID(649) of Quote Status Request FIX.4.2
297 QuoteStatus ✔ int Status of the mass quote acknowledgement.
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.4.2
1 CancelForSymbol 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
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. Is echoed back to the counterparty.
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
537 QuoteType int Type of Quote
Value SymbolicName Description Added Updated Deprecated
0 Indicative Indicative FIX.4.3
1 Tradeable Tradeable FIX.4.3
2 RestrictedTradeable Restricted tradeable FIX.4.3 FIX.5.0SP2EP126
3 Counter Counter (tradeable) FIX.4.4
4 InitiallyTradeable Initially tradeable FIX.5.0SP2EP126
FIX.4.3
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.5.0
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
TargetParties Should be populated if the Mass Quote Acknowledgement is acknowledging a mass quote cancellation by party. FIX.5.0SP1
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.3
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
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
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.5.0SP2
2404 ComplianceText String Free text for compliance information required for regulatory reporting. FIX.5.0SP2
2351 EncodedComplianceTextLen Length Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. FIX.5.0SP2
2352 EncodedComplianceText data Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.2
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text(58) field. FIX.4.4
QuotSetAckGrp The number of sets of quotes in the message FIX.4.4
ThrottleResponse FIX.5.0SP2
StandardTrailer ✔ FIX.4.2

SecurityDefinitionRequest (35=c)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = c (lowercase) FIX.4.2
320 SecurityReqID ✔ String Unique ID of a Security Definition Request. FIX.4.2
321 SecurityRequestType ✔ int Type of Security Definition Request.
Value SymbolicName Description Added Updated Deprecated
0 RequestSecurityIdentityAndSpecifications Request Security identity and specifications FIX.4.2
1 RequestSecurityIdentityForSpecifications Request Security identity for the specifications provided (name of the security is not supplied) FIX.4.2
2 RequestListSecurityTypes Request List Security Types FIX.4.2 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
1301 MarketID Exchange Identifies the market for which the security definition request is being made. FIX.5.0
1300 MarketSegmentID String Identifies the segment of the market for which the security definition request is being made. FIX.5.0
Instrument FIX.4.3 FIX.5.0SP2EP195
InstrumentExtension FIX.4.4 FIX.5.0SP2EP195
FinancingDetails FIX.5.0SP2
UndInstrmtGrp FIX.4.4 FIX.5.0SP2EP195
RelatedInstrumentGrp None FIX.5.0SP2
15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.2
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.5.0SP2
2404 ComplianceText String Free text for compliance information required for regulatory reporting. FIX.5.0SP2
2351 EncodedComplianceTextLen Length Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. FIX.5.0SP2
2352 EncodedComplianceText data Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.2 FIX.5.0SP2EP195
354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. FIX.4.2 FIX.5.0SP2EP195
355 EncodedText data Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. FIX.4.2 FIX.5.0SP2EP195
336 TradingSessionID String Optional trading session identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable.
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.5.0SP2EP195
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
Stipulations FIX.5.0
InstrmtLegGrp FIX.4.4 FIX.5.0SP2EP195
SpreadOrBenchmarkCurveData FIX.5.0
YieldData FIX.5.0
827 ExpirationCycle int Part of trading cycle when an instrument expires. Field is applicable for derivatives.
Value SymbolicName Description Added Updated Deprecated
0 ExpireOnTradingSessionClose Expire on trading session close (default) FIX.4.4
1 ExpireOnTradingSessionOpen Expire on trading session open FIX.4.4
2 SpecifiedExpiration Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date) FIX.5.0EP42
FIX.4.4
263 SubscriptionRequestType char Subscribe or unsubscribe for security status to security specified in request.
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.3
StandardTrailer ✔ FIX.4.2

SecurityDefinition (35=d)

The 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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = d (lowercase) FIX.4.2
ApplicationSequenceControl FIX.5.0
964 SecurityReportID int Used to identify the SecurityDefinition(35=d) message. FIX.4.4 FIX.5.0SP2EP195
715 ClearingBusinessDate LocalMktDate The business date for which the trade is expected to be cleared. FIX.4.4
320 SecurityReqID String Unique ID of a Security Definition Request. FIX.4.2
2422 OrderRequestID int None FIX.5.0SP2
322 SecurityResponseID String Used to identify the response to a SecurityDefinitionRequest(35=c) message. FIX.4.2 FIX.5.0SP2EP195
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 FIX.5.0SP2EP195
560 SecurityRequestResult int Allow result of query request to be returned to requester
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.5.0SP2
1607 SecurityRejectReason int Used to specify a rejection reason when SecurityResponseType(323)=5 (Reject security proposal).
Value SymbolicName Description Added Updated Deprecated
1 InvalidInstrumentRequested Invalid instrument requested FIX.5.0SP2EP114
2 InstrumentAlreadyExists Instrument already exists FIX.5.0SP2EP114
3 RequestTypeNotSupported Request type not supported FIX.5.0SP2EP114
4 SystemUnavailableForInstrumentCreation System unavailable for instrument creation FIX.5.0SP2EP114
5 IneligibleInstrumentGroup Ineligible instrument group FIX.5.0SP2EP114
6 InstrumentIDUnavailable Instrument ID unavailable FIX.5.0SP2EP114
7 InvalidOrMissingDataOnOptionLeg Invalid or missing data on option leg FIX.5.0SP2EP114
8 InvalidOrMissingDataOnFutureLeg Invalid or missing data on future leg FIX.5.0SP2EP114
10 InvalidOrMissingDataOnFXLeg Invalid or missing data on FX leg FIX.5.0SP2EP114
11 InvalidLegPriceSpecified Invalid leg price specified FIX.5.0SP2EP114
12 InvalidInstrumentStructureSpecified Invalid instrument structure specified FIX.5.0SP2EP114
FIX.5.0SP2 FIX.5.0SP2EP195
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.5.0 FIX.5.0SP2EP195
Instrument FIX.4.3 FIX.5.0SP2EP195
InstrumentExtension FIX.4.4 FIX.5.0SP2EP195
FinancingDetails FIX.5.0SP2
UndInstrmtGrp FIX.4.4 FIX.5.0SP2EP195
RelatedInstrumentGrp None FIX.5.0SP2
SecurityClassificationGrp Used to specify forms of product classifications FIX.5.0SP2
15 Currency Currency Currency in which the price is denominated FIX.4.2
2572 PreviousAdjustedOpenInterest Amt None FIX.5.0SP2
2573 PreviousUnadjustedOpenInterest Amt None FIX.5.0SP2
734 PriorSettlPrice Price None FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.2 FIX.5.0SP2EP195
354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. FIX.4.2 FIX.5.0SP2EP195
355 EncodedText data Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. FIX.4.2 FIX.5.0SP2EP195
Stipulations FIX.5.0
1606 NumOfSimpleInstruments int Represents the total number of simple instruments that make up a multi-legged security. Complex spread instruments may be constructed of legs which themselves are multi-leg instruments. FIX.5.0SP2 FIX.5.0SP2EP195
2562 NumOfComplexInstruments int None FIX.5.0SP2
InstrmtLegGrp FIX.4.4 FIX.5.0SP2EP195
SpreadOrBenchmarkCurveData FIX.5.0
YieldData FIX.5.0
MarketSegmentGrp Contains all the security details related to listing and trading the security FIX.5.0
779 LastUpdateTime UTCTimestamp Represents the time at which a security was last updated FIX.5.0SP2
2400 EffectiveBusinessDate LocalMktDate None FIX.5.0SP2
60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.5.0SP1
StandardTrailer ✔ FIX.4.2

SecurityStatusRequest (35=e)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = e (lowercase) FIX.4.2
324 SecurityStatusReqID ✔ String Must be unique, or the ID of previous Security Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). FIX.4.2
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
InstrumentExtension Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" FIX.4.4
FinancingDetails FIX.5.0SP2
UndInstrmtGrp Number of underlyings FIX.4.4
InstrmtLegGrp Number of legs that make up the Security FIX.4.4
RelatedInstrumentGrp FIX.5.0SP2
15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.2
263 SubscriptionRequestType ✔ char SubscriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party.
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.2 FIX.5.0SP1EP95
1301 MarketID Exchange Identifies the market FIX.5.0
1300 MarketSegmentID String Identifies the market segment FIX.5.0
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
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
StandardTrailer ✔ FIX.4.2

SecurityStatus (35=f)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = f (lowercase) FIX.4.2
ApplicationSequenceControl FIX.5.0
324 SecurityStatusReqID String Unique ID of a Security Status Request or a Security Mass Status Request message. FIX.4.2
Instrument ✔ FIX.4.3 FIX.5.0SP2EP195
InstrumentExtension FIX.4.4 FIX.5.0SP2EP195
FinancingDetails FIX.5.0SP2
UndInstrmtGrp FIX.4.4 FIX.5.0SP2EP195
InstrmtLegGrp FIX.4.4 FIX.5.0SP2EP195
RelatedInstrumentGrp FIX.5.0SP2
15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.2
1301 MarketID Exchange Identifies the market FIX.5.0
1300 MarketSegmentID String Identifies the market segment FIX.5.0
75 TradeDate LocalMktDate Business day that the state change applies to. FIX.5.0SP2
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
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
325 UnsolicitedIndicator Boolean Set to 'Y' if message is sent as a result of a subscription request not a snapshot request
Value SymbolicName Description Added Updated Deprecated
N MessageIsBeingSentAsAResultOfAPriorRequest Message is being sent as a result of a prior request FIX.4.2
Y MessageIsBeingSentUnsolicited Message is being 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 FIX.5.0SP2EP195
1655 MarketMakerActivity int Indicates market maker participation in security.
Value SymbolicName Description Added Updated Deprecated
0 NoParticipation No participation FIX.5.0SP2EP104
1 BuyParticipation Buy participation FIX.5.0SP2EP104
2 SellParticipation Sell participation FIX.5.0SP2EP104
3 BothBuyAndSellParticipation Both buy and sell participation FIX.5.0SP2EP104
FIX.5.0SP2
2447 FastMarketIndicator Boolean Indicates if the instrument is in "fast market" state. FIX.5.0SP2
1174 SecurityTradingEvent int Identifies an event related to a SecurityTradingStatus(326). An event occurs and is gone, it is not a state that applies for a period of time.
Value SymbolicName Description Added Updated Deprecated
1 OrderImbalance Order imbalance, auction is extended FIX.5.0EP47
2 TradingResumes Trading resumes (after Halt) FIX.5.0EP47
3 PriceVolatilityInterruption Price Volatility Interruption FIX.5.0EP47
4 ChangeOfTradingSession Change of Trading Session FIX.5.0EP47
5 ChangeOfTradingSubsession Change of Trading Subsession FIX.5.0EP47
6 ChangeOfSecurityTradingStatus Change of Security Trading Status FIX.5.0EP47 FIX.5.0SP1EP95
7 ChangeOfBookType Change of Book Type FIX.5.0EP47
8 ChangeOfMarketDepth Change of Market Depth FIX.5.0EP47
9 CorporateAction Corporate action FIX.5.0SP2EP190
FIX.5.0 FIX.5.0SP2EP195
2116 NextAuctionTime UTCTimestamp The time of the next auction. FIX.5.0SP2
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
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.5.0SP2EP195
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
1021 MDBookType int Used to relay changes in the book type
Value SymbolicName Description Added Updated Deprecated
1 TopOfBook Top of Book FIX.4.4EP-1
2 PriceDepth Price Depth FIX.4.4EP-1
3 OrderDepth Order Depth FIX.4.4EP-1
FIX.5.0
264 MarketDepth int Used to relay changes in market depth. FIX.5.0 FIX.5.0SP2EP195
330 BuyVolume Qty Quantity bought. FIX.4.2
331 SellVolume Qty Quantity sold. FIX.4.2
332 HighPx Price Represents an indication of the high end of the price range for a security prior to the open or reopen FIX.4.2
333 LowPx Price Represents an indication of the low end of the price range for a security prior to the open or reopen FIX.4.2
31 LastPx Price Represents the last price for that security either on a consolidated or an individual participant basis at the time it is disseminated. FIX.4.2 FIX.5.0SP2EP195
ClearingPriceParametersGrp None FIX.5.0SP2
730 SettlPrice Price Settlement price FIX.5.0SP2
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.5.0SP2
2451 SettlPriceDeterminationMethod int Calculation method used to determine settlement price. FIX.5.0SP2
60 TransactTime UTCTimestamp Time of status information. FIX.4.2 FIX.5.0SP2EP195
334 Adjustment int Identifies the type of adjustment.
Value SymbolicName Description Added Updated Deprecated
1 Cancel Cancel FIX.4.2
2 Error Error FIX.4.2
3 Correction Correction FIX.4.2
FIX.4.2
1025 FirstPx Price Represents the price of the first fill of the trading session. FIX.4.4
2448 LinkageHandlingIndicator Boolean Indicate whether linkage handling is in effect for an instrument or not. FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.3 FIX.5.0SP2EP195
354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. FIX.4.3 FIX.5.0SP2EP195
355 EncodedText data Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. FIX.4.3 FIX.5.0SP2EP195
StandardTrailer ✔ FIX.4.2

TradingSessionStatusRequest (35=g)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = g (lowercase) FIX.4.2
335 TradSesReqID ✔ String Must be unique, or the ID of previous Trading Session Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). FIX.4.2
1301 MarketID Exchange Market for which Trading Session applies FIX.5.0
1300 MarketSegmentID String Market Segment for which Trading Session applies FIX.5.0
336 TradingSessionID String Trading Session for which status is being requested
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
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
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
263 SubscriptionRequestType ✔ char Subscription Request Type
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.2
207 SecurityExchange Exchange Market used to help identify a security.
Valid values:
See "Appendix 6-C" 		FIX.4.4 FIX.5.0SP1
StandardTrailer ✔ FIX.4.2

TradingSessionStatus (35=h)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = h (lowercase) FIX.4.2
ApplicationSequenceControl FIX.5.0
335 TradSesReqID String Conditionally required when responding to a specific TradingSessionStatusRequest(35=g) FIX.4.2 FIX.5.0SP2EP190
1301 MarketID Exchange Market for which trading session applies FIX.5.0 FIX.5.0SP2EP190
1300 MarketSegmentID String Market Segment for which trading session applies FIX.5.0 FIX.5.0SP2EP190
75 TradeDate LocalMktDate Business day for which trading session applies to. FIX.5.0SP2
336 TradingSessionID ✔ String Identifier for trading session
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
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
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 FIX.5.0SP2EP190
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 FIX.5.0SP2EP190
325 UnsolicitedIndicator Boolean Set to 'Y' if message is sent unsolicited as a result of a previous subscription request.
Value SymbolicName Description Added Updated Deprecated
N MessageIsBeingSentAsAResultOfAPriorRequest Message is being sent as a result of a prior request FIX.4.2
Y MessageIsBeingSentUnsolicited Message is being sent unsolicited FIX.4.2 FIX.5.0SP1EP95
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 FIX.5.0SP2EP190
1368 TradSesEvent int Identifies an event related to the trading status of a trading session
Value SymbolicName Description Added Updated Deprecated
0 TradingResumes Trading resumes (after Halt) FIX.5.0EP58
1 ChangeOfTradingSession Change of Trading Session FIX.5.0EP58
2 ChangeOfTradingSubsession Change of Trading Subsession FIX.5.0EP58
3 ChangeOfTradingStatus Change of Trading Status FIX.5.0EP58
FIX.5.0
2447 FastMarketIndicator Boolean Indicates if trading session is in fast market. FIX.5.0SP2
567 TradSesStatusRejReason int Use with TradSesStatus(340) = 6(Request Rejected).
Value SymbolicName Description Added Updated Deprecated
1 UnknownOrInvalidTradingSessionID Unknown or invalid TradingSessionID FIX.4.3
99 Other Other FIX.4.4
FIX.4.3 FIX.5.0SP2EP190
341 TradSesStartTime UTCTimestamp Starting time of the trading session FIX.4.2
342 TradSesOpenTime UTCTimestamp Time of the opening of the trading session FIX.4.2
343 TradSesPreCloseTime UTCTimestamp Time of the pre-close of the trading session FIX.4.2
344 TradSesCloseTime UTCTimestamp Closing time of the trading session FIX.4.2
345 TradSesEndTime UTCTimestamp End time of the trading session FIX.4.2
1785 TradSesControl int Indicates how control of trading session and subsession transitions are performed
Value SymbolicName Description Added Updated Deprecated
0 Automatic Automatic (Default) FIX.5.0SP2EP130
1 Manual Manual FIX.5.0SP2EP130
FIX.5.0SP2
387 TotalVolumeTraded Qty Total volume (quantity) traded. FIX.4.2
60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.2
354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. FIX.4.2 FIX.5.0SP2EP190
355 EncodedText data Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. FIX.4.2 FIX.5.0SP2EP190
Instrument Use if status information applies only to a subset of all instruments. Use SecurityStatus(35=f) message instead for status on a single instrument. FIX.4.4 FIX.5.0SP2EP190
StandardTrailer ✔ FIX.4.2

MassQuote (35=i)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = i (lowercase) FIX.4.2
131 QuoteReqID String Required when quote is in response to a Quote Request message FIX.4.2
117 QuoteID ✔ String Unique identifier for quote FIX.4.2
537 QuoteType int Type of Quote Default is Indicative if not specified
Value SymbolicName Description Added Updated Deprecated
0 Indicative Indicative FIX.4.3
1 Tradeable Tradeable FIX.4.3
2 RestrictedTradeable Restricted tradeable FIX.4.3 FIX.5.0SP2EP126
3 Counter Counter (tradeable) FIX.4.4
4 InitiallyTradeable Initially tradeable FIX.5.0SP2EP126
FIX.4.3
2403 QuoteModelType int Quote model type
Value SymbolicName Description Added Updated Deprecated
1 QuoteEntry New quote is entered or previously submitted quote is updated in full without regard to amount executed when a subsequent quote (e.g. with the same QuoteID reference) is received by the Recipient of the quote message. FIX.5.0SP2EP184
2 QuoteModification Previously submitted quote must be present and is updated, taking into consideration the amount already executed when a subsequent quote (e.g. with the same QuoteID reference) is received by the Recipient of the quote message. FIX.5.0SP2EP184
FIX.5.0SP2
301 QuoteResponseLevel int Level of Response requested from receiver of quote messages.
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
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.3
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
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
293 DefBidSize Qty Default Bid Size for quote contained within this quote message - if not explicitly provided. FIX.4.2
294 DefOfferSize Qty Default Offer Size for quotes contained within this quote message - if not explicitly provided. FIX.4.2
QuotSetGrp ✔ The number of sets of quotes in the message FIX.4.4
2362 SelfMatchPreventionID String None FIX.5.0SP2
1685 ThrottleInst int Describes action recipient should take if a throttle limit were exceeded.
Value SymbolicName Description Added Updated Deprecated
0 RejectIfThrottleLimitExceeded Reject if throttle limit exceeded FIX.5.0SP2EP116
1 QueueIfThrottleLimitExceeded Queue if throttle limit exceeded FIX.5.0SP2EP116
FIX.5.0SP2
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.5.0SP2
2404 ComplianceText String Free text for compliance information required for regulatory reporting. FIX.5.0SP2
2351 EncodedComplianceTextLen Length Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. FIX.5.0SP2
2352 EncodedComplianceText data Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
StandardTrailer ✔ FIX.4.2

BusinessMessageReject (35=j)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = j (lowercase) FIX.4.2
45 RefSeqNum SeqNum MsgSeqNum of rejected message FIX.4.2
372 RefMsgType ✔ String The MsgType of the FIX message being referenced. FIX.4.2
1130 RefApplVerID String Recommended when rejecting an application message that does not explicitly provide ApplVerID ( 1128) on the message being rejected. In this case the value from the DefaultApplVerID(1137) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. FIX.5.0
1406 RefApplExtID int Recommended when rejecting an application message that does not explicitly provide ApplExtID(1156) on the rejected message. In this case the value from the DefaultApplExtID(1407) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. FIX.5.0
1131 RefCstmApplVerID String Recommended when rejecting an application message that does not explicitly provide CstmApplVerID(1129) on the message being rejected. In this case the value from the DefaultCstmApplVerID(1408) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. FIX.5.0
379 BusinessRejectRefID String The value of the business-level "ID" field on the message being referenced. Required unless the corresponding ID field (see list above) was not specified. FIX.4.2
380 BusinessRejectReason ✔ int Code to identify reason for a Business Message Reject message.
Value SymbolicName Description Added Updated Deprecated
0 Other Other FIX.4.2
1 UnknownID Unknown ID FIX.4.2
2 UnknownSecurity Unknown Security FIX.4.2
3 UnsupportedMessageType 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
58 Text String Where possible, message to explain reason for rejection FIX.4.2
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
StandardTrailer ✔ FIX.4.2

BidRequest (35=k)

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

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

BidResponse (35=l)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = l (lowercase L) FIX.4.2
390 BidID String 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
391 ClientBidID String Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day. FIX.4.2
BidCompRspGrp ✔ Number of bid repeating groups FIX.4.4
StandardTrailer ✔ FIX.4.2

ListStrikePrice (35=m)

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

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

XMLnonFIX (35=n)

None

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ FIX.4.3
AttachmentGrp FIX.5.0SP2
StandardTrailer ✔ FIX.4.3

RegistrationInstructions (35=o)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = o (lowercase O) FIX.4.3
513 RegistID ✔ String Unique identifier of the registration details as assigned by institution or intermediary. FIX.4.3
715 ClearingBusinessDate LocalMktDate The business date for which the trade is expected to be cleared. FIX.5.0SP2
514 RegistTransType ✔ char Identifies Registration Instructions transaction type
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.4.3
2 Cancel Cancel FIX.4.3
1 Replace Replace FIX.4.3
FIX.4.3
508 RegistRefID ✔ String Required for Cancel and Replace RegistTransType messages FIX.4.3
11 ClOrdID String Unique identifier of the order as assigned by institution or intermediary to which Registration relates FIX.4.3
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.3
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
493 RegistAcctType String For CIV - a fund manager-defined code identifying which of the fund manager's account types is required. FIX.4.3
495 TaxAdvantageType int For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held.
30 - 998 are reserved for future use by recognized taxation authorities
999=Other
values above 1000 are available for use by private agreement among counterparties
Value SymbolicName Description Added Updated Deprecated
0 None None/Not Applicable (default) FIX.4.3
1 MaxiISA Maxi ISA (UK) FIX.4.3
2 TESSA TESSA (UK) FIX.4.3
3 MiniCashISA Mini Cash ISA (UK) FIX.4.3
4 MiniStocksAndSharesISA Mini Stocks And Shares ISA (UK) FIX.4.3
5 MiniInsuranceISA Mini Insurance ISA (UK) FIX.4.3
6 CurrentYearPayment Current Year Payment (US) FIX.4.3
7 PriorYearPayment Prior Year Payment (US) FIX.4.3
8 AssetTransfer Asset Transfer (US) FIX.4.3
9 EmployeePriorYear Employee - prior year (US) FIX.4.3
10 EmployeeCurrentYear Employee - current year (US) FIX.4.3
11 EmployerPriorYear Employer - prior year (US) FIX.4.3
12 EmployerCurrentYear Employer - current year (US) FIX.4.3
13 NonFundPrototypeIRA Non-fund prototype IRA (US) FIX.4.3
14 NonFundQualifiedPlan Non-fund qualified plan (US) FIX.4.3
15 DefinedContributionPlan Defined contribution plan (US) FIX.4.3
16 IRA Individual Retirement Account (US) FIX.4.3
17 IRARollover Individual Retirement Account - Rollover (US) FIX.4.3
18 KEOGH KEOGH (US) FIX.4.3
19 ProfitSharingPlan Profit Sharing Plan (US) FIX.4.3
20 US401K 401(k) (US) FIX.4.3
21 SelfDirectedIRA Self-directed IRA (US) FIX.4.3
22 US403b 403(b) (US) FIX.4.3
23 US457 457 (US) FIX.4.3
24 RothIRAPrototype Roth IRA (Fund Prototype) (US) FIX.4.3
25 RothIRANonPrototype Roth IRA (Non-prototype) (US) FIX.4.3
26 RothConversionIRAPrototype Roth Conversion IRA (Fund Prototype) (US) FIX.4.3
27 RothConversionIRANonPrototype Roth Conversion IRA (Non-prototype) (US) FIX.4.3
28 EducationIRAPrototype Education IRA (Fund Prototype) (US) FIX.4.3
29 EducationIRANonPrototype Education IRA (Non-prototype) (US) FIX.4.3
999 Other Other FIX.4.4EP-1
FIX.4.3
517 OwnershipType char The relationship between Registration parties.
Value SymbolicName Description Added Updated Deprecated
J JointInvestors Joint Investors FIX.4.4
T TenantsInCommon Tenants in Common FIX.4.4
2 JointTrustees Joint Trustees FIX.4.4
FIX.4.3
RgstDtlsGrp Number of registration details in this message (number of repeating groups to follow) FIX.4.4
RgstDistInstGrp Number of Distribution instructions in this message (number of repeating groups to follow) FIX.4.4
StandardTrailer ✔ FIX.4.3

RegistrationInstructionsResponse (35=p)

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

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

OrderMassCancelRequest (35=q)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = q (lowercase Q) FIX.4.3
11 ClOrdID ✔ String Unique ID of Order Mass Cancel Request as assigned by the institution. FIX.4.3
526 SecondaryClOrdID String Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. FIX.4.3
530 MassCancelRequestType ✔ char Specifies the type of cancellation requested
Value SymbolicName Description Added Updated Deprecated
1 CancelOrdersForASecurity Cancel orders for a security FIX.4.3
2 CancelOrdersForAnUnderlyingSecurity Cancel orders for an underlying security FIX.4.3
3 CancelOrdersForAProduct Cancel orders for a Product FIX.4.3
4 CancelOrdersForACFICode Cancel orders for a CFICode FIX.4.3
5 CancelOrdersForASecurityType Cancel orders for a SecurityType FIX.4.3
6 CancelOrdersForATradingSession Cancel orders for a trading session FIX.4.3
7 CancelAllOrders Cancel all orders FIX.4.3
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
336 TradingSessionID String Trading Session in which orders are to be canceled
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.4.3
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
Parties Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" FIX.4.4
TargetParties Can be used to specify the parties to whom the Order Mass Cancel should apply. FIX.5.0SP1
Instrument Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
UnderlyingInstrument Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" FIX.4.3
1301 MarketID Exchange Required for MassCancelRequestType = 8 (Cancel orders for a market) FIX.5.0
1300 MarketSegmentID String Required for MassCancelRequestType = 9 (Cancel orders for a market segment) FIX.5.0
54 Side char Optional qualifier used to indicate the side of the market for which orders are to be canceled. Absence of this field indicates that orders are to be canceled regardless of side.
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed 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.4.3
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader or trading system. FIX.4.3
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
StandardTrailer ✔ FIX.4.3

OrderMassCancelReport (35=r)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = r (lowercase R) FIX.4.3
11 ClOrdID String ClOrdID provided on the Order Mass Cancel Request. Unavailable in case of an unsolicited report, such as after a trading halt or a corporate action requiring the deletion of outstanding orders. FIX.4.3
526 SecondaryClOrdID String Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. FIX.4.3
37 OrderID ✔ String Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request. FIX.4.3 FIX.5.0SP1
1369 MassActionReportID ✔ String Unique Identifier for the Order Mass Cancel Report assigned by the recipient of the Order Mass Cancel Request FIX.5.0
198 SecondaryOrderID String Secondary Order ID assigned by the recipient of the Order Mass Cancel Request. FIX.4.3 FIX.5.0SP1
530 MassCancelRequestType ✔ char Order Mass Cancel Request Type accepted by the system
Value SymbolicName Description Added Updated Deprecated
1 CancelOrdersForASecurity Cancel orders for a security FIX.4.3
2 CancelOrdersForAnUnderlyingSecurity Cancel orders for an underlying security FIX.4.3
3 CancelOrdersForAProduct Cancel orders for a Product FIX.4.3
4 CancelOrdersForACFICode Cancel orders for a CFICode FIX.4.3
5 CancelOrdersForASecurityType Cancel orders for a SecurityType FIX.4.3
6 CancelOrdersForATradingSession Cancel orders for a trading session FIX.4.3
7 CancelAllOrders Cancel all orders FIX.4.3
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 Indicates the action taken by the counterparty order handling system as a result of the Cancel Request 0 - Indicates Order Mass Cancel Request was rejected.
Value SymbolicName Description Added Updated Deprecated
0 CancelRequestRejected Cancel Request Rejected - See MassCancelRejectReason (532) FIX.4.3
1 CancelOrdersForASecurity Cancel orders for a security FIX.4.3
2 CancelOrdersForAnUnderlyingSecurity Cancel orders for an Underlying Security FIX.4.3
3 CancelOrdersForAProduct Cancel orders for a Product FIX.4.3
4 CancelOrdersForACFICode Cancel orders for a CFICode FIX.4.3
5 CancelOrdersForASecurityType Cancel orders for a SecurityType FIX.4.3
6 CancelOrdersForATradingSession Cancel orders for a trading session FIX.4.3
7 CancelAllOrders Cancel All Orders FIX.4.3
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 Indicates why Order Mass Cancel Request was rejected Required if MassCancelResponse = 0
Value SymbolicName Description Added Updated Deprecated
0 MassCancelNotSupported Mass Cancel Not Supported FIX.4.3
1 InvalidOrUnknownSecurity Invalid or Unknown Security FIX.4.3
2 InvalidOrUnkownUnderlyingSecurity Invalid or Unkown Underlying security FIX.4.3
3 InvalidOrUnknownProduct Invalid or Unknown Product FIX.4.3
4 InvalidOrUnknownCFICode Invalid or Unknown CFICode FIX.4.3
5 InvalidOrUnknownSecurityType Invalid or Unknown SecurityType FIX.4.3
6 InvalidOrUnknownTradingSession Invalid or Unknown Trading Session FIX.4.3
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 Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request FIX.4.3
AffectedOrdGrp List of orders affected by the Order Mass Cancel Request FIX.4.4
NotAffectedOrdGrp List of orders not affected by Order Mass Cancel Request. FIX.5.0SP2
336 TradingSessionID String Trading Session in which orders are to be canceled
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.4.3
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
Parties Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" FIX.4.4
TargetParties Should be populated with the values provided on the associated OrderMassCancelRequest(MsgType=Q). FIX.5.0SP1
Instrument Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
UnderlyingInstrument Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" FIX.4.3
1301 MarketID Exchange Identifies the market FIX.5.0
1300 MarketSegmentID String Identifies the market segment FIX.5.0
54 Side char Side of the market specified on the Order Mass Cancel Request
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed 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.4.3
60 TransactTime UTCTimestamp Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system. FIX.4.3
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
StandardTrailer ✔ FIX.4.3

NewOrderCross (35=s)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = s (lowercase S) FIX.4.3
548 CrossID ✔ String Identifier for a cross order. Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders. FIX.4.3
2422 OrderRequestID int None FIX.5.0SP2
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
RootParties Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. FIX.4.4
SideCrossOrdModGrp ✔ Must be 1 or 2
1 or 2 if CrossType=1
2 otherwise		 FIX.4.4
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
UndInstrmtGrp Number of underlyings FIX.4.4
InstrmtLegGrp Number of Legs FIX.4.4
63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate 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.4.3
64 SettlDate LocalMktDate Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. FIX.4.3
21 HandlInst char Instructions for order handling on Broker trading floor
Value SymbolicName Description Added Updated Deprecated
1 AutomatedExecutionNoIntervention Automated execution order, private, no Broker intervention FIX.2.7
2 AutomatedExecutionInterventionOK Automated execution order, public, Broker intervention OK FIX.2.7
3 ManualOrder Manual order, best execution FIX.2.7
FIX.4.3
18 ExecInst MultipleCharValue Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified.
Value SymbolicName Description Added Updated Deprecated
0 StayOnOfferSide Stay on offer side FIX.2.7
1 NotHeld Not held FIX.2.7
2 Work Work FIX.2.7
3 GoAlong Go along FIX.2.7
4 OverTheDay Over the day FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate Participate don't initiate FIX.2.7
7 StrictScale Strict scale FIX.2.7
8 TryToScale Try to scale FIX.2.7
9 StayOnBidSide Stay on bid side FIX.2.7
A NoCross 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.4.3
110 MinQty Qty Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int) 		FIX.4.3
1822 MinQtyMethod int Indicates how the minimum quantity should be applied when executing the order.
Value SymbolicName Description Added Updated Deprecated
1 Once Once (applies only to first execution) FIX.5.0SP2EP131
2 Multiple Multiple (applies to every execution) FIX.5.0SP2EP131
FIX.5.0SP2
1089 MatchIncrement Qty Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement. FIX.4.4
1090 MaxPriceLevels int Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit. FIX.4.4
DisplayInstruction Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" FIX.4.4
111 MaxFloor Qty The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. FIX.4.3 FIX.5.0
1300 MarketSegmentID String Identifies the market segment FIX.5.0SP2
100 ExDestination Exchange Execution destination as defined by institution when order is entered.
Valid values:
See "Appendix 6-C" 		FIX.4.3
1133 ExDestinationIDSource char The ID source of ExDestination
Value SymbolicName Description Added Updated Deprecated
B BIC BIC (Bank Identification Code) (ISO 9362) FIX.4.4EP-1
C GeneralIdentifier Generally accepted market participant identifier (e.g. NASD mnemonic) FIX.4.4EP-1
D Proprietary Proprietary / Custom code FIX.4.4EP-1
E ISOCountryCode ISO Country Code FIX.4.4EP-1
G MIC MIC (ISO 10383 - Market Identifier Code) FIX.4.4EP-1
FIX.4.4
TrdgSesGrp Specifies the number of repeating TradingSessionIDs FIX.4.4
81 ProcessCode char Used to identify soft trades at order entry.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular FIX.2.7
1 SoftDollar Soft Dollar FIX.2.7
2 StepIn Step-In FIX.2.7
3 StepOut Step-Out FIX.2.7
4 SoftDollarStepIn Soft-dollar Step-In FIX.2.7
5 SoftDollarStepOut Soft-dollar Step-Out FIX.2.7
6 PlanSponsor Plan Sponsor FIX.4.0
FIX.4.3
140 PrevClosePx Price Useful for verifying security identification FIX.4.3
114 LocateReqd Boolean Required for short sell orders
Value SymbolicName Description Added Updated Deprecated
N No Indicates the broker is not required to locate FIX.4.0
Y Yes Indicates the broker is responsible for locating the stock FIX.4.0
FIX.4.3
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader, trading system, or intermediary. FIX.4.3
483 TransBkdTime UTCTimestamp A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU FIX.4.4
Stipulations Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" FIX.4.3
40 OrdType ✔ char Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop 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.4.3
423 PriceType int Code to represent the price type.
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.4.3
44 Price Price Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. FIX.4.3
1092 PriceProtectionScope char Defines the type of price protection the customer requires on their order.
Value SymbolicName Description Added Updated Deprecated
0 None None FIX.4.4EP-1
1 Local Local (Exchange, ECN, ATS) FIX.4.4EP-1
2 National National (Across all national markets) FIX.4.4EP-1
3 Global Global (Across all markets) FIX.4.4EP-1
FIX.4.4
99 StopPx Price Required for OrdType = "Stop" or OrdType = "Stop limit". FIX.4.3
TriggeringInstruction Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" FIX.5.0
SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" FIX.4.3
YieldData Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" FIX.4.3
15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.3
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.3
23 IOIID String Required for Previously Indicated Orders (OrdType=E) FIX.4.3
117 QuoteID String Required for Previously Quoted Orders (OrdType=D) FIX.4.3
59 TimeInForce char Absence of this field indicates Day order
Value SymbolicName Description Added Updated Deprecated
0 Day Day (or session) FIX.2.7
1 GoodTillCancel Good Till Cancel (GTC) FIX.2.7
2 AtTheOpening At the Opening (OPG) FIX.2.7
3 ImmediateOrCancel Immediate Or Cancel (IOC) FIX.2.7
4 FillOrKill Fill Or Kill (FOK) FIX.2.7
5 GoodTillCrossing Good Till Crossing (GTX) FIX.2.7
6 GoodTillDate Good Till Date (GTD) FIX.4.0
7 AtTheClose At the Close FIX.4.3
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.4.3
168 EffectiveTime UTCTimestamp Can specify the time at which the order should be considered valid FIX.4.3
432 ExpireDate LocalMktDate Conditionally required if TimeInForce = GTD and ExpireTime is not specified. FIX.4.3
126 ExpireTime UTCTimestamp Conditionally required if TimeInForce = GTD and ExpireDate is not specified. FIX.4.3
427 GTBookingInst int States whether executions are booked out or accumulated on a partially filled GT order
Value SymbolicName Description Added Updated Deprecated
0 BookOutAllTradesOnDayOfExecution Book out all trades on day of execution FIX.4.2
1 AccumulateUntilFilledOrExpired Accumulate executions until order is filled or expires FIX.4.2
2 AccumulateUntilVerballyNotifiedOtherwise Accumulate until verbally notified otherwise FIX.4.2
FIX.4.3
1629 ExposureDuration int Conditionally required when TimeInForce(59)=10 (Good for Time) FIX.5.0SP2
1916 ExposureDurationUnit int Time unit in which the ExposureDuration(1629) is expressed. FIX.5.0SP2
1815 TradingCapacity int Designates the capacity in which the order is submitted for trading by the market participant.
Value SymbolicName Description Added Updated Deprecated
1 Customer Customer FIX.5.0SP2EP131
2 CustomerProfessional Customer professional FIX.5.0SP2EP131
3 BrokerDealer Broker-dealer FIX.5.0SP2EP131
4 CustomerBrokerDealer Customer broker-dealer FIX.5.0SP2EP131
5 Principal Principal FIX.5.0SP2EP131
6 MarketMaker Market maker FIX.5.0SP2EP131
7 AwayMarketMaker Away market maker FIX.5.0SP2EP131
8 SystematicInternaliser Systematic internaliser FIX.5.0SP2EP223
FIX.5.0SP2
210 MaxShow Qty Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI).
(Prior to FIX 4.2 this field was of type int) 		FIX.4.3 FIX.5.0
PegInstructions Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
DiscretionInstructions Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
847 TargetStrategy int The target strategy of the order
Value SymbolicName Description Added Updated Deprecated
1 VWAP VWAP FIX.4.4
2 Participate Participate (i.e. aim to be x percent of the market volume) FIX.4.4
3 MininizeMarketImpact Mininize market impact FIX.4.4
FIX.4.4
StrategyParametersGrp Strategy parameter block FIX.4.4
848 TargetStrategyParameters String For further specification of the TargetStrategy FIX.4.4 FIX.5.0
849 ParticipationRate Percentage Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) FIX.4.4 FIX.5.0
480 CancellationRights char For CIV - Optional
Value SymbolicName Description Added Updated Deprecated
Y Yes Yes FIX.4.3
N NoExecutionOnly No - Execution Only FIX.4.3
M NoWaiverAgreement No - Waiver agreement FIX.4.3
O NoInstitutional No - Institutional FIX.4.3
FIX.4.3
481 MoneyLaunderingStatus char A one character code identifying Money laundering status.
Value SymbolicName Description Added Updated Deprecated
Y Passed Passed FIX.4.3
N NotChecked Not Checked FIX.4.3
1 ExemptBelowLimit Exempt - Below the Limit FIX.4.3
2 ExemptMoneyType Exempt - Client Money Type exemption FIX.4.3
3 ExemptAuthorised Exempt - Authorised Credit or financial institution FIX.4.3
FIX.4.3
513 RegistID String Reference to Registration Instructions message for this Order. FIX.4.3
494 Designation String Supplementary registration information for this Order FIX.4.3
1685 ThrottleInst int Describes action recipient should take if a throttle limit were exceeded.
Value SymbolicName Description Added Updated Deprecated
0 RejectIfThrottleLimitExceeded Reject if throttle limit exceeded FIX.5.0SP2EP116
1 QueueIfThrottleLimitExceeded Queue if throttle limit exceeded FIX.5.0SP2EP116
FIX.5.0SP2
StandardTrailer ✔ FIX.4.3

CrossOrderCancelReplaceRequest (35=t)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = t (lowercase T) FIX.4.3
37 OrderID String Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). FIX.4.3
2422 OrderRequestID int Required if provided on the order being replaced (or cancelled). Echo back the value provided by the requester. FIX.5.0SP2
548 CrossID ✔ String CrossID for the replacement order FIX.4.3
551 OrigCrossID ✔ String Must match the CrossID of the previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. FIX.4.3
961 HostCrossID String Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs FIX.4.4
549 CrossType ✔ int Type of cross being submitted to a market
Value SymbolicName Description Added Updated Deprecated
1 CrossAON 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
RootParties Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. FIX.4.4
SideCrossOrdModGrp ✔ Must be 1 or 2 FIX.4.4
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
UndInstrmtGrp Number of underlyings FIX.4.4
InstrmtLegGrp Number of Legs FIX.4.4
63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate 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.4.3
64 SettlDate LocalMktDate Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. FIX.4.3
21 HandlInst char Instructions for order handling on Broker trading floor
Value SymbolicName Description Added Updated Deprecated
1 AutomatedExecutionNoIntervention Automated execution order, private, no Broker intervention FIX.2.7
2 AutomatedExecutionInterventionOK Automated execution order, public, Broker intervention OK FIX.2.7
3 ManualOrder Manual order, best execution FIX.2.7
FIX.4.3
18 ExecInst MultipleCharValue Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified.
Value SymbolicName Description Added Updated Deprecated
0 StayOnOfferSide Stay on offer side FIX.2.7
1 NotHeld Not held FIX.2.7
2 Work Work FIX.2.7
3 GoAlong Go along FIX.2.7
4 OverTheDay Over the day FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate Participate don't initiate FIX.2.7
7 StrictScale Strict scale FIX.2.7
8 TryToScale Try to scale FIX.2.7
9 StayOnBidSide Stay on bid side FIX.2.7
A NoCross 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.4.3
110 MinQty Qty Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int) 		FIX.4.3
1822 MinQtyMethod int Indicates how the minimum quantity should be applied when executing the order.
Value SymbolicName Description Added Updated Deprecated
1 Once Once (applies only to first execution) FIX.5.0SP2EP131
2 Multiple Multiple (applies to every execution) FIX.5.0SP2EP131
FIX.5.0SP2
1089 MatchIncrement Qty Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement. FIX.4.4
1090 MaxPriceLevels int Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit. FIX.4.4
DisplayInstruction Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" FIX.4.4
111 MaxFloor Qty The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. FIX.4.3 FIX.5.0
1300 MarketSegmentID String Identifies the market segment FIX.5.0SP2
100 ExDestination Exchange Execution destination as defined by institution when order is entered.
Valid values:
See "Appendix 6-C" 		FIX.4.3
1133 ExDestinationIDSource char The ID source of ExDestination
Value SymbolicName Description Added Updated Deprecated
B BIC BIC (Bank Identification Code) (ISO 9362) FIX.4.4EP-1
C GeneralIdentifier Generally accepted market participant identifier (e.g. NASD mnemonic) FIX.4.4EP-1
D Proprietary Proprietary / Custom code FIX.4.4EP-1
E ISOCountryCode ISO Country Code FIX.4.4EP-1
G MIC MIC (ISO 10383 - Market Identifier Code) FIX.4.4EP-1
FIX.4.4
TrdgSesGrp Specifies the number of repeating TradingSessionIDs FIX.4.4
81 ProcessCode char Used to identify soft trades at order entry.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular FIX.2.7
1 SoftDollar Soft Dollar FIX.2.7
2 StepIn Step-In FIX.2.7
3 StepOut Step-Out FIX.2.7
4 SoftDollarStepIn Soft-dollar Step-In FIX.2.7
5 SoftDollarStepOut Soft-dollar Step-Out FIX.2.7
6 PlanSponsor Plan Sponsor FIX.4.0
FIX.4.3
140 PrevClosePx Price Useful for verifying security identification FIX.4.3
114 LocateReqd Boolean Required for short sell orders
Value SymbolicName Description Added Updated Deprecated
N No Indicates the broker is not required to locate FIX.4.0
Y Yes Indicates the broker is responsible for locating the stock FIX.4.0
FIX.4.3
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader, trading system, or intermediary. FIX.4.3
483 TransBkdTime UTCTimestamp A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU FIX.4.4
Stipulations Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" FIX.4.3
40 OrdType ✔ char Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop 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.4.3
423 PriceType int Code to represent the price type.
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.4.3
44 Price Price Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. FIX.4.3
1092 PriceProtectionScope char Defines the type of price protection the customer requires on their order.
Value SymbolicName Description Added Updated Deprecated
0 None None FIX.4.4EP-1
1 Local Local (Exchange, ECN, ATS) FIX.4.4EP-1
2 National National (Across all national markets) FIX.4.4EP-1
3 Global Global (Across all markets) FIX.4.4EP-1
FIX.4.4
99 StopPx Price Required for OrdType = "Stop" or OrdType = "Stop limit". FIX.4.3
TriggeringInstruction Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" FIX.5.0
SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" FIX.4.3
YieldData Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" FIX.4.3
15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.3
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.3
23 IOIID String Required for Previously Indicated Orders (OrdType=E) FIX.4.3
117 QuoteID String Required for Previously Quoted Orders (OrdType=D) FIX.4.3
59 TimeInForce char Absence of this field indicates Day order
Value SymbolicName Description Added Updated Deprecated
0 Day Day (or session) FIX.2.7
1 GoodTillCancel Good Till Cancel (GTC) FIX.2.7
2 AtTheOpening At the Opening (OPG) FIX.2.7
3 ImmediateOrCancel Immediate Or Cancel (IOC) FIX.2.7
4 FillOrKill Fill Or Kill (FOK) FIX.2.7
5 GoodTillCrossing Good Till Crossing (GTX) FIX.2.7
6 GoodTillDate Good Till Date (GTD) FIX.4.0
7 AtTheClose At the Close FIX.4.3
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.4.3
168 EffectiveTime UTCTimestamp Can specify the time at which the order should be considered valid FIX.4.3
432 ExpireDate LocalMktDate Conditionally required if TimeInForce = GTD and ExpireTime is not specified. FIX.4.3
126 ExpireTime UTCTimestamp Conditionally required if TimeInForce = GTD and ExpireDate is not specified. FIX.4.3
427 GTBookingInst int States whether executions are booked out or accumulated on a partially filled GT order
Value SymbolicName Description Added Updated Deprecated
0 BookOutAllTradesOnDayOfExecution Book out all trades on day of execution FIX.4.2
1 AccumulateUntilFilledOrExpired Accumulate executions until order is filled or expires FIX.4.2
2 AccumulateUntilVerballyNotifiedOtherwise Accumulate until verbally notified otherwise FIX.4.2
FIX.4.3
1629 ExposureDuration int Conditionally required when TimeInForce(59)=10 (Good for Time) FIX.5.0SP2
1916 ExposureDurationUnit int Time unit in which the ExposureDuration(1629) is expressed. FIX.5.0SP2
1815 TradingCapacity int Designates the capacity in which the order is submitted for trading by the market participant.
Value SymbolicName Description Added Updated Deprecated
1 Customer Customer FIX.5.0SP2EP131
2 CustomerProfessional Customer professional FIX.5.0SP2EP131
3 BrokerDealer Broker-dealer FIX.5.0SP2EP131
4 CustomerBrokerDealer Customer broker-dealer FIX.5.0SP2EP131
5 Principal Principal FIX.5.0SP2EP131
6 MarketMaker Market maker FIX.5.0SP2EP131
7 AwayMarketMaker Away market maker FIX.5.0SP2EP131
8 SystematicInternaliser Systematic internaliser FIX.5.0SP2EP223
FIX.5.0SP2
210 MaxShow Qty Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI).
(Prior to FIX 4.2 this field was of type int) 		FIX.4.3 FIX.5.0
PegInstructions Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
DiscretionInstructions Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
847 TargetStrategy int The target strategy of the order
Value SymbolicName Description Added Updated Deprecated
1 VWAP VWAP FIX.4.4
2 Participate Participate (i.e. aim to be x percent of the market volume) FIX.4.4
3 MininizeMarketImpact Mininize market impact FIX.4.4
FIX.4.4
StrategyParametersGrp Strategy parameter block FIX.4.4
848 TargetStrategyParameters String For further specification of the TargetStrategy FIX.4.4 FIX.5.0
849 ParticipationRate Percentage Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) FIX.4.4 FIX.5.0
480 CancellationRights char For CIV - Optional
Value SymbolicName Description Added Updated Deprecated
Y Yes Yes FIX.4.3
N NoExecutionOnly No - Execution Only FIX.4.3
M NoWaiverAgreement No - Waiver agreement FIX.4.3
O NoInstitutional No - Institutional FIX.4.3
FIX.4.3
481 MoneyLaunderingStatus char A one character code identifying Money laundering status.
Value SymbolicName Description Added Updated Deprecated
Y Passed Passed FIX.4.3
N NotChecked Not Checked FIX.4.3
1 ExemptBelowLimit Exempt - Below the Limit FIX.4.3
2 ExemptMoneyType Exempt - Client Money Type exemption FIX.4.3
3 ExemptAuthorised Exempt - Authorised Credit or financial institution FIX.4.3
FIX.4.3
513 RegistID String Reference to Registration Instructions message for this Order. FIX.4.3
494 Designation String Supplementary registration information for this Order FIX.4.3
1685 ThrottleInst int Describes action recipient should take if a throttle limit were exceeded.
Value SymbolicName Description Added Updated Deprecated
0 RejectIfThrottleLimitExceeded Reject if throttle limit exceeded FIX.5.0SP2EP116
1 QueueIfThrottleLimitExceeded Queue if throttle limit exceeded FIX.5.0SP2EP116
FIX.5.0SP2
StandardTrailer ✔ FIX.4.3

CrossOrderCancelRequest (35=u)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = u (lowercase U) FIX.4.3
37 OrderID String Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). FIX.4.3
2422 OrderRequestID int Required if provided on the order being cancelled. Echo back the value provided by the requester. FIX.5.0SP2
548 CrossID ✔ String CrossID for the replacement order FIX.4.3
551 OrigCrossID ✔ String Must match the CrossID of previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. FIX.4.3
961 HostCrossID String Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs FIX.4.4
549 CrossType ✔ int Type of cross being submitted to a market
Value SymbolicName Description Added Updated Deprecated
1 CrossAON 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
RootParties Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. FIX.4.4
SideCrossOrdCxlGrp ✔ Must be 1 or 2 FIX.4.4
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
UndInstrmtGrp Number of underlyings FIX.4.4
InstrmtLegGrp Number of Leg FIX.4.4
1300 MarketSegmentID String Identifies the market segment FIX.5.0SP2
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader, trading system, or intermediary. FIX.4.3
StandardTrailer ✔ FIX.4.3

SecurityTypeRequest (35=v)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = v (lowercase V) FIX.4.3
320 SecurityReqID ✔ String Unique ID of a Security Definition Request. FIX.4.3
58 Text String Comment, instructions, or other identifying information. FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
1301 MarketID Exchange Optional MarketID to specify a particular trading session for which you want to obtain a list of securities that are tradeable. FIX.5.0
1300 MarketSegmentID String Optional Market Segment Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. FIX.5.0
336 TradingSessionID String Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable.
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.4.3
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
460 Product int Used to qualify which security types are returned
Value SymbolicName Description Added Updated Deprecated
1 AGENCY AGENCY FIX.4.3
2 COMMODITY COMMODITY FIX.4.3
3 CORPORATE CORPORATE FIX.4.3
4 CURRENCY CURRENCY FIX.4.3
5 EQUITY EQUITY FIX.4.3
6 GOVERNMENT GOVERNMENT FIX.4.3
7 INDEX INDEX FIX.4.3
8 LOAN LOAN FIX.4.3
9 MONEYMARKET MONEYMARKET FIX.4.3
10 MORTGAGE MORTGAGE FIX.4.3
11 MUNICIPAL MUNICIPAL FIX.4.3
12 OTHER OTHER FIX.4.3
13 FINANCING FINANCING FIX.4.4
FIX.4.4
167 SecurityType String Used to qualify which security type is returned
Value SymbolicName Description Added Updated Deprecated
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.4.4
762 SecuritySubType String Used to qualify which security types are returned FIX.4.4
StandardTrailer ✔ FIX.4.3

SecurityTypes (35=w)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = w (lowercase W) FIX.4.3
ApplicationSequenceControl FIX.5.0
320 SecurityReqID ✔ String Unique ID of a Security Definition Request. FIX.4.3
322 SecurityResponseID ✔ String Identifier for the security response message FIX.4.3
323 SecurityResponseType ✔ int The result of the security request identified by SecurityReqID
Value SymbolicName Description Added Updated Deprecated
1 AcceptAsIs Accept security proposal as-is FIX.4.2
2 AcceptWithRevisions Accept security proposal with revisions as indicated in the message FIX.4.2
3 ListOfSecurityTypesReturnedPerRequest List of security types returned per request FIX.4.2 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.4.3
557 TotNoSecurityTypes int Indicates total number of security types in the event that multiple Security Type messages are used to return results FIX.4.3
893 LastFragment Boolean Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.4.4
SecTypesGrp FIX.4.4
58 Text String Comment, instructions, or other identifying information. FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
1301 MarketID Exchange Optional MarketID to specify a particular trading session for which you want to obtain a list of securities that are tradeable. FIX.5.0
1300 MarketSegmentID String Optional Market Segment Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. FIX.5.0
336 TradingSessionID String Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable.
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.4.3
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
263 SubscriptionRequestType char Subscribe or unsubscribe for security status to security specified in request.
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.3
StandardTrailer ✔ FIX.4.3

SecurityListRequest (35=x)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = x (lowercase X) FIX.4.3
320 SecurityReqID ✔ String Unique ID of a Security Definition Request. FIX.4.3
559 SecurityListRequestType ✔ int Type of Security List Request being made
Value SymbolicName Description Added Updated Deprecated
0 Symbol Symbol FIX.4.3
1 SecurityTypeAnd SecurityType and/or CFICode FIX.4.3
2 Product Product FIX.4.3
3 TradingSessionID TradingSessionID FIX.4.3
4 AllSecurities All Securities FIX.4.3
5 MarketIDOrMarketID MarketID or MarketID + MarketSegmentID FIX.5.0EP52
FIX.4.3
1465 SecurityListID String Identifies a specific list FIX.5.0SP1
1470 SecurityListType int Indentifies a list type
Value SymbolicName Description Added Updated Deprecated
1 IndustryClassification Industry Classification FIX.5.0SP1EP87
2 TradingList Trading List FIX.5.0SP1EP87
3 Market Market / Market Segment List FIX.5.0SP1EP87
4 NewspaperList Newspaper List FIX.5.0SP1EP87
FIX.5.0SP1
1471 SecurityListTypeSource int Identifies the source a list type
Value SymbolicName Description Added Updated Deprecated
1 ICB ICB (Industry Classification Benchmark) published by Dow Jones and FTSE - www.icbenchmark.com FIX.5.0SP1EP87
2 NAICS NAICS (North American Industry Classification System). Replaced SIC (Standard Industry Classification) www.census.gov/naics or www.naics.com. FIX.5.0SP1EP87
3 GICS GICS (Global Industry Classification Standard) published by Standards & Poor FIX.5.0SP1EP87
FIX.5.0SP1
1301 MarketID Exchange Identifies the market which lists and trades the instrument. FIX.5.0
1300 MarketSegmentID String Identifies the segment of the market to which the specify trading rules and listing rules apply. The segment may indicate the venue, whether retail or wholesale, or even segregation by nationality. FIX.5.0
Instrument Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
of the requested Security		 FIX.4.3
InstrumentExtension Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" FIX.4.4
FinancingDetails Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" FIX.4.4
UndInstrmtGrp Number of underlyings FIX.4.4
InstrmtLegGrp Number of legs that make up the Security FIX.4.4
RelatedInstrumentGrp FIX.5.0SP2
15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.3
58 Text String Comment, instructions, or other identifying information. FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
336 TradingSessionID String Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable.
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.4.3
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
263 SubscriptionRequestType char Subscribe or unsubscribe for security status to security specified in request.
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.3
StandardTrailer ✔ FIX.4.3

SecurityList (35=y)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = y (lowercase Y) FIX.4.3
ApplicationSequenceControl FIX.5.0
964 SecurityReportID int Identifies a Security List message. FIX.4.4
715 ClearingBusinessDate LocalMktDate The business date for which the trade is expected to be cleared. FIX.4.4
1465 SecurityListID String Identifies a specific Security List Entry FIX.5.0SP1
1466 SecurityListRefID String Provides a reference to another Security List FIX.5.0SP1
1467 SecurityListDesc String Specifies a description or name of a Security List. FIX.5.0SP1
1468 EncodedSecurityListDescLen Length Byte length of encoded (non-ASCII characters) EncodedSecurityListDesc (tbd) field. FIX.5.0SP1
1469 EncodedSecurityListDesc data Encoded (non-ASCII characters) representation of the SecurityListDesc (1467) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityListDesc field. FIX.5.0SP1
1470 SecurityListType int Identifies a list type
Value SymbolicName Description Added Updated Deprecated
1 IndustryClassification Industry Classification FIX.5.0SP1EP87
2 TradingList Trading List FIX.5.0SP1EP87
3 Market Market / Market Segment List FIX.5.0SP1EP87
4 NewspaperList Newspaper List FIX.5.0SP1EP87
FIX.5.0SP1
1471 SecurityListTypeSource int Identifies the source of a list type
Value SymbolicName Description Added Updated Deprecated
1 ICB ICB (Industry Classification Benchmark) published by Dow Jones and FTSE - www.icbenchmark.com FIX.5.0SP1EP87
2 NAICS NAICS (North American Industry Classification System). Replaced SIC (Standard Industry Classification) www.census.gov/naics or www.naics.com. FIX.5.0SP1EP87
3 GICS GICS (Global Industry Classification Standard) published by Standards & Poor FIX.5.0SP1EP87
FIX.5.0SP1
320 SecurityReqID String Unique ID of a Security Definition Request. FIX.4.3
322 SecurityResponseID String Identifier for the Security List message FIX.4.3
560 SecurityRequestResult int Result of the Security Request identified by the SecurityReqID
Value SymbolicName Description Added Updated Deprecated
0 ValidRequest Valid request FIX.4.3
1 InvalidOrUnsupportedRequest Invalid or unsupported request FIX.4.3
2 NoInstrumentsFound No instruments found that match selection criteria FIX.4.3
3 NotAuthorizedToRetrieveInstrumentData Not authorized to retrieve instrument data FIX.4.3
4 InstrumentDataTemporarilyUnavailable Instrument data temporarily unavailable FIX.4.3
5 RequestForInstrumentDataNotSupported Request for instrument data not supported FIX.4.3
FIX.4.3
1607 SecurityRejectReason int Used to specify a rejection reason when SecurityResponseType (323) is equal to 1 (Invalid or unsupported request) or 5 (Request for instrument data not supported).
Value SymbolicName Description Added Updated Deprecated
1 InvalidInstrumentRequested Invalid instrument requested FIX.5.0SP2EP114
2 InstrumentAlreadyExists Instrument already exists FIX.5.0SP2EP114
3 RequestTypeNotSupported Request type not supported FIX.5.0SP2EP114
4 SystemUnavailableForInstrumentCreation System unavailable for instrument creation FIX.5.0SP2EP114
5 IneligibleInstrumentGroup Ineligible instrument group FIX.5.0SP2EP114
6 InstrumentIDUnavailable Instrument ID unavailable FIX.5.0SP2EP114
7 InvalidOrMissingDataOnOptionLeg Invalid or missing data on option leg FIX.5.0SP2EP114
8 InvalidOrMissingDataOnFutureLeg Invalid or missing data on future leg FIX.5.0SP2EP114
10 InvalidOrMissingDataOnFXLeg Invalid or missing data on FX leg FIX.5.0SP2EP114
11 InvalidLegPriceSpecified Invalid leg price specified FIX.5.0SP2EP114
12 InvalidInstrumentStructureSpecified Invalid instrument structure specified FIX.5.0SP2EP114
FIX.5.0SP2
60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.5.0SP1
393 TotNoRelatedSym int Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. FIX.4.3
1301 MarketID Exchange Identifies the market which lists and trades the instrument. FIX.5.0
1300 MarketSegmentID String Identifies the segment of the market to which the specify trading rules and listing rules apply. The segment may indicate the venue, whether retail or wholesale, or even segregation by nationality. FIX.5.0
893 LastFragment Boolean Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.4.4
SecListGrp Specifies the number of repeating symbols (instruments) specified FIX.4.4
StandardTrailer ✔ FIX.4.3

DerivativeSecurityListRequest (35=z)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = z (lowercase Z) FIX.4.3
320 SecurityReqID ✔ String Unique ID of a Security Definition Request. FIX.4.3
559 SecurityListRequestType ✔ int Identifies the type/criteria of Security List Request
Value SymbolicName Description Added Updated Deprecated
0 Symbol Symbol FIX.4.3
1 SecurityTypeAnd SecurityType and/or CFICode FIX.4.3
2 Product Product FIX.4.3
3 TradingSessionID TradingSessionID FIX.4.3
4 AllSecurities All Securities FIX.4.3
5 MarketIDOrMarketID MarketID or MarketID + MarketSegmentID FIX.5.0EP52
FIX.4.3
1301 MarketID Exchange Identifies the market FIX.5.0
1300 MarketSegmentID String Identifies the market segment FIX.5.0
UnderlyingInstrument Specifies the underlying instrument FIX.4.3
DerivativeInstrument Group block which contains all information for an option family. FIX.5.0
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
15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.3
58 Text String Comment, instructions, or other identifying information. FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
336 TradingSessionID String Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable.
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.4.3
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
263 SubscriptionRequestType char Subscribe or unsubscribe for security status to security specified in request.
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.3
StandardTrailer ✔ FIX.4.3

DerivativeSecurityList (35=AA)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AA (2 A's) FIX.4.3
ApplicationSequenceControl FIX.5.0
964 SecurityReportID int Identifies a Security List message. FIX.5.0SP1
320 SecurityReqID String Unique ID of a Security Definition Request. FIX.4.3
322 SecurityResponseID String Identifier for the Derivative Security List message FIX.4.3 FIX.5.0SP1EP76
560 SecurityRequestResult int Result of the Security Request identified by SecurityReqID
Value SymbolicName Description Added Updated Deprecated
0 ValidRequest Valid request FIX.4.3
1 InvalidOrUnsupportedRequest Invalid or unsupported request FIX.4.3
2 NoInstrumentsFound No instruments found that match selection criteria FIX.4.3
3 NotAuthorizedToRetrieveInstrumentData Not authorized to retrieve instrument data FIX.4.3
4 InstrumentDataTemporarilyUnavailable Instrument data temporarily unavailable FIX.4.3
5 RequestForInstrumentDataNotSupported Request for instrument data not supported FIX.4.3
FIX.4.3
1607 SecurityRejectReason int Used to specify a rejection reason when SecurityResponseType (323) is equal to 1 (Invalid or unsupported request) or 5 (Request for instrument data not supported).
Value SymbolicName Description Added Updated Deprecated
1 InvalidInstrumentRequested Invalid instrument requested FIX.5.0SP2EP114
2 InstrumentAlreadyExists Instrument already exists FIX.5.0SP2EP114
3 RequestTypeNotSupported Request type not supported FIX.5.0SP2EP114
4 SystemUnavailableForInstrumentCreation System unavailable for instrument creation FIX.5.0SP2EP114
5 IneligibleInstrumentGroup Ineligible instrument group FIX.5.0SP2EP114
6 InstrumentIDUnavailable Instrument ID unavailable FIX.5.0SP2EP114
7 InvalidOrMissingDataOnOptionLeg Invalid or missing data on option leg FIX.5.0SP2EP114
8 InvalidOrMissingDataOnFutureLeg Invalid or missing data on future leg FIX.5.0SP2EP114
10 InvalidOrMissingDataOnFXLeg Invalid or missing data on FX leg FIX.5.0SP2EP114
11 InvalidLegPriceSpecified Invalid leg price specified FIX.5.0SP2EP114
12 InvalidInstrumentStructureSpecified Invalid instrument structure specified FIX.5.0SP2EP114
FIX.5.0SP2
715 ClearingBusinessDate LocalMktDate The business date for which the trade is expected to be cleared. FIX.5.0SP1
UnderlyingInstrument Underlying security for which derivatives are being returned FIX.4.3
DerivativeSecurityDefinition Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block. FIX.5.0
779 LastUpdateTime UTCTimestamp Represents the time at which a security was last updated FIX.5.0SP2
60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.5.0SP1
393 TotNoRelatedSym int Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. FIX.4.3
893 LastFragment Boolean Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.4.4
RelSymDerivSecGrp Specifies the number of repeating symbols (instruments) specified FIX.4.4
StandardTrailer ✔ FIX.4.3

NewOrderMultileg (35=AB)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AB FIX.4.3
11 ClOrdID ✔ String Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. FIX.4.3
2422 OrderRequestID int None FIX.5.0SP2
526 SecondaryClOrdID String Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. FIX.4.3
583 ClOrdLinkID String Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. FIX.4.3
Parties This is party information related to the submitter of the request. FIX.4.3 FIX.5.0SP2EP131
TargetParties Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. FIX.5.0SP2
229 TradeOriginationDate LocalMktDate Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.4
75 TradeDate LocalMktDate Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.4
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.3
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with an order
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
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
589 DayBookingInst char Indicates whether or not automatic booking can occur.
Value SymbolicName Description Added Updated Deprecated
0 Auto Can trigger booking without reference to the order initiator ("auto") FIX.4.3
1 SpeakWithOrderInitiatorBeforeBooking Speak with order initiator before booking ("speak first") FIX.4.3
2 Accumulate Accumulate FIX.4.4
FIX.4.3
590 BookingUnit char Indicates what constitutes a bookable unit.
Value SymbolicName Description Added Updated Deprecated
0 EachPartialExecutionIsABookableUnit Each partial execution is a bookable unit FIX.4.3
1 AggregatePartialExecutionsOnThisOrder Aggregate partial executions on this order, and book one trade per order FIX.4.3
2 AggregateExecutionsForThisSymbol Aggregate executions for this symbol, side, and settlement date FIX.4.3
FIX.4.3
591 PreallocMethod char Indicates the method of preallocation.
Value SymbolicName Description Added Updated Deprecated
0 ProRata Pro rata FIX.4.3
1 DoNotProRata Do not pro-rata - discuss first FIX.4.3
FIX.4.3
70 AllocID String Used to assign an identifier to the block of individual preallocations FIX.4.4
PreAllocMlegGrp Number of repeating groups for pre-trade allocation FIX.4.4
63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate 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.4.3
64 SettlDate LocalMktDate Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. FIX.4.3
544 CashMargin char Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.
Value SymbolicName Description Added Updated Deprecated
1 Cash Cash FIX.4.3
2 MarginOpen Margin Open FIX.4.3
3 MarginClose Margin Close FIX.4.3
FIX.4.3
635 ClearingFeeIndicator String Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.
(Values source CBOT, CME, NYBOT, and NYMEX):
Value SymbolicName Description Added Updated Deprecated
1 FirstYearDelegate 1st year delegate trading for own account FIX.4.3
2 SecondYearDelegate 2nd year delegate trading for own account FIX.4.3
3 ThirdYearDelegate 3rd year delegate trading for own account FIX.4.3
4 FourthYearDelegate 4th year delegate trading for own account FIX.4.3
5 FifthYearDelegate 5th year delegate trading for own account FIX.4.3
9 SixthYearDelegate 6th year delegate trading for own account FIX.4.3
B CBOEMember CBOE Member FIX.4.3
C NonMemberAndCustomer Non-member and Customer FIX.4.3
E EquityMemberAndClearingMember Equity Member and Clearing Member FIX.4.3
F FullAndAssociateMember Full and Associate Member trading for own account and as floor brokers FIX.4.3
H Firms106HAnd106J 106.H and 106.J firms FIX.4.3
I GIM GIM, IDEM and COM Membership Interest Holders FIX.4.3
L Lessee106FEmployees Lessee 106.F Employees FIX.4.3
M AllOtherOwnershipTypes All other ownership types FIX.4.3
FIX.4.3
21 HandlInst char Instructions for order handling on Broker trading floor
Value SymbolicName Description Added Updated Deprecated
1 AutomatedExecutionNoIntervention Automated execution order, private, no Broker intervention FIX.2.7
2 AutomatedExecutionInterventionOK Automated execution order, public, Broker intervention OK FIX.2.7
3 ManualOrder Manual order, best execution FIX.2.7
FIX.4.3
18 ExecInst MultipleCharValue Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified.
Value SymbolicName Description Added Updated Deprecated
0 StayOnOfferSide Stay on offer side FIX.2.7
1 NotHeld Not held FIX.2.7
2 Work Work FIX.2.7
3 GoAlong Go along FIX.2.7
4 OverTheDay Over the day FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate Participate don't initiate FIX.2.7
7 StrictScale Strict scale FIX.2.7
8 TryToScale Try to scale FIX.2.7
9 StayOnBidSide Stay on bid side FIX.2.7
A NoCross 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.4.3
1805 AuctionInstruction int Instruction related to system generated auctions, e.g. flash order auctions.
Value SymbolicName Description Added Updated Deprecated
0 AutomatedAuctionPermitted Automatic auction permitted (default) FIX.5.0SP2EP131 FIX.5.0SP2EP208
1 AutomatedAuctionNotPermitted Automatic auction not permitted FIX.5.0SP2EP131
FIX.5.0SP2
110 MinQty Qty Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int) 		FIX.4.3
1822 MinQtyMethod int Indicates how the minimum quantity should be applied when executing the order.
Value SymbolicName Description Added Updated Deprecated
1 Once Once (applies only to first execution) FIX.5.0SP2EP131
2 Multiple Multiple (applies to every execution) FIX.5.0SP2EP131
FIX.5.0SP2
1089 MatchIncrement Qty Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement. FIX.4.4
1090 MaxPriceLevels int Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit. FIX.4.4
2676 MaximumPricePercentage Percentage Maximum deviation, in percentage terms, of an execution price from a reference price, e.g. the initial price of a match event. FIX.5.0SP2
ValueChecksGrp FIX.5.0SP2
MatchingInstructions FIX.5.0SP2
2362 SelfMatchPreventionID String May be used as an alternative to MatchingInstructions when the identifier does not appear in another field. FIX.5.0SP2
DisplayInstruction FIX.4.4 FIX.5.0SP2EP218
DisclosureInstructionGrp Specifies instructions to disclose certain order level information in market data. FIX.5.0SP2
111 MaxFloor Qty The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. FIX.4.3 FIX.5.0
1300 MarketSegmentID String Identifies the market segment FIX.5.0SP2
100 ExDestination Exchange Execution destination as defined by institution when order is entered.
Valid values:
See "Appendix 6-C" 		FIX.4.3
1133 ExDestinationIDSource char The ID source of ExDestination
Value SymbolicName Description Added Updated Deprecated
B BIC BIC (Bank Identification Code) (ISO 9362) FIX.4.4EP-1
C GeneralIdentifier Generally accepted market participant identifier (e.g. NASD mnemonic) FIX.4.4EP-1
D Proprietary Proprietary / Custom code FIX.4.4EP-1
E ISOCountryCode ISO Country Code FIX.4.4EP-1
G MIC MIC (ISO 10383 - Market Identifier Code) FIX.4.4EP-1
FIX.4.4
2704 ExDestinationType int Identifies the type of execution destination for the order.
Value SymbolicName Description Added Updated Deprecated
0 NoRestriction May be used for MiFID II to indicate no restriction on where the order is executed. FIX.5.0SP2EP228
1 TradedOnlyOnTradingVenue May be used for MiFID II to indicate the order can only be executed on a trading venue. FIX.5.0SP2EP228
2 TradedOnlyOnSI May be used for MiFID II to indicate the order can only be executed on a Systematic Internaliser. FIX.5.0SP2EP228
3 TradedOnTradingVenueOrSI May be used for MiFID II to indicate the order can be executed on either a trading venue or a Systematic Internaliser. FIX.5.0SP2EP228
FIX.5.0SP2
TrdgSesGrp Specifies the number of repeating TradingSessionIDs FIX.4.4
81 ProcessCode char Used to identify soft trades at order entry.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular FIX.2.7
1 SoftDollar Soft Dollar FIX.2.7
2 StepIn Step-In FIX.2.7
3 StepOut Step-Out FIX.2.7
4 SoftDollarStepIn Soft-dollar Step-In FIX.2.7
5 SoftDollarStepOut Soft-dollar Step-Out FIX.2.7
6 PlanSponsor Plan Sponsor FIX.4.0
FIX.4.3
54 Side ✔ char Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block.
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed 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.4.3
2102 ShortMarkingExemptIndicator Boolean None FIX.5.0SP2
Instrument FIX.4.3
UndInstrmtGrp Number of underlyings FIX.4.4
140 PrevClosePx Price Useful for verifying security identification FIX.4.3
1069 SwapPoints PriceOffset For FX Swaps. Used to express the differential between the far leg's bid/offer and the near leg's bid/offer. FIX.4.4
LegOrdGrp Number of legs FIX.4.4
114 LocateReqd Boolean Required for short sell orders
Value SymbolicName Description Added Updated Deprecated
N No Indicates the broker is not required to locate FIX.4.0
Y Yes Indicates the broker is responsible for locating the stock FIX.4.0
FIX.4.3
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader, trading system, or intermediary. FIX.4.3
854 QtyType int Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts FIX.4.4 FIX.5.0SP2EP107
2 UnitsOfMeasurePerTimeUnit Unit of Measure per Time Unit FIX.4.4EP5 FIX.5.0SP2EP107
FIX.4.4
OrderQtyData Conditionally required when the multileg order is not for a FX Swap, or any other swaps or multilegged transaction where having OrderQty(38) is irrelevant as the amounts are expressed in the LegOrderQty(685). FIX.4.3 FIX.5.0SP2EP221
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.4.3
1377 MultilegModel int Specifies the type of multileg order. Defines whether the security is pre-defined or user-defined. Note that MultilegModel(1377)=2(User-defined, Non-Securitized, Multileg) does not apply for Securities.
Value SymbolicName Description Added Updated Deprecated
0 PredefinedMultilegSecurity Predefined Multileg Security FIX.5.0EP59
1 UserDefinedMultilegSecurity User-defined Multileg Security FIX.5.0EP59 FIX.5.0SP2EP195
2 UserDefined User-defined, Non-Securitized, Multileg FIX.5.0EP59
FIX.5.0
1378 MultilegPriceMethod int Code to represent how the multileg price is to be interpreted when applied to the legs.
(See Volume : "Glossary" for further value definitions)
Value SymbolicName Description Added Updated Deprecated
0 NetPrice Net Price FIX.5.0EP59
1 ReversedNetPrice Reversed Net Price FIX.5.0EP59
2 YieldDifference Yield Difference FIX.5.0EP59
3 Individual Individual FIX.5.0EP59
4 ContractWeightedAveragePrice Contract Weighted Average Price FIX.5.0EP59
5 MultipliedPrice Multiplied Price FIX.5.0EP59
FIX.5.0
423 PriceType int Code to represent the price type.
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.4.3
44 Price Price Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. FIX.4.3
1092 PriceProtectionScope char Defines the type of price protection the customer requires on their order.
Value SymbolicName Description Added Updated Deprecated
0 None None FIX.4.4EP-1
1 Local Local (Exchange, ECN, ATS) FIX.4.4EP-1
2 National National (Across all national markets) FIX.4.4EP-1
3 Global Global (Across all markets) FIX.4.4EP-1
FIX.4.4
99 StopPx Price Required for OrdType = "Stop" or OrdType = "Stop limit". FIX.4.3
TriggeringInstruction Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" FIX.5.0
15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.3
1740 TradePriceNegotiationMethod int Method used for negotiation of contract price.
Value SymbolicName Description Added Updated Deprecated
0 PercentPar Percent of par FIX.5.0SP2EP119
1 DealSpread Deal spread FIX.5.0SP2EP119
2 UpfrontPnts Upfront points FIX.5.0SP2EP119
3 UpfrontAmt Upfront amount FIX.5.0SP2EP119
4 ParUpfrontAmt Percent of par and upfront amount FIX.5.0SP2EP119
5 SpreadUpfrontAmt Deal spread and upfront amount FIX.5.0SP2EP119
6 UpfrontPntsAmt Upfront points and upfront amount FIX.5.0SP2EP119
FIX.5.0SP2
1741 UpfrontPriceType int Type of price used to determine upfront payment for swaps contracts.
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.5.0SP2EP119
3 FixedAmount Fixed amount (absolute value) FIX.5.0SP2EP119
FIX.5.0SP2
1742 UpfrontPrice Price Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). FIX.5.0SP2
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.3
2404 ComplianceText String Free text for compliance information required for regulatory reporting. FIX.5.0SP2
2351 EncodedComplianceTextLen Length Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. FIX.5.0SP2
2352 EncodedComplianceText data Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
377 SolicitedFlag Boolean Indicates whether or not the order was solicited.
Value SymbolicName Description Added Updated Deprecated
N WasNotSolicited Was not solicited FIX.4.2
Y WasSolicited Was solicited FIX.4.2
FIX.4.3
23 IOIID String Required for Previously Indicated Orders (OrdType=E) FIX.4.3
117 QuoteID String Required for Previously Quoted Orders (OrdType=D) FIX.4.3
1080 RefOrderID String Required for counter-order selection / Hit / Take Orders. (OrdType = Q) FIX.4.4
1081 RefOrderIDSource char Conditionally required if RefOrderID is specified.
Value SymbolicName Description Added Updated Deprecated
0 SecondaryOrderID SecondaryOrderID(198) FIX.4.4EP-1
1 OrderID OrderID(37) FIX.4.4EP-1
2 MDEntryID MDEntryID(278) FIX.4.4EP-1
3 QuoteEntryID QuoteEntryID(299) FIX.4.4EP-1
4 OriginalOrderID Original order ID FIX.5.0SP1EP77
5 QuoteID QuoteID(117) FIX.5.0SP2EP171
6 QuoteReqID QuoteReqID(131) FIX.5.0SP2EP171
FIX.4.4
1806 RefClOrdID String Used to reference an order via ClOrdID(11). FIX.5.0SP2
59 TimeInForce char Absence of this field indicates Day order
Value SymbolicName Description Added Updated Deprecated
0 Day Day (or session) FIX.2.7
1 GoodTillCancel Good Till Cancel (GTC) FIX.2.7
2 AtTheOpening At the Opening (OPG) FIX.2.7
3 ImmediateOrCancel Immediate Or Cancel (IOC) FIX.2.7
4 FillOrKill Fill Or Kill (FOK) FIX.2.7
5 GoodTillCrossing Good Till Crossing (GTX) FIX.2.7
6 GoodTillDate Good Till Date (GTD) FIX.4.0
7 AtTheClose At the Close FIX.4.3
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.4.3
168 EffectiveTime UTCTimestamp Can specify the time at which the order should be considered valid FIX.4.3
432 ExpireDate LocalMktDate Conditionally required if TimeInForce = GTD and ExpireTime is not specified. FIX.4.3
126 ExpireTime UTCTimestamp Conditionally required if TimeInForce = GTD and ExpireDate is not specified. FIX.4.3
427 GTBookingInst int States whether executions are booked out or accumulated on a partially filled GT order
Value SymbolicName Description Added Updated Deprecated
0 BookOutAllTradesOnDayOfExecution Book out all trades on day of execution FIX.4.2
1 AccumulateUntilFilledOrExpired Accumulate executions until order is filled or expires FIX.4.2
2 AccumulateUntilVerballyNotifiedOtherwise Accumulate until verbally notified otherwise FIX.4.2
FIX.4.3
1629 ExposureDuration int Conditionally required when TimeInForce(59)=10 (Good for Time) FIX.5.0SP2
1916 ExposureDurationUnit int Time unit in which the ExposureDuration(1629) is expressed. FIX.5.0SP2
CommissionData None FIX.4.3 FIX.5.0SP2EP204
CommissionDataGrp Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. FIX.5.0SP2
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
1815 TradingCapacity int Designates the capacity in which the order is submitted for trading by the market participant.
Value SymbolicName Description Added Updated Deprecated
1 Customer Customer FIX.5.0SP2EP131
2 CustomerProfessional Customer professional FIX.5.0SP2EP131
3 BrokerDealer Broker-dealer FIX.5.0SP2EP131
4 CustomerBrokerDealer Customer broker-dealer FIX.5.0SP2EP131
5 Principal Principal FIX.5.0SP2EP131
6 MarketMaker Market maker FIX.5.0SP2EP131
7 AwayMarketMaker Away market maker FIX.5.0SP2EP131
8 SystematicInternaliser Systematic internaliser FIX.5.0SP2EP223
FIX.5.0SP2
1091 PreTradeAnonymity Boolean Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible. FIX.4.4
1390 TradePublishIndicator int Indicates if a trade should be or has been published via a market publication service. The indicator governs all publication services of the recipient. Replaces PublishTrdIndicator(852).
Value SymbolicName Description Added Updated Deprecated
0 DoNotPublishTrade Do Not Publish Trade FIX.5.0EP61
1 PublishTrade Publish Trade FIX.5.0EP61
2 DeferredPublication Deferred Publication FIX.5.0EP61
3 Published Indicates that the transaction has been published to the market. FIX.5.0SP2EP229
FIX.5.0SP2
582 CustOrderCapacity int Capacity of customer placing the order.
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
1724 OrderOrigination int Identifies the origin of the order.
Value SymbolicName Description Added Updated Deprecated
1 OrderReceivedFromCustomer Order received from a customer FIX.5.0SP2EP135
2 OrderReceivedFromWithinFirm Order received from within the firm FIX.5.0SP2EP135
3 OrderReceivedFromAnotherBrokerDealer Order received from another broker-dealer FIX.5.0SP2EP135
4 OrderReceivedFromCustomerOrWithFirm Order received from a customer or originated with the firm FIX.5.0SP2EP135 FIX.5.0SP2EP222
5 OrderReceivedFromDirectAccessCustomer Order received from a direct access or sponsored access customer FIX.5.0SP2EP222
FIX.5.0SP2
OrderAttributeGrp FIX.5.0SP2
121 ForexReq Boolean Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
Value SymbolicName Description Added Updated Deprecated
N DoNotExecuteForexAfterSecurityTrade Do Not Execute Forex After Security Trade FIX.4.0
Y ExecuteForexAfterSecurityTrade Execute Forex After Security Trade FIX.4.0
FIX.4.3
120 SettlCurrency Currency Required if ForexReq = Y. FIX.4.3
775 BookingType int Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
Value SymbolicName Description Added Updated Deprecated
0 RegularBooking Regular booking FIX.4.4
1 CFD CFD (Contract for difference) FIX.4.4
2 TotalReturnSwap Total Return Swap FIX.4.4
FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
1816 ClearingAccountType int Designates the account type to be used for the order when submitted to clearing.
Value SymbolicName Description Added Updated Deprecated
1 Customer Customer FIX.5.0SP2EP131
2 Firm Firm FIX.5.0SP2EP131
3 MarketMaker Market maker FIX.5.0SP2EP131
FIX.5.0SP2
77 PositionEffect char For use in derivatives omnibus accounting
Value SymbolicName Description Added Updated Deprecated
C Close Close FIX.4.1
F FIFO FIFO FIX.4.3
O Open Open FIX.4.1
R Rolled Rolled FIX.4.3
N CloseButNotifyOnOpen Close but notify on open FIX.5.0EP61
D Default Default FIX.5.0EP61
FIX.4.3
203 CoveredOrUncovered int For use with derivatives, such as options
Value SymbolicName Description Added Updated Deprecated
0 Covered Covered FIX.4.1
1 Uncovered Uncovered FIX.4.1
FIX.4.3
210 MaxShow Qty Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI).
(Prior to FIX 4.2 this field was of type int) 		FIX.4.3 FIX.5.0
PegInstructions Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
DiscretionInstructions Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
847 TargetStrategy int The target strategy of the order
Value SymbolicName Description Added Updated Deprecated
1 VWAP VWAP FIX.4.4
2 Participate Participate (i.e. aim to be x percent of the market volume) FIX.4.4
3 MininizeMarketImpact Mininize market impact FIX.4.4
FIX.4.4
StrategyParametersGrp Strategy parameter block FIX.4.4
848 TargetStrategyParameters String For further specification of the TargetStrategy FIX.4.4 FIX.5.0
1190 RiskFreeRate float Interest rate. Usually some form of short term rate. FIX.5.0
849 ParticipationRate Percentage Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) FIX.4.4 FIX.5.0
480 CancellationRights char For CIV - Optional
Value SymbolicName Description Added Updated Deprecated
Y Yes Yes FIX.4.3
N NoExecutionOnly No - Execution Only FIX.4.3
M NoWaiverAgreement No - Waiver agreement FIX.4.3
O NoInstitutional No - Institutional FIX.4.3
FIX.4.3
481 MoneyLaunderingStatus char A one character code identifying Money laundering status.
Value SymbolicName Description Added Updated Deprecated
Y Passed Passed FIX.4.3
N NotChecked Not Checked FIX.4.3
1 ExemptBelowLimit Exempt - Below the Limit FIX.4.3
2 ExemptMoneyType Exempt - Client Money Type exemption FIX.4.3
3 ExemptAuthorised Exempt - Authorised Credit or financial institution FIX.4.3
FIX.4.3
513 RegistID String Reference to Registration Instructions message for this Order. FIX.4.3
494 Designation String Supplementary registration information for this Order FIX.4.3
563 MultiLegRptTypeReq int Indicates the method of execution reporting requested by issuer of the order.
Value SymbolicName Description Added Updated Deprecated
0 ReportByMulitlegSecurityOnly Report by mulitleg security only (do not report legs) FIX.4.4
1 ReportByMultilegSecurityAndInstrumentLegs Report by multileg security and by instrument legs belonging to the multileg security FIX.4.4
2 ReportByInstrumentLegsOnly Report by instrument legs belonging to the multileg security only (do not report status of multileg security) FIX.4.4
FIX.4.3
1685 ThrottleInst int Describes action recipient should take if a throttle limit were exceeded.
Value SymbolicName Description Added Updated Deprecated
0 RejectIfThrottleLimitExceeded Reject if throttle limit exceeded FIX.5.0SP2EP116
1 QueueIfThrottleLimitExceeded Queue if throttle limit exceeded FIX.5.0SP2EP116
FIX.5.0SP2
1803 AuctionType int Conditionally required for auction orders.
Value SymbolicName Description Added Updated Deprecated
1 BlockOrderAuction Block order auction FIX.5.0SP2EP131
2 DirectedOrderAuction Directed order auction FIX.5.0SP2EP131
3 ExposureOrderAuction Exposure order auction FIX.5.0SP2EP131
4 FlashOrderAuction Flash order auction FIX.5.0SP2EP131
5 FacilitationOrderAuction Facilitation order auction FIX.5.0SP2EP131
6 SolicitationOrderAuction Solicitation order auction FIX.5.0SP2EP131
7 PriceImprovementMechanism Price improvement mechanism (PIM) FIX.5.0SP2EP131
8 DirectedOrderPriceImprovementMechanism Directed Order price improvement mechanism (PIM) FIX.5.0SP2EP131
0 None None FIX.5.0SP2EP223
FIX.5.0SP2
1804 AuctionAllocationPct Percentage Percentage of matched quantity to be allocated to the submitter of the response to an auction order. FIX.5.0SP2
1819 RelatedHighPrice Price Upper boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. FIX.5.0SP2
1820 RelatedLowPrice Price Lower boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. FIX.5.0SP2
1821 RelatedPriceSource int Source for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Can be used together with RelatedHighPrice (1819) and/or RelatedLowPrice (1820).
Value SymbolicName Description Added Updated Deprecated
1 NBBid NBB (National Best Bid) FIX.5.0SP2EP131
2 NBOffer NBO (National Best Offer) FIX.5.0SP2EP131
FIX.5.0SP2
StandardTrailer ✔ FIX.4.3

MultilegOrderCancelReplace (35=AC)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AC FIX.4.3
37 OrderID String Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). FIX.4.3
2422 OrderRequestID int Required if provided on the order being replaced (or cancelled). Echo back the value provided by the requester. FIX.5.0SP2
41 OrigClOrdID String ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID. FIX.4.3
11 ClOrdID String Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected. FIX.4.3
526 SecondaryClOrdID String Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. FIX.4.3
583 ClOrdLinkID String Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. FIX.4.3
586 OrigOrdModTime UTCTimestamp The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. The use of this approach is not recommended. FIX.4.3
Parties This is party information related to the submitter of the request. FIX.4.3 FIX.5.0SP2EP131
TargetParties Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. FIX.5.0SP2
229 TradeOriginationDate LocalMktDate Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.4
75 TradeDate LocalMktDate Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.4
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.3
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with an order
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
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
589 DayBookingInst char Indicates whether or not automatic booking can occur.
Value SymbolicName Description Added Updated Deprecated
0 Auto Can trigger booking without reference to the order initiator ("auto") FIX.4.3
1 SpeakWithOrderInitiatorBeforeBooking Speak with order initiator before booking ("speak first") FIX.4.3
2 Accumulate Accumulate FIX.4.4
FIX.4.3
590 BookingUnit char Indicates what constitutes a bookable unit.
Value SymbolicName Description Added Updated Deprecated
0 EachPartialExecutionIsABookableUnit Each partial execution is a bookable unit FIX.4.3
1 AggregatePartialExecutionsOnThisOrder Aggregate partial executions on this order, and book one trade per order FIX.4.3
2 AggregateExecutionsForThisSymbol Aggregate executions for this symbol, side, and settlement date FIX.4.3
FIX.4.3
591 PreallocMethod char Indicates the method of preallocation.
Value SymbolicName Description Added Updated Deprecated
0 ProRata Pro rata FIX.4.3
1 DoNotProRata Do not pro-rata - discuss first FIX.4.3
FIX.4.3
70 AllocID String Used to assign an identifier to the block of individual preallocations FIX.4.4
PreAllocMlegGrp Number of repeating groups for pre-trade allocation FIX.4.4
63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate 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.4.3
64 SettlDate LocalMktDate Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. FIX.4.3
544 CashMargin char Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.
Value SymbolicName Description Added Updated Deprecated
1 Cash Cash FIX.4.3
2 MarginOpen Margin Open FIX.4.3
3 MarginClose Margin Close FIX.4.3
FIX.4.3
635 ClearingFeeIndicator String Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.
(Values source CBOT, CME, NYBOT, and NYMEX):
Value SymbolicName Description Added Updated Deprecated
1 FirstYearDelegate 1st year delegate trading for own account FIX.4.3
2 SecondYearDelegate 2nd year delegate trading for own account FIX.4.3
3 ThirdYearDelegate 3rd year delegate trading for own account FIX.4.3
4 FourthYearDelegate 4th year delegate trading for own account FIX.4.3
5 FifthYearDelegate 5th year delegate trading for own account FIX.4.3
9 SixthYearDelegate 6th year delegate trading for own account FIX.4.3
B CBOEMember CBOE Member FIX.4.3
C NonMemberAndCustomer Non-member and Customer FIX.4.3
E EquityMemberAndClearingMember Equity Member and Clearing Member FIX.4.3
F FullAndAssociateMember Full and Associate Member trading for own account and as floor brokers FIX.4.3
H Firms106HAnd106J 106.H and 106.J firms FIX.4.3
I GIM GIM, IDEM and COM Membership Interest Holders FIX.4.3
L Lessee106FEmployees Lessee 106.F Employees FIX.4.3
M AllOtherOwnershipTypes All other ownership types FIX.4.3
FIX.4.3
21 HandlInst char Instructions for order handling on Broker trading floor
Value SymbolicName Description Added Updated Deprecated
1 AutomatedExecutionNoIntervention Automated execution order, private, no Broker intervention FIX.2.7
2 AutomatedExecutionInterventionOK Automated execution order, public, Broker intervention OK FIX.2.7
3 ManualOrder Manual order, best execution FIX.2.7
FIX.4.3
18 ExecInst MultipleCharValue Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified.
Value SymbolicName Description Added Updated Deprecated
0 StayOnOfferSide Stay on offer side FIX.2.7
1 NotHeld Not held FIX.2.7
2 Work Work FIX.2.7
3 GoAlong Go along FIX.2.7
4 OverTheDay Over the day FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate Participate don't initiate FIX.2.7
7 StrictScale Strict scale FIX.2.7
8 TryToScale Try to scale FIX.2.7
9 StayOnBidSide Stay on bid side FIX.2.7
A NoCross 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.4.3
1805 AuctionInstruction int Instruction related to system generated auctions, e.g. flash order auctions.
Value SymbolicName Description Added Updated Deprecated
0 AutomatedAuctionPermitted Automatic auction permitted (default) FIX.5.0SP2EP131 FIX.5.0SP2EP208
1 AutomatedAuctionNotPermitted Automatic auction not permitted FIX.5.0SP2EP131
FIX.5.0SP2
110 MinQty Qty Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int) 		FIX.4.3
1822 MinQtyMethod int Indicates how the minimum quantity should be applied when executing the order.
Value SymbolicName Description Added Updated Deprecated
1 Once Once (applies only to first execution) FIX.5.0SP2EP131
2 Multiple Multiple (applies to every execution) FIX.5.0SP2EP131
FIX.5.0SP2
1089 MatchIncrement Qty Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement. FIX.4.4
1090 MaxPriceLevels int Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit. FIX.4.4
2676 MaximumPricePercentage Percentage Maximum deviation, in percentage terms, of an execution price from a reference price, e.g. the initial price of a match event. FIX.5.0SP2
ValueChecksGrp FIX.5.0SP2
MatchingInstructions FIX.5.0SP2
2362 SelfMatchPreventionID String May be used as an alternative to MatchingInstructions when the identifier does not appear in another field. FIX.5.0SP2
DisplayInstruction FIX.4.4 FIX.5.0SP2EP218
DisclosureInstructionGrp Specifies instructions to disclose certain order level information in market data. FIX.5.0SP2
111 MaxFloor Qty The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. FIX.4.3 FIX.5.0
1300 MarketSegmentID String Identifies the market segment FIX.5.0SP2
100 ExDestination Exchange Execution destination as defined by institution when order is entered.
Valid values:
See "Appendix 6-C" 		FIX.4.3
1133 ExDestinationIDSource char The ID source of ExDestination
Value SymbolicName Description Added Updated Deprecated
B BIC BIC (Bank Identification Code) (ISO 9362) FIX.4.4EP-1
C GeneralIdentifier Generally accepted market participant identifier (e.g. NASD mnemonic) FIX.4.4EP-1
D Proprietary Proprietary / Custom code FIX.4.4EP-1
E ISOCountryCode ISO Country Code FIX.4.4EP-1
G MIC MIC (ISO 10383 - Market Identifier Code) FIX.4.4EP-1
FIX.4.4
2704 ExDestinationType int Identifies the type of execution destination for the order.
Value SymbolicName Description Added Updated Deprecated
0 NoRestriction May be used for MiFID II to indicate no restriction on where the order is executed. FIX.5.0SP2EP228
1 TradedOnlyOnTradingVenue May be used for MiFID II to indicate the order can only be executed on a trading venue. FIX.5.0SP2EP228
2 TradedOnlyOnSI May be used for MiFID II to indicate the order can only be executed on a Systematic Internaliser. FIX.5.0SP2EP228
3 TradedOnTradingVenueOrSI May be used for MiFID II to indicate the order can be executed on either a trading venue or a Systematic Internaliser. FIX.5.0SP2EP228
FIX.5.0SP2
TrdgSesGrp Specifies the number of repeating TradingSessionIDs FIX.4.4
81 ProcessCode char Used to identify soft trades at order entry.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular FIX.2.7
1 SoftDollar Soft Dollar FIX.2.7
2 StepIn Step-In FIX.2.7
3 StepOut Step-Out FIX.2.7
4 SoftDollarStepIn Soft-dollar Step-In FIX.2.7
5 SoftDollarStepOut Soft-dollar Step-Out FIX.2.7
6 PlanSponsor Plan Sponsor FIX.4.0
FIX.4.3
54 Side ✔ char Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block.
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed 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.4.3
2102 ShortMarkingExemptIndicator Boolean None FIX.5.0SP2
Instrument FIX.4.3
UndInstrmtGrp Number of underlyings FIX.4.4
140 PrevClosePx Price Useful for verifying security identification FIX.4.3
1069 SwapPoints PriceOffset For FX Swap, this is used to express the differential between the far leg's bid/offer and the near leg's bid/offer. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4
LegOrdGrp Number of legs FIX.4.4
114 LocateReqd Boolean Required for short sell orders
Value SymbolicName Description Added Updated Deprecated
N No Indicates the broker is not required to locate FIX.4.0
Y Yes Indicates the broker is responsible for locating the stock FIX.4.0
FIX.4.3
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader, trading system, or intermediary. FIX.4.3
854 QtyType int Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts FIX.4.4 FIX.5.0SP2EP107
2 UnitsOfMeasurePerTimeUnit Unit of Measure per Time Unit FIX.4.4EP5 FIX.5.0SP2EP107
FIX.4.4
OrderQtyData Conditionally required when the OrderQtyData component is specified in the NewOrderMultileg(35=AB) message. FIX.4.3 FIX.5.0SP2EP221
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.4.3
1377 MultilegModel int Specifies the type of multileg order. Defines whether the security is pre-defined or user-defined. Note that MultilegModel(1377)=2(User-defined, Non-Securitized, Multileg) does not apply for Securities.
Value SymbolicName Description Added Updated Deprecated
0 PredefinedMultilegSecurity Predefined Multileg Security FIX.5.0EP59
1 UserDefinedMultilegSecurity User-defined Multileg Security FIX.5.0EP59 FIX.5.0SP2EP195
2 UserDefined User-defined, Non-Securitized, Multileg FIX.5.0EP59
FIX.5.0
1378 MultilegPriceMethod int Code to represent how the multileg price is to be interpreted when applied to the legs.
(See Volume : "Glossary" for further value definitions)
Value SymbolicName Description Added Updated Deprecated
0 NetPrice Net Price FIX.5.0EP59
1 ReversedNetPrice Reversed Net Price FIX.5.0EP59
2 YieldDifference Yield Difference FIX.5.0EP59
3 Individual Individual FIX.5.0EP59
4 ContractWeightedAveragePrice Contract Weighted Average Price FIX.5.0EP59
5 MultipliedPrice Multiplied Price FIX.5.0EP59
FIX.5.0
423 PriceType int Code to represent the price type.
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.4.3
44 Price Price Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. FIX.4.3
1092 PriceProtectionScope char Defines the type of price protection the customer requires on their order.
Value SymbolicName Description Added Updated Deprecated
0 None None FIX.4.4EP-1
1 Local Local (Exchange, ECN, ATS) FIX.4.4EP-1
2 National National (Across all national markets) FIX.4.4EP-1
3 Global Global (Across all markets) FIX.4.4EP-1
FIX.4.4
99 StopPx Price Required for OrdType = "Stop" or OrdType = "Stop limit". FIX.4.3
TriggeringInstruction Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" FIX.5.0
15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.3
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.3
2404 ComplianceText String Free text for compliance information required for regulatory reporting. FIX.5.0SP2
2351 EncodedComplianceTextLen Length Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. FIX.5.0SP2
2352 EncodedComplianceText data Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
377 SolicitedFlag Boolean Indicates whether or not the order was solicited.
Value SymbolicName Description Added Updated Deprecated
N WasNotSolicited Was not solicited FIX.4.2
Y WasSolicited Was solicited FIX.4.2
FIX.4.3
23 IOIID String Required for Previously Indicated Orders (OrdType=E) FIX.4.3
117 QuoteID String Required for Previously Quoted Orders (OrdType=D) FIX.4.3
59 TimeInForce char Absence of this field indicates Day order
Value SymbolicName Description Added Updated Deprecated
0 Day Day (or session) FIX.2.7
1 GoodTillCancel Good Till Cancel (GTC) FIX.2.7
2 AtTheOpening At the Opening (OPG) FIX.2.7
3 ImmediateOrCancel Immediate Or Cancel (IOC) FIX.2.7
4 FillOrKill Fill Or Kill (FOK) FIX.2.7
5 GoodTillCrossing Good Till Crossing (GTX) FIX.2.7
6 GoodTillDate Good Till Date (GTD) FIX.4.0
7 AtTheClose At the Close FIX.4.3
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.4.3
168 EffectiveTime UTCTimestamp Can specify the time at which the order should be considered valid FIX.4.3
432 ExpireDate LocalMktDate Conditionally required if TimeInForce = GTD and ExpireTime is not specified. FIX.4.3
126 ExpireTime UTCTimestamp Conditionally required if TimeInForce = GTD and ExpireDate is not specified. FIX.4.3
427 GTBookingInst int States whether executions are booked out or accumulated on a partially filled GT order
Value SymbolicName Description Added Updated Deprecated
0 BookOutAllTradesOnDayOfExecution Book out all trades on day of execution FIX.4.2
1 AccumulateUntilFilledOrExpired Accumulate executions until order is filled or expires FIX.4.2
2 AccumulateUntilVerballyNotifiedOtherwise Accumulate until verbally notified otherwise FIX.4.2
FIX.4.3
1629 ExposureDuration int Conditionally required when TimeInForce(59)=10 (Good for Time) FIX.5.0SP2
1916 ExposureDurationUnit int Time unit in which the ExposureDuration(1629) is expressed. FIX.5.0SP2
CommissionData None FIX.4.3 FIX.5.0SP2EP204
CommissionDataGrp Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. FIX.5.0SP2
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
1815 TradingCapacity int Designates the capacity in which the order is submitted for trading by the market participant.
Value SymbolicName Description Added Updated Deprecated
1 Customer Customer FIX.5.0SP2EP131
2 CustomerProfessional Customer professional FIX.5.0SP2EP131
3 BrokerDealer Broker-dealer FIX.5.0SP2EP131
4 CustomerBrokerDealer Customer broker-dealer FIX.5.0SP2EP131
5 Principal Principal FIX.5.0SP2EP131
6 MarketMaker Market maker FIX.5.0SP2EP131
7 AwayMarketMaker Away market maker FIX.5.0SP2EP131
8 SystematicInternaliser Systematic internaliser FIX.5.0SP2EP223
FIX.5.0SP2
1091 PreTradeAnonymity Boolean Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible. FIX.4.4
1390 TradePublishIndicator int Indicates if a trade should be or has been published via a market publication service. The indicator governs all publication services of the recipient. Replaces PublishTrdIndicator(852).
Value SymbolicName Description Added Updated Deprecated
0 DoNotPublishTrade Do Not Publish Trade FIX.5.0EP61
1 PublishTrade Publish Trade FIX.5.0EP61
2 DeferredPublication Deferred Publication FIX.5.0EP61
3 Published Indicates that the transaction has been published to the market. FIX.5.0SP2EP229
FIX.5.0SP2
582 CustOrderCapacity int Capacity of customer placing the order.
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
1724 OrderOrigination int Identifies the origin of the order.
Value SymbolicName Description Added Updated Deprecated
1 OrderReceivedFromCustomer Order received from a customer FIX.5.0SP2EP135
2 OrderReceivedFromWithinFirm Order received from within the firm FIX.5.0SP2EP135
3 OrderReceivedFromAnotherBrokerDealer Order received from another broker-dealer FIX.5.0SP2EP135
4 OrderReceivedFromCustomerOrWithFirm Order received from a customer or originated with the firm FIX.5.0SP2EP135 FIX.5.0SP2EP222
5 OrderReceivedFromDirectAccessCustomer Order received from a direct access or sponsored access customer FIX.5.0SP2EP222
FIX.5.0SP2
OrderAttributeGrp FIX.5.0SP2
121 ForexReq Boolean Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
Value SymbolicName Description Added Updated Deprecated
N DoNotExecuteForexAfterSecurityTrade Do Not Execute Forex After Security Trade FIX.4.0
Y ExecuteForexAfterSecurityTrade Execute Forex After Security Trade FIX.4.0
FIX.4.3
120 SettlCurrency Currency Required if ForexReq = Y. FIX.4.3
775 BookingType int Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
Value SymbolicName Description Added Updated Deprecated
0 RegularBooking Regular booking FIX.4.4
1 CFD CFD (Contract for difference) FIX.4.4
2 TotalReturnSwap Total Return Swap FIX.4.4
FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
1816 ClearingAccountType int Designates the account type to be used for the order when submitted to clearing.
Value SymbolicName Description Added Updated Deprecated
1 Customer Customer FIX.5.0SP2EP131
2 Firm Firm FIX.5.0SP2EP131
3 MarketMaker Market maker FIX.5.0SP2EP131
FIX.5.0SP2
77 PositionEffect char For use in derivatives omnibus accounting
Value SymbolicName Description Added Updated Deprecated
C Close Close FIX.4.1
F FIFO FIFO FIX.4.3
O Open Open FIX.4.1
R Rolled Rolled FIX.4.3
N CloseButNotifyOnOpen Close but notify on open FIX.5.0EP61
D Default Default FIX.5.0EP61
FIX.4.3
203 CoveredOrUncovered int For use with derivatives, such as options
Value SymbolicName Description Added Updated Deprecated
0 Covered Covered FIX.4.1
1 Uncovered Uncovered FIX.4.1
FIX.4.3
210 MaxShow Qty Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI).
(Prior to FIX 4.2 this field was of type int) 		FIX.4.3 FIX.5.0
PegInstructions Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
DiscretionInstructions Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
847 TargetStrategy int The target strategy of the order
Value SymbolicName Description Added Updated Deprecated
1 VWAP VWAP FIX.4.4
2 Participate Participate (i.e. aim to be x percent of the market volume) FIX.4.4
3 MininizeMarketImpact Mininize market impact FIX.4.4
FIX.4.4
StrategyParametersGrp Strategy parameter block FIX.4.4
848 TargetStrategyParameters String For further specification of the TargetStrategy FIX.4.4 FIX.5.0
1190 RiskFreeRate float Interest rate. Usually some form of short term rate. FIX.5.0
849 ParticipationRate Percentage Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) FIX.4.4 FIX.5.0
480 CancellationRights char For CIV - Optional
Value SymbolicName Description Added Updated Deprecated
Y Yes Yes FIX.4.3
N NoExecutionOnly No - Execution Only FIX.4.3
M NoWaiverAgreement No - Waiver agreement FIX.4.3
O NoInstitutional No - Institutional FIX.4.3
FIX.4.3
481 MoneyLaunderingStatus char A one character code identifying Money laundering status.
Value SymbolicName Description Added Updated Deprecated
Y Passed Passed FIX.4.3
N NotChecked Not Checked FIX.4.3
1 ExemptBelowLimit Exempt - Below the Limit FIX.4.3
2 ExemptMoneyType Exempt - Client Money Type exemption FIX.4.3
3 ExemptAuthorised Exempt - Authorised Credit or financial institution FIX.4.3
FIX.4.3
513 RegistID String Reference to Registration Instructions message for this Order. FIX.4.3
494 Designation String Supplementary registration information for this Order FIX.4.3
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.5.0SP2
2679 OrderOwnershipIndicator int Can be used to request change of order ownership.
Value SymbolicName Description Added Updated Deprecated
0 NoChange No change of ownership (default) FIX.5.0SP2EP223
1 ExecutingPartyChange Executing party can be given either implicitly via session attributes or explicitly via Parties component. The party taking over ownership must also be the one submitting the request. FIX.5.0SP2EP223
2 EnteringPartyChange Entering party can be given either implicitly via session attributes or explicitly via Parties component. The party taking over ownership must also be the one submitting the request. FIX.5.0SP2EP223
3 SpecifiedPartyChange Ownership is transferred by a third party from/to the parties specified via Parties component together with PartyRoleQualifier(2376) = Current(18) and New(19). FIX.5.0SP2EP223
FIX.5.0SP2
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
1685 ThrottleInst int Describes action recipient should take if a throttle limit were exceeded.
Value SymbolicName Description Added Updated Deprecated
0 RejectIfThrottleLimitExceeded Reject if throttle limit exceeded FIX.5.0SP2EP116
1 QueueIfThrottleLimitExceeded Queue if throttle limit exceeded FIX.5.0SP2EP116
FIX.5.0SP2
1803 AuctionType int Conditionally required for auction orders.
Value SymbolicName Description Added Updated Deprecated
1 BlockOrderAuction Block order auction FIX.5.0SP2EP131
2 DirectedOrderAuction Directed order auction FIX.5.0SP2EP131
3 ExposureOrderAuction Exposure order auction FIX.5.0SP2EP131
4 FlashOrderAuction Flash order auction FIX.5.0SP2EP131
5 FacilitationOrderAuction Facilitation order auction FIX.5.0SP2EP131
6 SolicitationOrderAuction Solicitation order auction FIX.5.0SP2EP131
7 PriceImprovementMechanism Price improvement mechanism (PIM) FIX.5.0SP2EP131
8 DirectedOrderPriceImprovementMechanism Directed Order price improvement mechanism (PIM) FIX.5.0SP2EP131
0 None None FIX.5.0SP2EP223
FIX.5.0SP2
1804 AuctionAllocationPct Percentage Percentage of matched quantity to be allocated to the submitter of the response to an auction order. FIX.5.0SP2
1819 RelatedHighPrice Price Upper boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. FIX.5.0SP2
1820 RelatedLowPrice Price Lower boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. FIX.5.0SP2
1821 RelatedPriceSource int Source for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Can be used together with RelatedHighPrice (1819) and/or RelatedLowPrice (1820).
Value SymbolicName Description Added Updated Deprecated
1 NBBid NBB (National Best Bid) FIX.5.0SP2EP131
2 NBOffer NBO (National Best Offer) FIX.5.0SP2EP131
FIX.5.0SP2
StandardTrailer ✔ FIX.4.3

TradeCaptureReportRequest (35=AD)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AD FIX.4.3
568 TradeRequestID ✔ String Unique identifier for the trade request. FIX.4.3 FIX.5.0SP2EP141
1003 TradeID String The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty. FIX.4.4
1040 SecondaryTradeID String Used to carry an internal trade entity ID which may or may not be reported to the firm FIX.4.4
1041 FirmTradeID String The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary FIX.4.4
1042 SecondaryFirmTradeID String Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary FIX.4.4
569 TradeRequestType ✔ int Type of Trade Capture Report.
Value SymbolicName Description Added Updated Deprecated
0 AllTrades All Trades FIX.4.3
1 MatchedTradesMatchingCriteria Matched trades matching criteria provided on request (Parties, ExecID, TradeID, OrderID, Instrument, InputSource, etc.) FIX.4.3
2 UnmatchedTradesThatMatchCriteria Unmatched trades that match criteria FIX.4.3
3 UnreportedTradesThatMatchCriteria Unreported trades that match criteria FIX.4.3
4 AdvisoriesThatMatchCriteria Advisories that match criteria FIX.4.3
FIX.4.3
263 SubscriptionRequestType char If the field is absent, SubscriptionRequestType(263)=0(Snapshot) will be the default.
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.3 FIX.5.0SP2EP141
571 TradeReportID String Can be used to request a specific trade report. FIX.4.4 FIX.5.0SP2EP141
818 SecondaryTradeReportID String To request a specific trade report FIX.4.4 FIX.5.0
527 SecondaryExecID String To request all trades based on secondary execution identifier FIX.5.0SP2
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.4.3
150 ExecType char Can be used to request all trades of a specific execution type.
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.4.1
3 DoneForDay Done for day FIX.4.1
4 Canceled Canceled FIX.4.1
5 Replaced Replaced FIX.4.1
6 PendingCancel Pending Cancel (e.g. result of Order Cancel Request) FIX.4.1
7 Stopped Stopped FIX.4.1
8 Rejected Rejected FIX.4.1
9 Suspended Suspended FIX.4.1
A PendingNew Pending New FIX.4.1
B Calculated Calculated FIX.4.1
C Expired Expired FIX.4.1
D Restated Restated (Execution Report sent unsolicited by sellside, with ExecRestatementReason (378) set) FIX.4.2
E PendingReplace Pending Replace (e.g. result of Order Cancel/Replace Request) FIX.4.2
F Trade Trade (partial fill or fill) FIX.4.3
G TradeCorrect Trade Correct FIX.4.3
H TradeCancel Trade Cancel FIX.4.3
I OrderStatus Order Status FIX.4.3
J TradeInAClearingHold Trade in a Clearing Hold FIX.4.4EP5
K TradeHasBeenReleasedToClearing Trade has been released to Clearing FIX.4.4EP5
L TriggeredOrActivatedBySystem Triggered or Activated by System FIX.4.4EP22
M Locked Locked FIX.5.0SP2EP131
N Released Released FIX.5.0SP2EP131
FIX.4.4 FIX.5.0SP2EP141
37 OrderID String Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. FIX.4.3
11 ClOrdID String Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. FIX.4.3
573 MatchStatus char The status of this trade with respect to matching or comparison.
Value SymbolicName Description Added Updated Deprecated
0 Compared Compared, matched or affirmed FIX.4.3
1 Uncompared Uncompared, unmatched, or 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
828 TrdType int Can be used to request all trades of a specific trade type.
Value SymbolicName Description Added Updated Deprecated
0 RegularTrade Regular trade FIX.4.4 FIX.5.0SP2EP141
1 BlockTrade Block trade FIX.4.4 FIX.5.0SP2EP141
2 EFP Exchange for physical (EFP) FIX.4.4 FIX.5.0SP2EP141
3 Transfer Transfer FIX.4.4
4 LateTrade Late trade FIX.4.4 FIX.5.0SP2EP141
5 TTrade T trade FIX.4.4 FIX.5.0SP2EP141
6 WeightedAveragePriceTrade Weighted average price trade FIX.4.4 FIX.5.0SP2EP141
7 BunchedTrade Bunched trade FIX.4.4 FIX.5.0SP2EP141
8 LateBunchedTrade Late bunched trade FIX.4.4 FIX.5.0SP2EP141
9 PriorReferencePriceTrade Prior reference price trade FIX.4.4 FIX.5.0SP2EP141
10 AfterHoursTrade After hours trade FIX.4.4 FIX.5.0SP2EP141
11 ExchangeForRisk Exchange for risk (EFR) FIX.4.4EP5 FIX.5.0SP2EP141
12 ExchangeForSwap Exchange for swap (EFS) FIX.4.4EP5 FIX.5.0SP2EP141
13 ExchangeOfFuturesFor For example full sized for mini. FIX.4.4EP5 FIX.5.0SP2EP141
14 ExchangeOfOptionsForOptions Exchange of options for options (EOO) FIX.4.4EP5 FIX.5.0SP2EP141
15 TradingAtSettlement Trading at settlement FIX.4.4EP5 FIX.5.0SP2EP141
16 AllOrNone All or none FIX.4.4EP5 FIX.5.0SP2EP141
17 FuturesLargeOrderExecution Futures large order execution FIX.4.4EP5 FIX.5.0SP2EP141
18 ExchangeOfFuturesForFutures Exchange of futures for external market futures (EFF) FIX.4.4EP5 FIX.5.0SP2EP141
19 OptionInterimTrade Option interim trade FIX.4.4EP5 FIX.5.0SP2EP141
20 OptionCabinetTrade Option cabinet trade FIX.4.4EP5 FIX.5.0SP2EP141
22 PrivatelyNegotiatedTrades Privately negotiated trade FIX.4.4EP19 FIX.5.0SP2EP141
23 SubstitutionOfFuturesForForwards Substitution of futures for forwards FIX.4.4EP19 FIX.5.0SP2EP141
48 NonStandardSettlement Non-standard settlement FIX.5.0EP47
49 DerivativeRelatedTransaction Derivative related transaction FIX.5.0EP47 FIX.5.0SP2EP141
50 PortfolioTrade Portfolio trade FIX.5.0EP47 FIX.5.0SP2EP141
51 VolumeWeightedAverageTrade Volume weighted average trade FIX.5.0EP47 FIX.5.0SP2EP141
52 ExchangeGrantedTrade Exchange granted trade FIX.5.0EP47 FIX.5.0SP2EP141
53 RepurchaseAgreement Repurchase agreement FIX.5.0EP47 FIX.5.0SP2EP141
54 OTC Trade executed off-market. In the context of CFTC regulatory reporting for swaps, it is a large notional off-facility swap. In the context of MiFID transparency reporting rules this is used to report, into an exchange, deals made outside exchange rules. FIX.5.0EP47 FIX.5.0SP2EP177
55 ExchangeBasisFacility Exchange basis facility (EBF) FIX.5.0EP55 FIX.5.0SP2EP141
24 ErrorTrade Error trade FIX.4.4EP26
25 SpecialCumDividend Special cum dividend (CD) FIX.4.4EP26
26 SpecialExDividend Special ex dividend (XD) FIX.4.4EP26
27 SpecialCumCoupon Special cum coupon (CC) FIX.4.4EP26
28 SpecialExCoupon Special ex coupon (XC) FIX.4.4EP26
29 CashSettlement Cash settlement (CS) FIX.4.4EP26
30 SpecialPrice Usually net or all-in price. FIX.4.4EP26 FIX.5.0SP2EP141
31 GuaranteedDelivery Guaranteed delivery (GD) FIX.4.4EP26
32 SpecialCumRights Special cum rights (CR) FIX.4.4EP26
33 SpecialExRights Special ex rights (XR) FIX.4.4EP26
34 SpecialCumCapitalRepayments Special cum capital repayments (CP) FIX.4.4EP26
35 SpecialExCapitalRepayments Special ex capital repayments (XP) FIX.4.4EP26
36 SpecialCumBonus Special cum bonus (CB) FIX.4.4EP26
37 SpecialExBonus Special ex bonus (XB) FIX.4.4EP26
38 LargeTrade The same as large trade. FIX.4.4EP26 FIX.5.0SP2EP141
39 WorkedPrincipalTrade Worked principal trade FIX.4.4EP26 FIX.5.0SP2EP141
40 BlockTrades Block trades FIX.4.4EP26 FIX.5.0SP2EP141
41 NameChange Name change FIX.4.4EP26
42 PortfolioTransfer Portfolio transfer FIX.4.4EP26
43 ProrogationBuy Used by Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system). Trades must be reported as crosses at zero price. FIX.4.4EP26 FIX.5.0SP2EP141
44 ProrogationSell See prorogation buy. FIX.4.4EP26 FIX.5.0SP2EP141
45 OptionExercise Option exercise FIX.4.4EP26
46 DeltaNeutralTransaction Delta neutral transaction FIX.4.4EP26
47 FinancingTransaction Financing transaction FIX.4.4EP26 FIX.5.0SP2EP141
56 OpeningTrade Opening trade FIX.5.0SP2EP104 FIX.5.0SP2EP141
57 NettedTrade Netted trade FIX.5.0SP2EP141
58 BlockSwapTrade Block trade executed off-market or on a registered market. In the context of CFTC regulatory reporting for swaps, it is a swap executed according to SEF or DCM rules. FIX.5.0SP2EP161 FIX.5.0SP2EP177
61 GiveUpGiveInTrade Give-up Give-in trade FIX.5.0SP2EP163
62 DarkTrade A Market Model Typology dark trade might also come from a lit/hybrid book, when an aggressive lit order hits a resting dark order. FIX.5.0SP2EP163
63 TechnicalTrade Technical trade FIX.5.0SP2EP163
64 Benchmark For Market Model Typology (MMT) the "benchmark" price depends on a benchmark which has no current price but was derived from a time series such as a VWAP. FIX.5.0SP2EP163 FIX.5.0SP2EP216
59 CreditEventTrade Credit event trade FIX.5.0SP2EP165 FIX.5.0SP2EP169
60 SuccessionEventTrade Succession event trade FIX.5.0SP2EP165 FIX.5.0SP2EP169
65 PackageTrade Identifies the pseudo-trade of a stream or collection of trades to be cleared and be reported as an atomic unit. The subsequent actual trades reported should not have this value. FIX.5.0SP2EP192
FIX.4.4 FIX.5.0SP2EP141
829 TrdSubType int Can be used to request all trades of a specific trade sub type.
Value SymbolicName Description Added Updated Deprecated
0 CMTA CMTA FIX.4.4EP4
1 InternalTransferOrAdjustment Internal transfer or adjustment FIX.4.4EP4
2 ExternalTransferOrTransferOfAccount External transfer or transfer of account FIX.4.4EP4
3 RejectForSubmittingSide Reject for submitting side FIX.4.4EP4
4 AdvisoryForContraSide Advisory for contra side FIX.4.4EP4
5 OffsetDueToAnAllocation Offset due to an allocation FIX.4.4EP5
6 OnsetDueToAnAllocation Onset due to an allocation FIX.4.4EP5 FIX.5.0SP1EP95
7 DifferentialSpread Differential spread FIX.4.4EP5
8 ImpliedSpreadLegExecutedAgainstAnOutright Implied spread leg executed against an outright FIX.4.4EP5
9 TransactionFromExercise Transaction from exercise FIX.4.4EP5
10 TransactionFromAssignment Transaction from assignment FIX.4.4EP5
11 ACATS ACATS FIX.4.4EP8
33 OffHoursTrade Off Hours Trade FIX.5.0EP61
34 OnHoursTrade On Hours Trade FIX.5.0EP61
35 OTCQuote OTC Quote FIX.5.0EP61
36 ConvertedSWAP Converted SWAP FIX.5.0EP-1
14 AI AI (Automated input facility disabled in response to an exchange request.) FIX.4.4EP26
15 B B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) FIX.4.4EP26
16 K K (Transaction using block trade facility.) FIX.4.4EP26
17 LC LC (Correction submitted more than three days after publication of the original trade report.) FIX.4.4EP26
18 M M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) FIX.4.4EP26
19 N N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) FIX.4.4EP26
20 NM NM ( i) transaction where Exchange has granted permission for non-publication
ii)IDB is reporting as seller
iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)		 FIX.4.4EP26
21 NR NR (Non-risk transaction in a SEATS security other than an AIM security) FIX.4.4EP26
22 P P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) FIX.4.4EP26
23 PA PA (Protected transaction notification) FIX.4.4EP26
24 PC PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) FIX.4.4EP26
25 PN PN (Worked principal notification for a portfolio transaction which includes order book securities) FIX.4.4EP26
26 R R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction)
(ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or
(iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)		 FIX.4.4EP26
27 RO RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) FIX.4.4EP26
28 RT RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) FIX.4.4EP26
29 SW SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) FIX.4.4EP26
30 T T (If reporting a single protected transaction) FIX.4.4EP26
31 WN WN (Worked principal notification for a single order book security) FIX.4.4EP26
32 WT WT (Worked principal transaction (other than a portfolio transaction)) FIX.4.4EP26
37 CrossedTrade Crossed Trade (X) FIX.5.0EP-1
38 InterimProtectedTrade Interim Protected Trade (I) FIX.5.0EP-1
39 LargeInScale Large in Scale (L) FIX.5.0EP-1
40 WashTrade Wash Trade FIX.5.0SP2EP101
41 TradeAtSettlement Identifies a trade that will be priced using the settlement price. FIX.5.0SP2EP107 FIX.5.0SP2EP227
43 TradeAtMarker Posted at a specific time each day and used to price the consummated trade for the product/month/strip executed (+/- and differentials). Closely related to TAS trades in function and trade practice. FIX.5.0SP2EP107 FIX.5.0SP2EP227
42 AuctionTrade Mutually exclusive with TrdSubType(829) = 50 (Balancing). FIX.5.0SP2EP114 FIX.5.0SP2EP227
44 CreditDefault Default (Credit Event) FIX.5.0SP2EP165
45 CreditRestructuring Restructuring (credit event) FIX.5.0SP2EP165
46 Merger Merger (succession event) FIX.5.0SP2EP165
47 SpinOff Spin-off (succession event) FIX.5.0SP2EP165
48 MultilateralCompression A subtype of TrdType(828) = 57 (Netted trade) in order to identify a special case of compression. FIX.5.0SP2EP201
50 Balancing Identifies an additional trade distributed to auction participants meant to resolve an imbalance between bids and offers.
Mutually exclusive with TrdSubType(829) = 42 =(Auction).		 FIX.5.0SP2EP227
51 BasisTradeIndexClose The marketplace name given to Trade at Marker (TAM) transactions in equity index futures. FIX.5.0SP2EP227
52 TradeAtCashOpen The marketplace name given to trading futures based on an opening quote of the underlying cash market. FIX.5.0SP2EP243
FIX.4.4 FIX.5.0SP2EP141
1849 OffsetInstruction int Indicates the trade is a result of an offset or onset.
Value SymbolicName Description Added Updated Deprecated
0 Offset A type of transaction where an executing firm gives up a trade as a result of an allocation. Or, in the case of a reversal of an allocation, the take-up (claiming) firm's transaction. FIX.5.0SP2EP141
1 Onset A type of transaction where a take-up (claiming) firm takes up a trade as a result of an allocation. Or, in the case of a reversal of an allocation, the executing firm's transaction. FIX.5.0SP2EP141
FIX.5.0SP2
1123 TradeHandlingInstr char Specified how the TradeCaptureReport(35=AE) should be handled by the respondent.
Value SymbolicName Description Added Updated Deprecated
0 TradeConfirmation Trade confirmation FIX.4.4EP-1 FIX.5.0SP2EP136
1 TwoPartyReport Two-party report FIX.4.4EP-1 FIX.5.0SP2EP136
2 OnePartyReportForMatching One-party report for matching FIX.4.4EP-1 FIX.5.0SP2EP136
3 OnePartyReportForPassThrough Can be used when one of the parties to the trade submits a report which then has to be approved or confirmed by the other (counter)party. FIX.4.4EP-1 FIX.5.0SP2EP212
4 AutomatedFloorOrderRouting Automated floor order routing FIX.4.4EP-1 FIX.5.0SP2EP136
5 TwoPartyReportForClaim Two-party report for claim FIX.5.0EP55 FIX.5.0SP2EP136
6 OnePartyReport One-party report FIX.5.0SP2EP136
7 ThirdPtyRptForPassThrough Can be used when RootParties component contains a service provider role who submits the trade report and is not necessarily also on one side of the trade. FIX.5.0SP2EP212
8 OnePartyReportAutoMatch Indicates that the submission is a transfer trade to a firm or account that is part of the same corporate entity and that once validated the transfer should be automatically accepted without confirmation. FIX.5.0SP2EP227
FIX.4.4
830 TransferReason String Can be used to request all trades for a specific transfer reason. FIX.4.4 FIX.5.0SP2EP141
855 SecondaryTrdType int Can be used to request all trades of a specific secondary trade type. FIX.4.4 FIX.5.0SP2EP141
820 TradeLinkID String Can be used to request all trades of a specific trade link identifier. FIX.4.4 FIX.5.0SP2EP141
880 TrdMatchID String Can be used to request a trade matching a specific TrdMatchID(880). FIX.4.4 FIX.5.0SP2EP141
Parties Used to specify the parties for the trades to be returned (clearing firm, execution broker, trader id, etc.)
ExecutingBroker
ClearingFirm
ContraBroker
ContraClearingFirm
SettlementLocation - depository, CSD, or other settlement party
ExecutingTrader
InitiatingTrader
OrderOriginator		 FIX.4.3
Instrument None FIX.4.3 FIX.5.0SP2EP141
InstrumentExtension None FIX.4.4 FIX.5.0SP2EP141
FinancingDetails None FIX.4.4 FIX.5.0SP2EP141
UndInstrmtGrp None FIX.4.4 FIX.5.0SP1EP95
InstrmtLegGrp None FIX.4.4 FIX.5.0SP1EP95
TrdCapDtGrp Number of date ranges provided (must be 1 or 2 if specified) FIX.4.4
715 ClearingBusinessDate LocalMktDate Can be used to request trades for a specific clearing business date. FIX.4.4 FIX.5.0SP2EP141
336 TradingSessionID String Can be used to request trades for a specific trading session.
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.4.4 FIX.5.0SP2EP141
625 TradingSessionSubID String Can be used to request trades for a specific trading session.
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.4.4 FIX.5.0SP2EP141
943 TimeBracket String Can be used to request trades within a specific time bracket. FIX.4.4 FIX.5.0SP2EP141
54 Side char Can be used to request trades for a specific side of a trade.
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed 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.4.3 FIX.5.0SP2EP141
442 MultiLegReportingType char Used to indicate if trades are to be returned for the individual legs of a multileg instrument or for the overall instrument.
Value SymbolicName Description Added Updated Deprecated
1 SingleSecurity Single security (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.4.4
578 TradeInputSource String Can be used to requests trades that were submitted from a specific trade input source. FIX.4.3 FIX.5.0SP2EP141
579 TradeInputDevice String Can be used to request trades that were submitted from a specific trade input device. FIX.4.3 FIX.5.0SP2EP141
725 ResponseTransportType int None
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 FIX.5.0SP2EP141
726 ResponseDestination String None FIX.4.4 FIX.5.0SP2EP141
58 Text String Used to match specific values within Text(58) fields. FIX.4.3 FIX.5.0SP2EP141
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text(58) field. FIX.4.3
1011 MessageEventSource String None FIX.4.4 FIX.5.0SP2EP141
StandardTrailer ✔ FIX.4.3

TradeCaptureReport (35=AE)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AE FIX.4.3
ApplicationSequenceControl FIX.5.0
571 TradeReportID String TradeReportID(571) is conditionally required in a message-chaining model in which a subsequent message may refer to a prior message via TradeReportRefID(572). The alternative to a message-chain model is an entity-based model in which TradeID(1003) is used to identify a trade. In this case, TradeID(1003) is required and TradeReportID(571) can be optionally specified. FIX.4.3 FIX.5.0SP2EP141
1003 TradeID String The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty. FIX.4.4
1040 SecondaryTradeID String Used to carry an internal trade entity ID which may or may not be reported to the firm FIX.4.4
1041 FirmTradeID String The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary FIX.4.4
1042 SecondaryFirmTradeID String Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary FIX.4.4
2489 PackageID String Identifier assigned to a collection of trades so that they can be analyzed as one atomic unit for risk assessment and clearing. FIX.5.0SP2
2490 TradeNumber int Ordinal number of the trade within a series of related trades. FIX.5.0SP2
487 TradeReportTransType int None
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 FIX.5.0SP2EP141
856 TradeReportType int Type of Trade Report
Value SymbolicName Description Added Updated Deprecated
0 Submit Submit FIX.4.4
1 Alleged Alleged FIX.4.4
2 Accept Accept FIX.4.4
3 Decline Decline FIX.4.4
4 Addendum Used to provide material supplemental data to a previously submitted trade. FIX.4.4 FIX.5.0SP2EP241
5 No Used to report a full replacement of a previously submitted trade. FIX.4.4 FIX.5.0SP2EP241
6 TradeReportCancel Trade Report Cancel FIX.4.4
7 LockedIn (Locked-In) Trade Break FIX.4.4
8 Defaulted Defaulted FIX.4.4EP4
9 InvalidCMTA Invalid CMTA FIX.4.4EP8
10 Pended Pended FIX.4.4EP23
11 AllegedNew Alleged New FIX.4.4EP23
12 AllegedAddendum Alleged Addendum FIX.4.4EP23
13 AllegedNo Alleged No/Was FIX.4.4EP23
14 AllegedTradeReportCancel Alleged Trade Report Cancel FIX.4.4EP23
15 AllegedTradeBreak Alleged (Locked-In) Trade Break FIX.4.4EP23
16 Verify Used in reports from a trading party to the SDR to confirm trade details. Omit RegulatoryReportType(1934). FIX.5.0SP2EP187
17 Dispute Used in reports from a trading party to the SDR to dispute trade details. Omit RegulatoryReportType(1934). FIX.5.0SP2EP187
18 NonMaterialUpdate Used to provide non-material supplemental data to a previously submitted trade. FIX.5.0SP2EP241
FIX.4.4
939 TrdRptStatus int Status of the trade report. In 3-party listed derivatives model, this is used to convey status of a trade to a counterparty. Used specifically in a "give-up" (also known as "claim") model.
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.4.4
1 Rejected Rejected FIX.4.4
3 AcceptedWithErrors Accepted with errors FIX.4.4EP13 FIX.5.0SP2EP107
2 Cancelled Cancelled FIX.5.0SP2EP107
4 PendingNew Pending New FIX.5.0SP2EP107
5 PendingCancel Pending Cancel FIX.5.0SP2EP107
6 PendingReplace Pending Replace FIX.5.0SP2EP107
7 Terminated Terminated FIX.5.0SP2EP165
8 PendingVerification Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have not been verified by one or both parties. FIX.5.0SP2EP187
9 DeemedVerified Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details are deemed verified by the SDR by have not been confirmed by the trading parties. FIX.5.0SP2EP187
10 Verified Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have been confirmed by the trading parties. FIX.5.0SP2EP187
11 Disputed Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have been disputed by a trading party. FIX.5.0SP2EP187
FIX.4.4 FIX.5.0SP2EP141
568 TradeRequestID String Identifier for the trade capture report request associated with this trade capture report. FIX.4.3 FIX.5.0SP2EP141
828 TrdType int Type of trade.
Value SymbolicName Description Added Updated Deprecated
0 RegularTrade Regular trade FIX.4.4 FIX.5.0SP2EP141
1 BlockTrade Block trade FIX.4.4 FIX.5.0SP2EP141
2 EFP Exchange for physical (EFP) FIX.4.4 FIX.5.0SP2EP141
3 Transfer Transfer FIX.4.4
4 LateTrade Late trade FIX.4.4 FIX.5.0SP2EP141
5 TTrade T trade FIX.4.4 FIX.5.0SP2EP141
6 WeightedAveragePriceTrade Weighted average price trade FIX.4.4 FIX.5.0SP2EP141
7 BunchedTrade Bunched trade FIX.4.4 FIX.5.0SP2EP141
8 LateBunchedTrade Late bunched trade FIX.4.4 FIX.5.0SP2EP141
9 PriorReferencePriceTrade Prior reference price trade FIX.4.4 FIX.5.0SP2EP141
10 AfterHoursTrade After hours trade FIX.4.4 FIX.5.0SP2EP141
11 ExchangeForRisk Exchange for risk (EFR) FIX.4.4EP5 FIX.5.0SP2EP141
12 ExchangeForSwap Exchange for swap (EFS) FIX.4.4EP5 FIX.5.0SP2EP141
13 ExchangeOfFuturesFor For example full sized for mini. FIX.4.4EP5 FIX.5.0SP2EP141
14 ExchangeOfOptionsForOptions Exchange of options for options (EOO) FIX.4.4EP5 FIX.5.0SP2EP141
15 TradingAtSettlement Trading at settlement FIX.4.4EP5 FIX.5.0SP2EP141
16 AllOrNone All or none FIX.4.4EP5 FIX.5.0SP2EP141
17 FuturesLargeOrderExecution Futures large order execution FIX.4.4EP5 FIX.5.0SP2EP141
18 ExchangeOfFuturesForFutures Exchange of futures for external market futures (EFF) FIX.4.4EP5 FIX.5.0SP2EP141
19 OptionInterimTrade Option interim trade FIX.4.4EP5 FIX.5.0SP2EP141
20 OptionCabinetTrade Option cabinet trade FIX.4.4EP5 FIX.5.0SP2EP141
22 PrivatelyNegotiatedTrades Privately negotiated trade FIX.4.4EP19 FIX.5.0SP2EP141
23 SubstitutionOfFuturesForForwards Substitution of futures for forwards FIX.4.4EP19 FIX.5.0SP2EP141
48 NonStandardSettlement Non-standard settlement FIX.5.0EP47
49 DerivativeRelatedTransaction Derivative related transaction FIX.5.0EP47 FIX.5.0SP2EP141
50 PortfolioTrade Portfolio trade FIX.5.0EP47 FIX.5.0SP2EP141
51 VolumeWeightedAverageTrade Volume weighted average trade FIX.5.0EP47 FIX.5.0SP2EP141
52 ExchangeGrantedTrade Exchange granted trade FIX.5.0EP47 FIX.5.0SP2EP141
53 RepurchaseAgreement Repurchase agreement FIX.5.0EP47 FIX.5.0SP2EP141
54 OTC Trade executed off-market. In the context of CFTC regulatory reporting for swaps, it is a large notional off-facility swap. In the context of MiFID transparency reporting rules this is used to report, into an exchange, deals made outside exchange rules. FIX.5.0EP47 FIX.5.0SP2EP177
55 ExchangeBasisFacility Exchange basis facility (EBF) FIX.5.0EP55 FIX.5.0SP2EP141
24 ErrorTrade Error trade FIX.4.4EP26
25 SpecialCumDividend Special cum dividend (CD) FIX.4.4EP26
26 SpecialExDividend Special ex dividend (XD) FIX.4.4EP26
27 SpecialCumCoupon Special cum coupon (CC) FIX.4.4EP26
28 SpecialExCoupon Special ex coupon (XC) FIX.4.4EP26
29 CashSettlement Cash settlement (CS) FIX.4.4EP26
30 SpecialPrice Usually net or all-in price. FIX.4.4EP26 FIX.5.0SP2EP141
31 GuaranteedDelivery Guaranteed delivery (GD) FIX.4.4EP26
32 SpecialCumRights Special cum rights (CR) FIX.4.4EP26
33 SpecialExRights Special ex rights (XR) FIX.4.4EP26
34 SpecialCumCapitalRepayments Special cum capital repayments (CP) FIX.4.4EP26
35 SpecialExCapitalRepayments Special ex capital repayments (XP) FIX.4.4EP26
36 SpecialCumBonus Special cum bonus (CB) FIX.4.4EP26
37 SpecialExBonus Special ex bonus (XB) FIX.4.4EP26
38 LargeTrade The same as large trade. FIX.4.4EP26 FIX.5.0SP2EP141
39 WorkedPrincipalTrade Worked principal trade FIX.4.4EP26 FIX.5.0SP2EP141
40 BlockTrades Block trades FIX.4.4EP26 FIX.5.0SP2EP141
41 NameChange Name change FIX.4.4EP26
42 PortfolioTransfer Portfolio transfer FIX.4.4EP26
43 ProrogationBuy Used by Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system). Trades must be reported as crosses at zero price. FIX.4.4EP26 FIX.5.0SP2EP141
44 ProrogationSell See prorogation buy. FIX.4.4EP26 FIX.5.0SP2EP141
45 OptionExercise Option exercise FIX.4.4EP26
46 DeltaNeutralTransaction Delta neutral transaction FIX.4.4EP26
47 FinancingTransaction Financing transaction FIX.4.4EP26 FIX.5.0SP2EP141
56 OpeningTrade Opening trade FIX.5.0SP2EP104 FIX.5.0SP2EP141
57 NettedTrade Netted trade FIX.5.0SP2EP141
58 BlockSwapTrade Block trade executed off-market or on a registered market. In the context of CFTC regulatory reporting for swaps, it is a swap executed according to SEF or DCM rules. FIX.5.0SP2EP161 FIX.5.0SP2EP177
61 GiveUpGiveInTrade Give-up Give-in trade FIX.5.0SP2EP163
62 DarkTrade A Market Model Typology dark trade might also come from a lit/hybrid book, when an aggressive lit order hits a resting dark order. FIX.5.0SP2EP163
63 TechnicalTrade Technical trade FIX.5.0SP2EP163
64 Benchmark For Market Model Typology (MMT) the "benchmark" price depends on a benchmark which has no current price but was derived from a time series such as a VWAP. FIX.5.0SP2EP163 FIX.5.0SP2EP216
59 CreditEventTrade Credit event trade FIX.5.0SP2EP165 FIX.5.0SP2EP169
60 SuccessionEventTrade Succession event trade FIX.5.0SP2EP165 FIX.5.0SP2EP169
65 PackageTrade Identifies the pseudo-trade of a stream or collection of trades to be cleared and be reported as an atomic unit. The subsequent actual trades reported should not have this value. FIX.5.0SP2EP192
FIX.4.4
829 TrdSubType int Further qualification to the trade type
Value SymbolicName Description Added Updated Deprecated
0 CMTA CMTA FIX.4.4EP4
1 InternalTransferOrAdjustment Internal transfer or adjustment FIX.4.4EP4
2 ExternalTransferOrTransferOfAccount External transfer or transfer of account FIX.4.4EP4
3 RejectForSubmittingSide Reject for submitting side FIX.4.4EP4
4 AdvisoryForContraSide Advisory for contra side FIX.4.4EP4
5 OffsetDueToAnAllocation Offset due to an allocation FIX.4.4EP5
6 OnsetDueToAnAllocation Onset due to an allocation FIX.4.4EP5 FIX.5.0SP1EP95
7 DifferentialSpread Differential spread FIX.4.4EP5
8 ImpliedSpreadLegExecutedAgainstAnOutright Implied spread leg executed against an outright FIX.4.4EP5
9 TransactionFromExercise Transaction from exercise FIX.4.4EP5
10 TransactionFromAssignment Transaction from assignment FIX.4.4EP5
11 ACATS ACATS FIX.4.4EP8
33 OffHoursTrade Off Hours Trade FIX.5.0EP61
34 OnHoursTrade On Hours Trade FIX.5.0EP61
35 OTCQuote OTC Quote FIX.5.0EP61
36 ConvertedSWAP Converted SWAP FIX.5.0EP-1
14 AI AI (Automated input facility disabled in response to an exchange request.) FIX.4.4EP26
15 B B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) FIX.4.4EP26
16 K K (Transaction using block trade facility.) FIX.4.4EP26
17 LC LC (Correction submitted more than three days after publication of the original trade report.) FIX.4.4EP26
18 M M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) FIX.4.4EP26
19 N N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) FIX.4.4EP26
20 NM NM ( i) transaction where Exchange has granted permission for non-publication
ii)IDB is reporting as seller
iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)		 FIX.4.4EP26
21 NR NR (Non-risk transaction in a SEATS security other than an AIM security) FIX.4.4EP26
22 P P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) FIX.4.4EP26
23 PA PA (Protected transaction notification) FIX.4.4EP26
24 PC PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) FIX.4.4EP26
25 PN PN (Worked principal notification for a portfolio transaction which includes order book securities) FIX.4.4EP26
26 R R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction)
(ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or
(iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)		 FIX.4.4EP26
27 RO RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) FIX.4.4EP26
28 RT RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) FIX.4.4EP26
29 SW SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) FIX.4.4EP26
30 T T (If reporting a single protected transaction) FIX.4.4EP26
31 WN WN (Worked principal notification for a single order book security) FIX.4.4EP26
32 WT WT (Worked principal transaction (other than a portfolio transaction)) FIX.4.4EP26
37 CrossedTrade Crossed Trade (X) FIX.5.0EP-1
38 InterimProtectedTrade Interim Protected Trade (I) FIX.5.0EP-1
39 LargeInScale Large in Scale (L) FIX.5.0EP-1
40 WashTrade Wash Trade FIX.5.0SP2EP101
41 TradeAtSettlement Identifies a trade that will be priced using the settlement price. FIX.5.0SP2EP107 FIX.5.0SP2EP227
43 TradeAtMarker Posted at a specific time each day and used to price the consummated trade for the product/month/strip executed (+/- and differentials). Closely related to TAS trades in function and trade practice. FIX.5.0SP2EP107 FIX.5.0SP2EP227
42 AuctionTrade Mutually exclusive with TrdSubType(829) = 50 (Balancing). FIX.5.0SP2EP114 FIX.5.0SP2EP227
44 CreditDefault Default (Credit Event) FIX.5.0SP2EP165
45 CreditRestructuring Restructuring (credit event) FIX.5.0SP2EP165
46 Merger Merger (succession event) FIX.5.0SP2EP165
47 SpinOff Spin-off (succession event) FIX.5.0SP2EP165
48 MultilateralCompression A subtype of TrdType(828) = 57 (Netted trade) in order to identify a special case of compression. FIX.5.0SP2EP201
50 Balancing Identifies an additional trade distributed to auction participants meant to resolve an imbalance between bids and offers.
Mutually exclusive with TrdSubType(829) = 42 =(Auction).		 FIX.5.0SP2EP227
51 BasisTradeIndexClose The marketplace name given to Trade at Marker (TAM) transactions in equity index futures. FIX.5.0SP2EP227
52 TradeAtCashOpen The marketplace name given to trading futures based on an opening quote of the underlying cash market. FIX.5.0SP2EP243
FIX.4.4
855 SecondaryTrdType int Additional TrdType(828) assigned to a trade by trade match system. FIX.4.4
2667 AlgorithmicTradeIndicator int None
Value SymbolicName Description Added Updated Deprecated
0 NonAlgorithmicTrade Non-algorithmic trade FIX.5.0SP2EP216
1 AlgorithmicTrade In the context of ESMA MiFID II, a trade has to be flagged as "algorithmic" if at least one of the matched orders was submitted by a trading algorithm. See Directive 2014/65/EU Article 4(1)(39). FIX.5.0SP2EP216
FIX.5.0SP2
1849 OffsetInstruction int Indicates the trade is a result of an offset or onset.
Value SymbolicName Description Added Updated Deprecated
0 Offset A type of transaction where an executing firm gives up a trade as a result of an allocation. Or, in the case of a reversal of an allocation, the take-up (claiming) firm's transaction. FIX.5.0SP2EP141
1 Onset A type of transaction where a take-up (claiming) firm takes up a trade as a result of an allocation. Or, in the case of a reversal of an allocation, the executing firm's transaction. FIX.5.0SP2EP141
FIX.5.0SP2
TradePriceConditionGrp FIX.5.0SP2
1123 TradeHandlingInstr char Specified how the TradeCaptureReport(35=AE) should be handled by the respondent.
Value SymbolicName Description Added Updated Deprecated
0 TradeConfirmation Trade confirmation FIX.4.4EP-1 FIX.5.0SP2EP136
1 TwoPartyReport Two-party report FIX.4.4EP-1 FIX.5.0SP2EP136
2 OnePartyReportForMatching One-party report for matching FIX.4.4EP-1 FIX.5.0SP2EP136
3 OnePartyReportForPassThrough Can be used when one of the parties to the trade submits a report which then has to be approved or confirmed by the other (counter)party. FIX.4.4EP-1 FIX.5.0SP2EP212
4 AutomatedFloorOrderRouting Automated floor order routing FIX.4.4EP-1 FIX.5.0SP2EP136
5 TwoPartyReportForClaim Two-party report for claim FIX.5.0EP55 FIX.5.0SP2EP136
6 OnePartyReport One-party report FIX.5.0SP2EP136
7 ThirdPtyRptForPassThrough Can be used when RootParties component contains a service provider role who submits the trade report and is not necessarily also on one side of the trade. FIX.5.0SP2EP212
8 OnePartyReportAutoMatch Indicates that the submission is a transfer trade to a firm or account that is part of the same corporate entity and that once validated the transfer should be automatically accepted without confirmation. FIX.5.0SP2EP227
FIX.4.4
1124 OrigTradeHandlingInstr char Optionally used with TradeHandlingInstr = 0 to relay the trade handling instruction used when reporting the trade to the marketplace. Same values as TradeHandlingInstr (1123) FIX.4.4
1125 OrigTradeDate LocalMktDate None FIX.4.4 FIX.5.0SP2EP141
1126 OrigTradeID String None FIX.4.4 FIX.5.0SP2EP141
1127 OrigSecondaryTradeID String None FIX.4.4 FIX.5.0SP2EP141
830 TransferReason String Reason trade is being transferred FIX.4.4
150 ExecType char Type of execution being reported. Uses subset of ExecType(150) for trade capture reports.
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.4.1
3 DoneForDay Done for day FIX.4.1
4 Canceled Canceled FIX.4.1
5 Replaced Replaced FIX.4.1
6 PendingCancel Pending Cancel (e.g. result of Order Cancel Request) FIX.4.1
7 Stopped Stopped FIX.4.1
8 Rejected Rejected FIX.4.1
9 Suspended Suspended FIX.4.1
A PendingNew Pending New FIX.4.1
B Calculated Calculated FIX.4.1
C Expired Expired FIX.4.1
D Restated Restated (Execution Report sent unsolicited by sellside, with ExecRestatementReason (378) set) FIX.4.2
E PendingReplace Pending Replace (e.g. result of Order Cancel/Replace Request) FIX.4.2
F Trade Trade (partial fill or fill) FIX.4.3
G TradeCorrect Trade Correct FIX.4.3
H TradeCancel Trade Cancel FIX.4.3
I OrderStatus Order Status FIX.4.3
J TradeInAClearingHold Trade in a Clearing Hold FIX.4.4EP5
K TradeHasBeenReleasedToClearing Trade has been released to Clearing FIX.4.4EP5
L TriggeredOrActivatedBySystem Triggered or Activated by System FIX.4.4EP22
M Locked Locked FIX.5.0SP2EP131
N Released Released FIX.5.0SP2EP131
FIX.4.3 FIX.5.0SP2EP141
748 TotNumTradeReports int None FIX.4.4 FIX.5.0SP2EP141
912 LastRptRequested Boolean None
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not last message FIX.4.4EP-1
Y LastMessage Last message FIX.4.4EP-1
FIX.4.4 FIX.5.0SP2EP141
325 UnsolicitedIndicator Boolean Set to 'Y' if message is sent as a result of a subscription request or out of band configuration.
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.4.4 FIX.5.0SP2EP141
263 SubscriptionRequestType char If the field is absent, SubscriptionRequestType(263)=0(Snapshot) will be the default.
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.4 FIX.5.0SP2EP141
572 TradeReportRefID String The TradeReportID(571) that is being referenced for trade correction or cancelation. FIX.4.3 FIX.5.0SP2EP141
881 SecondaryTradeReportRefID String Used to refer to a previous SecondaryTradeReportRefID when amending the transaction (cancel, replace, release, or reversal). FIX.4.4 FIX.5.0
818 SecondaryTradeReportID String Secondary trade report identifier - can be used to associate an additional identifier with a trade. FIX.4.4 FIX.5.0
820 TradeLinkID String None FIX.4.4 FIX.5.0SP2EP141
880 TrdMatchID String Identifier assigned to a trade by a matching system. FIX.4.4
17 ExecID String Market (exchange) assigned execution identifier. FIX.4.3 FIX.5.0SP2EP141
527 SecondaryExecID String Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system. FIX.4.3
378 ExecRestatementReason int None
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.4.3 FIX.5.0SP2EP141
2347 RegulatoryTransactionType int Specifies the regulatory mandate or rule that the transaction complies with.
Value SymbolicName Description Added Updated Deprecated
0 None The transaction does not fall under any special regulatory rule or mandate. FIX.5.0SP2EP176
1 SEFRequiredTransaction The transaction is a "Required" transaction under Dodd-Frank Act SEF Rules. "Required" transactions are subject to the trade execution mandate under section 2(h)(8) of the CEA and are not block trades. FIX.5.0SP2EP176
2 SEFPermittedTransaction The transaction is a "Permitted" transaction under Dodd-Frank Act SEF Rules. "Permitted" transactions are not subject to the clearing and trade execution mandates, illiquid or bespoke swaps, or block trades. FIX.5.0SP2EP176
FIX.5.0SP2
RegulatoryTradeIDGrp FIX.5.0SP2
570 PreviouslyReported Boolean None
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.5.0SP2EP141
423 PriceType int Can be used to indicate cabinet trade pricing.
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread 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.4.4 FIX.5.0SP2EP141
PriceQualifierGrp FIX.5.0SP2
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.5.0SP2
RootParties Used for acting parties that applies to the whole message, not individual legs, sides, etc. FIX.4.4 FIX.5.0SP2EP141
1015 AsOfIndicator char None
Value SymbolicName Description Added Updated Deprecated
0 False false - trade is not an AsOf trade FIX.4.4EP-1
1 True true - trade is an AsOf trade FIX.4.4EP-1
FIX.4.4 FIX.5.0SP2EP141
716 SettlSessID String None
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 FIX.5.0SP1EP95
717 SettlSessSubID String SubID value associated with SettlSessID(716) FIX.4.4
1430 VenueType char Identifies the type of venue where a trade was executed
Value SymbolicName Description Added Updated Deprecated
E Electronic Electronic exchange FIX.5.0SP1EP77 FIX.5.0SP2EP141
P Pit Pit FIX.5.0SP1EP77
X ExPit Ex-pit FIX.5.0SP1EP77 FIX.5.0SP2EP141
C ClearingHouse Clearinghouse FIX.5.0SP2EP141
R RegisteredMarket Markets registered with regulators such as exchange, multilateral trading facility (MTF), swap execution facility (SEF). In the context of regulatory reporting (e.g. CFTC reporting), this is used for regulated markets, e.g. swap markets. FIX.5.0SP2EP161
O OffMarket Off-book, off-facility. In the context of regulatory reporting (e.g. CFTC reporting) this identifies trades conducted away from a regulated market. FIX.5.0SP2EP161
B CentralLimitOrderBook Central limit order book FIX.5.0SP2EP163
Q QuoteDrivenMarket Quote driven market FIX.5.0SP2EP163
D DarkOrderBook Dark order book FIX.5.0SP2EP163
A AuctionDrivenMarket Markets where matching occurs only in scheduled auctions. FIX.5.0SP2EP216
N QuoteNegotiation Discretionary quoting on request or "request for quote" market. FIX.5.0SP2EP216
V VoiceNegotiation A trading system where transactions between members are arranged through voice negotiation. FIX.5.0SP2EP228
H HybridMarket A hybrid system falling into two or more types of trading systems. Can also be used for ESMA RTS 1 "other type of trading system". FIX.5.0SP2EP228
FIX.5.0SP1
1300 MarketSegmentID String Identifies the market segment FIX.5.0SP1
1301 MarketID Exchange Identifies the market FIX.5.0SP1
2375 TaxonomyType char The type of identification taxonomy used to identify the security.
Value SymbolicName Description Added Updated Deprecated
I ISINOrAltInstrmtID Identified through use of SecurityID(48) and SecurityIDSource(22) of ISIN or another standard source plus CFICode(461). FIX.5.0SP2EP179
E InterimTaxonomy Identified through use of AssetClass(1938) plus either Symbol(55) or SecurityID(48) and SecurityIDSource(22), and/or other additional instrument attributes. FIX.5.0SP2EP179
FIX.5.0SP2
Instrument ✔ None FIX.4.3 FIX.5.0SP2EP141
InstrumentExtension FIX.5.0SP2
FinancingDetails None FIX.4.4 FIX.5.0SP2EP141
PaymentGrp FIX.5.0SP2
854 QtyType int Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts FIX.4.4 FIX.5.0SP2EP107
2 UnitsOfMeasurePerTimeUnit Unit of Measure per Time Unit FIX.4.4EP5 FIX.5.0SP2EP107
FIX.4.4
YieldData None FIX.4.4 FIX.5.0SP2EP141
UndInstrmtGrp FIX.4.4
RelatedInstrumentGrp FIX.5.0SP2
CollateralAmountGrp FIX.5.0SP2
RateSource FIX.5.0SP2
822 UnderlyingTradingSessionID String Trading Session in which the underlying instrument trades FIX.4.4
823 UnderlyingTradingSessionSubID String Trading Session sub identifier in which the underlying instrument trades FIX.4.4
32 LastQty Qty Conditionally required except when reporting trades to parties who will derive trade level quantity from the leg level information for multi-legged trades FIX.4.3 FIX.5.0SP2EP107
1828 LastQtyVariance Qty When LastQty is an estimated value, e.g. for a Repo “circled” trade, LastQtyVariance specifies the absolute amount that the size may vary up or down when finalized. Omitted when LastQty(32) is already final. FIX.5.0SP2
2301 LastQtyChanged Qty The positive or negative change in quantity when this report is a trade correction or continuation. FIX.5.0SP2
2368 LastMultipliedQty Qty Expresses the quantity bought or sold when LastQty(32) is expressed in number of contracts. Used in addition to LastQty(32). It is the product of LastQty(32) and ContractMultiplier(231). FIX.5.0SP2
2367 TotalTradeQty Qty Expresses the total quantity traded over the life of the contract when LastQty(32) is repeated periodically over the term of the contract. The value is the product of LastQty(32) and TradingUnitPeriodMultiplier(2353). FIX.5.0SP2
2370 TotalTradeMultipliedQty Qty Expresses the total trade quantity in units where ContractMultiplier(231) is not 1. The value is the product of TotalTradeQty(2367) and ContractMultiplier(231). FIX.5.0SP2
31 LastPx Price Conditionally required except when reporting trades to parties who will derive trade level price from the leg level information for multi-legged trades FIX.4.3 FIX.5.0SP2EP107
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.5.0SP2
1522 DifferentialPrice PriceOffset Used to specify the differential price when reporting the individual leg of a spread trade. FIX.5.0SP2 FIX.5.0SP2EP175
1056 CalculatedCcyLastQty Qty Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx. FIX.4.4
2762 PriceMarkup PriceOffset Dealer's markup of market price to LastPx(31). FIX.5.0SP2
AveragePriceDetail FIX.5.0SP2
15 Currency Currency Primary currency of the specified currency pair. Used to qualify LastQty(32) and GrossTradeAmout(381). FIX.4.3 FIX.5.0SP2EP141
120 SettlCurrency Currency Contra currency of the deal. Used to qualify CalculatedCcyLastQty(1056). FIX.4.3 FIX.5.0SP2EP141
2366 SettlPriceFxRateCalc char For FX trades expresses whether to multiply or divide LastPx(31) to arrive at GrossTradeAmt(381). FIX.5.0SP2
669 LastParPx Price None FIX.4.4 FIX.5.0SP2EP141
194 LastSpotRate Price Applicable for F/X orders FIX.4.3
195 LastForwardPoints PriceOffset Applicable for F/X orders FIX.4.3
1071 LastSwapPoints PriceOffset For FX Swap, this is used to express the last market event for the differential between the far leg's bid/offer and the near leg's bid/offer in a fill or partial fill. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4
2349 PricePrecision int Specifies the price decimal precision of the instrument. FIX.5.0SP2
30 LastMkt Exchange Market of execution for last fill, or an indication of the market where an order was routed
Valid values:
See "Appendix 6-C" 		FIX.4.3
1596 ClearingTradePrice Price Used when clearing price differs from execution price. FIX.5.0SP2
1740 TradePriceNegotiationMethod int Method used for negotiation of contract price.
Value SymbolicName Description Added Updated Deprecated
0 PercentPar Percent of par FIX.5.0SP2EP119
1 DealSpread Deal spread FIX.5.0SP2EP119
2 UpfrontPnts Upfront points FIX.5.0SP2EP119
3 UpfrontAmt Upfront amount FIX.5.0SP2EP119
4 ParUpfrontAmt Percent of par and upfront amount FIX.5.0SP2EP119
5 SpreadUpfrontAmt Deal spread and upfront amount FIX.5.0SP2EP119
6 UpfrontPntsAmt Upfront points and upfront amount FIX.5.0SP2EP119
FIX.5.0SP2
1743 LastUpfrontPrice Price Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). FIX.5.0SP2
1741 UpfrontPriceType int Type of price used to determine upfront payment for swaps contracts.
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.5.0SP2EP119
3 FixedAmount Fixed amount (absolute value) FIX.5.0SP2EP119
FIX.5.0SP2
75 TradeDate LocalMktDate Used when reporting other than current day trades. FIX.4.3
715 ClearingBusinessDate LocalMktDate The business date for which the trade is expected to be cleared. FIX.4.4
6 AvgPx Price If used then the LastPx(31) will contain the original price on the execution. FIX.4.4 FIX.5.0SP2EP141
SpreadOrBenchmarkCurveData None FIX.4.4 FIX.5.0SP2EP141
1731 AvgPxGroupID String Used by submitting firm to group trades being allocated into an average price group. The trades in average price group will be used to calculate an average price for the group. FIX.5.0SP2
819 AvgPxIndicator int None
Value SymbolicName Description Added Updated Deprecated
0 NoAveragePricing No average pricing FIX.4.4 FIX.5.0SP2EP141
1 Trade Trade is part of an average price group identified by the AvgPxGroupID(1731) FIX.4.4 FIX.5.0SP2EP141
2 LastTrade Last trade of the average price group identified by the AvgPxGroupID(1731) FIX.4.4 FIX.5.0SP2EP234
3 NotionalValueAveragePxGroupTrade A notional value average price (NVAP) group is effectively closed and available for allocation as long as the NVAP of the group is non-zero. FIX.5.0SP2EP239
4 AveragePricedTrade Trade is average priced FIX.5.0SP2EP240
FIX.4.4 FIX.5.0SP2EP141
2085 ValuationDate LocalMktDate The valuation date of the trade. FIX.5.0SP2
2086 ValuationTime LocalMktTime The valuation time of the trade. FIX.5.0SP2
2087 ValuationBusinessCenter String Identifies the business center whose calendar is used for valuation, e.g. "GLOB". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. FIX.5.0SP2
PositionAmountData None FIX.4.4 FIX.5.0SP2EP141
442 MultiLegReportingType char Type of report if multileg instrument. Provided to support a scenario for trades of multileg instruments between two parties.
Value SymbolicName Description Added Updated Deprecated
1 SingleSecurity Single security (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.4.3
824 TradeLegRefID String Reference to the leg of a multileg instrument to which this trade refers. Used when MultiLegReportingType(442) = 2 (Individual leg of a multileg security). FIX.4.4 FIX.5.0SP2EP141
TrdInstrmtLegGrp Identifies a multileg execution if present and non-zero. FIX.4.4 FIX.5.0SP2EP141
60 TransactTime UTCTimestamp Time the transaction represented by when this TradeCaptureReport(35=AE) occurred. Execution time of trade. Also describes the time of block trades. FIX.4.3 FIX.5.0SP2EP141
TrdRegTimestamps FIX.4.4
63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate 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.4.3
64 SettlDate LocalMktDate Takes precedence over SettlType(63) value and conditionally required/omitted for specific SettlType(63) values. FIX.4.3 FIX.5.0SP2EP141
987 UnderlyingSettlementDate LocalMktDate The settlement date for the underlying instrument of a derivatives security. FIX.4.4
573 MatchStatus char The status of this trade with respect to matching or comparison.
Value SymbolicName Description Added Updated Deprecated
0 Compared Compared, matched or affirmed FIX.4.3
1 Uncompared Uncompared, unmatched, or 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
2405 ExecMethod int Specifies how the transaction was executed, e.g. via an automated execution platform or other method.
Value SymbolicName Description Added Updated Deprecated
0 Unspecified Undefined/unspecified - (default when not specified) FIX.5.0SP2EP186
1 Manual The transaction was executed in a manual or other non-automated manner, e.g. by voice directly between the counterparties. Also used to identify MTT code M "Off Book Non-Automated". FIX.5.0SP2EP186 FIX.5.0SP2EP201
2 Automated The transaction was executed on an automated execution platform such as an automated systematic internaliser system, broker crossing network, broker crossing system, dark pool trading, "direct to capital" systems, broker position unwind mechanisms, etc. FIX.5.0SP2EP186 FIX.5.0SP2EP228
3 VoiceBrokered The transaction was negotiated by voice through an intermediary. FIX.5.0SP2EP201
FIX.5.0SP2
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
TradeQtyGrp FIX.5.0SP2
TrdCapRptSideGrp ✔ None FIX.4.4 FIX.5.0SP2EP141
1188 Volatility float Annualized volatility for option model calculations FIX.5.0
1189 TimeToExpiration float Time to expiration in years calculated as the number of days remaining to expiration divided by 365 days per year. FIX.5.0SP2
1380 DividendYield Percentage The continuously-compounded annualized dividend yield of the underlying(s) of an option. Used as a parameter to theoretical option pricing models. FIX.5.0
1190 RiskFreeRate float Interest rate. Usually some form of short term rate. FIX.5.0
811 PriceDelta float The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based.
This value is normally between -1.0 and 1.0. 		FIX.5.0SP2
1382 CurrencyRatio float Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then CurrencyRatio = 0.7 FIX.5.0
797 CopyMsgIndicator Boolean None FIX.4.4 FIX.5.0SP2EP141
TrdRepIndicatorsGrp None FIX.5.0 FIX.5.0SP2EP141
852 PublishTrdIndicator Boolean Indicates if a trade should be reported via a market reporting service.
Value SymbolicName Description Added Updated Deprecated
N DoNotReportTrade Do Not Report Trade FIX.4.4
Y ReportTrade Report Trade FIX.4.4
FIX.4.4 FIX.5.0
1390 TradePublishIndicator int Indicates if a trade should be or has been published via a market publication service. The indicator governs all publication services of the recipient. Replaces PublishTrdIndicator(852).
Value SymbolicName Description Added Updated Deprecated
0 DoNotPublishTrade Do Not Publish Trade FIX.5.0EP61
1 PublishTrade Publish Trade FIX.5.0EP61
2 DeferredPublication Deferred Publication FIX.5.0EP61
3 Published Indicates that the transaction has been published to the market. FIX.5.0SP2EP229
FIX.5.0
TrdRegPublicationGrp None FIX.5.0SP2
853 ShortSaleReason int Reason for short sale.
Value SymbolicName Description Added Updated Deprecated
0 DealerSoldShort Dealer Sold Short FIX.4.4
1 DealerSoldShortExempt Dealer Sold Short Exempt FIX.4.4
2 SellingCustomerSoldShort Selling Customer Sold Short FIX.4.4
3 SellingCustomerSoldShortExempt Selling Customer Sold Short Exempt FIX.4.4
4 QualifiedServiceRepresentative Qualified Service Representative (QSR) or Automatic Give-up (AGU) Contra Side Sold Short FIX.4.4
5 QSROrAGUContraSideSoldShortExempt QSR or AGU Contra Side Sold Short Exempt FIX.4.4
FIX.4.4
994 TierCode String Indicates the algorithm (tier) used to match a trade. FIX.4.4 FIX.5.0SP2EP141
1011 MessageEventSource String None FIX.4.4 FIX.5.0SP2EP141
779 LastUpdateTime UTCTimestamp Used to indicate reports after a specific time. FIX.4.4 FIX.5.0SP2EP141
991 RndPx Price Specifies the rounded price to quoted precision. FIX.4.4
1132 TZTransactTime TZTimestamp Transact time in the local date-time stamp with a TZ offset to UTC identified FIX.4.4
1134 ReportedPxDiff Boolean None FIX.4.4 FIX.5.0SP2EP141
381 GrossTradeAmt Amt (LastQty(32) * LastPx(31) or LastParPx(669)). For Fixed Income, LastParPx(669) is used when LastPx(31) is not expressed as "percent of par" price. FIX.4.3 FIX.5.0SP2EP141
2369 TotalGrossTradeAmt Amt Expresses the full total monetary value of the traded contract. The value is the product of LastPx(31) and TotalTradeQty(2367) or TotalTradeMultipliedQty(2370), if priced in units instead of contracts. FIX.5.0SP2
751 TradeReportRejectReason int Indicates the reason that a trade report was rejected.
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.5.0SP2
1328 RejectText String Identifies the reason for rejection. FIX.5.0
1664 EncodedRejectTextLen Length Byte length of encoded (non-ASCII characters) EncodedRejectText(1665) field. FIX.5.0SP2
1665 EncodedRejectText data Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the RejectText(1328) field. FIX.5.0SP2
1329 FeeMultiplier float This is a multiplier that Clearing (Fee system) will use to calculate fees and will be sent to the firms on their confirms. FIX.5.0
1832 ClearedIndicator int Indicates whether the trade or position being reported was cleared through a clearing organization.
Value SymbolicName Description Added Updated Deprecated
0 NotCleared Trade or position has not yet been submitted for clearing. FIX.5.0SP2EP140 FIX.5.0SP2EP196
1 Cleared Trade or position has been successfully cleared. FIX.5.0SP2EP140 FIX.5.0SP2EP196
2 Submitted Trade or position has been submitted for clearing. FIX.5.0SP2EP196
3 Rejected Trade or position was rejected by clearing. FIX.5.0SP2EP196
FIX.5.0SP2
1924 ClearingIntention int Specifies the party's or parties' intention to clear the trade.
Value SymbolicName Description Added Updated Deprecated
0 DoNotIntendToClear Do not intend to clear FIX.5.0SP2EP161
1 IntendToClear Intend to clear FIX.5.0SP2EP161
FIX.5.0SP2
1925 TradeClearingInstruction int Specifies the eligibility of this trade for clearing and central counterparty processing. FIX.5.0SP2
1926 BackloadedTradeIndicator Boolean Indicates that the trade being reported occurred in the past and is still in effect or active. FIX.5.0SP2
1927 ConfirmationMethod int Specifies how a trade was confirmed.
Value SymbolicName Description Added Updated Deprecated
0 NonElectronic Non-electronic FIX.5.0SP2EP161
1 Electronic Electronic FIX.5.0SP2EP161
2 Unconfirmed Unconfirmed FIX.5.0SP2EP179
FIX.5.0SP2
1928 MandatoryClearingIndicator Boolean An indication that the trade is flagged for mandatory clearing. FIX.5.0SP2
MandatoryClearingJurisdictionGrp FIX.5.0SP2
1929 MixedSwapIndicator Boolean An indication that the trade is a mixed swap. FIX.5.0SP2
2527 MultiAssetSwapIndicator Boolean None FIX.5.0SP2
2526 InternationalSwapIndicator Boolean None FIX.5.0SP2
1930 OffMarketPriceIndicator Boolean An indication that the price is off-market. FIX.5.0SP2
1931 VerificationMethod int Indication of how a trade was verified.
Value SymbolicName Description Added Updated Deprecated
0 NonElectronic Non-electronic FIX.5.0SP2EP161
1 Electronic Electronic FIX.5.0SP2EP161
FIX.5.0SP2
1932 ClearingRequirementException int Specifies whether a party to a swap is using an exception to a clearing requirement. In the US, one such clearing requirement is CFTC's rule pursuant to CEA Section 2(h)(1).
Value SymbolicName Description Added Updated Deprecated
0 NoException No exception FIX.5.0SP2EP161
1 Exception Used to indicate an exception to a clearing requirement without elaborating on the type of exception. FIX.5.0SP2EP161 FIX.5.0SP2EP177
2 EndUserException In the US, see CFTC Final Rule on End-User Exception to Clearing Requirements for Swaps Fact Sheet http://www.cftc.gov/ucm/groups/public/@newsroom/documents/file/eue_factsheet_final.pdf FIX.5.0SP2EP177
3 InterAffiliateException In the US, see CFTC Final Rule - Clearing Exemption for Swaps Between Certain Affiliated Entities http://www.cftc.gov//ucm/groups/public/@lrfederalregister/documents/file/2013-07970a.pdf FIX.5.0SP2EP177
4 TreasuryAffiliateException In the US, see CFTC No Action Letter 13-22 No Action Relief from the Clearing Requirement for Swaps Entered into by Eligible Treasury Affiliates http://www.cftc.gov/ucm/groups/public/@lrlettergeneral/documents/letter/13-22.pdf FIX.5.0SP2EP177
5 CooperativeException Clearing exception for certain swaps entered into by cooperatives. In the US, see Regulation 50.51(a) Definition of Exempt Cooperative: https://www.federalregister.gov/articles/2013/08/22/2013-19945/clearing-exemption-for-certain-swaps-entered-into-by-cooperatives FIX.5.0SP2EP177
FIX.5.0SP2
1933 IRSDirection String Used to specify whether the principal is paying or receiving the fixed rate in an interest rate swap.
Value SymbolicName Description Added Updated Deprecated
PAY Pay None FIX.5.0SP2EP161
RCV Rcv Principal is receiving fixed rate FIX.5.0SP2EP161
NA NA Swap is float/float or fixed/fixed FIX.5.0SP2EP161
FIX.5.0SP2
1934 RegulatoryReportType int Type of regulatory report.
Value SymbolicName Description Added Updated Deprecated
0 RT Report of data relating to a regulated transaction including price and volume that is to be disseminated publically. If dissemination is to be suppressed due to an end user exception or to local regulatory rules that allow suppression of certain types of transactions use TradePublishIndicator(1390)=0. FIX.5.0SP2EP161
1 PET Report to regulators of the full terms of a regulated transaction included in the legal confirmation. FIX.5.0SP2EP161
2 Snapshot Periodic report of full primary economic terms data throughout the life cycle of a regulated transaction. FIX.5.0SP2EP161
3 Confirmation Report from a clearing organization of a cleared regulated transaction. FIX.5.0SP2EP161
4 RTPET A single report combining the requirements of both real-time and full primary economy terms of a regulated transaction. FIX.5.0SP2EP161
5 PETConfirmation A single report combining the requirements of both full primary economic terms of a regulated transaction report and confirmation. FIX.5.0SP2EP161
6 RTPETConfirmation A single report combining the requirements of real-time and full primary economic terms of a regulated transaction report, and confirmation. FIX.5.0SP2EP161
7 PostTrade Periodic report of the ongoing mark-to-market value of a regulated transaction. FIX.5.0SP2EP161
8 Verification Used by the trading counterparty to report its full primary economic terms of a regulated transaction separately to the repository. FIX.5.0SP2EP161
9 PstTrdEvnt Report of a regulated transaction continuation event that does not fall within the requirements for real-time reporting. FIX.5.0SP2EP169 FIX.5.0SP2EP187
10 PstTrdEvntRTReportable Report of a regulated transaction continuation event that falls within the requirements for real-time reporting and public dissemination. If dissemination is to be suppressed due to an end user exception or to local regulatory rules that allow suppression of certain types of transactions, use TradePublishIndicator(1390) = 0 (Do not publish trade). FIX.5.0SP2EP187
11 LMTF Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(i) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "LMTF". FIX.5.0SP2EP216
12 DATF Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(ii) for aggregated publication of at least 5 transactions before 9:00 a.m. local time next day. This is ESMA RTS 2 deferral flag "DATF". FIX.5.0SP2EP216
13 VOLO Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "VOLO". FIX.5.0SP2EP216
14 FWAF Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(c) (non-sovereign debt only) for aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. local time following Tuesday. This is ESMA RTS 2 deferral flag "FWAF". FIX.5.0SP2EP216
15 IDAF Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(d) (sovereign debt only) for aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. local time following Tuesday. This is ESMA RTS 2 deferral flag "IDAF". FIX.5.0SP2EP216
16 VOLW Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) and (d) consecutively (sovereign debt only) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "VOLW". FIX.5.0SP2EP216
17 FULF Full details of a previously reported "limited details trade (LMTF)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(i) which is a follow-up publication of all details before 7pm local time on the second day after initial publication. This is ESMA RTS deferral flag "FULF". FIX.5.0SP2EP216
18 FULA Full details of a previously reported "daily aggregated trade (DATF)". Designates a trade in instruments specified in RTS 2 Article 11 (1)(a)(ii) which is a follow-up publication of the individual transaction with full details before 7pm local time on the second day after initial publication. This is ESMA RTS 2 deferral flag "FULA". FIX.5.0SP2EP216
19 FULV Full details of a previously reported "volume omission trade (VOLO)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) which is a follow-up publication of all details before 9 am local time four weeks after initial publication. This is ESMA RTS 2 deferral flag "FULV". FIX.5.0SP2EP216
20 FULJ Full details of a previously reported "four weeks aggregation trade (FWAF)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(c) (non-sovereign debt only) which is a follow-up publication of the individual transaction with full details before 9 am local time four weeks after initial publication. This is ESMA RTS 2 deferral flag "FULJ". FIX.5.0SP2EP216
21 COAF Full details of a previously reported "volume omission trade eligible for subsequent aggregated enrichment (VOLW)". Designates a trade report in instruments specified in ESMA RTS 2 Article 11(1)(b) and (d) consecutively which is an aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. CET local time the following Tuesday four weeks after initial publication. This is ESMA RTS 2 deferral flag "COAF". FIX.5.0SP2EP216
FIX.5.0SP2
1935 VoluntaryRegulatoryReport Boolean Used in conjunction with RegulatoryReportType(1934) to indicate whether the trade report is a voluntary regulatory report. If not specified, the default for a regulatory report is "N".
When VoluntaryRegulatoryReport(1935)=Y it is recommended that one of the parties to the trade be identified as the voluntary reporting party through PartySubIDType(803) = 63 (Voluntary reporting entity). 		FIX.5.0SP2
1936 TradeCollateralization int Specifies how the trade is collateralized.
Value SymbolicName Description Added Updated Deprecated
0 Uncollateralized Uncollateralized FIX.5.0SP2EP161
1 PartiallyCollateralized Partially collateralized FIX.5.0SP2EP161
2 OneWayCollaterallization One-way collaterallization FIX.5.0SP2EP161
3 FullyCollateralized Fully collateralized FIX.5.0SP2EP161
FIX.5.0SP2
1937 TradeContinuation int Specifies the post-execution trade continuation or lifecycle event. Additional values may be used by mutual agreement of the counterparties.
Value SymbolicName Description Added Updated Deprecated
0 Novation Novation FIX.5.0SP2EP161
1 PartialNovation Partial novation FIX.5.0SP2EP161
2 TradeUnwind "Trade" includes "Swaps". FIX.5.0SP2EP161 FIX.5.0SP2EP179
3 PartialTradeUnwind "Trade" includes "Swaps". FIX.5.0SP2EP161 FIX.5.0SP2EP179
4 Exercise Exercise FIX.5.0SP2EP161
5 Netting Compression (used for OTC derivative trades) and Netting (used for Futures trades) are essentially the same business process, i.e. rolling up closely related contracts into a single trade or position. FIX.5.0SP2EP161 FIX.5.0SP2EP179
6 FullNetting Full netting FIX.5.0SP2EP161
7 PartialNetting Partial netting FIX.5.0SP2EP161
8 Amendment Based on mutual agreement between the counterparties, used to change the original or previously amended contract terms reported to a trade repository. FIX.5.0SP2EP161 FIX.5.0SP2EP193
9 Increase Increase FIX.5.0SP2EP161
10 CreditEvent Credit event FIX.5.0SP2EP161
11 StrategicRestructuring Strategic restructuring FIX.5.0SP2EP161
12 SuccessionEventReorganization Succession event reorganization FIX.5.0SP2EP161
13 SuccessionEventRenaming Succession event renaming FIX.5.0SP2EP161
14 Porting Porting FIX.5.0SP2EP161
15 Withdrawl One party withdrew from the trade prior to confirmation or clearing. Can be used with TradeReportTransType(487)=1 (Cancel). FIX.5.0SP2EP161
16 Void Trade is to be ended after clearing. Can be used with TradeReportTransType(487)=1 (Cancel). FIX.5.0SP2EP161
99 Other Other price-forming continuation data or lifecycle event. Include description of type in TradeContinuationText(2374). FIX.5.0SP2EP161 FIX.5.0SP2EP179
17 AccountTransfer Account transfer FIX.5.0SP2EP179
18 GiveUp Give up FIX.5.0SP2EP179
19 TakeUp TakeUp FIX.5.0SP2EP179
20 AveragePricing Average pricing FIX.5.0SP2EP179
21 Reversal Reversal FIX.5.0SP2EP179
22 AllocTrdPosting Allocation/Trade posting FIX.5.0SP2EP179
23 Cascade The breakdown of a contract position to a more granular level, e.g. from a yearly position to monthly positions. FIX.5.0SP2EP179
24 Delivery Delivery FIX.5.0SP2EP179
25 OptionAsgn Option assignment FIX.5.0SP2EP179
26 Expiration Expiration FIX.5.0SP2EP179
27 Maturity Maturity FIX.5.0SP2EP179
28 EqualPosAdj Equal position adjustment FIX.5.0SP2EP179
29 UnequalPosAdj An adjustment to either the long or short position quantity but not both. FIX.5.0SP2EP179
30 Correction Used to correct an error in the contract terms of a previously submitted report to a trade repository. FIX.5.0SP2EP193
FIX.5.0SP2
2387 TradeContingency int Indicates the contingency attribute for a trade in an asset class that may be contingent on the clearing of a corresponding paired trade (for example Exchange for Physical (EFP), Exchange for Swap (EFS), Exchange for Related (EFR) or Exchange for Option (EFO), collectively called EFRPs). Once the paired trade clears or fails to clear, the related trade (the trade which carries this attribute) ceases to exist.
Value SymbolicName Description Added Updated Deprecated
0 DoesNotApply The trade is for an for asset class that is not traded with contingency. FIX.5.0SP2EP187
1 ContingentTrade The trade is terminated as soon as its paired trade is cleared or denied clearing. FIX.5.0SP2EP187
2 NonContingentTrade Identifies a trade that is not contingent but is for an asset class that may be contingent. FIX.5.0SP2EP187
FIX.5.0SP2
2302 TradeVersion String Specifies the version of a trade or contract. This is used by systems or trading platforms in conjunction with TradeID(1003) to uniquely identify the version of a trade or contract. If used the conditions for a change of version are subject to bilateral agreement. It is recommended to change the version only for significant updates to the business entity rather than for minor changes to trade details or systematic distribution of reports. Examples where the version would change are trade quantity modification, customer account assignment or trade novation. FIX.5.0SP2
2303 HistoricalReportIndicator Boolean Indicates that the trade or event being reported occurred in the past and the trade is terminated or no longer active. FIX.5.0SP2
2596 DeltaCrossed Boolean Indicates that the party has taken a position on both a put and a call on the same underlying asset. FIX.5.0SP2
2374 TradeContinuationText String Elaboration of the purpose or action of the regulatory report when TradeContinuation(1937)=99 (Other). FIX.5.0SP2
2372 EncodedTradeContinuationTextLen Length Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it. FIX.5.0SP2
2371 EncodedTradeContinuationText data Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
2373 IntraFirmTradeIndicator Boolean Indicates whether the trade or position was entered into as an intra-group transaction, i.e. between two units of the same parent entity having majority ownership interest in both counterparties. FIX.5.0SP2
2525 AffiliatedFirmsTradeIndicator Boolean None FIX.5.0SP2
AttachmentGrp FIX.5.0SP2
2343 RiskLimitCheckStatus int Indicates the status of the risk limit check performed on a trade.
Value SymbolicName Description Added Updated Deprecated
0 Accepted For use when none of the more specific status enumerations apply. FIX.5.0SP2EP172
1 Rejected For use when none of the more specific status enumerations apply. FIX.5.0SP2EP172
2 ClaimRequired Indicates that the clearing firm is required to accept or decline the trade. FIX.5.0SP2EP172
3 PreDefinedLimitCheckSucceeded Indicates a check enforced automatically by the clearing house. FIX.5.0SP2EP172
4 PreDefinedLimitCheckFailed Indicates a check enforced automatically by the clearing house. FIX.5.0SP2EP172
5 PreDefinedAutoAcceptRuleInvoked Indicates that the clearing firm is required to accept or decline the trade because no limit or rule applies. FIX.5.0SP2EP172
6 PreDefinedAutoRejectRuleInvoked Indicates a check enforced automatically by the clearing house. Note that clearing house rules of engagement may still require a clearing firm accept or reject the trade. FIX.5.0SP2EP172
7 AcceptedByClearingFirm Indicates that explicit action by the clearing firm, and not an automatic check by the clearing house, was the basis for accepting the trade. FIX.5.0SP2EP172
8 RejectedByClearingFirm Indicates that explicit action by the clearing firm, and not an automatic check by the clearing house, was the basis for rejecting the trade. FIX.5.0SP2EP172
9 Pending Indicates that one or more side level risk checks are in progress. FIX.5.0SP2EP172
10 AcceptedByCreditHub Indicates that a credit hub accepted the trade. An identifier assigned by the credit hub may appear in the appropriate RefRiskLimitCheckID(2334) field. FIX.5.0SP2EP180
11 RejectedByCreditHub Indicates that a credit hub rejected the trade. FIX.5.0SP2EP180
12 PendingCreditHubCheck Indicates that a check is pending at a credit hub. FIX.5.0SP2EP180
13 AcceptedByExecVenue Indicates acceptance by an execution venue, such as a SEF. FIX.5.0SP2EP180
14 RejectedByExecVenue Indicates that the trade was rejected by an execution venue, such as a SEF. FIX.5.0SP2EP180
FIX.5.0SP2
StandardTrailer ✔ FIX.4.3 FIX.5.0SP2EP167

OrderMassStatusRequest (35=AF)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AF FIX.4.3
584 MassStatusReqID ✔ String Unique ID of mass status request as assigned by the institution. FIX.4.3
585 MassStatusReqType ✔ int Specifies the scope of the mass status request
Value SymbolicName Description Added Updated Deprecated
1 StatusForOrdersForASecurity Status for orders for a Security FIX.4.3
2 StatusForOrdersForAnUnderlyingSecurity Status for orders for an Underlying Security FIX.4.3
3 StatusForOrdersForAProduct Status for orders for a Product FIX.4.3
4 StatusForOrdersForACFICode Status for orders for a CFICode FIX.4.3
5 StatusForOrdersForASecurityType Status for orders for a SecurityType FIX.4.3
6 StatusForOrdersForATradingSession Status for orders for a trading session FIX.4.3
7 StatusForAllOrders Status for all orders FIX.4.3
8 StatusForOrdersForAPartyID Status for orders for a PartyID FIX.4.3
9 StatusForSecurityIssuer Status for Security Issuer FIX.5.0SP1EP85
10 StatusForIssuerOfUnderlyingSecurity Status for Issuer of Underlying Security FIX.5.0SP1EP85
FIX.4.3
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
TargetParties Can be used to specify the parties to whom the Order Mass Status Request should apply. FIX.5.0SP1
1 Account String Account FIX.4.3
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
336 TradingSessionID String Trading Session
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.4.3
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
Instrument Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
UnderlyingInstrument Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" FIX.4.3
54 Side char Optional qualifier used to indicate the side of the market for which orders will be returned.
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed 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.4.3
StandardTrailer ✔ FIX.4.3

QuoteRequestReject (35=AG)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AG FIX.4.3
131 QuoteReqID ✔ String Unique identifier for a QuoteRequest(35=R). FIX.4.3
644 RFQReqID String For tradeable quote model - used to indicate to which RFQ Request this Quote Request is in response. FIX.4.3
658 QuoteRequestRejectReason ✔ int Reason Quote was rejected
Value SymbolicName Description Added Updated Deprecated
1 UnknownSymbol Unknown Symbol (Security) FIX.4.3
2 Exchange Exchange (Security) Closed FIX.4.3
3 QuoteRequestExceedsLimit Quote Request Exceeds Limit FIX.4.3
4 TooLateToEnter Too Late to enter FIX.4.3
5 InvalidPrice Invalid Price FIX.4.3
6 NotAuthorizedToRequestQuote Not Authorized To Request Quote FIX.4.3
7 NoMatchForInquiry No Match For Inquiry FIX.4.4
8 NoMarketForInstrument No Market For Instrument FIX.4.4
9 NoInventory No Inventory FIX.4.4
10 Pass Pass FIX.4.4
11 InsufficientCredit Insufficient credit FIX.4.4EP21
99 Other Other FIX.4.4
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
1171 PrivateQuote Boolean Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes.
Value SymbolicName Description Added Updated Deprecated
Y PrivateQuote Private Quote FIX.5.0EP46
N PublicQuote Public Quote FIX.5.0EP46
FIX.5.0
1172 RespondentType int Specifies the type of respondents requested.
Value SymbolicName Description Added Updated Deprecated
1 AllMarketParticipants All market participants FIX.5.0EP46
2 SpecifiedMarketParticipants Specified market participants FIX.5.0EP46
3 AllMarketMakers All Market Makers FIX.5.0EP46
4 PrimaryMarketMaker Primary Market Maker(s) FIX.5.0EP46
FIX.5.0
1091 PreTradeAnonymity Boolean Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible. FIX.5.0
RootParties Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual legs, sides, etc.. FIX.5.0
QuotReqRjctGrp ✔ Number of related symbols (instruments) in Request FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
StandardTrailer ✔ FIX.4.3

RFQRequest (35=AH)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AH FIX.4.3
644 RFQReqID ✔ String RFQ Request ID - used to identify an RFQ Request. FIX.4.3
Parties Insert here the set of Parties (firm identification) fields defined in COMMON COMPONENTS OF APPLICATION MESSAGES FIX.5.0
RFQReqGrp ✔ Number of related symbols (instruments) in Request FIX.4.4
263 SubscriptionRequestType char Used to subscribe for Quote Requests that are sent into a market
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.3
1171 PrivateQuote Boolean Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed.
Value SymbolicName Description Added Updated Deprecated
Y PrivateQuote Private Quote FIX.5.0EP46
N PublicQuote Public Quote FIX.5.0EP46
FIX.5.0
StandardTrailer ✔ FIX.4.3

QuoteStatusReport (35=AI)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AI FIX.4.3
649 QuoteStatusReqID String Unique identifier for Quote Status Request. FIX.4.3
131 QuoteReqID String Required when quote is in response to a Quote Request message FIX.4.3
117 QuoteID String Contains the QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i). FIX.4.3 FIX.5.0SP2EP144
390 BidID String Contains the BidID(390) of a single Quote(35=S). FIX.5.0SP2
1867 OfferID String Contains the QuoteID(1867) of a single Quote(35=S). FIX.5.0SP2
1751 SecondaryQuoteID String Assigned by the party which accepts the quote. Can be used to provide the quote identifier assigned by an exchange, marketplace or executing system. FIX.5.0SP2
1166 QuoteMsgID String Contains the QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i). FIX.5.0 FIX.5.0SP2EP144
693 QuoteRespID String Required when responding to a QuoteResponse(35=AJ) message. FIX.4.4 FIX.5.0SP2EP144
537 QuoteType int If not specified, the default is an indicative quote.
Value SymbolicName Description Added Updated Deprecated
0 Indicative Indicative FIX.4.3
1 Tradeable Tradeable FIX.4.3
2 RestrictedTradeable Restricted tradeable FIX.4.3 FIX.5.0SP2EP126
3 Counter Counter (tradeable) FIX.4.4
4 InitiallyTradeable Initially tradeable FIX.5.0SP2EP126
FIX.4.3 FIX.5.0SP2EP144
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.5.0
Parties FIX.4.3 FIX.5.0SP2EP144
TargetParties Can be populated with the values provided on the associated QuoteStatusRequest(MsgType=A). FIX.5.0SP1
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.4.3
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
Instrument Conditionally required when reporting status of a single security quote. FIX.4.3 FIX.5.0SP1EP95
FinancingDetails FIX.4.4 FIX.5.0SP2EP144
UndInstrmtGrp FIX.4.4 FIX.5.0SP2EP144
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.4.4
OrderQtyData Conditionally required for quotes of single instruments when QuoteType(537)=1(Tradeable). FIX.4.4 FIX.5.0SP2EP144
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.4.4
64 SettlDate LocalMktDate Can be used with forex quotes to specify a specific "value date" FIX.4.3
193 SettlDate2 LocalMktDate Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. FIX.4.3 FIX.5.0
192 OrderQty2 Qty Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. FIX.4.3 FIX.5.0
15 Currency Currency Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted FIX.4.3
Stipulations FIX.4.4
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.3
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with 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 FIX.5.0SP2EP144
LegQuotStatGrp Conditionally required for multileg quote status reports. FIX.4.4 FIX.5.0SP2EP144
QuotQualGrp FIX.4.4
2115 NegotiationMethod int Specifies the negotiation method to be used.
Value SymbolicName Description Added Updated Deprecated
0 AutoSpot The spot price for the reference or benchmark security is provided automatically. FIX.5.0SP2EP168
1 NegotiatedSpot The spot price for the reference or benchmark security is to be negotiated. FIX.5.0SP2EP168
2 PhoneSpot The spot price for the reference of benchmark security is to be negotiated via phone or voice. FIX.5.0SP2EP168 FIX.5.0SP2EP208
FIX.5.0SP2
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.4.4
44 Price Price Price per unit of quantity (e.g. per share) FIX.4.4
423 PriceType int Code to represent the price type.
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.4.4
PriceQualifierGrp FIX.5.0SP2
SpreadOrBenchmarkCurveData FIX.4.4
YieldData FIX.4.4
1747 BidQuoteID String Marketplace assigned quote identifier for the bid side. Can be used to indicate priority. FIX.5.0SP2
1748 OfferQuoteID String Marketplace assigned quote identifier for the offer side. Can be used to indicate priority. FIX.5.0SP2
1745 BidMDEntryID String The market data entry identifier of the bid side of a quote FIX.5.0SP2
1746 OfferMDEntryID String The market data entry identifier of the offer side of a quote. FIX.5.0SP2
132 BidPx Price If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. FIX.4.3
133 OfferPx Price If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. FIX.4.3
645 MktBidPx Price Can be used by markets that require showing the current best bid and offer FIX.4.3
646 MktOfferPx Price Can be used by markets that require showing the current best bid and offer FIX.4.3
647 MinBidSize Qty Used for markets that use a minimum and maximum bid size. FIX.4.3 FIX.5.0SP2EP144
134 BidSize Qty If MinBidSize(647) is specified, BidSize(134) is interpreted to contain the maximum bid size. FIX.4.3 FIX.5.0SP2EP144
1749 TotalBidSize Qty Specifies the total bid size. FIX.5.0SP2
648 MinOfferSize Qty Used for markets that use a minimum and maximum offer size. FIX.4.3 FIX.5.0SP2EP144
135 OfferSize Qty If MinOfferSize(648) is specified, OfferSize(135) is interpreted to contain the maximum offer size. FIX.4.3 FIX.5.0SP2EP144
1750 TotalOfferSize Qty Specifies the total offer size. FIX.5.0SP2
110 MinQty Qty Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int) 		FIX.5.0
62 ValidUntilTime UTCTimestamp Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.3
188 BidSpotRate Price Bid F/X spot rate. FIX.4.3 FIX.5.0SP2EP144
190 OfferSpotRate Price Offer F/X spot rate. FIX.4.3 FIX.5.0SP2EP144
189 BidForwardPoints PriceOffset Bid F/X forward points added to spot rate. May be a negative value. FIX.4.3 FIX.5.0SP2EP144
191 OfferForwardPoints PriceOffset Offer F/X forward points added to spot rate. May be a negative value. FIX.4.3 FIX.5.0SP2EP144
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
632 BidYield Percentage Bid yield FIX.4.3
633 MidYield Percentage Mid yield FIX.4.3
634 OfferYield Percentage Offer yield FIX.4.3
60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.4.3
40 OrdType char Can be used to specify the type of order the quote is for
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop 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.4.3
642 BidForwardPoints2 PriceOffset Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value FIX.4.3 FIX.5.0
643 OfferForwardPoints2 PriceOffset Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value FIX.4.3 FIX.5.0
656 SettlCurrBidFxRate float Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all bid prices contained in this message FIX.4.3
657 SettlCurrOfferFxRate float Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all offer prices contained in this message FIX.4.3
156 SettlCurrFxRateCalc char Can be used when the quote is provided in a currency other than the instruments trading currency.
Value SymbolicName Description Added Updated Deprecated
M Multiply Multiply FIX.4.4EP38
D Divide Divide FIX.4.4EP38
FIX.4.3
CommissionData Can be used to show the counterparty the commission associated with the transaction. FIX.5.0SP2
582 CustOrderCapacity int Capacity of customer placing the order.
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.5.0SP2EP144
100 ExDestination Exchange Used when routing quotes to multiple markets FIX.4.3
1133 ExDestinationIDSource char The ID source of ExDestination
Value SymbolicName Description Added Updated Deprecated
B BIC BIC (Bank Identification Code) (ISO 9362) FIX.4.4EP-1
C GeneralIdentifier Generally accepted market participant identifier (e.g. NASD mnemonic) FIX.4.4EP-1
D Proprietary Proprietary / Custom code FIX.4.4EP-1
E ISOCountryCode ISO Country Code FIX.4.4EP-1
G MIC MIC (ISO 10383 - Market Identifier Code) FIX.4.4EP-1
FIX.4.4
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.5.0SP1
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.5.0SP1
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.5.0SP1
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.4.3 FIX.5.0SP2EP144
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.5.0 FIX.5.0SP2EP144
1328 RejectText String Reason description for rejecting the quote. FIX.5.0SP2
1664 EncodedRejectTextLen Length Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. FIX.5.0SP2
1665 EncodedRejectText data Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
ThrottleResponse FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text(58) field. FIX.4.4
443 StrikeTime UTCTimestamp Conditionally required when QuoteQual(695) = d (Deferred spot) is specified. FIX.5.0SP2
StandardTrailer ✔ FIX.4.3

QuoteResponse (35=AJ)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AJ FIX.4.4
693 QuoteRespID ✔ String Unique ID as assigned by the Initiator FIX.4.4
117 QuoteID String Required only when responding to a Quote. FIX.4.4
1166 QuoteMsgID String Optionally used when responding to a Quote. FIX.5.0
131 QuoteReqID String Contains the QuoteReqID(131) of the QuoteRequest(35=R). FIX.5.0SP2
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 FIX.5.0SP2EP143
11 ClOrdID String Unique ID as assigned by the Initiator. Required only in two-party models when QuoteRespType(694) = 1 (Hit/Lift) or 2 (Counter quote). FIX.4.4
528 OrderCapacity char Designates the capacity of the firm placing the order.
(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field)
(see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
A Agency Agency FIX.4.3
G Proprietary Proprietary FIX.4.3
I Individual Individual FIX.4.3
P Principal 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.4.4
529 OrderRestrictions MultipleCharValue Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.
Value SymbolicName Description Added Updated Deprecated
1 ProgramTrade Program Trade FIX.4.3
2 IndexArbitrage Index Arbitrage FIX.4.3
3 NonIndexArbitrage Non-Index Arbitrage FIX.4.3
4 CompetingMarketMaker Competing Market Maker FIX.4.3
5 ActingAsMarketMakerOrSpecialistInSecurity Acting as Market Maker or Specialist in the security FIX.4.3
6 ActingAsMarketMakerOrSpecialistInUnderlying Acting as Market Maker 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.5.0
23 IOIID String Required only when responding to an IOI. FIX.4.4
537 QuoteType int Default is Indicative.
Value SymbolicName Description Added Updated Deprecated
0 Indicative Indicative FIX.4.3
1 Tradeable Tradeable FIX.4.3
2 RestrictedTradeable Restricted tradeable FIX.4.3 FIX.5.0SP2EP126
3 Counter Counter (tradeable) FIX.4.4
4 InitiallyTradeable Initially tradeable FIX.5.0SP2EP126
FIX.4.4 FIX.5.0
1091 PreTradeAnonymity Boolean Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible. FIX.5.0
QuotQualGrp FIX.4.4
828 TrdType int May be used by SEFs (Swap Execution Facilities) to indicate a block swap transaction.
Value SymbolicName Description Added Updated Deprecated
0 RegularTrade Regular trade FIX.4.4 FIX.5.0SP2EP141
1 BlockTrade Block trade FIX.4.4 FIX.5.0SP2EP141
2 EFP Exchange for physical (EFP) FIX.4.4 FIX.5.0SP2EP141
3 Transfer Transfer FIX.4.4
4 LateTrade Late trade FIX.4.4 FIX.5.0SP2EP141
5 TTrade T trade FIX.4.4 FIX.5.0SP2EP141
6 WeightedAveragePriceTrade Weighted average price trade FIX.4.4 FIX.5.0SP2EP141
7 BunchedTrade Bunched trade FIX.4.4 FIX.5.0SP2EP141
8 LateBunchedTrade Late bunched trade FIX.4.4 FIX.5.0SP2EP141
9 PriorReferencePriceTrade Prior reference price trade FIX.4.4 FIX.5.0SP2EP141
10 AfterHoursTrade After hours trade FIX.4.4 FIX.5.0SP2EP141
11 ExchangeForRisk Exchange for risk (EFR) FIX.4.4EP5 FIX.5.0SP2EP141
12 ExchangeForSwap Exchange for swap (EFS) FIX.4.4EP5 FIX.5.0SP2EP141
13 ExchangeOfFuturesFor For example full sized for mini. FIX.4.4EP5 FIX.5.0SP2EP141
14 ExchangeOfOptionsForOptions Exchange of options for options (EOO) FIX.4.4EP5 FIX.5.0SP2EP141
15 TradingAtSettlement Trading at settlement FIX.4.4EP5 FIX.5.0SP2EP141
16 AllOrNone All or none FIX.4.4EP5 FIX.5.0SP2EP141
17 FuturesLargeOrderExecution Futures large order execution FIX.4.4EP5 FIX.5.0SP2EP141
18 ExchangeOfFuturesForFutures Exchange of futures for external market futures (EFF) FIX.4.4EP5 FIX.5.0SP2EP141
19 OptionInterimTrade Option interim trade FIX.4.4EP5 FIX.5.0SP2EP141
20 OptionCabinetTrade Option cabinet trade FIX.4.4EP5 FIX.5.0SP2EP141
22 PrivatelyNegotiatedTrades Privately negotiated trade FIX.4.4EP19 FIX.5.0SP2EP141
23 SubstitutionOfFuturesForForwards Substitution of futures for forwards FIX.4.4EP19 FIX.5.0SP2EP141
48 NonStandardSettlement Non-standard settlement FIX.5.0EP47
49 DerivativeRelatedTransaction Derivative related transaction FIX.5.0EP47 FIX.5.0SP2EP141
50 PortfolioTrade Portfolio trade FIX.5.0EP47 FIX.5.0SP2EP141
51 VolumeWeightedAverageTrade Volume weighted average trade FIX.5.0EP47 FIX.5.0SP2EP141
52 ExchangeGrantedTrade Exchange granted trade FIX.5.0EP47 FIX.5.0SP2EP141
53 RepurchaseAgreement Repurchase agreement FIX.5.0EP47 FIX.5.0SP2EP141
54 OTC Trade executed off-market. In the context of CFTC regulatory reporting for swaps, it is a large notional off-facility swap. In the context of MiFID transparency reporting rules this is used to report, into an exchange, deals made outside exchange rules. FIX.5.0EP47 FIX.5.0SP2EP177
55 ExchangeBasisFacility Exchange basis facility (EBF) FIX.5.0EP55 FIX.5.0SP2EP141
24 ErrorTrade Error trade FIX.4.4EP26
25 SpecialCumDividend Special cum dividend (CD) FIX.4.4EP26
26 SpecialExDividend Special ex dividend (XD) FIX.4.4EP26
27 SpecialCumCoupon Special cum coupon (CC) FIX.4.4EP26
28 SpecialExCoupon Special ex coupon (XC) FIX.4.4EP26
29 CashSettlement Cash settlement (CS) FIX.4.4EP26
30 SpecialPrice Usually net or all-in price. FIX.4.4EP26 FIX.5.0SP2EP141
31 GuaranteedDelivery Guaranteed delivery (GD) FIX.4.4EP26
32 SpecialCumRights Special cum rights (CR) FIX.4.4EP26
33 SpecialExRights Special ex rights (XR) FIX.4.4EP26
34 SpecialCumCapitalRepayments Special cum capital repayments (CP) FIX.4.4EP26
35 SpecialExCapitalRepayments Special ex capital repayments (XP) FIX.4.4EP26
36 SpecialCumBonus Special cum bonus (CB) FIX.4.4EP26
37 SpecialExBonus Special ex bonus (XB) FIX.4.4EP26
38 LargeTrade The same as large trade. FIX.4.4EP26 FIX.5.0SP2EP141
39 WorkedPrincipalTrade Worked principal trade FIX.4.4EP26 FIX.5.0SP2EP141
40 BlockTrades Block trades FIX.4.4EP26 FIX.5.0SP2EP141
41 NameChange Name change FIX.4.4EP26
42 PortfolioTransfer Portfolio transfer FIX.4.4EP26
43 ProrogationBuy Used by Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system). Trades must be reported as crosses at zero price. FIX.4.4EP26 FIX.5.0SP2EP141
44 ProrogationSell See prorogation buy. FIX.4.4EP26 FIX.5.0SP2EP141
45 OptionExercise Option exercise FIX.4.4EP26
46 DeltaNeutralTransaction Delta neutral transaction FIX.4.4EP26
47 FinancingTransaction Financing transaction FIX.4.4EP26 FIX.5.0SP2EP141
56 OpeningTrade Opening trade FIX.5.0SP2EP104 FIX.5.0SP2EP141
57 NettedTrade Netted trade FIX.5.0SP2EP141
58 BlockSwapTrade Block trade executed off-market or on a registered market. In the context of CFTC regulatory reporting for swaps, it is a swap executed according to SEF or DCM rules. FIX.5.0SP2EP161 FIX.5.0SP2EP177
61 GiveUpGiveInTrade Give-up Give-in trade FIX.5.0SP2EP163
62 DarkTrade A Market Model Typology dark trade might also come from a lit/hybrid book, when an aggressive lit order hits a resting dark order. FIX.5.0SP2EP163
63 TechnicalTrade Technical trade FIX.5.0SP2EP163
64 Benchmark For Market Model Typology (MMT) the "benchmark" price depends on a benchmark which has no current price but was derived from a time series such as a VWAP. FIX.5.0SP2EP163 FIX.5.0SP2EP216
59 CreditEventTrade Credit event trade FIX.5.0SP2EP165 FIX.5.0SP2EP169
60 SuccessionEventTrade Succession event trade FIX.5.0SP2EP165 FIX.5.0SP2EP169
65 PackageTrade Identifies the pseudo-trade of a stream or collection of trades to be cleared and be reported as an atomic unit. The subsequent actual trades reported should not have this value. FIX.5.0SP2EP192
FIX.5.0SP2
2347 RegulatoryTransactionType int Specifies the regulatory mandate or rule that the transaction complies with.
Value SymbolicName Description Added Updated Deprecated
0 None The transaction does not fall under any special regulatory rule or mandate. FIX.5.0SP2EP176
1 SEFRequiredTransaction The transaction is a "Required" transaction under Dodd-Frank Act SEF Rules. "Required" transactions are subject to the trade execution mandate under section 2(h)(8) of the CEA and are not block trades. FIX.5.0SP2EP176
2 SEFPermittedTransaction The transaction is a "Permitted" transaction under Dodd-Frank Act SEF Rules. "Permitted" transactions are not subject to the clearing and trade execution mandates, illiquid or bespoke swaps, or block trades. FIX.5.0SP2EP176
FIX.5.0SP2
2115 NegotiationMethod int Specifies the negotiation method to be used.
Value SymbolicName Description Added Updated Deprecated
0 AutoSpot The spot price for the reference or benchmark security is provided automatically. FIX.5.0SP2EP168
1 NegotiatedSpot The spot price for the reference or benchmark security is to be negotiated. FIX.5.0SP2EP168
2 PhoneSpot The spot price for the reference of benchmark security is to be negotiated via phone or voice. FIX.5.0SP2EP168 FIX.5.0SP2EP208
FIX.5.0SP2
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.4
336 TradingSessionID String Identifier for 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.4.4
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.4.4
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
For multilegs supply minimally a value for Symbol (55).		 FIX.4.4
FinancingDetails Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
For multilegs supply minimally a value for Symbol (55).		 FIX.4.4
UndInstrmtGrp Number of underlyings FIX.4.4
54 Side char Required when countering a single instrument quote or "hit/lift" an IOI or Quote.
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed 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.4.4
OrderQtyData Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
Required when countering a single instrument quote or "hit/lift" an IOI or Quote.		 FIX.4.4
110 MinQty Qty Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int) 		FIX.5.0
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.4.4
64 SettlDate LocalMktDate Can be used with forex quotes to specify a specific "value date" FIX.4.4
193 SettlDate2 LocalMktDate Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. FIX.4.4 FIX.5.0
192 OrderQty2 Qty Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. FIX.4.4 FIX.5.0
15 Currency Currency Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted FIX.4.4
Stipulations Optional FIX.4.4
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.4
660 AcctIDSource int Used to identify the source of the Account code.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
9 EquitiesSpecialist Equities specialist FIX.5.0SP2EP101
10 OptionsMarketMaker Options market maker FIX.5.0SP2EP101
11 OptionsFirmAccount Options firm account FIX.5.0SP2EP101
FIX.4.4
LegQuotGrp Required for multileg quote response FIX.4.4
132 BidPx Price If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. FIX.4.4
133 OfferPx Price If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. FIX.4.4
645 MktBidPx Price Can be used by markets that require showing the current best bid and offer FIX.4.4
646 MktOfferPx Price Can be used by markets that require showing the current best bid and offer FIX.4.4
647 MinBidSize Qty Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size. FIX.4.4
134 BidSize Qty Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size. FIX.4.4
648 MinOfferSize Qty Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. FIX.4.4
135 OfferSize Qty Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. FIX.4.4
62 ValidUntilTime UTCTimestamp The time when the QuoteResponse(35=AJ) will expire. Required for FI when the QuoteRespType(694) is either 1 (Hit/Lift) or 2 (Counter quote) to indicate to the respondent when the offer is valid until. FIX.4.4 FIX.5.0SP2EP159
188 BidSpotRate Price May be applicable for F/X quotes FIX.4.4
190 OfferSpotRate Price May be applicable for F/X quotes FIX.4.4
189 BidForwardPoints PriceOffset May be applicable for F/X quotes FIX.4.4
191 OfferForwardPoints PriceOffset May be applicable for F/X quotes FIX.4.4
631 MidPx Price Mid price/rate.
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.4.4
632 BidYield Percentage Bid yield FIX.4.4
633 MidYield Percentage Mid yield FIX.4.4
634 OfferYield Percentage Offer yield FIX.4.4
60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.4.4
40 OrdType char Can be used to specify the type of order the quote is for.
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop 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.4.4
642 BidForwardPoints2 PriceOffset Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value FIX.4.4 FIX.5.0
643 OfferForwardPoints2 PriceOffset Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value FIX.4.4 FIX.5.0
656 SettlCurrBidFxRate float Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all bid prices contained in this quote message FIX.4.4
657 SettlCurrOfferFxRate float Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all offer prices contained in this quote message FIX.4.4
156 SettlCurrFxRateCalc char Can be used when the quote is provided in a currency other than the instruments trading currency.
Value SymbolicName Description Added Updated Deprecated
M Multiply Multiply FIX.4.4EP38
D Divide Divide FIX.4.4EP38
FIX.4.4
CommissionData Can be used to show the counterparty the commission associated with the transaction. FIX.5.0SP2
582 CustOrderCapacity int For Futures Exchanges
Value SymbolicName Description Added Updated Deprecated
1 MemberTradingForTheirOwnAccount Member trading for their own account FIX.4.4
2 ClearingFirmTradingForItsProprietaryAccount Clearing firm trading for its proprietary account FIX.4.4 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.4.4
100 ExDestination Exchange Used when routing quotes to multiple markets FIX.4.4
1133 ExDestinationIDSource char The ID source of ExDestination
Value SymbolicName Description Added Updated Deprecated
B BIC BIC (Bank Identification Code) (ISO 9362) FIX.4.4EP-1
C GeneralIdentifier Generally accepted market participant identifier (e.g. NASD mnemonic) FIX.4.4EP-1
D Proprietary Proprietary / Custom code FIX.4.4EP-1
E ISOCountryCode ISO Country Code FIX.4.4EP-1
G MIC MIC (ISO 10383 - Market Identifier Code) FIX.4.4EP-1
FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
44 Price Price Price per unit of quantity (e.g. per share) FIX.4.4
423 PriceType int Code to represent the price type.
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.4.4
PriceQualifierGrp FIX.5.0SP2
1917 CoverPrice Price The best quoted price received among those not traded. FIX.5.0SP2
SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" FIX.4.4
YieldData Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" FIX.4.4
443 StrikeTime UTCTimestamp Conditionally required when QuoteQual(695) = d (Deferred spot) is specified. FIX.5.0SP2
StandardTrailer ✔ FIX.4.4

Confirmation (35=AK)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AK FIX.4.4
664 ConfirmID ✔ String Unique ID for this message FIX.4.4
772 ConfirmRefID String Mandatory if ConfirmTransType is Replace or Cancel FIX.4.4
859 ConfirmReqID String Only used when this message is used to respond to a confirmation request (to which this ID refers) FIX.4.4
666 ConfirmTransType ✔ int New, Cancel or Replace
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.4.4
1 Replace Replace FIX.4.4
2 Cancel Cancel FIX.4.4
FIX.4.4
773 ConfirmType ✔ int Denotes whether this message represents a confirmation or a trade status message
Value SymbolicName Description Added Updated Deprecated
1 Status Status FIX.4.4
2 Confirmation Confirmation FIX.4.4
3 ConfirmationRequestRejected Confirmation Request Rejected (reason can be stated in Text (58) field) FIX.4.4
FIX.4.4
797 CopyMsgIndicator Boolean Denotes whether or not this message represents copy confirmation (or status message) Absence of this field indicates message is not a drop copy. FIX.4.4
650 LegalConfirm Boolean Denotes whether this message represents the legally binding confirmation Absence of this field indicates message is not a legal confirm.
Value SymbolicName Description Added Updated Deprecated
N DoesNotConsituteALegalConfirm Does not consitute a Legal Confirm FIX.4.3
Y LegalConfirm Legal Confirm FIX.4.3
FIX.4.4
665 ConfirmStatus ✔ int Identifies the status of the Confirmation.
Value SymbolicName Description Added Updated Deprecated
1 Received Received FIX.4.4
2 MismatchedAccount Mismatched Account FIX.4.4
3 MissingSettlementInstructions Missing Settlement Instructions FIX.4.4
4 Confirmed Confirmed FIX.4.4
5 RequestRejected Request Rejected FIX.4.4
FIX.4.4
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.5.0SP2
940 AffirmStatus int Used to communicate an "affirmed" Confirmation(35=AK) status message (i.e. when ConfirmType(773) = 1 (Status)) to interested parties that need to or should receive such confirmation status message. This field must not be used when sending a Confirmation(35=AK) message that needs to be affirmed.
Value SymbolicName Description Added Updated Deprecated
1 Received Received FIX.4.4
2 ConfirmRejected Confirm rejected, i.e. not affirmed FIX.4.4
3 Affirmed Affirmed FIX.4.4
FIX.5.0SP2
2390 TradeConfirmationReferenceID String None FIX.5.0SP2
1832 ClearedIndicator int Used to communicate the status of the central clearing workflow.
Value SymbolicName Description Added Updated Deprecated
0 NotCleared Trade or position has not yet been submitted for clearing. FIX.5.0SP2EP140 FIX.5.0SP2EP196
1 Cleared Trade or position has been successfully cleared. FIX.5.0SP2EP140 FIX.5.0SP2EP196
2 Submitted Trade or position has been submitted for clearing. FIX.5.0SP2EP196
3 Rejected Trade or position was rejected by clearing. FIX.5.0SP2EP196
FIX.5.0SP2 FIX.5.0SP2EP215
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
Required for fixed income
Also to be used in associated with ProcessCode for broker of credit (e.g. for directed brokerage trades)
Also to be used to specify party-specific regulatory details (e.g. full legal name of contracting legal entity, registered address, regulatory status, any registration details)		 FIX.4.4
OrdAllocGrp Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 FIX.4.4
ExecAllocGrp FIX.5.0SP2
70 AllocID String Used to refer to an earlier Allocation Instruction. FIX.4.4
793 SecondaryAllocID String Used to refer to an earlier Allocation Instruction via its secondary identifier FIX.4.4
467 IndividualAllocID String Used to refer to an allocation account within an earlier Allocation Instruction. FIX.4.4
828 TrdType int Type of trade.
Value SymbolicName Description Added Updated Deprecated
0 RegularTrade Regular trade FIX.4.4 FIX.5.0SP2EP141
1 BlockTrade Block trade FIX.4.4 FIX.5.0SP2EP141
2 EFP Exchange for physical (EFP) FIX.4.4 FIX.5.0SP2EP141
3 Transfer Transfer FIX.4.4
4 LateTrade Late trade FIX.4.4 FIX.5.0SP2EP141
5 TTrade T trade FIX.4.4 FIX.5.0SP2EP141
6 WeightedAveragePriceTrade Weighted average price trade FIX.4.4 FIX.5.0SP2EP141
7 BunchedTrade Bunched trade FIX.4.4 FIX.5.0SP2EP141
8 LateBunchedTrade Late bunched trade FIX.4.4 FIX.5.0SP2EP141
9 PriorReferencePriceTrade Prior reference price trade FIX.4.4 FIX.5.0SP2EP141
10 AfterHoursTrade After hours trade FIX.4.4 FIX.5.0SP2EP141
11 ExchangeForRisk Exchange for risk (EFR) FIX.4.4EP5 FIX.5.0SP2EP141
12 ExchangeForSwap Exchange for swap (EFS) FIX.4.4EP5 FIX.5.0SP2EP141
13 ExchangeOfFuturesFor For example full sized for mini. FIX.4.4EP5 FIX.5.0SP2EP141
14 ExchangeOfOptionsForOptions Exchange of options for options (EOO) FIX.4.4EP5 FIX.5.0SP2EP141
15 TradingAtSettlement Trading at settlement FIX.4.4EP5 FIX.5.0SP2EP141
16 AllOrNone All or none FIX.4.4EP5 FIX.5.0SP2EP141
17 FuturesLargeOrderExecution Futures large order execution FIX.4.4EP5 FIX.5.0SP2EP141
18 ExchangeOfFuturesForFutures Exchange of futures for external market futures (EFF) FIX.4.4EP5 FIX.5.0SP2EP141
19 OptionInterimTrade Option interim trade FIX.4.4EP5 FIX.5.0SP2EP141
20 OptionCabinetTrade Option cabinet trade FIX.4.4EP5 FIX.5.0SP2EP141
22 PrivatelyNegotiatedTrades Privately negotiated trade FIX.4.4EP19 FIX.5.0SP2EP141
23 SubstitutionOfFuturesForForwards Substitution of futures for forwards FIX.4.4EP19 FIX.5.0SP2EP141
48 NonStandardSettlement Non-standard settlement FIX.5.0EP47
49 DerivativeRelatedTransaction Derivative related transaction FIX.5.0EP47 FIX.5.0SP2EP141
50 PortfolioTrade Portfolio trade FIX.5.0EP47 FIX.5.0SP2EP141
51 VolumeWeightedAverageTrade Volume weighted average trade FIX.5.0EP47 FIX.5.0SP2EP141
52 ExchangeGrantedTrade Exchange granted trade FIX.5.0EP47 FIX.5.0SP2EP141
53 RepurchaseAgreement Repurchase agreement FIX.5.0EP47 FIX.5.0SP2EP141
54 OTC Trade executed off-market. In the context of CFTC regulatory reporting for swaps, it is a large notional off-facility swap. In the context of MiFID transparency reporting rules this is used to report, into an exchange, deals made outside exchange rules. FIX.5.0EP47 FIX.5.0SP2EP177
55 ExchangeBasisFacility Exchange basis facility (EBF) FIX.5.0EP55 FIX.5.0SP2EP141
24 ErrorTrade Error trade FIX.4.4EP26
25 SpecialCumDividend Special cum dividend (CD) FIX.4.4EP26
26 SpecialExDividend Special ex dividend (XD) FIX.4.4EP26
27 SpecialCumCoupon Special cum coupon (CC) FIX.4.4EP26
28 SpecialExCoupon Special ex coupon (XC) FIX.4.4EP26
29 CashSettlement Cash settlement (CS) FIX.4.4EP26
30 SpecialPrice Usually net or all-in price. FIX.4.4EP26 FIX.5.0SP2EP141
31 GuaranteedDelivery Guaranteed delivery (GD) FIX.4.4EP26
32 SpecialCumRights Special cum rights (CR) FIX.4.4EP26
33 SpecialExRights Special ex rights (XR) FIX.4.4EP26
34 SpecialCumCapitalRepayments Special cum capital repayments (CP) FIX.4.4EP26
35 SpecialExCapitalRepayments Special ex capital repayments (XP) FIX.4.4EP26
36 SpecialCumBonus Special cum bonus (CB) FIX.4.4EP26
37 SpecialExBonus Special ex bonus (XB) FIX.4.4EP26
38 LargeTrade The same as large trade. FIX.4.4EP26 FIX.5.0SP2EP141
39 WorkedPrincipalTrade Worked principal trade FIX.4.4EP26 FIX.5.0SP2EP141
40 BlockTrades Block trades FIX.4.4EP26 FIX.5.0SP2EP141
41 NameChange Name change FIX.4.4EP26
42 PortfolioTransfer Portfolio transfer FIX.4.4EP26
43 ProrogationBuy Used by Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system). Trades must be reported as crosses at zero price. FIX.4.4EP26 FIX.5.0SP2EP141
44 ProrogationSell See prorogation buy. FIX.4.4EP26 FIX.5.0SP2EP141
45 OptionExercise Option exercise FIX.4.4EP26
46 DeltaNeutralTransaction Delta neutral transaction FIX.4.4EP26
47 FinancingTransaction Financing transaction FIX.4.4EP26 FIX.5.0SP2EP141
56 OpeningTrade Opening trade FIX.5.0SP2EP104 FIX.5.0SP2EP141
57 NettedTrade Netted trade FIX.5.0SP2EP141
58 BlockSwapTrade Block trade executed off-market or on a registered market. In the context of CFTC regulatory reporting for swaps, it is a swap executed according to SEF or DCM rules. FIX.5.0SP2EP161 FIX.5.0SP2EP177
61 GiveUpGiveInTrade Give-up Give-in trade FIX.5.0SP2EP163
62 DarkTrade A Market Model Typology dark trade might also come from a lit/hybrid book, when an aggressive lit order hits a resting dark order. FIX.5.0SP2EP163
63 TechnicalTrade Technical trade FIX.5.0SP2EP163
64 Benchmark For Market Model Typology (MMT) the "benchmark" price depends on a benchmark which has no current price but was derived from a time series such as a VWAP. FIX.5.0SP2EP163 FIX.5.0SP2EP216
59 CreditEventTrade Credit event trade FIX.5.0SP2EP165 FIX.5.0SP2EP169
60 SuccessionEventTrade Succession event trade FIX.5.0SP2EP165 FIX.5.0SP2EP169
65 PackageTrade Identifies the pseudo-trade of a stream or collection of trades to be cleared and be reported as an atomic unit. The subsequent actual trades reported should not have this value. FIX.5.0SP2EP192
FIX.5.0SP2
829 TrdSubType int Further qualification to the trade type
Value SymbolicName Description Added Updated Deprecated
0 CMTA CMTA FIX.4.4EP4
1 InternalTransferOrAdjustment Internal transfer or adjustment FIX.4.4EP4
2 ExternalTransferOrTransferOfAccount External transfer or transfer of account FIX.4.4EP4
3 RejectForSubmittingSide Reject for submitting side FIX.4.4EP4
4 AdvisoryForContraSide Advisory for contra side FIX.4.4EP4
5 OffsetDueToAnAllocation Offset due to an allocation FIX.4.4EP5
6 OnsetDueToAnAllocation Onset due to an allocation FIX.4.4EP5 FIX.5.0SP1EP95
7 DifferentialSpread Differential spread FIX.4.4EP5
8 ImpliedSpreadLegExecutedAgainstAnOutright Implied spread leg executed against an outright FIX.4.4EP5
9 TransactionFromExercise Transaction from exercise FIX.4.4EP5
10 TransactionFromAssignment Transaction from assignment FIX.4.4EP5
11 ACATS ACATS FIX.4.4EP8
33 OffHoursTrade Off Hours Trade FIX.5.0EP61
34 OnHoursTrade On Hours Trade FIX.5.0EP61
35 OTCQuote OTC Quote FIX.5.0EP61
36 ConvertedSWAP Converted SWAP FIX.5.0EP-1
14 AI AI (Automated input facility disabled in response to an exchange request.) FIX.4.4EP26
15 B B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) FIX.4.4EP26
16 K K (Transaction using block trade facility.) FIX.4.4EP26
17 LC LC (Correction submitted more than three days after publication of the original trade report.) FIX.4.4EP26
18 M M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) FIX.4.4EP26
19 N N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) FIX.4.4EP26
20 NM NM ( i) transaction where Exchange has granted permission for non-publication
ii)IDB is reporting as seller
iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)		 FIX.4.4EP26
21 NR NR (Non-risk transaction in a SEATS security other than an AIM security) FIX.4.4EP26
22 P P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) FIX.4.4EP26
23 PA PA (Protected transaction notification) FIX.4.4EP26
24 PC PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) FIX.4.4EP26
25 PN PN (Worked principal notification for a portfolio transaction which includes order book securities) FIX.4.4EP26
26 R R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction)
(ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or
(iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)		 FIX.4.4EP26
27 RO RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) FIX.4.4EP26
28 RT RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) FIX.4.4EP26
29 SW SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) FIX.4.4EP26
30 T T (If reporting a single protected transaction) FIX.4.4EP26
31 WN WN (Worked principal notification for a single order book security) FIX.4.4EP26
32 WT WT (Worked principal transaction (other than a portfolio transaction)) FIX.4.4EP26
37 CrossedTrade Crossed Trade (X) FIX.5.0EP-1
38 InterimProtectedTrade Interim Protected Trade (I) FIX.5.0EP-1
39 LargeInScale Large in Scale (L) FIX.5.0EP-1
40 WashTrade Wash Trade FIX.5.0SP2EP101
41 TradeAtSettlement Identifies a trade that will be priced using the settlement price. FIX.5.0SP2EP107 FIX.5.0SP2EP227
43 TradeAtMarker Posted at a specific time each day and used to price the consummated trade for the product/month/strip executed (+/- and differentials). Closely related to TAS trades in function and trade practice. FIX.5.0SP2EP107 FIX.5.0SP2EP227
42 AuctionTrade Mutually exclusive with TrdSubType(829) = 50 (Balancing). FIX.5.0SP2EP114 FIX.5.0SP2EP227
44 CreditDefault Default (Credit Event) FIX.5.0SP2EP165
45 CreditRestructuring Restructuring (credit event) FIX.5.0SP2EP165
46 Merger Merger (succession event) FIX.5.0SP2EP165
47 SpinOff Spin-off (succession event) FIX.5.0SP2EP165
48 MultilateralCompression A subtype of TrdType(828) = 57 (Netted trade) in order to identify a special case of compression. FIX.5.0SP2EP201
50 Balancing Identifies an additional trade distributed to auction participants meant to resolve an imbalance between bids and offers.
Mutually exclusive with TrdSubType(829) = 42 =(Auction).		 FIX.5.0SP2EP227
51 BasisTradeIndexClose The marketplace name given to Trade at Marker (TAM) transactions in equity index futures. FIX.5.0SP2EP227
52 TradeAtCashOpen The marketplace name given to trading futures based on an opening quote of the underlying cash market. FIX.5.0SP2EP243
FIX.5.0SP2
855 SecondaryTrdType int Additional TrdType(828) assigned to a trade by trade match system. FIX.5.0SP2
1937 TradeContinuation int Specifies the post-execution trade continuation or lifecycle event. Additional values may be used by mutual agreement of the counterparties.
Value SymbolicName Description Added Updated Deprecated
0 Novation Novation FIX.5.0SP2EP161
1 PartialNovation Partial novation FIX.5.0SP2EP161
2 TradeUnwind "Trade" includes "Swaps". FIX.5.0SP2EP161 FIX.5.0SP2EP179
3 PartialTradeUnwind "Trade" includes "Swaps". FIX.5.0SP2EP161 FIX.5.0SP2EP179
4 Exercise Exercise FIX.5.0SP2EP161
5 Netting Compression (used for OTC derivative trades) and Netting (used for Futures trades) are essentially the same business process, i.e. rolling up closely related contracts into a single trade or position. FIX.5.0SP2EP161 FIX.5.0SP2EP179
6 FullNetting Full netting FIX.5.0SP2EP161
7 PartialNetting Partial netting FIX.5.0SP2EP161
8 Amendment Based on mutual agreement between the counterparties, used to change the original or previously amended contract terms reported to a trade repository. FIX.5.0SP2EP161 FIX.5.0SP2EP193
9 Increase Increase FIX.5.0SP2EP161
10 CreditEvent Credit event FIX.5.0SP2EP161
11 StrategicRestructuring Strategic restructuring FIX.5.0SP2EP161
12 SuccessionEventReorganization Succession event reorganization FIX.5.0SP2EP161
13 SuccessionEventRenaming Succession event renaming FIX.5.0SP2EP161
14 Porting Porting FIX.5.0SP2EP161
15 Withdrawl One party withdrew from the trade prior to confirmation or clearing. Can be used with TradeReportTransType(487)=1 (Cancel). FIX.5.0SP2EP161
16 Void Trade is to be ended after clearing. Can be used with TradeReportTransType(487)=1 (Cancel). FIX.5.0SP2EP161
99 Other Other price-forming continuation data or lifecycle event. Include description of type in TradeContinuationText(2374). FIX.5.0SP2EP161 FIX.5.0SP2EP179
17 AccountTransfer Account transfer FIX.5.0SP2EP179
18 GiveUp Give up FIX.5.0SP2EP179
19 TakeUp TakeUp FIX.5.0SP2EP179
20 AveragePricing Average pricing FIX.5.0SP2EP179
21 Reversal Reversal FIX.5.0SP2EP179
22 AllocTrdPosting Allocation/Trade posting FIX.5.0SP2EP179
23 Cascade The breakdown of a contract position to a more granular level, e.g. from a yearly position to monthly positions. FIX.5.0SP2EP179
24 Delivery Delivery FIX.5.0SP2EP179
25 OptionAsgn Option assignment FIX.5.0SP2EP179
26 Expiration Expiration FIX.5.0SP2EP179
27 Maturity Maturity FIX.5.0SP2EP179
28 EqualPosAdj Equal position adjustment FIX.5.0SP2EP179
29 UnequalPosAdj An adjustment to either the long or short position quantity but not both. FIX.5.0SP2EP179
30 Correction Used to correct an error in the contract terms of a previously submitted report to a trade repository. FIX.5.0SP2EP193
FIX.5.0SP2
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.5.0SP2
60 TransactTime ✔ UTCTimestamp Represents the time this message was generated FIX.4.4
75 TradeDate ✔ LocalMktDate Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.4
TrdRegTimestamps Time of last execution being confirmed by this message. Use ExecutionTimestamp(2749) in ExecAllocGrp component when there are multiple trades. FIX.4.4 FIX.5.0SP2EP237
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
InstrumentExtension Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" FIX.4.4
FinancingDetails Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" FIX.4.4
UndInstrmtGrp None FIX.4.4 FIX.5.0SP1EP95
InstrmtLegGrp None FIX.4.4 FIX.5.0SP1EP95
YieldData If traded on Yield, price must be calculated "to worst" and the component block must specify how calculated, redemption date and price (if not par). If traded on Price, the component block must specify how calculated - "Worst", and include redemptiondate and price (if not par). FIX.4.4
80 AllocQty ✔ Qty The quantity being confirmed by this message (this is at a trade level, not block or order level) FIX.4.4
854 QtyType int Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts FIX.4.4 FIX.5.0SP2EP107
2 UnitsOfMeasurePerTimeUnit Unit of Measure per Time Unit FIX.4.4EP5 FIX.5.0SP2EP107
FIX.4.4
54 Side ✔ char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed 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.4.4
15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
30 LastMkt Exchange Market of execution for last fill, or an indication of the market where an order was routed
Valid values:
See "Appendix 6-C" 		FIX.4.4
CpctyConfGrp ✔ None FIX.4.4 FIX.5.0SP1EP95
79 AllocAccount ✔ String Account number for the trade being confirmed by this message FIX.4.4
661 AllocAcctIDSource int Used to identify the source of the AllocAccount (79) code.
See AcctIDSource (660) for valid values. 		FIX.4.4
798 AllocAccountType int Type of account associated with a confirmation or other trade-level message
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried pn customer side of books FIX.4.4
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.4
3 HouseTrader House trader FIX.4.4
4 FloorTrader Floor trader FIX.4.4
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.4
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.4
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.4
FIX.4.4
6 AvgPx ✔ Price Gross price for the trade being confirmed Always expressed in percent-of-par for Fixed Income FIX.4.4
74 AvgPxPrecision int Absence of this field indicates that default precision arranged by the broker/institution is to be used FIX.4.4
423 PriceType int Price type for the AvgPx field
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread 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.4.4
PriceQualifierGrp FIX.5.0SP2
860 AvgParPx Price Used to express average price as percent of par (used where AvgPx field is expressed in some other way) FIX.4.4
SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" FIX.4.4
861 ReportedPx Price Reported price (may be different to AvgPx in the event of a marked-up or marked-down principal trade) FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text(58) field. FIX.4.4
81 ProcessCode char Used to identify whether the trade was a soft dollar trade, step in/out etc. Broker of credit, where relevant, can be specified using the Parties nested block above.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular FIX.2.7
1 SoftDollar Soft Dollar FIX.2.7
2 StepIn Step-In FIX.2.7
3 StepOut Step-Out FIX.2.7
4 SoftDollarStepIn Soft-dollar Step-In FIX.2.7
5 SoftDollarStepOut Soft-dollar Step-Out FIX.2.7
6 PlanSponsor Plan Sponsor FIX.4.0
FIX.4.4
381 GrossTradeAmt ✔ Amt AllocQty(80) * AvgPx(6) FIX.4.4 FIX.5.0SP1EP95
157 NumDaysInterest int Number of Days of Interest for convertible bonds and fixed income. Note value may be negative. FIX.4.4
230 ExDate LocalMktDate Optional "next coupon date" for Fixed Income FIX.4.4
158 AccruedInterestRate Percentage The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond. FIX.4.4
159 AccruedInterestAmt Amt Required for Fixed Income products that trade with accrued interest FIX.4.4
738 InterestAtMaturity Amt Required for Fixed Income products that pay lump sum interest at maturity FIX.4.4
920 EndAccruedInterestAmt Amt For repurchase agreements the accrued interest on termination. FIX.4.4
921 StartCash Amt For repurchase agreements the start (dirty) cash consideration FIX.4.4
922 EndCash Amt For repurchase agreements the end (dirty) cash consideration FIX.4.4
238 Concession Amt Provides the reduction in price for the secondary market in Muncipals.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.4
237 TotalTakedown Amt The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.4
118 NetMoney ✔ Amt Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution. FIX.4.4
890 MaturityNetMoney Amt Net Money at maturity if Zero Coupon and maturity value is different from par value FIX.4.4
119 SettlCurrAmt Amt Total amount due expressed in settlement currency (includes the effect of the forex transaction) FIX.4.4
120 SettlCurrency Currency Currency code of settlement denomination. FIX.4.4
155 SettlCurrFxRate float Foreign exchange rate used to compute SettlCurrAmt (9) from Currency (5) to SettlCurrency (20) FIX.4.4
156 SettlCurrFxRateCalc char Specifies whether or not SettlCurrFxRate (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.4.4
63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate 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.4.4
64 SettlDate LocalMktDate Specific date of trade settlement (SettlementDate) in YYYYMMDD format.
If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued)
(expressed in local time at place of settlement) 		FIX.4.4
SettlInstructionsData Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages"
Used to communicate settlement instructions for this Confirmation.		 FIX.4.4
CommissionData FIX.4.4
858 SharedCommission Amt Used to identify any commission shared with a third party (e.g. directed brokerage) FIX.4.4
CommissionDataGrp Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. FIX.5.0SP2
Stipulations FIX.4.4
MiscFeesGrp Required if any miscellaneous fees are reported. FIX.4.4 FIX.5.0SP1EP95
MatchExceptionGrp FIX.5.0SP2
MatchingDataPointGrp FIX.5.0SP2
StandardTrailer ✔ FIX.4.4

PositionMaintenanceRequest (35=AL)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AL FIX.4.4
710 PosReqID String Unique identifier for the position maintenance request as assigned by the submitter. Conditionally required when used in a request/reply scenario (i.e. not required in batch scenario) FIX.4.4
709 PosTransType ✔ int Identifies the type of position transaction.
Value SymbolicName Description Added Updated Deprecated
1 Exercise Exercise FIX.4.4
2 DoNotExercise Do not exercise FIX.4.4 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
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 of a previous maintenance request that is being replaced or canceled. FIX.4.4
714 PosMaintRptRefID String Reference to a PosMaintRptID from a previous Position Maintenance Report that is being replaced or canceled. FIX.4.4
715 ClearingBusinessDate ✔ LocalMktDate The Clearing Business Date referred to by this maintenance request FIX.4.4
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.5.0SP2
716 SettlSessID String Identifies a specific settlement session
Value SymbolicName Description Added Updated Deprecated
ITD Intraday Intraday FIX.4.4EP1
RTH RegularTradingHours Regular Trading Hours FIX.4.4EP1
ETH ElectronicTradingHours Electronic Trading Hours FIX.4.4EP1
EOD EndOfDay End Of Day FIX.4.4EP4
FIX.4.4
717 SettlSessSubID String SubID value associated with SettlSessID(716) FIX.4.4
Parties ✔ The Following PartyRoles can be specified:
ClearingOrganization
Clearing Firm
Position Account		 FIX.4.4
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.4
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
9 EquitiesSpecialist Equities specialist FIX.5.0SP2EP101
10 OptionsMarketMaker Options market maker FIX.5.0SP2EP101
11 OptionsFirmAccount Options firm account FIX.5.0SP2EP101
FIX.4.4
Instrument ✔ FIX.4.4
15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
InstrmtLegGrp Specifies the number of legs that make up the Security FIX.4.4
RelatedInstrumentGrp FIX.5.0SP2
UndInstrmtGrp Specifies the number of underlying legs that make up the Security FIX.4.4
TrdgSesGrp Specifies the number of repeating TradingSessionIDs FIX.4.4
60 TransactTime UTCTimestamp Time this order request was initiated/released by the trader, trading system, or intermediary. FIX.4.4
PositionQty ✔ FIX.4.4
PositionAmountData FIX.4.4
718 AdjustmentType int Type of adjustment to be applied, used for PCS & PAJ Delta_plus, Delta_minus, Final, If Adjustment Type is null, the request will be processed as Margin Disposition
Value SymbolicName Description Added Updated Deprecated
0 ProcessRequestAsMarginDisposition Process request as margin disposition FIX.4.4 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
719 ContraryInstructionIndicator Boolean Boolean - if Y then indicates you are requesting a position maintenance that acting FIX.4.4
720 PriorSpreadIndicator Boolean Boolean - Y indicates you are requesting rollover of prior day's spread submissions FIX.4.4
834 ThresholdAmount PriceOffset Amount that a position has to be in the money before it is exercised. FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
120 SettlCurrency Currency Currency code of settlement denomination. FIX.4.4
StandardTrailer ✔ FIX.4.4

PositionMaintenanceReport (35=AM)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AM FIX.4.4
721 PosMaintRptID ✔ String Unique identifier for this position report FIX.4.4
709 PosTransType ✔ int Identifies the type of position transaction.
Value SymbolicName Description Added Updated Deprecated
1 Exercise Exercise FIX.4.4
2 DoNotExercise Do not exercise FIX.4.4 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
2618 PositionID String Unique identifier for this position entity. FIX.5.0SP2
710 PosReqID String Unique identifier for the position maintenance request associated with this report FIX.4.4
712 PosMaintAction ✔ int Maintenance Action to be performed.
Value SymbolicName Description Added Updated Deprecated
1 New 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 of a previous maintenance request that is being replaced or canceled. FIX.4.4
722 PosMaintStatus int Status of PositionMaintenanceRequest. Condtionally required when responding to a PositionMaintenanceRequest.
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 FIX.5.0SP2EP153
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
715 ClearingBusinessDate ✔ LocalMktDate The Clearing Business Date covered by this request FIX.4.4
2084 PreviousClearingBusinessDate LocalMktDate The business date previous to the clearing business date referred to by this maintenance request. FIX.5.0SP2
2085 ValuationDate LocalMktDate Valuation date of the position(s) in this report. FIX.5.0SP2
2086 ValuationTime LocalMktTime Valuation time of the position(s) in this report. FIX.5.0SP2
2087 ValuationBusinessCenter String Business center of ValuationDate(2085) and ValuationTime(2086). Single value only. FIX.5.0SP2
1592 DiscountFactor float For a forward position this is an appropriate value to discount the mark to market amount from the contract’s maturity date back to present value. FIX.5.0SP2
1328 RejectText String Identifies the reason for rejection. FIX.5.0SP2
1664 EncodedRejectTextLen Length Byte length of encoded (non-ASCII characters) EncodedRejectText(1665) field. FIX.5.0SP2
1665 EncodedRejectText data Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the RejectText(1328) field. FIX.5.0SP2
716 SettlSessID String None
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 FIX.5.0SP1EP95
717 SettlSessSubID String SubID value associated with SettlSessID(716) FIX.4.4
1832 ClearedIndicator int Indicates whether the trade or position being reported was cleared through a clearing organization.
Value SymbolicName Description Added Updated Deprecated
0 NotCleared Trade or position has not yet been submitted for clearing. FIX.5.0SP2EP140 FIX.5.0SP2EP196
1 Cleared Trade or position has been successfully cleared. FIX.5.0SP2EP140 FIX.5.0SP2EP196
2 Submitted Trade or position has been submitted for clearing. FIX.5.0SP2EP196
3 Rejected Trade or position was rejected by clearing. FIX.5.0SP2EP196
FIX.5.0SP2
1833 ContractRefPosType int Additional information related to the pricing of a commodity swaps position, specifically an indicator referring to the position type.
Value SymbolicName Description Added Updated Deprecated
0 TwoComponentIntercommoditySpread Two component intercommodity spread FIX.5.0SP2EP140
1 IndexOrBasket Index or basket FIX.5.0SP2EP140
2 TwoComponentLocationBasis Two component locational basis FIX.5.0SP2EP140
99 Other Other FIX.5.0SP2EP140
FIX.5.0SP2
1834 PositionCapacity int Used to describe the ownership of the position.
Value SymbolicName Description Added Updated Deprecated
0 Principal Principal FIX.5.0SP2EP140
1 Agent Agent FIX.5.0SP2EP140
2 Customer Customer FIX.5.0SP2EP140
3 Counterparty Counterparty FIX.5.0SP2EP140
FIX.5.0SP2
2101 TerminatedIndicator Boolean Indicates if the position has been terminated. FIX.5.0SP2
979 InputSource String Originating source of the request. FIX.5.0SP2
Parties Position Account FIX.4.4
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.4
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
9 EquitiesSpecialist Equities specialist FIX.5.0SP2EP101
10 OptionsMarketMaker Options market maker FIX.5.0SP2EP101
11 OptionsFirmAccount Options firm account FIX.5.0SP2EP101
FIX.4.4
714 PosMaintRptRefID String Reference to a PosMaintRptID (Tag 721) from a previous Position Maintenance Report that is being replaced or canceled FIX.4.4
Instrument ✔ FIX.4.4
15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
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.5.0SP2
120 SettlCurrency Currency Currency code of settlement denomination. FIX.4.4
719 ContraryInstructionIndicator Boolean Can be set to true when a position maintenance request is being performed contrary to current money position, i.e. for an exercise of an out of the money position or an abandonement (do not exercise ) of an in the money position FIX.4.4
720 PriorSpreadIndicator Boolean Indicates if requesting a rollover of prior day's spread submissions. FIX.4.4
InstrmtLegGrp Specifies the number of legs that make up the Security FIX.4.4
RelatedInstrumentGrp FIX.5.0SP2
UndInstrmtGrp Specifies the number of underlying legs that make up the Security FIX.4.4
TrdgSesGrp Specifies the number of repeating TradingSessionIDs FIX.4.4
60 TransactTime UTCTimestamp Time this order request was initiated/released by the trader, trading system, or intermediary. Conditionally required except when requests for reports are processed in batch, transaction time is not available, or when PosReqID is not present. FIX.4.4
PositionQty Conditionally required when PosMaintAction(712) = 1(New), 2(Replace) or 4(Reverse). FIX.4.4 FIX.5.0SP2EP153
PositionAmountData Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" FIX.4.4
RegulatoryTradeIDGrp The source, value and relationship of multiple trade identifiers for the same trade, e.g. Unique Swap Identifiers. FIX.5.0SP2
PaymentGrp Additional payments or bullet payments. FIX.5.0SP2
718 AdjustmentType int Type of adjustment to be applied Delta_plus, Delta_minus, Final. If Adjustment Type is null, the PCS request will be processed as Margin Disposition only
Value SymbolicName Description Added Updated Deprecated
0 ProcessRequestAsMarginDisposition Process request as margin disposition FIX.4.4 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
834 ThresholdAmount PriceOffset Amount that a position has to be in the money before it is exercised. FIX.4.4
RelatedTradeGrp FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
StandardTrailer ✔ FIX.4.4

RequestForPositions (35=AN)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AN FIX.4.4
710 PosReqID ✔ String Unique identifier for the Request for Positions as assigned by the submitter FIX.4.4
724 PosReqType ✔ int Used to specify the type of position request being made.
Value SymbolicName Description Added Updated Deprecated
0 Positions Positions FIX.4.4
1 Trades Trades FIX.4.4
2 Exercises Exercises FIX.4.4
3 Assignments Assignments FIX.4.4
4 SettlementActivity Settlement Activity FIX.4.4EP4
5 BackoutMessage Backout Message FIX.4.4EP4
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
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.4.4
263 SubscriptionRequestType char Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.4
120 SettlCurrency Currency Currency code of settlement denomination. FIX.4.4
Parties ✔ Position Account FIX.4.4
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.4
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
9 EquitiesSpecialist Equities specialist FIX.5.0SP2EP101
10 OptionsMarketMaker Options market maker FIX.5.0SP2EP101
11 OptionsFirmAccount Options firm account FIX.5.0SP2EP101
FIX.4.4
Instrument FIX.4.4
15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
InstrmtLegGrp Specifies the number of legs that make up the Security FIX.4.4
UndInstrmtGrp Specifies the number of underlying legs that make up the Security FIX.4.4
715 ClearingBusinessDate ✔ LocalMktDate The Clearing Business Date referred to by this request FIX.4.4
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.5.0SP2
716 SettlSessID String None
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 FIX.5.0SP1EP95
717 SettlSessSubID String SubID value associated with SettlSessID(716) FIX.4.4
TrdgSesGrp Specifies the number of repeating TradingSessionIDs FIX.4.4
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader, trading system, or intermediary. FIX.4.4
725 ResponseTransportType int Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
Value SymbolicName Description Added Updated Deprecated
0 Inband 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 destination name. Used if ResponseTransportType is out-of-band. FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
StandardTrailer ✔ FIX.4.4

RequestForPositionsAck (35=AO)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AO FIX.4.4
721 PosMaintRptID ✔ String Unique identifier for this position report FIX.4.4
710 PosReqID String Unique identifier for the Request for Position associated with this report This field should not be provided if the report was sent unsolicited. FIX.4.4
727 TotalNumPosReports int Total number of Position Reports being returned FIX.4.4 FIX.5.0SP2EP102
911 TotNumReports int Total number of reports returned in response to a request. FIX.5.0SP2
325 UnsolicitedIndicator Boolean Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request.
Value SymbolicName Description Added Updated Deprecated
N MessageIsBeingSentAsAResultOfAPriorRequest Message is being sent as a result of a prior request FIX.4.2
Y MessageIsBeingSentUnsolicited Message is being sent unsolicited FIX.4.2 FIX.5.0SP1EP95
FIX.4.4
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
729 PosReqStatus ✔ int Status of Request for Positions
Value SymbolicName Description Added Updated Deprecated
0 Completed Completed FIX.4.4
1 CompletedWithWarnings Completed With Warnings FIX.4.4
2 Rejected Rejected FIX.4.4
FIX.4.4
724 PosReqType int Used to specify the type of position request being made.
Value SymbolicName Description Added Updated Deprecated
0 Positions Positions FIX.4.4
1 Trades Trades FIX.4.4
2 Exercises Exercises FIX.4.4
3 Assignments Assignments FIX.4.4
4 SettlementActivity Settlement Activity FIX.4.4EP4
5 BackoutMessage Backout Message FIX.4.4EP4
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
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.4.4
715 ClearingBusinessDate LocalMktDate The business date for which the trade is expected to be cleared. FIX.4.4
263 SubscriptionRequestType char Subscription Request Type
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.4
716 SettlSessID String Identifies a specific settlement session
Value SymbolicName Description Added Updated Deprecated
ITD Intraday Intraday FIX.4.4EP1
RTH RegularTradingHours Regular Trading Hours FIX.4.4EP1
ETH ElectronicTradingHours Electronic Trading Hours FIX.4.4EP1
EOD EndOfDay End Of Day FIX.4.4EP4
FIX.4.4
717 SettlSessSubID String SubID value associated with SettlSessID(716) FIX.4.4
120 SettlCurrency Currency Currency code of settlement denomination. FIX.4.4
Parties ✔ Position Account FIX.4.4
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.4
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
9 EquitiesSpecialist Equities specialist FIX.5.0SP2EP101
10 OptionsMarketMaker Options market maker FIX.5.0SP2EP101
11 OptionsFirmAccount Options firm account FIX.5.0SP2EP101
FIX.4.4
Instrument FIX.4.4
15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
InstrmtLegGrp Specifies the number of legs that make up the Security FIX.4.4
UndInstrmtGrp Specifies the number of underlying legs that make up the Security FIX.4.4
725 ResponseTransportType int Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
Value SymbolicName Description Added Updated Deprecated
0 Inband 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 destination name. Used if ResponseTransportType is out-of-band. FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
StandardTrailer ✔ FIX.4.4

PositionReport (35=AP)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AP FIX.4.4
ApplicationSequenceControl FIX.5.0
721 PosMaintRptID ✔ String Unique identifier for this position report FIX.4.4
2618 PositionID String Unique identifier for this position entity. FIX.5.0SP2
710 PosReqID String Unique identifier for the Request for Positions associated with this report This field should not be provided if the report was sent unsolicited. FIX.4.4
724 PosReqType int Will be 7=Net Position if the report contains net position information for margin requirements.
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 FIX.5.0SP2EP102
2364 PosReportAction int Indicates action that triggered the Position Report. FIX.5.0SP2
1635 MarginReqmtInqID String Unique identifier for the inquiry associated with this report. This field should not be provided if the report was sent unsolicited. FIX.5.0SP2
263 SubscriptionRequestType char Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.4
727 TotalNumPosReports int Total number of Position Reports being returned FIX.4.4 FIX.5.0SP2EP102
911 TotNumReports int Total number of reports returned in response to a request. FIX.5.0SP2
912 LastRptRequested Boolean Indicates whether this message is the last report message in response to a request message, e.g. OrderMassStatusRequest(35=AF), TradeCaptureReportRequest(35=AD).
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not last message FIX.4.4EP-1
Y LastMessage Last message FIX.4.4EP-1
FIX.5.0SP2
728 PosReqResult int Result of a Request for Position
Value SymbolicName Description Added Updated Deprecated
0 ValidRequest Valid request FIX.4.4
1 InvalidOrUnsupportedRequest Invalid or unsupported request FIX.4.4
2 NoPositionsFoundThatMatchCriteria No positions found that match criteria FIX.4.4
3 NotAuthorizedToRequestPositions Not authorized to request positions FIX.4.4
4 RequestForPositionNotSupported Request for position not supported FIX.4.4
99 Other Other (use Text (58) in conjunction with this code for an explaination) FIX.4.4
FIX.4.4 FIX.5.0SP2EP102
325 UnsolicitedIndicator Boolean Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request.
Value SymbolicName Description Added Updated Deprecated
N MessageIsBeingSentAsAResultOfAPriorRequest Message is being sent as a result of a prior request FIX.4.2
Y MessageIsBeingSentUnsolicited Message is being sent unsolicited FIX.4.2 FIX.5.0SP1EP95
FIX.4.4
715 ClearingBusinessDate ✔ LocalMktDate The Clearing Business Date referred to by this maintenance request FIX.4.4
2084 PreviousClearingBusinessDate LocalMktDate The business date previous to the clearing business date referred to by this maintenance request. FIX.5.0SP2
716 SettlSessID String Identifies a specific settlement session
Value SymbolicName Description Added Updated Deprecated
ITD Intraday Intraday FIX.4.4EP1
RTH RegularTradingHours Regular Trading Hours FIX.4.4EP1
ETH ElectronicTradingHours Electronic Trading Hours FIX.4.4EP1
EOD EndOfDay End Of Day FIX.4.4EP4
FIX.4.4
717 SettlSessSubID String SubID value associated with SettlSessID(716) FIX.4.4
423 PriceType int Code to represent the price type.
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.4.4
120 SettlCurrency Currency Currency code of settlement denomination. FIX.4.4
1011 MessageEventSource String Used to identify the event or source which gave rise to a message FIX.4.4
1832 ClearedIndicator int Indicates whether the trade or position being reported was cleared through a clearing organization.
Value SymbolicName Description Added Updated Deprecated
0 NotCleared Trade or position has not yet been submitted for clearing. FIX.5.0SP2EP140 FIX.5.0SP2EP196
1 Cleared Trade or position has been successfully cleared. FIX.5.0SP2EP140 FIX.5.0SP2EP196
2 Submitted Trade or position has been submitted for clearing. FIX.5.0SP2EP196
3 Rejected Trade or position was rejected by clearing. FIX.5.0SP2EP196
FIX.5.0SP2
1833 ContractRefPosType int Additional information related to the pricing of a commodity swaps position, specifically an indicator referring to the position type.
Value SymbolicName Description Added Updated Deprecated
0 TwoComponentIntercommoditySpread Two component intercommodity spread FIX.5.0SP2EP140
1 IndexOrBasket Index or basket FIX.5.0SP2EP140
2 TwoComponentLocationBasis Two component locational basis FIX.5.0SP2EP140
99 Other Other FIX.5.0SP2EP140
FIX.5.0SP2
1834 PositionCapacity int Used to describe the ownership of the position.
Value SymbolicName Description Added Updated Deprecated
0 Principal Principal FIX.5.0SP2EP140
1 Agent Agent FIX.5.0SP2EP140
2 Customer Customer FIX.5.0SP2EP140
3 Counterparty Counterparty FIX.5.0SP2EP140
FIX.5.0SP2
2101 TerminatedIndicator Boolean Indicates if the position has been terminated. FIX.5.0SP2
2373 IntraFirmTradeIndicator Boolean Indicates whether the trade or position was entered into as an intra-group transaction, i.e. between two units of the same parent entity having majority ownership interest in both counterparties. FIX.5.0SP2
1937 TradeContinuation int Specifies the post-execution trade continuation or lifecycle event. Additional values may be used by mutual agreement of the counterparties.
Value SymbolicName Description Added Updated Deprecated
0 Novation Novation FIX.5.0SP2EP161
1 PartialNovation Partial novation FIX.5.0SP2EP161
2 TradeUnwind "Trade" includes "Swaps". FIX.5.0SP2EP161 FIX.5.0SP2EP179
3 PartialTradeUnwind "Trade" includes "Swaps". FIX.5.0SP2EP161 FIX.5.0SP2EP179
4 Exercise Exercise FIX.5.0SP2EP161
5 Netting Compression (used for OTC derivative trades) and Netting (used for Futures trades) are essentially the same business process, i.e. rolling up closely related contracts into a single trade or position. FIX.5.0SP2EP161 FIX.5.0SP2EP179
6 FullNetting Full netting FIX.5.0SP2EP161
7 PartialNetting Partial netting FIX.5.0SP2EP161
8 Amendment Based on mutual agreement between the counterparties, used to change the original or previously amended contract terms reported to a trade repository. FIX.5.0SP2EP161 FIX.5.0SP2EP193
9 Increase Increase FIX.5.0SP2EP161
10 CreditEvent Credit event FIX.5.0SP2EP161
11 StrategicRestructuring Strategic restructuring FIX.5.0SP2EP161
12 SuccessionEventReorganization Succession event reorganization FIX.5.0SP2EP161
13 SuccessionEventRenaming Succession event renaming FIX.5.0SP2EP161
14 Porting Porting FIX.5.0SP2EP161
15 Withdrawl One party withdrew from the trade prior to confirmation or clearing. Can be used with TradeReportTransType(487)=1 (Cancel). FIX.5.0SP2EP161
16 Void Trade is to be ended after clearing. Can be used with TradeReportTransType(487)=1 (Cancel). FIX.5.0SP2EP161
99 Other Other price-forming continuation data or lifecycle event. Include description of type in TradeContinuationText(2374). FIX.5.0SP2EP161 FIX.5.0SP2EP179
17 AccountTransfer Account transfer FIX.5.0SP2EP179
18 GiveUp Give up FIX.5.0SP2EP179
19 TakeUp TakeUp FIX.5.0SP2EP179
20 AveragePricing Average pricing FIX.5.0SP2EP179
21 Reversal Reversal FIX.5.0SP2EP179
22 AllocTrdPosting Allocation/Trade posting FIX.5.0SP2EP179
23 Cascade The breakdown of a contract position to a more granular level, e.g. from a yearly position to monthly positions. FIX.5.0SP2EP179
24 Delivery Delivery FIX.5.0SP2EP179
25 OptionAsgn Option assignment FIX.5.0SP2EP179
26 Expiration Expiration FIX.5.0SP2EP179
27 Maturity Maturity FIX.5.0SP2EP179
28 EqualPosAdj Equal position adjustment FIX.5.0SP2EP179
29 UnequalPosAdj An adjustment to either the long or short position quantity but not both. FIX.5.0SP2EP179
30 Correction Used to correct an error in the contract terms of a previously submitted report to a trade repository. FIX.5.0SP2EP193
FIX.5.0SP2
2374 TradeContinuationText String Elaboration of the purpose or action of the regulatory report when TradeContinuation(1937)=99 (Other). FIX.5.0SP2
2372 EncodedTradeContinuationTextLen Length Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it. FIX.5.0SP2
2371 EncodedTradeContinuationText data Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
1936 TradeCollateralization int Specifies how the trade is collateralized.
Value SymbolicName Description Added Updated Deprecated
0 Uncollateralized Uncollateralized FIX.5.0SP2EP161
1 PartiallyCollateralized Partially collateralized FIX.5.0SP2EP161
2 OneWayCollaterallization One-way collaterallization FIX.5.0SP2EP161
3 FullyCollateralized Fully collateralized FIX.5.0SP2EP161
FIX.5.0SP2
Parties ✔ Position Account FIX.4.4
1 Account String Account may also be specified through via Parties Block using Party Role 27 which signifies Account FIX.4.4
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with the order (Origin). Account may also be specified through via Parties Block using Party Role 27 which signifies Account
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
9 EquitiesSpecialist Equities specialist FIX.5.0SP2EP101
10 OptionsMarketMaker Options market maker FIX.5.0SP2EP101
11 OptionsFirmAccount Options firm account FIX.5.0SP2EP101
FIX.4.4
2375 TaxonomyType char The type of identification taxonomy used to identify the security.
Value SymbolicName Description Added Updated Deprecated
I ISINOrAltInstrmtID Identified through use of SecurityID(48) and SecurityIDSource(22) of ISIN or another standard source plus CFICode(461). FIX.5.0SP2EP179
E InterimTaxonomy Identified through use of AssetClass(1938) plus either Symbol(55) or SecurityID(48) and SecurityIDSource(22), and/or other additional instrument attributes. FIX.5.0SP2EP179
FIX.5.0SP2
Instrument FIX.4.4
FinancingDetails FIX.5.0SP2
15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
64 SettlDate LocalMktDate Position Settlement Date FIX.5.0SP2
730 SettlPrice Price Settlement price FIX.4.4
2366 SettlPriceFxRateCalc char Expresses whether to multiply or divide SettlPrice(730) to arrive at the amount reported in PosAmt(708). FIX.5.0SP2
2365 SettlForwardPoints PriceOffset FX forward points added to SettlPrice(730). The value is expressed in decimal form and may be a negative. FIX.5.0SP2
1886 SettlPriceUnitOfMeasure String Used to express the unit of measure of the settlement price if different from the contract. FIX.5.0SP2
1887 SettlPriceUnitOfMeasureCurrency Currency Indicates the currency of the settlement price unit of measure if expressed in another currency than the base currency.
Conditionally required when SettlPriceUnitOfMeasure(1886)=Ccy. 		FIX.5.0SP2
731 SettlPriceType int Values = Final, Theoretical
Value SymbolicName Description Added Updated Deprecated
1 Final Final FIX.4.4
2 Theoretical Theoretical FIX.4.4
FIX.4.4
734 PriorSettlPrice Price Previous settlement price FIX.4.4
1595 PositionContingentPrice Price Risk adjusted price used to calculate variation margin on a position. FIX.5.0SP2
1592 DiscountFactor float For a forward position this is an appropriate value to discount the mark to market amount from the contract’s maturity date back to present value. FIX.5.0SP2
2085 ValuationDate LocalMktDate Valuation date of the position(s) in this report FIX.5.0SP2
2086 ValuationTime LocalMktTime Valuation time of the position(s) in this report FIX.5.0SP2
2087 ValuationBusinessCenter String Business center of ValuationDate(2085) and ValuationTime(2086). Single value only. FIX.5.0SP2
573 MatchStatus char Used to indicate if a Position Report is matched or unmatched
Value SymbolicName Description Added Updated Deprecated
0 Compared Compared, matched or affirmed FIX.4.3
1 Uncompared Uncompared, unmatched, or 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.4.4
InstrmtLegGrp Specifies the number of legs that make up the Security FIX.4.4
RelatedInstrumentGrp FIX.5.0SP2
CollateralAmountGrp FIX.5.0SP2
PosUndInstrmtGrp Specifies the number of underlying legs that make up the Security FIX.4.4
60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.5.0SP2
PositionQty Insert here the set of "Position Qty" fields defined in "Common Components of Application Messages" FIX.4.4
PositionAmountData Insert here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" FIX.4.4
RegulatoryTradeIDGrp FIX.5.0SP2
PaymentGrp FIX.5.0SP2
506 RegistStatus char RegNonRegInd
Value SymbolicName Description Added Updated Deprecated
A Accepted Accepted FIX.4.3
R Rejected Rejected FIX.4.3
H Held Held FIX.4.3
N Reminder Reminder - i.e. Registration Instructions are still outstanding FIX.4.3
FIX.4.4
743 DeliveryDate LocalMktDate Date of delivery. FIX.4.4
1434 ModelType int Type of pricing model used
Value SymbolicName Description Added Updated Deprecated
0 UtilityProvidedStandardModel Utility provided standard model FIX.5.0SP1EP79
1 ProprietaryModel Proprietary (user supplied) model FIX.5.0SP1EP79
FIX.5.0SP1
811 PriceDelta float The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based.
This value is normally between -1.0 and 1.0. 		FIX.5.0SP1
RelatedTradeGrp FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
StandardTrailer ✔ FIX.4.4

TradeCaptureReportRequestAck (35=AQ)

The Trade Capture Request Ack message is used to:
- Provide an acknowledgement to a Trade Capture Report Request in the case where the Trade Capture Report Request is used to specify a subscription or delivery of reports via an out-of-band ResponseTransmissionMethod.
- Provide an acknowledgement to a Trade Capture Report Request in the case when the return of the Trade Capture Reports matching that request will be delayed or delivered asynchronously. This is useful in distributed trading system environments.
- Indicate that no trades were found that matched the selection criteria specified on the Trade Capture Report Request 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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AQ FIX.4.4
568 TradeRequestID ✔ String Identifier for the trade request FIX.4.4
1003 TradeID String The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty. FIX.4.4
1040 SecondaryTradeID String Used to carry an internal trade entity ID which may or may not be reported to the firm FIX.4.4
1041 FirmTradeID String The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary FIX.4.4
1042 SecondaryFirmTradeID String Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary FIX.4.4
569 TradeRequestType ✔ int Type of Trade Capture Report.
Value SymbolicName Description Added Updated Deprecated
0 AllTrades All Trades FIX.4.3
1 MatchedTradesMatchingCriteria Matched trades matching criteria provided on request (Parties, ExecID, TradeID, OrderID, Instrument, InputSource, etc.) FIX.4.3
2 UnmatchedTradesThatMatchCriteria Unmatched trades that match criteria FIX.4.3
3 UnreportedTradesThatMatchCriteria Unreported trades that match criteria FIX.4.3
4 AdvisoriesThatMatchCriteria Advisories that match criteria FIX.4.3
FIX.4.4
263 SubscriptionRequestType char Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.4
748 TotNumTradeReports int Number of trade reports returned FIX.4.4
749 TradeRequestResult ✔ int Result of Trade Request
Value SymbolicName Description Added Updated Deprecated
0 Successful Successful (default) FIX.4.4
1 InvalidOrUnknownInstrument Invalid or unknown instrument FIX.4.4
2 InvalidTypeOfTradeRequested Invalid type of trade requested FIX.4.4
3 InvalidParties Invalid parties FIX.4.4
4 InvalidTransportTypeRequested Invalid transport type requested FIX.4.4
5 InvalidDestinationRequested Invalid destination requested FIX.4.4
8 TradeRequestTypeNotSupported TradeRequestType not supported FIX.4.4
9 NotAuthorized 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
Instrument Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4 FIX.5.0SP1EP95
InstrumentExtension FIX.5.0SP2
UndInstrmtGrp FIX.4.4
InstrmtLegGrp Number of legs
NoLegs > 0 identifies a Multi-leg Execution		 FIX.4.4
442 MultiLegReportingType char Specify type of multileg reporting to be returned.
Value SymbolicName Description Added Updated Deprecated
1 SingleSecurity Single security (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.4.4
725 ResponseTransportType int Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
Value SymbolicName Description Added Updated Deprecated
0 Inband 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 destination name. Used if ResponseTransportType is out-of-band. FIX.4.4
58 Text String May be used by the executing market to record any execution Details that are particular to that market FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
1011 MessageEventSource String Used to identify the event or source which gave rise to a message FIX.4.4
StandardTrailer ✔ FIX.4.4

TradeCaptureReportAck (35=AR)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AR FIX.4.4
571 TradeReportID String None FIX.4.4 FIX.5.0SP2EP141
1003 TradeID String The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty. FIX.4.4
1040 SecondaryTradeID String Used to carry an internal trade entity ID which may or may not be reported to the firm FIX.4.4
1041 FirmTradeID String The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary FIX.4.4
1042 SecondaryFirmTradeID String Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary FIX.4.4
487 TradeReportTransType int None
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.4.4EP-1
1 Cancel Cancel FIX.4.4EP-1
2 Replace Replace FIX.4.4EP-1
3 Release Release FIX.4.4EP-1
4 Reverse Reverse FIX.4.4EP-1
5 CancelDueToBackOutOfTrade Cancel Due To Back Out of Trade FIX.4.4EP4
FIX.4.4 FIX.5.0SP2EP141
856 TradeReportType int Indicates action to take on trade.
Value SymbolicName Description Added Updated Deprecated
0 Submit Submit FIX.4.4
1 Alleged Alleged FIX.4.4
2 Accept Accept FIX.4.4
3 Decline Decline FIX.4.4
4 Addendum Used to provide material supplemental data to a previously submitted trade. FIX.4.4 FIX.5.0SP2EP241
5 No Used to report a full replacement of a previously submitted trade. FIX.4.4 FIX.5.0SP2EP241
6 TradeReportCancel Trade Report Cancel FIX.4.4
7 LockedIn (Locked-In) Trade Break FIX.4.4
8 Defaulted Defaulted FIX.4.4EP4
9 InvalidCMTA Invalid CMTA FIX.4.4EP8
10 Pended Pended FIX.4.4EP23
11 AllegedNew Alleged New FIX.4.4EP23
12 AllegedAddendum Alleged Addendum FIX.4.4EP23
13 AllegedNo Alleged No/Was FIX.4.4EP23
14 AllegedTradeReportCancel Alleged Trade Report Cancel FIX.4.4EP23
15 AllegedTradeBreak Alleged (Locked-In) Trade Break FIX.4.4EP23
16 Verify Used in reports from a trading party to the SDR to confirm trade details. Omit RegulatoryReportType(1934). FIX.5.0SP2EP187
17 Dispute Used in reports from a trading party to the SDR to dispute trade details. Omit RegulatoryReportType(1934). FIX.5.0SP2EP187
18 NonMaterialUpdate Used to provide non-material supplemental data to a previously submitted trade. FIX.5.0SP2EP241
FIX.4.4 FIX.5.0SP2EP141
828 TrdType int Type of trade.
Value SymbolicName Description Added Updated Deprecated
0 RegularTrade Regular trade FIX.4.4 FIX.5.0SP2EP141
1 BlockTrade Block trade FIX.4.4 FIX.5.0SP2EP141
2 EFP Exchange for physical (EFP) FIX.4.4 FIX.5.0SP2EP141
3 Transfer Transfer FIX.4.4
4 LateTrade Late trade FIX.4.4 FIX.5.0SP2EP141
5 TTrade T trade FIX.4.4 FIX.5.0SP2EP141
6 WeightedAveragePriceTrade Weighted average price trade FIX.4.4 FIX.5.0SP2EP141
7 BunchedTrade Bunched trade FIX.4.4 FIX.5.0SP2EP141
8 LateBunchedTrade Late bunched trade FIX.4.4 FIX.5.0SP2EP141
9 PriorReferencePriceTrade Prior reference price trade FIX.4.4 FIX.5.0SP2EP141
10 AfterHoursTrade After hours trade FIX.4.4 FIX.5.0SP2EP141
11 ExchangeForRisk Exchange for risk (EFR) FIX.4.4EP5 FIX.5.0SP2EP141
12 ExchangeForSwap Exchange for swap (EFS) FIX.4.4EP5 FIX.5.0SP2EP141
13 ExchangeOfFuturesFor For example full sized for mini. FIX.4.4EP5 FIX.5.0SP2EP141
14 ExchangeOfOptionsForOptions Exchange of options for options (EOO) FIX.4.4EP5 FIX.5.0SP2EP141
15 TradingAtSettlement Trading at settlement FIX.4.4EP5 FIX.5.0SP2EP141
16 AllOrNone All or none FIX.4.4EP5 FIX.5.0SP2EP141
17 FuturesLargeOrderExecution Futures large order execution FIX.4.4EP5 FIX.5.0SP2EP141
18 ExchangeOfFuturesForFutures Exchange of futures for external market futures (EFF) FIX.4.4EP5 FIX.5.0SP2EP141
19 OptionInterimTrade Option interim trade FIX.4.4EP5 FIX.5.0SP2EP141
20 OptionCabinetTrade Option cabinet trade FIX.4.4EP5 FIX.5.0SP2EP141
22 PrivatelyNegotiatedTrades Privately negotiated trade FIX.4.4EP19 FIX.5.0SP2EP141
23 SubstitutionOfFuturesForForwards Substitution of futures for forwards FIX.4.4EP19 FIX.5.0SP2EP141
48 NonStandardSettlement Non-standard settlement FIX.5.0EP47
49 DerivativeRelatedTransaction Derivative related transaction FIX.5.0EP47 FIX.5.0SP2EP141
50 PortfolioTrade Portfolio trade FIX.5.0EP47 FIX.5.0SP2EP141
51 VolumeWeightedAverageTrade Volume weighted average trade FIX.5.0EP47 FIX.5.0SP2EP141
52 ExchangeGrantedTrade Exchange granted trade FIX.5.0EP47 FIX.5.0SP2EP141
53 RepurchaseAgreement Repurchase agreement FIX.5.0EP47 FIX.5.0SP2EP141
54 OTC Trade executed off-market. In the context of CFTC regulatory reporting for swaps, it is a large notional off-facility swap. In the context of MiFID transparency reporting rules this is used to report, into an exchange, deals made outside exchange rules. FIX.5.0EP47 FIX.5.0SP2EP177
55 ExchangeBasisFacility Exchange basis facility (EBF) FIX.5.0EP55 FIX.5.0SP2EP141
24 ErrorTrade Error trade FIX.4.4EP26
25 SpecialCumDividend Special cum dividend (CD) FIX.4.4EP26
26 SpecialExDividend Special ex dividend (XD) FIX.4.4EP26
27 SpecialCumCoupon Special cum coupon (CC) FIX.4.4EP26
28 SpecialExCoupon Special ex coupon (XC) FIX.4.4EP26
29 CashSettlement Cash settlement (CS) FIX.4.4EP26
30 SpecialPrice Usually net or all-in price. FIX.4.4EP26 FIX.5.0SP2EP141
31 GuaranteedDelivery Guaranteed delivery (GD) FIX.4.4EP26
32 SpecialCumRights Special cum rights (CR) FIX.4.4EP26
33 SpecialExRights Special ex rights (XR) FIX.4.4EP26
34 SpecialCumCapitalRepayments Special cum capital repayments (CP) FIX.4.4EP26
35 SpecialExCapitalRepayments Special ex capital repayments (XP) FIX.4.4EP26
36 SpecialCumBonus Special cum bonus (CB) FIX.4.4EP26
37 SpecialExBonus Special ex bonus (XB) FIX.4.4EP26
38 LargeTrade The same as large trade. FIX.4.4EP26 FIX.5.0SP2EP141
39 WorkedPrincipalTrade Worked principal trade FIX.4.4EP26 FIX.5.0SP2EP141
40 BlockTrades Block trades FIX.4.4EP26 FIX.5.0SP2EP141
41 NameChange Name change FIX.4.4EP26
42 PortfolioTransfer Portfolio transfer FIX.4.4EP26
43 ProrogationBuy Used by Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system). Trades must be reported as crosses at zero price. FIX.4.4EP26 FIX.5.0SP2EP141
44 ProrogationSell See prorogation buy. FIX.4.4EP26 FIX.5.0SP2EP141
45 OptionExercise Option exercise FIX.4.4EP26
46 DeltaNeutralTransaction Delta neutral transaction FIX.4.4EP26
47 FinancingTransaction Financing transaction FIX.4.4EP26 FIX.5.0SP2EP141
56 OpeningTrade Opening trade FIX.5.0SP2EP104 FIX.5.0SP2EP141
57 NettedTrade Netted trade FIX.5.0SP2EP141
58 BlockSwapTrade Block trade executed off-market or on a registered market. In the context of CFTC regulatory reporting for swaps, it is a swap executed according to SEF or DCM rules. FIX.5.0SP2EP161 FIX.5.0SP2EP177
61 GiveUpGiveInTrade Give-up Give-in trade FIX.5.0SP2EP163
62 DarkTrade A Market Model Typology dark trade might also come from a lit/hybrid book, when an aggressive lit order hits a resting dark order. FIX.5.0SP2EP163
63 TechnicalTrade Technical trade FIX.5.0SP2EP163
64 Benchmark For Market Model Typology (MMT) the "benchmark" price depends on a benchmark which has no current price but was derived from a time series such as a VWAP. FIX.5.0SP2EP163 FIX.5.0SP2EP216
59 CreditEventTrade Credit event trade FIX.5.0SP2EP165 FIX.5.0SP2EP169
60 SuccessionEventTrade Succession event trade FIX.5.0SP2EP165 FIX.5.0SP2EP169
65 PackageTrade Identifies the pseudo-trade of a stream or collection of trades to be cleared and be reported as an atomic unit. The subsequent actual trades reported should not have this value. FIX.5.0SP2EP192
FIX.4.4
829 TrdSubType int Further qualification to the trade type
Value SymbolicName Description Added Updated Deprecated
0 CMTA CMTA FIX.4.4EP4
1 InternalTransferOrAdjustment Internal transfer or adjustment FIX.4.4EP4
2 ExternalTransferOrTransferOfAccount External transfer or transfer of account FIX.4.4EP4
3 RejectForSubmittingSide Reject for submitting side FIX.4.4EP4
4 AdvisoryForContraSide Advisory for contra side FIX.4.4EP4
5 OffsetDueToAnAllocation Offset due to an allocation FIX.4.4EP5
6 OnsetDueToAnAllocation Onset due to an allocation FIX.4.4EP5 FIX.5.0SP1EP95
7 DifferentialSpread Differential spread FIX.4.4EP5
8 ImpliedSpreadLegExecutedAgainstAnOutright Implied spread leg executed against an outright FIX.4.4EP5
9 TransactionFromExercise Transaction from exercise FIX.4.4EP5
10 TransactionFromAssignment Transaction from assignment FIX.4.4EP5
11 ACATS ACATS FIX.4.4EP8
33 OffHoursTrade Off Hours Trade FIX.5.0EP61
34 OnHoursTrade On Hours Trade FIX.5.0EP61
35 OTCQuote OTC Quote FIX.5.0EP61
36 ConvertedSWAP Converted SWAP FIX.5.0EP-1
14 AI AI (Automated input facility disabled in response to an exchange request.) FIX.4.4EP26
15 B B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) FIX.4.4EP26
16 K K (Transaction using block trade facility.) FIX.4.4EP26
17 LC LC (Correction submitted more than three days after publication of the original trade report.) FIX.4.4EP26
18 M M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) FIX.4.4EP26
19 N N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) FIX.4.4EP26
20 NM NM ( i) transaction where Exchange has granted permission for non-publication
ii)IDB is reporting as seller
iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)		 FIX.4.4EP26
21 NR NR (Non-risk transaction in a SEATS security other than an AIM security) FIX.4.4EP26
22 P P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) FIX.4.4EP26
23 PA PA (Protected transaction notification) FIX.4.4EP26
24 PC PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) FIX.4.4EP26
25 PN PN (Worked principal notification for a portfolio transaction which includes order book securities) FIX.4.4EP26
26 R R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction)
(ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or
(iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)		 FIX.4.4EP26
27 RO RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) FIX.4.4EP26
28 RT RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) FIX.4.4EP26
29 SW SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) FIX.4.4EP26
30 T T (If reporting a single protected transaction) FIX.4.4EP26
31 WN WN (Worked principal notification for a single order book security) FIX.4.4EP26
32 WT WT (Worked principal transaction (other than a portfolio transaction)) FIX.4.4EP26
37 CrossedTrade Crossed Trade (X) FIX.5.0EP-1
38 InterimProtectedTrade Interim Protected Trade (I) FIX.5.0EP-1
39 LargeInScale Large in Scale (L) FIX.5.0EP-1
40 WashTrade Wash Trade FIX.5.0SP2EP101
41 TradeAtSettlement Identifies a trade that will be priced using the settlement price. FIX.5.0SP2EP107 FIX.5.0SP2EP227
43 TradeAtMarker Posted at a specific time each day and used to price the consummated trade for the product/month/strip executed (+/- and differentials). Closely related to TAS trades in function and trade practice. FIX.5.0SP2EP107 FIX.5.0SP2EP227
42 AuctionTrade Mutually exclusive with TrdSubType(829) = 50 (Balancing). FIX.5.0SP2EP114 FIX.5.0SP2EP227
44 CreditDefault Default (Credit Event) FIX.5.0SP2EP165
45 CreditRestructuring Restructuring (credit event) FIX.5.0SP2EP165
46 Merger Merger (succession event) FIX.5.0SP2EP165
47 SpinOff Spin-off (succession event) FIX.5.0SP2EP165
48 MultilateralCompression A subtype of TrdType(828) = 57 (Netted trade) in order to identify a special case of compression. FIX.5.0SP2EP201
50 Balancing Identifies an additional trade distributed to auction participants meant to resolve an imbalance between bids and offers.
Mutually exclusive with TrdSubType(829) = 42 =(Auction).		 FIX.5.0SP2EP227
51 BasisTradeIndexClose The marketplace name given to Trade at Marker (TAM) transactions in equity index futures. FIX.5.0SP2EP227
52 TradeAtCashOpen The marketplace name given to trading futures based on an opening quote of the underlying cash market. FIX.5.0SP2EP243
FIX.4.4
855 SecondaryTrdType int Additional TrdType(828) assigned to a trade by trade match system. FIX.4.4
1849 OffsetInstruction int Indicates the trade is a result of an offset or onset.
Value SymbolicName Description Added Updated Deprecated
0 Offset A type of transaction where an executing firm gives up a trade as a result of an allocation. Or, in the case of a reversal of an allocation, the take-up (claiming) firm's transaction. FIX.5.0SP2EP141
1 Onset A type of transaction where a take-up (claiming) firm takes up a trade as a result of an allocation. Or, in the case of a reversal of an allocation, the executing firm's transaction. FIX.5.0SP2EP141
FIX.5.0SP2
1123 TradeHandlingInstr char Specified how the TradeCaptureReport(35=AE) should be handled by the respondent.
Value SymbolicName Description Added Updated Deprecated
0 TradeConfirmation Trade confirmation FIX.4.4EP-1 FIX.5.0SP2EP136
1 TwoPartyReport Two-party report FIX.4.4EP-1 FIX.5.0SP2EP136
2 OnePartyReportForMatching One-party report for matching FIX.4.4EP-1 FIX.5.0SP2EP136
3 OnePartyReportForPassThrough Can be used when one of the parties to the trade submits a report which then has to be approved or confirmed by the other (counter)party. FIX.4.4EP-1 FIX.5.0SP2EP212
4 AutomatedFloorOrderRouting Automated floor order routing FIX.4.4EP-1 FIX.5.0SP2EP136
5 TwoPartyReportForClaim Two-party report for claim FIX.5.0EP55 FIX.5.0SP2EP136
6 OnePartyReport One-party report FIX.5.0SP2EP136
7 ThirdPtyRptForPassThrough Can be used when RootParties component contains a service provider role who submits the trade report and is not necessarily also on one side of the trade. FIX.5.0SP2EP212
8 OnePartyReportAutoMatch Indicates that the submission is a transfer trade to a firm or account that is part of the same corporate entity and that once validated the transfer should be automatically accepted without confirmation. FIX.5.0SP2EP227
FIX.4.4
1124 OrigTradeHandlingInstr char Optionally used with TradeHandlingInstr = 0 to relay the trade handling instruction used when reporting the trade to the marketplace. Same values as TradeHandlingInstr (1123) FIX.4.4
1125 OrigTradeDate LocalMktDate None FIX.4.4 FIX.5.0SP2EP141
1126 OrigTradeID String None FIX.4.4 FIX.5.0SP2EP141
1127 OrigSecondaryTradeID String None FIX.4.4 FIX.5.0SP2EP141
830 TransferReason String Reason trade is being transferred FIX.4.4
RootParties None FIX.4.4 FIX.5.0SP2EP141
150 ExecType char Type of execution being reported. Uses subset of ExecType(150) for trade capture reports.
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.4.1
3 DoneForDay Done for day FIX.4.1
4 Canceled Canceled FIX.4.1
5 Replaced Replaced FIX.4.1
6 PendingCancel Pending Cancel (e.g. result of Order Cancel Request) FIX.4.1
7 Stopped Stopped FIX.4.1
8 Rejected Rejected FIX.4.1
9 Suspended Suspended FIX.4.1
A PendingNew Pending New FIX.4.1
B Calculated Calculated FIX.4.1
C Expired Expired FIX.4.1
D Restated Restated (Execution Report sent unsolicited by sellside, with ExecRestatementReason (378) set) FIX.4.2
E PendingReplace Pending Replace (e.g. result of Order Cancel/Replace Request) FIX.4.2
F Trade Trade (partial fill or fill) FIX.4.3
G TradeCorrect Trade Correct FIX.4.3
H TradeCancel Trade Cancel FIX.4.3
I OrderStatus Order Status FIX.4.3
J TradeInAClearingHold Trade in a Clearing Hold FIX.4.4EP5
K TradeHasBeenReleasedToClearing Trade has been released to Clearing FIX.4.4EP5
L TriggeredOrActivatedBySystem Triggered or Activated by System FIX.4.4EP22
M Locked Locked FIX.5.0SP2EP131
N Released Released FIX.5.0SP2EP131
FIX.4.4 FIX.5.0SP2EP141
572 TradeReportRefID String The TradeReportID(571) that is being referenced for trade correction or cancelation. FIX.4.4 FIX.5.0SP2EP141
881 SecondaryTradeReportRefID String The SecondaryTradeReportID that is being referenced for some action, such as correction or cancellation FIX.4.4 FIX.5.0
939 TrdRptStatus int Status of trade report.
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.4.4
1 Rejected Rejected FIX.4.4
3 AcceptedWithErrors Accepted with errors FIX.4.4EP13 FIX.5.0SP2EP107
2 Cancelled Cancelled FIX.5.0SP2EP107
4 PendingNew Pending New FIX.5.0SP2EP107
5 PendingCancel Pending Cancel FIX.5.0SP2EP107
6 PendingReplace Pending Replace FIX.5.0SP2EP107
7 Terminated Terminated FIX.5.0SP2EP165
8 PendingVerification Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have not been verified by one or both parties. FIX.5.0SP2EP187
9 DeemedVerified Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details are deemed verified by the SDR by have not been confirmed by the trading parties. FIX.5.0SP2EP187
10 Verified Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have been confirmed by the trading parties. FIX.5.0SP2EP187
11 Disputed Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have been disputed by a trading party. FIX.5.0SP2EP187
FIX.4.4 FIX.5.0SP2EP141
1523 TrdAckStatus int Used to indicate the status of the trade submission (not the trade report)
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.5.0SP2EP107
1 Rejected Rejected FIX.5.0SP2EP107
2 Received Received FIX.5.0SP2EP107
FIX.5.0SP2
751 TradeReportRejectReason int None
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.5.0SP2EP141
1328 RejectText String Reason description for rejecting the TradeCaptureReport(35=AE). FIX.5.0SP2
1664 EncodedRejectTextLen Length Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. FIX.5.0SP2
1665 EncodedRejectText data Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
818 SecondaryTradeReportID String Secondary trade report identifier - can be used to associate an additional identifier with a trade. FIX.4.4 FIX.5.0
263 SubscriptionRequestType char If the field is absent, SubscriptionRequestType(263)=0(Snapshot) will be the default.
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.4 FIX.5.0SP2EP141
820 TradeLinkID String None FIX.4.4 FIX.5.0SP2EP141
880 TrdMatchID String Identifier assigned to a trade by a matching system. FIX.4.4
17 ExecID String Exchanged assigned execution identifier (trade identifier). FIX.4.4 FIX.5.0SP2EP141
527 SecondaryExecID String Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system. FIX.4.4
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.4.4
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.4.4
423 PriceType int Code to represent the price type.
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.4.4
PriceQualifierGrp FIX.5.0SP2
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.5.0SP2
822 UnderlyingTradingSessionID String Trading Session in which the underlying instrument trades FIX.4.4
823 UnderlyingTradingSessionSubID String Trading Session sub identifier in which the underlying instrument trades FIX.4.4
716 SettlSessID String None
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 FIX.5.0SP1EP95
717 SettlSessSubID String SubID value associated with SettlSessID(716) FIX.4.4
854 QtyType int Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts FIX.4.4 FIX.5.0SP2EP107
2 UnitsOfMeasurePerTimeUnit Unit of Measure per Time Unit FIX.4.4EP5 FIX.5.0SP2EP107
FIX.4.4
32 LastQty Qty Quantity (e.g. shares) bought/sold on this (last) fill.
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
31 LastPx Price Price of this (last) fill. FIX.4.4
1430 VenueType char Identifies the type of venue where a trade was executed
Value SymbolicName Description Added Updated Deprecated
E Electronic Electronic exchange FIX.5.0SP1EP77 FIX.5.0SP2EP141
P Pit Pit FIX.5.0SP1EP77
X ExPit Ex-pit FIX.5.0SP1EP77 FIX.5.0SP2EP141
C ClearingHouse Clearinghouse FIX.5.0SP2EP141
R RegisteredMarket Markets registered with regulators such as exchange, multilateral trading facility (MTF), swap execution facility (SEF). In the context of regulatory reporting (e.g. CFTC reporting), this is used for regulated markets, e.g. swap markets. FIX.5.0SP2EP161
O OffMarket Off-book, off-facility. In the context of regulatory reporting (e.g. CFTC reporting) this identifies trades conducted away from a regulated market. FIX.5.0SP2EP161
B CentralLimitOrderBook Central limit order book FIX.5.0SP2EP163
Q QuoteDrivenMarket Quote driven market FIX.5.0SP2EP163
D DarkOrderBook Dark order book FIX.5.0SP2EP163
A AuctionDrivenMarket Markets where matching occurs only in scheduled auctions. FIX.5.0SP2EP216
N QuoteNegotiation Discretionary quoting on request or "request for quote" market. FIX.5.0SP2EP216
V VoiceNegotiation A trading system where transactions between members are arranged through voice negotiation. FIX.5.0SP2EP228
H HybridMarket A hybrid system falling into two or more types of trading systems. Can also be used for ESMA RTS 1 "other type of trading system". FIX.5.0SP2EP228
FIX.5.0SP1
1300 MarketSegmentID String Identifies the market segment FIX.5.0SP1
1301 MarketID Exchange Identifies the market FIX.5.0SP1
Instrument ✔ None FIX.4.4 FIX.5.0SP2EP141
InstrumentExtension FIX.5.0SP2
FinancingDetails FIX.5.0SP2
669 LastParPx Price Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (31) is expressed in Yield, Spread, Discount or any other type.
Usage: Execution Report and Allocation Report repeating executions block (from sellside). 		FIX.4.4
1056 CalculatedCcyLastQty Qty Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx. FIX.4.4
1071 LastSwapPoints PriceOffset For FX Swap, this is used to express the last market event for the differential between the far leg's bid/offer and the near leg's bid/offer in a fill or partial fill. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4
2762 PriceMarkup PriceOffset Dealer's markup of market price to LastPx(31). FIX.5.0SP2
AveragePriceDetail FIX.5.0SP2
15 Currency Currency Primary currency of the specified currency pair. Used to qualify LastQty(32) and GrossTradeAmout(381). FIX.5.0 FIX.5.0SP2EP141
120 SettlCurrency Currency Contra currency of the deal. Used to qualify CalculatedCcyLastQty(1056). FIX.5.0 FIX.5.0SP2EP141
194 LastSpotRate Price F/X spot rate. FIX.4.4
195 LastForwardPoints PriceOffset F/X forward points added to LastSpotRate (94). May be a negative value. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4
30 LastMkt Exchange Market of execution for last fill, or an indication of the market where an order was routed
Valid values:
See "Appendix 6-C" 		FIX.4.4
75 TradeDate LocalMktDate Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.4
715 ClearingBusinessDate LocalMktDate The business date for which the trade is expected to be cleared. FIX.4.4
6 AvgPx Price Calculated average price of all fills on this order.
For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (31). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount. 		FIX.4.4
1731 AvgPxGroupID String Used by submitting firm to group trades being allocated into an average price group. The trades in average price group will be used to calculate an average price for the group. FIX.5.0SP2
819 AvgPxIndicator int Average pricing indicator.
Value SymbolicName Description Added Updated Deprecated
0 NoAveragePricing No average pricing FIX.4.4 FIX.5.0SP2EP141
1 Trade Trade is part of an average price group identified by the AvgPxGroupID(1731) FIX.4.4 FIX.5.0SP2EP141
2 LastTrade Last trade of the average price group identified by the AvgPxGroupID(1731) FIX.4.4 FIX.5.0SP2EP234
3 NotionalValueAveragePxGroupTrade A notional value average price (NVAP) group is effectively closed and available for allocation as long as the NVAP of the group is non-zero. FIX.5.0SP2EP239
4 AveragePricedTrade Trade is average priced FIX.5.0SP2EP240
FIX.4.4
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.4.4
824 TradeLegRefID String Reference to the leg of a multileg instrument to which this trade refers FIX.4.4
60 TransactTime UTCTimestamp Time this message was issued by matching system, trading system or counterparty. FIX.4.4 FIX.5.0SP2EP141
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.4.4
UndInstrmtGrp FIX.4.4
573 MatchStatus char The status of this trade with respect to matching or comparison.
Value SymbolicName Description Added Updated Deprecated
0 Compared Compared, matched or affirmed FIX.4.3
1 Uncompared Uncompared, unmatched, or 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.4.4
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.4.4
797 CopyMsgIndicator Boolean Indicates whether or not this message is a drop copy of another message. FIX.4.4
TrdRepIndicatorsGrp FIX.5.0
852 PublishTrdIndicator Boolean Indicates if a trade should be reported via a market reporting service.
Value SymbolicName Description Added Updated Deprecated
N DoNotReportTrade Do Not Report Trade FIX.4.4
Y ReportTrade Report Trade FIX.4.4
FIX.4.4 FIX.5.0
1390 TradePublishIndicator int Indicates if a trade should be or has been published via a market publication service. The indicator governs all publication services of the recipient. Replaces PublishTrdIndicator(852).
Value SymbolicName Description Added Updated Deprecated
0 DoNotPublishTrade Do Not Publish Trade FIX.5.0EP61
1 PublishTrade Publish Trade FIX.5.0EP61
2 DeferredPublication Deferred Publication FIX.5.0EP61
3 Published Indicates that the transaction has been published to the market. FIX.5.0SP2EP229
FIX.5.0
853 ShortSaleReason int Reason for short sale.
Value SymbolicName Description Added Updated Deprecated
0 DealerSoldShort Dealer Sold Short FIX.4.4
1 DealerSoldShortExempt Dealer Sold Short Exempt FIX.4.4
2 SellingCustomerSoldShort Selling Customer Sold Short FIX.4.4
3 SellingCustomerSoldShortExempt Selling Customer Sold Short Exempt FIX.4.4
4 QualifiedServiceRepresentative Qualified Service Representative (QSR) or Automatic Give-up (AGU) Contra Side Sold Short FIX.4.4
5 QSROrAGUContraSideSoldShortExempt QSR or AGU Contra Side Sold Short Exempt FIX.4.4
FIX.4.4
TrdInstrmtLegGrp FIX.4.4
TrdRegTimestamps FIX.4.4
725 ResponseTransportType int None
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 FIX.5.0SP2EP141
726 ResponseDestination String None FIX.4.4 FIX.5.0SP2EP141
58 Text String None FIX.4.4 FIX.5.0SP2EP141
354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. FIX.4.4 FIX.5.0SP2EP141
355 EncodedText data None FIX.4.4 FIX.5.0SP2EP141
1015 AsOfIndicator char None
Value SymbolicName Description Added Updated Deprecated
0 False false - trade is not an AsOf trade FIX.4.4EP-1
1 True true - trade is an AsOf trade FIX.4.4EP-1
FIX.4.4 FIX.5.0SP2EP141
635 ClearingFeeIndicator String Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.
(Values source CBOT, CME, NYBOT, and NYMEX):
Value SymbolicName Description Added Updated Deprecated
1 FirstYearDelegate 1st year delegate trading for own account FIX.4.3
2 SecondYearDelegate 2nd year delegate trading for own account FIX.4.3
3 ThirdYearDelegate 3rd year delegate trading for own account FIX.4.3
4 FourthYearDelegate 4th year delegate trading for own account FIX.4.3
5 FifthYearDelegate 5th year delegate trading for own account FIX.4.3
9 SixthYearDelegate 6th year delegate trading for own account FIX.4.3
B CBOEMember CBOE Member FIX.4.3
C NonMemberAndCustomer Non-member and Customer FIX.4.3
E EquityMemberAndClearingMember Equity Member and Clearing Member FIX.4.3
F FullAndAssociateMember Full and Associate Member trading for own account and as floor brokers FIX.4.3
H Firms106HAnd106J 106.H and 106.J firms FIX.4.3
I GIM GIM, IDEM and COM Membership Interest Holders FIX.4.3
L Lessee106FEmployees Lessee 106.F Employees FIX.4.3
M AllOtherOwnershipTypes All other ownership types FIX.4.3
FIX.4.4
PositionAmountData None FIX.4.4 FIX.5.0SP2EP141
994 TierCode String Indicates the algorithm (tier) used to match a trade. FIX.4.4 FIX.5.0SP2EP141
1011 MessageEventSource String None FIX.4.4 FIX.5.0SP2EP141
779 LastUpdateTime UTCTimestamp Used to indicate reports after a specific time. FIX.4.4 FIX.5.0SP2EP141
991 RndPx Price Specifies the rounded price to quoted precision. FIX.4.4
TradeQtyGrp FIX.5.0SP2
TrdCapRptAckSideGrp FIX.4.4
1135 RptSys String Indicates the system or medium on which the report has been published FIX.4.4
381 GrossTradeAmt Amt (LastQty(32) * LastPx(31) or LastParPx(669)). For Fixed Income, LastParPx(669) is used when LastPx(31) is not expressed as "percent of par" price. FIX.4.4 FIX.5.0SP2EP141
64 SettlDate LocalMktDate Specific date of trade settlement (SettlementDate) in YYYYMMDD format.
If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued)
(expressed in local time at place of settlement) 		FIX.4.4
1329 FeeMultiplier float This is a multiplier that Clearing (Fee system) will use to calculate fees and will be sent to the firms on their confirms. FIX.5.0
2343 RiskLimitCheckStatus int Indicates the status of the risk limit check performed on a trade.
Value SymbolicName Description Added Updated Deprecated
0 Accepted For use when none of the more specific status enumerations apply. FIX.5.0SP2EP172
1 Rejected For use when none of the more specific status enumerations apply. FIX.5.0SP2EP172
2 ClaimRequired Indicates that the clearing firm is required to accept or decline the trade. FIX.5.0SP2EP172
3 PreDefinedLimitCheckSucceeded Indicates a check enforced automatically by the clearing house. FIX.5.0SP2EP172
4 PreDefinedLimitCheckFailed Indicates a check enforced automatically by the clearing house. FIX.5.0SP2EP172
5 PreDefinedAutoAcceptRuleInvoked Indicates that the clearing firm is required to accept or decline the trade because no limit or rule applies. FIX.5.0SP2EP172
6 PreDefinedAutoRejectRuleInvoked Indicates a check enforced automatically by the clearing house. Note that clearing house rules of engagement may still require a clearing firm accept or reject the trade. FIX.5.0SP2EP172
7 AcceptedByClearingFirm Indicates that explicit action by the clearing firm, and not an automatic check by the clearing house, was the basis for accepting the trade. FIX.5.0SP2EP172
8 RejectedByClearingFirm Indicates that explicit action by the clearing firm, and not an automatic check by the clearing house, was the basis for rejecting the trade. FIX.5.0SP2EP172
9 Pending Indicates that one or more side level risk checks are in progress. FIX.5.0SP2EP172
10 AcceptedByCreditHub Indicates that a credit hub accepted the trade. An identifier assigned by the credit hub may appear in the appropriate RefRiskLimitCheckID(2334) field. FIX.5.0SP2EP180
11 RejectedByCreditHub Indicates that a credit hub rejected the trade. FIX.5.0SP2EP180
12 PendingCreditHubCheck Indicates that a check is pending at a credit hub. FIX.5.0SP2EP180
13 AcceptedByExecVenue Indicates acceptance by an execution venue, such as a SEF. FIX.5.0SP2EP180
14 RejectedByExecVenue Indicates that the trade was rejected by an execution venue, such as a SEF. FIX.5.0SP2EP180
FIX.5.0SP2
StandardTrailer ✔ FIX.4.4

AllocationReport (35=AS)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AS FIX.4.4
755 AllocReportID ✔ String Unique identifier for this message FIX.4.4
70 AllocID String Unique identifier for allocation message.
(Prior to FIX 4.1 this field was of type int) 		FIX.4.4
2758 AllocRequestID String May be used to link to a previously submitted AllocationInstructionAlertRequest(35=DU). FIX.5.0SP2
71 AllocTransType ✔ char i.e. New, Cancel, Replace
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.2.7
1 Replace Replace FIX.2.7
2 Cancel Cancel FIX.2.7
3 Preliminary Preliminary (without MiscFees and NetMoney) (Removed/Replaced) FIX.4.1 FIX.4.2
4 Calculated Calculated (includes MiscFees and NetMoney) (Removed/Replaced) FIX.4.1 FIX.4.2
5 CalculatedWithoutPreliminary Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced) FIX.4.2 FIX.4.2
6 Reversal Reversal FIX.4.4EP5
FIX.4.4
795 AllocReportRefID String Required for AllocTransType = Replace or Cancel FIX.4.4
796 AllocCancReplaceReason int Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation report
Value SymbolicName Description Added Updated Deprecated
1 OriginalDetailsIncomplete Original details incomplete/incorrect FIX.4.4
2 ChangeInUnderlyingOrderDetails Change in underlying order details FIX.4.4
99 Other Other FIX.4.4
3 CancelledByGiveupFirm Cancelled by give-up firm FIX.5.0SP2EP118
FIX.4.4
793 SecondaryAllocID String Optional second identifier for this allocation instruction (need not be unique) FIX.4.4
1730 AllocGroupID String Group identifier assigned by the clearinghouse FIX.5.0SP2
2771 PreviousAllocGroupID String May be used to identify the previous AllocGroupID(1730) being changed by this message when AllocGroupStatus(2767)=3 (Changed). FIX.5.0SP2
2759 GroupAmount Amt Indicates the total notional units or amount of an allocation group. Includes any allocated units or amount. FIX.5.0SP2
2767 AllocGroupStatus int Status of the trade give-up relative to the group identified in AllocGroupID(1730).
Value SymbolicName Description Added Updated Deprecated
0 Added This trade has been associated with the group for the first time. FIX.5.0SP2EP240
1 Canceled This trade has been removed from the group. FIX.5.0SP2EP240
2 Replaced This trade already in the group has been updated. FIX.5.0SP2EP240
3 Changed An allocated trade or give-up has moved from one allocation group to another. FIX.5.0SP2EP241
4 Pending A request to assign or change an allocation group is pending. FIX.5.0SP2EP241
FIX.5.0SP2
1728 FirmGroupID String Firm assigned entity identifier for the allocation FIX.5.0SP2
794 AllocReportType ✔ int Specifies the purpose or type of Allocation Report message
Value SymbolicName Description Added Updated Deprecated
2 PreliminaryRequestToIntermediary Preliminary request to intermediary FIX.4.4EP5 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
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.4.4
88 AllocRejCode int Required for AllocStatus = 1 (rejected)
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.4.4
72 RefAllocID String Required for AllocTransType = Replace or Cancel FIX.4.4
1738 AllocReversalStatus int Can be used for reporting on status of reversal transaction when AllocReportType(794) is 18 (Alleged reversal) or 17 (Reversal).
Value SymbolicName Description Added Updated Deprecated
0 Completed Completed FIX.5.0SP2EP118
1 Refused Refused FIX.5.0SP2EP118
2 Cancelled Cancelled FIX.5.0SP2EP118
FIX.5.0SP2
808 AllocIntermedReqType int Required if AllocReportType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
Value SymbolicName Description Added Updated Deprecated
1 PendingAccept Pending Accept FIX.4.4
2 PendingRelease Pending Release FIX.4.4
3 PendingReversal Pending Reversal FIX.4.4
4 Accept Accept FIX.4.4
5 BlockLevelReject Block Level Reject FIX.4.4
6 AccountLevelReject Account Level Reject FIX.4.4
FIX.4.4
196 AllocLinkID String Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" FIX.4.4
197 AllocLinkType int Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified.
Value SymbolicName Description Added Updated Deprecated
0 FXNetting FX Netting FIX.4.1
1 FXSwap FX Swap FIX.4.1
FIX.4.4
466 BookingRefID String Common reference passed to a post-trade booking process (e.g. industry matching utility). FIX.4.4
715 ClearingBusinessDate LocalMktDate Indicates Clearing Business Date for which transaction will be settled. FIX.4.4
828 TrdType int Indicates Trade Type of Allocation.
Value SymbolicName Description Added Updated Deprecated
0 RegularTrade Regular trade FIX.4.4 FIX.5.0SP2EP141
1 BlockTrade Block trade FIX.4.4 FIX.5.0SP2EP141
2 EFP Exchange for physical (EFP) FIX.4.4 FIX.5.0SP2EP141
3 Transfer Transfer FIX.4.4
4 LateTrade Late trade FIX.4.4 FIX.5.0SP2EP141
5 TTrade T trade FIX.4.4 FIX.5.0SP2EP141
6 WeightedAveragePriceTrade Weighted average price trade FIX.4.4 FIX.5.0SP2EP141
7 BunchedTrade Bunched trade FIX.4.4 FIX.5.0SP2EP141
8 LateBunchedTrade Late bunched trade FIX.4.4 FIX.5.0SP2EP141
9 PriorReferencePriceTrade Prior reference price trade FIX.4.4 FIX.5.0SP2EP141
10 AfterHoursTrade After hours trade FIX.4.4 FIX.5.0SP2EP141
11 ExchangeForRisk Exchange for risk (EFR) FIX.4.4EP5 FIX.5.0SP2EP141
12 ExchangeForSwap Exchange for swap (EFS) FIX.4.4EP5 FIX.5.0SP2EP141
13 ExchangeOfFuturesFor For example full sized for mini. FIX.4.4EP5 FIX.5.0SP2EP141
14 ExchangeOfOptionsForOptions Exchange of options for options (EOO) FIX.4.4EP5 FIX.5.0SP2EP141
15 TradingAtSettlement Trading at settlement FIX.4.4EP5 FIX.5.0SP2EP141
16 AllOrNone All or none FIX.4.4EP5 FIX.5.0SP2EP141
17 FuturesLargeOrderExecution Futures large order execution FIX.4.4EP5 FIX.5.0SP2EP141
18 ExchangeOfFuturesForFutures Exchange of futures for external market futures (EFF) FIX.4.4EP5 FIX.5.0SP2EP141
19 OptionInterimTrade Option interim trade FIX.4.4EP5 FIX.5.0SP2EP141
20 OptionCabinetTrade Option cabinet trade FIX.4.4EP5 FIX.5.0SP2EP141
22 PrivatelyNegotiatedTrades Privately negotiated trade FIX.4.4EP19 FIX.5.0SP2EP141
23 SubstitutionOfFuturesForForwards Substitution of futures for forwards FIX.4.4EP19 FIX.5.0SP2EP141
48 NonStandardSettlement Non-standard settlement FIX.5.0EP47
49 DerivativeRelatedTransaction Derivative related transaction FIX.5.0EP47 FIX.5.0SP2EP141
50 PortfolioTrade Portfolio trade FIX.5.0EP47 FIX.5.0SP2EP141
51 VolumeWeightedAverageTrade Volume weighted average trade FIX.5.0EP47 FIX.5.0SP2EP141
52 ExchangeGrantedTrade Exchange granted trade FIX.5.0EP47 FIX.5.0SP2EP141
53 RepurchaseAgreement Repurchase agreement FIX.5.0EP47 FIX.5.0SP2EP141
54 OTC Trade executed off-market. In the context of CFTC regulatory reporting for swaps, it is a large notional off-facility swap. In the context of MiFID transparency reporting rules this is used to report, into an exchange, deals made outside exchange rules. FIX.5.0EP47 FIX.5.0SP2EP177
55 ExchangeBasisFacility Exchange basis facility (EBF) FIX.5.0EP55 FIX.5.0SP2EP141
24 ErrorTrade Error trade FIX.4.4EP26
25 SpecialCumDividend Special cum dividend (CD) FIX.4.4EP26
26 SpecialExDividend Special ex dividend (XD) FIX.4.4EP26
27 SpecialCumCoupon Special cum coupon (CC) FIX.4.4EP26
28 SpecialExCoupon Special ex coupon (XC) FIX.4.4EP26
29 CashSettlement Cash settlement (CS) FIX.4.4EP26
30 SpecialPrice Usually net or all-in price. FIX.4.4EP26 FIX.5.0SP2EP141
31 GuaranteedDelivery Guaranteed delivery (GD) FIX.4.4EP26
32 SpecialCumRights Special cum rights (CR) FIX.4.4EP26
33 SpecialExRights Special ex rights (XR) FIX.4.4EP26
34 SpecialCumCapitalRepayments Special cum capital repayments (CP) FIX.4.4EP26
35 SpecialExCapitalRepayments Special ex capital repayments (XP) FIX.4.4EP26
36 SpecialCumBonus Special cum bonus (CB) FIX.4.4EP26
37 SpecialExBonus Special ex bonus (XB) FIX.4.4EP26
38 LargeTrade The same as large trade. FIX.4.4EP26 FIX.5.0SP2EP141
39 WorkedPrincipalTrade Worked principal trade FIX.4.4EP26 FIX.5.0SP2EP141
40 BlockTrades Block trades FIX.4.4EP26 FIX.5.0SP2EP141
41 NameChange Name change FIX.4.4EP26
42 PortfolioTransfer Portfolio transfer FIX.4.4EP26
43 ProrogationBuy Used by Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system). Trades must be reported as crosses at zero price. FIX.4.4EP26 FIX.5.0SP2EP141
44 ProrogationSell See prorogation buy. FIX.4.4EP26 FIX.5.0SP2EP141
45 OptionExercise Option exercise FIX.4.4EP26
46 DeltaNeutralTransaction Delta neutral transaction FIX.4.4EP26
47 FinancingTransaction Financing transaction FIX.4.4EP26 FIX.5.0SP2EP141
56 OpeningTrade Opening trade FIX.5.0SP2EP104 FIX.5.0SP2EP141
57 NettedTrade Netted trade FIX.5.0SP2EP141
58 BlockSwapTrade Block trade executed off-market or on a registered market. In the context of CFTC regulatory reporting for swaps, it is a swap executed according to SEF or DCM rules. FIX.5.0SP2EP161 FIX.5.0SP2EP177
61 GiveUpGiveInTrade Give-up Give-in trade FIX.5.0SP2EP163
62 DarkTrade A Market Model Typology dark trade might also come from a lit/hybrid book, when an aggressive lit order hits a resting dark order. FIX.5.0SP2EP163
63 TechnicalTrade Technical trade FIX.5.0SP2EP163
64 Benchmark For Market Model Typology (MMT) the "benchmark" price depends on a benchmark which has no current price but was derived from a time series such as a VWAP. FIX.5.0SP2EP163 FIX.5.0SP2EP216
59 CreditEventTrade Credit event trade FIX.5.0SP2EP165 FIX.5.0SP2EP169
60 SuccessionEventTrade Succession event trade FIX.5.0SP2EP165 FIX.5.0SP2EP169
65 PackageTrade Identifies the pseudo-trade of a stream or collection of trades to be cleared and be reported as an atomic unit. The subsequent actual trades reported should not have this value. FIX.5.0SP2EP192
FIX.4.4
829 TrdSubType int Indicates TradeSubType of Allocation. Necessary for defining groups.
Value SymbolicName Description Added Updated Deprecated
0 CMTA CMTA FIX.4.4EP4
1 InternalTransferOrAdjustment Internal transfer or adjustment FIX.4.4EP4
2 ExternalTransferOrTransferOfAccount External transfer or transfer of account FIX.4.4EP4
3 RejectForSubmittingSide Reject for submitting side FIX.4.4EP4
4 AdvisoryForContraSide Advisory for contra side FIX.4.4EP4
5 OffsetDueToAnAllocation Offset due to an allocation FIX.4.4EP5
6 OnsetDueToAnAllocation Onset due to an allocation FIX.4.4EP5 FIX.5.0SP1EP95
7 DifferentialSpread Differential spread FIX.4.4EP5
8 ImpliedSpreadLegExecutedAgainstAnOutright Implied spread leg executed against an outright FIX.4.4EP5
9 TransactionFromExercise Transaction from exercise FIX.4.4EP5
10 TransactionFromAssignment Transaction from assignment FIX.4.4EP5
11 ACATS ACATS FIX.4.4EP8
33 OffHoursTrade Off Hours Trade FIX.5.0EP61
34 OnHoursTrade On Hours Trade FIX.5.0EP61
35 OTCQuote OTC Quote FIX.5.0EP61
36 ConvertedSWAP Converted SWAP FIX.5.0EP-1
14 AI AI (Automated input facility disabled in response to an exchange request.) FIX.4.4EP26
15 B B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) FIX.4.4EP26
16 K K (Transaction using block trade facility.) FIX.4.4EP26
17 LC LC (Correction submitted more than three days after publication of the original trade report.) FIX.4.4EP26
18 M M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) FIX.4.4EP26
19 N N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) FIX.4.4EP26
20 NM NM ( i) transaction where Exchange has granted permission for non-publication
ii)IDB is reporting as seller
iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)		 FIX.4.4EP26
21 NR NR (Non-risk transaction in a SEATS security other than an AIM security) FIX.4.4EP26
22 P P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) FIX.4.4EP26
23 PA PA (Protected transaction notification) FIX.4.4EP26
24 PC PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) FIX.4.4EP26
25 PN PN (Worked principal notification for a portfolio transaction which includes order book securities) FIX.4.4EP26
26 R R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction)
(ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or
(iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)		 FIX.4.4EP26
27 RO RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) FIX.4.4EP26
28 RT RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) FIX.4.4EP26
29 SW SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) FIX.4.4EP26
30 T T (If reporting a single protected transaction) FIX.4.4EP26
31 WN WN (Worked principal notification for a single order book security) FIX.4.4EP26
32 WT WT (Worked principal transaction (other than a portfolio transaction)) FIX.4.4EP26
37 CrossedTrade Crossed Trade (X) FIX.5.0EP-1
38 InterimProtectedTrade Interim Protected Trade (I) FIX.5.0EP-1
39 LargeInScale Large in Scale (L) FIX.5.0EP-1
40 WashTrade Wash Trade FIX.5.0SP2EP101
41 TradeAtSettlement Identifies a trade that will be priced using the settlement price. FIX.5.0SP2EP107 FIX.5.0SP2EP227
43 TradeAtMarker Posted at a specific time each day and used to price the consummated trade for the product/month/strip executed (+/- and differentials). Closely related to TAS trades in function and trade practice. FIX.5.0SP2EP107 FIX.5.0SP2EP227
42 AuctionTrade Mutually exclusive with TrdSubType(829) = 50 (Balancing). FIX.5.0SP2EP114 FIX.5.0SP2EP227
44 CreditDefault Default (Credit Event) FIX.5.0SP2EP165
45 CreditRestructuring Restructuring (credit event) FIX.5.0SP2EP165
46 Merger Merger (succession event) FIX.5.0SP2EP165
47 SpinOff Spin-off (succession event) FIX.5.0SP2EP165
48 MultilateralCompression A subtype of TrdType(828) = 57 (Netted trade) in order to identify a special case of compression. FIX.5.0SP2EP201
50 Balancing Identifies an additional trade distributed to auction participants meant to resolve an imbalance between bids and offers.
Mutually exclusive with TrdSubType(829) = 42 =(Auction).		 FIX.5.0SP2EP227
51 BasisTradeIndexClose The marketplace name given to Trade at Marker (TAM) transactions in equity index futures. FIX.5.0SP2EP227
52 TradeAtCashOpen The marketplace name given to trading futures based on an opening quote of the underlying cash market. FIX.5.0SP2EP243
FIX.4.4
855 SecondaryTrdType int Additional TrdType(828) assigned to a trade by trade match system. FIX.5.0SP2
1937 TradeContinuation int Specifies the post-execution trade continuation or lifecycle event. Additional values may be used by mutual agreement of the counterparties.
Value SymbolicName Description Added Updated Deprecated
0 Novation Novation FIX.5.0SP2EP161
1 PartialNovation Partial novation FIX.5.0SP2EP161
2 TradeUnwind "Trade" includes "Swaps". FIX.5.0SP2EP161 FIX.5.0SP2EP179
3 PartialTradeUnwind "Trade" includes "Swaps". FIX.5.0SP2EP161 FIX.5.0SP2EP179
4 Exercise Exercise FIX.5.0SP2EP161
5 Netting Compression (used for OTC derivative trades) and Netting (used for Futures trades) are essentially the same business process, i.e. rolling up closely related contracts into a single trade or position. FIX.5.0SP2EP161 FIX.5.0SP2EP179
6 FullNetting Full netting FIX.5.0SP2EP161
7 PartialNetting Partial netting FIX.5.0SP2EP161
8 Amendment Based on mutual agreement between the counterparties, used to change the original or previously amended contract terms reported to a trade repository. FIX.5.0SP2EP161 FIX.5.0SP2EP193
9 Increase Increase FIX.5.0SP2EP161
10 CreditEvent Credit event FIX.5.0SP2EP161
11 StrategicRestructuring Strategic restructuring FIX.5.0SP2EP161
12 SuccessionEventReorganization Succession event reorganization FIX.5.0SP2EP161
13 SuccessionEventRenaming Succession event renaming FIX.5.0SP2EP161
14 Porting Porting FIX.5.0SP2EP161
15 Withdrawl One party withdrew from the trade prior to confirmation or clearing. Can be used with TradeReportTransType(487)=1 (Cancel). FIX.5.0SP2EP161
16 Void Trade is to be ended after clearing. Can be used with TradeReportTransType(487)=1 (Cancel). FIX.5.0SP2EP161
99 Other Other price-forming continuation data or lifecycle event. Include description of type in TradeContinuationText(2374). FIX.5.0SP2EP161 FIX.5.0SP2EP179
17 AccountTransfer Account transfer FIX.5.0SP2EP179
18 GiveUp Give up FIX.5.0SP2EP179
19 TakeUp TakeUp FIX.5.0SP2EP179
20 AveragePricing Average pricing FIX.5.0SP2EP179
21 Reversal Reversal FIX.5.0SP2EP179
22 AllocTrdPosting Allocation/Trade posting FIX.5.0SP2EP179
23 Cascade The breakdown of a contract position to a more granular level, e.g. from a yearly position to monthly positions. FIX.5.0SP2EP179
24 Delivery Delivery FIX.5.0SP2EP179
25 OptionAsgn Option assignment FIX.5.0SP2EP179
26 Expiration Expiration FIX.5.0SP2EP179
27 Maturity Maturity FIX.5.0SP2EP179
28 EqualPosAdj Equal position adjustment FIX.5.0SP2EP179
29 UnequalPosAdj An adjustment to either the long or short position quantity but not both. FIX.5.0SP2EP179
30 Correction Used to correct an error in the contract terms of a previously submitted report to a trade repository. FIX.5.0SP2EP193
FIX.5.0SP2
442 MultiLegReportingType char Indicates MultiLegReportType of original trade marked for allocation.
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.4.4
582 CustOrderCapacity int Indicates CTI of original trade marked for allocation.
Value SymbolicName Description Added Updated Deprecated
1 MemberTradingForTheirOwnAccount Member trading for their own account FIX.4.4
2 ClearingFirmTradingForItsProprietaryAccount Clearing firm trading for its proprietary account FIX.4.4 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.4.4
578 TradeInputSource String Indicates input source of original trade marked for allocation. FIX.4.4
991 RndPx Price Specifies the rounded price to quoted precision. FIX.4.4
1011 MessageEventSource String Used to identify the event or source which gave rise to a message. FIX.4.4
579 TradeInputDevice String Specific device number, terminal number or station where trade was entered FIX.4.4
819 AvgPxIndicator int Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete.
Value SymbolicName Description Added Updated Deprecated
0 NoAveragePricing No average pricing FIX.4.4 FIX.5.0SP2EP141
1 Trade Trade is part of an average price group identified by the AvgPxGroupID(1731) FIX.4.4 FIX.5.0SP2EP141
2 LastTrade Last trade of the average price group identified by the AvgPxGroupID(1731) FIX.4.4 FIX.5.0SP2EP234
3 NotionalValueAveragePxGroupTrade A notional value average price (NVAP) group is effectively closed and available for allocation as long as the NVAP of the group is non-zero. FIX.5.0SP2EP239
4 AveragePricedTrade Trade is average priced FIX.5.0SP2EP240
FIX.4.4
1731 AvgPxGroupID String Firm designated group identifier for average pricing FIX.5.0SP2
857 AllocNoOrdersType int Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly.
Value SymbolicName Description Added Updated Deprecated
0 NotSpecified Not specified FIX.4.4 FIX.5.0SP2EP118
1 ExplicitListProvided Explicit list provided FIX.4.4 FIX.5.0SP2EP118
FIX.4.4 FIX.5.0SP2EP118
OrdAllocGrp Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 FIX.4.4
ExecAllocGrp Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs. FIX.4.4 FIX.5.0SP2EP118
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.4.4
700 ReversalIndicator Boolean Indicates a trade that reverses a previous trade. FIX.4.4
574 MatchType String The point in the matching process at which this trade was matched.
Value SymbolicName Description Added Updated Deprecated
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.4.4
54 Side ✔ char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed 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.4.4
Instrument ✔ Components of Application Messages".
For NDFs, fixing date (specified in MaturityDate(541)) is required. Fixing time (specified in MaturityTime(1079)) is optional.		 FIX.4.4 FIX.5.0SP1EP82
InstrumentExtension Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" FIX.4.4
FinancingDetails Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" FIX.4.4
UndInstrmtGrp FIX.4.4
InstrmtLegGrp FIX.4.4
53 Quantity ✔ Qty Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book FIX.4.4
854 QtyType int Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts FIX.4.4 FIX.5.0SP2EP107
2 UnitsOfMeasurePerTimeUnit Unit of Measure per Time Unit FIX.4.4EP5 FIX.5.0SP2EP107
FIX.4.4
1736 AllocGroupQuantity Qty Indicates the total quantity of an allocation group. Includes any allocated quantity. FIX.5.0SP2
1737 AllocGroupRemainingQuantity Qty Indicates the remaining quantity of an allocation group that has not yet been allocated. FIX.5.0SP2
30 LastMkt Exchange Market of the executions. FIX.4.4
229 TradeOriginationDate LocalMktDate Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.4
336 TradingSessionID String Identifier for 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.4.4
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.4.4
423 PriceType int Code to represent the price type.
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.4.4
PriceQualifierGrp FIX.5.0SP2
6 AvgPx ✔ Price For FX orders, should be the "all-in" rate (spot rate adjusted for forward points), expressed in terms of Currency(15). FIX.4.4 FIX.5.0SP1EP82
860 AvgParPx Price Used to express average price as percent of par (used where AvgPx field is expressed in some other way) FIX.4.4
SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" FIX.4.4
15 Currency Currency Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. FIX.4.4
74 AvgPxPrecision int Absence of this field indicates that default precision arranged by the broker/institution is to be used FIX.4.4
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.4
75 TradeDate ✔ LocalMktDate Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.4
60 TransactTime UTCTimestamp Date/time when allocation is generated FIX.4.4
63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate 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.4.4
64 SettlDate LocalMktDate Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Required for NDFs to specify the "value date". FIX.4.4 FIX.5.0SP1EP82
775 BookingType int Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
Value SymbolicName Description Added Updated Deprecated
0 RegularBooking Regular booking FIX.4.4
1 CFD CFD (Contract for difference) FIX.4.4
2 TotalReturnSwap Total Return Swap FIX.4.4
FIX.4.4
381 GrossTradeAmt Amt Expressed in same currency as AvgPx(6). (Quantity(53) * AvgPx(6) or AvgParPx(860)) or sum of (AllocQty(80) * AllocAvgPx(153) or AllocPrice(366)). For Fixed Income, AvgParPx(860) is used when AvgPx(6) is not expressed as "percent of par" price. FIX.4.4 FIX.5.0SP1EP82
238 Concession Amt Provides the reduction in price for the secondary market in Muncipals.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.4
237 TotalTakedown Amt The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.4
118 NetMoney Amt Expressed in same currency as AvgPx. Sum of AllocNetMoney. For FX expressed in terms of Currency(15). FIX.4.4 FIX.5.0SP1EP82
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.4.4
754 AutoAcceptIndicator Boolean Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
157 NumDaysInterest int Applicable for Convertible Bonds and fixed income FIX.4.4
158 AccruedInterestRate Percentage Applicable for Convertible Bonds and fixed income FIX.4.4
159 AccruedInterestAmt Amt Sum of AllocAccruedInterestAmt within repeating group. FIX.4.4
540 TotalAccruedInterestAmt Amt Total Amount of Accrued Interest for convertible bonds and fixed income FIX.4.4 FIX.4.4
738 InterestAtMaturity Amt Amount of interest (i.e. lump-sum) at maturity. FIX.4.4
920 EndAccruedInterestAmt Amt For repurchase agreements the accrued interest on termination. FIX.4.4
921 StartCash Amt For repurchase agreements the start (dirty) cash consideration FIX.4.4
922 EndCash Amt For repurchase agreements the end (dirty) cash consideration FIX.4.4
650 LegalConfirm Boolean Indicates that this message is to serve as the final and legal confirmation.
Value SymbolicName Description Added Updated Deprecated
N DoesNotConsituteALegalConfirm Does not consitute a Legal Confirm FIX.4.3
Y LegalConfirm Legal Confirm FIX.4.3
FIX.4.4
Stipulations FIX.4.4
YieldData FIX.4.4
RegulatoryTradeIDGrp FIX.5.0SP2
PositionAmountData Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" FIX.4.4
1031 CustOrderHandlingInst MultipleStringValue Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.
NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only.

For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list.

For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified.
Value SymbolicName Description Added Updated Deprecated
ADD AddOnOrder Add-on order FIX.4.4EP-1 FIX.5.0SP2EP135
AON AllOrNone All or none FIX.4.4EP-1 FIX.5.0SP2EP135
CNH CashNotHeld Cash not held FIX.4.4EP-1 FIX.5.0SP2EP135
DIR DirectedOrder Directed order FIX.4.4EP-1 FIX.5.0SP2EP135
E.W ExchangeForPhysicalTransaction Exchange for physical transaction FIX.4.4EP-1 FIX.5.0SP2EP135
FOK FillOrKill Fill or kill FIX.4.4EP-1 FIX.5.0SP2EP135
IO ImbalanceOnly Imbalance only FIX.4.4EP-1 FIX.5.0SP2EP135
IOC ImmediateOrCancel Immediate or cancel FIX.4.4EP-1 FIX.5.0SP2EP135
LOO LimitOnOpen Limit on open FIX.4.4EP-1 FIX.5.0SP2EP135
LOC LimitOnClose Limit on Close FIX.4.4EP-1 FIX.5.0SP2EP135
MAO MarketAtOpen Market at Open FIX.4.4EP-1 FIX.5.0SP2EP135
MAC MarketAtClose Market at close FIX.4.4EP-1 FIX.5.0SP2EP135
MOO MarketOnOpen Market on open FIX.4.4EP-1 FIX.5.0SP2EP135
MOC MarketOnClose Market on close FIX.4.4EP-1 FIX.5.0SP2EP135
MQT MinimumQuantity Minimum quantity FIX.4.4EP-1 FIX.5.0SP2EP135
NH NotHeld Not held FIX.4.4EP-1 FIX.5.0SP2EP135
OVD OverTheDay Over the day FIX.4.4EP-1 FIX.5.0SP2EP135
PEG Pegged Pegged FIX.4.4EP-1 FIX.5.0SP2EP135
RSV ReserveSizeOrder Reserve size order FIX.4.4EP-1 FIX.5.0SP2EP135
S.W StopStockTransaction Stop stock transaction FIX.4.4EP-1 FIX.5.0SP2EP135
SCL Scale Scale FIX.4.4EP-1 FIX.5.0SP2EP135
TMO TimeOrder Time order FIX.4.4EP-1 FIX.5.0SP2EP135
TS TrailingStop Trailing stop FIX.4.4EP-1 FIX.5.0SP2EP135
WRK Work Work FIX.4.4EP-1 FIX.5.0SP2EP135
A PhoneSimple Phone simple FIX.5.0SP2EP133
B PhoneComplex Phone complex FIX.5.0SP2EP133
C FCMProvidedScreen FCM provided screen FIX.5.0SP2EP133
D OtherProvidedScreen Other provided screen FIX.5.0SP2EP133
E ClientProvidedPlatformControlledByFCM Client provided platform controlled by FCM FIX.5.0SP2EP133
F ClientProvidedPlatformDirectToExchange Client provided platform direct to exchange FIX.5.0SP2EP133
G GOrderAndFCMAPIorFIX G Order(FINRA OATS), FCM API or FIX(FIA Execution Source) FIX.5.0SP2EP133 FIX.5.0SP2EP135
H AlgoEngine Algo engine FIX.5.0SP2EP133
J PriceAtExecution Price at execution (price added at initial order entry, trading, middle office or time of give-up) FIX.5.0SP2EP133
W DeskElectronic Desk - electronic FIX.5.0SP2EP133
X DeskPit Desk - pit FIX.5.0SP2EP133
Y ClientElectronic Client - electronic FIX.5.0SP2EP133
Z ClientPit Client - pit FIX.5.0SP2EP133
CND ConditionalOrder Conditional order FIX.5.0SP2EP135
CSH DeliveryInstructionsCash Delivery instructions - cash FIX.5.0SP2EP135
DLO DiscretionaryLimitOrder Discretionary limit order FIX.5.0SP2EP135
IDX IntraDayCross Intraday cross FIX.5.0SP2EP135
ISO IntermarketSweepOrder Intermarket sweep order FIX.5.0SP2EP135
MPT MergerRelatedTransferPosition Merger related transfer position FIX.5.0SP2EP135
MTL MarketToLimit Market to limit FIX.5.0SP2EP135
ND DeliveryInstructionsNextDay Delivery instructions - next day FIX.5.0SP2EP135
OPT OptionsRelatedTransaction Options related transaction FIX.5.0SP2EP135
SLR DeliveryInstructionsSellersOption Delivery instructions - sellers option FIX.5.0SP2EP135
F0 StayOnOfferside Stay on offerside FIX.5.0SP2EP135
F3 GoAlong Go along FIX.5.0SP2EP135
F6 ParticipateDoNotInitiate Participate do not initiate FIX.5.0SP2EP135
F7 StrictScale Strict scale FIX.5.0SP2EP135
F8 TryToScale Try to scale FIX.5.0SP2EP135
F9 StayOnBidside Stay on bidside FIX.5.0SP2EP135
FA NoCross No cross FIX.5.0SP2EP135
FB OKToCross OK to cross FIX.5.0SP2EP135
FC CallFirst Call first FIX.5.0SP2EP135
FD PercentOfVolume Percent of volume FIX.5.0SP2EP135
FH ReinstateOnSystemFailure Reinstate on system failure FIX.5.0SP2EP135
FI InstitutionOnly Institution only FIX.5.0SP2EP135
FJ ReinstateOnTradingHalt Reinstate on trading halt FIX.5.0SP2EP135
FK CancelOnTradingHalf Cancel on trading half FIX.5.0SP2EP135
FL LastPeg Last peg FIX.5.0SP2EP135
FM MidPricePeg Mid-price peg FIX.5.0SP2EP135
FN NonNegotiable Non-negotiable FIX.5.0SP2EP135
FO OpeningPeg Opening peg FIX.5.0SP2EP135
FP MarketPeg Market peg FIX.5.0SP2EP135
FQ CancelOnSystemFailure Cancel on system failure FIX.5.0SP2EP135
FR PrimaryPeg Primary peg FIX.5.0SP2EP135
FS Suspend Suspend FIX.5.0SP2EP135
FT FixedPegToLocalBBO Fixed peg to local best bid or offer at time of order FIX.5.0SP2EP135
FW PegToVWAP Peg to VWAP FIX.5.0SP2EP135
FX TradeAlong Trade along FIX.5.0SP2EP135
FY TryToStop Try to stop FIX.5.0SP2EP135
FZ CancelIfNotBest Cancel if not best FIX.5.0SP2EP135
Fb StrictLimit Strict limit FIX.5.0SP2EP135
Fc IgnorePriceValidityChecks Ignore price validity checks FIX.5.0SP2EP135
Fd PegToLimitPrice Peg to Limit Price FIX.5.0SP2EP135
Fe WorkToTargetStrategy Work to target strategy FIX.5.0SP2EP135
FIX.5.0SP2
1032 OrderHandlingInstSource int Identifies the class or source of the order handling instruction values.  Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035).
Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified.
Value SymbolicName Description Added Updated Deprecated
1 FINRAOATS FINRA OATS FIX.4.4EP-1 FIX.5.0SP2EP135
2 FIAExecutionSourceCode FIA Execution Source Code FIX.5.0SP2EP133
FIX.5.0SP2
892 TotNoAllocs int Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented. FIX.4.4
893 LastFragment Boolean Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.4.4
AllocGrp Conditionally required except when AllocTransType = Cancel, or when AllocType = "Ready-to-book" or "Warehouse instruction" FIX.4.4
RateSource FIX.5.0SP1
1430 VenueType char Used to identify on what kind of venue the trade originated when communicating with a party that may not have access to all trade details, e.g. a clearing organization.
Value SymbolicName Description Added Updated Deprecated
E Electronic Electronic exchange FIX.5.0SP1EP77 FIX.5.0SP2EP141
P Pit Pit FIX.5.0SP1EP77
X ExPit Ex-pit FIX.5.0SP1EP77 FIX.5.0SP2EP141
C ClearingHouse Clearinghouse FIX.5.0SP2EP141
R RegisteredMarket Markets registered with regulators such as exchange, multilateral trading facility (MTF), swap execution facility (SEF). In the context of regulatory reporting (e.g. CFTC reporting), this is used for regulated markets, e.g. swap markets. FIX.5.0SP2EP161
O OffMarket Off-book, off-facility. In the context of regulatory reporting (e.g. CFTC reporting) this identifies trades conducted away from a regulated market. FIX.5.0SP2EP161
B CentralLimitOrderBook Central limit order book FIX.5.0SP2EP163
Q QuoteDrivenMarket Quote driven market FIX.5.0SP2EP163
D DarkOrderBook Dark order book FIX.5.0SP2EP163
A AuctionDrivenMarket Markets where matching occurs only in scheduled auctions. FIX.5.0SP2EP216
N QuoteNegotiation Discretionary quoting on request or "request for quote" market. FIX.5.0SP2EP216
V VoiceNegotiation A trading system where transactions between members are arranged through voice negotiation. FIX.5.0SP2EP228
H HybridMarket A hybrid system falling into two or more types of trading systems. Can also be used for ESMA RTS 1 "other type of trading system". FIX.5.0SP2EP228
FIX.5.0SP2
2334 RefRiskLimitCheckID String Conditionally required when RefRiskLimitCheckIDType(2335) is specified. FIX.5.0SP2 FIX.5.0SP2EP192
2335 RefRiskLimitCheckIDType int Conditionally required when RefRiskLimitCheckID(2334) is specified.
Value SymbolicName Description Added Updated Deprecated
0 RiskLimitRequestID RiskLimitRequestID(1666) FIX.5.0SP2EP171
1 RiskLimitCheckID RiskLimitCheckID(2319) FIX.5.0SP2EP171
3 OutOfBandID Out of band identifier FIX.5.0SP2EP180
FIX.5.0SP2 FIX.5.0SP2EP192
2343 RiskLimitCheckStatus int Indicates the status of the risk limit check performed on a trade.
Value SymbolicName Description Added Updated Deprecated
0 Accepted For use when none of the more specific status enumerations apply. FIX.5.0SP2EP172
1 Rejected For use when none of the more specific status enumerations apply. FIX.5.0SP2EP172
2 ClaimRequired Indicates that the clearing firm is required to accept or decline the trade. FIX.5.0SP2EP172
3 PreDefinedLimitCheckSucceeded Indicates a check enforced automatically by the clearing house. FIX.5.0SP2EP172
4 PreDefinedLimitCheckFailed Indicates a check enforced automatically by the clearing house. FIX.5.0SP2EP172
5 PreDefinedAutoAcceptRuleInvoked Indicates that the clearing firm is required to accept or decline the trade because no limit or rule applies. FIX.5.0SP2EP172
6 PreDefinedAutoRejectRuleInvoked Indicates a check enforced automatically by the clearing house. Note that clearing house rules of engagement may still require a clearing firm accept or reject the trade. FIX.5.0SP2EP172
7 AcceptedByClearingFirm Indicates that explicit action by the clearing firm, and not an automatic check by the clearing house, was the basis for accepting the trade. FIX.5.0SP2EP172
8 RejectedByClearingFirm Indicates that explicit action by the clearing firm, and not an automatic check by the clearing house, was the basis for rejecting the trade. FIX.5.0SP2EP172
9 Pending Indicates that one or more side level risk checks are in progress. FIX.5.0SP2EP172
10 AcceptedByCreditHub Indicates that a credit hub accepted the trade. An identifier assigned by the credit hub may appear in the appropriate RefRiskLimitCheckID(2334) field. FIX.5.0SP2EP180
11 RejectedByCreditHub Indicates that a credit hub rejected the trade. FIX.5.0SP2EP180
12 PendingCreditHubCheck Indicates that a check is pending at a credit hub. FIX.5.0SP2EP180
13 AcceptedByExecVenue Indicates acceptance by an execution venue, such as a SEF. FIX.5.0SP2EP180
14 RejectedByExecVenue Indicates that the trade was rejected by an execution venue, such as a SEF. FIX.5.0SP2EP180
FIX.5.0SP2
StandardTrailer ✔ FIX.4.4

AllocationReportAck (35=AT)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AT FIX.4.4
755 AllocReportID ✔ String Unique identifier for Allocation Report message. FIX.4.4
70 AllocID String Unique identifier for allocation message.
(Prior to FIX 4.1 this field was of type int) 		FIX.4.4 FIX.5.0SP1EP95
2758 AllocRequestID String May be used to link to a previously submitted AllocationInstructionAlertRequest(35=DU) message. FIX.5.0SP2
715 ClearingBusinessDate LocalMktDate Indicates Clearing Business Date for which transaction will be settled. FIX.4.4
819 AvgPxIndicator int Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete.
Value SymbolicName Description Added Updated Deprecated
0 NoAveragePricing No average pricing FIX.4.4 FIX.5.0SP2EP141
1 Trade Trade is part of an average price group identified by the AvgPxGroupID(1731) FIX.4.4 FIX.5.0SP2EP141
2 LastTrade Last trade of the average price group identified by the AvgPxGroupID(1731) FIX.4.4 FIX.5.0SP2EP234
3 NotionalValueAveragePxGroupTrade A notional value average price (NVAP) group is effectively closed and available for allocation as long as the NVAP of the group is non-zero. FIX.5.0SP2EP239
4 AveragePricedTrade Trade is average priced FIX.5.0SP2EP240
FIX.4.4
53 Quantity Qty Overall/total quantity (e.g. number of shares)
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
71 AllocTransType char Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.2.7
1 Replace Replace FIX.2.7
2 Cancel Cancel FIX.2.7
3 Preliminary Preliminary (without MiscFees and NetMoney) (Removed/Replaced) FIX.4.1 FIX.4.2
4 Calculated Calculated (includes MiscFees and NetMoney) (Removed/Replaced) FIX.4.1 FIX.4.2
5 CalculatedWithoutPreliminary Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced) FIX.4.2 FIX.4.2
6 Reversal Reversal FIX.4.4EP5
FIX.4.4
Instrument FIX.5.0SP2
Parties FIX.4.4 FIX.5.0SP2EP192
793 SecondaryAllocID String Optional second identifier for the allocation report being acknowledged (need not be unique) FIX.4.4
1730 AllocGroupID String Group identifier assigned by the clearinghouse FIX.5.0SP2
1728 FirmGroupID String Firm assigned entity identifier for the allocation FIX.5.0SP2
1731 AvgPxGroupID String Firm designated group identifier for average pricing FIX.5.0SP2
75 TradeDate LocalMktDate Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.4
60 TransactTime UTCTimestamp Date/Time Allocation Report Ack generated FIX.4.4
87 AllocStatus int Denotes the status of the allocation report; received (but not yet processed), rejected (at block or account level) or accepted (and processed). AllocStatus will be conditionally required in a 2-party model when used by a counterparty to convey a change in status. It will be optional in a 3-party model in which only the central counterparty may issue the status of an allocation
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted (successfully processed) FIX.2.7 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.4.4
88 AllocRejCode int Required for AllocStatus = 1 ( block level reject) and for AllocStatus 2 (account level reject) if the individual accounts and reject reasons are not provided in this message
Value SymbolicName Description Added Updated Deprecated
0 UnknownAccount Unknown 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.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
808 AllocIntermedReqType int Required if AllocReportType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
Value SymbolicName Description Added Updated Deprecated
1 PendingAccept Pending Accept FIX.4.4
2 PendingRelease Pending Release FIX.4.4
3 PendingReversal Pending Reversal FIX.4.4
4 Accept Accept FIX.4.4
5 BlockLevelReject Block Level Reject FIX.4.4
6 AccountLevelReject Account Level Reject FIX.4.4
FIX.4.4
573 MatchStatus char Denotes whether the financial details provided on the Allocation Report were successfully matched.
Value SymbolicName Description Added Updated Deprecated
0 Compared Compared, matched or affirmed FIX.4.3
1 Uncompared Uncompared, unmatched, or 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.4.4
1031 CustOrderHandlingInst MultipleStringValue Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.
NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only.

For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list.

For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified.
Value SymbolicName Description Added Updated Deprecated
ADD AddOnOrder Add-on order FIX.4.4EP-1 FIX.5.0SP2EP135
AON AllOrNone All or none FIX.4.4EP-1 FIX.5.0SP2EP135
CNH CashNotHeld Cash not held FIX.4.4EP-1 FIX.5.0SP2EP135
DIR DirectedOrder Directed order FIX.4.4EP-1 FIX.5.0SP2EP135
E.W ExchangeForPhysicalTransaction Exchange for physical transaction FIX.4.4EP-1 FIX.5.0SP2EP135
FOK FillOrKill Fill or kill FIX.4.4EP-1 FIX.5.0SP2EP135
IO ImbalanceOnly Imbalance only FIX.4.4EP-1 FIX.5.0SP2EP135
IOC ImmediateOrCancel Immediate or cancel FIX.4.4EP-1 FIX.5.0SP2EP135
LOO LimitOnOpen Limit on open FIX.4.4EP-1 FIX.5.0SP2EP135
LOC LimitOnClose Limit on Close FIX.4.4EP-1 FIX.5.0SP2EP135
MAO MarketAtOpen Market at Open FIX.4.4EP-1 FIX.5.0SP2EP135
MAC MarketAtClose Market at close FIX.4.4EP-1 FIX.5.0SP2EP135
MOO MarketOnOpen Market on open FIX.4.4EP-1 FIX.5.0SP2EP135
MOC MarketOnClose Market on close FIX.4.4EP-1 FIX.5.0SP2EP135
MQT MinimumQuantity Minimum quantity FIX.4.4EP-1 FIX.5.0SP2EP135
NH NotHeld Not held FIX.4.4EP-1 FIX.5.0SP2EP135
OVD OverTheDay Over the day FIX.4.4EP-1 FIX.5.0SP2EP135
PEG Pegged Pegged FIX.4.4EP-1 FIX.5.0SP2EP135
RSV ReserveSizeOrder Reserve size order FIX.4.4EP-1 FIX.5.0SP2EP135
S.W StopStockTransaction Stop stock transaction FIX.4.4EP-1 FIX.5.0SP2EP135
SCL Scale Scale FIX.4.4EP-1 FIX.5.0SP2EP135
TMO TimeOrder Time order FIX.4.4EP-1 FIX.5.0SP2EP135
TS TrailingStop Trailing stop FIX.4.4EP-1 FIX.5.0SP2EP135
WRK Work Work FIX.4.4EP-1 FIX.5.0SP2EP135
A PhoneSimple Phone simple FIX.5.0SP2EP133
B PhoneComplex Phone complex FIX.5.0SP2EP133
C FCMProvidedScreen FCM provided screen FIX.5.0SP2EP133
D OtherProvidedScreen Other provided screen FIX.5.0SP2EP133
E ClientProvidedPlatformControlledByFCM Client provided platform controlled by FCM FIX.5.0SP2EP133
F ClientProvidedPlatformDirectToExchange Client provided platform direct to exchange FIX.5.0SP2EP133
G GOrderAndFCMAPIorFIX G Order(FINRA OATS), FCM API or FIX(FIA Execution Source) FIX.5.0SP2EP133 FIX.5.0SP2EP135
H AlgoEngine Algo engine FIX.5.0SP2EP133
J PriceAtExecution Price at execution (price added at initial order entry, trading, middle office or time of give-up) FIX.5.0SP2EP133
W DeskElectronic Desk - electronic FIX.5.0SP2EP133
X DeskPit Desk - pit FIX.5.0SP2EP133
Y ClientElectronic Client - electronic FIX.5.0SP2EP133
Z ClientPit Client - pit FIX.5.0SP2EP133
CND ConditionalOrder Conditional order FIX.5.0SP2EP135
CSH DeliveryInstructionsCash Delivery instructions - cash FIX.5.0SP2EP135
DLO DiscretionaryLimitOrder Discretionary limit order FIX.5.0SP2EP135
IDX IntraDayCross Intraday cross FIX.5.0SP2EP135
ISO IntermarketSweepOrder Intermarket sweep order FIX.5.0SP2EP135
MPT MergerRelatedTransferPosition Merger related transfer position FIX.5.0SP2EP135
MTL MarketToLimit Market to limit FIX.5.0SP2EP135
ND DeliveryInstructionsNextDay Delivery instructions - next day FIX.5.0SP2EP135
OPT OptionsRelatedTransaction Options related transaction FIX.5.0SP2EP135
SLR DeliveryInstructionsSellersOption Delivery instructions - sellers option FIX.5.0SP2EP135
F0 StayOnOfferside Stay on offerside FIX.5.0SP2EP135
F3 GoAlong Go along FIX.5.0SP2EP135
F6 ParticipateDoNotInitiate Participate do not initiate FIX.5.0SP2EP135
F7 StrictScale Strict scale FIX.5.0SP2EP135
F8 TryToScale Try to scale FIX.5.0SP2EP135
F9 StayOnBidside Stay on bidside FIX.5.0SP2EP135
FA NoCross No cross FIX.5.0SP2EP135
FB OKToCross OK to cross FIX.5.0SP2EP135
FC CallFirst Call first FIX.5.0SP2EP135
FD PercentOfVolume Percent of volume FIX.5.0SP2EP135
FH ReinstateOnSystemFailure Reinstate on system failure FIX.5.0SP2EP135
FI InstitutionOnly Institution only FIX.5.0SP2EP135
FJ ReinstateOnTradingHalt Reinstate on trading halt FIX.5.0SP2EP135
FK CancelOnTradingHalf Cancel on trading half FIX.5.0SP2EP135
FL LastPeg Last peg FIX.5.0SP2EP135
FM MidPricePeg Mid-price peg FIX.5.0SP2EP135
FN NonNegotiable Non-negotiable FIX.5.0SP2EP135
FO OpeningPeg Opening peg FIX.5.0SP2EP135
FP MarketPeg Market peg FIX.5.0SP2EP135
FQ CancelOnSystemFailure Cancel on system failure FIX.5.0SP2EP135
FR PrimaryPeg Primary peg FIX.5.0SP2EP135
FS Suspend Suspend FIX.5.0SP2EP135
FT FixedPegToLocalBBO Fixed peg to local best bid or offer at time of order FIX.5.0SP2EP135
FW PegToVWAP Peg to VWAP FIX.5.0SP2EP135
FX TradeAlong Trade along FIX.5.0SP2EP135
FY TryToStop Try to stop FIX.5.0SP2EP135
FZ CancelIfNotBest Cancel if not best FIX.5.0SP2EP135
Fb StrictLimit Strict limit FIX.5.0SP2EP135
Fc IgnorePriceValidityChecks Ignore price validity checks FIX.5.0SP2EP135
Fd PegToLimitPrice Peg to Limit Price FIX.5.0SP2EP135
Fe WorkToTargetStrategy Work to target strategy FIX.5.0SP2EP135
FIX.5.0SP2
1032 OrderHandlingInstSource int Identifies the class or source of the order handling instruction values.  Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035).
Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified.
Value SymbolicName Description Added Updated Deprecated
1 FINRAOATS FINRA OATS FIX.4.4EP-1 FIX.5.0SP2EP135
2 FIAExecutionSourceCode FIA Execution Source Code FIX.5.0SP2EP133
FIX.5.0SP2
58 Text String Can include explanation for AllocRejCode = 7 (other) FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. FIX.4.4 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. FIX.4.4 FIX.5.0SP2EP192
1328 RejectText String Identifies the reason for rejection. FIX.5.0SP2
1664 EncodedRejectTextLen Length EncodedRejectText(1665) field is specified and must immediately precede it. FIX.5.0SP2
1665 EncodedRejectText data Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
RegulatoryTradeIDGrp FIX.5.0SP2
AllocAckGrp This repeating group is optionally used for messages with AllocStatus = 2 (account level reject) to provide details of the individual accounts that caused the rejection, together with reject reasons. This group should not be populated where AllocStatus has any other value.
Indicates number of allocation groups to follow.		 FIX.4.4
StandardTrailer ✔ FIX.4.4

ConfirmationAck (35=AU)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AU FIX.4.4
664 ConfirmID ✔ String Message reference for Confirmation FIX.4.4
75 TradeDate ✔ LocalMktDate Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.4
60 TransactTime ✔ UTCTimestamp Date/Time Allocation Instruction Ack generated FIX.4.4
940 AffirmStatus ✔ int Specifies the affirmation status of the confirmation.
Value SymbolicName Description Added Updated Deprecated
1 Received Received FIX.4.4
2 ConfirmRejected Confirm rejected, i.e. not affirmed FIX.4.4
3 Affirmed Affirmed FIX.4.4
FIX.4.4
2390 TradeConfirmationReferenceID String None FIX.5.0SP2
774 ConfirmRejReason int Required for ConfirmStatus = 1 (rejected)
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
573 MatchStatus char Denotes whether the financial details provided on the Confirmation were successfully matched.
Value SymbolicName Description Added Updated Deprecated
0 Compared Compared, matched or affirmed FIX.4.3
1 Uncompared Uncompared, unmatched, or 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.4.4
MatchExceptionGrp FIX.5.0SP2
MatchingDataPointGrp FIX.5.0SP2
58 Text String Can include explanation for ConfirmRejReason(774) = 99 (Other) FIX.4.4 FIX.5.0SP2EP246
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
StandardTrailer ✔ FIX.4.4

SettlementInstructionRequest (35=AV)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AV FIX.4.4
791 SettlInstReqID ✔ String Unique message ID FIX.4.4
60 TransactTime ✔ UTCTimestamp Date/Time this request message was generated FIX.4.4
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
Used here for party whose instructions this message is requesting and (optionally) for settlement location
Not required if database identifiers are being used to request settlement instructions. Required otherwise.		 FIX.4.4
79 AllocAccount String Should not be populated if StandInstDbType is populated FIX.4.4
661 AllocAcctIDSource int Required if AllocAccount populated Should not be populated if StandInstDbType is populated FIX.4.4
54 Side char Should not be populated if StandInstDbType is populated
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed 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.4.4
460 Product int Should not be populated if StandInstDbType is populated
Value SymbolicName Description Added Updated Deprecated
1 AGENCY AGENCY FIX.4.3
2 COMMODITY COMMODITY FIX.4.3
3 CORPORATE CORPORATE FIX.4.3
4 CURRENCY CURRENCY FIX.4.3
5 EQUITY EQUITY FIX.4.3
6 GOVERNMENT GOVERNMENT FIX.4.3
7 INDEX INDEX FIX.4.3
8 LOAN LOAN FIX.4.3
9 MONEYMARKET MONEYMARKET FIX.4.3
10 MORTGAGE MORTGAGE FIX.4.3
11 MUNICIPAL MUNICIPAL FIX.4.3
12 OTHER OTHER FIX.4.3
13 FINANCING FINANCING FIX.4.4
FIX.4.4
167 SecurityType String Should not be populated if StandInstDbType is populated
Value SymbolicName Description Added Updated Deprecated
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.4.4
461 CFICode String Should not be populated if StandInstDbType is populated FIX.4.4
120 SettlCurrency Currency Should not be populated if StandInstDbType is populated FIX.4.4
168 EffectiveTime UTCTimestamp Should not be populated if StandInstDbType is populated FIX.4.4
126 ExpireTime UTCTimestamp Should not be populated if StandInstDbType is populated FIX.4.4
779 LastUpdateTime UTCTimestamp Should not be populated if StandInstDbType is populated FIX.4.4
169 StandInstDbType int Should not be populated if any of AllocAccount through to LastUpdateTime are populated
Value SymbolicName Description Added Updated Deprecated
0 Other Other FIX.4.1
1 DTCSID DTC SID FIX.4.1
2 ThomsonALERT Thomson ALERT FIX.4.1
3 AGlobalCustodian A Global Custodian (StandInstDBName (70) must be provided) FIX.4.1
4 AccountNet AccountNet FIX.4.4
FIX.4.4
170 StandInstDbName String Should not be populated if any of AllocAccount through to LastUpdateTime are populated FIX.4.4
171 StandInstDbID String The identifier of the standing instructions within the database specified in StandInstDbType Required if StandInstDbType populated Should not be populated if any of AllocAccount through to LastUpdateTime are populated FIX.4.4
StandardTrailer ✔ FIX.4.4

AssignmentReport (35=AW)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AW FIX.4.4
ApplicationSequenceControl FIX.5.0
833 AsgnRptID ✔ String Unique identifier for the Assignment report FIX.4.4
710 PosReqID String If specified,the identifier of the RequestForPositions(MsgType=AN) to which this message is sent in response. FIX.5.0SP1
832 TotNumAssignmentReports int Total Number of Assignment Reports being returned to a firm FIX.4.4
912 LastRptRequested Boolean Indicates whether this message is the last report message in response to a request message, e.g. OrderMassStatusRequest(35=AF), TradeCaptureReportRequest(35=AD).
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not last message FIX.4.4EP-1
Y LastMessage Last message FIX.4.4EP-1
FIX.4.4
Parties ✔ Clearing Organization
Clearing Firm
Contra Clearing Organization
Contra Clearing Firm
Position Account		 FIX.4.4
1 Account String Customer Account FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
9 EquitiesSpecialist Equities specialist FIX.5.0SP2EP101
10 OptionsMarketMaker Options market maker FIX.5.0SP2EP101
11 OptionsFirmAccount Options firm account FIX.5.0SP2EP101
FIX.4.4
Instrument CFI Code - Market Indicator (col 4) used to indicate Market of Assignment FIX.4.4
15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
InstrmtLegGrp Number of legs that make up the Security FIX.4.4
UndInstrmtGrp Number of legs that make up the Security FIX.4.4
PositionQty "Insert here here the set of "Position Qty" fields defined in "Common Components of Application Messages" FIX.4.4
PositionAmountData Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" FIX.4.4
834 ThresholdAmount PriceOffset Amount that a position has to be in the money before it is exercised. FIX.4.4
730 SettlPrice Price Settlement Price of Option FIX.4.4
731 SettlPriceType int Values = Final, Theoretical
Value SymbolicName Description Added Updated Deprecated
1 Final Final FIX.4.4
2 Theoretical Theoretical FIX.4.4
FIX.4.4
732 UnderlyingSettlPrice Price Settlement Price of Underlying FIX.4.4
734 PriorSettlPrice Price Previous settlement price FIX.4.4
1595 PositionContingentPrice Price Risk adjusted price used to calculate variation margin on a position. FIX.5.0SP2
432 ExpireDate LocalMktDate Expiration Date of Option FIX.4.4
744 AssignmentMethod char Method under which assignment was conducted
Value SymbolicName Description Added Updated Deprecated
P ProRata Pro rata FIX.4.4
R Random Random FIX.4.4
FIX.4.4
745 AssignmentUnit Qty Quantity Increment used in performing assignment FIX.4.4
746 OpenInterest Amt Open interest that was eligible for assignment FIX.4.4
747 ExerciseMethod char Exercise Method used to in performing assignment Values = Automatic, Manual
Value SymbolicName Description Added Updated Deprecated
A Automatic Automatic FIX.4.4
M Manual Manual FIX.4.4
FIX.4.4
716 SettlSessID String None
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 FIX.5.0SP1EP95
717 SettlSessSubID String None FIX.4.4 FIX.5.0SP1EP95
715 ClearingBusinessDate ✔ LocalMktDate Business date of assignment FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
StandardTrailer ✔ FIX.4.4

CollateralRequest (35=AX)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AX FIX.4.4
894 CollReqID ✔ String Unique identifier for collateral request FIX.4.4
895 CollAsgnReason ✔ int Reason collateral assignment is being requested
Value SymbolicName Description Added Updated Deprecated
0 Initial Initial FIX.4.4
1 Scheduled Scheduled FIX.4.4
2 TimeWarning Time Warning FIX.4.4
3 MarginDeficiency In a CollateralRequest(35=AX), this indicates there is a margin deficiency. In a CollateralAssignment(35=AY), this indicates that the assignment is a deposit to meet margin deficiency. FIX.4.4 FIX.5.0SP2EP192
4 MarginExcess In a CollateralRequest(35=AX), this indicates there is excess margin. In a CollateralAssignment(35=AY), this indicates that the assignment is a withdrawal of the margin excess. FIX.4.4 FIX.5.0SP2EP192
5 ForwardCollateralDemand Forward Collateral Demand FIX.4.4
6 EventOfDefault Event of default FIX.4.4
7 AdverseTaxEvent Adverse tax event FIX.4.4
8 TransferDeposit Collateral deposit in which the asset is to be transferred from an undesignated holding into collateral. I.e. there is no intermediate conversion to cash. FIX.5.0SP2EP193
9 TransferWithdrawal Collateral withdrawal in which the asset is to be transferred from collateral into an undesignated holding. I.e. there is no intermediate conversion to cash. FIX.5.0SP2EP193
10 Pledge The purpose of the collateral assignment is to pledge or "lock up" a value of a basket of securities, individual security or fund as collateral. FIX.5.0SP2EP197
FIX.4.4
60 TransactTime ✔ UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.4.4
126 ExpireTime UTCTimestamp Time until when Respondent has to assign collateral FIX.4.4
Parties FIX.4.4
1 Account String Customer Account FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
9 EquitiesSpecialist Equities specialist FIX.5.0SP2EP101
10 OptionsMarketMaker Options market maker FIX.5.0SP2EP101
11 OptionsFirmAccount Options firm account FIX.5.0SP2EP101
FIX.4.4
11 ClOrdID String Identifier of order for which collateral is required FIX.4.4 FIX.5.0SP1EP95
37 OrderID String Identifier of order for which collateral is required FIX.4.4 FIX.5.0SP1EP95
198 SecondaryOrderID String Identifier of order for which collateral is required FIX.4.4 FIX.5.0SP1EP95
526 SecondaryClOrdID String Identifier of order for which collateral is required FIX.4.4 FIX.5.0SP1EP95
ExecCollGrp Executions for which collateral is required FIX.4.4
TrdCollGrp Trades for which collateral is required FIX.4.4
Instrument Instrument that was traded for which collateral is required FIX.4.4
FinancingDetails Details of the Agreement and Deal FIX.4.4
64 SettlDate LocalMktDate Specific date of trade settlement (SettlementDate) in YYYYMMDD format.
If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued)
(expressed in local time at place of settlement) 		FIX.4.4
53 Quantity Qty Overall/total quantity (e.g. number of shares)
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
854 QtyType int Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts FIX.4.4 FIX.5.0SP2EP107
2 UnitsOfMeasurePerTimeUnit Unit of Measure per Time Unit FIX.4.4EP5 FIX.5.0SP2EP107
FIX.4.4
15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
InstrmtLegGrp Number of legs that make up the Security FIX.4.4
UndInstrmtCollGrp Number of legs that make up the Security FIX.4.4
899 MarginExcess Amt Excess margin amount (deficit if value is negative) FIX.4.4
900 TotalNetValue Amt TotalNetValue is determined as follows:
At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)).
In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)).
For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut) 		FIX.4.4
901 CashOutstanding Amt Starting consideration less repayments FIX.4.4
TrdRegTimestamps Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" FIX.4.4
54 Side char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed 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.4.4
MiscFeesGrp Required if any miscellaneous fees are reported. FIX.4.4 FIX.5.0SP1EP95
44 Price Price Price per unit of quantity (e.g. per share) FIX.4.4
423 PriceType int Code to represent the price type.
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.4.4
159 AccruedInterestAmt Amt Amount of Accrued Interest for convertible bonds and fixed income FIX.4.4
920 EndAccruedInterestAmt Amt Accrued Interest Amount applicable to a financing transaction on the End Date. FIX.4.4
921 StartCash Amt Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date. FIX.4.4
922 EndCash Amt Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date. FIX.4.4
SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" FIX.4.4
Stipulations Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" FIX.4.4
336 TradingSessionID String Trading Session in which trade occurred
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.4.4
625 TradingSessionSubID String Trading Session Subid in which trade occurred
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.4.4
716 SettlSessID String Identifies a specific settlement session
Value SymbolicName Description Added Updated Deprecated
ITD Intraday Intraday FIX.4.4EP1
RTH RegularTradingHours Regular Trading Hours FIX.4.4EP1
ETH ElectronicTradingHours Electronic Trading Hours FIX.4.4EP1
EOD EndOfDay End Of Day FIX.4.4EP4
FIX.4.4
717 SettlSessSubID String SubID value associated with SettlSessID(716) FIX.4.4
715 ClearingBusinessDate LocalMktDate The business date for which the trade is expected to be cleared. FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
StandardTrailer ✔ FIX.4.4

CollateralAssignment (35=AY)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AY FIX.4.4
902 CollAsgnID ✔ String Unique Identifer for collateral assignment FIX.4.4
894 CollReqID String Identifer of CollReqID to which the Collateral Assignment is in response FIX.4.4
895 CollAsgnReason ✔ int Reason for collateral assignment
Value SymbolicName Description Added Updated Deprecated
0 Initial Initial FIX.4.4
1 Scheduled Scheduled FIX.4.4
2 TimeWarning Time Warning FIX.4.4
3 MarginDeficiency In a CollateralRequest(35=AX), this indicates there is a margin deficiency. In a CollateralAssignment(35=AY), this indicates that the assignment is a deposit to meet margin deficiency. FIX.4.4 FIX.5.0SP2EP192
4 MarginExcess In a CollateralRequest(35=AX), this indicates there is excess margin. In a CollateralAssignment(35=AY), this indicates that the assignment is a withdrawal of the margin excess. FIX.4.4 FIX.5.0SP2EP192
5 ForwardCollateralDemand Forward Collateral Demand FIX.4.4
6 EventOfDefault Event of default FIX.4.4
7 AdverseTaxEvent Adverse tax event FIX.4.4
8 TransferDeposit Collateral deposit in which the asset is to be transferred from an undesignated holding into collateral. I.e. there is no intermediate conversion to cash. FIX.5.0SP2EP193
9 TransferWithdrawal Collateral withdrawal in which the asset is to be transferred from collateral into an undesignated holding. I.e. there is no intermediate conversion to cash. FIX.5.0SP2EP193
10 Pledge The purpose of the collateral assignment is to pledge or "lock up" a value of a basket of securities, individual security or fund as collateral. FIX.5.0SP2EP197
FIX.4.4
903 CollAsgnTransType ✔ int Collateral Transaction Type
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.4.4
1 Replace Replace FIX.4.4
2 Cancel Cancel FIX.4.4
3 Release Release FIX.4.4
4 Reverse Reverse FIX.4.4
FIX.4.4
907 CollAsgnRefID String Collateral assignment to which this transaction refers FIX.4.4
60 TransactTime ✔ UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.4.4
126 ExpireTime UTCTimestamp For an Initial assignment, time by which a response is expected FIX.4.4
Parties FIX.4.4
1 Account String Customer Account FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
9 EquitiesSpecialist Equities specialist FIX.5.0SP2EP101
10 OptionsMarketMaker Options market maker FIX.5.0SP2EP101
11 OptionsFirmAccount Options firm account FIX.5.0SP2EP101
FIX.4.4
11 ClOrdID String Identifier of order for which collateral is required FIX.4.4 FIX.5.0SP1EP95
37 OrderID String Identifier of order for which collateral is required FIX.4.4 FIX.5.0SP1EP95
198 SecondaryOrderID String Identifier of order for which collateral is required FIX.4.4 FIX.5.0SP1EP95
526 SecondaryClOrdID String Identifier of order for which collateral is required FIX.4.4 FIX.5.0SP1EP95
ExecCollGrp Executions for which collateral is required FIX.4.4
TrdCollGrp Trades for which collateral is required FIX.4.4
Instrument FIX.4.4 FIX.5.0SP2EP192
FinancingDetails FIX.4.4 FIX.5.0SP2EP192
64 SettlDate LocalMktDate Can be used to provide the value date of the collateral transaction where the deposit or withdrawal is for a specific future date. FIX.4.4 FIX.5.0SP2EP192
53 Quantity Qty Overall/total quantity (e.g. number of shares)
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
854 QtyType int Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts FIX.4.4 FIX.5.0SP2EP107
2 UnitsOfMeasurePerTimeUnit Unit of Measure per Time Unit FIX.4.4EP5 FIX.5.0SP2EP107
FIX.4.4
15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
InstrmtLegGrp Number of legs that make up the Security FIX.4.4
UndInstrmtCollGrp Number of legs that make up the Security FIX.4.4
899 MarginExcess Amt Excess margin amount (deficit if value is negative) FIX.4.4
900 TotalNetValue Amt TotalNetValue is determined as follows:
At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)).
In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)).
For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut) 		FIX.4.4
901 CashOutstanding Amt Starting consideration less repayments FIX.4.4
TrdRegTimestamps Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" FIX.4.4
54 Side char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed 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.4.4
MiscFeesGrp Required if any miscellaneous fees are reported. FIX.4.4 FIX.5.0SP1EP95
44 Price Price Price per unit of quantity (e.g. per share) FIX.4.4
423 PriceType int Code to represent the price type.
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.4.4
159 AccruedInterestAmt Amt Amount of Accrued Interest for convertible bonds and fixed income FIX.4.4
920 EndAccruedInterestAmt Amt Accrued Interest Amount applicable to a financing transaction on the End Date. FIX.4.4
921 StartCash Amt Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date. FIX.4.4
922 EndCash Amt Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date. FIX.4.4
SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" FIX.4.4
Stipulations Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" FIX.4.4
SettlInstructionsData Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" FIX.4.4
336 TradingSessionID String Trading Session in which trade occurred
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.4.4
625 TradingSessionSubID String Trading Session Subid in which trade occurred
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.4.4
716 SettlSessID String Identifies a specific settlement session
Value SymbolicName Description Added Updated Deprecated
ITD Intraday Intraday FIX.4.4EP1
RTH RegularTradingHours Regular Trading Hours FIX.4.4EP1
ETH ElectronicTradingHours Electronic Trading Hours FIX.4.4EP1
EOD EndOfDay End Of Day FIX.4.4EP4
FIX.4.4
717 SettlSessSubID String SubID value associated with SettlSessID(716) FIX.4.4
2486 WireReference String The reference to a wire transfer associated with the transaction. Wire references done via wire services such as Fedwire Output Message Accountabilitty Data "OMAD" or SWIFT Output Sequence Number "OSN". FIX.5.0SP2
75 TradeDate LocalMktDate Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade). FIX.5.0SP2
2485 TransactionID String The unique transaction entity identifier assigned by counterparty to the transaction receiving this message, if known. FIX.5.0SP2
2484 FirmTransactionID String The unique transaction entity identifier assigned by the firm sending the CollateralAssignment(35=AY). FIX.5.0SP2
715 ClearingBusinessDate LocalMktDate The clearing business date of the collateral assignment. FIX.4.4 FIX.5.0SP2EP192
2517 CollateralRequestLinkID String None FIX.5.0SP2
2519 TotNumCollateralRequests int None FIX.5.0SP2
2518 CollateralRequestNumber int None FIX.5.0SP2
2516 CollateralRequestInstruction String Values are custom to a particular implementation and will be maintained externally. FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. FIX.4.4 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. FIX.4.4 FIX.5.0SP2EP192
StandardTrailer ✔ FIX.4.4

CollateralResponse (35=AZ)

Used to respond to a Collateral Assignment message.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AZ FIX.4.4
904 CollRespID ✔ String Unique identifer for the collateral response FIX.4.4
902 CollAsgnID String Conditionally required when responding to a Collateral Assignment message FIX.4.4
894 CollReqID String Identifer of CollReqID to which the Collateral Assignment is in response FIX.4.4
895 CollAsgnReason int Conditionally required when responding to a Collateral Assignment message
Value SymbolicName Description Added Updated Deprecated
0 Initial Initial FIX.4.4
1 Scheduled Scheduled FIX.4.4
2 TimeWarning Time Warning FIX.4.4
3 MarginDeficiency In a CollateralRequest(35=AX), this indicates there is a margin deficiency. In a CollateralAssignment(35=AY), this indicates that the assignment is a deposit to meet margin deficiency. FIX.4.4 FIX.5.0SP2EP192
4 MarginExcess In a CollateralRequest(35=AX), this indicates there is excess margin. In a CollateralAssignment(35=AY), this indicates that the assignment is a withdrawal of the margin excess. FIX.4.4 FIX.5.0SP2EP192
5 ForwardCollateralDemand Forward Collateral Demand FIX.4.4
6 EventOfDefault Event of default FIX.4.4
7 AdverseTaxEvent Adverse tax event FIX.4.4
8 TransferDeposit Collateral deposit in which the asset is to be transferred from an undesignated holding into collateral. I.e. there is no intermediate conversion to cash. FIX.5.0SP2EP193
9 TransferWithdrawal Collateral withdrawal in which the asset is to be transferred from collateral into an undesignated holding. I.e. there is no intermediate conversion to cash. FIX.5.0SP2EP193
10 Pledge The purpose of the collateral assignment is to pledge or "lock up" a value of a basket of securities, individual security or fund as collateral. FIX.5.0SP2EP197
FIX.4.4
903 CollAsgnTransType int Collateral Transaction Type - not recommended because it causes confusion
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.4.4
1 Replace Replace FIX.4.4
2 Cancel Cancel FIX.4.4
3 Release Release FIX.4.4
4 Reverse Reverse FIX.4.4
FIX.4.4
905 CollAsgnRespType ✔ int Collateral Assignment Response Type
Value SymbolicName Description Added Updated Deprecated
0 Received Received FIX.4.4
1 Accepted Accepted FIX.4.4
2 Declined Declined FIX.4.4
3 Rejected Rejected FIX.4.4
4 TransactionPending The collateral assignment transaction is pending at the recipient. FIX.5.0SP2EP192
5 TransactionCompletedWithWarning The collateral assignment transaction was accepted and completed but with warnings. FIX.5.0SP2EP192
FIX.4.4
906 CollAsgnRejectReason int Conditionally required when CollAsgnRespType(905) = 3 (Rejected).
Value SymbolicName Description Added Updated Deprecated
0 UnknownDeal Unknown deal (order / trade) FIX.4.4
1 UnknownOrInvalidInstrument Unknown or invalid instrument FIX.4.4
2 UnauthorizedTransaction Unauthorized transaction FIX.4.4
3 InsufficientCollateral Insufficient collateral FIX.4.4
4 InvalidTypeOfCollateral Invalid type of collateral FIX.4.4
5 ExcessiveSubstitution Excessive substitution FIX.4.4
99 Other Other FIX.4.4
FIX.4.4 FIX.5.0SP2EP192
60 TransactTime ✔ UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.4.4
1043 CollApplType int conveys how the collateral should be/has been applied
Value SymbolicName Description Added Updated Deprecated
0 SpecificDeposit Specific Deposit FIX.4.4EP-1
1 General General FIX.4.4EP-1
FIX.4.4
291 FinancialStatus MultipleCharValue Tells whether security has been restricted.
Value SymbolicName Description Added Updated Deprecated
1 Bankrupt Bankrupt FIX.4.2
2 PendingDelisting Pending delisting FIX.4.3
3 Restricted Restricted FIX.4.4EP12
FIX.4.4
715 ClearingBusinessDate LocalMktDate The clearing business date of the assignment. The date on which the transaction was entered. FIX.4.4 FIX.5.0SP2EP192
Parties FIX.4.4
1 Account String Customer Account FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
9 EquitiesSpecialist Equities specialist FIX.5.0SP2EP101
10 OptionsMarketMaker Options market maker FIX.5.0SP2EP101
11 OptionsFirmAccount Options firm account FIX.5.0SP2EP101
FIX.4.4
11 ClOrdID String Identifier of order for which collateral is required FIX.4.4 FIX.5.0SP1EP95
37 OrderID String Identifier of order for which collateral is required FIX.4.4 FIX.5.0SP1EP95
198 SecondaryOrderID String Identifier of order for which collateral is required FIX.4.4 FIX.5.0SP1EP95
526 SecondaryClOrdID String Identifier of order for which collateral is required FIX.4.4 FIX.5.0SP1EP95
ExecCollGrp Executions for which collateral is required FIX.4.4
TrdCollGrp Trades for which collateral is required FIX.4.4
Instrument FIX.4.4 FIX.5.0SP2EP192
FinancingDetails FIX.4.4 FIX.5.0SP2EP192
64 SettlDate LocalMktDate Can be used to specify the value date of the collateral transaction where the transaction is for a specific future date (e.g. to be "settled" on a future date). FIX.4.4 FIX.5.0SP2EP192
53 Quantity Qty Overall/total quantity (e.g. number of shares)
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
854 QtyType int Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts FIX.4.4 FIX.5.0SP2EP107
2 UnitsOfMeasurePerTimeUnit Unit of Measure per Time Unit FIX.4.4EP5 FIX.5.0SP2EP107
FIX.4.4
15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
InstrmtLegGrp Number of legs that make up the Security FIX.4.4
UndInstrmtCollGrp Number of legs that make up the Security FIX.4.4
899 MarginExcess Amt Excess margin amount (deficit if value is negative) FIX.4.4
900 TotalNetValue Amt TotalNetValue is determined as follows:
At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)).
In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)).
For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut) 		FIX.4.4
901 CashOutstanding Amt Starting consideration less repayments FIX.4.4
CollateralAmountGrp FIX.5.0SP2
TrdRegTimestamps FIX.4.4 FIX.5.0SP2EP192
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.4.4
MiscFeesGrp Required if any miscellaneous fees are reported. FIX.4.4 FIX.5.0SP1EP95
44 Price Price Price per unit of quantity (e.g. per share) FIX.4.4
423 PriceType int Code to represent the price type.
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.4.4
159 AccruedInterestAmt Amt Amount of Accrued Interest for convertible bonds and fixed income FIX.4.4
920 EndAccruedInterestAmt Amt Accrued Interest Amount applicable to a financing transaction on the End Date. FIX.4.4
921 StartCash Amt Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date. FIX.4.4
922 EndCash Amt Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date. FIX.4.4
SpreadOrBenchmarkCurveData FIX.4.4 FIX.5.0SP2EP192
Stipulations FIX.4.4 FIX.5.0SP2EP192
2486 WireReference String The reference to a wire transfer associated with the transaction. Wire references done via wire services such as Fedwire Output Message Accountabilitty Data "OMAD" or SWIFT Output Sequence Number "OSN". FIX.5.0SP2 FIX.5.0SP2EP193
75 TradeDate LocalMktDate Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade). FIX.5.0SP2 FIX.5.0SP2EP193
2485 TransactionID String The unique transaction entity identifier assigned by the firm sending the CollateralResponse(35=AZ). FIX.5.0SP2 FIX.5.0SP2EP193
2484 FirmTransactionID String The unique transaction entity identifier assigned by the counterparty to the transaction, if known. Echoes the value from CollateralAssignment(35=AY) if provided. FIX.5.0SP2 FIX.5.0SP2EP193
2517 CollateralRequestLinkID String None FIX.5.0SP2
2519 TotNumCollateralRequests int None FIX.5.0SP2
2518 CollateralRequestNumber int None FIX.5.0SP2
2516 CollateralRequestInstruction String Values are custom to a particular implementation and will be maintained externally. FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4 FIX.5.0SP2EP193
354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. FIX.4.4 FIX.5.0SP2EP193
355 EncodedText data Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. FIX.4.4 FIX.5.0SP2EP193
2520 WarningText String Conditionally required when CollAsgnRespType(905) = 5 (Completed with warning). FIX.5.0SP2
2522 EncodedWarningTextLen Length Must be set if EncodedWarningText(2521) field is specified and must immediately precede it. FIX.5.0SP2
2521 EncodedWarningText data Encoded (non-ASCII characters) representation of the WarningText(2520) field in the encoded format specified via the MessageEncoding field. FIX.5.0SP2
1328 RejectText String Conditionally required when CollAsgnRespType(905) = 3 (Rejected). FIX.5.0SP2 FIX.5.0SP2EP193
1664 EncodedRejectTextLen Length Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. FIX.5.0SP2 FIX.5.0SP2EP193
1665 EncodedRejectText data Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2 FIX.5.0SP2EP193
StandardTrailer ✔ FIX.4.4 FIX.5.0SP2EP193

CollateralReport (35=BA)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BA FIX.4.4
908 CollRptID ✔ String Unique Identifer for collateral report FIX.4.4
909 CollInquiryID String Identifier for the collateral inquiry to which this message is a reply FIX.4.4
60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.4.4
1043 CollApplType int Differentiates collateral pledged specifically against a position from collateral pledged against an entire portfolio on a valued basis.
Value SymbolicName Description Added Updated Deprecated
0 SpecificDeposit Specific Deposit FIX.4.4EP-1
1 General General FIX.4.4EP-1
FIX.4.4
291 FinancialStatus MultipleCharValue Tells whether security has been restricted.
Value SymbolicName Description Added Updated Deprecated
1 Bankrupt Bankrupt FIX.4.2
2 PendingDelisting Pending delisting FIX.4.3
3 Restricted Restricted FIX.4.4EP12
FIX.4.4
910 CollStatus ✔ int Collateral status
Value SymbolicName Description Added Updated Deprecated
0 Unassigned Unassigned FIX.4.4
1 PartiallyAssigned Partially Assigned FIX.4.4
2 AssignmentProposed Assignment Proposed FIX.4.4
3 Assigned Assigned (Accepted) FIX.4.4
4 Challenged Challenged FIX.4.4
FIX.4.4
911 TotNumReports int Total number of reports returned in response to a request. FIX.4.4
912 LastRptRequested Boolean Indicates whether this message is the last report message in response to a request message, e.g. OrderMassStatusRequest(35=AF), TradeCaptureReportRequest(35=AD).
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not last message FIX.4.4EP-1
Y LastMessage Last message FIX.4.4EP-1
FIX.4.4
Parties FIX.4.4
1 Account String Customer Account FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
9 EquitiesSpecialist Equities specialist FIX.5.0SP2EP101
10 OptionsMarketMaker Options market maker FIX.5.0SP2EP101
11 OptionsFirmAccount Options firm account FIX.5.0SP2EP101
FIX.4.4
11 ClOrdID String Identifier of order for which collateral is required FIX.4.4 FIX.5.0SP1EP95
37 OrderID String Identifier of order for which collateral is required FIX.4.4 FIX.5.0SP1EP95
198 SecondaryOrderID String Identifier of order for which collateral is required FIX.4.4 FIX.5.0SP1EP95
526 SecondaryClOrdID String Identifier of order for which collateral is required FIX.4.4 FIX.5.0SP1EP95
ExecCollGrp Executions for which collateral is required FIX.4.4
TrdCollGrp Trades for which collateral is required FIX.4.4
Instrument FIX.4.4 FIX.5.0SP2EP192
FinancingDetails FIX.4.4 FIX.5.0SP2EP192
64 SettlDate LocalMktDate Specific date of trade settlement (SettlementDate) in YYYYMMDD format.
If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued)
(expressed in local time at place of settlement) 		FIX.4.4
53 Quantity Qty Overall/total quantity (e.g. number of shares)
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
854 QtyType int Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts FIX.4.4 FIX.5.0SP2EP107
2 UnitsOfMeasurePerTimeUnit Unit of Measure per Time Unit FIX.4.4EP5 FIX.5.0SP2EP107
FIX.4.4
15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
InstrmtLegGrp FIX.4.4 FIX.5.0SP2EP192
UndInstrmtGrp FIX.4.4 FIX.5.0SP2EP192
899 MarginExcess Amt Excess margin amount (deficit if value is negative) FIX.4.4
900 TotalNetValue Amt TotalNetValue is determined as follows:
At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)).
In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)).
For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut) 		FIX.4.4
901 CashOutstanding Amt Starting consideration less repayments FIX.4.4
CollateralAmountGrp FIX.5.0SP2
RegulatoryTradeIDGrp FIX.5.0SP2
TrdRegTimestamps FIX.4.4 FIX.5.0SP2EP192
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.4.4
MiscFeesGrp Required if any miscellaneous fees are reported. FIX.4.4 FIX.5.0SP1EP95
44 Price Price Price per unit of quantity (e.g. per share) FIX.4.4
423 PriceType int Code to represent the price type.
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.4.4
159 AccruedInterestAmt Amt Amount of Accrued Interest for convertible bonds and fixed income FIX.4.4
920 EndAccruedInterestAmt Amt Accrued Interest Amount applicable to a financing transaction on the End Date. FIX.4.4
921 StartCash Amt Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date. FIX.4.4
922 EndCash Amt Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date. FIX.4.4
SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" FIX.4.4
Stipulations Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" FIX.4.4
SettlInstructionsData Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" FIX.4.4
336 TradingSessionID String Trading Session in which trade occurred
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.4.4
625 TradingSessionSubID String Trading Session Subid in which trade occurred
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.4.4
716 SettlSessID String Identifies a specific settlement session
Value SymbolicName Description Added Updated Deprecated
ITD Intraday Intraday FIX.4.4EP1
RTH RegularTradingHours Regular Trading Hours FIX.4.4EP1
ETH ElectronicTradingHours Electronic Trading Hours FIX.4.4EP1
EOD EndOfDay End Of Day FIX.4.4EP4
FIX.4.4
717 SettlSessSubID String SubID value associated with SettlSessID(716) FIX.4.4
715 ClearingBusinessDate LocalMktDate The clearing business date of the report. FIX.4.4 FIX.5.0SP2EP192
2486 WireReference String The reference to a wire transfer associated with the transaction. Wire references done via wire services such as Fedwire Output Message Accountabilitty Data "OMAD" or SWIFT Output Sequence Number "OSN". FIX.5.0SP2
75 TradeDate LocalMktDate Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade). FIX.5.0SP2
2485 TransactionID String The unique transaction entity identifier assigned by the firm sending the CollateralReport(35=BA). FIX.5.0SP2
2484 FirmTransactionID String The unique transaction entity identifier assigned by the counterparty to the transaction receiving this message, if known. FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. FIX.4.4 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. FIX.4.4 FIX.5.0SP2EP192
StandardTrailer ✔ FIX.4.4

CollateralInquiry (35=BB)

Used to inquire for collateral status.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BB FIX.4.4
909 CollInquiryID ✔ String Unique identifier for this message. FIX.4.4 FIX.5.0SP1EP95
CollInqQualGrp Number of qualifiers to inquiry FIX.4.4
263 SubscriptionRequestType char Used to subscribe / unsubscribe for collateral status reports. If the field is absent, the default will be snapshot request only - no subscription.
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.4
725 ResponseTransportType int Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
Value SymbolicName Description Added Updated Deprecated
0 Inband 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 destination name. Used if ResponseTransportType is out-of-band. FIX.4.4
Parties FIX.4.4
1 Account String Customer Account FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
9 EquitiesSpecialist Equities specialist FIX.5.0SP2EP101
10 OptionsMarketMaker Options market maker FIX.5.0SP2EP101
11 OptionsFirmAccount Options firm account FIX.5.0SP2EP101
FIX.4.4
11 ClOrdID String Identifier of order for which collateral is required FIX.4.4 FIX.5.0SP1EP95
37 OrderID String Identifier of order for which collateral is required FIX.4.4 FIX.5.0SP1EP95
198 SecondaryOrderID String Identifier of order for which collateral is required FIX.4.4 FIX.5.0SP1EP95
526 SecondaryClOrdID String Identifier of order for which collateral is required FIX.4.4 FIX.5.0SP1EP95
ExecCollGrp Executions for which collateral is required FIX.4.4
TrdCollGrp Trades for which collateral is required FIX.4.4
Instrument Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" FIX.4.4
FinancingDetails Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" FIX.4.4
64 SettlDate LocalMktDate Specific date of trade settlement (SettlementDate) in YYYYMMDD format.
If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued)
(expressed in local time at place of settlement) 		FIX.4.4
53 Quantity Qty Overall/total quantity (e.g. number of shares)
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
854 QtyType int Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts FIX.4.4 FIX.5.0SP2EP107
2 UnitsOfMeasurePerTimeUnit Unit of Measure per Time Unit FIX.4.4EP5 FIX.5.0SP2EP107
FIX.4.4
15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
InstrmtLegGrp Number of legs that make up the Security FIX.4.4
UndInstrmtGrp Number of legs that make up the Security FIX.4.4
899 MarginExcess Amt Excess margin amount (deficit if value is negative) FIX.4.4
900 TotalNetValue Amt TotalNetValue is determined as follows:
At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)).
In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)).
For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut) 		FIX.4.4
901 CashOutstanding Amt Starting consideration less repayments FIX.4.4
TrdRegTimestamps Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" FIX.4.4
54 Side char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed 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.4.4
44 Price Price Price per unit of quantity (e.g. per share) FIX.4.4
423 PriceType int Code to represent the price type.
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.4.4
159 AccruedInterestAmt Amt Amount of Accrued Interest for convertible bonds and fixed income FIX.4.4
920 EndAccruedInterestAmt Amt Accrued Interest Amount applicable to a financing transaction on the End Date. FIX.4.4
921 StartCash Amt Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date. FIX.4.4
922 EndCash Amt Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date. FIX.4.4
SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" FIX.4.4
Stipulations Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" FIX.4.4
SettlInstructionsData Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" FIX.4.4
336 TradingSessionID String Trading Session in which trade occurred
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.4.4
625 TradingSessionSubID String Trading Session Subid in which trade occurred
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.4.4
716 SettlSessID String Identifies a specific settlement session
Value SymbolicName Description Added Updated Deprecated
ITD Intraday Intraday FIX.4.4EP1
RTH RegularTradingHours Regular Trading Hours FIX.4.4EP1
ETH ElectronicTradingHours Electronic Trading Hours FIX.4.4EP1
EOD EndOfDay End Of Day FIX.4.4EP4
FIX.4.4
717 SettlSessSubID String SubID value associated with SettlSessID(716) FIX.4.4
715 ClearingBusinessDate LocalMktDate The business date for which the trade is expected to be cleared. FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
StandardTrailer ✔ FIX.4.4

NetworkCounterpartySystemStatusRequest (35=BC)

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

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

NetworkCounterpartySystemStatusResponse (35=BD)

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

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

UserRequest (35=BE)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = "BE" FIX.4.4
923 UserRequestID ✔ String Unique identifier for a User Request. FIX.4.4
924 UserRequestType ✔ int Indicates the action required by a User Request Message
Value SymbolicName Description Added Updated Deprecated
1 LogOnUser Log On User FIX.4.4
2 LogOffUser Log Off User FIX.4.4
3 ChangePasswordForUser Change Password For User FIX.4.4
4 RequestIndividualUserStatus Request Individual User Status FIX.4.4
5 RequestThrottleLimit Request Throttle Limit FIX.5.0SP2EP116
FIX.4.4
553 Username ✔ String Userid or username. FIX.4.4
554 Password String Password or passphrase. FIX.4.4
925 NewPassword String New Password or passphrase FIX.4.4
1400 EncryptedPasswordMethod int Enumeration defining the encryption method used to encrypt password fields.
At this time there are no encryption methods defined by FPL. 		FIX.5.0
1401 EncryptedPasswordLen Length Length of the EncryptedPassword(1402) field FIX.5.0
1402 EncryptedPassword data Encrypted password - encrypted via the method specified in the field EncryptedPasswordMethod(1400) FIX.5.0
1403 EncryptedNewPasswordLen Length Length of the EncryptedNewPassword(1404) field FIX.5.0
1404 EncryptedNewPassword data Encrypted new password - encrypted via the method specified in the field EncryptedPasswordMethod(1400) FIX.5.0
95 RawDataLength Length Number of bytes in raw data field. FIX.4.4
96 RawData data Can be used to hand structures etc to other API's etc FIX.4.4
StandardTrailer ✔ FIX.4.4

UserResponse (35=BF)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = "BF" FIX.4.4
923 UserRequestID ✔ String Unique identifier for a User Request. FIX.4.4
553 Username ✔ String Userid or username. FIX.4.4
926 UserStatus int Indicates the status of a user
Value SymbolicName Description Added Updated Deprecated
1 LoggedIn Logged In FIX.4.4
2 NotLoggedIn Not Logged In FIX.4.4
3 UserNotRecognised User Not Recognised FIX.4.4
4 PasswordIncorrect Password Incorrect FIX.4.4
5 PasswordChanged Password Changed FIX.4.4
6 Other Other FIX.4.4
7 ForcedUserLogoutByExchange Forced user logout by Exchange FIX.5.0EP56
8 SessionShutdownWarning Session shutdown warning FIX.5.0EP56
9 ThrottleParametersChanged Throttle parameters changed FIX.5.0SP2EP116
FIX.4.4
ThrottleParamsGrp FIX.5.0SP2
927 UserStatusText String Reason a request was not carried out FIX.4.4
StandardTrailer ✔ FIX.4.4

CollateralInquiryAck (35=BG)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BG FIX.4.4
909 CollInquiryID ✔ String Identifier for the collateral inquiry to which this message is a reply FIX.4.4
945 CollInquiryStatus ✔ int Status of the Collateral Inquiry referenced by CollInquiryID
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.4.4
1 AcceptedWithWarnings Accepted With Warnings FIX.4.4
2 Completed Completed FIX.4.4
3 CompletedWithWarnings Completed With Warnings FIX.4.4
4 Rejected Rejected FIX.4.4
FIX.4.4
946 CollInquiryResult int Result of the Collateral Inquriy referenced by CollInquiryID - specifies any errors or warnings
Value SymbolicName Description Added Updated Deprecated
0 Successful Successful (default) FIX.4.4
1 InvalidOrUnknownInstrument Invalid or unknown instrument FIX.4.4
2 InvalidOrUnknownCollateralType Invalid or unknown collateral type FIX.4.4
3 InvalidParties Invalid Parties FIX.4.4
4 InvalidTransportTypeRequested Invalid Transport Type requested FIX.4.4
5 InvalidDestinationRequested Invalid Destination requested FIX.4.4
6 NoCollateralFoundForTheTradeSpecified No collateral found for the trade specified FIX.4.4
7 NoCollateralFoundForTheOrderSpecified No collateral found for the order specified FIX.4.4
8 CollateralInquiryTypeNotSupported Collateral inquiry type not supported FIX.4.4
9 UnauthorizedForCollateralInquiry Unauthorized for collateral inquiry FIX.4.4
99 Other Other (further information in Text (58) field) FIX.4.4
FIX.4.4
CollInqQualGrp Number of qualifiers to inquiry FIX.4.4
911 TotNumReports int Total number of reports generated in response to this inquiry FIX.4.4
Parties FIX.4.4
1 Account String Customer Account FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
9 EquitiesSpecialist Equities specialist FIX.5.0SP2EP101
10 OptionsMarketMaker Options market maker FIX.5.0SP2EP101
11 OptionsFirmAccount Options firm account FIX.5.0SP2EP101
FIX.4.4
11 ClOrdID String Identifier of order for which collateral is required FIX.4.4 FIX.5.0SP1EP95
37 OrderID String Identifier of order for which collateral is required FIX.4.4 FIX.5.0SP1EP95
198 SecondaryOrderID String Identifier of order for which collateral is required FIX.4.4 FIX.5.0SP1EP95
526 SecondaryClOrdID String Identifier of order for which collateral is required FIX.4.4 FIX.5.0SP1EP95
ExecCollGrp Executions for which collateral is required FIX.4.4
TrdCollGrp Trades for which collateral is required FIX.4.4
Instrument Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" FIX.4.4
FinancingDetails Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" FIX.4.4
64 SettlDate LocalMktDate Specific date of trade settlement (SettlementDate) in YYYYMMDD format.
If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued)
(expressed in local time at place of settlement) 		FIX.4.4
53 Quantity Qty Overall/total quantity (e.g. number of shares)
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
854 QtyType int Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts FIX.4.4 FIX.5.0SP2EP107
2 UnitsOfMeasurePerTimeUnit Unit of Measure per Time Unit FIX.4.4EP5 FIX.5.0SP2EP107
FIX.4.4
15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
InstrmtLegGrp Number of legs that make up the Security FIX.4.4
UndInstrmtGrp Number of legs that make up the Security FIX.4.4
336 TradingSessionID String Trading Session in which trade occurred
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.4.4
625 TradingSessionSubID String Trading Session Subid in which trade occurred
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.4.4
716 SettlSessID String Identifies a specific settlement session
Value SymbolicName Description Added Updated Deprecated
ITD Intraday Intraday FIX.4.4EP1
RTH RegularTradingHours Regular Trading Hours FIX.4.4EP1
ETH ElectronicTradingHours Electronic Trading Hours FIX.4.4EP1
EOD EndOfDay End Of Day FIX.4.4EP4
FIX.4.4
717 SettlSessSubID String SubID value associated with SettlSessID(716) FIX.4.4
715 ClearingBusinessDate LocalMktDate The business date for which the trade is expected to be cleared. FIX.4.4
725 ResponseTransportType int Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
Value SymbolicName Description Added Updated Deprecated
0 Inband 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 destination name. Used if ResponseTransportType is out-of-band. FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
StandardTrailer ✔ FIX.4.4

ConfirmationRequest (35=BH)

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

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

ContraryIntentionReport (35=BO)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BO FIX.4.4
ApplicationSequenceControl FIX.5.0
977 ContIntRptID ✔ String Unique identifier for the Contrary Intention report FIX.4.4
60 TransactTime UTCTimestamp Time the contrary intention was received by clearing organization. FIX.4.4
978 LateIndicator Boolean Indicates if the contrary intention was received after the exchange imposed cutoff time FIX.4.4
979 InputSource String Source of the contrary intention FIX.4.4
715 ClearingBusinessDate ✔ LocalMktDate Business date of contrary intention FIX.4.4
Parties ✔ Clearing Organization
Clearing Firm
Position Account		 FIX.4.4
ExpirationQty ✔ Expiration Quantities FIX.4.4
Instrument ✔ FIX.4.4
UndInstrmtGrp FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
StandardTrailer ✔ FIX.4.4

SecurityDefinitionUpdateReport (35=BP)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BP FIX.4.4
ApplicationSequenceControl FIX.5.0
964 SecurityReportID int Used to identify the SecurityDefinitionUpdateReport(35=BP) message in a bulk message transfer. Not used in request/response messaging. FIX.4.4 FIX.5.0SP2EP195
320 SecurityReqID String Conditionally required when responding to the SecurityDefinitionRequest(35=c) message. FIX.4.4 FIX.5.0SP2EP195
322 SecurityResponseID String Used to identify the SecurityDefinitionUpdateReport(35=BP) message. FIX.4.4 FIX.5.0SP2EP195
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.4.4 FIX.5.0SP2EP195
715 ClearingBusinessDate LocalMktDate The business date for which the trade is expected to be cleared. FIX.4.4
980 SecurityUpdateAction char None
Value SymbolicName Description Added Updated Deprecated
A Add Add FIX.4.4EP8
D Delete Delete FIX.4.4EP8
M Modify Modify FIX.4.4EP8
FIX.4.4
292 CorporateAction MultipleCharValue Identifies the type of Corporate Action.
Value SymbolicName Description Added Updated Deprecated
A ExDividend Ex-Dividend FIX.4.2
B ExDistribution Ex-Distribution FIX.4.2
C ExRights Ex-Rights FIX.4.2
D New New FIX.4.2
E ExInterest Ex-Interest FIX.4.2
F CashDividend Cash Dividend FIX.4.4EP4
G StockDividend Stock Dividend FIX.4.4EP4
H NonIntegerStockSplit Non-Integer Stock Split FIX.4.4EP4
I ReverseStockSplit Reverse Stock Split FIX.4.4EP4
J StandardIntegerStockSplit Standard-Integer Stock Split FIX.4.4EP4
K PositionConsolidation Position Consolidation FIX.4.4EP4
L LiquidationReorganization Liquidation Reorganization FIX.4.4EP4
M MergerReorganization Merger Reorganization FIX.4.4EP4
N RightsOffering Rights Offering FIX.4.4EP4
O ShareholderMeeting Shareholder Meeting FIX.4.4EP4
P Spinoff Spinoff FIX.4.4EP4
Q TenderOffer Tender Offer FIX.4.4EP4
R Warrant Warrant FIX.4.4EP4
S SpecialAction Special Action FIX.4.4EP4
T SymbolConversion Symbol Conversion FIX.4.4EP4
U CUSIP CUSIP / Name Change FIX.4.4EP4
V LeapRollover Leap Rollover FIX.4.4EP8
W SuccessionEvent Succession Event FIX.5.0EP42
FIX.4.4 FIX.5.0SP2EP195
Instrument FIX.4.4
InstrumentExtension FIX.5.0
FinancingDetails FIX.5.0SP2
UndInstrmtGrp FIX.5.0
RelatedInstrumentGrp None FIX.5.0SP2
15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
2572 PreviousAdjustedOpenInterest Amt None FIX.5.0SP2
2573 PreviousUnadjustedOpenInterest Amt None FIX.5.0SP2
734 PriorSettlPrice Price None FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4 FIX.5.0SP2EP195
354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. FIX.4.4 FIX.5.0SP2EP195
355 EncodedText data Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. FIX.4.4 FIX.5.0SP2EP195
Stipulations FIX.5.0
1606 NumOfSimpleInstruments int Represents the total number of simple instruments that make up a multi-legged security. Complex spread instruments may be constructed of legs which themselves are multi-leg instruments. FIX.5.0SP2 FIX.5.0SP2EP195
2562 NumOfComplexInstruments int None FIX.5.0SP2
InstrmtLegGrp FIX.4.4
SpreadOrBenchmarkCurveData FIX.5.0
YieldData FIX.5.0
MarketSegmentGrp Contains all the security details related to listing and trading the security FIX.5.0
779 LastUpdateTime UTCTimestamp Represents the time at which a security was last updated FIX.5.0SP2
2400 EffectiveBusinessDate LocalMktDate None FIX.5.0SP2
60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.5.0SP1
StandardTrailer ✔ FIX.4.4

SecurityListUpdateReport (35=BK)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BK FIX.4.4
ApplicationSequenceControl FIX.5.0
964 SecurityReportID int Identifier for the Security List Update message in a bulk transfer environment (No Request/Response) FIX.4.4
1465 SecurityListID String Identifies a specific Security List entity FIX.5.0SP1
1466 SecurityListRefID String Provides a reference to another Security List FIX.5.0SP1
1467 SecurityListDesc String Specifies a description or name of a Security List. FIX.5.0SP1
1468 EncodedSecurityListDescLen Length Byte length of encoded (non-ASCII characters) EncodedSecurityListDesc (tbd) field. FIX.5.0SP1
1469 EncodedSecurityListDesc data Encoded (non-ASCII characters) representation of the SecurityListDesc (1467) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityListDesc field. FIX.5.0SP1
1470 SecurityListType int Identifies a list type
Value SymbolicName Description Added Updated Deprecated
1 IndustryClassification Industry Classification FIX.5.0SP1EP87
2 TradingList Trading List FIX.5.0SP1EP87
3 Market Market / Market Segment List FIX.5.0SP1EP87
4 NewspaperList Newspaper List FIX.5.0SP1EP87
FIX.5.0SP1
1471 SecurityListTypeSource int Identifies the sourec as a listype
Value SymbolicName Description Added Updated Deprecated
1 ICB ICB (Industry Classification Benchmark) published by Dow Jones and FTSE - www.icbenchmark.com FIX.5.0SP1EP87
2 NAICS NAICS (North American Industry Classification System). Replaced SIC (Standard Industry Classification) www.census.gov/naics or www.naics.com. FIX.5.0SP1EP87
3 GICS GICS (Global Industry Classification Standard) published by Standards & Poor FIX.5.0SP1EP87
FIX.5.0SP1
320 SecurityReqID String Unique ID of a Security Definition Request. FIX.4.4
322 SecurityResponseID String Identifier for the Security List message. FIX.4.4
560 SecurityRequestResult int Result of the Security Request identified by the SecurityReqID.
Value SymbolicName Description Added Updated Deprecated
0 ValidRequest Valid request FIX.4.3
1 InvalidOrUnsupportedRequest Invalid or unsupported request FIX.4.3
2 NoInstrumentsFound No instruments found that match selection criteria FIX.4.3
3 NotAuthorizedToRetrieveInstrumentData Not authorized to retrieve instrument data FIX.4.3
4 InstrumentDataTemporarilyUnavailable Instrument data temporarily unavailable FIX.4.3
5 RequestForInstrumentDataNotSupported Request for instrument data not supported FIX.4.3
FIX.4.4
393 TotNoRelatedSym int Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. FIX.4.4
715 ClearingBusinessDate LocalMktDate The business date for which the trade is expected to be cleared. FIX.4.4
980 SecurityUpdateAction char None
Value SymbolicName Description Added Updated Deprecated
A Add Add FIX.4.4EP8
D Delete Delete FIX.4.4EP8
M Modify Modify FIX.4.4EP8
FIX.4.4
292 CorporateAction MultipleCharValue Identifies the type of Corporate Action that triggered the update
Value SymbolicName Description Added Updated Deprecated
A ExDividend Ex-Dividend FIX.4.2
B ExDistribution Ex-Distribution FIX.4.2
C ExRights Ex-Rights FIX.4.2
D New New FIX.4.2
E ExInterest Ex-Interest FIX.4.2
F CashDividend Cash Dividend FIX.4.4EP4
G StockDividend Stock Dividend FIX.4.4EP4
H NonIntegerStockSplit Non-Integer Stock Split FIX.4.4EP4
I ReverseStockSplit Reverse Stock Split FIX.4.4EP4
J StandardIntegerStockSplit Standard-Integer Stock Split FIX.4.4EP4
K PositionConsolidation Position Consolidation FIX.4.4EP4
L LiquidationReorganization Liquidation Reorganization FIX.4.4EP4
M MergerReorganization Merger Reorganization FIX.4.4EP4
N RightsOffering Rights Offering FIX.4.4EP4
O ShareholderMeeting Shareholder Meeting FIX.4.4EP4
P Spinoff Spinoff FIX.4.4EP4
Q TenderOffer Tender Offer FIX.4.4EP4
R Warrant Warrant FIX.4.4EP4
S SpecialAction Special Action FIX.4.4EP4
T SymbolConversion Symbol Conversion FIX.4.4EP4
U CUSIP CUSIP / Name Change FIX.4.4EP4
V LeapRollover Leap Rollover FIX.4.4EP8
W SuccessionEvent Succession Event FIX.5.0EP42
FIX.4.4
1301 MarketID Exchange Identifies the market which lists and trades the instrument. FIX.5.0
1300 MarketSegmentID String Identifies the segment of the market specified in MarketID(96) FIX.5.0
60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.5.0SP1
893 LastFragment Boolean Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.4.4
SecLstUpdRelSymGrp Specifies the number of repeating symbols (instruments) specified FIX.4.4
StandardTrailer ✔ FIX.4.4

AdjustedPositionReport (35=BL)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BL FIX.4.4
721 PosMaintRptID ✔ String Unique identifier for this Adjusted Position report FIX.4.4
724 PosReqType int Used to specify the type of position request being made.
Value SymbolicName Description Added Updated Deprecated
0 Positions Positions FIX.4.4
1 Trades Trades FIX.4.4
2 Exercises Exercises FIX.4.4
3 Assignments Assignments FIX.4.4
4 SettlementActivity Settlement Activity FIX.4.4EP4
5 BackoutMessage Backout Message FIX.4.4EP4
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
715 ClearingBusinessDate ✔ LocalMktDate The Clearing Business Date referred to by this maintenance request FIX.4.4
716 SettlSessID String Identifies a specific settlement session
Value SymbolicName Description Added Updated Deprecated
ITD Intraday Intraday FIX.4.4EP1
RTH RegularTradingHours Regular Trading Hours FIX.4.4EP1
ETH ElectronicTradingHours Electronic Trading Hours FIX.4.4EP1
EOD EndOfDay End Of Day FIX.4.4EP4
FIX.4.4
714 PosMaintRptRefID String Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being replaced or canceled. FIX.4.4
Parties ✔ Position Account FIX.4.4
PositionQty ✔ Insert here here the set of "Position Qty" fields defined in "Common Components of Application Messages" FIX.4.4
InstrmtGrp FIX.5.0
730 SettlPrice Price Settlement Price FIX.4.4
734 PriorSettlPrice Price Prior Settlement Price FIX.4.4
StandardTrailer ✔ FIX.4.4

AllocationInstructionAlert (35=BM)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BM FIX.4.4
70 AllocID ✔ String Unique identifier for this allocation instruction alert message FIX.4.4
71 AllocTransType ✔ char i.e. New, Cancel, Replace
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.2.7
1 Replace Replace FIX.2.7
2 Cancel Cancel FIX.2.7
3 Preliminary Preliminary (without MiscFees and NetMoney) (Removed/Replaced) FIX.4.1 FIX.4.2
4 Calculated Calculated (includes MiscFees and NetMoney) (Removed/Replaced) FIX.4.1 FIX.4.2
5 CalculatedWithoutPreliminary Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced) FIX.4.2 FIX.4.2
6 Reversal Reversal FIX.4.4EP5
FIX.4.4
626 AllocType ✔ int Specifies the purpose or type of Allocation message
Value SymbolicName Description Added Updated Deprecated
1 Calculated Calculated (includes MiscFees and NetMoney) FIX.4.3
2 Preliminary Preliminary (without MiscFees and NetMoney) FIX.4.3
3 SellsideCalculatedUsingPreliminary Sellside calculated using preliminary (includes MiscFees and NetMoney) (Replaced) FIX.4.3 FIX.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.4.4
2758 AllocRequestID String Identifier of the request this message is responding to when responding to an AllocationInstructionAlertRequest(35=DU). FIX.5.0SP2
793 SecondaryAllocID String Optional second identifier for this allocation instruction (need not be unique) FIX.4.4
72 RefAllocID String Required for AllocTransType = Replace or Cancel FIX.4.4
796 AllocCancReplaceReason int Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation instruction
Value SymbolicName Description Added Updated Deprecated
1 OriginalDetailsIncomplete Original details incomplete/incorrect FIX.4.4
2 ChangeInUnderlyingOrderDetails Change in underlying order details FIX.4.4
99 Other Other FIX.4.4
3 CancelledByGiveupFirm Cancelled by give-up firm FIX.5.0SP2EP118
FIX.4.4
808 AllocIntermedReqType int Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
Value SymbolicName Description Added Updated Deprecated
1 PendingAccept Pending Accept FIX.4.4
2 PendingRelease Pending Release FIX.4.4
3 PendingReversal Pending Reversal FIX.4.4
4 Accept Accept FIX.4.4
5 BlockLevelReject Block Level Reject FIX.4.4
6 AccountLevelReject Account Level Reject FIX.4.4
FIX.4.4
196 AllocLinkID String Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" FIX.4.4
197 AllocLinkType int Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified.
Value SymbolicName Description Added Updated Deprecated
0 FXNetting FX Netting FIX.4.1
1 FXSwap FX Swap FIX.4.1
FIX.4.4
1730 AllocGroupID String Group identifier assigned by the clearinghouse FIX.5.0SP2
1728 FirmGroupID String Firm assigned entity identifier for the allocation FIX.5.0SP2
466 BookingRefID String Can be used with AllocType=" Ready-To-Book " FIX.4.4
857 AllocNoOrdersType int Indicates how the orders being booked and allocated by an Allocation Instruction or Allocation Report message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components , or not identified explicitly.
Value SymbolicName Description Added Updated Deprecated
0 NotSpecified Not specified FIX.4.4 FIX.5.0SP2EP118
1 ExplicitListProvided Explicit list provided FIX.4.4 FIX.5.0SP2EP118
FIX.4.4 FIX.5.0SP2EP118
OrdAllocGrp Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 FIX.4.4
ExecAllocGrp Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs. FIX.4.4 FIX.5.0SP2EP118
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.4.4
700 ReversalIndicator Boolean Indicates a trade that reverses a previous trade. FIX.4.4
574 MatchType String The point in the matching process at which this trade was matched.
Value SymbolicName Description Added Updated Deprecated
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.4.4
54 Side ✔ char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed 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.4.4
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "common components of application messages" FIX.4.4
InstrumentExtension Insert here the set of "InstrumentExtension" fields defined in "common components of application messages" FIX.4.4
FinancingDetails Insert here the set of "FinancingDetails" fields defined in "common components of application messages" FIX.4.4
UndInstrmtGrp FIX.4.4
InstrmtLegGrp FIX.4.4
53 Quantity Qty When not using allocation groups, this is the total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book. When using allocation groups, this is the quantity added or removed when trades are added to or removed from an allocation group. To remove quantity from the allocation group a negative value is specified in Quantity(53). When the allocation group quantity is unchanged, such as when AllocType(626) changes from 12(Incomplete group) to 13(Complete group) , the value for Quantity(53) should be zero (0). FIX.4.4 FIX.5.0SP2EP118
854 QtyType int Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts FIX.4.4 FIX.5.0SP2EP107
2 UnitsOfMeasurePerTimeUnit Unit of Measure per Time Unit FIX.4.4EP5 FIX.5.0SP2EP107
FIX.4.4
1736 AllocGroupQuantity Qty Indicates the total quantity of an allocation group. Includes any allocated quantity. FIX.5.0SP2 FIX.5.0SP2EP239
1737 AllocGroupRemainingQuantity Qty Indicates the remaining quantity of an allocation group that has not yet been allocated. FIX.5.0SP2 FIX.5.0SP2EP239
2759 GroupAmount Amt Indicates the total notional units or amount of an allocation group. Includes any allocated units or amount. FIX.5.0SP2
2760 GroupRemainingAmount Amt Indicates the remaining notional units or amount of an allocation group that has not yet been allocated. FIX.5.0SP2
30 LastMkt Exchange Market of the executions. FIX.4.4
229 TradeOriginationDate LocalMktDate Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.4
336 TradingSessionID String Identifier for 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.4.4
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.4.4
423 PriceType int Code to represent the price type.
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.4.4
PriceQualifierGrp FIX.5.0SP2
6 AvgPx Price For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). For 3rd party allocations used to convey either basic price or averaged price Optional for average price allocations in the listed derivatives markets where the central counterparty calculates and manages average price across an allocation group. FIX.4.4
860 AvgParPx Price Used to express average price as percent of par (used where AvgPx field is expressed in some other way) FIX.4.4
332 HighPx Price Maybe used to indicate the highest price within the specified allocation group. FIX.5.0SP2
333 LowPx Price Maybe used to indicate the lowest price within the specified allocation group. FIX.5.0SP2
SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "common components of application messages" FIX.4.4
15 Currency Currency Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. FIX.4.4
74 AvgPxPrecision int Absence of this field indicates that default precision arranged by the broker/institution is to be used FIX.4.4
Parties Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" FIX.4.4
75 TradeDate ✔ LocalMktDate Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.4
60 TransactTime UTCTimestamp Date/time when allocation is generated FIX.4.4
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.5.0SP2
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.4.4
64 SettlDate LocalMktDate Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. FIX.4.4
775 BookingType int Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
Value SymbolicName Description Added Updated Deprecated
0 RegularBooking Regular booking FIX.4.4
1 CFD CFD (Contract for difference) FIX.4.4
2 TotalReturnSwap Total Return Swap FIX.4.4
FIX.4.4
381 GrossTradeAmt Amt Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice). FIX.4.4
238 Concession Amt Provides the reduction in price for the secondary market in Muncipals.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.4
237 TotalTakedown Amt The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.4
118 NetMoney Amt Expressed in same currency as AvgPx. Sum of AllocNetMoney. FIX.4.4
77 PositionEffect char Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.
Value SymbolicName Description Added Updated Deprecated
C Close Close FIX.4.1
F FIFO FIFO FIX.4.3
O Open Open FIX.4.1
R Rolled Rolled FIX.4.3
N CloseButNotifyOnOpen Close but notify on open FIX.5.0EP61
D Default Default FIX.5.0EP61
FIX.4.4
754 AutoAcceptIndicator Boolean Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
157 NumDaysInterest int Applicable for Convertible Bonds and fixed income FIX.4.4
158 AccruedInterestRate Percentage Applicable for Convertible Bonds and fixed income FIX.4.4
159 AccruedInterestAmt Amt Applicable for Convertible Bonds and fixed income (REMOVED FROM THIS LOCATION AS OF FIX 4.4, REPLACED BY AllocAccruedInterest) FIX.4.4
540 TotalAccruedInterestAmt Amt (Deprecated) use AccruedInterestAmt Sum of AccruedInterestAmt within repeating group. FIX.4.4 FIX.5.0SP2EP195 FIX.5.0SP2EP195
738 InterestAtMaturity Amt Amount of interest (i.e. lump-sum) at maturity. FIX.4.4
920 EndAccruedInterestAmt Amt For repurchase agreements the accrued interest on termination. FIX.4.4
921 StartCash Amt For repurchase agreements the start (dirty) cash consideration FIX.4.4
922 EndCash Amt For repurchase agreements the end (dirty) cash consideration FIX.4.4
650 LegalConfirm Boolean Indicates that this message is to serve as the final and legal confirmation.
Value SymbolicName Description Added Updated Deprecated
N DoesNotConsituteALegalConfirm Does not consitute a Legal Confirm FIX.4.3
Y LegalConfirm Legal Confirm FIX.4.3
FIX.4.4
Stipulations FIX.4.4
YieldData FIX.4.4
PositionAmountData Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" FIX.4.4
892 TotNoAllocs int Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented. FIX.4.4
893 LastFragment Boolean Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.4.4
AllocGrp Indicates number of allocation groups to follow.
Not required for AllocTransType=Cancel
Not required for AllocType=" Ready-To-Book " or "Warehouse instruction".		 FIX.4.4
819 AvgPxIndicator int Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete.
Value SymbolicName Description Added Updated Deprecated
0 NoAveragePricing No average pricing FIX.4.4 FIX.5.0SP2EP141
1 Trade Trade is part of an average price group identified by the AvgPxGroupID(1731) FIX.4.4 FIX.5.0SP2EP141
2 LastTrade Last trade of the average price group identified by the AvgPxGroupID(1731) FIX.4.4 FIX.5.0SP2EP234
3 NotionalValueAveragePxGroupTrade A notional value average price (NVAP) group is effectively closed and available for allocation as long as the NVAP of the group is non-zero. FIX.5.0SP2EP239
4 AveragePricedTrade Trade is average priced FIX.5.0SP2EP240
FIX.4.4
1731 AvgPxGroupID String Firm designated group identifier for average pricing. FIX.5.0SP2
715 ClearingBusinessDate LocalMktDate Indicates Clearing Business Date for which transaction will be settled. FIX.4.4
828 TrdType int Indicates Trade Type of Allocation.
Value SymbolicName Description Added Updated Deprecated
0 RegularTrade Regular trade FIX.4.4 FIX.5.0SP2EP141
1 BlockTrade Block trade FIX.4.4 FIX.5.0SP2EP141
2 EFP Exchange for physical (EFP) FIX.4.4 FIX.5.0SP2EP141
3 Transfer Transfer FIX.4.4
4 LateTrade Late trade FIX.4.4 FIX.5.0SP2EP141
5 TTrade T trade FIX.4.4 FIX.5.0SP2EP141
6 WeightedAveragePriceTrade Weighted average price trade FIX.4.4 FIX.5.0SP2EP141
7 BunchedTrade Bunched trade FIX.4.4 FIX.5.0SP2EP141
8 LateBunchedTrade Late bunched trade FIX.4.4 FIX.5.0SP2EP141
9 PriorReferencePriceTrade Prior reference price trade FIX.4.4 FIX.5.0SP2EP141
10 AfterHoursTrade After hours trade FIX.4.4 FIX.5.0SP2EP141
11 ExchangeForRisk Exchange for risk (EFR) FIX.4.4EP5 FIX.5.0SP2EP141
12 ExchangeForSwap Exchange for swap (EFS) FIX.4.4EP5 FIX.5.0SP2EP141
13 ExchangeOfFuturesFor For example full sized for mini. FIX.4.4EP5 FIX.5.0SP2EP141
14 ExchangeOfOptionsForOptions Exchange of options for options (EOO) FIX.4.4EP5 FIX.5.0SP2EP141
15 TradingAtSettlement Trading at settlement FIX.4.4EP5 FIX.5.0SP2EP141
16 AllOrNone All or none FIX.4.4EP5 FIX.5.0SP2EP141
17 FuturesLargeOrderExecution Futures large order execution FIX.4.4EP5 FIX.5.0SP2EP141
18 ExchangeOfFuturesForFutures Exchange of futures for external market futures (EFF) FIX.4.4EP5 FIX.5.0SP2EP141
19 OptionInterimTrade Option interim trade FIX.4.4EP5 FIX.5.0SP2EP141
20 OptionCabinetTrade Option cabinet trade FIX.4.4EP5 FIX.5.0SP2EP141
22 PrivatelyNegotiatedTrades Privately negotiated trade FIX.4.4EP19 FIX.5.0SP2EP141
23 SubstitutionOfFuturesForForwards Substitution of futures for forwards FIX.4.4EP19 FIX.5.0SP2EP141
48 NonStandardSettlement Non-standard settlement FIX.5.0EP47
49 DerivativeRelatedTransaction Derivative related transaction FIX.5.0EP47 FIX.5.0SP2EP141
50 PortfolioTrade Portfolio trade FIX.5.0EP47 FIX.5.0SP2EP141
51 VolumeWeightedAverageTrade Volume weighted average trade FIX.5.0EP47 FIX.5.0SP2EP141
52 ExchangeGrantedTrade Exchange granted trade FIX.5.0EP47 FIX.5.0SP2EP141
53 RepurchaseAgreement Repurchase agreement FIX.5.0EP47 FIX.5.0SP2EP141
54 OTC Trade executed off-market. In the context of CFTC regulatory reporting for swaps, it is a large notional off-facility swap. In the context of MiFID transparency reporting rules this is used to report, into an exchange, deals made outside exchange rules. FIX.5.0EP47 FIX.5.0SP2EP177
55 ExchangeBasisFacility Exchange basis facility (EBF) FIX.5.0EP55 FIX.5.0SP2EP141
24 ErrorTrade Error trade FIX.4.4EP26
25 SpecialCumDividend Special cum dividend (CD) FIX.4.4EP26
26 SpecialExDividend Special ex dividend (XD) FIX.4.4EP26
27 SpecialCumCoupon Special cum coupon (CC) FIX.4.4EP26
28 SpecialExCoupon Special ex coupon (XC) FIX.4.4EP26
29 CashSettlement Cash settlement (CS) FIX.4.4EP26
30 SpecialPrice Usually net or all-in price. FIX.4.4EP26 FIX.5.0SP2EP141
31 GuaranteedDelivery Guaranteed delivery (GD) FIX.4.4EP26
32 SpecialCumRights Special cum rights (CR) FIX.4.4EP26
33 SpecialExRights Special ex rights (XR) FIX.4.4EP26
34 SpecialCumCapitalRepayments Special cum capital repayments (CP) FIX.4.4EP26
35 SpecialExCapitalRepayments Special ex capital repayments (XP) FIX.4.4EP26
36 SpecialCumBonus Special cum bonus (CB) FIX.4.4EP26
37 SpecialExBonus Special ex bonus (XB) FIX.4.4EP26
38 LargeTrade The same as large trade. FIX.4.4EP26 FIX.5.0SP2EP141
39 WorkedPrincipalTrade Worked principal trade FIX.4.4EP26 FIX.5.0SP2EP141
40 BlockTrades Block trades FIX.4.4EP26 FIX.5.0SP2EP141
41 NameChange Name change FIX.4.4EP26
42 PortfolioTransfer Portfolio transfer FIX.4.4EP26
43 ProrogationBuy Used by Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system). Trades must be reported as crosses at zero price. FIX.4.4EP26 FIX.5.0SP2EP141
44 ProrogationSell See prorogation buy. FIX.4.4EP26 FIX.5.0SP2EP141
45 OptionExercise Option exercise FIX.4.4EP26
46 DeltaNeutralTransaction Delta neutral transaction FIX.4.4EP26
47 FinancingTransaction Financing transaction FIX.4.4EP26 FIX.5.0SP2EP141
56 OpeningTrade Opening trade FIX.5.0SP2EP104 FIX.5.0SP2EP141
57 NettedTrade Netted trade FIX.5.0SP2EP141
58 BlockSwapTrade Block trade executed off-market or on a registered market. In the context of CFTC regulatory reporting for swaps, it is a swap executed according to SEF or DCM rules. FIX.5.0SP2EP161 FIX.5.0SP2EP177
61 GiveUpGiveInTrade Give-up Give-in trade FIX.5.0SP2EP163
62 DarkTrade A Market Model Typology dark trade might also come from a lit/hybrid book, when an aggressive lit order hits a resting dark order. FIX.5.0SP2EP163
63 TechnicalTrade Technical trade FIX.5.0SP2EP163
64 Benchmark For Market Model Typology (MMT) the "benchmark" price depends on a benchmark which has no current price but was derived from a time series such as a VWAP. FIX.5.0SP2EP163 FIX.5.0SP2EP216
59 CreditEventTrade Credit event trade FIX.5.0SP2EP165 FIX.5.0SP2EP169
60 SuccessionEventTrade Succession event trade FIX.5.0SP2EP165 FIX.5.0SP2EP169
65 PackageTrade Identifies the pseudo-trade of a stream or collection of trades to be cleared and be reported as an atomic unit. The subsequent actual trades reported should not have this value. FIX.5.0SP2EP192
FIX.4.4
829 TrdSubType int Indicates TradeSubType of Allocation. Necessary for defining groups.
Value SymbolicName Description Added Updated Deprecated
0 CMTA CMTA FIX.4.4EP4
1 InternalTransferOrAdjustment Internal transfer or adjustment FIX.4.4EP4
2 ExternalTransferOrTransferOfAccount External transfer or transfer of account FIX.4.4EP4
3 RejectForSubmittingSide Reject for submitting side FIX.4.4EP4
4 AdvisoryForContraSide Advisory for contra side FIX.4.4EP4
5 OffsetDueToAnAllocation Offset due to an allocation FIX.4.4EP5
6 OnsetDueToAnAllocation Onset due to an allocation FIX.4.4EP5 FIX.5.0SP1EP95
7 DifferentialSpread Differential spread FIX.4.4EP5
8 ImpliedSpreadLegExecutedAgainstAnOutright Implied spread leg executed against an outright FIX.4.4EP5
9 TransactionFromExercise Transaction from exercise FIX.4.4EP5
10 TransactionFromAssignment Transaction from assignment FIX.4.4EP5
11 ACATS ACATS FIX.4.4EP8
33 OffHoursTrade Off Hours Trade FIX.5.0EP61
34 OnHoursTrade On Hours Trade FIX.5.0EP61
35 OTCQuote OTC Quote FIX.5.0EP61
36 ConvertedSWAP Converted SWAP FIX.5.0EP-1
14 AI AI (Automated input facility disabled in response to an exchange request.) FIX.4.4EP26
15 B B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) FIX.4.4EP26
16 K K (Transaction using block trade facility.) FIX.4.4EP26
17 LC LC (Correction submitted more than three days after publication of the original trade report.) FIX.4.4EP26
18 M M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) FIX.4.4EP26
19 N N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) FIX.4.4EP26
20 NM NM ( i) transaction where Exchange has granted permission for non-publication
ii)IDB is reporting as seller
iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)		 FIX.4.4EP26
21 NR NR (Non-risk transaction in a SEATS security other than an AIM security) FIX.4.4EP26
22 P P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) FIX.4.4EP26
23 PA PA (Protected transaction notification) FIX.4.4EP26
24 PC PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) FIX.4.4EP26
25 PN PN (Worked principal notification for a portfolio transaction which includes order book securities) FIX.4.4EP26
26 R R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction)
(ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or
(iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)		 FIX.4.4EP26
27 RO RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) FIX.4.4EP26
28 RT RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) FIX.4.4EP26
29 SW SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) FIX.4.4EP26
30 T T (If reporting a single protected transaction) FIX.4.4EP26
31 WN WN (Worked principal notification for a single order book security) FIX.4.4EP26
32 WT WT (Worked principal transaction (other than a portfolio transaction)) FIX.4.4EP26
37 CrossedTrade Crossed Trade (X) FIX.5.0EP-1
38 InterimProtectedTrade Interim Protected Trade (I) FIX.5.0EP-1
39 LargeInScale Large in Scale (L) FIX.5.0EP-1
40 WashTrade Wash Trade FIX.5.0SP2EP101
41 TradeAtSettlement Identifies a trade that will be priced using the settlement price. FIX.5.0SP2EP107 FIX.5.0SP2EP227
43 TradeAtMarker Posted at a specific time each day and used to price the consummated trade for the product/month/strip executed (+/- and differentials). Closely related to TAS trades in function and trade practice. FIX.5.0SP2EP107 FIX.5.0SP2EP227
42 AuctionTrade Mutually exclusive with TrdSubType(829) = 50 (Balancing). FIX.5.0SP2EP114 FIX.5.0SP2EP227
44 CreditDefault Default (Credit Event) FIX.5.0SP2EP165
45 CreditRestructuring Restructuring (credit event) FIX.5.0SP2EP165
46 Merger Merger (succession event) FIX.5.0SP2EP165
47 SpinOff Spin-off (succession event) FIX.5.0SP2EP165
48 MultilateralCompression A subtype of TrdType(828) = 57 (Netted trade) in order to identify a special case of compression. FIX.5.0SP2EP201
50 Balancing Identifies an additional trade distributed to auction participants meant to resolve an imbalance between bids and offers.
Mutually exclusive with TrdSubType(829) = 42 =(Auction).		 FIX.5.0SP2EP227
51 BasisTradeIndexClose The marketplace name given to Trade at Marker (TAM) transactions in equity index futures. FIX.5.0SP2EP227
52 TradeAtCashOpen The marketplace name given to trading futures based on an opening quote of the underlying cash market. FIX.5.0SP2EP243
FIX.4.4
582 CustOrderCapacity int Indicates CTI of original trade marked for allocation.
Value SymbolicName Description Added Updated Deprecated
1 MemberTradingForTheirOwnAccount Member trading for their own account FIX.4.4
2 ClearingFirmTradingForItsProprietaryAccount Clearing firm trading for its proprietary account FIX.4.4 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.4.4
578 TradeInputSource String Indicates input source of original trade marked for allocation. FIX.4.4
442 MultiLegReportingType char Indicates MultiLegReportType of original trade marked for allocation.
Value SymbolicName Description Added Updated Deprecated
1 SingleSecurity Single security (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.4.4
1011 MessageEventSource String Used to identify the event or source which gave rise to a message. FIX.4.4
991 RndPx Price Specifies the rounded price to quoted precision. FIX.4.4
1031 CustOrderHandlingInst MultipleStringValue Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.
NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only.

For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list.

For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified.
Value SymbolicName Description Added Updated Deprecated
ADD AddOnOrder Add-on order FIX.4.4EP-1 FIX.5.0SP2EP135
AON AllOrNone All or none FIX.4.4EP-1 FIX.5.0SP2EP135
CNH CashNotHeld Cash not held FIX.4.4EP-1 FIX.5.0SP2EP135
DIR DirectedOrder Directed order FIX.4.4EP-1 FIX.5.0SP2EP135
E.W ExchangeForPhysicalTransaction Exchange for physical transaction FIX.4.4EP-1 FIX.5.0SP2EP135
FOK FillOrKill Fill or kill FIX.4.4EP-1 FIX.5.0SP2EP135
IO ImbalanceOnly Imbalance only FIX.4.4EP-1 FIX.5.0SP2EP135
IOC ImmediateOrCancel Immediate or cancel FIX.4.4EP-1 FIX.5.0SP2EP135
LOO LimitOnOpen Limit on open FIX.4.4EP-1 FIX.5.0SP2EP135
LOC LimitOnClose Limit on Close FIX.4.4EP-1 FIX.5.0SP2EP135
MAO MarketAtOpen Market at Open FIX.4.4EP-1 FIX.5.0SP2EP135
MAC MarketAtClose Market at close FIX.4.4EP-1 FIX.5.0SP2EP135
MOO MarketOnOpen Market on open FIX.4.4EP-1 FIX.5.0SP2EP135
MOC MarketOnClose Market on close FIX.4.4EP-1 FIX.5.0SP2EP135
MQT MinimumQuantity Minimum quantity FIX.4.4EP-1 FIX.5.0SP2EP135
NH NotHeld Not held FIX.4.4EP-1 FIX.5.0SP2EP135
OVD OverTheDay Over the day FIX.4.4EP-1 FIX.5.0SP2EP135
PEG Pegged Pegged FIX.4.4EP-1 FIX.5.0SP2EP135
RSV ReserveSizeOrder Reserve size order FIX.4.4EP-1 FIX.5.0SP2EP135
S.W StopStockTransaction Stop stock transaction FIX.4.4EP-1 FIX.5.0SP2EP135
SCL Scale Scale FIX.4.4EP-1 FIX.5.0SP2EP135
TMO TimeOrder Time order FIX.4.4EP-1 FIX.5.0SP2EP135
TS TrailingStop Trailing stop FIX.4.4EP-1 FIX.5.0SP2EP135
WRK Work Work FIX.4.4EP-1 FIX.5.0SP2EP135
A PhoneSimple Phone simple FIX.5.0SP2EP133
B PhoneComplex Phone complex FIX.5.0SP2EP133
C FCMProvidedScreen FCM provided screen FIX.5.0SP2EP133
D OtherProvidedScreen Other provided screen FIX.5.0SP2EP133
E ClientProvidedPlatformControlledByFCM Client provided platform controlled by FCM FIX.5.0SP2EP133
F ClientProvidedPlatformDirectToExchange Client provided platform direct to exchange FIX.5.0SP2EP133
G GOrderAndFCMAPIorFIX G Order(FINRA OATS), FCM API or FIX(FIA Execution Source) FIX.5.0SP2EP133 FIX.5.0SP2EP135
H AlgoEngine Algo engine FIX.5.0SP2EP133
J PriceAtExecution Price at execution (price added at initial order entry, trading, middle office or time of give-up) FIX.5.0SP2EP133
W DeskElectronic Desk - electronic FIX.5.0SP2EP133
X DeskPit Desk - pit FIX.5.0SP2EP133
Y ClientElectronic Client - electronic FIX.5.0SP2EP133
Z ClientPit Client - pit FIX.5.0SP2EP133
CND ConditionalOrder Conditional order FIX.5.0SP2EP135
CSH DeliveryInstructionsCash Delivery instructions - cash FIX.5.0SP2EP135
DLO DiscretionaryLimitOrder Discretionary limit order FIX.5.0SP2EP135
IDX IntraDayCross Intraday cross FIX.5.0SP2EP135
ISO IntermarketSweepOrder Intermarket sweep order FIX.5.0SP2EP135
MPT MergerRelatedTransferPosition Merger related transfer position FIX.5.0SP2EP135
MTL MarketToLimit Market to limit FIX.5.0SP2EP135
ND DeliveryInstructionsNextDay Delivery instructions - next day FIX.5.0SP2EP135
OPT OptionsRelatedTransaction Options related transaction FIX.5.0SP2EP135
SLR DeliveryInstructionsSellersOption Delivery instructions - sellers option FIX.5.0SP2EP135
F0 StayOnOfferside Stay on offerside FIX.5.0SP2EP135
F3 GoAlong Go along FIX.5.0SP2EP135
F6 ParticipateDoNotInitiate Participate do not initiate FIX.5.0SP2EP135
F7 StrictScale Strict scale FIX.5.0SP2EP135
F8 TryToScale Try to scale FIX.5.0SP2EP135
F9 StayOnBidside Stay on bidside FIX.5.0SP2EP135
FA NoCross No cross FIX.5.0SP2EP135
FB OKToCross OK to cross FIX.5.0SP2EP135
FC CallFirst Call first FIX.5.0SP2EP135
FD PercentOfVolume Percent of volume FIX.5.0SP2EP135
FH ReinstateOnSystemFailure Reinstate on system failure FIX.5.0SP2EP135
FI InstitutionOnly Institution only FIX.5.0SP2EP135
FJ ReinstateOnTradingHalt Reinstate on trading halt FIX.5.0SP2EP135
FK CancelOnTradingHalf Cancel on trading half FIX.5.0SP2EP135
FL LastPeg Last peg FIX.5.0SP2EP135
FM MidPricePeg Mid-price peg FIX.5.0SP2EP135
FN NonNegotiable Non-negotiable FIX.5.0SP2EP135
FO OpeningPeg Opening peg FIX.5.0SP2EP135
FP MarketPeg Market peg FIX.5.0SP2EP135
FQ CancelOnSystemFailure Cancel on system failure FIX.5.0SP2EP135
FR PrimaryPeg Primary peg FIX.5.0SP2EP135
FS Suspend Suspend FIX.5.0SP2EP135
FT FixedPegToLocalBBO Fixed peg to local best bid or offer at time of order FIX.5.0SP2EP135
FW PegToVWAP Peg to VWAP FIX.5.0SP2EP135
FX TradeAlong Trade along FIX.5.0SP2EP135
FY TryToStop Try to stop FIX.5.0SP2EP135
FZ CancelIfNotBest Cancel if not best FIX.5.0SP2EP135
Fb StrictLimit Strict limit FIX.5.0SP2EP135
Fc IgnorePriceValidityChecks Ignore price validity checks FIX.5.0SP2EP135
Fd PegToLimitPrice Peg to Limit Price FIX.5.0SP2EP135
Fe WorkToTargetStrategy Work to target strategy FIX.5.0SP2EP135
FIX.5.0SP2
1032 OrderHandlingInstSource int Identifies the class or source of the order handling instruction values.  Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035).
Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified.
Value SymbolicName Description Added Updated Deprecated
1 FINRAOATS FINRA OATS FIX.4.4EP-1 FIX.5.0SP2EP135
2 FIAExecutionSourceCode FIA Execution Source Code FIX.5.0SP2EP133
FIX.5.0SP2
StandardTrailer ✔ FIX.4.4

ExecutionAck (35=BN)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BN FIX.4.4
37 OrderID ✔ String Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. FIX.4.4
198 SecondaryOrderID String Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system. FIX.4.4
11 ClOrdID String Conditionally required if the Execution Report message contains a ClOrdID. FIX.4.4
1036 ExecAckStatus ✔ char Indicates the status of the execution acknowledgement. The "received, not yet processed" is an optional intermediary status that can be used to notify the counterparty that the Execution Report has been received.
Value SymbolicName Description Added Updated Deprecated
0 Received Received, not yet processed FIX.4.4EP-1
1 Accepted Accepted FIX.4.4EP-1
2 Don Don't know / Rejected FIX.4.4EP-1
FIX.4.4
17 ExecID ✔ String The ExecID of the Execution Report being acknowledged. FIX.4.4
127 DKReason char Conditionally required when ExecAckStatus = 2 (Don't know / Rejected).
Value SymbolicName Description Added Updated Deprecated
A UnknownSymbol Unknown 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.4.4
Instrument ✔ FIX.4.4
UndInstrmtGrp FIX.4.4
InstrmtLegGrp FIX.4.4
54 Side ✔ char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed 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.4.4
OrderQtyData Conditionally required if specified in the ExecutionReport(35=8). FIX.4.4 FIX.5.0SP2EP221
32 LastQty Qty Conditionally required if specified on the Execution Report FIX.4.4
31 LastPx Price Conditionally Required if specified on the Execution Report FIX.4.4
423 PriceType int Conditionally required if specified on the Execution Report
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread 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.4.4
PriceQualifierGrp FIX.5.0SP2
669 LastParPx Price Conditionally required if specified on the Execution Report FIX.4.4
14 CumQty Qty Conditionally required if specified on the Execution Report FIX.4.4
6 AvgPx Price Conditionally required if specified on the Execution Report FIX.4.4
RegulatoryTradeIDGrp FIX.5.0SP2
58 Text String Conditionally required if DKReason = "other" FIX.4.4
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text(58) field. FIX.4.4
StandardTrailer ✔ FIX.4.4

TradingSessionList (35=BJ)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BJ FIX.4.4
ApplicationSequenceControl FIX.5.0
335 TradSesReqID String Provided for a response to a specific Trading Session List Request message (snapshot). FIX.4.4
TrdSessLstGrp ✔ FIX.4.4
StandardTrailer ✔ FIX.4.4

TradingSessionListRequest (35=BI)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BI FIX.4.4
335 TradSesReqID ✔ String Must be unique, or the ID of previous Trading Session Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Update Request (2). FIX.4.4
1301 MarketID Exchange Market for which Trading Session applies FIX.5.0
1300 MarketSegmentID String Market Segment for which Trading Session applies FIX.5.0
336 TradingSessionID String Trading Session for which status is being requested
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.4.4
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.4.4
207 SecurityExchange Exchange Market used to help identify a security.
Valid values:
See "Appendix 6-C" 		FIX.4.4 FIX.5.0SP1
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.4.4
339 TradSesMode int Trading Session Mode
Value SymbolicName Description Added Updated Deprecated
1 Testing Testing FIX.4.2
2 Simulated Simulated FIX.4.2
3 Production Production FIX.4.2
FIX.4.4
263 SubscriptionRequestType ✔ char Subscription Request Type
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.4
StandardTrailer ✔ FIX.4.4

SettlementObligationReport (35=BQ)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BQ FIX.5.0
ApplicationSequenceControl FIX.5.0
715 ClearingBusinessDate LocalMktDate The business date for which the trade is expected to be cleared. FIX.5.0
1153 SettlementCycleNo int Settlement cycle in which the settlement obligation was generated FIX.5.0
1160 SettlObligMsgID ✔ String Unique identifier for this message FIX.5.0
1159 SettlObligMode ✔ int Used to identify the reporting mode of the settlement obligation which is either preliminary or final
Value SymbolicName Description Added Updated Deprecated
1 Preliminary Preliminary FIX.5.0EP44
2 Final Final FIX.5.0EP44
FIX.5.0
58 Text String Can be used to provide any additional rejection text where rejecting a Settlement Instruction Request message. FIX.5.0
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.5.0
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.5.0
60 TransactTime UTCTimestamp Time when the Settlemnt Obligation Report was created. FIX.5.0
SettlObligationInstructions ✔ FIX.5.0
StandardTrailer ✔ FIX.5.0

DerivativeSecurityListUpdateReport (35=BR)

The Derivative Security List Update Report message is used to send updates to an option family or the strikes that comprise an option family.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BR FIX.5.0
ApplicationSequenceControl FIX.5.0
320 SecurityReqID String Unique ID of a Security Definition Request. FIX.5.0
322 SecurityResponseID String Identifier for the Derivative Security List message FIX.5.0
560 SecurityRequestResult int Result of the Security Request identified by SecurityReqID
Value SymbolicName Description Added Updated Deprecated
0 ValidRequest Valid request FIX.4.3
1 InvalidOrUnsupportedRequest Invalid or unsupported request FIX.4.3
2 NoInstrumentsFound No instruments found that match selection criteria FIX.4.3
3 NotAuthorizedToRetrieveInstrumentData Not authorized to retrieve instrument data FIX.4.3
4 InstrumentDataTemporarilyUnavailable Instrument data temporarily unavailable FIX.4.3
5 RequestForInstrumentDataNotSupported Request for instrument data not supported FIX.4.3
FIX.5.0
980 SecurityUpdateAction char Updates can be applied to Underlying or option class. If Series information provided, then Series has explicitly changed
Value SymbolicName Description Added Updated Deprecated
A Add Add FIX.4.4EP8
D Delete Delete FIX.4.4EP8
M Modify Modify FIX.4.4EP8
FIX.5.0
UnderlyingInstrument Underlying security for which derivatives are being returned FIX.5.0
DerivativeSecurityDefinition Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block. DerivativeSecurityDefinition contains the following components: DerivativeInstrument. DerivativeInstrumentExtension, MarketSegmentGrp FIX.5.0
779 LastUpdateTime UTCTimestamp Represents the time at which a security was last updated FIX.5.0SP2
60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.5.0SP1
393 TotNoRelatedSym int Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. FIX.5.0
893 LastFragment Boolean Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.5.0
RelSymDerivSecUpdGrp FIX.5.0
StandardTrailer ✔ FIX.5.0

TradingSessionListUpdateReport (35=BS)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BS FIX.5.0
ApplicationSequenceControl FIX.5.0
335 TradSesReqID String Provided for a response to a specific Trading Session List Request message (snapshot). FIX.5.0
TrdSessLstGrp ✔ FIX.5.0
StandardTrailer ✔ FIX.5.0

MarketDefinitionRequest (35=BT)

The Market Definition Request message is used to request for market structure information from the Respondent that receives this request.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BT FIX.5.0
1393 MarketReqID ✔ String Must be unique, or the ID of previous Market Segment Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request(2). FIX.5.0
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.5.0
1301 MarketID Exchange Conditionally required if MarketSegmentID(1300) is specified on the request FIX.5.0
1300 MarketSegmentID String Identifies the market segment FIX.5.0
1325 ParentMktSegmID String Specifies that the Market Segment is a sub segment of the Market Segment defined in this field. FIX.5.0
StandardTrailer ✔ FIX.5.0

MarketDefinition (35=BU)

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).

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BU FIX.5.0
ApplicationSequenceControl FIX.5.0
1394 MarketReportID ✔ String Unique identifier for each market definition message. FIX.5.0 FIX.5.0SP2EP195
1393 MarketReqID String Unique ID of a Market Definition Request message. FIX.5.0
1301 MarketID ✔ Exchange Identifies the market FIX.5.0
1300 MarketSegmentID String Identifies the market segment FIX.5.0
1396 MarketSegmentDesc String Description or name of Market Segment FIX.5.0
1397 EncodedMktSegmDescLen Length Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. FIX.5.0 FIX.5.0SP2EP195
1398 EncodedMktSegmDesc data Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0 FIX.5.0SP2EP195
1325 ParentMktSegmID String Specifies that the market segment specified in this message is a sub-segment of the market segment defined in this field. FIX.5.0 FIX.5.0SP2EP195
2542 MarketSegmentStatus int None
Value SymbolicName Description Added Updated Deprecated
1 Active Market segment is active, i.e. trading is possible. FIX.5.0SP2EP195
2 Inactive Market segment has previously been active and is now inactive. FIX.5.0SP2EP195
3 Published Market segment information is provided prior to its first activation. FIX.5.0SP2EP195
FIX.5.0SP2
2543 MarketSegmentType int Used to specify the purpose of a special market segment identified by MarketSegmentID(1300). Conditionally required if MarketSegmentSubType(2544) is specified.
Value SymbolicName Description Added Updated Deprecated
1 Pool Used when multiple market segments are being grouped or pooled together. FIX.5.0SP2EP195
2 Retail None FIX.5.0SP2EP195
3 Wholesale None FIX.5.0SP2EP195
FIX.5.0SP2
2544 MarketSegmentSubType int None
Value SymbolicName Description Added Updated Deprecated
1 InterProductSpread Complex instruments which consist of leg instruments from different products, e.g. a location spread which include country-specific products in each leg instrument. FIX.5.0SP2EP195
FIX.5.0SP2
InstrumentScopeGrp Used to specify the types of securities that belong to the market segment. FIX.5.0SP2
RelatedMarketSegmentGrp Used to specify market segments that have a relationship to the market segment defined in this message. FIX.5.0SP2
15 Currency Currency The default trading currency FIX.5.0
BaseTradingRules Used to specify the base trading rules for the identified market or market segment. FIX.5.0 FIX.5.0SP2EP195
OrdTypeRules Used to specify the order types that are valid for trading on the identified market or market segment. FIX.5.0 FIX.5.0SP2EP195
TimeInForceRules Used to specify the time in force rules that are valid for trading on the identified market or market segment. FIX.5.0 FIX.5.0SP2EP195
ExecInstRules Used to specify the execution instructions that are valid for trading on the identified market or market segment. FIX.5.0 FIX.5.0SP2EP195
AuctionTypeRuleGrp Used to specify the auction order types that are valid for trading on the identified market or market segment. FIX.5.0SP2
MarketDataFeedTypes Used to specify the market data feed types that are valid for trading on the identified market or market segment. FIX.5.0SP2
MatchRules Used to specify the matching rules that are valid for trading on the identified market or market segment. FIX.5.0SP2
FlexProductEligibilityGrp Specifies the eligibility indicators for the creation of flexible securities. FIX.5.0SP2
Parties Specifies parties relevant for the market or market segment, e.g. market makers. FIX.5.0SP2
MiscFeesGrp FIX.5.0SP2
2400 EffectiveBusinessDate LocalMktDate None FIX.5.0SP2
60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.5.0
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.5.0 FIX.5.0SP2EP195
354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. FIX.5.0 FIX.5.0SP2EP195
355 EncodedText data Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0 FIX.5.0SP2EP195
StandardTrailer ✔ FIX.5.0

MarketDefinitionUpdateReport (35=BV)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BV FIX.5.0
ApplicationSequenceControl FIX.5.0
1394 MarketReportID ✔ String Unique identifier for each market definition message. FIX.5.0 FIX.5.0SP2EP195
1393 MarketReqID String Unique ID of a Market Definition Request message. FIX.5.0
1395 MarketUpdateAction char Specifies the action taken
Value SymbolicName Description Added Updated Deprecated
A Add Add FIX.5.0EP53
D Delete Delete FIX.5.0EP53
M Modify Modify FIX.5.0EP53
FIX.5.0
1301 MarketID ✔ Exchange Identifies the market FIX.5.0
1300 MarketSegmentID String Identifies the market segment FIX.5.0
1396 MarketSegmentDesc String Description or name of Market Segment FIX.5.0
1397 EncodedMktSegmDescLen Length Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. FIX.5.0 FIX.5.0SP2EP195
1398 EncodedMktSegmDesc data Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0 FIX.5.0SP2EP195
1325 ParentMktSegmID String Specifies that the market segment specified in this message is a sub-segment of the market segment defined in this field. FIX.5.0 FIX.5.0SP2EP195
2542 MarketSegmentStatus int None
Value SymbolicName Description Added Updated Deprecated
1 Active Market segment is active, i.e. trading is possible. FIX.5.0SP2EP195
2 Inactive Market segment has previously been active and is now inactive. FIX.5.0SP2EP195
3 Published Market segment information is provided prior to its first activation. FIX.5.0SP2EP195
FIX.5.0SP2
2543 MarketSegmentType int Used to specify the purpose of a special market segment identified by MarketSegmentID(1300). Conditionally required if MarketSegmentSubType(2544) is specified.
Value SymbolicName Description Added Updated Deprecated
1 Pool Used when multiple market segments are being grouped or pooled together. FIX.5.0SP2EP195
2 Retail None FIX.5.0SP2EP195
3 Wholesale None FIX.5.0SP2EP195
FIX.5.0SP2
2544 MarketSegmentSubType int None
Value SymbolicName Description Added Updated Deprecated
1 InterProductSpread Complex instruments which consist of leg instruments from different products, e.g. a location spread which include country-specific products in each leg instrument. FIX.5.0SP2EP195
FIX.5.0SP2
InstrumentScopeGrp Used to specify the types of securities that belong to the market segment. FIX.5.0SP2
RelatedMarketSegmentGrp Used to specify market segments that have a relationship to the market segment defined in this message. FIX.5.0SP2
15 Currency Currency The default trading currency FIX.5.0
BaseTradingRules Used to specify the valid base trading rules for the identified market or market segment. FIX.5.0 FIX.5.0SP2EP195
OrdTypeRules Used to specify the order types that are valid for trading on the identified market or market segment. FIX.5.0 FIX.5.0SP2EP195
TimeInForceRules Used to specify the time in force rules that are valid for trading on the identified market or market segment. FIX.5.0 FIX.5.0SP2EP195
ExecInstRules Used to specify the execution instructions that are valid for trading on the identified market or market segment. FIX.5.0 FIX.5.0SP2EP195
AuctionTypeRuleGrp Used to specify the auction order types that are valid for trading on the identified market or market segment. FIX.5.0SP2
MarketDataFeedTypes Used to specify the market data feed types that are valid for trading on the identified market or market segment. FIX.5.0SP2
MatchRules Used to specify the matching rules that are valid for trading on the identified market or market segment. FIX.5.0SP2
FlexProductEligibilityGrp Specifies the eligibility indicators for the creation of flexible securities. FIX.5.0SP2
Parties Specifies parties relevant for the market or market segment, e.g. market makers. FIX.5.0SP2
2400 EffectiveBusinessDate LocalMktDate None FIX.5.0SP2
60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.5.0
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.5.0 FIX.5.0SP2EP195
354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. FIX.5.0 FIX.5.0SP2EP195
355 EncodedText data Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0 FIX.5.0SP2EP195
StandardTrailer ✔ FIX.5.0

UserNotification (35=CB)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = CB FIX.5.0
UsernameGrp List of users to which the notification is directed FIX.5.0
926 UserStatus ✔ int Reason for notification - when possible provide an explanation.
Value SymbolicName Description Added Updated Deprecated
1 LoggedIn Logged In FIX.4.4
2 NotLoggedIn Not Logged In FIX.4.4
3 UserNotRecognised User Not Recognised FIX.4.4
4 PasswordIncorrect Password Incorrect FIX.4.4
5 PasswordChanged Password Changed FIX.4.4
6 Other Other FIX.4.4
7 ForcedUserLogoutByExchange Forced user logout by Exchange FIX.5.0EP56
8 SessionShutdownWarning Session shutdown warning FIX.5.0EP56
9 ThrottleParametersChanged Throttle parameters changed FIX.5.0SP2EP116
FIX.5.0
ThrottleParamsGrp FIX.5.0SP2
58 Text String Explanation for user notification. FIX.5.0
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.5.0
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.5.0
StandardTrailer ✔ FIX.5.0

OrderMassActionReport (35=BZ)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BZ FIX.5.0
11 ClOrdID String ClOrdID provided on the Order Mass Action Request. FIX.5.0
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.5.0
1369 MassActionReportID ✔ String Unique Identifier for the Order Mass Action Report FIX.5.0
1373 MassActionType ✔ int Order Mass Action Request Type accepted by the system
Value SymbolicName Description Added Updated Deprecated
1 SuspendOrders Suspend orders FIX.5.0EP58
2 ReleaseOrdersFromSuspension Release orders from suspension FIX.5.0EP58
3 CancelOrders Cancel orders FIX.5.0EP58
FIX.5.0
1374 MassActionScope ✔ int Specifies the scope of the action
Value SymbolicName Description Added Updated Deprecated
1 AllOrdersForASecurity All orders for a security FIX.5.0EP58
2 AllOrdersForAnUnderlyingSecurity All orders for an underlying security FIX.5.0EP58
3 AllOrdersForAProduct All orders for a Product FIX.5.0EP58
4 AllOrdersForACFICode All orders for a CFICode FIX.5.0EP58
5 AllOrdersForASecurityType All orders for a SecurityType FIX.5.0EP58
6 AllOrdersForATradingSession All orders for a trading session FIX.5.0EP58
7 AllOrders All orders FIX.5.0EP58
8 AllOrdersForAMarket All orders for a Market FIX.5.0EP58
9 AllOrdersForAMarketSegment All orders for a market segment (or multiple segments) FIX.5.0EP58 FIX.5.0SP2EP204
10 AllOrdersForASecurityGroup All orders for a Security Group FIX.5.0EP58
11 CancelForSecurityIssuer Cancel for Security Issuer FIX.5.0SP1EP85
12 CancelForIssuerOfUnderlyingSecurity Cancel for Issuer of Underlying Security FIX.5.0SP1EP85
FIX.5.0
2675 MassActionReason int Specifies the reason for the action taken.
Value SymbolicName Description Added Updated Deprecated
0 None No special reason (default) FIX.5.0SP2EP223
1 TradingRiskControl General violation of trading rules. Can be used if specific reason is unavailable or must not be disclosed. FIX.5.0SP2EP223
2 ClearingRiskControl General violation of clearing rules. Can be used if specific reason is unavailable or must not be disclosed. FIX.5.0SP2EP223
3 MarketMakerProtection Specific action taken to prevent further executions for a market maker. FIX.5.0SP2EP223
4 StopTrading Specific action taken in conjunction with the prevention of further trading. Scope can be defined with TargetParties component. FIX.5.0SP2EP223
5 EmergencyAction Specific action taken due to an emergency condition. Scope can be defined with TargetParties component. FIX.5.0SP2EP223
6 SessionLossLogout Protection of trader or firm after having lost connectivity. FIX.5.0SP2EP223
7 DuplicateLogin Trader only allowed to login once. FIX.5.0SP2EP223
8 ProductNotTraded Product not available for trading, e.g. in a halted state. FIX.5.0SP2EP223
9 InstrumentNotTraded Instrument not available for trading, e.g. due to intra-day expiration. FIX.5.0SP2EP223
10 CompleInstrumentDeleted Removal of complex instrument, e.g. due to expiry, leading to mass action on open orders. FIX.5.0SP2EP223
11 CircuitBreakerActivated Trading interruption leading to mass action on open orders. FIX.5.0SP2EP223
99 Other Other FIX.5.0SP2EP223
FIX.5.0SP2
1375 MassActionResponse ✔ int Indicates the action taken by the counterparty order handling system as a result of the Action Request.
Value SymbolicName Description Added Updated Deprecated
0 Rejected Rejected - See MassActionRejectReason(1376) FIX.5.0EP58
1 Accepted Accepted FIX.5.0EP58
2 Completed Completed FIX.5.0SP2EP131
FIX.5.0 FIX.5.0SP2EP223
1376 MassActionRejectReason int Indicates why Order Mass Action Request was rejected Required if MassActionResponse(1375) = 0 (Rejected).
Value SymbolicName Description Added Updated Deprecated
0 MassActionNotSupported Mass Action Not Supported FIX.5.0EP58
1 InvalidOrUnknownSecurity Invalid or unknown security FIX.5.0EP58
2 InvalidOrUnknownUnderlyingSecurity Invalid or unknown underlying security FIX.5.0EP58
3 InvalidOrUnknownProduct Invalid or unknown Product FIX.5.0EP58
4 InvalidOrUnknownCFICode Invalid or unknown CFICode FIX.5.0EP58
5 InvalidOrUnknownSecurityType Invalid or unknown SecurityType FIX.5.0EP58
6 InvalidOrUnknownTradingSession Invalid or unknown trading session FIX.5.0EP58
7 InvalidOrUnknownMarket Invalid or unknown Market FIX.5.0EP58
8 InvalidOrUnknownMarketSegment Invalid or unknown Market Segment FIX.5.0EP58
9 InvalidOrUnknownSecurityGroup Invalid or unknown Security Group FIX.5.0EP58
99 Other Other FIX.5.0EP58
10 InvalidOrUnknownSecurityIssuer Invalid or unknown Security Issuer FIX.5.0SP1EP85
11 InvalidOrUnknownIssuerOfUnderlyingSecurity Invalid or unknown Issuer of Underlying Security FIX.5.0SP1EP85
FIX.5.0 FIX.5.0SP2EP223
533 TotalAffectedOrders int Optional field used to indicate the total number of orders affected by the Order Mass Action Request FIX.5.0
2678 TotalNotAffectedOrders int Optional field used to indicate the total number of orders within the scope but not affected by the OrderMassActionRequest(35=CA). FIX.5.0SP2
893 LastFragment Boolean Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.5.0SP2
AffectedOrdGrp List of orders affected by the Order Mass Action Request. FIX.5.0 FIX.5.0SP2EP131
NotAffectedOrdGrp List of orders not affected by the Order Mass Action Request. FIX.5.0SP2
AffectedMarketSegmentGrp List of market segments affected by the Order Mass Action Request. Should only be used when request uses TargetMarketSegmentGrp component. FIX.5.0SP2
NotAffectedMarketSegmentGrp List of market segments not affected by the Order Mass Action Request. Should only be used when request uses TargetMarketSegmentGrp component. FIX.5.0SP2
1301 MarketID Exchange MarketID for which orders are to be affected FIX.5.0
1300 MarketSegmentID String MarketSegmentID for which orders are to be affected. Mutually exclusive with TargetMarketSegmentGrp component. FIX.5.0 FIX.5.0SP2EP131
TargetMarketSegmentGrp Mutually exclusive with MarketSegmentID(1300). FIX.5.0SP2 FIX.5.0SP2EP215
336 TradingSessionID String TradingSessionID for which orders are to be affected
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.5.0
625 TradingSessionSubID String TradingSessionSubID for which orders are to be affected
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.5.0
Parties FIX.5.0
TargetParties Should be populated with the values provided on the associated OrderMassActionRequest(MsgType=CA). FIX.5.0SP1
Instrument FIX.5.0
UnderlyingInstrument FIX.5.0
54 Side char Side of the market specified on the Order Mass Action Request
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed 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.5.0
44 Price Price Price per unit of quantity (e.g. per share) FIX.5.0SP2
60 TransactTime UTCTimestamp Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system. FIX.5.0
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.5.0SP2
2404 ComplianceText String Free text for compliance information required for regulatory reporting. FIX.5.0SP2
2351 EncodedComplianceTextLen Length Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. FIX.5.0SP2
2352 EncodedComplianceText data Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.5.0
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.5.0
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.5.0
StandardTrailer ✔ FIX.5.0

OrderMassActionRequest (35=CA)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = CA FIX.5.0
11 ClOrdID ✔ String Unique ID of Order Mass Action Request as assigned by the institution. FIX.5.0
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.5.0
1373 MassActionType ✔ int Specifies the type of action requested
Value SymbolicName Description Added Updated Deprecated
1 SuspendOrders Suspend orders FIX.5.0EP58
2 ReleaseOrdersFromSuspension Release orders from suspension FIX.5.0EP58
3 CancelOrders Cancel orders FIX.5.0EP58
FIX.5.0
1374 MassActionScope ✔ int Specifies the scope of the action
Value SymbolicName Description Added Updated Deprecated
1 AllOrdersForASecurity All orders for a security FIX.5.0EP58
2 AllOrdersForAnUnderlyingSecurity All orders for an underlying security FIX.5.0EP58
3 AllOrdersForAProduct All orders for a Product FIX.5.0EP58
4 AllOrdersForACFICode All orders for a CFICode FIX.5.0EP58
5 AllOrdersForASecurityType All orders for a SecurityType FIX.5.0EP58
6 AllOrdersForATradingSession All orders for a trading session FIX.5.0EP58
7 AllOrders All orders FIX.5.0EP58
8 AllOrdersForAMarket All orders for a Market FIX.5.0EP58
9 AllOrdersForAMarketSegment All orders for a market segment (or multiple segments) FIX.5.0EP58 FIX.5.0SP2EP204
10 AllOrdersForASecurityGroup All orders for a Security Group FIX.5.0EP58
11 CancelForSecurityIssuer Cancel for Security Issuer FIX.5.0SP1EP85
12 CancelForIssuerOfUnderlyingSecurity Cancel for Issuer of Underlying Security FIX.5.0SP1EP85
FIX.5.0
2675 MassActionReason int Specifies the reason for the action requested.
Value SymbolicName Description Added Updated Deprecated
0 None No special reason (default) FIX.5.0SP2EP223
1 TradingRiskControl General violation of trading rules. Can be used if specific reason is unavailable or must not be disclosed. FIX.5.0SP2EP223
2 ClearingRiskControl General violation of clearing rules. Can be used if specific reason is unavailable or must not be disclosed. FIX.5.0SP2EP223
3 MarketMakerProtection Specific action taken to prevent further executions for a market maker. FIX.5.0SP2EP223
4 StopTrading Specific action taken in conjunction with the prevention of further trading. Scope can be defined with TargetParties component. FIX.5.0SP2EP223
5 EmergencyAction Specific action taken due to an emergency condition. Scope can be defined with TargetParties component. FIX.5.0SP2EP223
6 SessionLossLogout Protection of trader or firm after having lost connectivity. FIX.5.0SP2EP223
7 DuplicateLogin Trader only allowed to login once. FIX.5.0SP2EP223
8 ProductNotTraded Product not available for trading, e.g. in a halted state. FIX.5.0SP2EP223
9 InstrumentNotTraded Instrument not available for trading, e.g. due to intra-day expiration. FIX.5.0SP2EP223
10 CompleInstrumentDeleted Removal of complex instrument, e.g. due to expiry, leading to mass action on open orders. FIX.5.0SP2EP223
11 CircuitBreakerActivated Trading interruption leading to mass action on open orders. FIX.5.0SP2EP223
99 Other Other FIX.5.0SP2EP223
FIX.5.0SP2
1301 MarketID Exchange MarketID for which orders are to be affected FIX.5.0
1300 MarketSegmentID String MarketSegmentID for which orders are to be affected. Mutually exclusive with TargetMarketSegmentGrp component. FIX.5.0 FIX.5.0SP2EP131
TargetMarketSegmentGrp List of market segments for which orders are to be affected. Mutually exclusive with MarketSegmentID(1300). FIX.5.0SP2
336 TradingSessionID String Trading Session in which orders are to be affected
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.5.0
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.5.0
Parties FIX.5.0
TargetParties Can be used to specify the parties to whom the Order Mass Action should apply. FIX.5.0SP1
Instrument FIX.5.0
UnderlyingInstrument FIX.5.0
54 Side char Can be used to filter for orders of a single instrument.
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.5.0 FIX.5.0SP2EP223
44 Price Price Can be used to filter for orders of a single instrument. FIX.5.0SP2
60 TransactTime ✔ UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.5.0
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.5.0SP2
2404 ComplianceText String Free text for compliance information required for regulatory reporting. FIX.5.0SP2
2351 EncodedComplianceTextLen Length Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. FIX.5.0SP2
2352 EncodedComplianceText data Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.5.0
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.5.0
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.5.0
StandardTrailer ✔ FIX.5.0

ApplicationMessageRequest (35=BW)

This message is used to request a retransmission of a set of one or more messages generated by the application specified in RefApplID (1355).

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BW FIX.5.0
1346 ApplReqID ✔ String Unique identifier for request FIX.5.0
1347 ApplReqType ✔ int Type of Application Message Request being made
Value SymbolicName Description Added Updated Deprecated
0 Retransmission Retransmission of application messages for the specified Applications FIX.5.0EP63
1 Subscription Subscription to the specified Applications FIX.5.0EP63
2 RequestLastSeqNum Request for the last ApplLastSeqNum published for the specified Applications FIX.5.0EP63
3 RequestApplications Request valid set of Applications FIX.5.0EP63
4 Unsubscribe Unsubscribe to the specified Applications FIX.5.0EP63
5 CancelRetransmission Cancel retransmission FIX.5.0SP1EP78
6 CancelRetransmissionUnsubscribe Cancel retransmission and unsubscribe to the specified applications FIX.5.0SP1EP78
FIX.5.0
ApplIDRequestGrp FIX.5.0
Parties FIX.5.0SP1
58 Text String Allows user to provide reason for request FIX.5.0
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.5.0
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.5.0
StandardTrailer ✔ FIX.5.0

ApplicationMessageRequestAck (35=BX)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BX FIX.5.0
1353 ApplResponseID ✔ String Identifier for the Application Message Request Ack FIX.5.0
1346 ApplReqID String Identifier of the request associated with this ACK message FIX.5.0
1347 ApplReqType int Type of Application Message Request being made.
Value SymbolicName Description Added Updated Deprecated
0 Retransmission Retransmission of application messages for the specified Applications FIX.5.0EP63
1 Subscription Subscription to the specified Applications FIX.5.0EP63
2 RequestLastSeqNum Request for the last ApplLastSeqNum published for the specified Applications FIX.5.0EP63
3 RequestApplications Request valid set of Applications FIX.5.0EP63
4 Unsubscribe Unsubscribe to the specified Applications FIX.5.0EP63
5 CancelRetransmission Cancel retransmission FIX.5.0SP1EP78
6 CancelRetransmissionUnsubscribe Cancel retransmission and unsubscribe to the specified applications FIX.5.0SP1EP78
FIX.5.0
1348 ApplResponseType int Used to indicate the type of acknowledgement being sent.
Value SymbolicName Description Added Updated Deprecated
0 RequestSuccessfullyProcessed Request successfully processed FIX.5.0EP63
1 ApplicationDoesNotExist Application does not exist FIX.5.0EP63
2 MessagesNotAvailable Messages not available FIX.5.0EP63
FIX.5.0
1349 ApplTotalMessageCount int Total number of messages included in transmission FIX.5.0
ApplIDRequestAckGrp FIX.5.0
Parties FIX.5.0SP1
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.5.0
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.5.0
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.5.0
StandardTrailer ✔ FIX.5.0

ApplicationMessageReport (35=BY)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BY FIX.5.0
1356 ApplReportID ✔ String Identifier for the Application Message Report FIX.5.0
1346 ApplReqID String If the application message report is generated in response to an ApplicationMessageRequest(MsgType=BW), then this tag contain the ApplReqID(1346) of that request. FIX.5.0SP1
1426 ApplReportType ✔ int Type of report
Value SymbolicName Description Added Updated Deprecated
0 ApplSeqNumReset Reset ApplSeqNum to new value specified in ApplNewSeqNum(1399) FIX.5.0EP-1
1 LastMessageSent Reports that the last message has been sent for the ApplIDs Refer to RefApplLastSeqNum(1357) for the application sequence number of the last message. FIX.5.0EP-1
2 ApplicationAlive Heartbeat message indicating that Application identified by RefApplID(1355) is still alive. Refer to RefApplLastSeqNum(1357) for the application sequence number of the previous message. FIX.5.0EP-1
3 ResendComplete Application message re-send completed. FIX.5.0SP1EP91
FIX.5.0
ApplIDReportGrp FIX.5.0
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.5.0
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.5.0
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.5.0
StandardTrailer ✔ FIX.5.0

StreamAssignmentRequest (35=CC)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = CC FIX.5.0SP1
1497 StreamAsgnReqID ✔ String Unique identifier of the request. FIX.5.0SP1
1498 StreamAsgnReqType ✔ int Type of assignment being requested.
Value SymbolicName Description Added Updated Deprecated
1 StreamAssignmentForNewCustomer Stream assignment for new customer(s) FIX.5.0SP1EP93
2 StreamAssignmentForExistingCustomer Stream assignment for existing customer(s) FIX.5.0SP1EP93
FIX.5.0SP1
StrmAsgnReqGrp ✔ Assignment requests FIX.5.0SP1
StandardTrailer ✔ FIX.5.0SP1

StreamAssignmentReport (35=CD)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = CD FIX.5.0SP1
1501 StreamAsgnRptID ✔ String Unique identifier of the Stream Assignment Report. FIX.5.0SP1
1498 StreamAsgnReqType int Required if report is being sent in response to a StreamAssignmentRequest. The value should be the same as the value in the corresponding request.
Value SymbolicName Description Added Updated Deprecated
1 StreamAssignmentForNewCustomer Stream assignment for new customer(s) FIX.5.0SP1EP93
2 StreamAssignmentForExistingCustomer Stream assignment for existing customer(s) FIX.5.0SP1EP93
FIX.5.0SP1
1497 StreamAsgnReqID String Conditionally required if Stream Assignment Report is being sent in response to a StreamAssignmentRequest(MsgType=CC). Not required for unsolicited stream assignments. FIX.5.0SP1
StrmAsgnRptGrp Stream assignments FIX.5.0SP1
StandardTrailer ✔ FIX.5.0SP1

StreamAssignmentReportACK (35=CE)

This message is used to respond to the Stream Assignment Report, to either accept or reject an unsolicited assingment.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = CE FIX.5.0SP1
1503 StreamAsgnAckType ✔ int Type of acknowledgement.
Value SymbolicName Description Added Updated Deprecated
0 AssignmentAccepted Assignment Accepted FIX.5.0SP1EP93
1 AssignmentRejected Assignment Rejected FIX.5.0SP1EP93
FIX.5.0SP1
1501 StreamAsgnRptID ✔ String Unique identifier of the stream assignment report provided by the respondent. FIX.5.0SP1
1502 StreamAsgnRejReason int Reason code for stream assignment request reject.
Value SymbolicName Description Added Updated Deprecated
0 UnknownClient Unknown client FIX.5.0SP1EP93
1 ExceedsMaximumSize Exceeds maximum size FIX.5.0SP1EP93
2 UnknownOrInvalidCurrencyPair Unknown or Invalid currency pair FIX.5.0SP1EP93
3 NoAvailableStream No available stream FIX.5.0SP1EP93
99 Other Other FIX.5.0SP1EP93
FIX.5.0SP1
58 Text String Can be used to provide additional information regarding the assignment report, such as reject description. FIX.5.0SP1
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.5.0SP1
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.5.0SP1
StandardTrailer ✔ FIX.5.0SP1

MarginRequirementInquiry (35=CH)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = CH FIX.5.0SP2
1635 MarginReqmtInqID ✔ String Unique identifier for this message FIX.5.0SP2
MarginReqmtInqQualGrp ✔ Type of margin requirement inquiry FIX.5.0SP2
263 SubscriptionRequestType char Used to subscribe / unsubscribe for margin requirement reports. If the field is absent, the default will be snapshot request only - no subscription.
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.5.0SP2
725 ResponseTransportType int Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
Value SymbolicName Description Added Updated Deprecated
0 Inband 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.5.0SP2
726 ResponseDestination String URI destination name. Used if ResponseTransportType is out-of-band. FIX.5.0SP2
Parties FIX.5.0SP2
715 ClearingBusinessDate LocalMktDate Indicates the date for which the margin is to be calculated FIX.5.0SP2
716 SettlSessID String Indicates the settlement session for which the margin is to be calculated – End Of Day or Intraday
Value SymbolicName Description Added Updated Deprecated
ITD Intraday Intraday FIX.4.4EP1
RTH RegularTradingHours Regular Trading Hours FIX.4.4EP1
ETH ElectronicTradingHours Electronic Trading Hours FIX.4.4EP1
EOD EndOfDay End Of Day FIX.4.4EP4
FIX.5.0SP2
717 SettlSessSubID String SubID value associated with SettlSessID(716) FIX.5.0SP2
1639 MarginClass String Used to identify a group of instruments with similar risk profile. FIX.5.0SP2
Instrument FIX.5.0SP2
60 TransactTime UTCTimestamp Represents the time the inquiry was submitted FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.5.0SP2
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.5.0SP2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.5.0SP2
StandardTrailer ✔ FIX.5.0SP2

MarginRequirementInquiryAck (35=CI)

Used to respond to a Margin Requirement Inquiry.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = CI FIX.5.0SP2
1635 MarginReqmtInqID ✔ String Unique identifier for this message FIX.5.0SP2
MarginReqmtInqQualGrp ✔ Type of margin requirement inquiry FIX.5.0SP2
1640 MarginReqmtInqStatus ✔ int Status of the Margin Requirement Inquiry referenced by MarginReqmtInqID FIX.5.0SP2
1641 MarginReqmtInqResult int Result of the Margin Requirement Inquiry referenced by MarginReqmtInqID – specifies any errors or warnings
Value SymbolicName Description Added Updated Deprecated
0 Successful Successful (default) FIX.5.0SP2EP102
1 InvalidOrUnknownInstrument Invalid or unknown instrument FIX.5.0SP2EP102
2 InvalidOrUnknownMarginClass Invalid or unknown margin class FIX.5.0SP2EP102
3 InvalidParties Invalid Parties FIX.5.0SP2EP102
4 InvalidTransportTypeReq Invalid Transport Type requested FIX.5.0SP2EP102
5 InvalidDestinationReq Invalid Destination requested FIX.5.0SP2EP102
6 NoMarginReqFound No margin requirement found FIX.5.0SP2EP102
7 MarginReqInquiryQualifierNotSupported Margin requirement inquiry qualifier not supported FIX.5.0SP2EP102
8 UnauthorizedForMarginReqInquiry Unauthorized for margin requirement inquiry FIX.5.0SP2EP102
99 Other Other (further information in Text (58) field) FIX.5.0SP2EP102
FIX.5.0SP2
911 TotNumReports int Total number of reports generated in response to this inquiry FIX.5.0SP2
263 SubscriptionRequestType char Used to subscribe / unsubscribe for margin requirement reports. If the field is absent, the default will be snapshot request only - no subscription.
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.5.0SP2
725 ResponseTransportType int Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
Value SymbolicName Description Added Updated Deprecated
0 Inband 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.5.0SP2
726 ResponseDestination String URI destination name. Used if ResponseTransportType is out-of-band. FIX.5.0SP2
Parties FIX.5.0SP2
715 ClearingBusinessDate LocalMktDate Indicates the date for which the margin is to be calculated FIX.5.0SP2
716 SettlSessID String Indicates the settlement session for which the margin is to be calculated – End Of Day or Intraday
Value SymbolicName Description Added Updated Deprecated
ITD Intraday Intraday FIX.4.4EP1
RTH RegularTradingHours Regular Trading Hours FIX.4.4EP1
ETH ElectronicTradingHours Electronic Trading Hours FIX.4.4EP1
EOD EndOfDay End Of Day FIX.4.4EP4
FIX.5.0SP2
717 SettlSessSubID String SubID value associated with SettlSessID(716) FIX.5.0SP2
1639 MarginClass String Used to identify a group of instruments with similar risk profile. FIX.5.0SP2
Instrument FIX.5.0SP2
60 TransactTime UTCTimestamp Represents the time this message was generated FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.5.0SP2
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.5.0SP2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.5.0SP2
StandardTrailer ✔ FIX.5.0SP2

MarginRequirementReport (35=CJ)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = CJ FIX.5.0SP2
ApplicationSequenceControl FIX.5.0SP2
1642 MarginReqmtRptID ✔ String Unique identifier for this margin requirement report FIX.5.0SP2
1635 MarginReqmtInqID String Unique identifier for the inquiry associated with this report. This field should not be provided if the report was sent unsolicited. FIX.5.0SP2
1638 MarginReqmtRptType ✔ int Type of report provided
Value SymbolicName Description Added Updated Deprecated
0 Summary Summary FIX.5.0SP2EP102
1 Detail Detail FIX.5.0SP2EP102
2 ExcessDeficit Excess/Deficit FIX.5.0SP2EP102
FIX.5.0SP2
911 TotNumReports int Total number of reports generated in response to inquiry referenced by MarginReqmtInqID FIX.5.0SP2
912 LastRptRequested Boolean Indicates whether this message is the last report message in response to a request message, e.g. OrderMassStatusRequest(35=AF), TradeCaptureReportRequest(35=AD).
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not last message FIX.4.4EP-1
Y LastMessage Last message FIX.4.4EP-1
FIX.5.0SP2
325 UnsolicitedIndicator Boolean Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Margin Requirement Inquiry.
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.5.0SP2
Parties FIX.5.0SP2
715 ClearingBusinessDate LocalMktDate Indicates the date for which the margin is to be calculated FIX.5.0SP2
716 SettlSessID String Indicates the settlement session for which the margin is to be calculated – End Of Day or Intraday
Value SymbolicName Description Added Updated Deprecated
ITD Intraday Intraday FIX.4.4EP1
RTH RegularTradingHours Regular Trading Hours FIX.4.4EP1
ETH ElectronicTradingHours Electronic Trading Hours FIX.4.4EP1
EOD EndOfDay End Of Day FIX.4.4EP4
FIX.5.0SP2
717 SettlSessSubID String SubID value associated with SettlSessID(716) FIX.5.0SP2
1639 MarginClass String Used to identify a group of instruments with similar risk profile. FIX.5.0SP2
15 Currency Currency Base currency of the margin requirement FIX.5.0SP2
Instrument FIX.5.0SP2
MarginAmount ✔ Margin requirement amounts FIX.5.0SP2
60 TransactTime UTCTimestamp Represents the time this message was generated FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.5.0SP2
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.5.0SP2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.5.0SP2
StandardTrailer ✔ FIX.5.0SP2

PartyDetailsListRequest (35=CF)

The PartyDetailsListRequest is used to request party detail information.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = CF FIX.5.0SP2
1505 PartyDetailsListRequestID ✔ String Unique identifier for PartyDetailsListRequest. FIX.5.0SP2
RequestingPartyGrp May be used to identify the party making the request and their role. FIX.5.0SP2
Parties Scope of the query/request for specific party(-ies). FIX.5.0SP2
RequestedPartyRoleGrp Scope of the query/request for specific party role(s) FIX.5.0SP2
PartyRelationshipGrp Scope of the query/reqeust for specific party relationship(s) FIX.5.0SP2
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.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.5.0SP2
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.5.0SP2
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.5.0SP2
StandardTrailer ✔ FIX.5.0SP2

PartyDetailsListReport (35=CG)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = CG FIX.5.0SP2
ApplicationSequenceControl FIX.5.0SP2
1510 PartyDetailsListReportID ✔ String Identifier for the PartyDetailsListReport and the PartyDetailsListUpdateReport. FIX.5.0SP2
1505 PartyDetailsListRequestID String Conditionally required when responding to the PartyDetailsListRequest message. FIX.5.0SP2
1511 RequestResult int Conditionally required when responding to the PartyDetailsListRequest message.
Value SymbolicName Description Added Updated Deprecated
0 ValidRequest Valid request FIX.5.0SP2EP105
1 InvalidOrUnsupportedRequest Invalid or unsupported request FIX.5.0SP2EP105
2 NoDataFound No data found that match selection criteria FIX.5.0SP2EP105
3 NotAuthorized Not authorized to retrieve data FIX.5.0SP2EP105
4 DataTemporarilyUnavailable Data temporarily unavailable FIX.5.0SP2EP105
5 RequestForDataNotSupported Request for data not supported FIX.5.0SP2EP105
99 Other Other (further information in RejectText (1328) field) FIX.5.0SP2EP105
FIX.5.0SP2
1512 TotNoParties int Total number of PartyListGrp returned. FIX.5.0SP2
893 LastFragment Boolean Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.5.0SP2
PartyDetailGrp FIX.5.0SP2
60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.5.0SP2
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.5.0SP2
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.5.0SP2
1328 RejectText String Identifies the reason for rejection. FIX.5.0SP2
1664 EncodedRejectTextLen Length Byte length of encoded (non-ASCII characters) EncodedRejectText(1665) field. FIX.5.0SP2
1665 EncodedRejectText data Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the RejectText(1328) field. FIX.5.0SP2
StandardTrailer ✔ FIX.5.0SP2

PartyDetailsListUpdateReport (35=CK)

The PartyDetailsListUpdateReport(35=CK) is used to disseminate updates to party detail information.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = CK FIX.5.0SP2
ApplicationSequenceControl FIX.5.0SP2
1510 PartyDetailsListReportID ✔ String Identifier for the PartyDetailsListReport and the PartyDetailsListUpdateReport. FIX.5.0SP2
1505 PartyDetailsListRequestID String Conditionally required when responding to the PartyDetailsListRequest(35=CF) message. FIX.5.0SP2 FIX.5.0SP2EP195
1512 TotNoParties int Total number of PartyListGrp returned. FIX.5.0SP2
893 LastFragment Boolean Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.5.0SP2
RequestingPartyGrp May be used to specify the requesting party in the event the request was made verbally or via other means. FIX.5.0SP2
PartyDetailsUpdateGrp FIX.5.0SP2
60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.5.0SP2
354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. FIX.5.0SP2 FIX.5.0SP2EP195
355 EncodedText data Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2 FIX.5.0SP2EP195
StandardTrailer ✔ FIX.5.0SP2

PartyRiskLimitsRequest (35=CL)

The PartyRiskLimitsRequest message is used to request for risk information for specific parties, specific party roles or specific instruments.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = CL FIX.5.0SP2
1666 RiskLimitRequestID ✔ String Unique identifier for the PartyRiskLimitsRequest FIX.5.0SP2
1760 RiskLimitRequestType int Scope of risk limit information.
Value SymbolicName Description Added Updated Deprecated
1 Definitions Definitions(Default) FIX.5.0SP2EP128
2 Utilization Utilization FIX.5.0SP2EP128
3 DefinitionsAndUtilizations Definitions and utilization FIX.5.0SP2EP128
FIX.5.0SP2
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.5.0SP2
RequestingPartyGrp May be used to identify the party making the request and their role. FIX.5.0SP2
Parties Scope of the query/request for specific party(-ies) FIX.5.0SP2
RequestedPartyRoleGrp Scope of the query/request for specific party role(s). For example, "all information for PartyRole=24." FIX.5.0SP2
RequestedRiskLimitTypesGrp FIX.5.0SP2
1533 RiskLimitPlatform String The area to which risk limit is applicable. This can be a trading platform or an offering. FIX.5.0SP2
RiskInstrumentScopeGrp Scope of the query/request for specific securities. Absence means all instruments for a given party or party role. FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.5.0SP2
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.5.0SP2
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.5.0SP2
StandardTrailer ✔ FIX.5.0SP2

PartyRiskLimitsReport (35=CM)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = CM FIX.5.0SP2
ApplicationSequenceControl FIX.5.0SP2
1667 RiskLimitReportID ✔ String Identifier for the PartyRiskLimitsReport FIX.5.0SP2
1666 RiskLimitRequestID String Conditionally required when responding to PartyRiskLimitsRequest(35=CL). FIX.5.0SP2 FIX.5.0SP2EP128
1760 RiskLimitRequestType int Can be used when responding to a PartyRiskLimitsRequest(35=CL).
Value SymbolicName Description Added Updated Deprecated
1 Definitions Definitions(Default) FIX.5.0SP2EP128
2 Utilization Utilization FIX.5.0SP2EP128
3 DefinitionsAndUtilizations Definitions and utilization FIX.5.0SP2EP128
FIX.5.0SP2
1511 RequestResult int Conditionally required when responding to a PartyRiskLimitsRequest(35=CL).
Value SymbolicName Description Added Updated Deprecated
0 ValidRequest Valid request FIX.5.0SP2EP105
1 InvalidOrUnsupportedRequest Invalid or unsupported request FIX.5.0SP2EP105
2 NoDataFound No data found that match selection criteria FIX.5.0SP2EP105
3 NotAuthorized Not authorized to retrieve data FIX.5.0SP2EP105
4 DataTemporarilyUnavailable Data temporarily unavailable FIX.5.0SP2EP105
5 RequestForDataNotSupported Request for data not supported FIX.5.0SP2EP105
99 Other Other (further information in RejectText (1328) field) FIX.5.0SP2EP105
FIX.5.0SP2 FIX.5.0SP2EP128
325 UnsolicitedIndicator Boolean None
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.5.0SP2
1512 TotNoParties int Total number of PartyListGrp returned. FIX.5.0SP2
893 LastFragment Boolean Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.5.0SP2
PartyRiskLimitsGrp Optionally includes utilization (consumption) information. FIX.5.0SP2 FIX.5.0SP2EP128
60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.5.0SP2
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.5.0SP2
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.5.0SP2
1328 RejectText String Identifies the reason for rejection. FIX.5.0SP2
1664 EncodedRejectTextLen Length Byte length of encoded (non-ASCII characters) EncodedRejectText(1665) field. FIX.5.0SP2
1665 EncodedRejectText data Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the RejectText(1328) field. FIX.5.0SP2
StandardTrailer ✔ FIX.5.0SP2

SecurityMassStatusRequest (35=CN)

None

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = CN FIX.5.0SP2
324 SecurityStatusReqID ✔ String Must be unique, or the ID of previous Security Mass Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). FIX.5.0SP2
InstrumentScope FIX.5.0SP2
263 SubscriptionRequestType ✔ char SubcriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party.
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.5.0SP2
1465 SecurityListID String Specifies an identifier for a Security List FIX.5.0SP2
1301 MarketID Exchange Identifies the market FIX.5.0SP2
1300 MarketSegmentID String Identifies the market segment FIX.5.0SP2
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.5.0SP2
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.5.0SP2
StandardTrailer ✔ FIX.5.0SP2

SecurityMassStatus (35=CO)

None

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = CO FIX.5.0SP2
ApplicationSequenceControl FIX.5.0SP2
324 SecurityStatusReqID String Required when mass status is in response to a SecurityMassStatusRequest(35=CN) message. FIX.5.0SP2 FIX.5.0SP2EP190
1465 SecurityListID String Identifies all securities for a security list identifier. FIX.5.0SP2
1301 MarketID Exchange Identifies all securities for a market. FIX.5.0SP2
1300 MarketSegmentID String Identifies all securities for a market segment. FIX.5.0SP2
75 TradeDate LocalMktDate Business day that the state change applies to. FIX.5.0SP2
336 TradingSessionID String Identifies all securities for a trading session.
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.5.0SP2
625 TradingSessionSubID String Identifies all securities for a trading sub-session.
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.5.0SP2
InstrumentScope FIX.5.0SP2
325 UnsolicitedIndicator Boolean Set to "Y" if message is sent as a result of a subscription request not a snapshot request.
Value SymbolicName Description Added Updated Deprecated
N MessageIsBeingSentAsAResultOfAPriorRequest Message is being sent as a result of a prior request FIX.4.2
Y MessageIsBeingSentUnsolicited Message is being sent unsolicited FIX.4.2 FIX.5.0SP1EP95
FIX.5.0SP2
1679 SecurityMassTradingStatus int Identifies the trading status applicable to a group of instruments. FIX.5.0SP2
2447 FastMarketIndicator Boolean Indicates if the instrument is in "fast market" state. FIX.5.0SP2
1680 SecurityMassTradingEvent int Identifies an event related to the mass trading status. FIX.5.0SP2
1681 MassHaltReason int Denotes the reason for the Opening Delay or Trading halt of a group of securities. FIX.5.0SP2
1021 MDBookType int Used to relay changes in the book type.
Value SymbolicName Description Added Updated Deprecated
1 TopOfBook Top of Book FIX.4.4EP-1
2 PriceDepth Price Depth FIX.4.4EP-1
3 OrderDepth Order Depth FIX.4.4EP-1
FIX.5.0SP2
264 MarketDepth int Used to relay changes in Market Depth. FIX.5.0SP2
60 TransactTime UTCTimestamp Time of state change for security list. FIX.5.0SP2
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.5.0SP2
SecMassStatGrp FIX.5.0SP2
StandardTrailer ✔ FIX.5.0SP2

AccountSummaryReport (35=CQ)

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).

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = CQ FIX.5.0SP2
1699 AccountSummaryReportID ✔ String Unique identifier for the AccountSummaryReport(35=CQ). FIX.5.0SP2
715 ClearingBusinessDate ✔ LocalMktDate The business date for which the trade is expected to be cleared. FIX.5.0SP2
15 Currency Currency Identifies the base reporting currency used in this report. FIX.5.0SP2
900 TotalNetValue Amt TotalNetValue is determined as follows:
At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)).
In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)).
For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut) 		FIX.5.0SP2
899 MarginExcess Amt Excess margin amount (deficit if value is negative) FIX.5.0SP2
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.5.0SP2
717 SettlSessSubID String SubID value associated with SettlSessID(716) FIX.5.0SP2
60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.5.0SP2
SettlementAmountGrp FIX.5.0SP2
MarginAmount FIX.5.0SP2
Parties ✔ Used to identify the parties for the account (clearing organization, clearing firm, account type, etc.) FIX.5.0SP2
CollateralAmountGrp FIX.5.0SP2
PayCollectGrp FIX.5.0SP2
PositionAmountData Can be used to identify mark to market information for the position. FIX.5.0SP2
StandardTrailer FIX.5.0SP2

PartyRiskLimitsUpdateReport (35=CR)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType=CR FIX.5.0SP2
ApplicationSequenceControl FIX.5.0SP2
1667 RiskLimitReportID ✔ String Identifier for the PartyRiskLimitsReport FIX.5.0SP2
1666 RiskLimitRequestID String Conditionally required when sent as part of a subscription requested by a PartyRiskLimitsRequest(35=CL). FIX.5.0SP2
1760 RiskLimitRequestType int Can be used if sent as part of a subscription started by a PartyRiskLimitsRequest(35=CL).
Value SymbolicName Description Added Updated Deprecated
1 Definitions Definitions(Default) FIX.5.0SP2EP128
2 Utilization Utilization FIX.5.0SP2EP128
3 DefinitionsAndUtilizations Definitions and utilization FIX.5.0SP2EP128
FIX.5.0SP2 FIX.5.0SP2EP195
1512 TotNoParties int Total number of PartyListGrp returned. FIX.5.0SP2
893 LastFragment Boolean Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.5.0SP2
RequestingPartyGrp May be used to specify the requesting party in the event the request was made verbally or via other means. FIX.5.0SP2
PartyRiskLimitsUpdateGrp FIX.5.0SP2
60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.5.0SP2
354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. FIX.5.0SP2 FIX.5.0SP2EP195
355 EncodedText data Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2 FIX.5.0SP2EP195
StandardTrailer ✔ FIX.5.0SP2

PartyRiskLimitsDefinitionRequest (35=CS)

PartyRiskLimitDefinitionRequest is used for defining new risk limits.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType=CS FIX.5.0SP2
1666 RiskLimitRequestID ✔ String Unique identifier for the PartyRiskLimitsRequest FIX.5.0SP2
RequestingPartyGrp May be used to identify the party making the request and their role. FIX.5.0SP2
PartyRiskLimitsUpdateGrp Risk limits to be enforced for given party(-ies) and related party(-ies). FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.5.0SP2
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.5.0SP2
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.5.0SP2
StandardTrailer ✔ FIX.5.0SP2

PartyRiskLimitsDefinitionRequestAck (35=CT)

PartyRiskLimitDefinitionRequestAck is used for accepting (with or without changes) or rejecting the definition of risk limits.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType=CT FIX.5.0SP2
1666 RiskLimitRequestID ✔ String Unique identifier for the PartyRiskLimitsRequest FIX.5.0SP2
1761 RiskLimitRequestResult int Result of risk limit definition request.
Value SymbolicName Description Added Updated Deprecated
0 Successful Successful (default) FIX.5.0SP2EP128
1 InvalidParty Invalid party(-ies) FIX.5.0SP2EP128
2 InvalidRelatedParty Invalid related party(-ies) FIX.5.0SP2EP128
3 InvalidRiskLimitType Invalid risk limit type(s) FIX.5.0SP2EP128
4 InvalidRiskLimitID Invalid risk limit ID(s) FIX.5.0SP2EP128
5 InvalidRiskLimitAmount Invalid risk limit amount(s) FIX.5.0SP2EP128
6 InvalidRiskWarningLevelAction Invalid risk/warning level action(s) FIX.5.0SP2EP128
7 InvalidRiskInstrumentScope Invalid risk instrument scope(s) FIX.5.0SP2EP128
8 RiskLimitActionsNotSupported Risk limit actions not supported FIX.5.0SP2EP128
9 WarningLevelsNotSupported Warning levels not supported FIX.5.0SP2EP128
10 WarningLevelActionsNotSupported Warning level actions not supported FIX.5.0SP2EP128
11 RiskInstrumentScopeNotSupported Risk instrument scope not supported FIX.5.0SP2EP128
12 RiskLimitNotApprovedForParty Risk limit not approved for party(-ies) FIX.5.0SP2EP128
13 RiskLimitAlreadyDefinedForParty Risk limit already defined for party(-ies) FIX.5.0SP2EP128
14 InstrumentNotApprovedForParty Instrument not approved for party(-ies) FIX.5.0SP2EP128
98 NotAuthorized Not authorized FIX.5.0SP2EP128
99 Other Other FIX.5.0SP2EP128
FIX.5.0SP2
1762 RiskLimitRequestStatus ✔ int Status of risk limit definition request.
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.5.0SP2EP128
1 AcceptedWithChanges Accepted with changes FIX.5.0SP2EP128
2 Rejected Rejected FIX.5.0SP2EP128
3 AcceptancePending Acceptence pending FIX.5.0SP2EP128
FIX.5.0SP2
RequestingPartyGrp FIX.5.0SP2
PartyRiskLimitsAckGrp FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.5.0SP2
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.5.0SP2
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.5.0SP2
StandardTrailer ✔ FIX.5.0SP2

PartyEntitlementsRequest (35=CU)

The PartyEntitlementsRequest message is used to request for entitlement information for one or more party(-ies), specific party role(s), or specific instruments(s).

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType=CU FIX.5.0SP2
1770 EntitlementRequestID String Unique identifier for PartyEntitlementsRequest(35=CU). FIX.5.0SP2
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.5.0SP2
RequestingPartyGrp May be used to identify the party making the request and their role. FIX.5.0SP2
Parties Scope of the query/request for specific party(-ies). FIX.5.0SP2
RequestedPartyRoleGrp Scope of the query/request for specific party roles. For example, "all information for PartyRole=24". FIX.5.0SP2
1883 EntitlementStatus int Status of entitlement definition for one party.
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.5.0SP2EP173
1 AcceptedWithChanges Accepted with changes FIX.5.0SP2EP173
2 Rejected Rejected FIX.5.0SP2EP173
3 Pending Entitlement definition request submitted that still requires an action to be taken (e.g. approval or setting up). FIX.5.0SP2EP173
4 Requested Entitlement definition has been requested. FIX.5.0SP2EP173
5 Deferred Entitlement definition request is being postponed or delayed. FIX.5.0SP2EP183
FIX.5.0SP2
EntitlementTypeGrp FIX.5.0SP2
1784 EntitlementPlatform String The area to which the entitlement is applicable. This can be a trading platform or an offering. FIX.5.0SP2
InstrumentScopeGrp Scope of the query/request for specific securities. FIX.5.0SP2
MarketSegmentScopeGrp FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.5.0SP2
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.5.0SP2
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.5.0SP2
StandardTrailer ✔ FIX.5.0SP2

PartyEntitlementsReport (35=CV)

The PartyEntitlementsReport is used to report entitlements for one or more parties, party role(s), or specific instrument(s).

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType=CV FIX.5.0SP2
ApplicationSequenceControl FIX.5.0SP2
1771 EntitlementReportID ✔ String Identifier for the PartyEntitlementsReport(35=CV). FIX.5.0SP2
1770 EntitlementRequestID String Conditionally required when responding to PartyEntitlementsRequest(35=CU). FIX.5.0SP2
1511 RequestResult int Conditionally required when responding to Party Entitlements Request.
Value SymbolicName Description Added Updated Deprecated
0 ValidRequest Valid request FIX.5.0SP2EP105
1 InvalidOrUnsupportedRequest Invalid or unsupported request FIX.5.0SP2EP105
2 NoDataFound No data found that match selection criteria FIX.5.0SP2EP105
3 NotAuthorized Not authorized to retrieve data FIX.5.0SP2EP105
4 DataTemporarilyUnavailable Data temporarily unavailable FIX.5.0SP2EP105
5 RequestForDataNotSupported Request for data not supported FIX.5.0SP2EP105
99 Other Other (further information in RejectText (1328) field) FIX.5.0SP2EP105
FIX.5.0SP2
1512 TotNoParties int Total number of PartyListGrp returned. FIX.5.0SP2
893 LastFragment Boolean Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.5.0SP2
PartyEntitlementGrp FIX.5.0SP2
60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.5.0SP2
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.5.0SP2
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.5.0SP2
1328 RejectText String Identifies the reason for rejection. FIX.5.0SP2
1664 EncodedRejectTextLen Length Byte length of encoded (non-ASCII characters) EncodedRejectText(1665) field. FIX.5.0SP2
1665 EncodedRejectText data Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the RejectText(1328) field. FIX.5.0SP2
StandardTrailer ✔ FIX.5.0SP2

QuoteAck (35=CW)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ 35=CW FIX.5.0SP2
117 QuoteID String Contains the QuoteID(117) of a single Quote(35=S). FIX.5.0SP2
1166 QuoteMsgID String Contains the QuoteMsgID(1166) of a single Quote(35=S) or QuoteCancel(35=Z). FIX.5.0SP2
131 QuoteReqID String Unique identifier for a QuoteRequest(35=R). FIX.5.0SP2
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.5.0SP2
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.5.0SP2
1751 SecondaryQuoteID String Assigned by the party which accepts the quote. Can be used to provide the quote identifier assigned by an exchange, marketplace or executing system. FIX.5.0SP2
1865 QuoteAckStatus ✔ int Acknowledgement status of a Quote(35=S) or QuoteCancel(35=Z) message submission.
Value SymbolicName Description Added Updated Deprecated
0 ReceivedNotYetProcessed Received, not yet processed FIX.5.0SP2EP143
1 Accepted Accepted FIX.5.0SP2EP143
2 Rejected Rejected FIX.5.0SP2EP143
FIX.5.0SP2
300 QuoteRejectReason int Conditionally required when QuoteAckStatus(1865) = 2(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.5.0SP2
1328 RejectText String Identifies the reason for rejection. FIX.5.0SP2
1664 EncodedRejectTextLen Length Byte length of encoded (non-ASCII characters) EncodedRejectText(1665) field. FIX.5.0SP2
1665 EncodedRejectText data Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the RejectText(1328) field. FIX.5.0SP2
Parties FIX.5.0SP2
QuoteAttributeGrp May be used by the quote receiver to inform quote provider of pre-trade transparency waiver determination in the context of MiFID II. FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.5.0SP2
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.5.0SP2
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.5.0SP2
StandardTrailer ✔ FIX.5.0SP2

PartyDetailsDefinitionRequest (35=CX)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType=CX FIX.5.0SP2
1505 PartyDetailsListRequestID ✔ String Unique identifier for PartyDetailsListRequest. FIX.5.0SP2
RequestingPartyGrp Can be used to identify the party making the request and their role. FIX.5.0SP2
PartyDetailsUpdateGrp ✔ Specifies the parties and relationships between parties to be defined, modified, or deleted. FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.5.0SP2
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.5.0SP2
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.5.0SP2
StandardTrailer ✔ FIX.5.0SP2

PartyDetailsDefinitionRequestAck (35=CY)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType=CY FIX.5.0SP2
1505 PartyDetailsListRequestID ✔ String Unique identifier for PartyDetailsListRequest. FIX.5.0SP2
1878 PartyDetailRequestStatus ✔ int Status of party details definition request.
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.5.0SP2EP146
1 AcceptedWithChanges Accepted with changes FIX.5.0SP2EP146
2 Rejected Rejected FIX.5.0SP2EP146
3 AcceptancePending Acceptance pending FIX.5.0SP2EP146
FIX.5.0SP2
1877 PartyDetailRequestResult int Result party detail definition request.
Value SymbolicName Description Added Updated Deprecated
0 Successful Successful (default) FIX.5.0SP2EP146
1 InvalidParty Invalid party(-ies) FIX.5.0SP2EP146
2 InvalidRelatedParty Invalid related party(-ies) FIX.5.0SP2EP146
3 InvalidPartyStatus Invalid party status(es) FIX.5.0SP2EP146
98 NotAuthorized Not authorized FIX.5.0SP2EP146
99 Other Other FIX.5.0SP2EP146
FIX.5.0SP2
RequestingPartyGrp FIX.5.0SP2
PartyDetailAckGrp FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.5.0SP2
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.5.0SP2
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.5.0SP2
StandardTrailer ✔ FIX.5.0SP2

PartyEntitlementsUpdateReport (35=CZ)

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).

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType=CZ FIX.5.0SP2
ApplicationSequenceControl FIX.5.0SP2
1771 EntitlementReportID ✔ String Identifier for the PartyEntitlementsReport(35=CV). FIX.5.0SP2
1770 EntitlementRequestID String Conditionally required when responding to a PartyEntitlementsRequest(35=CU) message. FIX.5.0SP2 FIX.5.0SP2EP195
1512 TotNoParties int Total number of PartyListGrp returned. FIX.5.0SP2
893 LastFragment Boolean Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.5.0SP2
RequestingPartyGrp May be used to specify the requesting party in the event the request was made verbally or via other means. FIX.5.0SP2
PartyEntitlementUpdateGrp ✔ Specifies the updated entitlements to be enforced for the given party(-ies) and related party(-ies). FIX.5.0SP2
60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.5.0SP2
354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. FIX.5.0SP2 FIX.5.0SP2EP195
355 EncodedText data Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2 FIX.5.0SP2EP195
StandardTrailer ✔ FIX.5.0SP2

PartyEntitlementsDefinitionRequest (35=DA)

The PartyEntitlementsDefinitionRequest(35=DA) is used for defining new entitlements, and modifying or deleting existing entitlements for the specified party(-ies).

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType=DA FIX.5.0SP2
1770 EntitlementRequestID ✔ String Unique identifier for PartyEntitlementsRequest(35=CU). FIX.5.0SP2
RequestingPartyGrp Can be used to identify the party making the request and their role. FIX.5.0SP2
PartyEntitlementUpdateGrp ✔ Specifies the entitlements to be defined, modified or deleted for the given party(-ies) and related party(-ies). FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.5.0SP2
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.5.0SP2
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.5.0SP2
StandardTrailer ✔ FIX.5.0SP2

PartyEntitlementsDefinitionRequestAck (35=DB)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType=DB FIX.5.0SP2
1770 EntitlementRequestID ✔ String Unique identifier for PartyEntitlementsRequest(35=CU). FIX.5.0SP2
1882 EntitlementRequestStatus ✔ int Status of party entitlements definition request. FIX.5.0SP2
1881 EntitlementRequestResult int Result of risk limit definition request.
Value SymbolicName Description Added Updated Deprecated
0 Successful Successful (default) FIX.5.0SP2EP146
1 InvalidParty Invalid party(-ies) FIX.5.0SP2EP146
2 InvalidRelatedParty Invalid related party(-ies) FIX.5.0SP2EP146
3 InvalidEntitlementType Invalid entitlement type(s) FIX.5.0SP2EP146
4 InvalidEntitlementID Invalid entitlement ID(s) / ref ID(s) FIX.5.0SP2EP146
5 InvalidEntitlementAttribute Invalid entitlement attribute(s) FIX.5.0SP2EP146
6 InvalidInstrumentScope Invalid instrument scope(s) FIX.5.0SP2EP146
7 InvalidMarketSegmentScope Invalid market segment scope(s) FIX.5.0SP2EP146
8 InvalidStartDate Invalid start date FIX.5.0SP2EP146
9 InvalidEndDate Invalid end date FIX.5.0SP2EP146
10 InstrumentScopeNotSupported Instrument scope not supported FIX.5.0SP2EP146
11 MarketSegmentScopeNotSupported Market segment scope not supported FIX.5.0SP2EP146
12 EntitlementNotApprovedForParty Entitlement not approved for party(-ies) FIX.5.0SP2EP146
13 EntitlementAlreadyDefinedForParty Entitlement already defined for party(-ies) FIX.5.0SP2EP146
14 InstrumentNotApprovedForParty Instrument not approved for party(-ies) FIX.5.0SP2EP146
98 NotAuthorized Not authorized FIX.5.0SP2EP146
99 Other Other FIX.5.0SP2EP146
FIX.5.0SP2
RequestingPartyGrp FIX.5.0SP2
PartyEntitlementAckGrp FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.5.0SP2
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.5.0SP2
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.5.0SP2
StandardTrailer ✔ FIX.5.0SP2

TradeMatchReport (35=DC)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType=DC FIX.5.0SP2
ApplicationSequenceControl FIX.5.0SP2
880 TrdMatchID ✔ String Unique identifier common for all trades included in a match event. FIX.5.0SP2
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.5.0SP2
856 TradeReportType int Type of Trade Report
Value SymbolicName Description Added Updated Deprecated
0 Submit Submit FIX.4.4
1 Alleged Alleged FIX.4.4
2 Accept Accept FIX.4.4
3 Decline Decline FIX.4.4
4 Addendum Used to provide material supplemental data to a previously submitted trade. FIX.4.4 FIX.5.0SP2EP241
5 No Used to report a full replacement of a previously submitted trade. FIX.4.4 FIX.5.0SP2EP241
6 TradeReportCancel Trade Report Cancel FIX.4.4
7 LockedIn (Locked-In) Trade Break FIX.4.4
8 Defaulted Defaulted FIX.4.4EP4
9 InvalidCMTA Invalid CMTA FIX.4.4EP8
10 Pended Pended FIX.4.4EP23
11 AllegedNew Alleged New FIX.4.4EP23
12 AllegedAddendum Alleged Addendum FIX.4.4EP23
13 AllegedNo Alleged No/Was FIX.4.4EP23
14 AllegedTradeReportCancel Alleged Trade Report Cancel FIX.4.4EP23
15 AllegedTradeBreak Alleged (Locked-In) Trade Break FIX.4.4EP23
16 Verify Used in reports from a trading party to the SDR to confirm trade details. Omit RegulatoryReportType(1934). FIX.5.0SP2EP187
17 Dispute Used in reports from a trading party to the SDR to dispute trade details. Omit RegulatoryReportType(1934). FIX.5.0SP2EP187
18 NonMaterialUpdate Used to provide non-material supplemental data to a previously submitted trade. FIX.5.0SP2EP241
FIX.5.0SP2
715 ClearingBusinessDate LocalMktDate The business date for which the trade is expected to be cleared. FIX.5.0SP2
828 TrdType int Type of trade.
Value SymbolicName Description Added Updated Deprecated
0 RegularTrade Regular trade FIX.4.4 FIX.5.0SP2EP141
1 BlockTrade Block trade FIX.4.4 FIX.5.0SP2EP141
2 EFP Exchange for physical (EFP) FIX.4.4 FIX.5.0SP2EP141
3 Transfer Transfer FIX.4.4
4 LateTrade Late trade FIX.4.4 FIX.5.0SP2EP141
5 TTrade T trade FIX.4.4 FIX.5.0SP2EP141
6 WeightedAveragePriceTrade Weighted average price trade FIX.4.4 FIX.5.0SP2EP141
7 BunchedTrade Bunched trade FIX.4.4 FIX.5.0SP2EP141
8 LateBunchedTrade Late bunched trade FIX.4.4 FIX.5.0SP2EP141
9 PriorReferencePriceTrade Prior reference price trade FIX.4.4 FIX.5.0SP2EP141
10 AfterHoursTrade After hours trade FIX.4.4 FIX.5.0SP2EP141
11 ExchangeForRisk Exchange for risk (EFR) FIX.4.4EP5 FIX.5.0SP2EP141
12 ExchangeForSwap Exchange for swap (EFS) FIX.4.4EP5 FIX.5.0SP2EP141
13 ExchangeOfFuturesFor For example full sized for mini. FIX.4.4EP5 FIX.5.0SP2EP141
14 ExchangeOfOptionsForOptions Exchange of options for options (EOO) FIX.4.4EP5 FIX.5.0SP2EP141
15 TradingAtSettlement Trading at settlement FIX.4.4EP5 FIX.5.0SP2EP141
16 AllOrNone All or none FIX.4.4EP5 FIX.5.0SP2EP141
17 FuturesLargeOrderExecution Futures large order execution FIX.4.4EP5 FIX.5.0SP2EP141
18 ExchangeOfFuturesForFutures Exchange of futures for external market futures (EFF) FIX.4.4EP5 FIX.5.0SP2EP141
19 OptionInterimTrade Option interim trade FIX.4.4EP5 FIX.5.0SP2EP141
20 OptionCabinetTrade Option cabinet trade FIX.4.4EP5 FIX.5.0SP2EP141
22 PrivatelyNegotiatedTrades Privately negotiated trade FIX.4.4EP19 FIX.5.0SP2EP141
23 SubstitutionOfFuturesForForwards Substitution of futures for forwards FIX.4.4EP19 FIX.5.0SP2EP141
48 NonStandardSettlement Non-standard settlement FIX.5.0EP47
49 DerivativeRelatedTransaction Derivative related transaction FIX.5.0EP47 FIX.5.0SP2EP141
50 PortfolioTrade Portfolio trade FIX.5.0EP47 FIX.5.0SP2EP141
51 VolumeWeightedAverageTrade Volume weighted average trade FIX.5.0EP47 FIX.5.0SP2EP141
52 ExchangeGrantedTrade Exchange granted trade FIX.5.0EP47 FIX.5.0SP2EP141
53 RepurchaseAgreement Repurchase agreement FIX.5.0EP47 FIX.5.0SP2EP141
54 OTC Trade executed off-market. In the context of CFTC regulatory reporting for swaps, it is a large notional off-facility swap. In the context of MiFID transparency reporting rules this is used to report, into an exchange, deals made outside exchange rules. FIX.5.0EP47 FIX.5.0SP2EP177
55 ExchangeBasisFacility Exchange basis facility (EBF) FIX.5.0EP55 FIX.5.0SP2EP141
24 ErrorTrade Error trade FIX.4.4EP26
25 SpecialCumDividend Special cum dividend (CD) FIX.4.4EP26
26 SpecialExDividend Special ex dividend (XD) FIX.4.4EP26
27 SpecialCumCoupon Special cum coupon (CC) FIX.4.4EP26
28 SpecialExCoupon Special ex coupon (XC) FIX.4.4EP26
29 CashSettlement Cash settlement (CS) FIX.4.4EP26
30 SpecialPrice Usually net or all-in price. FIX.4.4EP26 FIX.5.0SP2EP141
31 GuaranteedDelivery Guaranteed delivery (GD) FIX.4.4EP26
32 SpecialCumRights Special cum rights (CR) FIX.4.4EP26
33 SpecialExRights Special ex rights (XR) FIX.4.4EP26
34 SpecialCumCapitalRepayments Special cum capital repayments (CP) FIX.4.4EP26
35 SpecialExCapitalRepayments Special ex capital repayments (XP) FIX.4.4EP26
36 SpecialCumBonus Special cum bonus (CB) FIX.4.4EP26
37 SpecialExBonus Special ex bonus (XB) FIX.4.4EP26
38 LargeTrade The same as large trade. FIX.4.4EP26 FIX.5.0SP2EP141
39 WorkedPrincipalTrade Worked principal trade FIX.4.4EP26 FIX.5.0SP2EP141
40 BlockTrades Block trades FIX.4.4EP26 FIX.5.0SP2EP141
41 NameChange Name change FIX.4.4EP26
42 PortfolioTransfer Portfolio transfer FIX.4.4EP26
43 ProrogationBuy Used by Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system). Trades must be reported as crosses at zero price. FIX.4.4EP26 FIX.5.0SP2EP141
44 ProrogationSell See prorogation buy. FIX.4.4EP26 FIX.5.0SP2EP141
45 OptionExercise Option exercise FIX.4.4EP26
46 DeltaNeutralTransaction Delta neutral transaction FIX.4.4EP26
47 FinancingTransaction Financing transaction FIX.4.4EP26 FIX.5.0SP2EP141
56 OpeningTrade Opening trade FIX.5.0SP2EP104 FIX.5.0SP2EP141
57 NettedTrade Netted trade FIX.5.0SP2EP141
58 BlockSwapTrade Block trade executed off-market or on a registered market. In the context of CFTC regulatory reporting for swaps, it is a swap executed according to SEF or DCM rules. FIX.5.0SP2EP161 FIX.5.0SP2EP177
61 GiveUpGiveInTrade Give-up Give-in trade FIX.5.0SP2EP163
62 DarkTrade A Market Model Typology dark trade might also come from a lit/hybrid book, when an aggressive lit order hits a resting dark order. FIX.5.0SP2EP163
63 TechnicalTrade Technical trade FIX.5.0SP2EP163
64 Benchmark For Market Model Typology (MMT) the "benchmark" price depends on a benchmark which has no current price but was derived from a time series such as a VWAP. FIX.5.0SP2EP163 FIX.5.0SP2EP216
59 CreditEventTrade Credit event trade FIX.5.0SP2EP165 FIX.5.0SP2EP169
60 SuccessionEventTrade Succession event trade FIX.5.0SP2EP165 FIX.5.0SP2EP169
65 PackageTrade Identifies the pseudo-trade of a stream or collection of trades to be cleared and be reported as an atomic unit. The subsequent actual trades reported should not have this value. FIX.5.0SP2EP192
FIX.5.0SP2
829 TrdSubType int Further qualification to the trade type
Value SymbolicName Description Added Updated Deprecated
0 CMTA CMTA FIX.4.4EP4
1 InternalTransferOrAdjustment Internal transfer or adjustment FIX.4.4EP4
2 ExternalTransferOrTransferOfAccount External transfer or transfer of account FIX.4.4EP4
3 RejectForSubmittingSide Reject for submitting side FIX.4.4EP4
4 AdvisoryForContraSide Advisory for contra side FIX.4.4EP4
5 OffsetDueToAnAllocation Offset due to an allocation FIX.4.4EP5
6 OnsetDueToAnAllocation Onset due to an allocation FIX.4.4EP5 FIX.5.0SP1EP95
7 DifferentialSpread Differential spread FIX.4.4EP5
8 ImpliedSpreadLegExecutedAgainstAnOutright Implied spread leg executed against an outright FIX.4.4EP5
9 TransactionFromExercise Transaction from exercise FIX.4.4EP5
10 TransactionFromAssignment Transaction from assignment FIX.4.4EP5
11 ACATS ACATS FIX.4.4EP8
33 OffHoursTrade Off Hours Trade FIX.5.0EP61
34 OnHoursTrade On Hours Trade FIX.5.0EP61
35 OTCQuote OTC Quote FIX.5.0EP61
36 ConvertedSWAP Converted SWAP FIX.5.0EP-1
14 AI AI (Automated input facility disabled in response to an exchange request.) FIX.4.4EP26
15 B B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) FIX.4.4EP26
16 K K (Transaction using block trade facility.) FIX.4.4EP26
17 LC LC (Correction submitted more than three days after publication of the original trade report.) FIX.4.4EP26
18 M M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) FIX.4.4EP26
19 N N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) FIX.4.4EP26
20 NM NM ( i) transaction where Exchange has granted permission for non-publication
ii)IDB is reporting as seller
iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)		 FIX.4.4EP26
21 NR NR (Non-risk transaction in a SEATS security other than an AIM security) FIX.4.4EP26
22 P P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) FIX.4.4EP26
23 PA PA (Protected transaction notification) FIX.4.4EP26
24 PC PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) FIX.4.4EP26
25 PN PN (Worked principal notification for a portfolio transaction which includes order book securities) FIX.4.4EP26
26 R R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction)
(ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or
(iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)		 FIX.4.4EP26
27 RO RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) FIX.4.4EP26
28 RT RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) FIX.4.4EP26
29 SW SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) FIX.4.4EP26
30 T T (If reporting a single protected transaction) FIX.4.4EP26
31 WN WN (Worked principal notification for a single order book security) FIX.4.4EP26
32 WT WT (Worked principal transaction (other than a portfolio transaction)) FIX.4.4EP26
37 CrossedTrade Crossed Trade (X) FIX.5.0EP-1
38 InterimProtectedTrade Interim Protected Trade (I) FIX.5.0EP-1
39 LargeInScale Large in Scale (L) FIX.5.0EP-1
40 WashTrade Wash Trade FIX.5.0SP2EP101
41 TradeAtSettlement Identifies a trade that will be priced using the settlement price. FIX.5.0SP2EP107 FIX.5.0SP2EP227
43 TradeAtMarker Posted at a specific time each day and used to price the consummated trade for the product/month/strip executed (+/- and differentials). Closely related to TAS trades in function and trade practice. FIX.5.0SP2EP107 FIX.5.0SP2EP227
42 AuctionTrade Mutually exclusive with TrdSubType(829) = 50 (Balancing). FIX.5.0SP2EP114 FIX.5.0SP2EP227
44 CreditDefault Default (Credit Event) FIX.5.0SP2EP165
45 CreditRestructuring Restructuring (credit event) FIX.5.0SP2EP165
46 Merger Merger (succession event) FIX.5.0SP2EP165
47 SpinOff Spin-off (succession event) FIX.5.0SP2EP165
48 MultilateralCompression A subtype of TrdType(828) = 57 (Netted trade) in order to identify a special case of compression. FIX.5.0SP2EP201
50 Balancing Identifies an additional trade distributed to auction participants meant to resolve an imbalance between bids and offers.
Mutually exclusive with TrdSubType(829) = 42 =(Auction).		 FIX.5.0SP2EP227
51 BasisTradeIndexClose The marketplace name given to Trade at Marker (TAM) transactions in equity index futures. FIX.5.0SP2EP227
52 TradeAtCashOpen The marketplace name given to trading futures based on an opening quote of the underlying cash market. FIX.5.0SP2EP243
FIX.5.0SP2
75 TradeDate LocalMktDate Used when reporting other than current day trades. FIX.5.0SP2
1301 MarketID Exchange Identifies the market FIX.5.0SP2
1300 MarketSegmentID String Identifies the market segment FIX.5.0SP2
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.5.0SP2
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.5.0SP2
1430 VenueType char Identifies the type of venue where a trade was executed
Value SymbolicName Description Added Updated Deprecated
E Electronic Electronic exchange FIX.5.0SP1EP77 FIX.5.0SP2EP141
P Pit Pit FIX.5.0SP1EP77
X ExPit Ex-pit FIX.5.0SP1EP77 FIX.5.0SP2EP141
C ClearingHouse Clearinghouse FIX.5.0SP2EP141
R RegisteredMarket Markets registered with regulators such as exchange, multilateral trading facility (MTF), swap execution facility (SEF). In the context of regulatory reporting (e.g. CFTC reporting), this is used for regulated markets, e.g. swap markets. FIX.5.0SP2EP161
O OffMarket Off-book, off-facility. In the context of regulatory reporting (e.g. CFTC reporting) this identifies trades conducted away from a regulated market. FIX.5.0SP2EP161
B CentralLimitOrderBook Central limit order book FIX.5.0SP2EP163
Q QuoteDrivenMarket Quote driven market FIX.5.0SP2EP163
D DarkOrderBook Dark order book FIX.5.0SP2EP163
A AuctionDrivenMarket Markets where matching occurs only in scheduled auctions. FIX.5.0SP2EP216
N QuoteNegotiation Discretionary quoting on request or "request for quote" market. FIX.5.0SP2EP216
V VoiceNegotiation A trading system where transactions between members are arranged through voice negotiation. FIX.5.0SP2EP228
H HybridMarket A hybrid system falling into two or more types of trading systems. Can also be used for ESMA RTS 1 "other type of trading system". FIX.5.0SP2EP228
FIX.5.0SP2
1888 TradeMatchTimestamp UTCTimestamp Timestamp of the match event. For off-exchange trades the time at which the deal was matched by the exchange.
This timestamp will be the same on all the trades and will not change when a trade is modified. 		FIX.5.0SP2
60 TransactTime UTCTimestamp Time of the match event or transaction that resulted in this match report. FIX.5.0SP2
442 MultiLegReportingType char Differentiates match events involving complex instruments (MultiLegReportingType(442)=3(multileg security)) from those only involving simple instruments (MultiLegReportingType(442)=1(single security)). MultiLegReportingType(442)=2(individual leg of multileg security) should not be used.
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.5.0SP2
InstrmtMatchSideGrp Conditionally required when TradeReportType(856) = Submit(0). FIX.5.0SP2
StandardTrailer ✔ FIX.5.0SP2

TradeMatchReportAck (35=DD)

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).

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType=DD FIX.5.0SP2
ApplicationSequenceControl FIX.5.0SP2
880 TrdMatchID ✔ String Identifier of the TradeMatchReport(35=DC) being acknowledged. FIX.5.0SP2
1896 TradeMatchAckStatus ✔ int Used to indicate the status of the trade match report submission.
Value SymbolicName Description Added Updated Deprecated
0 ReceivedNotProcessed Received, not yet processed FIX.5.0SP2EP150
1 Accepted Accepted FIX.5.0SP2EP150
2 Rejected Rejected FIX.5.0SP2EP150
FIX.5.0SP2
1897 TradeMatchRejectReason int Conditionally required when TradeMatchAckStatus(1896) = Rejected(2).
Value SymbolicName Description Added Updated Deprecated
0 Successful Successful FIX.5.0SP2EP150
1 InvalidPartyInformation Invalid party information FIX.5.0SP2EP150
2 UnknownInstrument Unknown instrument FIX.5.0SP2EP150
3 Unauthorized Not authorized to report trades FIX.5.0SP2EP150
4 InvalidTradeType Invalid trade type FIX.5.0SP2EP150
99 Other Other FIX.5.0SP2EP150
FIX.5.0SP2
1328 RejectText String Identifies the reason for rejection. FIX.5.0SP2
1664 EncodedRejectTextLen Length Byte length of encoded (non-ASCII characters) EncodedRejectText(1665) field. FIX.5.0SP2
1665 EncodedRejectText data Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the RejectText(1328) field. FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.5.0SP2
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.5.0SP2
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.5.0SP2
StandardTrailer ✔ FIX.5.0SP2

PartyRiskLimitsReportAck (35=DE)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType=DE FIX.5.0SP2
1667 RiskLimitReportID ✔ String The identifier of the PartyRiskLimitReport(35=CM) or PartyRiskLimitUpdateReport(35=CR) message. FIX.5.0SP2
1666 RiskLimitRequestID String None FIX.5.0SP2
2316 RiskLimitReportStatus ✔ int None
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.5.0SP2EP171
1 Rejected Rejected FIX.5.0SP2EP171
FIX.5.0SP2
2317 RiskLimitReportRejectReason int Conditionally required when RiskLimitReportStatus(2316)=1 (Rejected).
Value SymbolicName Description Added Updated Deprecated
0 UnkRiskLmtRprtID Unknown RiskLimitReportID(1667) FIX.5.0SP2EP171
1 UnkPty Unknown party FIX.5.0SP2EP171
99 Other Other FIX.5.0SP2EP171
FIX.5.0SP2
PartyRiskLimitsUpdateGrp None FIX.5.0SP2
60 TransactTime UTCTimestamp None FIX.5.0SP2
1328 RejectText String None FIX.5.0SP2
1664 EncodedRejectTextLen Length Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. FIX.5.0SP2
1665 EncodedRejectText data Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
58 Text String None FIX.5.0SP2
354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. FIX.5.0SP2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
StandardTrailer ✔ None FIX.5.0SP2

PartyRiskLimitCheckRequest (35=DF)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType=DE FIX.5.0SP2
2318 RiskLimitCheckRequestID String Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be specified. RiskLimitCheckRequestID(2318) is conditionally required in a message-chaining model in which a subsequent message may refer to a prior message via RiskLimitCheckRequestRefID(2322). The alternative is an entity-based model in which RiskLimitCheckID(2319) is used to statically identify a given request. In this case RiskLimitCheckID(2319) is required and RiskLimitRequestID(1666) can be optionally specified. FIX.5.0SP2
2319 RiskLimitCheckID String Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be specified. FIX.5.0SP2
2320 RiskLimitCheckTransType ✔ int None
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.5.0SP2EP171
1 Cancel Cancel FIX.5.0SP2EP171
2 Replace Replace FIX.5.0SP2EP171
FIX.5.0SP2
2321 RiskLimitCheckType ✔ int None
Value SymbolicName Description Added Updated Deprecated
0 Submit Indicates a submission for a limit check. The RiskLimitCheckTransType(2320) indicates whether the submission is a new request, a cancel or replace/amend of a prior submission. FIX.5.0SP2EP171
1 LimitConsumed Indicates that the limit reserved by a prior request has been used or consumed by a transaction that occurred. FIX.5.0SP2EP171
FIX.5.0SP2
2322 RiskLimitCheckRequestRefID int Conditionally required when RiskLimitCheckTransType(2320) = 1 (Cancel) or 2 (Replace), and message-chaining model is used. FIX.5.0SP2
1080 RefOrderID String Used to specify the transaction reference for this limit check request. FIX.5.0SP2
1081 RefOrderIDSource char Identifies the type of reference specified in RefOrderID(1080) for this limit check request.
Value SymbolicName Description Added Updated Deprecated
0 SecondaryOrderID SecondaryOrderID(198) FIX.4.4EP-1
1 OrderID OrderID(37) FIX.4.4EP-1
2 MDEntryID MDEntryID(278) FIX.4.4EP-1
3 QuoteEntryID QuoteEntryID(299) FIX.4.4EP-1
4 OriginalOrderID Original order ID FIX.5.0SP1EP77
5 QuoteID QuoteID(117) FIX.5.0SP2EP171
6 QuoteReqID QuoteReqID(131) FIX.5.0SP2EP171
FIX.5.0SP2
2323 RiskLimitCheckRequestType int None
Value SymbolicName Description Added Updated Deprecated
0 AllOrNone The limit check request is for the full amount requested or none at all. Request can only be responded to with a full approval of the amount requested or a rejection of the request. FIX.5.0SP2EP171
1 Partial The requester will accept a partial approval of the requested credit limit amount. FIX.5.0SP2EP171
FIX.5.0SP2
2324 RiskLimitCheckAmount Amt Specifies the amount being requested or consumed, as indicated by RiskLimitCheckType(2321). FIX.5.0SP2
15 Currency Currency None FIX.5.0SP2
1670 RiskLimitID String None FIX.5.0SP2
RequestingPartyGrp May be used to identify the party making the limit check request and their role. FIX.5.0SP2
Parties May be used to specify the trading party on which the limit check request is for. Each request is for a single trading party and the specified transaction reference. FIX.5.0SP2
RelatedPartyDetailGrp None FIX.5.0SP2
Instrument None FIX.5.0SP2
LegOrdGrp None FIX.5.0SP2
UndInstrmtGrp None FIX.5.0SP2
54 Side char None
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.5.0SP2
60 TransactTime UTCTimestamp None FIX.5.0SP2
58 Text String None FIX.5.0SP2
354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. FIX.5.0SP2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
StandardTrailer ✔ None FIX.5.0SP2

PartyRiskLimitCheckRequestAck (35=DG)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType=DG FIX.5.0SP2
2318 RiskLimitCheckRequestID String Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be provided from the request message FIX.5.0SP2
2319 RiskLimitCheckID String Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be provided from the request message. FIX.5.0SP2
2325 RiskLimitCheckRequestStatus ✔ int None
Value SymbolicName Description Added Updated Deprecated
0 Approved Request has been accepted and processed. The credit amount requested has been reserved for the transaction. FIX.5.0SP2EP171
1 PartiallyApproved Only a partial amount of the credit amount requested has been approved and has been reserved for the transaction. FIX.5.0SP2EP171
2 Rejected Rejected FIX.5.0SP2EP171
3 ApprovalPending Approval pending FIX.5.0SP2EP171
4 Cancelled Cancelled FIX.5.0SP2EP171
FIX.5.0SP2
2326 RiskLimitCheckRequestResult int None
Value SymbolicName Description Added Updated Deprecated
0 Successful Successful (default) FIX.5.0SP2EP171
1 InvalidParty Invalid party FIX.5.0SP2EP171
2 ReqExceedsCreditLimit Requested amount exceeds credit limit FIX.5.0SP2EP171
3 ReqExceedsClipSizeLimit Requested amount exceeds clip size limit FIX.5.0SP2EP171
4 ReqExceedsMaxNotional Request exceeds maximum notional order amount FIX.5.0SP2EP171
99 Other Other FIX.5.0SP2EP171
FIX.5.0SP2
2320 RiskLimitCheckTransType ✔ int Identifies the RiskLimitCheckTransType(2320) this message is responding to as specified in the request message.
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.5.0SP2EP171
1 Cancel Cancel FIX.5.0SP2EP171
2 Replace Replace FIX.5.0SP2EP171
FIX.5.0SP2
2321 RiskLimitCheckType ✔ int Identifies the RiskLimitCheckType(2321) this message is responding to as specified in the request message.
Value SymbolicName Description Added Updated Deprecated
0 Submit Indicates a submission for a limit check. The RiskLimitCheckTransType(2320) indicates whether the submission is a new request, a cancel or replace/amend of a prior submission. FIX.5.0SP2EP171
1 LimitConsumed Indicates that the limit reserved by a prior request has been used or consumed by a transaction that occurred. FIX.5.0SP2EP171
FIX.5.0SP2
2322 RiskLimitCheckRequestRefID int Conditionally required when RiskLimitCheckTransType(2320) = 1 (Cancel) or 2 (Replace) FIX.5.0SP2
1328 RejectText String None FIX.5.0SP2
1664 EncodedRejectTextLen Length Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. FIX.5.0SP2
1665 EncodedRejectText data Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
1080 RefOrderID String None FIX.5.0SP2
1081 RefOrderIDSource char None
Value SymbolicName Description Added Updated Deprecated
0 SecondaryOrderID SecondaryOrderID(198) FIX.4.4EP-1
1 OrderID OrderID(37) FIX.4.4EP-1
2 MDEntryID MDEntryID(278) FIX.4.4EP-1
3 QuoteEntryID QuoteEntryID(299) FIX.4.4EP-1
4 OriginalOrderID Original order ID FIX.5.0SP1EP77
5 QuoteID QuoteID(117) FIX.5.0SP2EP171
6 QuoteReqID QuoteReqID(131) FIX.5.0SP2EP171
FIX.5.0SP2
54 Side char None
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.5.0SP2
2327 RiskLimitApprovedAmount Amt Conditionally required when RiskLimitCheckRequestStatus(2325)=1 (Partially approved) FIX.5.0SP2
2324 RiskLimitCheckAmount Amt None FIX.5.0SP2
1670 RiskLimitID String None FIX.5.0SP2
15 Currency Currency None FIX.5.0SP2
126 ExpireTime UTCTimestamp Optionally used to specify when the approved credit limit being reserved will expire. FIX.5.0SP2
RequestingPartyGrp None FIX.5.0SP2
Parties The trading party identified in the limit check request. FIX.5.0SP2
RelatedPartyDetailGrp None FIX.5.0SP2
Instrument None FIX.5.0SP2
LegOrdGrp None FIX.5.0SP2
UndInstrmtGrp None FIX.5.0SP2
60 TransactTime UTCTimestamp None FIX.5.0SP2
58 Text String None FIX.5.0SP2
354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. FIX.5.0SP2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
StandardTrailer ✔ None FIX.5.0SP2

PartyActionRequest (35=DH)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType=DH FIX.5.0SP2
2328 PartyActionRequestID ✔ String None FIX.5.0SP2
2329 PartyActionType ✔ int None
Value SymbolicName Description Added Updated Deprecated
0 Suspend Suspend FIX.5.0SP2EP171
1 HaltTrading Halt trading FIX.5.0SP2EP171
2 Reinstate Reinstate FIX.5.0SP2EP171
FIX.5.0SP2
2330 ApplTestMessageIndicator Boolean None FIX.5.0SP2
1301 MarketID Exchange Use to reduce the scope to a market FIX.5.0SP2
1300 MarketSegmentID String Use to reduce the scope to a market segment FIX.5.0SP2
InstrumentScope Use to reduce the scope of instruments FIX.5.0SP2
RequestingPartyGrp May be used to identify the party making the request and their role. FIX.5.0SP2
Parties ✔ Used to specify the trading party on which the action is applied to. FIX.5.0SP2 FIX.5.0SP2EP182
RelatedPartyDetailGrp None FIX.5.0SP2
60 TransactTime UTCTimestamp None FIX.5.0SP2
58 Text String None FIX.5.0SP2
354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. FIX.5.0SP2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
StandardTrailer ✔ None FIX.5.0SP2

PartyActionReport (35=DI)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType=DI FIX.5.0SP2
2400 EffectiveBusinessDate LocalMktDate Specifies an explicit business date for associated reference data or transaction. Used when an implicit date is not sufficiently specific. FIX.5.0SP2
2328 PartyActionRequestID String Conditionally required when responding to a PartyActionRequest(35=DH) message. FIX.5.0SP2
2331 PartyActionReportID ✔ String None FIX.5.0SP2
2329 PartyActionType ✔ int None
Value SymbolicName Description Added Updated Deprecated
0 Suspend Suspend FIX.5.0SP2EP171
1 HaltTrading Halt trading FIX.5.0SP2EP171
2 Reinstate Reinstate FIX.5.0SP2EP171
FIX.5.0SP2
2332 PartyActionResponse ✔ int None
Value SymbolicName Description Added Updated Deprecated
0 Accepted The action request is accepted for processing. FIX.5.0SP2EP171
1 Completed The processing of the requested action has been successfully completed. FIX.5.0SP2EP171
2 Rejected The action request was rejected. PartyActionRejectReason(2233) should be used to specify the rejection reason FIX.5.0SP2EP171
FIX.5.0SP2
2333 PartyActionRejectReason int Conditionally required when PartyActionResponse(2332) = 2 (Rejected).
Value SymbolicName Description Added Updated Deprecated
0 InvalidParty Invalid party or parties FIX.5.0SP2EP171 FIX.5.0SP2EP182
1 UnkReqParty Unknown requesting party FIX.5.0SP2EP171
98 NotAuthorized Not authorized FIX.5.0SP2EP171
99 Other Other FIX.5.0SP2EP171
FIX.5.0SP2
2330 ApplTestMessageIndicator Boolean Conditionally required if present in the PartyActionRequest(35=DH) message. FIX.5.0SP2
1328 RejectText String None FIX.5.0SP2
1664 EncodedRejectTextLen Length Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. FIX.5.0SP2
1665 EncodedRejectText data Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
1301 MarketID Exchange Identifies the market FIX.5.0SP2
1300 MarketSegmentID String Identifies the market segment FIX.5.0SP2
InstrumentScope FIX.5.0SP2
RequestingPartyGrp May be used to identify the party making the request and their role. FIX.5.0SP2
Parties ✔ Used to specify the trading party on which the action is applied to. If in response to PartyActionRequest(35=DH) message, this should echo back the values from the request. FIX.5.0SP2 FIX.5.0SP2EP182
RelatedPartyDetailGrp None FIX.5.0SP2
60 TransactTime UTCTimestamp None FIX.5.0SP2
58 Text String None FIX.5.0SP2
354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. FIX.5.0SP2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
797 CopyMsgIndicator Boolean None FIX.5.0SP2
StandardTrailer ✔ None FIX.5.0SP2

MassOrder (35=DJ)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType=DJ FIX.5.0SP2
2423 MassOrderRequestID ✔ String Unique identifier of MassOrder(35=DJ) message as assigned by the submitter of the request. FIX.5.0SP2
2427 OrderResponseLevel int None
Value SymbolicName Description Added Updated Deprecated
0 NoAck Responses are provided through one or more ExecutionReport(35=8) messages. FIX.5.0SP2EP188
1 MinimumAck The minimum is any information to explain why the requested transaction was refused or led to additional events, e.g. immediate execution of an order that was entered or modified. FIX.5.0SP2EP188
2 AckEach The number of entries in the response is identical to the number of entries in the request. FIX.5.0SP2EP188
3 SummaryAck Responses are provided through a single MassOrderAck(35=DK) without entries and one or more ExecutionReport(35=8) messages. FIX.5.0SP2EP188
FIX.5.0SP2
1301 MarketID Exchange None FIX.5.0SP2
1300 MarketSegmentID String Identifies the market segment FIX.5.0SP2
Parties This is party information related to the submitter. FIX.5.0SP2
1815 TradingCapacity int None
Value SymbolicName Description Added Updated Deprecated
1 Customer Customer FIX.5.0SP2EP131
2 CustomerProfessional Customer professional FIX.5.0SP2EP131
3 BrokerDealer Broker-dealer FIX.5.0SP2EP131
4 CustomerBrokerDealer Customer broker-dealer FIX.5.0SP2EP131
5 Principal Principal FIX.5.0SP2EP131
6 MarketMaker Market maker FIX.5.0SP2EP131
7 AwayMarketMaker Away market maker FIX.5.0SP2EP131
8 SystematicInternaliser Systematic internaliser FIX.5.0SP2EP223
FIX.5.0SP2
1816 ClearingAccountType int None
Value SymbolicName Description Added Updated Deprecated
1 Customer Customer FIX.5.0SP2EP131
2 Firm Firm FIX.5.0SP2EP131
3 MarketMaker Market maker FIX.5.0SP2EP131
FIX.5.0SP2
1 Account String None FIX.5.0SP2
660 AcctIDSource int None
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.5.0SP2
581 AccountType int None
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.5.0SP2
528 OrderCapacity char None
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.5.0SP2
529 OrderRestrictions MultipleCharValue None
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.5.0SP2
582 CustOrderCapacity int None
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.5.0SP2
1028 ManualOrderIndicator Boolean None FIX.5.0SP2
1031 CustOrderHandlingInst MultipleStringValue None
Value SymbolicName Description Added Updated Deprecated
ADD AddOnOrder Add-on order FIX.4.4EP-1 FIX.5.0SP2EP135
AON AllOrNone All or none FIX.4.4EP-1 FIX.5.0SP2EP135
CNH CashNotHeld Cash not held FIX.4.4EP-1 FIX.5.0SP2EP135
DIR DirectedOrder Directed order FIX.4.4EP-1 FIX.5.0SP2EP135
E.W ExchangeForPhysicalTransaction Exchange for physical transaction FIX.4.4EP-1 FIX.5.0SP2EP135
FOK FillOrKill Fill or kill FIX.4.4EP-1 FIX.5.0SP2EP135
IO ImbalanceOnly Imbalance only FIX.4.4EP-1 FIX.5.0SP2EP135
IOC ImmediateOrCancel Immediate or cancel FIX.4.4EP-1 FIX.5.0SP2EP135
LOO LimitOnOpen Limit on open FIX.4.4EP-1 FIX.5.0SP2EP135
LOC LimitOnClose Limit on Close FIX.4.4EP-1 FIX.5.0SP2EP135
MAO MarketAtOpen Market at Open FIX.4.4EP-1 FIX.5.0SP2EP135
MAC MarketAtClose Market at close FIX.4.4EP-1 FIX.5.0SP2EP135
MOO MarketOnOpen Market on open FIX.4.4EP-1 FIX.5.0SP2EP135
MOC MarketOnClose Market on close FIX.4.4EP-1 FIX.5.0SP2EP135
MQT MinimumQuantity Minimum quantity FIX.4.4EP-1 FIX.5.0SP2EP135
NH NotHeld Not held FIX.4.4EP-1 FIX.5.0SP2EP135
OVD OverTheDay Over the day FIX.4.4EP-1 FIX.5.0SP2EP135
PEG Pegged Pegged FIX.4.4EP-1 FIX.5.0SP2EP135
RSV ReserveSizeOrder Reserve size order FIX.4.4EP-1 FIX.5.0SP2EP135
S.W StopStockTransaction Stop stock transaction FIX.4.4EP-1 FIX.5.0SP2EP135
SCL Scale Scale FIX.4.4EP-1 FIX.5.0SP2EP135
TMO TimeOrder Time order FIX.4.4EP-1 FIX.5.0SP2EP135
TS TrailingStop Trailing stop FIX.4.4EP-1 FIX.5.0SP2EP135
WRK Work Work FIX.4.4EP-1 FIX.5.0SP2EP135
A PhoneSimple Phone simple FIX.5.0SP2EP133
B PhoneComplex Phone complex FIX.5.0SP2EP133
C FCMProvidedScreen FCM provided screen FIX.5.0SP2EP133
D OtherProvidedScreen Other provided screen FIX.5.0SP2EP133
E ClientProvidedPlatformControlledByFCM Client provided platform controlled by FCM FIX.5.0SP2EP133
F ClientProvidedPlatformDirectToExchange Client provided platform direct to exchange FIX.5.0SP2EP133
G GOrderAndFCMAPIorFIX G Order(FINRA OATS), FCM API or FIX(FIA Execution Source) FIX.5.0SP2EP133 FIX.5.0SP2EP135
H AlgoEngine Algo engine FIX.5.0SP2EP133
J PriceAtExecution Price at execution (price added at initial order entry, trading, middle office or time of give-up) FIX.5.0SP2EP133
W DeskElectronic Desk - electronic FIX.5.0SP2EP133
X DeskPit Desk - pit FIX.5.0SP2EP133
Y ClientElectronic Client - electronic FIX.5.0SP2EP133
Z ClientPit Client - pit FIX.5.0SP2EP133
CND ConditionalOrder Conditional order FIX.5.0SP2EP135
CSH DeliveryInstructionsCash Delivery instructions - cash FIX.5.0SP2EP135
DLO DiscretionaryLimitOrder Discretionary limit order FIX.5.0SP2EP135
IDX IntraDayCross Intraday cross FIX.5.0SP2EP135
ISO IntermarketSweepOrder Intermarket sweep order FIX.5.0SP2EP135
MPT MergerRelatedTransferPosition Merger related transfer position FIX.5.0SP2EP135
MTL MarketToLimit Market to limit FIX.5.0SP2EP135
ND DeliveryInstructionsNextDay Delivery instructions - next day FIX.5.0SP2EP135
OPT OptionsRelatedTransaction Options related transaction FIX.5.0SP2EP135
SLR DeliveryInstructionsSellersOption Delivery instructions - sellers option FIX.5.0SP2EP135
F0 StayOnOfferside Stay on offerside FIX.5.0SP2EP135
F3 GoAlong Go along FIX.5.0SP2EP135
F6 ParticipateDoNotInitiate Participate do not initiate FIX.5.0SP2EP135
F7 StrictScale Strict scale FIX.5.0SP2EP135
F8 TryToScale Try to scale FIX.5.0SP2EP135
F9 StayOnBidside Stay on bidside FIX.5.0SP2EP135
FA NoCross No cross FIX.5.0SP2EP135
FB OKToCross OK to cross FIX.5.0SP2EP135
FC CallFirst Call first FIX.5.0SP2EP135
FD PercentOfVolume Percent of volume FIX.5.0SP2EP135
FH ReinstateOnSystemFailure Reinstate on system failure FIX.5.0SP2EP135
FI InstitutionOnly Institution only FIX.5.0SP2EP135
FJ ReinstateOnTradingHalt Reinstate on trading halt FIX.5.0SP2EP135
FK CancelOnTradingHalf Cancel on trading half FIX.5.0SP2EP135
FL LastPeg Last peg FIX.5.0SP2EP135
FM MidPricePeg Mid-price peg FIX.5.0SP2EP135
FN NonNegotiable Non-negotiable FIX.5.0SP2EP135
FO OpeningPeg Opening peg FIX.5.0SP2EP135
FP MarketPeg Market peg FIX.5.0SP2EP135
FQ CancelOnSystemFailure Cancel on system failure FIX.5.0SP2EP135
FR PrimaryPeg Primary peg FIX.5.0SP2EP135
FS Suspend Suspend FIX.5.0SP2EP135
FT FixedPegToLocalBBO Fixed peg to local best bid or offer at time of order FIX.5.0SP2EP135
FW PegToVWAP Peg to VWAP FIX.5.0SP2EP135
FX TradeAlong Trade along FIX.5.0SP2EP135
FY TryToStop Try to stop FIX.5.0SP2EP135
FZ CancelIfNotBest Cancel if not best FIX.5.0SP2EP135
Fb StrictLimit Strict limit FIX.5.0SP2EP135
Fc IgnorePriceValidityChecks Ignore price validity checks FIX.5.0SP2EP135
Fd PegToLimitPrice Peg to Limit Price FIX.5.0SP2EP135
Fe WorkToTargetStrategy Work to target strategy FIX.5.0SP2EP135
FIX.5.0SP2
60 TransactTime UTCTimestamp None FIX.5.0SP2
58 Text String None FIX.5.0SP2
354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. FIX.5.0SP2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
1685 ThrottleInst int None
Value SymbolicName Description Added Updated Deprecated
0 RejectIfThrottleLimitExceeded Reject if throttle limit exceeded FIX.5.0SP2EP116
1 QueueIfThrottleLimitExceeded Queue if throttle limit exceeded FIX.5.0SP2EP116
FIX.5.0SP2
2432 TotNoOrderEntries int Used to support fragmentation. Sum of NoOrderEntries(2428) within the OrderEntryGrp across all messages with the same MassOrderRequestID(2423). FIX.5.0SP2
893 LastFragment Boolean Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.5.0SP2
OrderEntryGrp ✔ None FIX.5.0SP2
StandardTrailer ✔ None FIX.5.0SP2

MassOrderAck (35=DK)

The mass order acknowledgement message is used to acknowledge the receipt of and the status for a MassOrder(35=DJ) message.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType=DK FIX.5.0SP2
ApplicationSequenceControl ✔ For use in drop copy applications. NOT FOR USE in transactional applications. FIX.5.0SP2
2423 MassOrderRequestID String Unique identifier of MassOrder(35=DJ) message as assigned by the submitter of the request. FIX.5.0SP2
2424 MassOrderReportID String Unique identifier of MassOrder(35=DJ) message as assigned by the receiver FIX.5.0SP2
2425 MassOrderRequestStatus ✔ int Message level request status
Value SymbolicName Description Added Updated Deprecated
1 Accepted Accepted FIX.5.0SP2EP188
2 AcceptedWithAdditionalEvents Accepted with additional events FIX.5.0SP2EP188
3 Rejected Rejected FIX.5.0SP2EP188
FIX.5.0SP2
2426 MassOrderRequestResult int Message level request result
Value SymbolicName Description Added Updated Deprecated
0 Successful Successful FIX.5.0SP2EP188
1 ResponseLevelNotSupported Response level not supported FIX.5.0SP2EP188
2 InvalidMarket Invalid market FIX.5.0SP2EP188
3 InvalidMarketSegment Invalid market segment FIX.5.0SP2EP188
99 Other Other FIX.5.0SP2EP188
FIX.5.0SP2
2427 OrderResponseLevel int Level of response requested from receiver of MassOrder (35=DJ) message.
Value SymbolicName Description Added Updated Deprecated
0 NoAck Responses are provided through one or more ExecutionReport(35=8) messages. FIX.5.0SP2EP188
1 MinimumAck The minimum is any information to explain why the requested transaction was refused or led to additional events, e.g. immediate execution of an order that was entered or modified. FIX.5.0SP2EP188
2 AckEach The number of entries in the response is identical to the number of entries in the request. FIX.5.0SP2EP188
3 SummaryAck Responses are provided through a single MassOrderAck(35=DK) without entries and one or more ExecutionReport(35=8) messages. FIX.5.0SP2EP188
FIX.5.0SP2
1328 RejectText String None FIX.5.0SP2
1664 EncodedRejectTextLen Length Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. FIX.5.0SP2
1665 EncodedRejectText data Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
1301 MarketID Exchange None FIX.5.0SP2
1300 MarketSegmentID String None FIX.5.0SP2
Parties None FIX.5.0SP2
1815 TradingCapacity ✔ int None
Value SymbolicName Description Added Updated Deprecated
1 Customer Customer FIX.5.0SP2EP131
2 CustomerProfessional Customer professional FIX.5.0SP2EP131
3 BrokerDealer Broker-dealer FIX.5.0SP2EP131
4 CustomerBrokerDealer Customer broker-dealer FIX.5.0SP2EP131
5 Principal Principal FIX.5.0SP2EP131
6 MarketMaker Market maker FIX.5.0SP2EP131
7 AwayMarketMaker Away market maker FIX.5.0SP2EP131
8 SystematicInternaliser Systematic internaliser FIX.5.0SP2EP223
FIX.5.0SP2
1816 ClearingAccountType int None
Value SymbolicName Description Added Updated Deprecated
1 Customer Customer FIX.5.0SP2EP131
2 Firm Firm FIX.5.0SP2EP131
3 MarketMaker Market maker FIX.5.0SP2EP131
FIX.5.0SP2
1 Account String None FIX.5.0SP2
660 AcctIDSource int None
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.5.0SP2
581 AccountType int None
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.5.0SP2
528 OrderCapacity char None
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.5.0SP2
529 OrderRestrictions MultipleCharValue None
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.5.0SP2
582 CustOrderCapacity int None
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.5.0SP2
1028 ManualOrderIndicator Boolean None FIX.5.0SP2
1031 CustOrderHandlingInst MultipleStringValue None
Value SymbolicName Description Added Updated Deprecated
ADD AddOnOrder Add-on order FIX.4.4EP-1 FIX.5.0SP2EP135
AON AllOrNone All or none FIX.4.4EP-1 FIX.5.0SP2EP135
CNH CashNotHeld Cash not held FIX.4.4EP-1 FIX.5.0SP2EP135
DIR DirectedOrder Directed order FIX.4.4EP-1 FIX.5.0SP2EP135
E.W ExchangeForPhysicalTransaction Exchange for physical transaction FIX.4.4EP-1 FIX.5.0SP2EP135
FOK FillOrKill Fill or kill FIX.4.4EP-1 FIX.5.0SP2EP135
IO ImbalanceOnly Imbalance only FIX.4.4EP-1 FIX.5.0SP2EP135
IOC ImmediateOrCancel Immediate or cancel FIX.4.4EP-1 FIX.5.0SP2EP135
LOO LimitOnOpen Limit on open FIX.4.4EP-1 FIX.5.0SP2EP135
LOC LimitOnClose Limit on Close FIX.4.4EP-1 FIX.5.0SP2EP135
MAO MarketAtOpen Market at Open FIX.4.4EP-1 FIX.5.0SP2EP135
MAC MarketAtClose Market at close FIX.4.4EP-1 FIX.5.0SP2EP135
MOO MarketOnOpen Market on open FIX.4.4EP-1 FIX.5.0SP2EP135
MOC MarketOnClose Market on close FIX.4.4EP-1 FIX.5.0SP2EP135
MQT MinimumQuantity Minimum quantity FIX.4.4EP-1 FIX.5.0SP2EP135
NH NotHeld Not held FIX.4.4EP-1 FIX.5.0SP2EP135
OVD OverTheDay Over the day FIX.4.4EP-1 FIX.5.0SP2EP135
PEG Pegged Pegged FIX.4.4EP-1 FIX.5.0SP2EP135
RSV ReserveSizeOrder Reserve size order FIX.4.4EP-1 FIX.5.0SP2EP135
S.W StopStockTransaction Stop stock transaction FIX.4.4EP-1 FIX.5.0SP2EP135
SCL Scale Scale FIX.4.4EP-1 FIX.5.0SP2EP135
TMO TimeOrder Time order FIX.4.4EP-1 FIX.5.0SP2EP135
TS TrailingStop Trailing stop FIX.4.4EP-1 FIX.5.0SP2EP135
WRK Work Work FIX.4.4EP-1 FIX.5.0SP2EP135
A PhoneSimple Phone simple FIX.5.0SP2EP133
B PhoneComplex Phone complex FIX.5.0SP2EP133
C FCMProvidedScreen FCM provided screen FIX.5.0SP2EP133
D OtherProvidedScreen Other provided screen FIX.5.0SP2EP133
E ClientProvidedPlatformControlledByFCM Client provided platform controlled by FCM FIX.5.0SP2EP133
F ClientProvidedPlatformDirectToExchange Client provided platform direct to exchange FIX.5.0SP2EP133
G GOrderAndFCMAPIorFIX G Order(FINRA OATS), FCM API or FIX(FIA Execution Source) FIX.5.0SP2EP133 FIX.5.0SP2EP135
H AlgoEngine Algo engine FIX.5.0SP2EP133
J PriceAtExecution Price at execution (price added at initial order entry, trading, middle office or time of give-up) FIX.5.0SP2EP133
W DeskElectronic Desk - electronic FIX.5.0SP2EP133
X DeskPit Desk - pit FIX.5.0SP2EP133
Y ClientElectronic Client - electronic FIX.5.0SP2EP133
Z ClientPit Client - pit FIX.5.0SP2EP133
CND ConditionalOrder Conditional order FIX.5.0SP2EP135
CSH DeliveryInstructionsCash Delivery instructions - cash FIX.5.0SP2EP135
DLO DiscretionaryLimitOrder Discretionary limit order FIX.5.0SP2EP135
IDX IntraDayCross Intraday cross FIX.5.0SP2EP135
ISO IntermarketSweepOrder Intermarket sweep order FIX.5.0SP2EP135
MPT MergerRelatedTransferPosition Merger related transfer position FIX.5.0SP2EP135
MTL MarketToLimit Market to limit FIX.5.0SP2EP135
ND DeliveryInstructionsNextDay Delivery instructions - next day FIX.5.0SP2EP135
OPT OptionsRelatedTransaction Options related transaction FIX.5.0SP2EP135
SLR DeliveryInstructionsSellersOption Delivery instructions - sellers option FIX.5.0SP2EP135
F0 StayOnOfferside Stay on offerside FIX.5.0SP2EP135
F3 GoAlong Go along FIX.5.0SP2EP135
F6 ParticipateDoNotInitiate Participate do not initiate FIX.5.0SP2EP135
F7 StrictScale Strict scale FIX.5.0SP2EP135
F8 TryToScale Try to scale FIX.5.0SP2EP135
F9 StayOnBidside Stay on bidside FIX.5.0SP2EP135
FA NoCross No cross FIX.5.0SP2EP135
FB OKToCross OK to cross FIX.5.0SP2EP135
FC CallFirst Call first FIX.5.0SP2EP135
FD PercentOfVolume Percent of volume FIX.5.0SP2EP135
FH ReinstateOnSystemFailure Reinstate on system failure FIX.5.0SP2EP135
FI InstitutionOnly Institution only FIX.5.0SP2EP135
FJ ReinstateOnTradingHalt Reinstate on trading halt FIX.5.0SP2EP135
FK CancelOnTradingHalf Cancel on trading half FIX.5.0SP2EP135
FL LastPeg Last peg FIX.5.0SP2EP135
FM MidPricePeg Mid-price peg FIX.5.0SP2EP135
FN NonNegotiable Non-negotiable FIX.5.0SP2EP135
FO OpeningPeg Opening peg FIX.5.0SP2EP135
FP MarketPeg Market peg FIX.5.0SP2EP135
FQ CancelOnSystemFailure Cancel on system failure FIX.5.0SP2EP135
FR PrimaryPeg Primary peg FIX.5.0SP2EP135
FS Suspend Suspend FIX.5.0SP2EP135
FT FixedPegToLocalBBO Fixed peg to local best bid or offer at time of order FIX.5.0SP2EP135
FW PegToVWAP Peg to VWAP FIX.5.0SP2EP135
FX TradeAlong Trade along FIX.5.0SP2EP135
FY TryToStop Try to stop FIX.5.0SP2EP135
FZ CancelIfNotBest Cancel if not best FIX.5.0SP2EP135
Fb StrictLimit Strict limit FIX.5.0SP2EP135
Fc IgnorePriceValidityChecks Ignore price validity checks FIX.5.0SP2EP135
Fd PegToLimitPrice Peg to Limit Price FIX.5.0SP2EP135
Fe WorkToTargetStrategy Work to target strategy FIX.5.0SP2EP135
FIX.5.0SP2
60 TransactTime UTCTimestamp None FIX.5.0SP2
58 Text String None FIX.5.0SP2
354 EncodedTextLen Length Must be set if EncodedRejectText(355) field is specified and must immediately precede it. FIX.5.0SP2
355 EncodedText data Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
797 CopyMsgIndicator Boolean None FIX.5.0SP2
2432 TotNoOrderEntries int Used to support fragmentation. Sum of NoOrderEntries(2428) within the OrderEntryAckGrp across all messages with the same MassOrderRequestID(2423). FIX.5.0SP2
893 LastFragment Boolean Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.5.0SP2
ThrottleResponse None FIX.5.0SP2
OrderEntryAckGrp None FIX.5.0SP2
StandardTrailer ✔ None FIX.5.0SP2

PositionTransferInstruction (35=DL)

The PositionTransferInstruction(35=DL) is sent by clearing firms to CCPs to initiate position transfers, or to accept or decline position transfers.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = DL FIX.5.0SP2
2436 TransferInstructionID ✔ String Submitting, cancelling, changing, accepting, and declining a transfer are all considered separate instructions, and each must have a unique ID. Chaining of firm generated IDs is not supported; TransferID(2437) assigned by the CCP must be used when sending an instruction referencing a previously submitted transfer. FIX.5.0SP2
2437 TransferID String Conditionally required when responding to a PositionTransferReport(35=DN) message (e.g. when accepting or declining a transfer) or performing an action on a transfer (e.g. cancel or replace). FIX.5.0SP2
2439 TransferTransType int None
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.5.0SP2EP189
1 Replace Replace FIX.5.0SP2EP189
2 Cancel Cancel FIX.5.0SP2EP189
FIX.5.0SP2
2440 TransferType int None
Value SymbolicName Description Added Updated Deprecated
0 RequestTransfer Request transfer FIX.5.0SP2EP189
1 AcceptTransfer Accept transfer FIX.5.0SP2EP189
2 DeclineTransfer Decline transfer FIX.5.0SP2EP189
FIX.5.0SP2
2441 TransferScope int None
Value SymbolicName Description Added Updated Deprecated
0 InterFirmTransfer Inter-firm transfer FIX.5.0SP2EP189
1 IntraFirmTransfer Intra-firm transfer FIX.5.0SP2EP189
2 CMTA Clearing Member Trade Assignment FIX.5.0SP2EP189
FIX.5.0SP2
Parties Specifies the source of the position transfer, e.g. the transferor. FIX.5.0SP2
TargetParties ✔ Specifies the target of the position transfer. FIX.5.0SP2
715 ClearingBusinessDate LocalMktDate Business date the transfer would clear. FIX.5.0SP2
75 TradeDate LocalMktDate Trade date associated with the position being transferred. FIX.5.0SP2
60 TransactTime UTCTimestamp None FIX.5.0SP2
Instrument If not specified, indicates the transfer is for all instruments. FIX.5.0SP2
UndInstrmtGrp None FIX.5.0SP2
PositionQty Position to transfer from the perspective of the source party prior to the transfer.
If not specified, indicates transfer of all positions for a specified instrument, if Instrument is specified, or transfer of all positions if Instrument is not specified.
 FIX.5.0SP2
1596 ClearingTradePrice Price Price at which the position is transferred. FIX.5.0SP2
15 Currency Currency None FIX.5.0SP2
423 PriceType int None
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.5.0SP2
PositionAmountData Optionally used to include cash residuals, etc., from the perspective of the source party prior to the transfer. FIX.5.0SP2
58 Text String None FIX.5.0SP2
354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. FIX.5.0SP2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
StandardTrailer ✔ None FIX.5.0SP2

PositionTransferInstructionAck (35=DM)

The PositionTransferInstructionAck(35=DM) is sent by CCPs to clearing firms to acknowledge position transfer instructions, and to report errors processing position transfer instructions.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType=DM FIX.5.0SP2
2436 TransferInstructionID ✔ String The identifier of the PositionTransferInstruction(35=DL) this message is responding to. FIX.5.0SP2
2437 TransferID String Optional when responding to a "new" transfer. When responding to a PositionTransferInstruction(35=DM) accepting, declining, or cancelling a transfer already initiated, this field can echo the TransferID(2437) sent. FIX.5.0SP2
2439 TransferTransType int None
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.5.0SP2EP189
1 Replace Replace FIX.5.0SP2EP189
2 Cancel Cancel FIX.5.0SP2EP189
FIX.5.0SP2
2440 TransferType int None
Value SymbolicName Description Added Updated Deprecated
0 RequestTransfer Request transfer FIX.5.0SP2EP189
1 AcceptTransfer Accept transfer FIX.5.0SP2EP189
2 DeclineTransfer Decline transfer FIX.5.0SP2EP189
FIX.5.0SP2
2442 TransferStatus int None
Value SymbolicName Description Added Updated Deprecated
0 Received Received FIX.5.0SP2EP189
1 RejectedByIntermediary Rejected by intermediary FIX.5.0SP2EP189
2 AcceptPending Accept pending FIX.5.0SP2EP189
3 Accepted Accepted FIX.5.0SP2EP189
4 Declined Declined FIX.5.0SP2EP189
5 Cancelled Cancelled FIX.5.0SP2EP189
FIX.5.0SP2
2443 TransferRejectReason int Conditionally required when TransferStatus(2442) = 1(Rejected by intermediary).
Value SymbolicName Description Added Updated Deprecated
0 Success Success FIX.5.0SP2EP189
1 InvalidParty Invalid party FIX.5.0SP2EP189
2 UnknownInstrument Unknown instrument FIX.5.0SP2EP189
3 UnauthorizedToSubmitXfer Not authorized to submit transfers FIX.5.0SP2EP189
4 UnknownPosition Unknown position FIX.5.0SP2EP189
99 Other Other FIX.5.0SP2EP189
FIX.5.0SP2
2441 TransferScope int None
Value SymbolicName Description Added Updated Deprecated
0 InterFirmTransfer Inter-firm transfer FIX.5.0SP2EP189
1 IntraFirmTransfer Intra-firm transfer FIX.5.0SP2EP189
2 CMTA Clearing Member Trade Assignment FIX.5.0SP2EP189
FIX.5.0SP2
Parties Specifies the source of the position transfer, e.g. the transferor. FIX.5.0SP2
TargetParties Specifies the target of the position transfer. FIX.5.0SP2
60 TransactTime UTCTimestamp None FIX.5.0SP2
1328 RejectText String None FIX.5.0SP2
1664 EncodedRejectTextLen Length Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. FIX.5.0SP2
1665 EncodedRejectText data Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
58 Text String None FIX.5.0SP2
354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. FIX.5.0SP2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
StandardTrailer ✔ None FIX.5.0SP2

PositionTransferReport (35=DN)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = DN FIX.5.0SP2
2436 TransferInstructionID String Conditionally required when sent in response to a PositionTransferInstruction(35=DM). FIX.5.0SP2
2438 TransferReportID ✔ String None FIX.5.0SP2
2437 TransferID ✔ String None FIX.5.0SP2
2439 TransferTransType ✔ int None
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.5.0SP2EP189
1 Replace Replace FIX.5.0SP2EP189
2 Cancel Cancel FIX.5.0SP2EP189
FIX.5.0SP2
2444 TransferReportType ✔ int None
Value SymbolicName Description Added Updated Deprecated
0 Submit Submit FIX.5.0SP2EP189
1 Alleged Alleged FIX.5.0SP2EP189
FIX.5.0SP2
2442 TransferStatus ✔ int None
Value SymbolicName Description Added Updated Deprecated
0 Received Received FIX.5.0SP2EP189
1 RejectedByIntermediary Rejected by intermediary FIX.5.0SP2EP189
2 AcceptPending Accept pending FIX.5.0SP2EP189
3 Accepted Accepted FIX.5.0SP2EP189
4 Declined Declined FIX.5.0SP2EP189
5 Cancelled Cancelled FIX.5.0SP2EP189
FIX.5.0SP2
2443 TransferRejectReason int Conditionally required when TransferStatus(2422) = 1(Rejected by intermediary).
Value SymbolicName Description Added Updated Deprecated
0 Success Success FIX.5.0SP2EP189
1 InvalidParty Invalid party FIX.5.0SP2EP189
2 UnknownInstrument Unknown instrument FIX.5.0SP2EP189
3 UnauthorizedToSubmitXfer Not authorized to submit transfers FIX.5.0SP2EP189
4 UnknownPosition Unknown position FIX.5.0SP2EP189
99 Other Other FIX.5.0SP2EP189
FIX.5.0SP2
2441 TransferScope int None
Value SymbolicName Description Added Updated Deprecated
0 InterFirmTransfer Inter-firm transfer FIX.5.0SP2EP189
1 IntraFirmTransfer Intra-firm transfer FIX.5.0SP2EP189
2 CMTA Clearing Member Trade Assignment FIX.5.0SP2EP189
FIX.5.0SP2
Parties ✔ Specifies the source of the position transfer, e.g. the transferor. FIX.5.0SP2
TargetParties Specifies the target of the position transfer. FIX.5.0SP2
715 ClearingBusinessDate LocalMktDate Business date the transfer would clear. FIX.5.0SP2
75 TradeDate LocalMktDate Trade date associated with the position being transferred. FIX.5.0SP2
60 TransactTime UTCTimestamp None FIX.5.0SP2
Instrument If not specified, indicates the transfer is for all instruments. FIX.5.0SP2
UndInstrmtGrp None FIX.5.0SP2
PositionQty Position to transfer from the perspective of the source party prior to the transfer.
If not specified, indicates transfer of all positions for a specified instrument, if Instrument is specified, or transfer of all positions if Instrument is not specified.		 FIX.5.0SP2
1596 ClearingTradePrice Price Price at which the position is transferred. FIX.5.0SP2
15 Currency Currency None FIX.5.0SP2
423 PriceType int None
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.5.0SP2
PositionAmountData Optionally used to include cash residuals, etc., from the perspective of the source party prior to the transfer. FIX.5.0SP2
1328 RejectText String None FIX.5.0SP2
1664 EncodedRejectTextLen Length Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. FIX.5.0SP2
1665 EncodedRejectText data Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
58 Text String None FIX.5.0SP2
354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. FIX.5.0SP2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
StandardTrailer None FIX.5.0SP2

MarketDataStatisticsRequest (35=DO)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType=DO FIX.5.0SP2
2452 MDStatisticReqID ✔ String Unique message identifier for the request or the identifier of a previous request when unsubscribing. FIX.5.0SP2
263 SubscriptionRequestType ✔ char Used to subscribe / unsubscribe for market data statistics reports or to request a one-time snapshot of the current information.
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.5.0SP2
Parties None FIX.5.0SP2
75 TradeDate LocalMktDate Used to specify the business date. FIX.5.0SP2
1301 MarketID Exchange Used to specify a single market. FIX.5.0SP2
1300 MarketSegmentID String Used to specify a single market segment. FIX.5.0SP2
1396 MarketSegmentDesc String None FIX.5.0SP2
1397 EncodedMktSegmDescLen Length Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. FIX.5.0SP2
1398 EncodedMktSegmDesc data Encoded (non-ASCII characters) representation of the MarketSegmentDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
1465 SecurityListID String Used to reference an entire group of instruments for which a single set of statistics is to be calculated. FIX.5.0SP2
Instrument Used to specify an individual instrument or instrument attributes for which a single set of statistics is to be calculated. FIX.5.0SP2
InstrumentExtension FIX.5.0SP2
FinancingDetails FIX.5.0SP2
UndInstrmtGrp None FIX.5.0SP2
InstrmtLegGrp None FIX.5.0SP2
RelatedInstrumentGrp FIX.5.0SP2
MDStatisticReqGrp Used to specify the parameters for the calculation of statistics. FIX.5.0SP2
60 TransactTime UTCTimestamp Time that the request was submitted. FIX.5.0SP2
58 Text String None FIX.5.0SP2
354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. FIX.5.0SP2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
StandardTrailer None FIX.5.0SP2

MarketDataStatisticsReport (35=DP)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = DP FIX.5.0SP2
ApplicationSequenceControl None FIX.5.0SP2
2453 MDStatisticRptID ✔ String Unique message identifier for the report. FIX.5.0SP2
2452 MDStatisticReqID String Unique message identifier for the request. Conditionally required if report is sent in response to a MarketDataStatisticsRequest(35=DO) message. FIX.5.0SP2
2473 MDStatisticRequestResult int Conditionally required if report is sent in response to a MarketDataStatisticsRequest(35=DO) message.
Value SymbolicName Description Added Updated Deprecated
0 Successful Successful (default) FIX.5.0SP2EP191
1 InvalidOrUnknownMarket Invalid or unknown market FIX.5.0SP2EP191
2 InvalidOrUnknownMarketSegment Invalid or unknown market segment FIX.5.0SP2EP191
3 InvalidOrUnknownSecurityList Invalid or unknown security list FIX.5.0SP2EP191
4 InvalidOrUnknownInstruments Invalid or unknown instrument(s) FIX.5.0SP2EP191
5 InvalidParties Invalid parties FIX.5.0SP2EP191
6 TradeDateOutOfSupportedRange Trade date out of supported range FIX.5.0SP2EP191
7 UnsupportedStatisticType Statistic type not supported FIX.5.0SP2EP191
8 UnsupportedScopeOrSubScope Scope or sub-scope not supported FIX.5.0SP2EP191
9 UnsupportedScopeType Scope type not supported FIX.5.0SP2EP191
10 MarketDepthNotSupported Market depth not supported FIX.5.0SP2EP191
11 FrequencyNotSupported Frequency not supported FIX.5.0SP2EP191
12 UnsupportedStatisticInterval Statistic interval not supported FIX.5.0SP2EP191
13 UnsupportedStatisticDateRange Statistic date range not supported FIX.5.0SP2EP191
14 UnsupportedStatisticTimeRange Statistic time range not supported FIX.5.0SP2EP191
15 UnsupportedRatioType Ratio type not supported FIX.5.0SP2EP191
16 InvalidOrUnknownTradeInputSource Invalid or unknown trade input source FIX.5.0SP2EP191
17 InvalidOrUnknownTradingSession Invalid or unknown trading session FIX.5.0SP2EP191
18 UnauthorizedForStatisticRequest Unauthorized for statistic request FIX.5.0SP2EP191
99 Other Other (further information in Text (58) field) FIX.5.0SP2EP191
FIX.5.0SP2
325 UnsolicitedIndicator Boolean Set to 'Y' if message is sent as a result of a subscription request not a snapshot request
Value SymbolicName Description Added Updated Deprecated
N MessageIsBeingSentAsAResultOfAPriorRequest Message is being sent as a result of a prior request FIX.4.2
Y MessageIsBeingSentUnsolicited Message is being sent unsolicited FIX.4.2 FIX.5.0SP1EP95
FIX.5.0SP2
Parties None FIX.5.0SP2
582 CustOrderCapacity int Capacity of customer placing the order.
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.5.0SP2
75 TradeDate LocalMktDate None FIX.5.0SP2
1301 MarketID Exchange None FIX.5.0SP2
1300 MarketSegmentID String None FIX.5.0SP2
1396 MarketSegmentDesc String None FIX.5.0SP2
1397 EncodedMktSegmDescLen Length Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. FIX.5.0SP2
1398 EncodedMktSegmDesc data Encoded (non-ASCII characters) representation of the MarketDesgmentDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
1465 SecurityListID String None FIX.5.0SP2
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.5.0SP2
Instrument None FIX.5.0SP2
InstrumentExtension FIX.5.0SP2
FinancingDetails FIX.5.0SP2
UndInstrmtGrp None FIX.5.0SP2
InstrmtLegGrp None FIX.5.0SP2
RelatedInstrumentGrp FIX.5.0SP2
MDStatisticRptGrp ✔ Specifies the resulting statistics information and corresponding statistical parameters. FIX.5.0SP2
60 TransactTime UTCTimestamp Time that the report was provided. FIX.5.0SP2
58 Text String None FIX.5.0SP2
354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. FIX.5.0SP2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
StandardTrailer ✔ None FIX.5.0SP2

CollateralReportAck (35=DQ)

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).

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ FIX.5.0SP2
908 CollRptID ✔ String Identifer of the CollateralReport(35=BA) being acknowledged. FIX.5.0SP2
60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.5.0SP2
2488 CollRptStatus ✔ int The status of the collateral report.
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted (successfully processed) FIX.5.0SP2EP192
1 Received Received (not yet processed) FIX.5.0SP2EP192
2 Rejected Rejected FIX.5.0SP2EP192
FIX.5.0SP2
2487 CollRptRejectReason int Conditionally required when CollRptStatus(2488) = 2 (Rejected).
Value SymbolicName Description Added Updated Deprecated
0 UnknownTrade Unknown trade or transaction FIX.5.0SP2EP192
1 UnknownInstrument Unknown or invalid instrument FIX.5.0SP2EP192
2 UnknownCounterparty Unknown or invalid counterparty FIX.5.0SP2EP192
3 UnknownPosition Unknown or invalid position FIX.5.0SP2EP192
4 UnacceptableCollateral Unacceptable or invalid type of collateral FIX.5.0SP2EP192
99 Other Other FIX.5.0SP2EP192
FIX.5.0SP2
1328 RejectText String Conditionally required when CollRptStatus(2488) = 2 (Rejected). FIX.5.0SP2
1664 EncodedRejectTextLen Length Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. FIX.5.0SP2
1665 EncodedRejectText data Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
Parties FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.5.0SP2
354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. FIX.5.0SP2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
StandardTrailer ✔ FIX.5.0SP2

MarketDataReport (35=DR)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = DR FIX.5.0SP2
ApplicationSequenceControl None FIX.5.0SP2
963 MDReportID int Unique identifier for MarketDataReport(35=DR). FIX.5.0SP2
2535 MDReportEvent ✔ int None
Value SymbolicName Description Added Updated Deprecated
1 StartInstrumentRefData None FIX.5.0SP2EP195
2 EndInstrumentRefData None FIX.5.0SP2EP195
3 StartOffMarketTrades None FIX.5.0SP2EP195
4 EndOffMarketTrades None FIX.5.0SP2EP195
5 StartOrderBookTrades None FIX.5.0SP2EP195
6 EndOrderBookTrades None FIX.5.0SP2EP195
7 StartOpenInterest None FIX.5.0SP2EP195
8 EndOpenInterest None FIX.5.0SP2EP195
9 StartSettlementPrices None FIX.5.0SP2EP195
10 EndSettlementPrices None FIX.5.0SP2EP195
11 StartStatsRefData None FIX.5.0SP2EP195
12 EndStatsRefData None FIX.5.0SP2EP195
13 StartStatistics None FIX.5.0SP2EP195
14 EndStatistics None FIX.5.0SP2EP195
FIX.5.0SP2
2536 MDReportCount ✔ int None FIX.5.0SP2
60 TransactTime UTCTimestamp None FIX.5.0SP2
911 TotNumReports int None FIX.5.0SP2
2537 TotNoMarketSegmentReports int None FIX.5.0SP2
2538 TotNoInstrumentReports int None FIX.5.0SP2
2539 TotNoPartyDetailReports int None FIX.5.0SP2
2540 TotNoEntitlementReports int None FIX.5.0SP2
2541 TotNoRiskLimitReports int None FIX.5.0SP2
StandardTrailer ✔ None FIX.5.0SP2

CrossRequest (35=DS)

The CrossRequest(35=DS) message is used to indicate the submission of orders or quotes that may result in a crossed trade.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = DS FIX.5.0SP2
2672 CrossRequestID ✔ String Unique identifier for cross request message. FIX.5.0SP2
1301 MarketID Exchange Identifies the market FIX.5.0SP2
1300 MarketSegmentID String Identifies the market segment FIX.5.0SP2
Instrument ✔ FIX.5.0SP2
38 OrderQty Qty Can be used to announce a maximum quantity that is subject to crossing. FIX.5.0SP2
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.5.0SP2
2404 ComplianceText String Free text for compliance information required for regulatory reporting. FIX.5.0SP2
StandardTrailer ✔ FIX.5.0SP2

CrossRequestAck (35=DT)

The CrossRequestAck(35=DT) message is used to confirm the receipt of a CrossRequest(35=DS) message.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = DT FIX.5.0SP2
2672 CrossRequestID ✔ String Unique identifier for the cross request message being confirmed. FIX.5.0SP2
1301 MarketID Exchange Identifies the market FIX.5.0SP2
1300 MarketSegmentID String Identifies the market segment FIX.5.0SP2
Instrument ✔ FIX.5.0SP2
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.5.0SP2
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.5.0SP2
2404 ComplianceText String Free text for compliance information required for regulatory reporting. FIX.5.0SP2
StandardTrailer ✔ FIX.5.0SP2

AllocationInstructionAlertRequest (35=DU)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType(35)=DU FIX.5.0SP2
2758 AllocRequestID String Unique identifier for this message. If used, other allocation messages may link to the request through this field. FIX.5.0SP2 FIX.5.0SP2EP241
1730 AllocGroupID String Intended to be used by a central counterparty to assign an identifier to allocations of trades for the same instrument traded at the same price. FIX.5.0SP2
1731 AvgPxGroupID String Used by submitting firm to group trades being allocated into an average price group. The trades in average price group will be used to calculate an average price for the group. FIX.5.0SP2
75 TradeDate LocalMktDate Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade). FIX.5.0SP2
Parties FIX.5.0SP2
StandardTrailer ✔ FIX.5.0SP2

AllocationInstructionAlertRequestAck (35=DV)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType=DV FIX.5.0SP2
2758 AllocRequestID ✔ String Used when responding to an AllocationInstructionAlertRequest(35=DU). FIX.5.0SP2
2768 AllocRequestStatus ✔ int Status of the AllocationInstructionAlertRequest(35=DU).
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.5.0SP2EP241
1 Rejected Rejected FIX.5.0SP2EP241
FIX.5.0SP2
1328 RejectText String May be used to further describe rejection reasons when AllocRequestStatus(2768)=1 (Rejected). FIX.5.0SP2
1664 EncodedRejectTextLen Length Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. FIX.5.0SP2
1665 EncodedRejectText data Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
StandardTrailer ✔ FIX.5.0SP2

TradeAggregationRequest (35=DW)

TradeAggregationRequest(35=DW) is used to request that the identified trades between the initiator and respondent be aggregated together for further processing.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType=DW FIX.5.0SP2
2786 TradeAggregationRequestID ✔ String Unique identifier for the message. FIX.5.0SP2
2787 TradeAggregationRequestRefID String Required when TradeAggregationTransType(2788)=1 (Cancel) or 2 (Replace) FIX.5.0SP2
2788 TradeAggregationTransType ✔ int Identifies the trade aggregation transaction type.
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.5.0SP2EP247
1 Cancel Cancel FIX.5.0SP2EP247
2 Replace Replace FIX.5.0SP2EP247
FIX.5.0SP2
2789 AggregatedQty Qty Total quantity of orders or fills quantity aggregated. FIX.5.0SP2
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.5.0SP2
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.5.0SP2
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.5.0SP2
2349 PricePrecision int Specifies the price decimal precision of the instrument. FIX.5.0SP2
OrderAggregationGrp Maybe used to specify the IDs of the orders being aggregated together. FIX.5.0SP2
ExecutionAggregationGrp Maybe used to specify the IDs of the execution fills being aggregated together. FIX.5.0SP2
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.5.0SP2
Instrument ✔ FIX.5.0SP2
Parties FIX.5.0SP2
StandardTrailer ✔ FIX.5.0SP2

TradeAggregationReport (35=DX)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType=DX FIX.5.0SP2
2792 TradeAggregationReportID ✔ String Unique identifier for the report message. FIX.5.0SP2
2786 TradeAggregationRequestID String Unique identifier for the TradeAggregationRequest(35=DW) message being responded to. FIX.5.0SP2
2790 TradeAggregationRequestStatus ✔ int Status of the trade aggregation request.
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.5.0SP2EP247
1 Rejected Rejected FIX.5.0SP2EP247
FIX.5.0SP2
1003 TradeID String Conditionally required when TradeAggregationRequestStatus(2790)=0 (Accepted). The trade identifier for the group of aggregated trades. FIX.5.0SP2
2791 TradeAggregationRejectReason int Reason for trade aggregation request being rejected.
Value SymbolicName Description Added Updated Deprecated
0 UnknownOrders Unknown order(s) FIX.5.0SP2EP247
1 UnknownExecutionFills Unknown execution/fill(s) FIX.5.0SP2EP247
99 Other Other FIX.5.0SP2EP247
FIX.5.0SP2
2789 AggregatedQty Qty Conditionally required when TradeAggregationRequestStatus(2790)=0 (Accepted). FIX.5.0SP2
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.5.0SP2
2793 AvgSpotRate Price The average FX spot rate. FIX.5.0SP2
2794 AvgForwardPoints PriceOffset The average forward points. May be a negative value. FIX.5.0SP2
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.5.0SP2
Instrument Conditionally required when TradeAggregationRequestStatus(2790)=0 (Accepted). FIX.5.0SP2
56 TargetCompID String Conditionally required when TradeAggregationRequestStatus(2790)=0 (Accepted). FIX.5.0SP2
1328 RejectText String Identifies the reason for rejection. FIX.5.0SP2
1664 EncodedRejectTextLen Length Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. FIX.5.0SP2
1665 EncodedRejectText data Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
StandardTrailer ✔ FIX.5.0SP2

PayReport (35=DY)

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).

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType=DY FIX.5.0SP2
2799 PayReportID ✔ String Unique ID of the PayReport(35=DY) message. FIX.5.0SP2
2812 PayRequestID String Conditionally required when responding to PayRequest(35=EA). Omitted for an unsolicited report. FIX.5.0SP2
2804 PayReportTransType ✔ int Identifies the message transaction type.
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.5.0SP2EP249
1 Replace Replace FIX.5.0SP2EP249
2 Status An unsolicited message reporting the current progress status of the payment. FIX.5.0SP2EP249
FIX.5.0SP2
2803 PayReportRefID String Required for PayReportTransType(2804)=1 (Replace). FIX.5.0SP2
2805 ReplaceText String May be used to provide reason for PayReportTransType(2804)=1 (Replace). FIX.5.0SP2
2802 EncodedReplaceTextLen Length Must be set if EncodedReplaceText(2801) field is specified and must immediately precede it. FIX.5.0SP2
2801 EncodedReplaceText data Encoded (non-ASCII characters) representation of the ReplaceText(2805) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
2813 PayRequestStatus int PayRequestStatus(2813)=0 (Received) is not applicable in this message.
Value SymbolicName Description Added Updated Deprecated
0 Received Received, not yet processed FIX.5.0SP2EP249
1 Accepted Accepted FIX.5.0SP2EP249
2 Rejected Rejected FIX.5.0SP2EP249
3 Disputed Used when there is some type of mismatch that can be resolved. FIX.5.0SP2EP249
FIX.5.0SP2
2800 PayDisputeReason int May be used to provide reason for PayRequestStatus(2813)=3 (Disputed). FIX.5.0SP2
1328 RejectText String May be used to elaborate the reason for rejection or dispute. FIX.5.0SP2
1664 EncodedRejectTextLen Length Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. FIX.5.0SP2
1665 EncodedRejectText data Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
715 ClearingBusinessDate LocalMktDate Echos back the business date of the PayRequest(35=EA) message if this report is responding to a request. When the report is sent unsolicited, this is the business date of the report. This may carry the same date as the payment calculation date in PostTradePaymentCalculationDate(2825). FIX.5.0SP2
60 TransactTime ✔ UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.5.0SP2
354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. FIX.5.0SP2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
Instrument May be included with minimal detail to identify the security or contract for which payments are to be made. FIX.5.0SP2
RelatedTradeGrp May be included to identify the trade(s) for which payments are to be made. Each instance identifies a separate trade. FIX.5.0SP2
Parties Identifies the parties to the contracts or trades. The account to be debited or credited is identified in the PostTradePayment component. FIX.5.0SP2
PostTradePayment ✔ FIX.5.0SP2
SettlDetails FIX.5.0SP2
StandardTrailer ✔ FIX.5.0SP2

PayReportAck (35=DZ)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader MsgType=DZ FIX.5.0SP2
2799 PayReportID ✔ String Unique ID of the PayReport(35=DY) message. FIX.5.0SP2
2806 PayReportStatus ✔ int Identifies status of the payment report.
Value SymbolicName Description Added Updated Deprecated
0 Received Received, not yet processed FIX.5.0SP2EP249
1 Accepted Accepted FIX.5.0SP2EP249
2 Rejected Rejected FIX.5.0SP2EP249
3 Disputed Used when there is some type of mismatch that can be resolved. FIX.5.0SP2EP249
FIX.5.0SP2
2800 PayDisputeReason int May be used to provide reason for PayReportStatus(2806)=3 (Disputed). FIX.5.0SP2
1328 RejectText String May be used to elaborate the reason for rejection or dispute. FIX.5.0SP2
1664 EncodedRejectTextLen Length Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. FIX.5.0SP2
1665 EncodedRejectText data Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
StandardTrailer ✔ FIX.5.0SP2

PayRequest (35=EA)

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType=EA FIX.5.0SP2
2812 PayRequestID ✔ String Unique ID of the PayRequest(35=EA) message. FIX.5.0SP2
2811 PyRequestTransType ✔ int Identifies the message transaction type.
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.5.0SP2EP249
1 Cancel Cancel FIX.5.0SP2EP249
FIX.5.0SP2
2810 PayRequestRefID String Required for PayRequestTransType(2811)=1 (Cancel). FIX.5.0SP2
2807 CancelText String May be used to provide reason for PayRequestTransType(2811)=1 (Cancel). FIX.5.0SP2
2809 EncodedCancelTextLen Length Must be set if EncodedCancelText(2808) field is specified and must immediately precede it. FIX.5.0SP2
2808 EncodedCancelText data Encoded (non-ASCII characters) representation of the CancelText(2807) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
715 ClearingBusinessDate LocalMktDate The business date of the request. This may carry the same date as the payment calculation date in PostTradePaymentCalculationDate(2825). FIX.5.0SP2
60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.5.0SP2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.5.0SP2
354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. FIX.5.0SP2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
Instrument May be included with minimal detail to identify the security or contract for which payments are to be made. FIX.5.0SP2
RelatedTradeGrp May be included to identify the trade(s) for which payments are to be made. Each instance identifies a separate trade. FIX.5.0SP2
Parties Identifies the parties to the contracts or trades. The account to be debited or credited is identified in the PostTradePayment component. FIX.5.0SP2
PostTradePayment ✔ FIX.5.0SP2
SettlDetails FIX.5.0SP2
StandardTrailer ✔ FIX.5.0SP2

PayRequestAck (35=EB)

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).

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgTyp=EB FIX.5.0SP2
2812 PayRequestID ✔ String Unique ID of the PayRequest(35=EA) message. FIX.5.0SP2
2813 PayRequestStatus ✔ int Only PayRequestStuats(2813)=0 (Received) is applicable in this message.
Value SymbolicName Description Added Updated Deprecated
0 Received Received, not yet processed FIX.5.0SP2EP249
1 Accepted Accepted FIX.5.0SP2EP249
2 Rejected Rejected FIX.5.0SP2EP249
3 Disputed Used when there is some type of mismatch that can be resolved. FIX.5.0SP2EP249
FIX.5.0SP2
StandardTrailer ✔ FIX.5.0SP2

Components

CommissionData

The CommissionData component block is used to carry commission information such as the type of commission and the rate. Use the CommissionDataGrp component as an alternative if multiple commissions or enhanced attributes are needed.

Tag Name Reqd Type Description Added Updated Deprecated
12 Commission Amt Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05. FIX.4.3
13 CommType char 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.4.3
479 CommCurrency Currency None FIX.4.3 FIX.5.0SP1EP95
1233 CommRate float The commission rate when Commission(12) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points. FIX.5.0SP2
1238 CommUnitOfMeasure String The commission rate unit of measure. FIX.5.0SP2
497 FundRenewWaiv char None
Value SymbolicName Description Added Updated Deprecated
N No No FIX.4.3
Y Yes Yes FIX.4.3
FIX.4.3 FIX.5.0SP1EP95

DiscretionInstructions

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

Tag Name Reqd Type Description Added Updated Deprecated
388 DiscretionInst char What the discretionary price is related to (e.g. primary price, display price etc)
Value SymbolicName Description Added Updated Deprecated
0 RelatedToDisplayedPrice Related to displayed price FIX.4.2
1 RelatedToMarketPrice Related to market price FIX.4.2
2 RelatedToPrimaryPrice Related to primary price FIX.4.2
3 RelatedToLocalPrimaryPrice Related to local primary price FIX.4.2
4 RelatedToMidpointPrice Related to midpoint price FIX.4.2
5 RelatedToLastTradePrice Related to last trade price FIX.4.2
6 RelatedToVWAP Related to VWAP FIX.4.4
7 AveragePriceGuarantee Average Price Guarantee FIX.4.4EP22
FIX.4.4
389 DiscretionOffsetValue float Amount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetType FIX.4.4
841 DiscretionMoveType int Describes whether discretion price is static/fixed or floats
Value SymbolicName Description Added Updated Deprecated
0 Floating Floating (default) FIX.4.4
1 Fixed Fixed FIX.4.4
FIX.4.4
842 DiscretionOffsetType int Type of Discretion Offset (e.g. price offset, tick offset etc)
Value SymbolicName Description Added Updated Deprecated
0 Price Price (default) FIX.4.4
1 BasisPoints Basis Points FIX.4.4
2 Ticks Ticks FIX.4.4
3 PriceTier Price Tier / Level FIX.4.4
FIX.4.4
843 DiscretionLimitType int Specifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc)
Value SymbolicName Description Added Updated Deprecated
0 OrBetter Or better (default) - price improvement allowed FIX.4.4
1 Strict Strict - limit is a strict limit FIX.4.4
2 OrWorse Or worse - for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range) FIX.4.4
FIX.4.4
844 DiscretionRoundDirection int If the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive)
Value SymbolicName Description Added Updated Deprecated
1 MoreAggressive More aggressive - on a buy order round the price up to the nearest tick; on a sell round down to the nearest tick FIX.4.4
2 MorePassive More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick FIX.4.4
FIX.4.4
846 DiscretionScope int The scope of "related to" price of the discretion (e.g. local, global etc)
Value SymbolicName Description Added Updated Deprecated
1 Local Local (Exchange, ECN, ATS) FIX.4.4
2 National National FIX.4.4
3 Global Global FIX.4.4
4 NationalExcludingLocal National excluding local FIX.4.4
FIX.4.4

FinancingDetails

Component block is optionally used for financial transaction where legal contracts, master agreements or master confirmations is to be referenced. This component identifies the legal agreement under which the deal was made and other unique characteristics of the transaction. For example, the AgreementDesc(913) field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan – Amended 1998, for example.

Tag Name Reqd Type Description Added Updated Deprecated
913 AgreementDesc String The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal FIX.4.4
914 AgreementID String A common reference to the applicable standing agreement between the principals FIX.4.4
1961 AgreementVersion String The version of the master agreement FIX.5.0SP2
915 AgreementDate LocalMktDate A reference to the date the underlying agreement was executed. FIX.4.4
918 AgreementCurrency Currency Currency of the underlying agreement. FIX.4.4
1962 MasterConfirmationDesc String The type of master confirmation executed between the parties.
See http://www.fpml.org/coding-scheme/master-confirmation-type for values. 		FIX.5.0SP2
1963 MasterConfirmationDate LocalMktDate Alternative to broker confirmation. The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties. FIX.5.0SP2
1964 MasterConfirmationAnnexDesc String The type of master confirmation annex executed between the parties.
See http://www.fpml.org/coding-scheme/master-confirmation-annex-type for values. 		FIX.5.0SP2
1965 MasterConfirmationAnnexDate LocalMktDate The date that an annex to the master confirmation was executed between the parties. FIX.5.0SP2
1966 BrokerConfirmationDesc String Describes the type of broker confirmation executed between the parites. Can be used as an alterative to MasterConfirmationDesc(1962). See http://www.fpml.org/coding-scheme/broker-confirmation-type for values. FIX.5.0SP2
FinancingContractualDefinitionGrp FIX.5.0SP2
FinancingTermSupplementGrp FIX.5.0SP2
FinancingContractualMatrixGrp FIX.5.0SP2
1967 CreditSupportAgreementDesc String The type of ISDA Credit Support Agreement. See http://www.fpml.org/coding-scheme/credit-support-agreement-type for values. FIX.5.0SP2
1968 CreditSupportAgreementDate LocalMktDate The date of the ISDA Credit Support Agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties. FIX.5.0SP2
1969 CreditSupportAgreementID String A common reference or unique identifier to identify the ISDA Credit Support Agreement executed between the parties. FIX.5.0SP2
1970 GoverningLaw String Identification of the law governing the transaction. See http://www.fpml.org/coding-scheme/governing-law for values. FIX.5.0SP2
1513 DocumentationText String A sentence or phrase pertenant to the trade, not a reference to an external document. E.g. "To be registered with the U.S. Environmental Protection Agency, Acid Rain Division, SO2 Allowance Tracking System" FIX.5.0SP2
1525 EncodedDocumentationTextLen Length Must be set if EncodedDocumentationText(1527) field is specified and must immediately precede it. FIX.5.0SP2
1527 EncodedDocumentationText data Encoded (non-ASCII characters) representation of the DocumentationText(1513) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
788 TerminationType int For Repos the timing or method for terminating the agreement.
Value SymbolicName Description Added Updated Deprecated
1 Overnight Overnight FIX.4.4
2 Term Term FIX.4.4
3 Flexible Flexible FIX.4.4
4 Open Open FIX.4.4
FIX.4.4
916 StartDate LocalMktDate Settlement date of the beginning of the deal FIX.4.4
917 EndDate LocalMktDate Repayment / repurchase date FIX.4.4
919 DeliveryType int Delivery or custody arrangement for the underlying securities
Value SymbolicName Description Added Updated Deprecated
0 VersusPayment "Versus Payment": Deliver (if sell) or Receive (if buy) vs. (against) Payment FIX.4.4
1 Free "Free": Deliver (if sell) or Receive (if buy) Free FIX.4.4
2 TriParty Tri-Party FIX.4.4
3 HoldInCustody Hold In Custody FIX.4.4
FIX.4.4
898 MarginRatio Percentage Percentage of cash value that underlying security collateral must meet. FIX.4.4

Instrument

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

Tag Name Reqd Type Description Added Updated Deprecated
55 Symbol String Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. FIX.4.3
65 SymbolSfx String Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.
Value SymbolicName Description Added Updated Deprecated
CD EUCPWithLumpSumInterest EUCP with lump-sum interest rather than discount price FIX.4.4EP-1
WI WhenIssued "When Issued" for a security to be reissued under an old CUSIP or ISIN FIX.4.4EP-1
FIX.4.3
48 SecurityID String Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. FIX.4.3
22 SecurityIDSource String Conditionally required when SecurityID(48) is specified.
Value SymbolicName Description Added Updated Deprecated
1 CUSIP CUSIP FIX.2.7
2 SEDOL SEDOL FIX.2.7
3 QUIK QUIK FIX.2.7
4 ISINNumber ISIN 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.4.3 FIX.5.0SP2EP161
SecAltIDGrp Number of alternate Security Identifiers FIX.4.4
460 Product int Indicates the type of product the security is associated with (high-level category)
Value SymbolicName Description Added Updated Deprecated
1 AGENCY AGENCY FIX.4.3
2 COMMODITY COMMODITY FIX.4.3
3 CORPORATE CORPORATE FIX.4.3
4 CURRENCY CURRENCY FIX.4.3
5 EQUITY EQUITY FIX.4.3
6 GOVERNMENT GOVERNMENT FIX.4.3
7 INDEX INDEX FIX.4.3
8 LOAN LOAN FIX.4.3
9 MONEYMARKET MONEYMARKET FIX.4.3
10 MORTGAGE MORTGAGE FIX.4.3
11 MUNICIPAL MUNICIPAL FIX.4.3
12 OTHER OTHER FIX.4.3
13 FINANCING FINANCING FIX.4.4
FIX.4.3
1227 ProductComplex String Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc FIX.5.0
1151 SecurityGroup String An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. FIX.5.0
461 CFICode String Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. FIX.4.3
167 SecurityType String It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.)
Value SymbolicName Description Added Updated Deprecated
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.4.3
762 SecuritySubType String Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. FIX.4.4
200 MaturityMonthYear MonthYear Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified. FIX.4.3
541 MaturityDate LocalMktDate Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).may use MaturityMonthYear and/or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. For NDFs this represents the fixing date of the contract. FIX.4.3 FIX.5.0SP1EP82
1079 MaturityTime TZTimeOnly For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time. FIX.4.4 FIX.5.0SP1EP82
966 SettleOnOpenFlag String Indicator to determine if Instrument is Settle on Open. FIX.4.4
1049 InstrmtAssignmentMethod char Method under which assignment was conducted
Value SymbolicName Description Added Updated Deprecated
P ProRata Pro rata FIX.4.4EP4
R Random Random FIX.4.4EP4
FIX.4.4
965 SecurityStatus String Gives the current state of the instrument
Value SymbolicName Description Added Updated Deprecated
1 Active Instrument is active, i.e. trading is possible. FIX.4.4EP-1 FIX.5.0SP2EP195
2 Inactive Instrument has previously been active and is now no longer traded but has not expired yet. The instrument may become active again. FIX.4.4EP-1 FIX.5.0SP2EP195
3 ActiveClosingOrdersOnly Instrument is active but only orders closing positions (reducing risk) are allowed. FIX.5.0SP2EP195
4 Expired Instrument has expired. E.g. An instrument may expire due to reaching maturity or expired based on contract definitions or exchange rules. FIX.5.0SP2EP195
5 Delisted Instrument has been removed from securities reference data. Delisting rules varies from exchange to exchange, which may include non-compliance of capitalization, revenue, consecutive minimum closing price. The instrument may become listed again once the instrument is back in compliance. A delisted instrument would not trade on the exchange but it may still be traded over-the-counter (e.g. OTCBB) or on Pink Sheets, or other similar trading service. FIX.5.0SP2EP195
6 KnockedOut Instrument has breached a pre-defined price threshold. FIX.5.0SP2EP195
7 KnockOutRevoked Instrument reinstated, i.e. threshold has not been breached. FIX.5.0SP2EP195
8 PendingExpiry Instrument is currently still active but will expire after the current business day. For example, a contract that expires intra-day (e.g. at noon time) and is no longer tradeable but will still show up in the current day's order book with related statistics. FIX.5.0SP2EP195
9 Suspended Instrument has been temporarily disabled for trading (i.e. halted). FIX.5.0SP2EP195
10 Published Instrument information is provided prior to its first activation. FIX.5.0SP2EP195
11 PendingDeletion Instrument is awaiting deletion from security reference data. FIX.5.0SP2EP195
FIX.4.4
224 CouponPaymentDate LocalMktDate Date interest is to be paid. Used in identifying Corporate Bond issues. FIX.4.3
1449 RestructuringType String A category of CDS credit event in which the underlying bond experiences a restructuring.
Used to define a CDS instrument.
Value SymbolicName Description Added Updated Deprecated
FR FullRestructuring Full Restructuring FIX.5.0SP1EP83
MR ModifiedRestructuring Modified Restructuring FIX.5.0SP1EP83
MM ModifiedModRestructuring Modified Mod Restructuring FIX.5.0SP1EP83
XR NoRestructuringSpecified No Restructuring specified FIX.5.0SP1EP83
FIX.5.0SP1
1450 Seniority String Specifies which issue (underlying bond) will receive payment priority in the event of a default.
Used to define a CDS instrument.
Value SymbolicName Description Added Updated Deprecated
SD SeniorSecured Senior Secured FIX.5.0SP1EP83
SR Senior Senior FIX.5.0SP1EP83
SB Subordinated Subordinated FIX.5.0SP1EP83
JR Junior In the context of MiFID II this value is used as identified in RTS 23 Annex I Table 3 Field 23 "Seniority of the bond". FIX.5.0SP2EP235
MZ Mezzanine In the context of MiFID II this value is used as identified in RTS 23 Annex I Table 3 Field 23 "Seniority of the bond". FIX.5.0SP2EP235
SN SeniorNonPreferred For CDS reference obligations of non-preferred senior debt issued by European Financials that constitute a layer of debt ranking between the bank's normal senior debt but above the bank's normal tier 2 subordinated debt (reference: ISDA Credit Market Infrastructure Group). FIX.5.0SP2EP235
FIX.5.0SP1
1451 NotionalPercentageOutstanding Percentage Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index.
Used to calculate the true value of a CDS trade or position. 		FIX.5.0SP1
1452 OriginalNotionalPercentageOutstanding Percentage Used to reflect the Original value prior to the application of a credit event. See NotionalPercentageOutstanding(1451). FIX.5.0SP1
1457 AttachmentPoint Percentage Lower bound percentage of the loss that the tranche can endure. FIX.5.0SP1
1458 DetachmentPoint Percentage Upper bound percentage of the loss the tranche can endure. FIX.5.0SP1
1739 ObligationType String Type of reference obligation for credit derivatives contracts.
Value SymbolicName Description Added Updated Deprecated
0 Bond Bond FIX.5.0SP2EP119
1 ConvertBond Convertible bond FIX.5.0SP2EP119
2 Mortgage Mortgage FIX.5.0SP2EP119
3 Loan Loan FIX.5.0SP2EP119
FIX.5.0SP2
2210 AssetGroup int Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.).
Value SymbolicName Description Added Updated Deprecated
1 Financials A categorization which usually includes rates, foreign exchange, credit, bonds and equity products or assets. FIX.5.0SP2EP192
2 Commodities A categorization which usually includes hard commodities such as agricultural, metals, freight, energy products or assets. FIX.5.0SP2EP192
3 AlternativeInvestments A categorization which usually includes weather, housing, and commodity indices products or assets. FIX.5.0SP2EP192
FIX.5.0SP2
1938 AssetClass int Required if AssetSubClass(1939) is specified.
Value SymbolicName Description Added Updated Deprecated
1 InterestRate Interest rate FIX.5.0SP2EP161
2 Currency Currency FIX.5.0SP2EP161
3 Credit Credit FIX.5.0SP2EP161
4 Equity Equity FIX.5.0SP2EP161
5 Commodity Commodity FIX.5.0SP2EP161
6 Other Other FIX.5.0SP2EP179
7 Cash Cash FIX.5.0SP2EP192
8 Debt Debt FIX.5.0SP2EP192
9 Fund Such as mutual fund, collective investment vehicle, investment program, specialized account program. FIX.5.0SP2EP192
10 LoanFacility Loan facility FIX.5.0SP2EP192
FIX.5.0SP2 FIX.5.0SP2EP235
1939 AssetSubClass int Required if AssetType(1940) is specified.
Value SymbolicName Description Added Updated Deprecated
1 SingleCurrency Single currency FIX.5.0SP2EP161
2 CrossCurrency Cross currency FIX.5.0SP2EP161
3 Basket Basket [for multi-currency] FIX.5.0SP2EP161
4 SingleName Single name FIX.5.0SP2EP161
5 CreditIndex Credit index FIX.5.0SP2EP161
6 IndexTranche Index tranche FIX.5.0SP2EP161
7 CreditBasket Credit basket FIX.5.0SP2EP161
9 Common Common FIX.5.0SP2EP161
10 Preferred Preferred FIX.5.0SP2EP161
11 EquityIndex Equity index FIX.5.0SP2EP161
12 EquityBasket Equity basket FIX.5.0SP2EP161
13 Metals Metals FIX.5.0SP2EP161
14 Bullion Bullion FIX.5.0SP2EP161
15 Energy Energy FIX.5.0SP2EP161
16 CommodityIndex Commodity index FIX.5.0SP2EP161
17 Agricultural Agricultural FIX.5.0SP2EP161
18 Environmental Environmental FIX.5.0SP2EP161
19 Freight Freight FIX.5.0SP2EP161
8 Exotic Exotic FIX.5.0SP2EP179
20 Government Government FIX.5.0SP2EP192
21 Agency Agency FIX.5.0SP2EP192
22 Corporate Corporate FIX.5.0SP2EP192
23 Financing Financing FIX.5.0SP2EP192
24 MoneyMarket Money market FIX.5.0SP2EP192
25 Mortgage Mortgage FIX.5.0SP2EP192
26 Municipal Municipal FIX.5.0SP2EP192
27 MutualFund Mutual fund FIX.5.0SP2EP192
28 CollectiveInvestmentVehicle Collective investment vehicle FIX.5.0SP2EP192
29 InvestmentProgram A generalized fund for major investors. FIX.5.0SP2EP192
30 SpecializedAccountProgram A specialized fund setup for a particular account or group of accounts. FIX.5.0SP2EP192
31 TermLoan Term loan FIX.5.0SP2EP192
32 BridgeLoan Bridge loan FIX.5.0SP2EP192
33 LetterOfCredit Letter of credit FIX.5.0SP2EP192
34 DividendIndex Dividend index FIX.5.0SP2EP235
35 StockDividend Stock dividend FIX.5.0SP2EP235
36 ExchangeTradedFund Exchange traded fund FIX.5.0SP2EP235
37 VolatilityIndex Volatility index FIX.5.0SP2EP235
38 FXCrossRates FX cross rates FIX.5.0SP2EP235
39 FXEmergingMarkets FX emerging markets FIX.5.0SP2EP235
40 FXMajors FX Majors FIX.5.0SP2EP235
41 Fertilizer Fertilizer FIX.5.0SP2EP235
42 IndustrialProduct Industrial product FIX.5.0SP2EP235
43 Inflation Inflation FIX.5.0SP2EP235
44 Paper Paper FIX.5.0SP2EP235
45 Polypropylene Polypropylene FIX.5.0SP2EP235
46 OfficialEconomicStatistics Official economic statistics FIX.5.0SP2EP235
47 Other Defined under MiFID II (Directive 2014/65/EU) Section C(10) of Annex I and paraphrased in ESMA RTS 2 Annex III Section 10, "Other C10" is a financial instrument "which is not a 'Freight derivative', any of the following interest rate derivatives sub-asset classes: 'Inflation multi-currency swap or cross-currency swap', a 'Future/forward on inflation multi-currency swaps or cross-currency swaps', an 'Inflation single currency swap', a 'Future/forward on inflation single currency swap' and any of the following equity derivatives sub-asset classes: a 'Volatility index option', a 'Volatility index future/forward', a swap with parameter return variance, a swap with parameter return volatility, a portfolio swap with parameter return variance, a portfolio swap with parameter return volatility". FIX.5.0SP2EP235
48 Other May be used with any AssetClass(1938) values. FIX.5.0SP2EP235
FIX.5.0SP2 FIX.5.0SP2EP235
1940 AssetType String Required if AssetSubType(2735) is specified. FIX.5.0SP2 FIX.5.0SP2EP235
2735 AssetSubType String Used to provide a more specific description of the asset specified in AssetType(1940).
See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values.
 FIX.5.0SP2
SecondaryAssetGrp FIX.5.0SP2
AssetAttributeGrp FIX.5.0SP2
1941 SwapClass String The classification or type of swap. Additional values may be used by mutual agreement of the counterparties.
Value SymbolicName Description Added Updated Deprecated
BS BasisSwap Basis swap FIX.5.0SP2EP161
IX IndexSwap Index swap FIX.5.0SP2EP161
BB BroadBasedSecuritySwap Broad-based security swap FIX.5.0SP2EP161
SK BasketSwap Basket swap FIX.5.0SP2EP161
FIX.5.0SP2
1575 SwapSubClass String The sub-classification or notional schedule type of the swap.
Value SymbolicName Description Added Updated Deprecated
AMTZ Amortizing Amortizing notional schedule FIX.5.0SP2EP169 FIX.5.0SP2EP238
COMP Compounding Compounding FIX.5.0SP2EP169 FIX.5.0SP2EP238
CNST ConstantNotionalSchedule Constant notional schedule FIX.5.0SP2EP238
ACRT AccretingNotionalSchedule Accreting notional schedule FIX.5.0SP2EP238
CUST CustomNotionalSchedule Custom notional schedule FIX.5.0SP2EP238
FIX.5.0SP2
1942 NthToDefault int Conditionally required when MthToDefault(1943) is specified. FIX.5.0SP2
1943 MthToDefault int The Mth reference obligation to default in a CDS reference basket. When NthToDefault(1942) and MthToDefault(1943) are represented then the CDS payout occurs between the Nth and Mth obligations to default. FIX.5.0SP2
1944 SettledEntityMatrixSource String Relevant settled entity matrix source. FIX.5.0SP2
1945 SettledEntityMatrixPublicationDate LocalMktDate The publication date of the applicable version of the matrix. If not specified, the Standard Terms Supplement defines rules for which version of the matrix is applicable. FIX.5.0SP2
1946 CouponType int Coupon type of the bond.
Value SymbolicName Description Added Updated Deprecated
0 Zero Zero FIX.5.0SP2EP161
1 FixedRate Fixed rate FIX.5.0SP2EP161
2 FloatingRate Floating rate FIX.5.0SP2EP161
3 Structured Structured FIX.5.0SP2EP161
FIX.5.0SP2
1947 TotalIssuedAmount Amt Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued securities. FIX.5.0SP2
1948 CouponFrequencyPeriod int Conditionally required when CouponFrequencyUnit(1949) is specified. FIX.5.0SP2
1949 CouponFrequencyUnit String Conditionally required when CouponFrequencyPeriod(1948) is specified.
Value SymbolicName Description Added Updated Deprecated
D Day Day FIX.5.0SP2EP161
Wk Week Week FIX.5.0SP2EP161
Mo Month Month FIX.5.0SP2EP161
Yr Year Year FIX.5.0SP2EP161
H Hour Hour FIX.5.0SP2EP169
Min Minute Minute FIX.5.0SP2EP169
S Second Second FIX.5.0SP2EP169
T Term Term FIX.5.0SP2EP169
FIX.5.0SP2
1950 CouponDayCount int The day count convention used in interest calculations for a bond or an interest bearing security. Absence of this field for a bond or an interest bearing security transaction implies a "flat" trade, i.e. no accrued interest determined at time of the transaction.
Value SymbolicName Description Added Updated Deprecated
0 OneOne If parties specify the Day Count Fraction to be 1/1 then in calculating the applicable amount, 1 is simply input into the calculation as the relevant Day Count Fraction. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (a). FIX.5.0SP2EP161 FIX.5.0SP2EP200
1 ThrityThreeSixtyUS Mainly used in the US with the following date adjustment rules: (1) If the investment is End-Of-Month and Date1 is the last day of February and Date2 is the last day of February, then change Date2 to 30; (2) If the investment is End-Of-Month and Date1 is the last day of February, then change Date1 to 30; (3) If Date2 is 31 and Date1 is 30 or 31, then change Date2 to 30; (4) If Date1 is 31, then change Date1 to 30. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (f). FIX.5.0SP2EP161 FIX.5.0SP2EP200
2 ThirtyThreeSixtySIA A variant of "30/360" - when Date1 and Date2 are both Feb. 28th or 29th convert them to 30th using the same logic in the conversion of 31st to 30th. FIX.5.0SP2EP161
3 ThirtyThreeSixtyM Commonly used day count convention for US mortgage backed securities. Feb 28th (or 29th in a leap year) is always considered as a 30th for a start date. As a comparison, in the regular 30/360 day count as used by most US agency and corporate bonds, a start date of Feb 28th (or 29th in a leap year) is still considered as the 28th (or 29th) day of a month of 30 days. FIX.5.0SP2EP161
4 ThirtyEThreeSixty Also known as 30/360.ISMA, 30S/360, or Special German. Date adjustment rules are: (1) If Date1 falls on the 31st, then change it to the 30th; (2) If Date2 falls on the 31st, then change it to the 30th. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (g). FIX.5.0SP2EP161 FIX.5.0SP2EP200
5 ThirtyEThreeSixtyISDA Date adjustment rules are: (1) if Date1 is the last day of the month, then change Date1 to 30; (2) if D2 is the last day of the month (unless Date2 is the maturity date and Date2 is in February), then change Date2 to 30. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (h). FIX.5.0SP2EP161 FIX.5.0SP2EP200
6 ActThreeSixty The actual number of days between Date1 and Date2, divided by 360. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (e). FIX.5.0SP2EP161 FIX.5.0SP2EP200
7 ActThreeSixtyFiveFixed The actual number of days between Date1 and Date2, divided by 365. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (d). FIX.5.0SP2EP161 FIX.5.0SP2EP200
8 ActActAFB The actual number of days between Date1 and Date2, the denominator is either 365 (if the calculation period does not contain the 29th February) or 366 (if the calculation period includes 29th February). See also AFB Master Agreement for Financial Transactions - Interest Rate Transactions (2004) in Section 4. Calculation of Fixed Amounts and Floating Amounts, paragraph 7 Day Count Fraction, subparagraph (i). FIX.5.0SP2EP161 FIX.5.0SP2EP200
9 ActActICMA The denominator is the actual number of days in the coupon period multiplied by the number of coupon periods in the year. Assumes that regular coupons always fall on the same day of the month where possible. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (c). FIX.5.0SP2EP161 FIX.5.0SP2EP200
10 ActActISMAUltimo The Act/Act (ICMA Ultimo) differs from Act/Act (ICMA) method only that it assumes that regular coupons always fall on the last day of the month. FIX.5.0SP2EP161 FIX.5.0SP2EP200
11 ActActISDA The denominator varies depending on whether a portion of the relevant calculation period falls within a leap year. For the portion of the calculation period falling in a leap year, the denominator is 366 and for the portion falling outside a leap year, the denominator is 365. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (b). FIX.5.0SP2EP161 FIX.5.0SP2EP200
12 BusTwoFiftyTwo Used for Brazilian Real swaps, which is based on business days instead of calendar days. The number of business days divided by 252. FIX.5.0SP2EP161 FIX.5.0SP2EP200
13 ThirtyEPlusThreeSixty Variation on 30E/360. Date adjustment rules: (1) If Date1 falls on the 31st, then change it to the 30th; (2) If Date2 falls on the 31st, then change it to 1 and increase Month2 by one, i.e. next month. FIX.5.0SP2EP161
14 ActThreeSixtyFiveL The number of days in a period equal to the actual number of days .The number of days in a year is 365, or if the period ends in a leap year 366. Used for Sterling floating rate notes. May also be referred to as ISMA-Year. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (i). FIX.5.0SP2EP161 FIX.5.0SP2EP200
15 NLThreeSixtyFive The number of days in a period equal to the actual number of days, with the exception of leap days (29th February) which are ignored. The number of days in a year is 365, even in a leap year. FIX.5.0SP2EP161
16 NLThreeSixty This is the same as Act/360, with the exception of leap days (29th February) which are ignored. FIX.5.0SP2EP161
17 Act364 The actual number of days between Date1 and Date2, divided by 364. FIX.5.0SP2EP200
FIX.5.0SP2
1951 ConvertibleBondEquityID String Identifies the equity in which a convertible bond can be converted to. FIX.5.0SP2
1952 ConvertibleBondEquityIDSource String Conditionally required when ConvertibleBondEquityID(1951) is specified. FIX.5.0SP2
1953 ContractPriceRefMonth MonthYear Reference month if there is no applicable MaturityMonthYear(200) value for the contract or security. FIX.5.0SP2
1954 LienSeniority int Indicates the seniority level of the lien in a loan.
Value SymbolicName Description Added Updated Deprecated
0 Unknown Unknown FIX.5.0SP2EP161
1 FirstLien First lien FIX.5.0SP2EP161
2 SecondLien Second lien FIX.5.0SP2EP161
3 ThirdLien Third lien FIX.5.0SP2EP161
FIX.5.0SP2
1955 LoanFacility int Specifies the type of loan when the credit default swap's reference obligation is a loan.
Value SymbolicName Description Added Updated Deprecated
0 BridgeLoan Bridge loan FIX.5.0SP2EP161
1 LetterOfCredit Letter of credit FIX.5.0SP2EP161
2 RevolvingLoan Revolving loan FIX.5.0SP2EP161
3 SwinglineFunding Swingline funding FIX.5.0SP2EP161
4 TermLoan Term loan FIX.5.0SP2EP161
5 TradeClaim Trade claim FIX.5.0SP2EP161
FIX.5.0SP2
1956 ReferenceEntityType int Specifies the type of reference entity for first-to-default CDS basket contracts.
Value SymbolicName Description Added Updated Deprecated
1 Asian Asian FIX.5.0SP2EP161
2 AustralianNewZealand Australian and New Zealand FIX.5.0SP2EP161
3 EuropeanEmergingMarkets European emerging markets FIX.5.0SP2EP161
4 Japanese Japanese FIX.5.0SP2EP161
5 NorthAmericanHighYield North American high yield FIX.5.0SP2EP161
6 NorthAmericanInsurance North American insurance FIX.5.0SP2EP161
7 NorthAmericanInvestmentGrade North American investment grade FIX.5.0SP2EP161
8 Singaporean Singaporean FIX.5.0SP2EP161
9 WesternEuropean Western European FIX.5.0SP2EP161
10 WesternEuropeanInsurance Western European insurance FIX.5.0SP2EP161
FIX.5.0SP2
1957 IndexSeries int The series identifier of a credit default swap index. FIX.5.0SP2
1958 IndexAnnexVersion int The version of a credit default swap index annex. FIX.5.0SP2
1959 IndexAnnexDate LocalMktDate The date of a credit default swap index series annex. FIX.5.0SP2
1960 IndexAnnexSource String The source of a credit default swap series annex. FIX.5.0SP2
1577 SettlRateIndex String In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment. FIX.5.0SP2
1580 SettlRateIndexLocation String This is an optional qualifying attribute of SettlRateIndex(1577) such as the delivery zone for an electricity contract. FIX.5.0SP2
1581 OptionExpirationDesc String Description of the option expiration. FIX.5.0SP2
1678 EncodedOptionExpirationDescLen Length Must be set if EncodedOptionExpirationDesc(1697) field is specified and must immediately precede it. FIX.5.0SP2
1697 EncodedOptionExpirationDesc data Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
225 IssueDate LocalMktDate Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. FIX.4.3
239 RepoCollateralSecurityType String Identifies the collateral used in the transaction.
Valid values: see SecurityType (167) field (Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.3 FIX.4.4
226 RepurchaseTerm int Number of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) FIX.4.3 FIX.4.4
227 RepurchaseRate Percentage Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-/4 percent of par. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) FIX.4.3 FIX.4.4
228 Factor float For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value FIX.4.3
255 CreditRating String An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.3
543 InstrRegistry String The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. FIX.4.3
470 CountryOfIssue Country ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. FIX.4.3
471 StateOrProvinceOfIssue String A two-character state or province abbreviation. FIX.4.3
472 LocaleOfIssue String The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). FIX.4.3
240 RedemptionDate LocalMktDate Return of investor's principal in a security. Bond redemption can occur before maturity date.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) FIX.4.3 FIX.4.4
202 StrikePrice Price Used for derivatives, such as options and covered warrants FIX.4.3
2578 OrigStrikePrice Price None FIX.5.0SP2
2577 StrikePricePrecision int None FIX.5.0SP2
947 StrikeCurrency Currency Used for derivatives FIX.4.4
967 StrikeMultiplier float Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. FIX.4.4
968 StrikeValue float Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. FIX.4.4
1698 StrikeUnitOfMeasure String Used to express the unit of measure (UOM) of the price if different from the contract. FIX.5.0SP2
1866 StrikeIndex String Specifies the index used to calculate the strike price. FIX.5.0SP2
2600 StrikeIndexCurvePoint String The point on the floating rate index curve. Sample values:
M = combination of a number between 1-12 and an "M" for month, e.g. 3M
Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y
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. 		FIX.5.0SP2
2001 StrikeIndexSpread PriceOffset Specifies the strike price offset from the named index. FIX.5.0SP2
2601 StrikeIndexQuote int The quote side from which the index price is to be determined.
Value SymbolicName Description Added Updated Deprecated
0 Bid None FIX.5.0SP2EP208
1 Mid Mid FIX.5.0SP2EP208
2 Offer Offer FIX.5.0SP2EP208
FIX.5.0SP2
1478 StrikePriceDeterminationMethod int Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying.
Value SymbolicName Description Added Updated Deprecated
1 FixedStrike Fixed strike (default if not specified) FIX.5.0SP1EP92 FIX.5.0SP2EP169
2 StrikeSetAtExpiration Strike set at expiration to underlying or other value (lookback floating) FIX.5.0SP1EP92
3 StrikeSetToAverageAcrossLife Strike set to average of underlying settlement price across the life of the option FIX.5.0SP1EP92
4 StrikeSetToOptimalValue Strike set to optimal value FIX.5.0SP1EP92
FIX.5.0SP1
1479 StrikePriceBoundaryMethod int When specified, PutOrCall(201), StrikePrice(202), and StrikePriceBoundaryPrecision(1480) must also be specified.
Value SymbolicName Description Added Updated Deprecated
1 LessThan Less than underlying price is in-the-money (ITM) FIX.5.0SP1EP92
2 LessThanOrEqual Less than or equal to the underlying price is in-the-money(ITM) FIX.5.0SP1EP92
3 Equal Equal to the underlying price is in-the-money(ITM) FIX.5.0SP1EP92
4 GreaterThanOrEqual Greater than or equal to underlying price is in-the-money(ITM) FIX.5.0SP1EP92
5 GreaterThan Greater than underlying is in-the-money(ITM) FIX.5.0SP1EP92
FIX.5.0SP1 FIX.5.0SP2EP224
1480 StrikePriceBoundaryPrecision Percentage Used in combination with StrikePriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. FIX.5.0SP1
1481 UnderlyingPriceDeterminationMethod int Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option").
Value SymbolicName Description Added Updated Deprecated
1 Regular Regular FIX.5.0SP1EP92
2 SpecialReference Special reference FIX.5.0SP1EP92
3 OptimalValue Optimal value (Lookback) FIX.5.0SP1EP92
4 AverageValue Average value (Asian option) FIX.5.0SP1EP92
FIX.5.0SP1
206 OptAttribute char Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. FIX.4.3
231 ContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.3
1435 ContractMultiplierUnit int Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in.
Value SymbolicName Description Added Updated Deprecated
0 Shares Shares FIX.5.0SP1EP80
1 Hours Hours FIX.5.0SP1EP80
2 Days Days FIX.5.0SP1EP80
FIX.5.0SP1 FIX.5.0SP2EP179
2353 TradingUnitPeriodMultiplier int Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. FIX.5.0SP2
1439 FlowScheduleType int The industry standard flow schedule by which electricity or natural gas is traded. Schedules may exist by regions and on-peak and off-peak status, such as "Western Peak".
Value SymbolicName Description Added Updated Deprecated
0 NERCEasternOffPeak NERC Eastern Off-Peak FIX.5.0SP1EP80
1 NERCWesternOffPeak NERC Western Off-Peak FIX.5.0SP1EP80
2 NERCCalendarAllDaysInMonth NERC Calendar-All Days in month FIX.5.0SP1EP80
3 NERCEasternPeak NERC Eastern Peak FIX.5.0SP1EP80
4 NERCWesternPeak NERC Western Peak FIX.5.0SP1EP80
5 AllTimes All times FIX.5.0SP2EP238
6 OnPeak On peak FIX.5.0SP2EP238
7 OffPeak Off peak FIX.5.0SP2EP238
8 Base Base FIX.5.0SP2EP238
9 Block Block FIX.5.0SP2EP238
99 Other Other FIX.5.0SP2EP238
FIX.5.0SP1 FIX.5.0SP2EP179
969 MinPriceIncrement float Minimum price increment for the instrument. Could also be used to represent tick value. FIX.4.4
1146 MinPriceIncrementAmount Amt Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231] FIX.5.0
996 UnitOfMeasure String 0
Value SymbolicName Description Added Updated Deprecated
Bcf BillionCubicFeet Billion cubic feet FIX.4.4EP-1
MMbbl MillionBarrels Million Barrels FIX.4.4EP-1 FIX.5.0SP2EP169 FIX.5.0SP1
MMBtu OneMillionBTU One Million BTU FIX.4.4EP-1 FIX.5.0SP2EP243
MWh MegawattHours Megawatt hours FIX.4.4EP-1 FIX.5.0SP2EP243
Bbl Barrels Equal to 42 US gallons FIX.4.4EP-1 FIX.5.0SP2EP169
Bu Bushels Bushels FIX.4.4EP-1 FIX.5.0SP2EP169
lbs Pounds pounds FIX.4.4EP-1 FIX.5.0SP2EP169
Gal Gallons Gallons FIX.4.4EP-1 FIX.5.0SP2EP169
oz_tr TroyOunces Troy ounces FIX.4.4EP-1 FIX.5.0SP2EP169
t MetricTons Also known as Tonnes, equal to 1000 kg FIX.4.4EP-1 FIX.5.0SP2EP169
tn Tons Equal to 2000 lbs FIX.4.4EP-1 FIX.5.0SP2EP169
USD USDollars US Dollars FIX.4.4EP-1 FIX.5.0SP2EP169 FIX.5.0SP2EP122
Alw Allowances Allowances FIX.5.0SP1EP89 FIX.5.0SP2EP169
CBM CubicMeters Cubic Meters FIX.5.0SP2EP107 FIX.5.0SP2EP169
CER CertifiedEmissionsReduction Certified emissions reduction FIX.5.0SP2EP107 FIX.5.0SP2EP169
PRINC PrincipalWithRelationToDebtInstrument Principal with relation to debt instrument FIX.5.0SP2EP107 FIX.5.0SP2EP169
CRT ClimateReserveTonnes Climate reserve tonnes FIX.5.0SP2EP114 FIX.5.0SP2EP169
Ccy Currency Amount of currency FIX.5.0SP2EP122 FIX.5.0SP2EP169
BDFT BoardFeet Equal to 144 cubic inches FIX.5.0SP2EP122 FIX.5.0SP2EP169
IPNT IndexPoint Index point FIX.5.0SP2EP122 FIX.5.0SP2EP169
day Day Days FIX.5.0SP2EP122 FIX.5.0SP2EP169
cwt Hundredweight Equal to 100 lbs FIX.5.0SP2EP122 FIX.5.0SP2EP169
g Grams Grams FIX.5.0SP2EP122 FIX.5.0SP2EP169
dt DryMetricTons Dry metric tons FIX.5.0SP2EP122 FIX.5.0SP2EP169
kWh KilowattHours Kilowatt hours FIX.5.0SP2EP137 FIX.5.0SP2EP243
EnvOfst EnvironmentalOffset Environmental Offset FIX.5.0SP2EP137 FIX.5.0SP2EP169
EnvCrd EnvironmentalCredit Environmental credit FIX.5.0SP2EP137 FIX.5.0SP2EP169
kW-min KilowattMinute Kilowatt-Minute (electrical capacity) FIX.5.0SP2EP137
MW-min MegawattMinute Megawatt-Minute FIX.5.0SP2EP137 FIX.5.0SP2EP169
kW-h KilowattHour Kilowatt-Hour FIX.5.0SP2EP137 FIX.5.0SP2EP169
MW-h MegawattHour Megawatt-Hour FIX.5.0SP2EP137 FIX.5.0SP2EP169
kW-d KilowattDay Kilowatt-Day FIX.5.0SP2EP137 FIX.5.0SP2EP169
MW-d MegawattDay Megawatt-Day FIX.5.0SP2EP137 FIX.5.0SP2EP169
kW-M KilowattMonth Kilowatt-Month FIX.5.0SP2EP137 FIX.5.0SP2EP169
MW-M MegawattMonth Megawatt-Month FIX.5.0SP2EP137 FIX.5.0SP2EP169
kW-a KilowattYear Kilowatt-Year FIX.5.0SP2EP137 FIX.5.0SP2EP169
MW-a MegawattYear Megawatt-Year FIX.5.0SP2EP137 FIX.5.0SP2EP169
thm therms Equal to 100,000 BTU FIX.5.0SP2EP152 FIX.5.0SP2EP243
GJ gigajoules gigajoules FIX.5.0SP2EP152 FIX.5.0SP2EP169
L liters liters FIX.5.0SP2EP152 FIX.5.0SP2EP169
kL kiloliters kiloliters FIX.5.0SP2EP152 FIX.5.0SP2EP169
kg Kilograms Kilograms FIX.5.0SP2EP154 FIX.5.0SP2EP169
GT GrossTons Also known as long tons or imperial tons, equal to 2240 lbs FIX.5.0SP2EP154 FIX.5.0SP2EP169
CDD CoolingDegreeDay Cooling degree day FIX.5.0SP2EP169
CPD CriticalPrecipDay Critical precipitation day FIX.5.0SP2EP169
EnvAllwnc EnvAllwncCert Environmental allowance certificates FIX.5.0SP2EP169
HDD HeatingDegreeDay Heating degree day FIX.5.0SP2EP169
kHR HeatRate The number of BTUs required to produce one kilowatt hour of electricity, typically 3,412.14 BTUs per 1 kWh. FIX.5.0SP2EP243
MHR MegaHeatRate The number of million BTUs required to produce one megawatt hour of electricity, typically 3.41214 million BTUs per 1 MWh. FIX.5.0SP2EP243
FIX.4.4
1147 UnitOfMeasureQty Qty Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty. FIX.5.0
1716 UnitOfMeasureCurrency Currency Indicates the currency of the unit of measure. Conditionally required when UnitOfMeasure(996) = Ccy FIX.5.0SP2
1191 PriceUnitOfMeasure String Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract FIX.5.0
1192 PriceUnitOfMeasureQty Qty Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100. FIX.5.0
1717 PriceUnitOfMeasureCurrency Currency Indicates the currency of the price unit of measure. Conditionally required when PriceUnitOfMeasure(1191) = Ccy FIX.5.0SP2
1193 SettlMethod String Conditionally required if SettlSubMethod(2579) is specified.
Value SymbolicName Description Added Updated Deprecated
C CashSettlementRequired Cash settlement required FIX.5.0EP52
P PhysicalSettlementRequired Physical settlement required FIX.5.0EP52
E Election The settlement method will be elected at the time of contract exercise. FIX.5.0SP2EP169
FIX.5.0 FIX.5.0SP2EP195
2579 SettlSubMethod int None
Value SymbolicName Description Added Updated Deprecated
1 Shares None FIX.5.0SP2EP195
2 Derivatives None FIX.5.0SP2EP195
3 PaymentVsPayment None FIX.5.0SP2EP195
4 Notional None FIX.5.0SP2EP195
5 Cascade None FIX.5.0SP2EP195
6 Repurchase None FIX.5.0SP2EP195
99 Other None FIX.5.0SP2EP195
FIX.5.0SP2
1194 ExerciseStyle int Type of exercise of a derivatives security
Value SymbolicName Description Added Updated Deprecated
0 European European FIX.5.0EP52
1 American American FIX.5.0EP52
2 Bermuda Bermuda FIX.5.0EP52
99 Other Other FIX.5.0SP2EP161
FIX.5.0
1482 OptPayoutType int Indicates the type of valuation method or payout trigger for an in-the-money option.
Value SymbolicName Description Added Updated Deprecated
1 Vanilla Vanilla FIX.5.0SP1EP92
2 Capped Capped FIX.5.0SP1EP92
3 Binary Digital (Binary) FIX.5.0SP1EP92 FIX.5.0SP2EP238
4 Asian Asian FIX.5.0SP2EP238
5 Barrier Barrier FIX.5.0SP2EP238
6 DigitalBarrier Digital Barrier FIX.5.0SP2EP238
7 Lookback Lookback FIX.5.0SP2EP238
8 OtherPathDependent Other path dependent FIX.5.0SP2EP238
99 Other Other FIX.5.0SP2EP238
FIX.5.0SP1
1195 OptPayoutAmount Amt Conditionally required if OptPayoutType(1482) = 3 (Binary). FIX.5.0 FIX.5.0SP2EP169
2753 ReturnTrigger int Indicates the type of return or payout trigger for the swap or forward.
Value SymbolicName Description Added Updated Deprecated
1 Dividend Dividend FIX.5.0SP2EP238
2 Variance Variance FIX.5.0SP2EP238
3 Volatility Volatility FIX.5.0SP2EP238
4 TotalReturn Total return FIX.5.0SP2EP238
5 ContractForDifference Contract for difference FIX.5.0SP2EP238
6 CreditDefault Credit default FIX.5.0SP2EP238
7 SpreadBet Spread bet FIX.5.0SP2EP238
8 Price Price FIX.5.0SP2EP238
9 ForwardPriceUnderlyingInstrument Forward price of underlying instrument FIX.5.0SP2EP238
99 Other Other FIX.5.0SP2EP238
FIX.5.0SP2
1196 PriceQuoteMethod String Method for price quotation
Value SymbolicName Description Added Updated Deprecated
STD Standard Standard, money per unit of a physical FIX.5.0EP52
INX Index Index FIX.5.0EP52
INT InterestRateIndex Interest rate Index FIX.5.0EP52
PCTPAR PercentOfPar Percent of Par FIX.5.0SP1EP83
FIX.5.0
1197 ValuationMethod String Indicates type of valuation method used.
Value SymbolicName Description Added Updated Deprecated
EQTY PremiumStyle premium style FIX.5.0EP52
FUT FuturesStyleMarkToMarket futures style mark-to-market FIX.5.0EP52
FUTDA FuturesStyleWithAnAttachedCashAdjustment futures style with an attached cash adjustment FIX.5.0EP52
CDS CDSStyleCollateralization CDS style collateralization of market to market and coupon FIX.5.0SP1EP83
CDSD CDSInDeliveryUseRecoveryRateToCalculate CDS in delivery - use recovery rate to calculate obligation FIX.5.0SP1EP83
FIX.5.0 FIX.5.0SP1EP83
2002 ValuationSource String Specifies the source of trade valuation data. FIX.5.0SP2
2140 ValuationReferenceModel String Specifies the methodology and/or assumptions used to generate the trade value. FIX.5.0SP2
1524 PriceQuoteCurrency Currency Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. FIX.5.0SP2
1198 ListMethod int Indicates whether the instruments are pre-listed only or can also be defined via user request
Value SymbolicName Description Added Updated Deprecated
0 PreListedOnly pre-listed only FIX.5.0EP52
1 UserRequested user requested FIX.5.0EP52
FIX.5.0
1199 CapPrice Price Used to express the ceiling price of a capped call FIX.5.0
1200 FloorPrice Price Used to express the floor price of a capped put FIX.5.0
201 PutOrCall int Used to express option right
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.4.4
2681 InTheMoneyCondition int Used to express in-the-moneyness behavior in general terms for the option without the use of StrikePrice(202) and PutOrCall(201).
Value SymbolicName Description Added Updated Deprecated
0 StandardITM The option's strike price is less than the underlying settlement price for a call or greater than the underlying settlement price for a put. FIX.5.0SP2EP224
1 ATMITM The option's strike price of either the put or call is equal to the underlying settlement price in addition to standard in-the-money behavior. FIX.5.0SP2EP224
2 ATMCallITM The call option's strike price is equal to the underlying settlement price in addition to standard in-the-money behavior. FIX.5.0SP2EP224
3 ATMPutITM The put option's strike price is equal to the underlying settlement price in addition to standard in-the-money behavior. FIX.5.0SP2EP224
FIX.5.0SP2
2685 ContraryInstructionEligibilityIndicator Boolean Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of InTheMoneyCondition(2681). When not specified, the eligibility is undefined or not applicable. FIX.5.0SP2
1244 FlexibleIndicator Boolean Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator FIX.5.0
1242 FlexProductEligibilityIndicator Boolean Used to indicate if a product or group of product supports the creation of flexible securities FIX.5.0
2575 BlockTradeEligibilityIndicator Boolean None FIX.5.0SP2
2574 LowExercisePriceOptionIndicator Boolean None FIX.5.0SP2
997 TimeUnit String Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
Value SymbolicName Description Added Updated Deprecated
H Hour Hour FIX.4.4EP-1
Min Minute Minute FIX.4.4EP-1
S Second Second FIX.4.4EP-1
D Day Day FIX.4.4EP-1
Wk Week Week FIX.4.4EP-1
Mo Month Month FIX.4.4EP-1
Yr Year Year FIX.4.4EP-1
Q Quarter Quarter FIX.5.0SP2EP191
FIX.4.4
223 CouponRate Percentage For Fixed Income. FIX.4.3
207 SecurityExchange Exchange Can be used to identify the security. FIX.4.3
970 PositionLimit int Position Limit for the instrument. FIX.4.4
971 NTPositionLimit int Near-term Position Limit for the instrument. FIX.4.4
106 Issuer String Name of security issuer (e.g. International Business Machines, GNMA).
see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" 		FIX.4.3
348 EncodedIssuerLen Length Must be set if EncodedIssuer(349) field is specified and must immediately precede it. FIX.4.3 FIX.5.0SP2EP232
349 EncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer(106) field in the encoded format specified via the MessageEncoding(347) field. FIX.4.3 FIX.5.0SP2EP232
2737 FinancialInstrumentShortName String Short name of the financial instrument. Uses ISO 18774 (FINS) values. FIX.5.0SP2
2714 FinancialInstrumentFullName String The full normative name of the financial instrument. FIX.5.0SP2
2715 EncodedFinancialInstrumentFullNameLen Length Must be set if EncodedFinancialInstrumentFullName(2716) field is specified and must immediately precede it. FIX.5.0SP2
2716 EncodedFinancialInstrumentFullName data Encoded (non-ASCII characters) representation of the FinancialInstrumentFullName(2714) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
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.4.3
350 EncodedSecurityDescLen Length Must be set if EncodedSecurityDesc(351) field is specified and must immediately precede it. FIX.4.3 FIX.5.0SP2EP232
351 EncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc(107) field in the encoded format specified via the MessageEncoding(347) field. FIX.4.3 FIX.5.0SP2EP232
SecurityXML Embedded XML document describing the instrument. FIX.5.0 FIX.5.0SP2EP145
691 Pool String Identifies MBS / ABS pool FIX.4.4
667 ContractSettlMonth MonthYear Must be present for MBS/TBA FIX.4.4
875 CPProgram int The program under which a commercial paper is issued
Value SymbolicName Description Added Updated Deprecated
1 Program3a3 Arising out of a current transaction with a maturity less than 9 months. FIX.4.4 FIX.5.0SP2EP201
2 Program42 Issued not involving any public offering. FIX.4.4 FIX.5.0SP2EP201
99 Other Other FIX.4.4
3 Program3a2 Issued or guaranteed by the US, state or territorial government. FIX.5.0SP2EP201
4 Program3a3And3c7 Combination of 3(a)(3) and 3(c)(7). FIX.5.0SP2EP201
5 Program3a4 Religious, education, benevolent, fraternal, charitable or reformatory purposes. FIX.5.0SP2EP201
6 Program3a5 Issued by an institution supervised by state or federal authority or by an exempt farmer's cooperative. FIX.5.0SP2EP201
7 Program3a7 Issued by a receiver or trustee in bankruptcy. FIX.5.0SP2EP201
8 Program3c7 Qualified hedge-fund under the Investment Company Act of 1940. FIX.5.0SP2EP201
FIX.4.4
876 CPRegType String The registration type of a commercial paper issuance FIX.4.4
EvntGrp Number of repeating EventType group entries. FIX.4.4
873 DatedDate LocalMktDate If different from IssueDate FIX.4.4
874 InterestAccrualDate LocalMktDate If different from IssueDate and DatedDate FIX.4.4
InstrumentParties Used to identify the parties related to a specific instrument. FIX.4.4 FIX.5.0SP2EP195
1687 ShortSaleRestriction int Indicates whether a restriction applies to short selling a security.
Value SymbolicName Description Added Updated Deprecated
0 NoRestrictions No restrictions FIX.5.0SP2EP120
1 SecurityNotShortable Security is not shortable FIX.5.0SP2EP120
2 SecurityNotShortableAtOrBelowBestBid Security not shortable at or below the best bid FIX.5.0SP2EP120
3 SecurityNotShortableWithoutPreBorrow Security is not shortable without pre-borrow FIX.5.0SP2EP164
FIX.5.0SP2
ComplexEvents FIX.5.0SP1
1787 RefTickTableID int Spread table code referred by the security or symbol. FIX.5.0SP2
2141 StrategyType String Specifies the type of trade strategy.
Value SymbolicName Description Added Updated Deprecated
STD Straddle Straddle FIX.5.0SP2EP169
STG Strangle Strangle FIX.5.0SP2EP169
BF Butterfly Butterfly FIX.5.0SP2EP169
CNDR Condor Condor FIX.5.0SP2EP169
CISN CallableInversibleSnowball Callable inversible snowball FIX.5.0SP2EP169
OTHER Other Other FIX.5.0SP2EP169
FIX.5.0SP2
2142 CommonPricingIndicator Boolean When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price. FIX.5.0SP2
2143 SettlDisruptionProvision int Specifies the consequences of bullion settlement disruption events.
Value SymbolicName Description Added Updated Deprecated
1 Negotiation Negotiation FIX.5.0SP2EP169
2 Cancellation Cancellation and payment FIX.5.0SP2EP169
FIX.5.0SP2
2752 DeliveryRouteOrCharter String Specific delivery route or time charter average. Applicable to commodity freight contracts. FIX.5.0SP2
2144 InstrumentRoundingDirection char Specifies the rounding direction if not overridden elsewhere. FIX.5.0SP2
2145 InstrumentRoundingPrecision int Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. FIX.5.0SP2
2576 InstrumentPricePrecision int None FIX.5.0SP2
DateAdjustment FIX.5.0SP2
PricingDateTime FIX.5.0SP2
MarketDisruption FIX.5.0SP2
OptionExercise FIX.5.0SP2
StreamGrp FIX.5.0SP2
ProvisionGrp FIX.5.0SP2
AdditionalTermGrp FIX.5.0SP2
ProtectionTermGrp FIX.5.0SP2
CashSettlTermGrp FIX.5.0SP2
PhysicalSettlTermGrp FIX.5.0SP2
ExtraordinaryEventGrp FIX.5.0SP2
2602 ExtraordinaryEventAdjustmentMethod int Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
Value SymbolicName Description Added Updated Deprecated
0 CalculationAgent The Calculation Agent has the right to adjust the terms of the trade following a corporate action. FIX.5.0SP2EP208
1 OptionsExchange The trade will be adjusted in accordance with any adjustment made by the exchange on which options on the underlying are listed. FIX.5.0SP2EP208
FIX.5.0SP2
2603 ExchangeLookAlike Boolean For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. FIX.5.0SP2

InstrumentExtension

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

Tag Name Reqd Type Description Added Updated Deprecated
668 DeliveryForm int Identifies the form of delivery.
Value SymbolicName Description Added Updated Deprecated
1 BookEntry Book Entry (default) FIX.4.4
2 Bearer Bearer FIX.4.4
FIX.4.4
869 PctAtRisk Percentage Percent at risk due to lowest possible call. FIX.4.4
AttrbGrp Number of repeating InstrAttrib group entries. FIX.4.4
2736 CommodityFinalPriceType int Final price type of the commodity as specified by the trading venue.
Value SymbolicName Description Added Updated Deprecated
0 ArgusMcCloskey Argus McCloskey FIX.5.0SP2EP235
1 Baltic Baltic FIX.5.0SP2EP235
2 Exchange Exchange FIX.5.0SP2EP235
3 GlobalCoal Global Coal FIX.5.0SP2EP235
4 IHSMcCloskey IHS McCloskey FIX.5.0SP2EP235
5 Platts Platts FIX.5.0SP2EP235
99 Other Other FIX.5.0SP2EP235
FIX.5.0SP2
IndexRollMonthGrp FIX.5.0SP2
2738 NextIndexRollDate LocalMktDate Next index roll date. FIX.5.0SP2
FloatingRateIndex FIX.5.0SP2
ReferenceDataDateGrp FIX.5.0SP2

InstrumentLeg

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

Tag Name Reqd Type Description Added Updated Deprecated
600 LegSymbol String Multileg instrument's individual security's Symbol.
See Symbol (55) field for description 		FIX.4.3
601 LegSymbolSfx String Multileg instrument's individual security's SymbolSfx.
See SymbolSfx (65) field for description 		FIX.4.3
602 LegSecurityID String Multileg instrument's individual security's SecurityID.
See SecurityID (48) field for description 		FIX.4.3
603 LegSecurityIDSource String Multileg instrument's individual security's SecurityIDSource.
See SecurityIDSource (22) field for description 		FIX.4.3
LegSecAltIDGrp FIX.4.4
1788 LegID String Used for unique identification of the leg that can subsequently be used whenever a simple leg identification is sufficient. It can also serve as input value for LegRefID(654) whenever only a simple leg reference is allowed or needed. FIX.5.0SP2
607 LegProduct int Multileg instrument's individual security's Product.
See Product (460) field for description 		FIX.4.3
1594 LegSecurityGroup String Represents the product group of a leg.This is useful in conveying multi-leg instruments where the legs may participate in separate security groups. FIX.5.0SP2
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
764 LegSecuritySubType String SecuritySubType of the leg instrument.
See SecuritySubType (762) field for description 		FIX.4.4
610 LegMaturityMonthYear MonthYear Multileg instrument's individual security's MaturityMonthYear.
See MaturityMonthYear (200) field for description 		FIX.4.3
611 LegMaturityDate LocalMktDate Multileg instrument's individual security's MaturityDate.
See MaturityDate (54) field for description 		FIX.4.3
1212 LegMaturityTime TZTimeOnly Time of security's maturity expressed in local time with offset to UTC specified FIX.5.0
2146 LegSettleOnOpenFlag String Indicator to determine if the instrument is to settle on open. FIX.5.0SP2
2147 LegInstrmtAssignmentMethod char Specifies the method under which assignment was conducted. FIX.5.0SP2
2148 LegSecurityStatus String Used for derivatives. Denotes the current state of the InstrumentLeg. FIX.5.0SP2
248 LegCouponPaymentDate LocalMktDate Multileg instrument's individual leg security's CouponPaymentDate.
See CouponPaymentDate (224) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.3
2149 LegRestructuringType String A category of CDS credit event in which the underlying bond experiences a restructuring.
Used to define a CDS instrument. 		FIX.5.0SP2
2150 LegSeniority String Specifies which issue (underlying bond) will receive payment priority in the event of a default.
Used to define a CDS instrument. 		FIX.5.0SP2
2151 LegNotionalPercentageOutstanding Percentage Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index.
Used to calculate the true value of a CDS trade or position. 		FIX.5.0SP2
2152 LegOriginalNotionalPercentageOutstanding Percentage Used to reflect the Original value prior to the application of a credit event. See LegNotionalPercentageOutstanding(2151). FIX.5.0SP2
2153 LegAttachmentPoint Percentage Lower bound percentage of the loss that the tranche can endure. FIX.5.0SP2
2154 LegDetachmentPoint Percentage Upper bound percentage of the loss the tranche can endure. FIX.5.0SP2
2155 LegObligationType String Type of reference obligation for credit derivatives contracts. FIX.5.0SP2
2348 LegAssetGroup int Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). FIX.5.0SP2
2067 LegAssetClass int Required if LegAssetSubClass(2068) is specified. FIX.5.0SP2 FIX.5.0SP2EP235
2068 LegAssetSubClass int Required if LegAssetType(2069) is specified. FIX.5.0SP2 FIX.5.0SP2EP235
2069 LegAssetType String Required if LegAssetSubType(2739) is specified. FIX.5.0SP2 FIX.5.0SP2EP235
2739 LegAssetSubType String Used to provide a more specific description of the asset specified in LegAssetType(2069).
See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values.
FIX.5.0SP2
LegSecondaryAssetGrp FIX.5.0SP2
LegAssetAttributeGrp FIX.5.0SP2
2070 LegSwapClass String Swap type. FIX.5.0SP2
2156 LegSwapSubClass String The sub-classification or notional schedule type of the swap. FIX.5.0SP2
2157 LegNthToDefault int Conditionally required when LegMthToDefault(2158) is specified. FIX.5.0SP2
2158 LegMthToDefault int The Mth reference obligation to default in a CDS reference basket. When an NthToDefault(2157) to MthToDefault(2158) are represented then the CDS payout occurs between the Nth and Mth obligations to default. FIX.5.0SP2
2159 LegSettledEntityMatrixSource String Relevant settled entity matrix source. FIX.5.0SP2
2160 LegSettledEntityMatrixPublicationDate LocalMktDate The publication date of the applicable version of the matrix. When this element is omitted, the Standard Terms Supplement defines rules for which version of the matrix is applicable. FIX.5.0SP2
2161 LegCouponType int Specifies the coupon type of the bond. FIX.5.0SP2
2162 LegTotalIssuedAmount Amt Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security. FIX.5.0SP2
2163 LegCouponFrequencyPeriod int Conditionally required when LegCouponFreqUnit(2164) is specified. FIX.5.0SP2
2164 LegCouponFrequencyUnit String Conditionally required when LegCouponFreqPeriod(2163) is specified. FIX.5.0SP2
2165 LegCouponDayCount int The day count convention used in interest calculations for a bond or an interest bearing security. FIX.5.0SP2
2166 LegConvertibleBondEquityID String Identifies the equity in which a convertible bond can be converted to. FIX.5.0SP2
2167 LegConvertibleBondEquityIDSource String Conditionally required when LegConvertibleBondEquityID(2166) is specified. FIX.5.0SP2
2168 LegContractPriceRefMonth MonthYear Reference month if there is no applicable LegMaturityMonthYear(610) value for the contract or security. FIX.5.0SP2
2169 LegLienSeniority int Indicates the seniority level of the lien in a loan. FIX.5.0SP2
2170 LegLoanFacility int Specifies the type of loan when the credit default swap's reference obligation is a loan. FIX.5.0SP2
2171 LegReferenceEntityType int Specifies the type of reference entity for first-to-default CDS basket contracts. FIX.5.0SP2
2172 LegIndexSeries int The series identifier of a credit default swap index. FIX.5.0SP2
2173 LegIndexAnnexVersion int The version of a credit default swap index annex. FIX.5.0SP2
2174 LegIndexAnnexDate LocalMktDate The date of a credit default swap index series annex. FIX.5.0SP2
2175 LegIndexAnnexSource String The source of a credit default swap series annex. FIX.5.0SP2
2176 LegSettlRateIndex String In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment. FIX.5.0SP2
2177 LegSettlRateIndexLocation String This is an optional qualifying attribute of LegSettlementRateIndex(2176) such as the delivery zone for an electricity contract. FIX.5.0SP2
2178 LegOptionExpirationDesc String Description of the option expiration. FIX.5.0SP2
2179 EncodedLegOptionExpirationDescLen Length Must be set if EncodedLegOptionExpirationDesc(2180) field is specified and must immediately precede it. FIX.5.0SP2
2180 EncodedLegOptionExpirationDesc data Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
249 LegIssueDate LocalMktDate Multileg instrument's individual leg security's IssueDate.
See IssueDate (225) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.3
250 LegRepoCollateralSecurityType String Multileg instrument's individual leg security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) FIX.4.3 FIX.4.4
251 LegRepurchaseTerm int Multileg instrument's individual leg security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) FIX.4.3 FIX.4.4
252 LegRepurchaseRate Percentage Multileg instrument's individual leg security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) FIX.4.3 FIX.4.4
253 LegFactor float Multileg instrument's individual leg security's Factor.
See Factor (228) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.3
257 LegCreditRating String Multileg instrument's individual leg security's CreditRating.
See CreditRating (255) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.3
599 LegInstrRegistry String Multileg instrument's individual leg security's InstrRegistry.
See InstrRegistry (543) field for description 		FIX.4.3
596 LegCountryOfIssue Country Multileg instrument's individual leg security's CountryOfIssue.
See CountryOfIssue (470) field for description 		FIX.4.3
597 LegStateOrProvinceOfIssue String Multileg instrument's individual leg security's StateOrProvinceOfIssue.
See StateOrProvinceOfIssue (471) field for description 		FIX.4.3
598 LegLocaleOfIssue String Multileg instrument's individual leg security's LocaleOfIssue.
See LocaleOfIssue (472) field for description 		FIX.4.3
254 LegRedemptionDate LocalMktDate Multileg instrument's individual leg security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) FIX.4.3 FIX.4.4
612 LegStrikePrice Price Multileg instrument's individual security's StrikePrice.
See StrikePrice (202) field for description 		FIX.4.3
942 LegStrikeCurrency Currency Currency in which the strike price of a instrument leg of a multileg instrument is denominated FIX.4.4
2181 LegStrikeMultiplier float Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. FIX.5.0SP2
2182 LegStrikeValue float The number of shares/units for the financial instrument involved in the option trade. Used for derivatives. FIX.5.0SP2
2183 LegStrikeUnitOfMeasure String Used to express the unit of measure (UOM) of the price if different from the contract. FIX.5.0SP2
2184 LegStrikeIndex String Specifies the index used to calculate the strike price. FIX.5.0SP2
2604 LegStrikeIndexCurvePoint String The point on the floating rate index curve. Sample values:
M = combination of a number between 1-12 and an "M" for month, e.g. 3M
Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y
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. 		FIX.5.0SP2
2185 LegStrikeIndexSpread PriceOffset Specifies the strike price offset from the named index. FIX.5.0SP2
2605 LegStrikeIndexQuote int The quote side from which the index price is to be determined. FIX.5.0SP2
2186 LegStrikePriceDeterminationMethod int Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. FIX.5.0SP2
2187 LegStrikePriceBoundaryMethod int When specified, LegPutOrCall(1358), LegStrikePrice(612), and LegStrikePriceBoundaryPrecision(2188) must also be specified. FIX.5.0SP2 FIX.5.0SP2EP224
2188 LegStrikePriceBoundaryPrecision Percentage Used in combination with StrikePriceBoundaryMethod(2187) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. FIX.5.0SP2
2189 LegUnderlyingPriceDeterminationMethod int Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option"). FIX.5.0SP2
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
1436 LegContractMultiplierUnit int "Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit LegContractMultiplier(tag 614) is expressed in.
 FIX.5.0SP1 FIX.5.0SP2EP179
2354 LegTradingUnitPeriodMultiplier int Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. FIX.5.0SP2
1440 LegFlowScheduleType int The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". FIX.5.0SP1 FIX.5.0SP2EP179
2190 LegMinPriceIncrement float Minimum price increment for a given exchange-traded instrument. Could also be used to represent tick value. FIX.5.0SP2
2191 LegMinPriceIncrementAmount Amt Minimum price increment amount associated with the LegMinPriceIncrement(2190). For listed derivatives, the value can be calculated by multiplying LegMinPriceIncrement(2190) by LegContractMultiplier(614). FIX.5.0SP2
999 LegUnitOfMeasure String Refer to defintion of UnitOfMeasure(996) FIX.4.4
1224 LegUnitOfMeasureQty Qty Refer to definition of UnitOfMeasureQty(1147) FIX.5.0
1720 LegUnitOfMeasureCurrency Currency Indicates the currency of the unit of measure. Conditionally required when LegUnitOfMeasure(999) = Ccy FIX.5.0SP2
1421 LegPriceUnitOfMeasure String Refer to definition for PriceUnitOfMeasure(1191) FIX.5.0
1422 LegPriceUnitOfMeasureQty Qty Refer to definition of PriceUnitOfMeasureQty(1192) FIX.5.0
1721 LegPriceUnitOfMeasureCurrency Currency Indicates the currency of the price unit of measure. Conditionally required when LegPriceUnitOfMeasure(1421) = Ccy FIX.5.0SP2
2192 LegSettlMethod String Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. FIX.5.0SP2
1001 LegTimeUnit String Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) FIX.4.4
1420 LegExerciseStyle int Type of exercise of a derivatives security FIX.5.0
2193 LegOptPayoutType int Indicates the type of valuation method or trigger payout for an in-the-money option. FIX.5.0SP2
2194 LegOptPayoutAmount Amt Conditionally required if LegOptPayoutTyp(2193) = 3 (Binary). FIX.5.0SP2
2755 LegReturnTrigger int Indicates the type of return or payout trigger for the swap or forward. FIX.5.0SP2
2195 LegPriceQuoteMethod String Specifies the method for price quotation. FIX.5.0SP2
2196 LegValuationMethod String Specifies the type of valuation method applied. FIX.5.0SP2
2197 LegValuationSource String Specifies the source of trade valuation data. FIX.5.0SP2
2198 LegValuationReferenceModel String Specifies the methodology and/or assumptions used to generate the trade value. FIX.5.0SP2
1528 LegPriceQuoteCurrency Currency Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. FIX.5.0SP2
2199 LegListMethod int Indicates whether instruments are pre-listed only or can also be defined via user request. FIX.5.0SP2
2200 LegCapPrice Price Used to express the ceiling price of a capped call. FIX.5.0SP2
2201 LegFloorPrice Price Used to express the floor price of a capped put. FIX.5.0SP2
2202 LegFlexibleIndicator Boolean Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative to LegCFICode(608) Standard/Non-standard attribute. FIX.5.0SP2
2203 LegFlexProductEligibilityIndicator Boolean Used to indicate if a product or group of product supports the creation of flexible securities. FIX.5.0SP2
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
2205 LegPositionLimit int Position Limit for a given exchange-traded product. FIX.5.0SP2
2206 LegNTPositionLimit int Position limit in the near-term contract for a given exchange-traded product. FIX.5.0SP2
617 LegIssuer String Multileg instrument's individual security's Issuer.
See Issuer (106) field for description 		FIX.4.3
618 EncodedLegIssuerLen Length Must be set if EncodedLegIssuer(618) field is specified and must immediately precede it. FIX.4.3 FIX.5.0SP2EP232
619 EncodedLegIssuer data Encoded (non-ASCII characters) representation of the LegIssuer(617) field in the encoded format specified via the MessageEncoding(347) field. FIX.4.3 FIX.5.0SP2EP232
2740 LegFinancialInstrumentShortName String Short name of the financial instrument. Uses ISO 18774 (FISN) values. FIX.5.0SP2
2717 LegFinancialInstrumentFullName String The full normative name of the multileg's financial instrument. FIX.5.0SP2
2718 EncodedLegFinancialInstrumentFullNameLen Length Must be set if EncodedLegFinancialInstrumentFullName(2719) field is specified and must immediately precede it. FIX.5.0SP2
2719 EncodedLegFinancialInstrumentFullName data Encoded (non-ASCII characters) representation of the LegFinancialInstrumentFullName(2717) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
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
621 EncodedLegSecurityDescLen Length Must be set if LegEncodedSecurityDesc(622) field is specified and must immediately precede it. FIX.4.3 FIX.5.0SP2EP232
622 EncodedLegSecurityDesc data Encoded (non-ASCII characters) representation of the LegSecurityDesc(620) field in the encoded format specified via the MessageEncoding(347) field. FIX.4.3 FIX.5.0SP2EP232
LegSecurityXML Embedded XML document describing the leg instrument. FIX.5.0SP2
2207 LegCPProgram int The program under which a commercial paper is issued. FIX.5.0SP2
2208 LegCPRegType String The registration type of a commercial paper issuance. FIX.5.0SP2
623 LegRatioQty float Specific to the (not in ) FIX.4.3
624 LegSide char Specific to the (not in ) FIX.4.3
556 LegCurrency Currency Specific to the (not in ) FIX.4.4
740 LegPool String Identifies MBS / ABS pool FIX.4.4
739 LegDatedDate LocalMktDate The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date FIX.4.4
955 LegContractSettlMonth MonthYear Specifies when the contract (i.e. MBS/TBA) will settle. FIX.4.4
956 LegInterestAccrualDate LocalMktDate The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date FIX.4.4
1358 LegPutOrCall int Used to express option right FIX.5.0
2682 LegInTheMoneyCondition int Used to express in-the-moneyness behavior in general terms for the option without the use of LegStrikePrice(612) and LegPutOrCall(1358). FIX.5.0SP2
2686 LegContraryInstructionEligibilityIndicator Boolean Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of LegInTheMoneyCondition(2682). When not specified, the eligibility is undefined or not applicable. FIX.5.0SP2
1017 LegOptionRatio float LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity. FIX.4.4
566 LegPrice Price Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price. FIX.4.4
LegEvntGrp FIX.5.0SP2
LegInstrumentParties FIX.5.0SP2
2209 LegShortSaleRestriction int Indicates whether a restriction applies to short selling a security. FIX.5.0SP2
LegComplexEvents FIX.5.0SP2
2211 LegStrategyType String Specifies the type of trade strategy. FIX.5.0SP2
2212 LegCommonPricingIndicator Boolean When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price. FIX.5.0SP2
2213 LegSettlDisruptionProvision int Specifies the consequences of bullion settlement disruption events. FIX.5.0SP2
2754 LegDeliveryRouteOrCharter String Specific delivery route or time charter average. Applicable to commodity freight contracts. FIX.5.0SP2
2214 LegInstrumentRoundingDirection char Specifies the rounding direction if not overridden elsewhere. FIX.5.0SP2
2215 LegInstrumentRoundingPrecision int Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. FIX.5.0SP2
LegDateAdjustment FIX.5.0SP2
LegPricingDateTime FIX.5.0SP2
LegMarketDisruption FIX.5.0SP2
LegOptionExercise FIX.5.0SP2
LegStreamGrp FIX.5.0SP2
LegProvisionGrp FIX.5.0SP2
LegAdditionalTermGrp FIX.5.0SP2
LegProtectionTermGrp FIX.5.0SP2
LegCashSettlTermGrp FIX.5.0SP2
LegPhysicalSettlTermGrp FIX.5.0SP2
LegExtraordinaryEventGrp FIX.5.0SP2
2606 LegExtraordinaryEventAdjustmentMethod int Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. FIX.5.0SP2
2607 LegExchangeLookAlike Boolean For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. FIX.5.0SP2

LegBenchmarkCurveData

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

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

LegStipulations

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

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

NestedParties

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

Tag Name Reqd Type Description Added Updated Deprecated
539 NoNestedPartyIDs NumInGroup Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole FIX.4.3
⇒524 NestedPartyID String Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. FIX.4.3
⇒525 NestedPartyIDSource char Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. FIX.4.3
⇒538 NestedPartyRole int Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. FIX.4.3
⇒2384 NestedPartyRoleQualifier int Used to further qualify the value of NestedPartyRole(538). FIX.5.0SP2
⇒NstdPtysSubGrp Repeating group of NestedParty sub-identifiers. FIX.4.4

OrderQtyData

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

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

Parties

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

Tag Name Reqd Type Description Added Updated Deprecated
453 NoPartyIDs NumInGroup Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole FIX.4.3
⇒448 PartyID String Required if NoPartyIDs(453) > 0. Identification of the party. FIX.4.3 FIX.5.0SP2EP204
⇒447 PartyIDSource char Required if NoPartyIDs(453) > 0. Used to identify classification source.
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 FIX.5.0SP2EP204
⇒452 PartyRole int Required if NoPartyIDs(453) > 0. Identifies the type of PartyID(448).
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 FIX.5.0SP2EP204
⇒2376 PartyRoleQualifier int Used to further qualify the value of PartyRole(452). FIX.5.0SP2
⇒PtysSubGrp Repeating group of Party sub-identifiers. FIX.4.4

PegInstructions

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

Tag Name Reqd Type Description Added Updated Deprecated
211 PegOffsetValue float Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType FIX.4.4
1094 PegPriceType int Defines the type of peg.
Value SymbolicName Description Added Updated Deprecated
1 LastPeg Last peg (last sale) FIX.4.4EP-1
2 MidPricePeg Mid-price peg (midprice of inside quote) FIX.4.4EP-1
3 OpeningPeg Opening peg FIX.4.4EP-1
4 MarketPeg Market peg FIX.4.4EP-1
5 PrimaryPeg Primary peg (primary market - buy at bid or sell at offer) FIX.4.4EP-1
7 PegToVWAP Peg to VWAP FIX.4.4EP-1
8 TrailingStopPeg Trailing Stop Peg FIX.4.4EP-1
9 PegToLimitPrice Peg to Limit Price FIX.4.4EP-1
10 ShortSaleMinPricePeg Short sale minimum price Peg (published price that a short sell order must meet in order to comply with regulatory requirements, e.g. SEC uptick rules). FIX.5.0SP2EP123
FIX.4.4
835 PegMoveType int Describes whether peg is static/fixed or floats
Value SymbolicName Description Added Updated Deprecated
0 Floating Floating (default) FIX.4.4
1 Fixed Fixed FIX.4.4
FIX.4.4
836 PegOffsetType int Type of Peg Offset (e.g. price offset, tick offset etc)
Value SymbolicName Description Added Updated Deprecated
0 Price Price (default) FIX.4.4
1 BasisPoints Basis Points FIX.4.4
2 Ticks Ticks FIX.4.4
3 PriceTier Price Tier / Level FIX.4.4
4 Percentage Percentage FIX.5.0SP2EP223
FIX.4.4
837 PegLimitType int Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc)
Value SymbolicName Description Added Updated Deprecated
0 OrBetter Or better (default) - price improvement allowed FIX.4.4
1 Strict Strict - limit is a strict limit FIX.4.4
2 OrWorse Or worse - for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range) FIX.4.4
FIX.4.4
838 PegRoundDirection int If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive)
Value SymbolicName Description Added Updated Deprecated
1 MoreAggressive More aggressive - on a buy order round the price up to the nearest tick; on a sell order round down to the nearest tick FIX.4.4
2 MorePassive More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick FIX.4.4
FIX.4.4
840 PegScope int The scope of the "related to" price of the peg (e.g. local, global etc)
Value SymbolicName Description Added Updated Deprecated
1 Local Local (Exchange, ECN, ATS) FIX.4.4
2 National National FIX.4.4
3 Global Global FIX.4.4
4 NationalExcludingLocal National excluding local FIX.4.4
FIX.4.4
1096 PegSecurityIDSource String Required if PegSecurityID is specified. FIX.4.4
1097 PegSecurityID String Requires PegSecurityIDSource if specified. FIX.4.4
1098 PegSymbol String Defines the common, 'human understood' representation of the security off whose prices the order will Peg. FIX.4.4
1099 PegSecurityDesc String Security description of the security off whose prices the order will Peg. FIX.4.4

PositionAmountData

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

Tag Name Reqd Type Description Added Updated Deprecated
753 NoPosAmt NumInGroup Number of Position Amount entries FIX.4.4
⇒707 PosAmtType String Type of Position amount
Value SymbolicName Description Added Updated Deprecated
CASH CashAmount Cash amount (corporate event) FIX.4.4 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
⇒2096 PosAmtStreamDesc String Used when the PosAmt(708) value corresponds to a specific stream in of a swap. FIX.5.0SP2
⇒1055 PositionCurrency String The Currency in which the position Amount is denominated FIX.4.4
⇒2097 PositionFXRate float Foreign exchange rate used to compute the PosAmt(708) from the PositionCurrency(1055) and the Currency (15). FIX.5.0SP2
⇒2098 PositionFXRateCalc char Specifies whether or not PositionFXRate(2097) should be multipled or divided. FIX.5.0SP2
⇒1585 PosAmtReason int Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported.
Value SymbolicName Description Added Updated Deprecated
0 OptionsSettlement Options settlement FIX.5.0SP2EP107
1 PendingErosionAdjustment Pending erosion adjustment FIX.5.0SP2EP107
2 FinalErosionAdjustment Final erosion adjustment FIX.5.0SP2EP107
3 TearUpCouponAmount Tear-up coupon amount FIX.5.0SP2EP107
4 PriceAlignmentInterest To minimize the impact of daily cash variation margin payments on the pricing of interest rate swaps, the Clearing House will charge interest on cumulative variation margin received and pay interest on cumulative variation margin paid in respect of these instruments. This interest element is known as price alignment interest. FIX.5.0SP2EP107 FIX.5.0SP2EP141
5 DeliveryInvoiceCharges Delivery invoice charges FIX.5.0SP2EP107
6 DeliveryStorageCharges Delivery storage charges FIX.5.0SP2EP107
FIX.5.0SP2
⇒2099 PosAmtMarketSegmentID String Market segment associated with the position amount. FIX.5.0SP2
⇒2100 PosAmtMarketID String Market associated with the position amount. FIX.5.0SP2

PositionQty

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

Tag Name Reqd Type Description Added Updated Deprecated
702 NoPositions NumInGroup Number of position entries. FIX.4.4
⇒703 PosType String Required if NoPositions > 1
Value SymbolicName Description Added Updated Deprecated
ALC AllocationTradeQty Allocation Trade Qty FIX.4.4
AS OptionAssignment Option Assignment FIX.4.4
ASF AsOfTradeQty As-of Trade Qty FIX.4.4
DLV DeliveryQty Delivery Qty FIX.4.4
ETR ElectronicTradeQty Electronic Trade Qty FIX.4.4
EX OptionExerciseQty Option Exercise Qty FIX.4.4
FIN EndOfDayQty End-of-Day Qty FIX.4.4
IAS IntraSpreadQty Intra-spread Qty FIX.4.4
IES InterSpreadQty Inter-spread Qty FIX.4.4
PA AdjustmentQty Adjustment Qty FIX.4.4
PIT PitTradeQty Pit Trade Qty FIX.4.4
SOD StartOfDayQty Start-of-Day Qty FIX.4.4
SPL IntegralSplit Integral Split FIX.4.4
TA TransactionFromAssignment Transaction from Assignment FIX.4.4
TOT TotalTransactionQty Total Transaction Qty FIX.4.4
TQ TransactionQuantity Transaction Quantity FIX.4.4
TRF TransferTradeQty Transfer Trade Qty FIX.4.4
TX TransactionFromExercise Transaction from Exercise FIX.4.4
XM CrossMarginQty Cross Margin Qty FIX.4.4
RCV ReceiveQuantity Receive Quantity FIX.4.4EP4
CAA CorporateActionAdjustment Corporate Action Adjustment FIX.4.4EP4
DN DeliveryNoticeQty Delivery Notice Qty FIX.4.4EP13
EP ExchangeForPhysicalQty Exchange for Physical Qty FIX.4.4EP13
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
⇒705 ShortQty Qty Short quantity. FIX.4.4
⇒1654 CoveredQty Qty Short quantity that is considered covered, e.g. used for short option position FIX.5.0SP2
⇒706 PosQtyStatus int Status of this position.
Value SymbolicName Description Added Updated Deprecated
0 Submitted Submitted FIX.4.4
1 Accepted Accepted FIX.4.4
2 Rejected Rejected FIX.4.4
FIX.4.4
⇒976 QuantityDate LocalMktDate Date associated with the quantity being reported FIX.4.4
⇒1836 PosQtyUnitOfMeasure String Indicates the unit of measure of the position quantity when not expressed in contracts. FIX.5.0SP2
⇒1835 PosQtyUnitOfMeasureCurrency Currency Indicates the currency of the unit of measure if position quantity is expressed in valuation rather than contracts. Conditionally required when PosQtyUnitOfMeasure(1836)=Ccy. FIX.5.0SP2
⇒NestedParties Optional repeating group - used to associate or distribute position to a specific party other than the party that currently owns the position. FIX.4.4

SettlInstructionsData

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

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

SettlParties

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

Tag Name Reqd Type Description Added Updated Deprecated
781 NoSettlPartyIDs NumInGroup Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole FIX.4.4
⇒782 SettlPartyID String Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0. FIX.4.4
⇒783 SettlPartyIDSource char Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0. FIX.4.4
⇒784 SettlPartyRole int Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0. FIX.4.4
⇒2389 SettlPartyRoleQualifier int Used to further qualify the value of SettlPartyRole(784). FIX.5.0SP2
⇒SettlPtysSubGrp Repeating group of SettlParty sub-identifiers. FIX.4.4

SpreadOrBenchmarkCurveData

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

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

Stipulations

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

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

TrdRegTimestamps

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

Tag Name Reqd Type Description Added Updated Deprecated
768 NoTrdRegTimestamps NumInGroup Number of TrdRegTimestamp (769) entries FIX.4.4
⇒769 TrdRegTimestamp UTCTimestamp Required if NoTrdRegTimestamps > 1 FIX.4.4
⇒770 TrdRegTimestampType int Required if NoTrdRegTimestamps > 1
Value SymbolicName Description Added Updated Deprecated
1 ExecutionTime Execution time FIX.4.4 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
⇒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
⇒1033 DeskType String Type of Trading desk
Value SymbolicName Description Added Updated Deprecated
A Agency Agency FIX.4.4EP-1 FIX.5.0SP2EP135
AR Arbitrage Arbitrage FIX.4.4EP-1 FIX.5.0SP2EP135
D Derivatives Derivatives FIX.4.4EP-1 FIX.5.0SP2EP135
IN International International FIX.4.4EP-1 FIX.5.0SP2EP135
IS Institutional Institutional FIX.4.4EP-1 FIX.5.0SP2EP135
O Other Other FIX.4.4EP-1 FIX.5.0SP2EP135
PF PreferredTrading Preferred trading FIX.4.4EP-1 FIX.5.0SP2EP135
PR Proprietary Proprietary FIX.4.4EP-1 FIX.5.0SP2EP135
PT ProgramTrading Program trading FIX.4.4EP-1 FIX.5.0SP2EP135
S Sales Sales FIX.4.4EP-1 FIX.5.0SP2EP135
T TradingDeskSystem Trading desk or system non-market maker FIX.4.4EP-1 FIX.5.0SP2EP135
B BlockTrading Block trading FIX.5.0SP2EP135
C ConvertibleDesk Convertible desk FIX.5.0SP2EP135
CR CentralRiskBooks Central risk books FIX.5.0SP2EP135
EC EquityCapitalMarkets Equity capital markets FIX.5.0SP2EP135
SW Swaps Swaps FIX.5.0SP2EP135
TR Treasury Treasury FIX.5.0SP2EP135
FIX.4.4
⇒1034 DeskTypeSource int Identifies the class or source of DeskType(1033) values. Conditionally required when DeskType(1033) is specified.
Value SymbolicName Description Added Updated Deprecated
1 FINRAOATS FINRA OATS FIX.4.4EP-1 FIX.5.0SP2EP135
FIX.4.4
⇒1035 DeskOrderHandlingInst MultipleStringValue Codes that apply special information that the broker-dealer needs to report.
Value SymbolicName Description Added Updated Deprecated
ADD AddOnOrder Add-on Order FIX.4.4EP-1
AON AllOrNone All or None FIX.4.4EP-1
CNH CashNotHeld Cash Not Held FIX.4.4EP-1
DIR DirectedOrder Directed Order FIX.4.4EP-1
E.W ExchangeForPhysicalTransaction Exchange for Physical Transaction FIX.4.4EP-1
FOK FillOrKill Fill or Kill FIX.4.4EP-1
IO ImbalanceOnly Imbalance Only FIX.4.4EP-1
IOC ImmediateOrCancel Immediate or Cancel FIX.4.4EP-1
LOO LimitOnOpen Limit On Open FIX.4.4EP-1
LOC LimitOnClose Limit on Close FIX.4.4EP-1
MAO MarketAtOpen Market at Open FIX.4.4EP-1
MAC MarketAtClose Market at Close FIX.4.4EP-1
MOO MarketOnOpen Market on Open FIX.4.4EP-1
MOC MarketOnClose Market On Close FIX.4.4EP-1
MQT MinimumQuantity Minimum Quantity FIX.4.4EP-1
NH NotHeld Not Held FIX.4.4EP-1
OVD OverTheDay Over the Day FIX.4.4EP-1
PEG Pegged Pegged FIX.4.4EP-1
RSV ReserveSizeOrder Reserve Size Order FIX.4.4EP-1
S.W StopStockTransaction Stop Stock Transaction FIX.4.4EP-1
SCL Scale Scale FIX.4.4EP-1
TMO TimeOrder Time Order FIX.4.4EP-1
TS TrailingStop Trailing Stop FIX.4.4EP-1
WRK Work Work FIX.4.4EP-1
FIX.4.4
⇒1727 InformationBarrierID String The identifier of the information barrier in place for a trading unit that will meet the criteria of the "no-knowledge" exception in FINRA Rule 5320.02. FIX.5.0SP2

UnderlyingInstrument

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

Tag Name Reqd Type Description Added Updated Deprecated
311 UnderlyingSymbol String Underlying security's Symbol.
See Symbol (55) field for description 		FIX.4.3
312 UnderlyingSymbolSfx String Underlying security's SymbolSfx.
See SymbolSfx (65) field for description 		FIX.4.3
309 UnderlyingSecurityID String Underlying security's SecurityID.
See SecurityID (48) field for description 		FIX.4.3
305 UnderlyingSecurityIDSource String Underlying security's SecurityIDSource.
Valid values: see SecurityIDSource (22) field 		FIX.4.3
UndSecAltIDGrp FIX.4.4
462 UnderlyingProduct int Underlying security's Product.
Valid values: see Product(460) field 		FIX.4.3
UnderlyingSecurityXML Embedded XML document describing the underlying instrument. FIX.5.0SP2
463 UnderlyingCFICode String Underlying security's CFICode.
Valid values: see CFICode (461) field 		FIX.4.3
310 UnderlyingSecurityType String Underlying security's SecurityType.
Valid values: see SecurityType (167) field
(see below for details concerning this fields use in conjunction with SecurityType=REPO)
The following applies when used in conjunction with SecurityType=REPO
Represents the general or specific type of security that underlies a financing agreement
Valid values for SecurityType=REPO:
If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or < UnderlyingStipulations > block e.g.: 		FIX.4.3
763 UnderlyingSecuritySubType String Underlying security's SecuritySubType.
See SecuritySubType (762) field for description 		FIX.4.4
313 UnderlyingMaturityMonthYear MonthYear Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field.
See MaturityMonthYear (200) field for description 		FIX.4.3
542 UnderlyingMaturityDate LocalMktDate Underlying security's maturity date.
See MaturityDate (541) field for description 		FIX.4.3
1213 UnderlyingMaturityTime TZTimeOnly Time of security's maturity expressed in local time with offset to UTC specified FIX.5.0
1837 UnderlyingContractPriceRefMonth MonthYear Reference month if there is no applicable UnderlyingMaturityMonth(313) value for the contract or security. FIX.5.0SP2
241 UnderlyingCouponPaymentDate LocalMktDate Underlying security's CouponPaymentDate.
See CouponPaymentDate (224) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.3
1453 UnderlyingRestructuringType String See RestructuringType(1449) FIX.5.0SP1
1454 UnderlyingSeniority String See Seniority(1450) FIX.5.0SP1
2614 UnderlyingNotional Amt Notional value for the equity or bond underlier. FIX.5.0SP2
2615 UnderlyingNotionalCurrency Currency Specifies the currency denomination of the notional value. Uses ISO 4217 currency codes. FIX.5.0SP2
2616 UnderlyingNotionalDeterminationMethod String Specifies the method of determining the notional amount.
See: http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2
2617 UnderlyingNotionalAdjustments int Specifies the conditions that govern the adjustment to the number of units of the return swap.
Value SymbolicName Description Added Updated Deprecated
0 Execution The adjustments to the number of units are governed by an execution clause. FIX.5.0SP2EP208
1 PortfolioRebalancing The adjustments to the number of units are governed by a portfolio rebalancing clause. FIX.5.0SP2EP208
2 Standard The adjustments to the number of units are not governed by any specific clause. FIX.5.0SP2EP208
FIX.5.0SP2
2619 UnderlyingNotionalXIDRef XIDREF Cross reference to another notional amount for duplicating its properties. FIX.5.0SP2
1455 UnderlyingNotionalPercentageOutstanding Percentage See NotionalPercentageOutstanding(1451) FIX.5.0SP1
1456 UnderlyingOriginalNotionalPercentageOutstanding Percentage See OriginalNotionalPercentageOutstanding(1452) FIX.5.0SP1
1459 UnderlyingAttachmentPoint Percentage See AttachmentPoint(1457). FIX.5.0SP1
1460 UnderlyingDetachmentPoint Percentage See DetachmentPoint(1458). FIX.5.0SP1
242 UnderlyingIssueDate LocalMktDate Underlying security's IssueDate.
See IssueDate (225) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.3
243 UnderlyingRepoCollateralSecurityType String Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) FIX.4.3 FIX.4.4
244 UnderlyingRepurchaseTerm int Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) FIX.4.3 FIX.4.4
245 UnderlyingRepurchaseRate Percentage Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) FIX.4.3 FIX.4.4
246 UnderlyingFactor float Underlying security's Factor.
See Factor (228) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.3
256 UnderlyingCreditRating String Underlying security's CreditRating.
See CreditRating (255) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.3
595 UnderlyingInstrRegistry String Underlying security's InstrRegistry.
See InstrRegistry (543) field for description 		FIX.4.3
592 UnderlyingCountryOfIssue Country Underlying security's CountryOfIssue.
See CountryOfIssue (470) field for description 		FIX.4.3
593 UnderlyingStateOrProvinceOfIssue String Underlying security's StateOrProvinceOfIssue.
See StateOrProvinceOfIssue (471) field for description 		FIX.4.3
594 UnderlyingLocaleOfIssue String Underlying security's LocaleOfIssue.
See LocaleOfIssue (472) field for description 		FIX.4.3
247 UnderlyingRedemptionDate LocalMktDate Underlying security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) FIX.4.3 FIX.4.4
316 UnderlyingStrikePrice Price Underlying security's StrikePrice.
See StrikePrice (202) field for description 		FIX.4.3
941 UnderlyingStrikeCurrency Currency Currency in which the strike price of an underlying instrument is denominated FIX.4.4
317 UnderlyingOptAttribute char Underlying security's OptAttribute.
See OptAttribute (206) field for description 		FIX.4.3
436 UnderlyingContractMultiplier float Underlying security's ContractMultiplier.
See ContractMultiplier (231) field for description 		FIX.4.3
1437 UnderlyingContractMultiplierUnit int Indicates the type of multiplier being applied to the contract. FIX.5.0SP1 FIX.5.0SP2EP179
2363 UnderlyingTradingUnitPeriodMultiplier int Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. FIX.5.0SP2
1441 UnderlyingFlowScheduleType int The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". FIX.5.0SP1 FIX.5.0SP2EP179
998 UnderlyingUnitOfMeasure String Refer to defintion of UnitOfMeasure(996) FIX.4.4
1423 UnderlyingUnitOfMeasureQty Qty Refer to definition of UnitOfMeasureQty(1147) FIX.5.0
1718 UnderlyingUnitOfMeasureCurrency Currency Indicates the currency of the underlying unit of measure. Conditionally required when UnderlyingUnitOfMeasure(998) = Ccy FIX.5.0SP2
1424 UnderlyingPriceUnitOfMeasure String Refer to definition for PriceUnitOfMeasure(1191) FIX.5.0
1425 UnderlyingPriceUnitOfMeasureQty Qty Refer to definition of PriceUnitOfMeasureQty(1192) FIX.5.0
1719 UnderlyingPriceUnitOfMeasureCurrency Currency Indicates the currency of the underlying price unit of measure. Conditionally required when UnderlyingPriceUnitOfMeasure(1424) = Ccy FIX.5.0SP2
1000 UnderlyingTimeUnit String Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) FIX.4.4
1419 UnderlyingExerciseStyle int Type of exercise of a derivatives security FIX.5.0
1526 UnderlyingPriceQuoteCurrency Currency Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. FIX.5.0SP2
435 UnderlyingCouponRate Percentage Underlying security's CouponRate.
See CouponRate (223) field for description 		FIX.4.3
308 UnderlyingSecurityExchange Exchange Underlying security's SecurityExchange. Can be used to identify the underlying security.
Valid values: see SecurityExchange (207) 		FIX.4.3
306 UnderlyingIssuer String Underlying security's Issuer.
See Issuer (06) field for description 		FIX.4.3
362 EncodedUnderlyingIssuerLen Length Must be set if UnderlyingEncodedIssuer(363) field is specified and must immediately precede it. FIX.4.3 FIX.5.0SP2EP232
363 EncodedUnderlyingIssuer data Encoded (non-ASCII characters) representation of the UnderlyingIssuer(363) field in the encoded format specified via the MessageEncoding(347) field. FIX.4.3 FIX.5.0SP2EP232
2742 UnderlyingFinancialInstrumentShortName String Short name of the financial instrument. Uses ISO 18774 (FINS) values. FIX.5.0SP2
2720 UnderlyingFinancialInstrumentFullName String The full normative name of the underlying financial instrument. FIX.5.0SP2
2721 EncodedUnderlyingFinancialInstrumentFullNameLen Length Must be set if EncodedUnderlyingFinancialInstrumentFullName(2722) field is specified and must immediately precede it. FIX.5.0SP2
2722 EncodedUnderlyingFinancialInstrumentFullName data Encoded (non-ASCII characters) representation of the UnderlyingFinancialInstrumentFullName(2720) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
2723 UnderlyingIndexCurveUnit String Requires UnderlyingSecurityID(305) to identify the index. Requires UnderlyingIndexCurvePeriod(2724). FIX.5.0SP2
2724 UnderlyingIndexCurvePeriod int Requires UnderlyingSecurityID(305) to identify the index. Requires UnderlyingIndexCurveUnit(2723). FIX.5.0SP2
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.4.3
364 EncodedUnderlyingSecurityDescLen Length Must be set if UnderlyingEncodedSecurityDesc(307) field is specified and must immediately precede it. FIX.4.3 FIX.5.0SP2EP232
365 EncodedUnderlyingSecurityDesc data Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc(307) field in the encoded format specified via the MessageEncoding(347) field. FIX.4.3 FIX.5.0SP2EP232
877 UnderlyingCPProgram int The program under which the underlying commercial paper is issued FIX.4.4
878 UnderlyingCPRegType String The registration type of the underlying commercial paper issuance FIX.4.4
972 UnderlyingAllocationPercent Percentage Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument. FIX.4.4
318 UnderlyingCurrency Currency Specific to the (not in ) FIX.4.4
879 UnderlyingQty Qty Specific to the (not in ) Unit amount of the underlying security (par, shares, currency, etc.) FIX.4.4
975 UnderlyingSettlementType int Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.
Value SymbolicName Description Added Updated Deprecated
2 TPlus1 T+1 FIX.4.4EP-1
4 TPlus3 T+3 FIX.4.4EP-1
5 TPlus4 T+4 FIX.4.4EP-1
FIX.4.4
973 UnderlyingCashAmount Amt Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value. FIX.4.4
974 UnderlyingCashType String Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)
Value SymbolicName Description Added Updated Deprecated
FIXED FIXED FIXED FIX.4.4EP-1
DIFF DIFF DIFF FIX.4.4EP-1
FIX.4.4
810 UnderlyingPx Price Specific to the (not in ) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. FIX.4.4
882 UnderlyingDirtyPrice Price Specific to the (not in ) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest FIX.4.4
883 UnderlyingEndPrice Price Specific to the (not in ) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. FIX.4.4
884 UnderlyingStartValue Amt Specific to the (not in ) Currency value attributed to this collateral at the start of the agreement FIX.4.4
885 UnderlyingCurrentValue Amt Specific to the (not in ) Currency value currently attributed to this collateral FIX.4.4
886 UnderlyingEndValue Amt Specific to the (not in ) Currency value attributed to this collateral at the end of the agreement FIX.4.4
UnderlyingStipulations Specific to the (not in )
Insert here the contents of the Component Block		 FIX.4.4
1044 UnderlyingAdjustedQuantity Qty Specific to the (not in ). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days). FIX.4.4
1045 UnderlyingFXRate float Specific to the (not in ). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15). FIX.4.4
1046 UnderlyingFXRateCalc char Specific to the (not in ). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).
Value SymbolicName Description Added Updated Deprecated
D Divide Divide FIX.4.4EP-1
M Multiply Multiply FIX.4.4EP-1
FIX.4.4
1038 UnderlyingCapValue Amt Maximum notional value for a capped financial instrument FIX.4.4
UndlyInstrumentParties FIX.4.4
1039 UnderlyingSettlMethod String Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. FIX.4.4
315 UnderlyingPutOrCall int Used to express option right FIX.4.3
2683 UnderlyingInTheMoneyCondition int Used to express in-the-moneyness behavior in general terms for the option without the use of UnderlyingStrikePrice(316) and UnderlyingPutOrCall(315). FIX.5.0SP2
2687 UnderlyingContraryInstructionEligibilityIndicator Boolean Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of UnderlyingInTheMoneyCondition(2683). When not specified, the eligibility is undefined or not applicable. FIX.5.0SP2
1988 UnderlyingConstituentWeight float For a basket, or pool, describes the weight of each of the constituents within the basket. If not provided, it is assumed to be equal weighted. FIX.5.0SP2
1989 UnderlyingCouponType int Specifies the coupon type of the underlying bond. FIX.5.0SP2
1990 UnderlyingTotalIssuedAmount Amt Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security. FIX.5.0SP2
1991 UnderlyingCouponFrequencyPeriod int Conditionally required when UnderlyingCouponFrequencyUnit(1992) is specified. FIX.5.0SP2
1992 UnderlyingCouponFrequencyUnit String Conditionally required when UnderlyingCouponFrequencyPeriod(1991) is specified. FIX.5.0SP2
1993 UnderlyingCouponDayCount int The day count convention used in interest calculations for a bond or an interest bearing security. FIX.5.0SP2
1994 UnderlyingObligationID String For a CDS basket or pool identifies the reference obligation. FIX.5.0SP2
1995 UnderlyingObligationIDSource String Conditionally required when UnderlyingObligationID(1994) is specified. FIX.5.0SP2
1996 UnderlyingEquityID String Specifies the equity in which a convertible bond can be converted. FIX.5.0SP2
1997 UnderlyingEquityIDSource String Conditionally required when UnderlyingEquityID(1996) is specified. FIX.5.0SP2
2620 UnderlyingFutureID String In the case of an index underlier specifies the unique identifier for the referenced futures contract. FIX.5.0SP2
2621 UnderlyingFutureIDSource String Required if UnderlyingFutureID(2620) is specified. FIX.5.0SP2
UnderlyingEvntGrp FIX.5.0SP2
1998 UnderlyingLienSeniority int Indicates the seniority level of the lien in a loan. FIX.5.0SP2
1999 UnderlyingLoanFacility int Specifies the type of loan when the credit default swap's reference obligation is a loan. FIX.5.0SP2
2000 UnderlyingReferenceEntityType int Specifies the type of reference entity for first-to-default CDS basket contracts. FIX.5.0SP2
2003 UnderlyingIndexSeries int The series identifier of a credit default swap index. FIX.5.0SP2
2004 UnderlyingIndexAnnexVersion int The version identifier of a credit default swap index annex. FIX.5.0SP2
2005 UnderlyingIndexAnnexDate LocalMktDate The date of a credit default swap index series annex. FIX.5.0SP2
2006 UnderlyingIndexAnnexSource String The source of a credit default swap index series annex. FIX.5.0SP2
2284 UnderlyingSettlRateIndex String In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment. FIX.5.0SP2
2285 UnderlyingSettlRateIndexLocation String This is an optional qualifying attribute of UnderlyingSettlementRateIndex(2284) such as the delivery zone for an electricity contract. FIX.5.0SP2
2286 UnderlyingOptionExpirationDesc String Description of the option expiration. FIX.5.0SP2
2287 EncodedUnderlyingOptionExpirationDescLen Length Must be set if EncodedUnderlyingOptionExpirationDesc(2288) field is specified and must immediately precede it. FIX.5.0SP2
2288 EncodedUnderlyingOptionExpirationDesc data Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
2007 UnderlyingProductComplex String Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc FIX.5.0SP2
2008 UnderlyingSecurityGroup String An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. FIX.5.0SP2
2009 UnderlyingSettleOnOpenFlag String Indicator to determine if Instrument is Settle on Open. FIX.5.0SP2
2010 UnderlyingAssignmentMethod char Method under which assignment was conducted FIX.5.0SP2
2011 UnderlyingSecurityStatus String Gives the current state of the instrument FIX.5.0SP2
2012 UnderlyingObligationType String Type of reference obligation for credit derivatives contracts.
Value SymbolicName Description Added Updated Deprecated
0 Bond Bond FIX.5.0SP2EP161
1 ConvertibleBond Convertible bond FIX.5.0SP2EP161
2 Mortgage Mortgage FIX.5.0SP2EP161
3 Loan Loan FIX.5.0SP2EP161
FIX.5.0SP2
2491 UnderlyingAssetGroup int Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). FIX.5.0SP2
2013 UnderlyingAssetClass int Required if UnderlyingAssetSubClass(2014) is specified. FIX.5.0SP2 FIX.5.0SP2EP235
2014 UnderlyingAssetSubClass int Required if UnderlyingAssetType(2015) is specified. FIX.5.0SP2 FIX.5.0SP2EP235
2015 UnderlyingAssetType String Required if UnderlyingAssetSubType(2744) is specified. FIX.5.0SP2 FIX.5.0SP2EP235
2744 UnderlyingAssetSubType String Used to provide a more specific description of the asset specified in UnderlyingAssetType(2015).
See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values. 		FIX.5.0SP2
UnderlyingSecondaryAssetGrp FIX.5.0SP2
UnderlyingAssetAttributeGrp FIX.5.0SP2
2016 UnderlyingSwapClass String The type or classification of swap. Additional values may be used by mutual agreement of the counterparties. FIX.5.0SP2
2289 UnderlyingSwapSubClass String The sub-classification or notional schedule type of the swap. FIX.5.0SP2
2017 UnderlyingNthToDefault int Conditionally required when UnderlyingMthToDefault(2018) is specified. FIX.5.0SP2
2018 UnderlyingMthToDefault int The Mth reference obligation to default in a CDS reference basket. When UnderlyingNthToDefault(2017) and UnderlyingMthToDefault(2018) are represented then the CDS payout occurs between the Nth and Mth obligations to default. FIX.5.0SP2
2019 UnderlyingSettledEntityMatrixSource String Relevant settled entity matrix source. FIX.5.0SP2
2020 UnderlyingSettledEntityMatrixPublicationDate LocalMktDate Specifies the publication date of the applicable version of the matrix. If not specified, the Standard Terms Supplement defines rules for which version of the matrix is applicable. FIX.5.0SP2
2021 UnderlyingStrikeMultiplier float Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. FIX.5.0SP2
2022 UnderlyingStrikeValue float Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. FIX.5.0SP2
2290 UnderlyingStrikeUnitOfMeasure String Used to express the unit of measure (UOM) of the price if different from the contract. FIX.5.0SP2
2622 UnderlyingStrikeIndexCurvePoint String The point on the floating rate index curve. Sample values:
M = combination of a number between 1-12 and an "M" for month, e.g. 3M
Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y
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. 		FIX.5.0SP2
2291 UnderlyingStrikeIndex String Specifies the index used to calculate the strike price. FIX.5.0SP2
2623 UnderlyingStrikeIndexQuote int The quote side from which the index price is to be determined. FIX.5.0SP2
2292 UnderlyingStrikeIndexSpread PriceOffset Specifies the strike price offset from the named index. FIX.5.0SP2
2023 UnderlyingStrikePriceDeterminationMethod int Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. FIX.5.0SP2
2024 UnderlyingStrikePriceBoundaryMethod int When specified, UnderlyingPutOrCall(315), UnderlyingStrikePrice(316), and UnderlyingStrikePriceBoundaryPrecision(2025) must also be specified. FIX.5.0SP2 FIX.5.0SP2EP224
2025 UnderlyingStrikePriceBoundaryPrecision Percentage Used in combination with StrikePriceBoundaryMethod(1479) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. FIX.5.0SP2
2026 UnderlyingMinPriceIncrement float Minimum price increment for the instrument. Could also be used to represent tick value. FIX.5.0SP2
2027 UnderlyingMinPriceIncrementAmount Amt Minimum price increment amount associated with the UnderlyingMinPriceIncrement(2026). For listed derivatives, the value can be calculated by multiplying UnderlyingMinPriceIncrement(2026) by UnderlyingContractMultiplier(436). FIX.5.0SP2
2028 UnderlyingOptPayoutType int Indicates the type of valuation method or payout trigger for an in-the-money option. FIX.5.0SP2
2029 UnderlyingOptPayoutAmount Amt Conditionally required if UnderlyingOptPayoutType(2028) = 3 (Binary). FIX.5.0SP2 FIX.5.0SP2EP169
2757 UnderlyingReturnTrigger int Indicates the type of return or payout trigger for the swap or forward. FIX.5.0SP2
2030 UnderlyingPriceQuoteMethod String Method for price quotation. FIX.5.0SP2
2031 UnderlyingValuationMethod String Indicates type of valuation method used. FIX.5.0SP2
2293 UnderlyingValuationSource String Specifies the source of trade valuation data. FIX.5.0SP2
2294 UnderlyingValuationReferenceModel String Specifies the methodology and/or assumptions used to generate the trade value. FIX.5.0SP2
2032 UnderlyingListMethod int Indicates whether the instruments are pre-listed only or can also be defined via user request. FIX.5.0SP2
2033 UnderlyingCapPrice Price Used to express the ceiling price of a capped call. FIX.5.0SP2
2034 UnderlyingFloorPrice Price Used to express the floor price of a capped put. FIX.5.0SP2
2035 UnderlyingFlexibleIndicator Boolean Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator. FIX.5.0SP2
2036 UnderlyingFlexProductEligibilityIndicator Boolean Used to indicate if a product or group of product supports the creation of flexible securities. FIX.5.0SP2
2037 UnderlyingPositionLimit int Position limit for the instrument. FIX.5.0SP2
2038 UnderlyingNTPositionLimit int Position Limit in the near-term contract for a given exchange-traded product. FIX.5.0SP2
2039 UnderlyingPool String Identifies the mortgage backed security (MBS) / asset backed security (ABS) pool. FIX.5.0SP2
2040 UnderlyingContractSettlMonth MonthYear Specifies when the contract (i.e. MBS/TBA) will settle. Must be present for MBS/TBA. FIX.5.0SP2
2041 UnderlyingDatedDate LocalMktDate If different from IssueDate() FIX.5.0SP2
2042 UnderlyingInterestAccrualDate LocalMktDate If different from IssueDate and DatedDate FIX.5.0SP2
2043 UnderlyingShortSaleRestriction int Indicates whether a restriction applies to short selling a security. FIX.5.0SP2
2044 UnderlyingRefTickTableID int Spread table code referred by the security or symbol. FIX.5.0SP2
41314 UnderlyingProtectionTermXIDRef XIDREF Reference to the protection terms applicable to this entity or obligation. Contains the same XID named string value of the instance in the ProtectionTerms repeating group that applies to this Underlying. FIX.5.0SP2
41315 UnderlyingSettlTermXIDRef XIDREF Reference to the cash or physical settlement terms applicable to this entity or obligation. Contains the same XID named string value of the instance in the appropriate repeating group that applies to this Underlying. FIX.5.0SP2
UnderlyingComplexEvents FIX.5.0SP2
2295 UnderlyingStrategyType String Specifies the type of trade strategy. FIX.5.0SP2
2296 UnderlyingCommonPricingIndicator Boolean When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price. FIX.5.0SP2
2297 UnderlyingSettlDisruptionProvision int Specifies the consequences of settlement disruption events. FIX.5.0SP2
2756 UnderlyingDeliveryRouteOrCharter String Specific delivery route or time charter average. Applicable to commodity freight contracts. FIX.5.0SP2
2298 UnderlyingInstrumentRoundingDirection char Specifies the rounding direction if not overridden elsewhere. FIX.5.0SP2
2299 UnderlyingInstrumentRoundingPrecision int Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. FIX.5.0SP2
UnderlyingDateAdjustment FIX.5.0SP2
UnderlyingPricingDateTime FIX.5.0SP2
UnderlyingMarketDisruption FIX.5.0SP2
UnderlyingOptionExercise FIX.5.0SP2
UnderlyingStreamGrp FIX.5.0SP2
UnderlyingProvisionGrp FIX.5.0SP2
UnderlyingAdditionalTermGrp FIX.5.0SP2
UnderlyingProtectionTermGrp FIX.5.0SP2
UnderlyingCashSettlTermGrp FIX.5.0SP2
UnderlyingPhysicalSettlTermGrp FIX.5.0SP2
UnderlyingRateSpreadSchedule FIX.5.0SP2
UnderlyingDividendPayout FIX.5.0SP2
UnderlyingExtraordinaryEventGrp FIX.5.0SP2
2624 UnderlyingExtraordinaryEventAdjustmentMethod int Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. FIX.5.0SP2
2625 UnderlyingExchangeLookAlike Boolean For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. FIX.5.0SP2
2626 UnderlyingAverageVolumeLimitationPercentage Amt The limit of average percentage of individual securities traded in a day or a number of days. FIX.5.0SP2
2627 UnderlyingAverageVolumeLimitationPeriodDays int Specifies the limitation period for average daily trading volume in number of days. FIX.5.0SP2
2628 UnderlyingDepositoryReceiptIndicator Boolean Indicates whether the underlier is a depository receipt. FIX.5.0SP2
2629 UnderlyingOpenUnits Qty The number of units (units of the index or number of securities, par amount of a bond) that constitute the underlier. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. FIX.5.0SP2
2630 UnderlyingBasketDivisor float Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. FIX.5.0SP2
2631 UnderlyingInstrumentXID XID Identifier for referencing this UnderlyingInstrument from a parent instrument or a convertible instrument. FIX.5.0SP2

YieldData

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

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

UnderlyingStipulations

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

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

StandardHeader

The standard FIX message header

Tag Name Reqd Type Description Added Updated Deprecated
8 BeginString ✔ String FIXT.1.1 (Always unencrypted, must be first field in message) FIX.4.0
9 BodyLength ✔ Length (Always unencrypted, must be second field in message) FIX.4.0
35 MsgType ✔ String (Always unencrypted, must be third field in message)
Value SymbolicName Description Added Updated Deprecated
0 Heartbeat 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.4.0
1128 ApplVerID String Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.
Value SymbolicName Description Added Updated Deprecated
0 FIX27 FIX27 FIX.4.4EP-1
1 FIX30 FIX30 FIX.4.4EP-1
2 FIX40 FIX40 FIX.4.4EP-1
3 FIX41 FIX41 FIX.4.4EP-1
4 FIX42 FIX42 FIX.4.4EP-1
5 FIX43 FIX43 FIX.4.4EP-1
6 FIX44 FIX44 FIX.4.4EP-1
7 FIX50 FIX50 FIX.4.4EP-1
8 FIX50SP1 FIX50SP1 FIX.5.0EP-1
9 FIX50SP2 FIX50SP2 FIX.5.0SP1EP97
FIX.4.4
1156 ApplExtID int The extension pack number associated with an application message. FIX.5.0
1129 CstmApplVerID String Used to support bilaterally agreed custom functionality FIX.4.4
49 SenderCompID ✔ String (Always unencrypted) FIX.4.0
56 TargetCompID ✔ String (Always unencrypted) FIX.4.0
115 OnBehalfOfCompID String Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) FIX.4.0
128 DeliverToCompID String Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) FIX.4.0
90 SecureDataLen Length Required to identify length of encrypted section of message. (Always unencrypted) FIX.4.0 FIX.5.0SP2EP195 FIX.5.0SP2EP195
91 SecureData data Required when message body is encrypted. Always immediately follows SecureDataLen field. FIX.4.0 FIX.5.0SP2EP195 FIX.5.0SP2EP195
34 MsgSeqNum ✔ SeqNum (Can be embedded within encrypted data section.) FIX.4.0
50 SenderSubID String (Can be embedded within encrypted data section.) FIX.4.0
142 SenderLocationID String Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) FIX.4.1
57 TargetSubID String "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) FIX.4.0
143 TargetLocationID String Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) FIX.4.1
116 OnBehalfOfSubID String Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) FIX.4.0
144 OnBehalfOfLocationID String Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) FIX.4.1
129 DeliverToSubID String Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) FIX.4.0
145 DeliverToLocationID String Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) FIX.4.1
43 PossDupFlag Boolean Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)
Value SymbolicName Description Added Updated Deprecated
N OriginalTransmission Original transmission FIX.2.7
Y PossibleDuplicate Possible duplicate FIX.2.7
FIX.4.0
97 PossResend Boolean Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)
Value SymbolicName Description Added Updated Deprecated
N OriginalTransmission Original Transmission FIX.4.1
Y PossibleResend Possible Resend FIX.4.1
FIX.4.0
52 SendingTime ✔ UTCTimestamp (Can be embedded within encrypted data section.) FIX.4.0
122 OrigSendingTime UTCTimestamp Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.) FIX.4.0
212 XmlDataLen Length Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.) FIX.4.2
213 XmlData data Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML Support FIX.4.2
347 MessageEncoding String Type of message encoding (non-ASCII characters) used in a message's "Encoded" fields. Required if any "Encoding" fields are used. FIX.4.2
369 LastMsgSeqNumProcessed SeqNum The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. FIX.4.2
HopGrp Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops. FIX.4.4

StandardTrailer

The standard FIX message trailer

Tag Name Reqd Type Description Added Updated Deprecated
93 SignatureLength Length Required when trailer contains signature. Note: Not to be included within SecureData field FIX.4.0 FIX.5.0SP2EP195 FIX.5.0SP2EP195
89 Signature data Note: Not to be included within SecureData field FIX.4.0 FIX.5.0SP2EP195 FIX.5.0SP2EP195
10 CheckSum ✔ String (Always unencrypted, always last field in message) FIX.4.0

NestedParties2

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

Tag Name Reqd Type Description Added Updated Deprecated
756 NoNested2PartyIDs NumInGroup Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole FIX.4.4
⇒757 Nested2PartyID String Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0. FIX.4.4
⇒758 Nested2PartyIDSource char Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0. FIX.4.4
⇒759 Nested2PartyRole int Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0. FIX.4.4
⇒2381 Nested2PartyRoleQualifier int Used to further qualify the value of Nested2PartyRole(759). FIX.5.0SP2
⇒NstdPtys2SubGrp Repeating group of Nested2Party sub-identifiers. FIX.4.4

NestedParties3

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

Tag Name Reqd Type Description Added Updated Deprecated
948 NoNested3PartyIDs NumInGroup Repeating group below should contain unique combinations of Nested3PartyID, Nested3PartyIDSource, and Nested3PartyRole FIX.4.4
⇒949 Nested3PartyID String Used to identify source of Nested3PartyID. Required if Nested3PartyIDSource is specified. Required if NoNested3PartyIDs > 0. FIX.4.4
⇒950 Nested3PartyIDSource char Used to identify class source of Nested3PartyID value (e.g. BIC). Required if Nested3PartyID is specified. Required if NoNested3PartyIDs > 0. FIX.4.4
⇒951 Nested3PartyRole int Identifies the type of Nested3PartyID (e.g. Executing Broker). Required if NoNested3PartyIDs > 0. FIX.4.4
⇒2382 Nested3PartyRoleQualifier int Used to further qualify the value of Nested3PartyRole(951). FIX.5.0SP2
⇒NstdPtys3SubGrp Repeating group of Nested3Party sub-identifiers. FIX.4.4

AffectedOrdGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
534 NoAffectedOrders NumInGroup Number of affected orders in the repeating group of order ids. FIX.4.4 FIX.5.0SP2EP131
⇒1824 AffectedOrigClOrdID String Required if NoAffectedOrders(534) > 0. Indicates the client order id of an order affected by this request. If order(s) were manually delivered (or otherwise not delivered over FIX and not assigned a ClOrdID(11)) this field should contain string "MANUAL". FIX.5.0SP2
⇒535 AffectedOrderID String Contains the OrderID(37) assigned by the counterparty of an affected order. Conditionally required when AffectedOrigClOrdID(1824) = "MANUAL". FIX.4.4 FIX.5.0SP2EP131
⇒536 AffectedSecondaryOrderID String Contains the SecondaryOrderID(198) assigned by the counterparty of an affected order. FIX.4.4 FIX.5.0SP2EP131

AllocAckGrp

This repeating group is optionally used for messages with AllocStatus(87) = 2 (Account level reject), to provide details of the individual accounts that were accepted or rejected. In the case of a reject, the reasons for the rejection should be specified.

Tag Name Reqd Type Description Added Updated Deprecated
78 NoAllocs NumInGroup Indicates number of allocation groups to follow. FIX.4.4 FIX.5.0SP2EP192
⇒79 AllocAccount String Required if NoAllocs(78) > 0. Must be first field in repeating group. FIX.4.4 FIX.5.0SP2EP192
⇒661 AllocAcctIDSource int Used to identify the source of the AllocAccount (79) code.
See AcctIDSource (660) for valid values. 		FIX.4.4
⇒366 AllocPrice Price Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount(79) plus AllocPrice(366) form a unique Allocs entry. Used in lieu of AllocAvgPx(153). FIX.4.4 FIX.5.0SP2EP192
⇒1047 AllocPositionEffect char Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.
Value SymbolicName Description Added Updated Deprecated
O Open Open FIX.4.4EP-1
C Close Close FIX.4.4EP-1
R Rolled Rolled FIX.4.4EP-1
F FIFO FIFO FIX.4.4EP-1
FIX.4.4
⇒467 IndividualAllocID String Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). FIX.4.4
⇒1593 ParentAllocID String Contains the IndividualAllocId (tag 467) value of the allocation that is being offset as a result of a new allocation. This would be an optional field that would only be populated in the case of an allocation of an allocation (as well as any subsequent allocations). This wouldn’t be populated for an initial allocation since an allocation id is not supplied on default (initial) allocations. FIX.5.0SP2
⇒1729 FirmMnemonic String Allocation identifier assigned by the Firm submitting the allocation for an individual allocation instruction (as opposed to the overall message level identifier). FIX.5.0SP2
⇒1832 ClearedIndicator int Used to communicate the status of central clearing workflow.
Value SymbolicName Description Added Updated Deprecated
0 NotCleared Trade or position has not yet been submitted for clearing. FIX.5.0SP2EP140 FIX.5.0SP2EP196
1 Cleared Trade or position has been successfully cleared. FIX.5.0SP2EP140 FIX.5.0SP2EP196
2 Submitted Trade or position has been submitted for clearing. FIX.5.0SP2EP196
3 Rejected Trade or position was rejected by clearing. FIX.5.0SP2EP196
FIX.5.0SP2
⇒2727 AllocLegRefID String The field may not be used in any message where there are no legs. FIX.5.0SP2
⇒AllocRegulatoryTradeIDGrp FIX.5.0SP2
⇒776 IndividualAllocRejCode int Required if NoAllocs(78) > 0 and AllocStatus(87) = 2 (Account level reject). FIX.4.4 FIX.5.0SP2EP192
⇒NestedParties FIX.4.4
⇒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.5.0SP2
⇒161 AllocText String Can be used here to hold text relating to the rejection of this AllocAccount(366)) FIX.4.4 FIX.5.0SP2EP192
⇒360 EncodedAllocTextLen Length Must be set if EncodedAllocText(361) field is specified and must immediately precede it. FIX.4.4 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. FIX.4.4 FIX.5.0SP2EP192
⇒1732 FirmAllocText String Firm reference information, usually internal information, that is part of the initial message. The information would not be carried forward (e.g to Take-up Firm) and preserved with the transaction. FIX.5.0SP2
⇒1733 EncodedFirmAllocTextLen Length Must be set if EncodedFirmAllocText(1734) field is specified and must immediately precede it. FIX.5.0SP2 FIX.5.0SP2EP192
⇒1734 EncodedFirmAllocText data Encoded (non-ASCII characters) representation of the FirmAllocText(1732) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2 FIX.5.0SP2EP192
⇒989 SecondaryIndividualAllocID String Will allow the intermediary to specify an allocation ID generated by their system. FIX.4.4 FIX.5.0SP2EP192
⇒993 AllocCustomerCapacity String Capacity of customer in the allocation block. FIX.4.4 FIX.5.0SP2EP192
⇒992 IndividualAllocType int Identifies whether the allocation is to be sub-allocated or allocated to a third party
Value SymbolicName Description Added Updated Deprecated
1 SubAllocate Sub Allocate FIX.4.4EP-1
2 ThirdPartyAllocation Third Party Allocation FIX.4.4EP-1
FIX.4.4 FIX.5.0SP2EP192
⇒80 AllocQty Qty Quantity to be allocated to specific sub-account
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4 FIX.5.0SP2EP192
⇒2515 AllocCalculatedCcyQty Qty None FIX.5.0SP2
⇒1752 CustodialLotID String Only used for specific lot trades. FIX.5.0SP2
⇒1753 VersusPurchaseDate LocalMktDate Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. FIX.5.0SP2
⇒1754 VersusPurchasePrice Price Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. FIX.5.0SP2
⇒1755 CurrentCostBasis Amt Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified FIX.5.0SP2
⇒2770 AllocAvgPxGroupID String Used by submitting firm to group trades being sub-allocated into an average price group. The trades in the average price group will be used to calculate an average price for the group. FIX.5.0SP2
⇒2769 AllocAvgPxIndicator int Average pricing indicator at the allocation level. FIX.5.0SP2

AllocGrp

This repeating group is optionally used for messages with AllocStatus(87) = 2 (account level reject), AllocStatus(87) = 0 (accepted), to provide details of the individual accounts that were accepted or rejected. In the case of a reject, the reasons for the rejection should be specified. This group should not be populated where AllocStatus(87) has any other value.

Tag Name Reqd Type Description Added Updated Deprecated
78 NoAllocs NumInGroup Number of repeating AllocAccount (79)/AllocPrice (366) entries. FIX.4.4 FIX.5.0SP2EP118
⇒79 AllocAccount String May specify the broker of credit if ProcessCode(81) is step-out or soft-dollar step-out and Institution does not wish to disclose individual account breakdowns to the executing broker. Required if NoAllocs(78) > 0. Must be first field in repeating group. Conditionally required except when for AllocTransType(71) = 2 (Cancel), or when AllocType(626) = 5 (Ready-To-Book single order) or 7 (Warehouse instruction). FIX.4.4 FIX.5.0SP2EP192
⇒661 AllocAcctIDSource int Used to identify the source of the AllocAccount (79) code.
See AcctIDSource (660) for valid values. 		FIX.4.4
⇒573 MatchStatus char The status of this trade with respect to matching or comparison.
Value SymbolicName Description Added Updated Deprecated
0 Compared Compared, matched or affirmed FIX.4.3
1 Uncompared Uncompared, unmatched, or 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.4.4
⇒366 AllocPrice Price Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount(79) plus AllocPrice(366) form a unique Allocs entry. Used in lieu of AllocAvgPx(153). FIX.4.4 FIX.5.0SP2EP192
⇒80 AllocQty Qty Conditionally required except when for AllocTransType="Cancel", or when AllocType= "Ready-To-Book" or "Warehouse instruction". FIX.4.4
⇒2515 AllocCalculatedCcyQty Qty None FIX.5.0SP2
⇒1752 CustodialLotID String Only used for specific lot trades. FIX.5.0SP2
⇒1753 VersusPurchaseDate LocalMktDate Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. FIX.5.0SP2
⇒1754 VersusPurchasePrice Price Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. FIX.5.0SP2
⇒1755 CurrentCostBasis Amt Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified FIX.5.0SP2
⇒467 IndividualAllocID String Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). FIX.4.4
⇒1729 FirmMnemonic String Allocation identifier assigned by the Firm submitting the allocation for an individual allocation instruction (as opposed to the overall message level identifier). FIX.5.0SP2
⇒1593 ParentAllocID String Contains the IndividualAllocId (tag 467) value of the allocation that is being offset as a result of a new allocation. This would be an optional field that would only be populated in the case of an allocation of an allocation (as well as any subsequent allocations). This wouldn’t be populated for an initial allocation since an allocation id is not supplied on default (initial) allocations. FIX.5.0SP2
⇒2727 AllocLegRefID String The field may not be used in any message where there are no legs. FIX.5.0SP2
⇒AllocRegulatoryTradeIDGrp FIX.5.0SP2
⇒81 ProcessCode char Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular FIX.2.7
1 SoftDollar Soft Dollar FIX.2.7
2 StepIn Step-In FIX.2.7
3 StepOut Step-Out FIX.2.7
4 SoftDollarStepIn Soft-dollar Step-In FIX.2.7
5 SoftDollarStepOut Soft-dollar Step-Out FIX.2.7
6 PlanSponsor Plan Sponsor FIX.4.0
FIX.4.4
⇒989 SecondaryIndividualAllocID String Can be used by an intermediary to specify an allocation ID assigned by the intermediary's system. FIX.4.4
⇒1002 AllocMethod int Specifies the method under which a trade quantity was allocated.
Value SymbolicName Description Added Updated Deprecated
1 Automatic Automatic FIX.4.4EP-1
2 Guarantor Guarantor FIX.4.4EP-1
3 Manual Manual FIX.4.4EP-1
4 BrokerAssigned Broker assigned FIX.5.0SP2EP107
FIX.4.4
⇒1735 AllocationRollupInstruction int An indicator to override the normal procedure to roll up allocations for the same Carry Firm.
Value SymbolicName Description Added Updated Deprecated
0 Rollup Roll up FIX.5.0SP2EP118
1 DoNotRollUp Do not roll up FIX.5.0SP2EP118
FIX.5.0SP2
⇒993 AllocCustomerCapacity String Can be used for granular reporting of separate allocation detail within a single trade report or allocation message. FIX.4.4
⇒1047 AllocPositionEffect char Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.
Value SymbolicName Description Added Updated Deprecated
O Open Open FIX.4.4EP-1
C Close Close FIX.4.4EP-1
R Rolled Rolled FIX.4.4EP-1
F FIFO FIFO FIX.4.4EP-1
FIX.4.4
⇒992 IndividualAllocType int Identifies whether the allocation is to be sub-allocated or allocated to a third party
Value SymbolicName Description Added Updated Deprecated
1 SubAllocate Sub Allocate FIX.4.4EP-1
2 ThirdPartyAllocation Third Party Allocation FIX.4.4EP-1
FIX.4.4
⇒NestedParties Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages"
Used for NestedPartyRole=BrokerOfCredit, ClientID, Settlement location (PSET), etc.
Note: this field can be used for settlement location (PSET) information.		 FIX.4.4
⇒208 NotifyBrokerOfCredit Boolean Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker).
Value SymbolicName Description Added Updated Deprecated
N DetailsShouldNotBeCommunicated Details should not be communicated FIX.4.1
Y DetailsShouldBeCommunicated Details should be communicated FIX.4.1
FIX.4.4
⇒209 AllocHandlInst int
Indicates how the receiver (i.e. third party) of allocation 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.4.4
⇒161 AllocText String Free format text field related to this AllocAccount FIX.4.4
⇒360 EncodedAllocTextLen Length Must be set if EncodedAllocText field is specified and must immediately precede it. FIX.4.4
⇒361 EncodedAllocText data Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field. FIX.4.4
⇒1732 FirmAllocText String Firm reference information, usually internal information, that is part of the initial message. The information would not be carried forward (e.g to Take-up Firm) and preserved with the transaction. FIX.5.0SP2
⇒1733 EncodedFirmAllocTextLen Length Byte length of encoded (non-ASCII characters) EncodedFirmAllocText(1734) field. FIX.5.0SP2
⇒1734 EncodedFirmAllocText data Encoded (non-ASCII characters) representation of the FirmAllocText(1732) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) represention should also be specified in FirmAllocText(1732) field. FIX.5.0SP2
⇒CommissionData None FIX.4.4 FIX.5.0SP2EP204
⇒AllocCommissionDataGrp Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. FIX.5.0SP2
⇒153 AllocAvgPx Price AvgPx for this AllocAccount. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points) for this allocation, expressed in terms of Currency(15). For Fixed Income always express value as "percent of par". FIX.4.4 FIX.5.0SP1EP82
⇒154 AllocNetMoney Amt NetMoney for this AllocAccount ((AllocQty * AllocAvgPx) - Commission - sum of MiscFeeAmt + AccruedInterestAmt) if a Sell. ((AllocQty * AllocAvgPx) + Commission + sum of MiscFeeAmt + AccruedInterestAmt) if a Buy. For FX, if specified, expressed in terms of Currency(15). FIX.4.4 FIX.5.0SP1EP82
⇒119 SettlCurrAmt Amt Replaced by AllocSettlCurrAmt FIX.4.4 FIX.4.4
⇒2300 AllocGrossTradeAmt Amt Total amount traded for this account (i.e. quantity * price) expressed in units of currency. FIX.5.0SP2
⇒737 AllocSettlCurrAmt Amt AllocNetMoney in AllocSettlCurrency for this AllocAccount if AllocSettlCurrency is different from "overall" Currency FIX.4.4
⇒120 SettlCurrency Currency Replaced by AllocSettlCurrency SettlCurrency for this AllocAccount if different from "overall" Currency. Required if SettlCurrAmt is specified. FIX.4.4 FIX.4.4
⇒736 AllocSettlCurrency Currency AllocSettlCurrency for this AllocAccount if different from "overall" Currency. Required if AllocSettlCurrAmt is specified. Required for NDFs. FIX.4.4 FIX.5.0SP1EP82
⇒155 SettlCurrFxRate float Foreign exchange rate used to compute AllocSettlCurrAmt from Currency to AllocSettlCurrency FIX.4.4
⇒156 SettlCurrFxRateCalc char Specifies whether the SettlCurrFxRate should be multiplied or divided
Value SymbolicName Description Added Updated Deprecated
M Multiply Multiply FIX.4.4EP38
D Divide Divide FIX.4.4EP38
FIX.4.4
⇒742 AllocAccruedInterestAmt Amt Applicable for Convertible Bonds and fixed income FIX.4.4
⇒741 AllocInterestAtMaturity Amt Applicable for securities that pay interest in lump-sum at maturity FIX.4.4
⇒MiscFeesGrp FIX.4.4
⇒ClrInstGrp FIX.4.4
⇒635 ClearingFeeIndicator String Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.
(Values source CBOT, CME, NYBOT, and NYMEX):
Value SymbolicName Description Added Updated Deprecated
1 FirstYearDelegate 1st year delegate trading for own account FIX.4.3
2 SecondYearDelegate 2nd year delegate trading for own account FIX.4.3
3 ThirdYearDelegate 3rd year delegate trading for own account FIX.4.3
4 FourthYearDelegate 4th year delegate trading for own account FIX.4.3
5 FifthYearDelegate 5th year delegate trading for own account FIX.4.3
9 SixthYearDelegate 6th year delegate trading for own account FIX.4.3
B CBOEMember CBOE Member FIX.4.3
C NonMemberAndCustomer Non-member and Customer FIX.4.3
E EquityMemberAndClearingMember Equity Member and Clearing Member FIX.4.3
F FullAndAssociateMember Full and Associate Member trading for own account and as floor brokers FIX.4.3
H Firms106HAnd106J 106.H and 106.J firms FIX.4.3
I GIM GIM, IDEM and COM Membership Interest Holders FIX.4.3
L Lessee106FEmployees Lessee 106.F Employees FIX.4.3
M AllOtherOwnershipTypes All other ownership types FIX.4.3
FIX.4.4
⇒780 AllocSettlInstType int Used to indicate whether settlement instructions are provided on this message, and if not, how they are to be derived. Absence of this field implies use of default instructions.
Value SymbolicName Description Added Updated Deprecated
0 UseDefaultInstructions Use default instructions FIX.4.4
1 DeriveFromParametersProvided Derive from parameters provided FIX.4.4
2 FullDetailsProvided Full details provided FIX.4.4
3 SSIDBIDsProvided SSI DB IDs provided FIX.4.4
4 PhoneForInstructions Phone for instructions FIX.4.4
FIX.4.4
⇒SettlInstructionsData Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages"
Used to communicate settlement instructions for this AllocAccount detail. Required if AllocSettlInstType = 2 or 3.		 FIX.4.4
⇒2392 AllocRefRiskLimitCheckID String Conditionally required when AllocRefRiskLimitCheckIDType(2393) is specified. FIX.5.0SP2 FIX.5.0SP2EP192
⇒2393 AllocRefRiskLimitCheckIDType int Conditionally required when AllocRefRiskLimitCheckID(2392) is specified. FIX.5.0SP2 FIX.5.0SP2EP192
⇒2483 AllocRiskLimitCheckStatus int Indicates the status of the risk limit check performed on a trade for this allocation instance. FIX.5.0SP2
⇒2761 AllocGroupAmount Amt Indicates the notional units or amount being allocated. FIX.5.0SP2
⇒2770 AllocAvgPxGroupID String Used by submitting firm to group trades being sub-allocated into an average price group. The trades in the average price group will be used to calculate an average price for the group. FIX.5.0SP2
⇒2769 AllocAvgPxIndicator int Average pricing indicator at the allocation level. FIX.5.0SP2
⇒TradeAllocAmtGrp FIX.5.0SP2

BidCompReqGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
420 NoBidComponents NumInGroup Used if BidType="Disclosed" FIX.4.4
⇒66 ListID String Required if NoBidComponents > 0. Must be first field in repeating group. FIX.4.4
⇒54 Side char When used in request for a "Disclosed" bid indicates that bid is required on assumption that SideValue1 is Buy or Sell. SideValue2 can be derived by inference.
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed 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.4.4
⇒336 TradingSessionID String Indicates off-exchange type activities for Detail.
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.4.4
⇒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.4.4
⇒430 NetGrossInd int Indicates Net or Gross for selling Detail.
Value SymbolicName Description Added Updated Deprecated
1 Net Net FIX.4.2
2 Gross Gross FIX.4.2
FIX.4.4
⇒63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate 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.4.4
⇒64 SettlDate LocalMktDate Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. FIX.4.4
⇒1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.4
⇒660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4

BidCompRspGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
420 NoBidComponents ✔ NumInGroup Number of bid repeating groups FIX.4.4
⇒CommissionData ✔ First element Commission required if NoBidComponents > 0. FIX.4.4 FIX.5.0SP1EP95
⇒66 ListID String Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days. FIX.4.4
⇒421 Country Country ISO Country Code FIX.4.4
⇒54 Side char When used in response to a "Disclosed" request indicates whether SideValue1 is Buy or Sell. SideValue2 can be derived by inference.
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed 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.4.4
⇒44 Price Price Second element of price FIX.4.4
⇒423 PriceType int Code to represent the price type.
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.4.4
⇒406 FairValue Amt The difference between the value of a future and the value of the underlying equities after allowing for the discounted cash flows associated with the underlying stocks (E.g. Dividends etc). FIX.4.4
⇒430 NetGrossInd int Net/Gross
Value SymbolicName Description Added Updated Deprecated
1 Net Net FIX.4.2
2 Gross Gross FIX.4.2
FIX.4.4
⇒63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate 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.4.4
⇒64 SettlDate LocalMktDate Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. FIX.4.4
⇒336 TradingSessionID String Identifier for 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.4.4
⇒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.4.4
⇒58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4

BidDescReqGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
398 NoBidDescriptors NumInGroup Used if BidType="Non Disclosed" FIX.4.4
⇒399 BidDescriptorType int Required if NoBidDescriptors > 0. Must be first field in repeating group.
Value SymbolicName Description Added Updated Deprecated
1 Sector Sector FIX.4.3
2 Country Country FIX.4.3
3 Index Index FIX.4.3
FIX.4.4
⇒400 BidDescriptor String BidDescriptor value. Usage depends upon BidDescriptorTyp (399).
If BidDescriptorType = 1
Industrials etc - Free text
If BidDescriptorType = 2
"FR" etc - ISO Country Codes
If BidDescriptorType = 3
FT00, FT250, STOX - Free text 		FIX.4.4
⇒401 SideValueInd int Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell.
Value SymbolicName Description Added Updated Deprecated
1 SideValue1 Side Value 1 FIX.4.3
2 SideValue2 Side Value 2 FIX.4.3
FIX.4.4
⇒404 LiquidityValue Amt Value between LiquidityPctLow and LiquidityPctHigh in Currency FIX.4.4
⇒441 LiquidityNumSecurities int Number of Securites between LiquidityPctLow and LiquidityPctHigh in Currency FIX.4.4
⇒402 LiquidityPctLow Percentage Liquidity indicator or lower limit if LiquidityNumSecurities > 1 FIX.4.4
⇒403 LiquidityPctHigh Percentage Upper liquidity indicator if LiquidityNumSecurities > 1 FIX.4.4
⇒405 EFPTrackingError Percentage Eg Used in EFP (Exchange For Physical) trades 12% FIX.4.4
⇒406 FairValue Amt Used in EFP trades FIX.4.4
⇒407 OutsideIndexPct Percentage Used in EFP trades FIX.4.4
⇒408 ValueOfFutures Amt Used in EFP trades FIX.4.4

ClrInstGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
576 NoClearingInstructions NumInGroup None FIX.4.4 FIX.5.0SP1EP95
⇒577 ClearingInstruction int Required if NoClearingInstructions > 0
Value SymbolicName Description Added Updated Deprecated
0 ProcessNormally Process normally FIX.4.3
1 ExcludeFromAllNetting Exclude from all netting FIX.4.3
2 BilateralNettingOnly Bilateral netting only FIX.4.3
3 ExClearing Ex clearing FIX.4.3
4 SpecialTrade Special trade FIX.4.3
5 MultilateralNetting Multilateral netting FIX.4.3
6 ClearAgainstCentralCounterparty Clear against central counterparty FIX.4.3
7 ExcludeFromCentralCounterparty Exclude from central counterparty FIX.4.3
8 ManualMode Manual mode (pre-posting and/or pre-giveup) FIX.4.3
9 AutomaticPostingMode Automatic posting mode (trade posting to the position account number specified) FIX.4.3
10 AutomaticGiveUpMode Automatic give-up mode (trade give-up to the give-up destination number specified) FIX.4.3
11 QualifiedServiceRepresentativeQSR Qualified Service Representative QSR FIX.4.4
12 CustomerTrade Customer trade FIX.4.4
13 SelfClearing Self clearing FIX.4.4
14 BuyIn Buy-in FIX.5.0SP2EP136
FIX.4.4

CollInqQualGrp

None

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

CompIDReqGrp

None

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

CompIDStatGrp

None

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

ContAmtGrp

None

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

ContraGrp

None

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

CpctyConfGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
862 NoCapacities ✔ NumInGroup None FIX.4.4 FIX.5.0SP1EP95
⇒528 OrderCapacity ✔ char Specifies the capacity of the firm executing the order(s)
Value SymbolicName Description Added Updated Deprecated
A Agency Agency FIX.4.3
G Proprietary Proprietary FIX.4.3
I Individual Individual FIX.4.3
P Principal 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.4.4
⇒529 OrderRestrictions MultipleCharValue Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.
Value SymbolicName Description Added Updated Deprecated
1 ProgramTrade Program Trade FIX.4.3
2 IndexArbitrage Index Arbitrage FIX.4.3
3 NonIndexArbitrage Non-Index Arbitrage FIX.4.3
4 CompetingMarketMaker Competing Market Maker FIX.4.3
5 ActingAsMarketMakerOrSpecialistInSecurity Acting as Market Maker or Specialist in the security FIX.4.3
6 ActingAsMarketMakerOrSpecialistInUnderlying Acting as Market Maker 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.4.4
⇒863 OrderCapacityQty Qty The quantity that was executed under this capacity (e.g. quantity executed as agent, as principal etc.). If any are specified, all entries in the component must have OrderCapacityQty specified and the sum of OrderCapacityQty values must equal this message's AllocQty. FIX.4.4 FIX.5.0SP2EP170

ExecAllocGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
124 NoExecs NumInGroup Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs. FIX.4.4 FIX.5.0SP2EP118
⇒32 LastQty Qty Amount of quantity (e.g. number of shares) in individual execution. Required if NoExecs > 0 FIX.4.4
⇒17 ExecID String Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (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.4.4
⇒527 SecondaryExecID String Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system. FIX.4.4
⇒31 LastPx Price Price of individual execution. Required if NoExecs > 0. For FX, if specified, expressed in terms of Currency(15). FIX.4.4 FIX.5.0SP1EP82
⇒669 LastParPx Price Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type FIX.4.4
⇒29 LastCapacity char Used to identify whether the trade was executed on an agency or principal basis.
Value SymbolicName Description Added Updated Deprecated
1 Agent Agent FIX.2.7
2 CrossAsAgent Cross as agent FIX.2.7
3 CrossAsPrincipal Cross as principal FIX.2.7
4 Principal Principal FIX.2.7
5 RisklessPrincipal Riskless principal FIX.5.0SP2EP222
FIX.4.4
⇒1003 TradeID String The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty. FIX.4.4
⇒1041 FirmTradeID String The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary FIX.4.4
⇒2749 ExecutionTimestamp UTCTimestamp Time of the individual execution. FIX.5.0SP2
⇒2524 TradeReportingIndicator int Used between parties to convey trade reporting status.
Value SymbolicName Description Added Updated Deprecated
0 NotReported Depending on the regulatory regime the trade is reportable and the recipient may be responsible for reporting. FIX.5.0SP2EP222 FIX.5.0SP2EP237
1 OnBook Trade has been or will be reported by a trading venue as an "on-book" trade FIX.5.0SP2EP222 FIX.5.0SP2EP237
2 SISeller Trade has been or will be reported as a "systematic internaliser" seller trade FIX.5.0SP2EP222 FIX.5.0SP2EP237
3 SIBuyer Trade has been or will be reported as a "systematic internaliser" buyer trade FIX.5.0SP2EP222 FIX.5.0SP2EP237
4 NonSISeller Trade has been or will be reported as a "non-systematic internaliser" seller trade FIX.5.0SP2EP222 FIX.5.0SP2EP237
5 SubDelegationByFirm Trade has been or will be reported under a sub-delegation arrangement by an investment firm to a reporting facility (e.g. APA) on behalf of another investment firm FIX.5.0SP2EP222 FIX.5.0SP2EP237
6 Reportable Depending on the regulatory regime the recipient is not responsible for reporting. FIX.5.0SP2EP237
7 NonSIBuyer Trade has been or will be reported as a "non-Systematic Internaliser" buyer trade FIX.5.0SP2EP237
8 OffBook Trade has been or will be reported by a trading venue as an "off-book" trade FIX.5.0SP2EP237
9 NotReportable The (non-equity) instrument does not need to be reported by any party, e.g. because it is not deemed to have been traded on a trading venue. FIX.5.0SP2EP237
FIX.5.0SP2
⇒TrdRegPublicationGrp FIX.5.0SP2
⇒TradePriceConditionGrp FIX.5.0SP2

ExecCollGrp

None

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

InstrmtGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
146 NoRelatedSym NumInGroup Specifies the number of repeating symbols (instruments) specified FIX.4.4
⇒Instrument Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
⇒InstrumentExtension FIX.5.0SP2
⇒FinancingDetails FIX.5.0SP2
⇒RelatedInstrumentGrp FIX.5.0SP2

InstrmtLegExecGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
555 NoLegs NumInGroup Number of leg executions. FIX.4.4 FIX.5.0SP2EP131
⇒InstrumentLeg Required if NoLegs(555) > 0. FIX.4.4 FIX.5.0SP2EP131
⇒685 LegOrderQty Qty Quantity ordered for this leg as provided during order entry. FIX.4.4 FIX.5.0SP2EP131
⇒687 LegQty Qty The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. FIX.4.4 FIX.5.0SP2EP131 FIX.5.0SP2EP131
⇒2346 LegMidPx Price Leg 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.5.0SP2
⇒690 LegSwapType int Instead of LegOrderQty(685) requests that the sellside calculate LegOrderQty(685) based on opposite Leg.
Value SymbolicName Description Added Updated Deprecated
1 ParForPar Par For Par FIX.4.4
2 ModifiedDuration Modified Duration FIX.4.4
4 Risk Risk FIX.4.4
5 Proceeds Proceeds FIX.4.4
FIX.4.4 FIX.5.0SP2EP131
⇒LegStipulations FIX.4.4
⇒1366 LegAllocID String The AllocID(70) of an individual leg of a multileg order. FIX.5.0
⇒LegPreAllocGrp FIX.5.0
⇒2680 LegAccount String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.5.0SP2
⇒1817 LegClearingAccountType int Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component. FIX.5.0SP2
⇒564 LegPositionEffect char Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. FIX.4.4 FIX.5.0SP2EP131
⇒565 LegCoveredOrUncovered int Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component. FIX.4.4 FIX.5.0SP2EP131
⇒NestedParties3 FIX.5.0
⇒654 LegRefID String Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. FIX.4.4 FIX.5.0SP2EP131 FIX.5.0SP2EP131
⇒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.4.4
⇒588 LegSettlDate LocalMktDate Takes precedence over a calculated LegSettlType(587) when specified regardless of LegSettlType(587) value. Conditionally required when LegSettlType(587) = B(Broken date). FIX.4.4 FIX.5.0SP2EP131
⇒637 LegLastPx Price Used to report the execution price assigned to the leg of the multileg instrument. FIX.4.4 FIX.5.0SP2EP131
⇒675 LegSettlCurrency Currency Identifies settlement currency for the Leg.
See SettlCurrency (20) for description and valid values 		FIX.4.4
⇒1073 LegLastForwardPoints PriceOffset The forward points for this leg's fill event. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4
⇒1074 LegCalculatedCcyLastQty Qty Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx. FIX.4.4
⇒1075 LegGrossTradeAmt Amt For FX Futures can be used to express the notional value of a trade when LegLastQty(1418) and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier(231) is required in this case. FIX.4.4 FIX.5.0SP2EP131
⇒1689 LegShortSaleExemptionReason int Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component. FIX.5.0SP2 FIX.5.0SP2EP131
⇒1379 LegVolatility float Specifies the volatility of an instrument leg. FIX.5.0
⇒1381 LegDividendYield Percentage Refer to definition for DividendYield(1380). FIX.5.0
⇒1383 LegCurrencyRatio float Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then LegCurrencyRatio = 0.7 FIX.5.0
⇒1384 LegExecInst MultipleCharValue Refer to ExecInst(18)
Same values as ExecInst(18) 		FIX.5.0
⇒1418 LegLastQty Qty Quantity executed for this leg. FIX.5.0 FIX.5.0SP2EP131
⇒2421 FillRefID String Use to reference the partial execution of a multi-leg order to which this leg execution belongs. FIX.5.0SP2

InstrmtLegGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
555 NoLegs NumInGroup Number of legs FIX.4.4
⇒InstrumentLeg Required if NoLegs(555) > 0. FIX.4.4 FIX.5.0SP2EP192
⇒LegFinancingDetails FIX.5.0SP2

InstrmtLegIOIGrp

None

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

InstrmtLegSecListGrp

None

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

InstrmtMDReqGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
146 NoRelatedSym ✔ NumInGroup Number of symbols (instruments) requested. FIX.4.4
⇒Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
⇒InstrumentExtension FIX.5.0SP2
⇒FinancingDetails FIX.5.0SP2
⇒UndInstrmtGrp FIX.4.4
⇒InstrmtLegGrp FIX.4.4
⇒RelatedInstrumentGrp FIX.5.0SP2
⇒SpreadOrBenchmarkCurveData FIX.5.0SP2
⇒15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
⇒537 QuoteType int Identifies the type of quote.
An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade.
A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market.
A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order.
A counter quote is used in the negotiation model. See Volume 7 - Product: Fixed Income for example usage.
Value SymbolicName Description Added Updated Deprecated
0 Indicative Indicative FIX.4.3
1 Tradeable Tradeable FIX.4.3
2 RestrictedTradeable Restricted tradeable FIX.4.3 FIX.5.0SP2EP126
3 Counter Counter (tradeable) FIX.4.4
4 InitiallyTradeable Initially tradeable FIX.5.0SP2EP126
FIX.4.4
⇒63 SettlType String For NDFs either SettlType (specifying the tenor) or SettlDate must be specified.
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.4.4 FIX.5.0SP1EP82
⇒64 SettlDate LocalMktDate SettlType (specifying the tenor) or SettlDate must be specified. FIX.4.4 FIX.5.0SP1EP82
⇒271 MDEntrySize Qty Quantity or volume represented by the Market Data Entry. In the context of the Market Data Request this allows the Initiator to indicate the quantity of the market data request. Specific to FX this field indicates the ceiling amount the customer is seeking prices for. FIX.4.4
⇒1500 MDStreamID String The identifier or name of the price stream. FIX.5.0SP1

InstrmtStrkPxGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
428 NoStrikes ✔ NumInGroup Number of strike price entries FIX.4.4
⇒Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
Required if NoStrikes > 0. Must be first field in repeating group.		 FIX.4.4
⇒UndInstrmtGrp Underlying Instruments FIX.5.0
⇒140 PrevClosePx Price Useful for verifying security identification FIX.5.0
⇒11 ClOrdID String Can use client order identifier or the symbol and side to uniquely identify the stock in the list. FIX.5.0
⇒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.5.0
⇒54 Side char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed 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.5.0
⇒44 Price Price Price per unit of quantity (e.g. per share) FIX.5.0
⇒15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.5.0
⇒58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.5.0
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.5.0
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.5.0

IOIQualGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
199 NoIOIQualifiers NumInGroup Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers. FIX.4.4
⇒104 IOIQualifier char Required if NoIOIQualifiers > 0
Value SymbolicName Description Added Updated Deprecated
A AllOrNone All or None (AON) FIX.3.0 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.4.4

LegOrdGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
555 NoLegs ✔ NumInGroup Number of InstrumentLeg repeating group instances. FIX.4.4 FIX.5.0SP2EP131
⇒InstrumentLeg Required if NoLegs(555) > 0. FIX.4.4 FIX.5.0SP2EP131
⇒685 LegOrderQty Qty Quantity ordered for this leg as provided during order entry. FIX.4.4 FIX.5.0SP2EP131
⇒687 LegQty Qty The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. FIX.4.4 FIX.5.0SP2EP131 FIX.5.0SP2EP131
⇒690 LegSwapType int Instead of LegOrderQty(685) requests that the sellside calculate LegOrderQty(685) based on opposite Leg.
Value SymbolicName Description Added Updated Deprecated
1 ParForPar Par For Par FIX.4.4
2 ModifiedDuration Modified Duration FIX.4.4
4 Risk Risk FIX.4.4
5 Proceeds Proceeds FIX.4.4
FIX.4.4 FIX.5.0SP2EP223
⇒LegStipulations FIX.4.4
⇒1366 LegAllocID String The AllocID(70) of an individual leg of a multileg order. FIX.5.0
⇒LegPreAllocGrp FIX.4.4
⇒2680 LegAccount String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.5.0SP2
⇒1817 LegClearingAccountType int Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component. FIX.5.0SP2
⇒564 LegPositionEffect char Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. FIX.4.4 FIX.5.0SP2EP131
⇒565 LegCoveredOrUncovered int Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component FIX.4.4 FIX.5.0SP2EP131
⇒NestedParties FIX.4.4 FIX.5.0SP2EP131
⇒654 LegRefID String Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. FIX.4.4 FIX.5.0SP2EP131 FIX.5.0SP2EP131
⇒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.4.4 FIX.5.0SP2EP131
⇒588 LegSettlDate LocalMktDate Refer to description for SettlDate[64] FIX.4.4 FIX.5.0SP2EP131
⇒675 LegSettlCurrency Currency Identifies settlement currency for the Leg.
See SettlCurrency (20) for description and valid values 		FIX.5.0
⇒1379 LegVolatility float Specifies the volatility of an instrument leg. FIX.5.0
⇒1381 LegDividendYield Percentage Refer to definition for DividendYield(1380). FIX.5.0
⇒1383 LegCurrencyRatio float Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then LegCurrencyRatio = 0.7 FIX.5.0
⇒1384 LegExecInst MultipleCharValue Refer to ExecInst(18)
Same values as ExecInst(18) 		FIX.5.0
⇒1689 LegShortSaleExemptionReason int Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component. FIX.5.0SP2 FIX.5.0SP2EP131

LegPreAllocGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
670 NoLegAllocs NumInGroup Number of Allocations for the leg FIX.4.4
⇒671 LegAllocAccount String Allocation Account for the leg
See AllocAccount (79) for description and valid values. 		FIX.4.4
⇒672 LegIndividualAllocID String Reference for the individual allocation ticket
See IndividualAllocID (467) for description and valid values. 		FIX.4.4
⇒NestedParties2 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
⇒1367 LegAllocSettlCurrency Currency Identifies settlement currency for the leg level allocation. FIX.5.0
⇒1756 LegCustodialLotID String Only used for specific lot trades. FIX.5.0SP2
⇒1757 LegVersusPurchaseDate LocalMktDate Only used for specific lot trades. If this field is used, either LegVersusPurchasePrice(1758) or LegCurrentCostBasis(1759) should be specified. FIX.5.0SP2
⇒1758 LegVersusPurchasePrice Price Only used for specific lot trades. If this field is used, LegVersusPurchaseDate(1757) should be specified. FIX.5.0SP2
⇒1759 LegCurrentCostBasis Amt Only used for specific lot trades. If this field is used, LegVersusPurchaseDate(1757) should be specified FIX.5.0SP2

LegQuotGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
555 NoLegs NumInGroup Number of InstrumentLeg repeating group instances. FIX.4.4 FIX.5.0SP2EP131
⇒InstrumentLeg Required if NoLegs(555) > 0. FIX.4.4 FIX.5.0SP2EP131
⇒685 LegOrderQty Qty Quantity ordered of this leg.
See OrderQty (38) for description and valid values 		FIX.4.4 FIX.5.0SP2EP131
⇒687 LegQty Qty The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. FIX.4.4 FIX.5.0SP2EP131 FIX.5.0SP2EP131
⇒2346 LegMidPx Price Leg 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.5.0SP2
⇒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
⇒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.4.4
⇒588 LegSettlDate LocalMktDate Refer to description for SettlDate[64] FIX.4.4
⇒LegStipulations FIX.4.4
⇒NestedParties FIX.4.4
⇒686 LegPriceType int Code to represent type of price presented in LegBidPx(681) and LegOfferPx(684). Conditionally required when LegBidPx(681) or PegOfferPx(684) is present. FIX.4.4 FIX.5.0SP2EP131
⇒681 LegBidPx Price Bid price of this leg.
See BidPx (32) for description and valid values. 		FIX.4.4
⇒684 LegOfferPx Price Offer price of this leg.
See OfferPx (133) for description and valid values 		FIX.4.4
⇒LegBenchmarkCurveData FIX.4.4
⇒654 LegRefID String Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. FIX.4.4 FIX.5.0SP2EP131 FIX.5.0SP2EP131
⇒1067 LegBidForwardPoints PriceOffset The bid FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4
⇒1068 LegOfferForwardPoints PriceOffset The offer FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4

LegQuotStatGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
555 NoLegs NumInGroup Number of InstrumentLeg repeating group instances. FIX.4.4 FIX.5.0SP2EP131
⇒InstrumentLeg Required if NoLegs(555) > 0. FIX.4.4 FIX.5.0SP2EP131
⇒685 LegOrderQty Qty Quantity ordered of this leg.
See OrderQty (38) for description and valid values 		FIX.4.4 FIX.5.0SP2EP131
⇒687 LegQty Qty The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. FIX.4.4 FIX.5.0SP2EP131 FIX.5.0SP2EP131
⇒2346 LegMidPx Price Leg 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.5.0SP2
⇒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
⇒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.4.4
⇒588 LegSettlDate LocalMktDate Refer to description for SettlDate[64] FIX.4.4
⇒LegStipulations FIX.4.4
⇒NestedParties FIX.4.4

LinesOfTextGrp

None

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

ListOrdGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
73 NoOrders ✔ NumInGroup Number of orders in this message (number of repeating groups to follow) FIX.4.4
⇒11 ClOrdID ✔ String Must be the first field in the repeating group. FIX.4.4
⇒526 SecondaryClOrdID String Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. FIX.4.4
⇒67 ListSeqNo ✔ int Order number within the list FIX.4.4
⇒583 ClOrdLinkID String Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. FIX.4.4
⇒160 SettlInstMode char Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***
Value SymbolicName Description Added Updated Deprecated
0 Default Default (Replaced) FIX.4.1
1 StandingInstructionsProvided Standing Instructions Provided FIX.4.1
2 SpecificAllocationAccountOverriding Specific Allocation Account Overriding (Replaced) FIX.4.1
3 SpecificAllocationAccountStanding Specific Allocation Account Standing (Replaced) FIX.4.1
4 SpecificOrderForASingleAccount Specific Order for a single account (for CIV) FIX.4.3
5 RequestReject Request reject FIX.4.4
FIX.4.4
⇒Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.4
⇒229 TradeOriginationDate LocalMktDate Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.4
⇒75 TradeDate LocalMktDate Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.4
⇒1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.4
⇒660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
⇒581 AccountType int Type of account associated with an order
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
9 EquitiesSpecialist Equities specialist FIX.5.0SP2EP101
10 OptionsMarketMaker Options market maker FIX.5.0SP2EP101
11 OptionsFirmAccount Options firm account FIX.5.0SP2EP101
FIX.4.4
⇒589 DayBookingInst char Indicates whether or not automatic booking can occur.
Value SymbolicName Description Added Updated Deprecated
0 Auto Can trigger booking without reference to the order initiator ("auto") FIX.4.3
1 SpeakWithOrderInitiatorBeforeBooking Speak with order initiator before booking ("speak first") FIX.4.3
2 Accumulate Accumulate FIX.4.4
FIX.4.4
⇒590 BookingUnit char Indicates what constitutes a bookable unit.
Value SymbolicName Description Added Updated Deprecated
0 EachPartialExecutionIsABookableUnit Each partial execution is a bookable unit FIX.4.3
1 AggregatePartialExecutionsOnThisOrder Aggregate partial executions on this order, and book one trade per order FIX.4.3
2 AggregateExecutionsForThisSymbol Aggregate executions for this symbol, side, and settlement date FIX.4.3
FIX.4.4
⇒70 AllocID String Use to assign an ID to the block of individual preallocations FIX.4.4
⇒591 PreallocMethod char Indicates the method of preallocation.
Value SymbolicName Description Added Updated Deprecated
0 ProRata Pro rata FIX.4.3
1 DoNotProRata Do not pro-rata - discuss first FIX.4.3
FIX.4.4
⇒PreAllocGrp FIX.4.4
⇒63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate 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.4.4
⇒64 SettlDate LocalMktDate Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. FIX.4.4
⇒544 CashMargin char Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.
Value SymbolicName Description Added Updated Deprecated
1 Cash Cash FIX.4.3
2 MarginOpen Margin Open FIX.4.3
3 MarginClose Margin Close FIX.4.3
FIX.4.4
⇒635 ClearingFeeIndicator String Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.
(Values source CBOT, CME, NYBOT, and NYMEX):
Value SymbolicName Description Added Updated Deprecated
1 FirstYearDelegate 1st year delegate trading for own account FIX.4.3
2 SecondYearDelegate 2nd year delegate trading for own account FIX.4.3
3 ThirdYearDelegate 3rd year delegate trading for own account FIX.4.3
4 FourthYearDelegate 4th year delegate trading for own account FIX.4.3
5 FifthYearDelegate 5th year delegate trading for own account FIX.4.3
9 SixthYearDelegate 6th year delegate trading for own account FIX.4.3
B CBOEMember CBOE Member FIX.4.3
C NonMemberAndCustomer Non-member and Customer FIX.4.3
E EquityMemberAndClearingMember Equity Member and Clearing Member FIX.4.3
F FullAndAssociateMember Full and Associate Member trading for own account and as floor brokers FIX.4.3
H Firms106HAnd106J 106.H and 106.J firms FIX.4.3
I GIM GIM, IDEM and COM Membership Interest Holders FIX.4.3
L Lessee106FEmployees Lessee 106.F Employees FIX.4.3
M AllOtherOwnershipTypes All other ownership types FIX.4.3
FIX.4.4
⇒21 HandlInst char Instructions for order handling on Broker trading floor
Value SymbolicName Description Added Updated Deprecated
1 AutomatedExecutionNoIntervention Automated execution order, private, no Broker intervention FIX.2.7
2 AutomatedExecutionInterventionOK Automated execution order, public, Broker intervention OK FIX.2.7
3 ManualOrder Manual order, best execution FIX.2.7
FIX.4.4
⇒18 ExecInst MultipleCharValue Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified.
Value SymbolicName Description Added Updated Deprecated
0 StayOnOfferSide Stay on offer side FIX.2.7
1 NotHeld Not held FIX.2.7
2 Work Work FIX.2.7
3 GoAlong Go along FIX.2.7
4 OverTheDay Over the day FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate Participate don't initiate FIX.2.7
7 StrictScale Strict scale FIX.2.7
8 TryToScale Try to scale FIX.2.7
9 StayOnBidSide Stay on bid side FIX.2.7
A NoCross 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.4.4
⇒110 MinQty Qty Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
⇒1089 MatchIncrement Qty Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement. FIX.4.4
⇒1090 MaxPriceLevels int Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit. FIX.4.4
⇒DisplayInstruction Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" FIX.4.4
⇒111 MaxFloor Qty The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. FIX.4.4 FIX.5.0
⇒100 ExDestination Exchange Execution destination as defined by institution when order is entered.
Valid values:
See "Appendix 6-C" 		FIX.4.4
⇒1133 ExDestinationIDSource char The ID source of ExDestination
Value SymbolicName Description Added Updated Deprecated
B BIC BIC (Bank Identification Code) (ISO 9362) FIX.4.4EP-1
C GeneralIdentifier Generally accepted market participant identifier (e.g. NASD mnemonic) FIX.4.4EP-1
D Proprietary Proprietary / Custom code FIX.4.4EP-1
E ISOCountryCode ISO Country Code FIX.4.4EP-1
G MIC MIC (ISO 10383 - Market Identifier Code) FIX.4.4EP-1
FIX.4.4
⇒TrdgSesGrp FIX.4.4
⇒81 ProcessCode char Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular FIX.2.7
1 SoftDollar Soft Dollar FIX.2.7
2 StepIn Step-In FIX.2.7
3 StepOut Step-Out FIX.2.7
4 SoftDollarStepIn Soft-dollar Step-In FIX.2.7
5 SoftDollarStepOut Soft-dollar Step-Out FIX.2.7
6 PlanSponsor Plan Sponsor FIX.4.0
FIX.4.4
⇒Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
⇒UndInstrmtGrp FIX.4.4
⇒140 PrevClosePx Price Useful for verifying security identification FIX.4.4
⇒54 Side ✔ char Note: to indicate the side of SideValue1 or SideValue2, specify Side=Undisclosed and SideValueInd=either the SideValue1 or SideValue2 indicator.
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed 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.4.4
⇒2102 ShortMarkingExemptIndicator Boolean None FIX.5.0SP2
⇒1688 ShortSaleExemptionReason int Available for optional use when Side(54) = 6(Sell short exempt).
Value SymbolicName Description Added Updated Deprecated
0 ExemptionReasonUnknown An exemption reason not provided or received. FIX.5.0SP2EP121
1 IncomingSSE Agency broker has the customer's exemption reason, which is not explicitly provided to executing broker. FIX.5.0SP2EP121
2 AboveNationalBestBid Broker / dealer responsible for enforcing exemption rule has determined that the order is priced one or more ticks above the nation best bid of the security to be traded. FIX.5.0SP2EP121
3 DelayedDelivery The broker-dealer has a reasonable basis to believe the seller owns the covered security (pursuant to Rule 200 in the U.S.), but is subject to restrictions on delivery, provided that the seller intends to deliver the security as soon as all restrictions on delivery have been removed. FIX.5.0SP2EP121
4 OddLot The broker-dealer has a reasonable basis to believe the sale is by a market maker to offset customer odd-lot orders or to liquidate an odd-lot position that changes such broker’s or dealer’s position by no more than a unit of trading. FIX.5.0SP2EP121
5 DomesticArbitrage The sale is connected to a bona-fide domestic arbitrage transaction. FIX.5.0SP2EP121
6 InternationalArbitrage The sale is connected to an international arbitrage transaction. FIX.5.0SP2EP121
7 UnderwriterOrSyndicateDistribution The short sale is (i) by an underwriter or member of a syndicate or group participating in the distribution of a security in connection with an over-allotment of securities; or (ii) is for purposes of a lay-off sale by an underwriter or member of a syndicate or group in connection with a distribution of securities through a rights or standby underwriting commitment. FIX.5.0SP2EP121
8 RisklessPrincipal The short sale is by a broker or dealer effecting the execution of a customer purchase or the execution of a customer “long” sale on a riskless principal basis. FIX.5.0SP2EP121
9 VWAP The short sale order is for the sale of a covered security at the volume weighted average price (VWAP) meeting certain criteria. FIX.5.0SP2EP121
FIX.5.0SP2 FIX.5.0SP2EP131
⇒401 SideValueInd int Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell.
Value SymbolicName Description Added Updated Deprecated
1 SideValue1 Side Value 1 FIX.4.3
2 SideValue2 Side Value 2 FIX.4.3
FIX.4.4
⇒114 LocateReqd Boolean Required for short sell orders
Value SymbolicName Description Added Updated Deprecated
N No Indicates the broker is not required to locate FIX.4.0
Y Yes Indicates the broker is responsible for locating the stock FIX.4.0
FIX.4.4
⇒60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.4.4
⇒Stipulations Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" FIX.4.4
⇒854 QtyType int Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts FIX.4.4 FIX.5.0SP2EP107
2 UnitsOfMeasurePerTimeUnit Unit of Measure per Time Unit FIX.4.4EP5 FIX.5.0SP2EP107
FIX.4.4
⇒OrderQtyData ✔ Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" FIX.4.4
⇒40 OrdType char Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop 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.4.4
⇒423 PriceType int Code to represent the price type.
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.4.4
⇒44 Price Price Price per unit of quantity (e.g. per share) FIX.4.4
⇒1092 PriceProtectionScope char Defines the type of price protection the customer requires on their order.
Value SymbolicName Description Added Updated Deprecated
0 None None FIX.4.4EP-1
1 Local Local (Exchange, ECN, ATS) FIX.4.4EP-1
2 National National (Across all national markets) FIX.4.4EP-1
3 Global Global (Across all markets) FIX.4.4EP-1
FIX.4.4
⇒99 StopPx Price Price per unit of quantity (e.g. per share) FIX.4.4
⇒TriggeringInstruction Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" FIX.5.0
⇒SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" FIX.4.4
⇒YieldData Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" FIX.4.4
⇒15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
⇒376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.4
⇒2404 ComplianceText String Free text for compliance information required for regulatory reporting. FIX.5.0SP2
⇒2351 EncodedComplianceTextLen Length Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. FIX.5.0SP2
⇒2352 EncodedComplianceText data Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
⇒377 SolicitedFlag Boolean Indicates whether or not the order was solicited.
Value SymbolicName Description Added Updated Deprecated
N WasNotSolicited Was not solicited FIX.4.2
Y WasSolicited Was solicited FIX.4.2
FIX.4.4
⇒23 IOIID String Required for Previously Indicated Orders (OrdType=E) FIX.4.4
⇒117 QuoteID String Required for Previously Quoted Orders (OrdType=D) FIX.4.4
⇒1080 RefOrderID String Required for counter-order selection / Hit / Take Orders (OrdType = Q) FIX.4.4
⇒1081 RefOrderIDSource char Conditionally required if RefOrderID is specified.
Value SymbolicName Description Added Updated Deprecated
0 SecondaryOrderID SecondaryOrderID(198) FIX.4.4EP-1
1 OrderID OrderID(37) FIX.4.4EP-1
2 MDEntryID MDEntryID(278) FIX.4.4EP-1
3 QuoteEntryID QuoteEntryID(299) FIX.4.4EP-1
4 OriginalOrderID Original order ID FIX.5.0SP1EP77
5 QuoteID QuoteID(117) FIX.5.0SP2EP171
6 QuoteReqID QuoteReqID(131) FIX.5.0SP2EP171
FIX.4.4
⇒59 TimeInForce char Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
0 Day Day (or session) FIX.2.7
1 GoodTillCancel Good Till Cancel (GTC) FIX.2.7
2 AtTheOpening At the Opening (OPG) FIX.2.7
3 ImmediateOrCancel Immediate Or Cancel (IOC) FIX.2.7
4 FillOrKill Fill Or Kill (FOK) FIX.2.7
5 GoodTillCrossing Good Till Crossing (GTX) FIX.2.7
6 GoodTillDate Good Till Date (GTD) FIX.4.0
7 AtTheClose At the Close FIX.4.3
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.4.4
⇒168 EffectiveTime UTCTimestamp Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.4
⇒432 ExpireDate LocalMktDate Conditionally required if TimeInForce = GTD and ExpireTime is not specified. FIX.4.4
⇒126 ExpireTime UTCTimestamp Conditionally required if TimeInForce = GTD and ExpireDate is not specified. FIX.4.4
⇒427 GTBookingInst int States whether executions are booked out or accumulated on a partially filled GT order
Value SymbolicName Description Added Updated Deprecated
0 BookOutAllTradesOnDayOfExecution Book out all trades on day of execution FIX.4.2
1 AccumulateUntilFilledOrExpired Accumulate executions until order is filled or expires FIX.4.2
2 AccumulateUntilVerballyNotifiedOtherwise Accumulate until verbally notified otherwise FIX.4.2
FIX.4.4
⇒1629 ExposureDuration int Conditionally required when TimeInForce(59)=10 (Good for Time) FIX.5.0SP2
⇒1916 ExposureDurationUnit int Time unit in which the ExposureDuration(1629) is expressed. FIX.5.0SP2
⇒CommissionData None FIX.4.4 FIX.5.0SP2EP204
⇒CommissionDataGrp Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. FIX.5.0SP2
⇒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.4.4
⇒529 OrderRestrictions MultipleCharValue Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.
Value SymbolicName Description Added Updated Deprecated
1 ProgramTrade Program Trade FIX.4.3
2 IndexArbitrage Index Arbitrage FIX.4.3
3 NonIndexArbitrage Non-Index Arbitrage FIX.4.3
4 CompetingMarketMaker Competing Market Maker FIX.4.3
5 ActingAsMarketMakerOrSpecialistInSecurity Acting as Market Maker or Specialist in the security FIX.4.3
6 ActingAsMarketMakerOrSpecialistInUnderlying Acting as Market Maker 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.4.4
⇒1091 PreTradeAnonymity Boolean Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible. FIX.4.4
⇒582 CustOrderCapacity int Capacity of customer placing the order.
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.4.4
⇒OrderAttributeGrp FIX.5.0SP2
⇒121 ForexReq Boolean Indicates request for forex accommodation trade to be executed along with security transaction.
Value SymbolicName Description Added Updated Deprecated
N DoNotExecuteForexAfterSecurityTrade Do Not Execute Forex After Security Trade FIX.4.0
Y ExecuteForexAfterSecurityTrade Execute Forex After Security Trade FIX.4.0
FIX.4.4
⇒120 SettlCurrency Currency Currency code of settlement denomination. FIX.4.4
⇒775 BookingType int Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
Value SymbolicName Description Added Updated Deprecated
0 RegularBooking Regular booking FIX.4.4
1 CFD CFD (Contract for difference) FIX.4.4
2 TotalReturnSwap Total Return Swap FIX.4.4
FIX.4.4
⇒58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
⇒193 SettlDate2 LocalMktDate Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. FIX.4.4 FIX.5.0
⇒192 OrderQty2 Qty Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. FIX.4.4 FIX.5.0
⇒640 Price2 Price Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap which is also a limit order. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). FIX.4.4 FIX.5.0
⇒77 PositionEffect char Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.
Value SymbolicName Description Added Updated Deprecated
C Close Close FIX.4.1
F FIFO FIFO FIX.4.3
O Open Open FIX.4.1
R Rolled Rolled FIX.4.3
N CloseButNotifyOnOpen Close but notify on open FIX.5.0EP61
D Default Default FIX.5.0EP61
FIX.4.4
⇒203 CoveredOrUncovered int Used for derivative products, such as options
Value SymbolicName Description Added Updated Deprecated
0 Covered Covered FIX.4.1
1 Uncovered Uncovered FIX.4.1
FIX.4.4
⇒210 MaxShow Qty Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI).
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4 FIX.5.0
⇒PegInstructions Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
⇒DiscretionInstructions Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
⇒847 TargetStrategy int The target strategy of the order
Value SymbolicName Description Added Updated Deprecated
1 VWAP VWAP FIX.4.4
2 Participate Participate (i.e. aim to be x percent of the market volume) FIX.4.4
3 MininizeMarketImpact Mininize market impact FIX.4.4
FIX.4.4
⇒StrategyParametersGrp Strategy parameter block FIX.4.4
⇒848 TargetStrategyParameters String For further specification of the TargetStrategy FIX.4.4 FIX.5.0
⇒849 ParticipationRate Percentage Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) FIX.4.4 FIX.5.0
⇒494 Designation String Supplementary registration information for this Order within the List FIX.4.4
⇒1028 ManualOrderIndicator Boolean Indicates if the order was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software). FIX.5.0SP2

MDFullGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
268 NoMDEntries ✔ NumInGroup Number of entries following. FIX.4.4
⇒269 MDEntryType ✔ char Required if NoMDEntries(268) > 0.
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.4.4 FIX.5.0SP2EP190
⇒278 MDEntryID String Conditionally required when maintaining an order-depth book (AggregatedBook(266) is "N"). Allows subsequent Incremental changes to be applied using MDEntryID(278). FIX.4.4 FIX.5.0SP2EP190
⇒270 MDEntryPx Price Conditionally required if MDEntryType(269) is not A (Imbalance), B (Trade Volume), or C (Open Interest); Conditionally required when MDEntryType(269) = Q (Auction clearing price). FIX.4.4 FIX.5.0SP2EP190
⇒423 PriceType int Code to represent the price type.
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.5.0
⇒PriceQualifierGrp FIX.5.0SP2
⇒819 AvgPxIndicator int Average pricing indicator.
Value SymbolicName Description Added Updated Deprecated
0 NoAveragePricing No average pricing FIX.4.4 FIX.5.0SP2EP141
1 Trade Trade is part of an average price group identified by the AvgPxGroupID(1731) FIX.4.4 FIX.5.0SP2EP141
2 LastTrade Last trade of the average price group identified by the AvgPxGroupID(1731) FIX.4.4 FIX.5.0SP2EP234
3 NotionalValueAveragePxGroupTrade A notional value average price (NVAP) group is effectively closed and available for allocation as long as the NVAP of the group is non-zero. FIX.5.0SP2EP239
4 AveragePricedTrade Trade is average priced FIX.5.0SP2EP240
FIX.5.0SP2
⇒YieldData FIX.5.0 FIX.5.0SP2EP190
⇒SpreadOrBenchmarkCurveData FIX.5.0 FIX.5.0SP2EP190
⇒40 OrdType char Used to support market mechanism type; limit order, market order, committed principal order
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop 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.4.4
⇒15 Currency Currency Can be used to specify the currency of the quoted price. FIX.4.4
⇒120 SettlCurrency Currency Required for NDFs to specify the settlement currency (fixing currency). FIX.5.0SP1
⇒RateSource FIX.5.0SP1
⇒271 MDEntrySize Qty Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) = 0 (Bid), 1 (Offer), 2 (Trade), B (Trade volume), or C (Open interest). FIX.4.4 FIX.5.0SP2EP190
⇒SecSizesGrp FIX.5.0
⇒1093 LotType char Can be used to specify the lot type of the quoted size in order depth books.
Value SymbolicName Description Added Updated Deprecated
1 OddLot Odd Lot FIX.4.4EP-1
2 RoundLot Round Lot FIX.4.4EP-1
3 BlockLot Block Lot FIX.4.4EP-1
4 RoundLotBasedUpon Round lot based upon UnitOfMeasure(996) FIX.5.0SP1EP80
FIX.5.0
⇒272 MDEntryDate UTCDateOnly Date of Market Data Entry.
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.4
⇒273 MDEntryTime UTCTimeOnly Time of Market Data Entry. FIX.4.4
⇒274 TickDirection char Direction of the "tick".
Value SymbolicName Description Added Updated Deprecated
0 PlusTick Plus Tick FIX.4.2
1 ZeroPlusTick Zero-Plus Tick FIX.4.2
2 MinusTick Minus Tick FIX.4.2
3 ZeroMinusTick Zero-Minus Tick FIX.4.2
FIX.4.4
⇒275 MDMkt Exchange Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C FIX.4.4 FIX.5.0
⇒336 TradingSessionID String Identifier for 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.4.4
⇒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.4.4
⇒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.5.0
⇒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.5.0
⇒2447 FastMarketIndicator Boolean Indicates if the instrument is in "fast market" state. FIX.5.0SP2
⇒2705 MarketCondition int Market condition. In the context of ESMA RTS 8 it is important that trading venues communicate the condition of the market, particularly "stressed" and "exceptional", in order to provide incentives for firms contributing to liquidity.
Value SymbolicName Description Added Updated Deprecated
0 Normal The condition of the market in the absence of "stressed" or "exceptional" conditions. FIX.5.0SP2EP229
1 Stressed In the context of ESMA RTS 8 Article 6: Trading venues shall set out the parameters to identify stressed market conditions in terms of significant short-term changes of price and volume. Trading venues shall consider the resumption of trading after volatility interruptions as stressed market conditions. FIX.5.0SP2EP229
2 Exceptional In the context of ESMA RTS 8 Article 3: Due to (a) a situation of extreme volatility; (b) war, industrial action, civil unrest or cyber sabotage; (c) disorderly trading conditions, e.g. due to technical issues; (d) unavailability of risk management facilities. FIX.5.0SP2EP229
FIX.5.0SP2
⇒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.4.4
⇒277 TradeCondition MultipleStringValue Space-delimited list of conditions describing a trade
Value SymbolicName Description Added Updated Deprecated
A Cash Cash (only) Market FIX.4.2
B AveragePriceTrade Average Price Trade FIX.4.2
C CashTrade Cash Trade (same day clearing) FIX.4.2
D NextDay Next Day (only)Market FIX.4.2
E Opening Opening/Reopening Trade Detail FIX.4.2
F IntradayTradeDetail Intraday Trade Detail FIX.4.2
G Rule127Trade Rule 127 Trade (NYSE) FIX.4.2
H Rule155Trade Rule 155 Trade (AMEX) FIX.4.2
I SoldLast Sold Last (late reporting) FIX.4.2
J NextDayTrade Next Day Trade (next day clearing) FIX.4.2
K Opened Opened (late report of opened trade) FIX.4.2
L Seller Seller FIX.4.2
M Sold Sold (out of sequence) FIX.4.2
N StoppedStock Stopped Stock (guarantee of price but does not execute the order) FIX.4.2
P ImbalanceMoreBuyers Imbalance More Buyers (cannot be used in combination with Q) FIX.4.3
Q ImbalanceMoreSellers Imbalance More Sellers (cannot be used in combination with P) FIX.4.3
R OpeningPrice Opening Price FIX.4.3
S BargainCondition Bargain Condition (LSE) FIX.4.4EP7
T ConvertedPriceIndicator Converted Price Indicator FIX.4.4EP7
U ExchangeLast Exchange Last FIX.4.4EP7
V FinalPriceOfSession Final Price of Session FIX.4.4EP7
W ExPit Ex-pit FIX.4.4EP7
X Crossed Crossed FIX.4.4EP7
Y TradesResultingFromManual Trades resulting from manual/slow quote FIX.4.4EP6
Z TradesResultingFromIntermarketSweep Trades resulting from intermarket sweep FIX.4.4EP6
a VolumeOnly Volume Only FIX.4.4EP7
b DirectPlus Direct Plus FIX.4.4EP7
c Acquisition Acquisition FIX.4.4EP7
d Bunched Bunched FIX.4.4EP7
e Distribution Distribution FIX.4.4EP7
f BunchedSale Bunched Sale FIX.4.4EP7
g SplitTrade Split Trade FIX.4.4EP7
h CancelStopped Cancel Stopped FIX.4.4EP7
i CancelETH Cancel ETH FIX.4.4EP7
j CancelStoppedETH Cancel Stopped ETH FIX.4.4EP7
k OutOfSequenceETH Out of Sequence ETH FIX.4.4EP7
l CancelLastETH Cancel Last ETH FIX.4.4EP7
m SoldLastSaleETH Sold Last Sale ETH FIX.4.4EP7
n CancelLast Cancel Last FIX.4.4EP7
o SoldLastSale Sold Last Sale FIX.4.4EP7
p CancelOpen Cancel Open FIX.4.4EP7
q CancelOpenETH Cancel Open ETH FIX.4.4EP7
r OpenedSaleETH Opened Sale ETH FIX.4.4EP7
s CancelOnly Cancel Only FIX.4.4EP7
t CancelOnlyETH Cancel Only ETH FIX.4.4EP7
u LateOpenETH Late Open ETH FIX.4.4EP7
v AutoExecutionETH Auto Execution ETH FIX.4.4EP7
w Reopen Reopen FIX.4.4EP7
x ReopenETH Reopen ETH FIX.4.4EP7
y Adjusted Adjusted FIX.4.4EP7
z AdjustedETH Adjusted ETH FIX.4.4EP7
AA Spread Spread FIX.4.4EP7
AB SpreadETH Spread ETH FIX.4.4EP7
AC Straddle Straddle FIX.4.4EP7
AD StraddleETH Straddle ETH FIX.4.4EP7
AE Stopped Stopped FIX.4.4EP7
AF StoppedETH Stopped ETH FIX.4.4EP7
AG RegularETH Regular ETH FIX.4.4EP7
AH Combo Combo FIX.4.4EP7
AI ComboETH Combo ETH FIX.4.4EP7
AJ OfficialClosingPrice Official Closing Price FIX.4.4EP7
AK PriorReferencePrice Prior Reference Price FIX.4.4EP7
0 Cancel Cancel FIX.4.4EP7
AL StoppedSoldLast Stopped Sold Last FIX.4.4EP7
AM StoppedOutOfSequence Stopped Out of Sequence FIX.4.4EP7
AN OfficalClosingPrice Offical Closing Price (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.4.4
⇒TradePriceConditionGrp FIX.5.0SP2
⇒2667 AlgorithmicTradeIndicator int None
Value SymbolicName Description Added Updated Deprecated
0 NonAlgorithmicTrade Non-algorithmic trade FIX.5.0SP2EP216
1 AlgorithmicTrade In the context of ESMA MiFID II, a trade has to be flagged as "algorithmic" if at least one of the matched orders was submitted by a trading algorithm. See Directive 2014/65/EU Article 4(1)(39). FIX.5.0SP2EP216
FIX.5.0SP2
⇒282 MDEntryOriginator String Originator of a Market Data Entry FIX.4.4 FIX.5.0
⇒283 LocationID String Identification of a Market Maker's location FIX.4.4 FIX.5.0
⇒284 DeskID String Identification of a Market Maker's desk FIX.4.4 FIX.5.0
⇒286 OpenCloseSettlFlag MultipleCharValue Used if MDEntryType(269) = 4 (Opening price), 5 (Closing price), or 6 (Settlement price).
Value SymbolicName Description Added Updated Deprecated
0 DailyOpen Daily Open / Close / Settlement entry FIX.4.2
1 SessionOpen Session Open / Close / Settlement entry FIX.4.2
2 DeliverySettlementEntry Delivery Settlement entry FIX.4.2
3 ExpectedEntry Expected entry FIX.4.3
4 EntryFromPreviousBusinessDay Entry from previous business day FIX.4.3
5 TheoreticalPriceValue Theoretical Price value FIX.4.4
FIX.4.4 FIX.5.0SP2EP190
⇒59 TimeInForce char For optional use when this Bid or Offer represents an order
Value SymbolicName Description Added Updated Deprecated
0 Day Day (or session) FIX.2.7
1 GoodTillCancel Good Till Cancel (GTC) FIX.2.7
2 AtTheOpening At the Opening (OPG) FIX.2.7
3 ImmediateOrCancel Immediate Or Cancel (IOC) FIX.2.7
4 FillOrKill Fill Or Kill (FOK) FIX.2.7
5 GoodTillCrossing Good Till Crossing (GTX) FIX.2.7
6 GoodTillDate Good Till Date (GTD) FIX.4.0
7 AtTheClose At the Close FIX.4.3
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.4.4
⇒432 ExpireDate LocalMktDate For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. FIX.4.4 FIX.5.0SP2EP190
⇒126 ExpireTime UTCTimestamp For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. FIX.4.4 FIX.5.0SP2EP190
⇒1629 ExposureDuration int Conditionally required when TimeInForce(59) = A (Good for Time). FIX.5.0SP2 FIX.5.0SP2EP190
⇒1916 ExposureDurationUnit int Time unit in which the ExposureDuration(1629) is expressed. FIX.5.0SP2
⇒110 MinQty Qty For optional use when this Bid or Offer represents an order FIX.4.4
⇒18 ExecInst MultipleCharValue Can contain multiple instructions, space delimited.
Value SymbolicName Description Added Updated Deprecated
0 StayOnOfferSide Stay on offer side FIX.2.7
1 NotHeld Not held FIX.2.7
2 Work Work FIX.2.7
3 GoAlong Go along FIX.2.7
4 OverTheDay Over the day FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate Participate don't initiate FIX.2.7
7 StrictScale Strict scale FIX.2.7
8 TryToScale Try to scale FIX.2.7
9 StayOnBidSide Stay on bid side FIX.2.7
A NoCross 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.4.4
⇒287 SellerDays int Specifies the number of days that may elapse before delivery of the security FIX.4.4
⇒37 OrderID String For optional use when this Bid, Offer, or Trade represents an order FIX.4.4
⇒198 SecondaryOrderID String For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id. FIX.4.4
⇒299 QuoteEntryID String For optional use when this Bid, Offer, or Trade represents a quote FIX.4.4
⇒1003 TradeID String For optional use in reporting Trades. FIX.5.0SP2
⇒1851 StrategyLinkID String For optional use in reporting Trades. May be used to link together trades that are reported separately but are part of the same overall trade, e.g. spread trade and their constituent trades. FIX.5.0SP2
⇒288 MDEntryBuyer String For optional use in reporting Trades FIX.4.4
⇒289 MDEntrySeller String For optional use in reporting Trades FIX.4.4
⇒2449 NumberOfBuyOrders int For optional use in reporting trades. FIX.5.0SP2
⇒2450 NumberOfSellOrders int For optional use in reporting trades. FIX.5.0SP2
⇒346 NumberOfOrders int In an Aggregated Book, used to show how many individual orders make up an MDEntry FIX.4.4
⇒290 MDEntryPositionNo int Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 FIX.4.4
⇒546 Scope MultipleCharValue Specifies the market scope of the market data.
Value SymbolicName Description Added Updated Deprecated
1 LocalMarket Local Market (Exchange, ECN, ATS) FIX.4.3
2 National National FIX.4.3
3 Global Global FIX.4.3
FIX.4.4
⇒811 PriceDelta float The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based.
This value is normally between -1.0 and 1.0. 		FIX.4.4
⇒828 TrdType int Specifies trade type when a trade is being reported. For optional use in reporting trades.
Value SymbolicName Description Added Updated Deprecated
0 RegularTrade Regular trade FIX.4.4 FIX.5.0SP2EP141
1 BlockTrade Block trade FIX.4.4 FIX.5.0SP2EP141
2 EFP Exchange for physical (EFP) FIX.4.4 FIX.5.0SP2EP141
3 Transfer Transfer FIX.4.4
4 LateTrade Late trade FIX.4.4 FIX.5.0SP2EP141
5 TTrade T trade FIX.4.4 FIX.5.0SP2EP141
6 WeightedAveragePriceTrade Weighted average price trade FIX.4.4 FIX.5.0SP2EP141
7 BunchedTrade Bunched trade FIX.4.4 FIX.5.0SP2EP141
8 LateBunchedTrade Late bunched trade FIX.4.4 FIX.5.0SP2EP141
9 PriorReferencePriceTrade Prior reference price trade FIX.4.4 FIX.5.0SP2EP141
10 AfterHoursTrade After hours trade FIX.4.4 FIX.5.0SP2EP141
11 ExchangeForRisk Exchange for risk (EFR) FIX.4.4EP5 FIX.5.0SP2EP141
12 ExchangeForSwap Exchange for swap (EFS) FIX.4.4EP5 FIX.5.0SP2EP141
13 ExchangeOfFuturesFor For example full sized for mini. FIX.4.4EP5 FIX.5.0SP2EP141
14 ExchangeOfOptionsForOptions Exchange of options for options (EOO) FIX.4.4EP5 FIX.5.0SP2EP141
15 TradingAtSettlement Trading at settlement FIX.4.4EP5 FIX.5.0SP2EP141
16 AllOrNone All or none FIX.4.4EP5 FIX.5.0SP2EP141
17 FuturesLargeOrderExecution Futures large order execution FIX.4.4EP5 FIX.5.0SP2EP141
18 ExchangeOfFuturesForFutures Exchange of futures for external market futures (EFF) FIX.4.4EP5 FIX.5.0SP2EP141
19 OptionInterimTrade Option interim trade FIX.4.4EP5 FIX.5.0SP2EP141
20 OptionCabinetTrade Option cabinet trade FIX.4.4EP5 FIX.5.0SP2EP141
22 PrivatelyNegotiatedTrades Privately negotiated trade FIX.4.4EP19 FIX.5.0SP2EP141
23 SubstitutionOfFuturesForForwards Substitution of futures for forwards FIX.4.4EP19 FIX.5.0SP2EP141
48 NonStandardSettlement Non-standard settlement FIX.5.0EP47
49 DerivativeRelatedTransaction Derivative related transaction FIX.5.0EP47 FIX.5.0SP2EP141
50 PortfolioTrade Portfolio trade FIX.5.0EP47 FIX.5.0SP2EP141
51 VolumeWeightedAverageTrade Volume weighted average trade FIX.5.0EP47 FIX.5.0SP2EP141
52 ExchangeGrantedTrade Exchange granted trade FIX.5.0EP47 FIX.5.0SP2EP141
53 RepurchaseAgreement Repurchase agreement FIX.5.0EP47 FIX.5.0SP2EP141
54 OTC Trade executed off-market. In the context of CFTC regulatory reporting for swaps, it is a large notional off-facility swap. In the context of MiFID transparency reporting rules this is used to report, into an exchange, deals made outside exchange rules. FIX.5.0EP47 FIX.5.0SP2EP177
55 ExchangeBasisFacility Exchange basis facility (EBF) FIX.5.0EP55 FIX.5.0SP2EP141
24 ErrorTrade Error trade FIX.4.4EP26
25 SpecialCumDividend Special cum dividend (CD) FIX.4.4EP26
26 SpecialExDividend Special ex dividend (XD) FIX.4.4EP26
27 SpecialCumCoupon Special cum coupon (CC) FIX.4.4EP26
28 SpecialExCoupon Special ex coupon (XC) FIX.4.4EP26
29 CashSettlement Cash settlement (CS) FIX.4.4EP26
30 SpecialPrice Usually net or all-in price. FIX.4.4EP26 FIX.5.0SP2EP141
31 GuaranteedDelivery Guaranteed delivery (GD) FIX.4.4EP26
32 SpecialCumRights Special cum rights (CR) FIX.4.4EP26
33 SpecialExRights Special ex rights (XR) FIX.4.4EP26
34 SpecialCumCapitalRepayments Special cum capital repayments (CP) FIX.4.4EP26
35 SpecialExCapitalRepayments Special ex capital repayments (XP) FIX.4.4EP26
36 SpecialCumBonus Special cum bonus (CB) FIX.4.4EP26
37 SpecialExBonus Special ex bonus (XB) FIX.4.4EP26
38 LargeTrade The same as large trade. FIX.4.4EP26 FIX.5.0SP2EP141
39 WorkedPrincipalTrade Worked principal trade FIX.4.4EP26 FIX.5.0SP2EP141
40 BlockTrades Block trades FIX.4.4EP26 FIX.5.0SP2EP141
41 NameChange Name change FIX.4.4EP26
42 PortfolioTransfer Portfolio transfer FIX.4.4EP26
43 ProrogationBuy Used by Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system). Trades must be reported as crosses at zero price. FIX.4.4EP26 FIX.5.0SP2EP141
44 ProrogationSell See prorogation buy. FIX.4.4EP26 FIX.5.0SP2EP141
45 OptionExercise Option exercise FIX.4.4EP26
46 DeltaNeutralTransaction Delta neutral transaction FIX.4.4EP26
47 FinancingTransaction Financing transaction FIX.4.4EP26 FIX.5.0SP2EP141
56 OpeningTrade Opening trade FIX.5.0SP2EP104 FIX.5.0SP2EP141
57 NettedTrade Netted trade FIX.5.0SP2EP141
58 BlockSwapTrade Block trade executed off-market or on a registered market. In the context of CFTC regulatory reporting for swaps, it is a swap executed according to SEF or DCM rules. FIX.5.0SP2EP161 FIX.5.0SP2EP177
61 GiveUpGiveInTrade Give-up Give-in trade FIX.5.0SP2EP163
62 DarkTrade A Market Model Typology dark trade might also come from a lit/hybrid book, when an aggressive lit order hits a resting dark order. FIX.5.0SP2EP163
63 TechnicalTrade Technical trade FIX.5.0SP2EP163
64 Benchmark For Market Model Typology (MMT) the "benchmark" price depends on a benchmark which has no current price but was derived from a time series such as a VWAP. FIX.5.0SP2EP163 FIX.5.0SP2EP216
59 CreditEventTrade Credit event trade FIX.5.0SP2EP165 FIX.5.0SP2EP169
60 SuccessionEventTrade Succession event trade FIX.5.0SP2EP165 FIX.5.0SP2EP169
65 PackageTrade Identifies the pseudo-trade of a stream or collection of trades to be cleared and be reported as an atomic unit. The subsequent actual trades reported should not have this value. FIX.5.0SP2EP192
FIX.5.0SP1 FIX.5.0SP2EP190
⇒829 TrdSubType int For optional use in reporting trades.
Value SymbolicName Description Added Updated Deprecated
0 CMTA CMTA FIX.4.4EP4
1 InternalTransferOrAdjustment Internal transfer or adjustment FIX.4.4EP4
2 ExternalTransferOrTransferOfAccount External transfer or transfer of account FIX.4.4EP4
3 RejectForSubmittingSide Reject for submitting side FIX.4.4EP4
4 AdvisoryForContraSide Advisory for contra side FIX.4.4EP4
5 OffsetDueToAnAllocation Offset due to an allocation FIX.4.4EP5
6 OnsetDueToAnAllocation Onset due to an allocation FIX.4.4EP5 FIX.5.0SP1EP95
7 DifferentialSpread Differential spread FIX.4.4EP5
8 ImpliedSpreadLegExecutedAgainstAnOutright Implied spread leg executed against an outright FIX.4.4EP5
9 TransactionFromExercise Transaction from exercise FIX.4.4EP5
10 TransactionFromAssignment Transaction from assignment FIX.4.4EP5
11 ACATS ACATS FIX.4.4EP8
33 OffHoursTrade Off Hours Trade FIX.5.0EP61
34 OnHoursTrade On Hours Trade FIX.5.0EP61
35 OTCQuote OTC Quote FIX.5.0EP61
36 ConvertedSWAP Converted SWAP FIX.5.0EP-1
14 AI AI (Automated input facility disabled in response to an exchange request.) FIX.4.4EP26
15 B B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) FIX.4.4EP26
16 K K (Transaction using block trade facility.) FIX.4.4EP26
17 LC LC (Correction submitted more than three days after publication of the original trade report.) FIX.4.4EP26
18 M M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) FIX.4.4EP26
19 N N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) FIX.4.4EP26
20 NM NM ( i) transaction where Exchange has granted permission for non-publication
ii)IDB is reporting as seller
iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)		 FIX.4.4EP26
21 NR NR (Non-risk transaction in a SEATS security other than an AIM security) FIX.4.4EP26
22 P P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) FIX.4.4EP26
23 PA PA (Protected transaction notification) FIX.4.4EP26
24 PC PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) FIX.4.4EP26
25 PN PN (Worked principal notification for a portfolio transaction which includes order book securities) FIX.4.4EP26
26 R R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction)
(ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or
(iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)		 FIX.4.4EP26
27 RO RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) FIX.4.4EP26
28 RT RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) FIX.4.4EP26
29 SW SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) FIX.4.4EP26
30 T T (If reporting a single protected transaction) FIX.4.4EP26
31 WN WN (Worked principal notification for a single order book security) FIX.4.4EP26
32 WT WT (Worked principal transaction (other than a portfolio transaction)) FIX.4.4EP26
37 CrossedTrade Crossed Trade (X) FIX.5.0EP-1
38 InterimProtectedTrade Interim Protected Trade (I) FIX.5.0EP-1
39 LargeInScale Large in Scale (L) FIX.5.0EP-1
40 WashTrade Wash Trade FIX.5.0SP2EP101
41 TradeAtSettlement Identifies a trade that will be priced using the settlement price. FIX.5.0SP2EP107 FIX.5.0SP2EP227
43 TradeAtMarker Posted at a specific time each day and used to price the consummated trade for the product/month/strip executed (+/- and differentials). Closely related to TAS trades in function and trade practice. FIX.5.0SP2EP107 FIX.5.0SP2EP227
42 AuctionTrade Mutually exclusive with TrdSubType(829) = 50 (Balancing). FIX.5.0SP2EP114 FIX.5.0SP2EP227
44 CreditDefault Default (Credit Event) FIX.5.0SP2EP165
45 CreditRestructuring Restructuring (credit event) FIX.5.0SP2EP165
46 Merger Merger (succession event) FIX.5.0SP2EP165
47 SpinOff Spin-off (succession event) FIX.5.0SP2EP165
48 MultilateralCompression A subtype of TrdType(828) = 57 (Netted trade) in order to identify a special case of compression. FIX.5.0SP2EP201
50 Balancing Identifies an additional trade distributed to auction participants meant to resolve an imbalance between bids and offers.
Mutually exclusive with TrdSubType(829) = 42 =(Auction).		 FIX.5.0SP2EP227
51 BasisTradeIndexClose The marketplace name given to Trade at Marker (TAM) transactions in equity index futures. FIX.5.0SP2EP227
52 TradeAtCashOpen The marketplace name given to trading futures based on an opening quote of the underlying cash market. FIX.5.0SP2EP243
FIX.5.0SP2 FIX.5.0SP2EP190
⇒1934 RegulatoryReportType int Used only when reporting a trade (MDEntryType(269)=2 (Trade)) that is a regulatory trade report.
Value SymbolicName Description Added Updated Deprecated
0 RT Report of data relating to a regulated transaction including price and volume that is to be disseminated publically. If dissemination is to be suppressed due to an end user exception or to local regulatory rules that allow suppression of certain types of transactions use TradePublishIndicator(1390)=0. FIX.5.0SP2EP161
1 PET Report to regulators of the full terms of a regulated transaction included in the legal confirmation. FIX.5.0SP2EP161
2 Snapshot Periodic report of full primary economic terms data throughout the life cycle of a regulated transaction. FIX.5.0SP2EP161
3 Confirmation Report from a clearing organization of a cleared regulated transaction. FIX.5.0SP2EP161
4 RTPET A single report combining the requirements of both real-time and full primary economy terms of a regulated transaction. FIX.5.0SP2EP161
5 PETConfirmation A single report combining the requirements of both full primary economic terms of a regulated transaction report and confirmation. FIX.5.0SP2EP161
6 RTPETConfirmation A single report combining the requirements of real-time and full primary economic terms of a regulated transaction report, and confirmation. FIX.5.0SP2EP161
7 PostTrade Periodic report of the ongoing mark-to-market value of a regulated transaction. FIX.5.0SP2EP161
8 Verification Used by the trading counterparty to report its full primary economic terms of a regulated transaction separately to the repository. FIX.5.0SP2EP161
9 PstTrdEvnt Report of a regulated transaction continuation event that does not fall within the requirements for real-time reporting. FIX.5.0SP2EP169 FIX.5.0SP2EP187
10 PstTrdEvntRTReportable Report of a regulated transaction continuation event that falls within the requirements for real-time reporting and public dissemination. If dissemination is to be suppressed due to an end user exception or to local regulatory rules that allow suppression of certain types of transactions, use TradePublishIndicator(1390) = 0 (Do not publish trade). FIX.5.0SP2EP187
11 LMTF Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(i) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "LMTF". FIX.5.0SP2EP216
12 DATF Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(ii) for aggregated publication of at least 5 transactions before 9:00 a.m. local time next day. This is ESMA RTS 2 deferral flag "DATF". FIX.5.0SP2EP216
13 VOLO Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "VOLO". FIX.5.0SP2EP216
14 FWAF Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(c) (non-sovereign debt only) for aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. local time following Tuesday. This is ESMA RTS 2 deferral flag "FWAF". FIX.5.0SP2EP216
15 IDAF Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(d) (sovereign debt only) for aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. local time following Tuesday. This is ESMA RTS 2 deferral flag "IDAF". FIX.5.0SP2EP216
16 VOLW Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) and (d) consecutively (sovereign debt only) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "VOLW". FIX.5.0SP2EP216
17 FULF Full details of a previously reported "limited details trade (LMTF)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(i) which is a follow-up publication of all details before 7pm local time on the second day after initial publication. This is ESMA RTS deferral flag "FULF". FIX.5.0SP2EP216
18 FULA Full details of a previously reported "daily aggregated trade (DATF)". Designates a trade in instruments specified in RTS 2 Article 11 (1)(a)(ii) which is a follow-up publication of the individual transaction with full details before 7pm local time on the second day after initial publication. This is ESMA RTS 2 deferral flag "FULA". FIX.5.0SP2EP216
19 FULV Full details of a previously reported "volume omission trade (VOLO)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) which is a follow-up publication of all details before 9 am local time four weeks after initial publication. This is ESMA RTS 2 deferral flag "FULV". FIX.5.0SP2EP216
20 FULJ Full details of a previously reported "four weeks aggregation trade (FWAF)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(c) (non-sovereign debt only) which is a follow-up publication of the individual transaction with full details before 9 am local time four weeks after initial publication. This is ESMA RTS 2 deferral flag "FULJ". FIX.5.0SP2EP216
21 COAF Full details of a previously reported "volume omission trade eligible for subsequent aggregated enrichment (VOLW)". Designates a trade report in instruments specified in ESMA RTS 2 Article 11(1)(b) and (d) consecutively which is an aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. CET local time the following Tuesday four weeks after initial publication. This is ESMA RTS 2 deferral flag "COAF". FIX.5.0SP2EP216
FIX.5.0SP2
⇒2405 ExecMethod int Specifies how the transaction was executed, e.g. via an automated execution platform or other method.
Value SymbolicName Description Added Updated Deprecated
0 Unspecified Undefined/unspecified - (default when not specified) FIX.5.0SP2EP186
1 Manual The transaction was executed in a manual or other non-automated manner, e.g. by voice directly between the counterparties. Also used to identify MTT code M "Off Book Non-Automated". FIX.5.0SP2EP186 FIX.5.0SP2EP201
2 Automated The transaction was executed on an automated execution platform such as an automated systematic internaliser system, broker crossing network, broker crossing system, dark pool trading, "direct to capital" systems, broker position unwind mechanisms, etc. FIX.5.0SP2EP186 FIX.5.0SP2EP228
3 VoiceBrokered The transaction was negotiated by voice through an intermediary. FIX.5.0SP2EP201
FIX.5.0SP2
⇒574 MatchType String For optional use in reporting trades.
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.5.0SP2 FIX.5.0SP2EP190
⇒1115 OrderCategory char Defines the type of interest behind a trade (fill or partial fill).
Value SymbolicName Description Added Updated Deprecated
1 Order Order FIX.4.4EP-1
2 Quote Quote FIX.4.4EP-1
3 PrivatelyNegotiatedTrade Privately Negotiated Trade FIX.4.4EP-1
4 MultilegOrder Multileg order FIX.4.4EP-1
5 LinkedOrder Linked order FIX.4.4EP-1
6 QuoteRequest Quote Request FIX.4.4EP-1
7 ImpliedOrder Implied Order FIX.4.4EP-1
8 CrossOrder Cross Order FIX.4.4EP-1
9 StreamingPrice Streaming price (quote) FIX.5.0EP-1
A InternalCrossOrder Internal Cross Order FIX.5.0SP2EP101
FIX.5.0SP2
⇒1390 TradePublishIndicator int For optional use in reporting trades.
Value SymbolicName Description Added Updated Deprecated
0 DoNotPublishTrade Do Not Publish Trade FIX.5.0EP61
1 PublishTrade Publish Trade FIX.5.0EP61
2 DeferredPublication Deferred Publication FIX.5.0EP61
3 Published Indicates that the transaction has been published to the market. FIX.5.0SP2EP229
FIX.5.0SP2 FIX.5.0SP2EP190
⇒TrdRegPublicationGrp None FIX.5.0SP2
⇒570 PreviouslyReported Boolean None
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.5.0SP2
⇒RelatedTradeGrp For optional use when reporting trades. Lists trades related to the current market data entry, e.g. leg trades of a multi-leg trade. FIX.5.0SP2
⇒58 Text String Text to describe the Market Data Entry. Part of repeating group. FIX.4.4
⇒354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. FIX.4.4 FIX.5.0SP2EP190
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. FIX.4.4 FIX.5.0SP2EP190
⇒1023 MDPriceLevel int Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 FIX.4.4
⇒528 OrderCapacity char Designates the capacity of the firm placing the order.
(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.4.4 FIX.5.0SP2EP190
⇒1024 MDOriginType int Used to describe the origin of the market data entry.
Value SymbolicName Description Added Updated Deprecated
0 Book Book FIX.4.4EP-1
1 OffBook Off-Book FIX.4.4EP-1
2 Cross Cross FIX.4.4EP-1
3 QuoteDrivenMarket Examples for quote driven markets are market maker or specialist market models. FIX.5.0SP2EP163
4 DarkOrderBook Dark order book FIX.5.0SP2EP163
5 AuctionDrivenMarket Markets where matching occurs only in scheduled auctions. FIX.5.0SP2EP216
6 QuoteNegotiation Discretionary quoting on request or "request for quote" market. FIX.5.0SP2EP216
7 VoiceNegotiation A trading system where transactions between members are arranged through voice negotiation. FIX.5.0SP2EP228
8 HybridMarket A hybrid system falling into two or more types of trading systems. Can also be used for ESMA RTS 1 "other type of trading system". FIX.5.0SP2EP228
FIX.4.4
⇒332 HighPx Price Used to report high price in association with trade, bid or ask rather than a separate entity FIX.4.4
⇒333 LowPx Price Used to report low price in association with trade, bid or ask rather than a separate entity. FIX.4.4 FIX.5.0SP2EP190
⇒1025 FirstPx Price Indicates the first price of a trading session; can be a bid, ask, or trade price. FIX.5.0SP1
⇒31 LastPx Price Indicates the last price of a trading session; can be a bid, ask, or trade price. FIX.5.0SP1
⇒1592 DiscountFactor float Used to calculate the present value of an amount to be paid in the future. FIX.5.0SP2
⇒1020 TradeVolume Qty Used to report trade volume in association with trade, bid or ask rather than a separate entity 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.5.0SP2
⇒2451 SettlPriceDeterminationMethod int Calculation method used to determine settlement price. FIX.5.0SP2
⇒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.4.4
⇒64 SettlDate LocalMktDate Indicates date on which instrument will settle. For NDFs required for specifying the "value date". FIX.4.4 FIX.5.0SP1EP82
⇒1070 MDQuoteType int Identifies market data quote type.
Value SymbolicName Description Added Updated Deprecated
0 Indicative Indicative FIX.4.4EP32
1 Tradeable Tradeable FIX.4.4EP32
2 RestrictedTradeable Restricted Tradeable FIX.4.4EP32
3 Counter Counter FIX.4.4EP32
4 IndicativeAndTradeable Indicative and Tradeable FIX.4.4EP32
FIX.4.4
⇒83 RptSeq int Used to identify the sequence number within a feed type FIX.4.4
⇒1048 DealingCapacity char Identifies role of dealer; Agent, Principal, RisklessPrincipal
Value SymbolicName Description Added Updated Deprecated
A Agent Agent FIX.5.0SP1EP95
P Principal Principal FIX.5.0SP1EP95
R RisklessPrincipal Riskless Principal FIX.5.0SP1EP95
FIX.4.4 FIX.5.0SP2EP190
⇒1026 MDEntrySpotRate float The spot rate for an FX entry FIX.4.4
⇒1027 MDEntryForwardPoints PriceOffset Used for an F/X entry. The forward points to be added to or subtracted from the spot rate to get the "all-in" rate in MDEntryPx. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4
⇒Parties FIX.4.4
⇒2445 AggressorTime UTCTimestamp Timestamp of aggressive order or quote resulting in match event. FIX.5.0SP2
⇒2446 AggressorSide char Side of aggressive order or quote resulting in match event. FIX.5.0SP2
⇒654 LegRefID String May be specified for an MDEntryType(269)=2 (Trade) entry to indicate that MDEntryPx(270), PriceType(423) and MDEntrySize(271) apply to the instance of the InstrmtLegGrp component with matching LegID(1788). FIX.5.0SP2

MDIncGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
268 NoMDEntries ✔ NumInGroup Number of entries following. FIX.4.4
⇒279 MDUpdateAction ✔ char Must be first field in this repeating group.
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.4.2
1 Change Change FIX.4.2
2 Delete Delete FIX.4.2
3 DeleteThru Delete Thru FIX.4.4EP7
4 DeleteFrom Delete From FIX.4.4EP7
5 Overlay Overlay FIX.5.0EP42
FIX.4.4
⇒285 DeleteReason char If MDUpdateAction = Delete(2), can be used to specify a reason for the deletion.
Value SymbolicName Description Added Updated Deprecated
0 Cancellation Cancellation / Trade Bust FIX.4.2
1 Error Error FIX.4.2
FIX.4.4 FIX.5.0
⇒1173 MDSubBookType int Can be used to define a subordinate book. FIX.5.0
⇒264 MarketDepth int Can be used to define the current depth of the book. FIX.5.0
⇒269 MDEntryType char Conditionally required if MDUpdateAction(279) = 0 (New). Cannot be changed.
Value SymbolicName Description Added Updated Deprecated
0 Bid Bid FIX.4.2
1 Offer Offer FIX.4.2
2 Trade Trade FIX.4.2
3 IndexValue 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.4.4 FIX.5.0SP2EP190
⇒278 MDEntryID String If specified, must be unique among currently active entries if MDUpdateAction(279) = 0 (New); must be the same as a previous MDEntryID(278) if MDUpdateAction(279) = 2 (Delete); must be the same as a previous MDEntryID(278) if MDUpdateAction(279) = 1 (Change) and MDEntryRefID(280) is not specified; or must be unique among currently active entries if MDUpdateAction(279) = 1 (Change) and MDEntryRefID(280) is specified. FIX.4.4 FIX.5.0SP2EP190
⇒280 MDEntryRefID String If MDUpdateAction(279) = 0 (New), for the first market data entry in a message, either this field or a security symbol must be specified. If MDUpdateAction(279) = 1 (Change), this must refer to a previous MDEntryID(278). FIX.4.4 FIX.5.0SP2EP190
⇒1500 MDStreamID String The identifier or name of the price stream. FIX.5.0SP1
⇒Instrument FIX.4.4 FIX.5.0SP2EP190
⇒InstrumentExtension FIX.5.0SP2
⇒FinancingDetails FIX.5.0SP2
⇒UndInstrmtGrp FIX.4.4 FIX.5.0SP2EP190
⇒InstrmtLegGrp FIX.4.4
⇒RelatedInstrumentGrp FIX.5.0SP2
⇒291 FinancialStatus MultipleCharValue Identifies a firm's or a security's financial status
Value SymbolicName Description Added Updated Deprecated
1 Bankrupt Bankrupt FIX.4.2
2 PendingDelisting Pending delisting FIX.4.3
3 Restricted Restricted FIX.4.4EP12
FIX.4.4
⇒292 CorporateAction MultipleCharValue Identifies the type of Corporate Action.
Value SymbolicName Description Added Updated Deprecated
A ExDividend Ex-Dividend FIX.4.2
B ExDistribution Ex-Distribution FIX.4.2
C ExRights Ex-Rights FIX.4.2
D New New FIX.4.2
E ExInterest Ex-Interest FIX.4.2
F CashDividend Cash Dividend FIX.4.4EP4
G StockDividend Stock Dividend FIX.4.4EP4
H NonIntegerStockSplit Non-Integer Stock Split FIX.4.4EP4
I ReverseStockSplit Reverse Stock Split FIX.4.4EP4
J StandardIntegerStockSplit Standard-Integer Stock Split FIX.4.4EP4
K PositionConsolidation Position Consolidation FIX.4.4EP4
L LiquidationReorganization Liquidation Reorganization FIX.4.4EP4
M MergerReorganization Merger Reorganization FIX.4.4EP4
N RightsOffering Rights Offering FIX.4.4EP4
O ShareholderMeeting Shareholder Meeting FIX.4.4EP4
P Spinoff Spinoff FIX.4.4EP4
Q TenderOffer Tender Offer FIX.4.4EP4
R Warrant Warrant FIX.4.4EP4
S SpecialAction Special Action FIX.4.4EP4
T SymbolConversion Symbol Conversion FIX.4.4EP4
U CUSIP CUSIP / Name Change FIX.4.4EP4
V LeapRollover Leap Rollover FIX.4.4EP8
W SuccessionEvent Succession Event FIX.5.0EP42
FIX.4.4
⇒270 MDEntryPx Price Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) is not A (Imbalance), B (Trade volume), or C (Open interest). Conditionally required when MDEntryType(269) = Q (Auction clearing price). FIX.4.4 FIX.5.0SP2EP190
⇒423 PriceType int Code to represent the price type.
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.5.0
⇒PriceQualifierGrp FIX.5.0SP2
⇒819 AvgPxIndicator int Average pricing indicator.
Value SymbolicName Description Added Updated Deprecated
0 NoAveragePricing No average pricing FIX.4.4 FIX.5.0SP2EP141
1 Trade Trade is part of an average price group identified by the AvgPxGroupID(1731) FIX.4.4 FIX.5.0SP2EP141
2 LastTrade Last trade of the average price group identified by the AvgPxGroupID(1731) FIX.4.4 FIX.5.0SP2EP234
3 NotionalValueAveragePxGroupTrade A notional value average price (NVAP) group is effectively closed and available for allocation as long as the NVAP of the group is non-zero. FIX.5.0SP2EP239
4 AveragePricedTrade Trade is average priced FIX.5.0SP2EP240
FIX.5.0SP2
⇒YieldData Insert here the set of YieldData (yield-related) fields defined in Common Components of Application Messages FIX.5.0
⇒SpreadOrBenchmarkCurveData Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages FIX.5.0
⇒40 OrdType char Used to support market mechanism type; limit order, market order, committed principal order
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop 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.4.4
⇒15 Currency Currency Can be used to specify the currency of the quoted price. FIX.4.4
⇒120 SettlCurrency Currency Required for NDFs to specify the settlement currency (fixing currency). FIX.5.0SP1
⇒RateSource FIX.5.0SP1
⇒271 MDEntrySize Qty Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) = 0 (Bid), 1 (Offer), 2 (Trade), B (Trade volume), or C (Open interest). FIX.4.4 FIX.5.0SP2EP190
⇒SecSizesGrp FIX.5.0
⇒1093 LotType char Can be used to specify the lot type of the quoted size in order depth books.
Value SymbolicName Description Added Updated Deprecated
1 OddLot Odd Lot FIX.4.4EP-1
2 RoundLot Round Lot FIX.4.4EP-1
3 BlockLot Block Lot FIX.4.4EP-1
4 RoundLotBasedUpon Round lot based upon UnitOfMeasure(996) FIX.5.0SP1EP80
FIX.5.0
⇒272 MDEntryDate UTCDateOnly Date of Market Data Entry.
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.4
⇒273 MDEntryTime UTCTimeOnly Time of Market Data Entry. FIX.4.4
⇒274 TickDirection char Direction of the "tick".
Value SymbolicName Description Added Updated Deprecated
0 PlusTick Plus Tick FIX.4.2
1 ZeroPlusTick Zero-Plus Tick FIX.4.2
2 MinusTick Minus Tick FIX.4.2
3 ZeroMinusTick Zero-Minus Tick FIX.4.2
FIX.4.4
⇒275 MDMkt Exchange Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C FIX.4.4 FIX.5.0
⇒336 TradingSessionID String Identifier for 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.4.4
⇒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.4.4
⇒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.5.0
⇒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.5.0
⇒2447 FastMarketIndicator Boolean Indicates if the instrument is in "fast market" state. FIX.5.0SP2
⇒2705 MarketCondition int Market condition. In the context of ESMA RTS 8 it is important that trading venues communicate the condition of the market, particularly "stressed" and "exceptional", in order to provide incentives for firms contributing to liquidity.
Value SymbolicName Description Added Updated Deprecated
0 Normal The condition of the market in the absence of "stressed" or "exceptional" conditions. FIX.5.0SP2EP229
1 Stressed In the context of ESMA RTS 8 Article 6: Trading venues shall set out the parameters to identify stressed market conditions in terms of significant short-term changes of price and volume. Trading venues shall consider the resumption of trading after volatility interruptions as stressed market conditions. FIX.5.0SP2EP229
2 Exceptional In the context of ESMA RTS 8 Article 3: Due to (a) a situation of extreme volatility; (b) war, industrial action, civil unrest or cyber sabotage; (c) disorderly trading conditions, e.g. due to technical issues; (d) unavailability of risk management facilities. FIX.5.0SP2EP229
FIX.5.0SP2
⇒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.4.4
⇒277 TradeCondition MultipleStringValue Space-delimited list of conditions describing a trade
Value SymbolicName Description Added Updated Deprecated
A Cash Cash (only) Market FIX.4.2
B AveragePriceTrade Average Price Trade FIX.4.2
C CashTrade Cash Trade (same day clearing) FIX.4.2
D NextDay Next Day (only)Market FIX.4.2
E Opening Opening/Reopening Trade Detail FIX.4.2
F IntradayTradeDetail Intraday Trade Detail FIX.4.2
G Rule127Trade Rule 127 Trade (NYSE) FIX.4.2
H Rule155Trade Rule 155 Trade (AMEX) FIX.4.2
I SoldLast Sold Last (late reporting) FIX.4.2
J NextDayTrade Next Day Trade (next day clearing) FIX.4.2
K Opened Opened (late report of opened trade) FIX.4.2
L Seller Seller FIX.4.2
M Sold Sold (out of sequence) FIX.4.2
N StoppedStock Stopped Stock (guarantee of price but does not execute the order) FIX.4.2
P ImbalanceMoreBuyers Imbalance More Buyers (cannot be used in combination with Q) FIX.4.3
Q ImbalanceMoreSellers Imbalance More Sellers (cannot be used in combination with P) FIX.4.3
R OpeningPrice Opening Price FIX.4.3
S BargainCondition Bargain Condition (LSE) FIX.4.4EP7
T ConvertedPriceIndicator Converted Price Indicator FIX.4.4EP7
U ExchangeLast Exchange Last FIX.4.4EP7
V FinalPriceOfSession Final Price of Session FIX.4.4EP7
W ExPit Ex-pit FIX.4.4EP7
X Crossed Crossed FIX.4.4EP7
Y TradesResultingFromManual Trades resulting from manual/slow quote FIX.4.4EP6
Z TradesResultingFromIntermarketSweep Trades resulting from intermarket sweep FIX.4.4EP6
a VolumeOnly Volume Only FIX.4.4EP7
b DirectPlus Direct Plus FIX.4.4EP7
c Acquisition Acquisition FIX.4.4EP7
d Bunched Bunched FIX.4.4EP7
e Distribution Distribution FIX.4.4EP7
f BunchedSale Bunched Sale FIX.4.4EP7
g SplitTrade Split Trade FIX.4.4EP7
h CancelStopped Cancel Stopped FIX.4.4EP7
i CancelETH Cancel ETH FIX.4.4EP7
j CancelStoppedETH Cancel Stopped ETH FIX.4.4EP7
k OutOfSequenceETH Out of Sequence ETH FIX.4.4EP7
l CancelLastETH Cancel Last ETH FIX.4.4EP7
m SoldLastSaleETH Sold Last Sale ETH FIX.4.4EP7
n CancelLast Cancel Last FIX.4.4EP7
o SoldLastSale Sold Last Sale FIX.4.4EP7
p CancelOpen Cancel Open FIX.4.4EP7
q CancelOpenETH Cancel Open ETH FIX.4.4EP7
r OpenedSaleETH Opened Sale ETH FIX.4.4EP7
s CancelOnly Cancel Only FIX.4.4EP7
t CancelOnlyETH Cancel Only ETH FIX.4.4EP7
u LateOpenETH Late Open ETH FIX.4.4EP7
v AutoExecutionETH Auto Execution ETH FIX.4.4EP7
w Reopen Reopen FIX.4.4EP7
x ReopenETH Reopen ETH FIX.4.4EP7
y Adjusted Adjusted FIX.4.4EP7
z AdjustedETH Adjusted ETH FIX.4.4EP7
AA Spread Spread FIX.4.4EP7
AB SpreadETH Spread ETH FIX.4.4EP7
AC Straddle Straddle FIX.4.4EP7
AD StraddleETH Straddle ETH FIX.4.4EP7
AE Stopped Stopped FIX.4.4EP7
AF StoppedETH Stopped ETH FIX.4.4EP7
AG RegularETH Regular ETH FIX.4.4EP7
AH Combo Combo FIX.4.4EP7
AI ComboETH Combo ETH FIX.4.4EP7
AJ OfficialClosingPrice Official Closing Price FIX.4.4EP7
AK PriorReferencePrice Prior Reference Price FIX.4.4EP7
0 Cancel Cancel FIX.4.4EP7
AL StoppedSoldLast Stopped Sold Last FIX.4.4EP7
AM StoppedOutOfSequence Stopped Out of Sequence FIX.4.4EP7
AN OfficalClosingPrice Offical Closing Price (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.4.4
⇒TradePriceConditionGrp FIX.5.0SP2
⇒2667 AlgorithmicTradeIndicator int None
Value SymbolicName Description Added Updated Deprecated
0 NonAlgorithmicTrade Non-algorithmic trade FIX.5.0SP2EP216
1 AlgorithmicTrade In the context of ESMA MiFID II, a trade has to be flagged as "algorithmic" if at least one of the matched orders was submitted by a trading algorithm. See Directive 2014/65/EU Article 4(1)(39). FIX.5.0SP2EP216
FIX.5.0SP2
⇒1934 RegulatoryReportType int Used only when reporting a trade (MDEntryType(269)=2 (Trade)) that is a regulatory trade report.
Value SymbolicName Description Added Updated Deprecated
0 RT Report of data relating to a regulated transaction including price and volume that is to be disseminated publically. If dissemination is to be suppressed due to an end user exception or to local regulatory rules that allow suppression of certain types of transactions use TradePublishIndicator(1390)=0. FIX.5.0SP2EP161
1 PET Report to regulators of the full terms of a regulated transaction included in the legal confirmation. FIX.5.0SP2EP161
2 Snapshot Periodic report of full primary economic terms data throughout the life cycle of a regulated transaction. FIX.5.0SP2EP161
3 Confirmation Report from a clearing organization of a cleared regulated transaction. FIX.5.0SP2EP161
4 RTPET A single report combining the requirements of both real-time and full primary economy terms of a regulated transaction. FIX.5.0SP2EP161
5 PETConfirmation A single report combining the requirements of both full primary economic terms of a regulated transaction report and confirmation. FIX.5.0SP2EP161
6 RTPETConfirmation A single report combining the requirements of real-time and full primary economic terms of a regulated transaction report, and confirmation. FIX.5.0SP2EP161
7 PostTrade Periodic report of the ongoing mark-to-market value of a regulated transaction. FIX.5.0SP2EP161
8 Verification Used by the trading counterparty to report its full primary economic terms of a regulated transaction separately to the repository. FIX.5.0SP2EP161
9 PstTrdEvnt Report of a regulated transaction continuation event that does not fall within the requirements for real-time reporting. FIX.5.0SP2EP169 FIX.5.0SP2EP187
10 PstTrdEvntRTReportable Report of a regulated transaction continuation event that falls within the requirements for real-time reporting and public dissemination. If dissemination is to be suppressed due to an end user exception or to local regulatory rules that allow suppression of certain types of transactions, use TradePublishIndicator(1390) = 0 (Do not publish trade). FIX.5.0SP2EP187
11 LMTF Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(i) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "LMTF". FIX.5.0SP2EP216
12 DATF Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(ii) for aggregated publication of at least 5 transactions before 9:00 a.m. local time next day. This is ESMA RTS 2 deferral flag "DATF". FIX.5.0SP2EP216
13 VOLO Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "VOLO". FIX.5.0SP2EP216
14 FWAF Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(c) (non-sovereign debt only) for aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. local time following Tuesday. This is ESMA RTS 2 deferral flag "FWAF". FIX.5.0SP2EP216
15 IDAF Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(d) (sovereign debt only) for aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. local time following Tuesday. This is ESMA RTS 2 deferral flag "IDAF". FIX.5.0SP2EP216
16 VOLW Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) and (d) consecutively (sovereign debt only) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "VOLW". FIX.5.0SP2EP216
17 FULF Full details of a previously reported "limited details trade (LMTF)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(i) which is a follow-up publication of all details before 7pm local time on the second day after initial publication. This is ESMA RTS deferral flag "FULF". FIX.5.0SP2EP216
18 FULA Full details of a previously reported "daily aggregated trade (DATF)". Designates a trade in instruments specified in RTS 2 Article 11 (1)(a)(ii) which is a follow-up publication of the individual transaction with full details before 7pm local time on the second day after initial publication. This is ESMA RTS 2 deferral flag "FULA". FIX.5.0SP2EP216
19 FULV Full details of a previously reported "volume omission trade (VOLO)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) which is a follow-up publication of all details before 9 am local time four weeks after initial publication. This is ESMA RTS 2 deferral flag "FULV". FIX.5.0SP2EP216
20 FULJ Full details of a previously reported "four weeks aggregation trade (FWAF)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(c) (non-sovereign debt only) which is a follow-up publication of the individual transaction with full details before 9 am local time four weeks after initial publication. This is ESMA RTS 2 deferral flag "FULJ". FIX.5.0SP2EP216
21 COAF Full details of a previously reported "volume omission trade eligible for subsequent aggregated enrichment (VOLW)". Designates a trade report in instruments specified in ESMA RTS 2 Article 11(1)(b) and (d) consecutively which is an aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. CET local time the following Tuesday four weeks after initial publication. This is ESMA RTS 2 deferral flag "COAF". FIX.5.0SP2EP216
FIX.5.0SP2
⇒828 TrdType int For optional use in reporting trades.
Value SymbolicName Description Added Updated Deprecated
0 RegularTrade Regular trade FIX.4.4 FIX.5.0SP2EP141
1 BlockTrade Block trade FIX.4.4 FIX.5.0SP2EP141
2 EFP Exchange for physical (EFP) FIX.4.4 FIX.5.0SP2EP141
3 Transfer Transfer FIX.4.4
4 LateTrade Late trade FIX.4.4 FIX.5.0SP2EP141
5 TTrade T trade FIX.4.4 FIX.5.0SP2EP141
6 WeightedAveragePriceTrade Weighted average price trade FIX.4.4 FIX.5.0SP2EP141
7 BunchedTrade Bunched trade FIX.4.4 FIX.5.0SP2EP141
8 LateBunchedTrade Late bunched trade FIX.4.4 FIX.5.0SP2EP141
9 PriorReferencePriceTrade Prior reference price trade FIX.4.4 FIX.5.0SP2EP141
10 AfterHoursTrade After hours trade FIX.4.4 FIX.5.0SP2EP141
11 ExchangeForRisk Exchange for risk (EFR) FIX.4.4EP5 FIX.5.0SP2EP141
12 ExchangeForSwap Exchange for swap (EFS) FIX.4.4EP5 FIX.5.0SP2EP141
13 ExchangeOfFuturesFor For example full sized for mini. FIX.4.4EP5 FIX.5.0SP2EP141
14 ExchangeOfOptionsForOptions Exchange of options for options (EOO) FIX.4.4EP5 FIX.5.0SP2EP141
15 TradingAtSettlement Trading at settlement FIX.4.4EP5 FIX.5.0SP2EP141
16 AllOrNone All or none FIX.4.4EP5 FIX.5.0SP2EP141
17 FuturesLargeOrderExecution Futures large order execution FIX.4.4EP5 FIX.5.0SP2EP141
18 ExchangeOfFuturesForFutures Exchange of futures for external market futures (EFF) FIX.4.4EP5 FIX.5.0SP2EP141
19 OptionInterimTrade Option interim trade FIX.4.4EP5 FIX.5.0SP2EP141
20 OptionCabinetTrade Option cabinet trade FIX.4.4EP5 FIX.5.0SP2EP141
22 PrivatelyNegotiatedTrades Privately negotiated trade FIX.4.4EP19 FIX.5.0SP2EP141
23 SubstitutionOfFuturesForForwards Substitution of futures for forwards FIX.4.4EP19 FIX.5.0SP2EP141
48 NonStandardSettlement Non-standard settlement FIX.5.0EP47
49 DerivativeRelatedTransaction Derivative related transaction FIX.5.0EP47 FIX.5.0SP2EP141
50 PortfolioTrade Portfolio trade FIX.5.0EP47 FIX.5.0SP2EP141
51 VolumeWeightedAverageTrade Volume weighted average trade FIX.5.0EP47 FIX.5.0SP2EP141
52 ExchangeGrantedTrade Exchange granted trade FIX.5.0EP47 FIX.5.0SP2EP141
53 RepurchaseAgreement Repurchase agreement FIX.5.0EP47 FIX.5.0SP2EP141
54 OTC Trade executed off-market. In the context of CFTC regulatory reporting for swaps, it is a large notional off-facility swap. In the context of MiFID transparency reporting rules this is used to report, into an exchange, deals made outside exchange rules. FIX.5.0EP47 FIX.5.0SP2EP177
55 ExchangeBasisFacility Exchange basis facility (EBF) FIX.5.0EP55 FIX.5.0SP2EP141
24 ErrorTrade Error trade FIX.4.4EP26
25 SpecialCumDividend Special cum dividend (CD) FIX.4.4EP26
26 SpecialExDividend Special ex dividend (XD) FIX.4.4EP26
27 SpecialCumCoupon Special cum coupon (CC) FIX.4.4EP26
28 SpecialExCoupon Special ex coupon (XC) FIX.4.4EP26
29 CashSettlement Cash settlement (CS) FIX.4.4EP26
30 SpecialPrice Usually net or all-in price. FIX.4.4EP26 FIX.5.0SP2EP141
31 GuaranteedDelivery Guaranteed delivery (GD) FIX.4.4EP26
32 SpecialCumRights Special cum rights (CR) FIX.4.4EP26
33 SpecialExRights Special ex rights (XR) FIX.4.4EP26
34 SpecialCumCapitalRepayments Special cum capital repayments (CP) FIX.4.4EP26
35 SpecialExCapitalRepayments Special ex capital repayments (XP) FIX.4.4EP26
36 SpecialCumBonus Special cum bonus (CB) FIX.4.4EP26
37 SpecialExBonus Special ex bonus (XB) FIX.4.4EP26
38 LargeTrade The same as large trade. FIX.4.4EP26 FIX.5.0SP2EP141
39 WorkedPrincipalTrade Worked principal trade FIX.4.4EP26 FIX.5.0SP2EP141
40 BlockTrades Block trades FIX.4.4EP26 FIX.5.0SP2EP141
41 NameChange Name change FIX.4.4EP26
42 PortfolioTransfer Portfolio transfer FIX.4.4EP26
43 ProrogationBuy Used by Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system). Trades must be reported as crosses at zero price. FIX.4.4EP26 FIX.5.0SP2EP141
44 ProrogationSell See prorogation buy. FIX.4.4EP26 FIX.5.0SP2EP141
45 OptionExercise Option exercise FIX.4.4EP26
46 DeltaNeutralTransaction Delta neutral transaction FIX.4.4EP26
47 FinancingTransaction Financing transaction FIX.4.4EP26 FIX.5.0SP2EP141
56 OpeningTrade Opening trade FIX.5.0SP2EP104 FIX.5.0SP2EP141
57 NettedTrade Netted trade FIX.5.0SP2EP141
58 BlockSwapTrade Block trade executed off-market or on a registered market. In the context of CFTC regulatory reporting for swaps, it is a swap executed according to SEF or DCM rules. FIX.5.0SP2EP161 FIX.5.0SP2EP177
61 GiveUpGiveInTrade Give-up Give-in trade FIX.5.0SP2EP163
62 DarkTrade A Market Model Typology dark trade might also come from a lit/hybrid book, when an aggressive lit order hits a resting dark order. FIX.5.0SP2EP163
63 TechnicalTrade Technical trade FIX.5.0SP2EP163
64 Benchmark For Market Model Typology (MMT) the "benchmark" price depends on a benchmark which has no current price but was derived from a time series such as a VWAP. FIX.5.0SP2EP163 FIX.5.0SP2EP216
59 CreditEventTrade Credit event trade FIX.5.0SP2EP165 FIX.5.0SP2EP169
60 SuccessionEventTrade Succession event trade FIX.5.0SP2EP165 FIX.5.0SP2EP169
65 PackageTrade Identifies the pseudo-trade of a stream or collection of trades to be cleared and be reported as an atomic unit. The subsequent actual trades reported should not have this value. FIX.5.0SP2EP192
FIX.5.0 FIX.5.0SP2EP190
⇒829 TrdSubType int For optional use in reporting trades.
Value SymbolicName Description Added Updated Deprecated
0 CMTA CMTA FIX.4.4EP4
1 InternalTransferOrAdjustment Internal transfer or adjustment FIX.4.4EP4
2 ExternalTransferOrTransferOfAccount External transfer or transfer of account FIX.4.4EP4
3 RejectForSubmittingSide Reject for submitting side FIX.4.4EP4
4 AdvisoryForContraSide Advisory for contra side FIX.4.4EP4
5 OffsetDueToAnAllocation Offset due to an allocation FIX.4.4EP5
6 OnsetDueToAnAllocation Onset due to an allocation FIX.4.4EP5 FIX.5.0SP1EP95
7 DifferentialSpread Differential spread FIX.4.4EP5
8 ImpliedSpreadLegExecutedAgainstAnOutright Implied spread leg executed against an outright FIX.4.4EP5
9 TransactionFromExercise Transaction from exercise FIX.4.4EP5
10 TransactionFromAssignment Transaction from assignment FIX.4.4EP5
11 ACATS ACATS FIX.4.4EP8
33 OffHoursTrade Off Hours Trade FIX.5.0EP61
34 OnHoursTrade On Hours Trade FIX.5.0EP61
35 OTCQuote OTC Quote FIX.5.0EP61
36 ConvertedSWAP Converted SWAP FIX.5.0EP-1
14 AI AI (Automated input facility disabled in response to an exchange request.) FIX.4.4EP26
15 B B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) FIX.4.4EP26
16 K K (Transaction using block trade facility.) FIX.4.4EP26
17 LC LC (Correction submitted more than three days after publication of the original trade report.) FIX.4.4EP26
18 M M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) FIX.4.4EP26
19 N N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) FIX.4.4EP26
20 NM NM ( i) transaction where Exchange has granted permission for non-publication
ii)IDB is reporting as seller
iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)		 FIX.4.4EP26
21 NR NR (Non-risk transaction in a SEATS security other than an AIM security) FIX.4.4EP26
22 P P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) FIX.4.4EP26
23 PA PA (Protected transaction notification) FIX.4.4EP26
24 PC PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) FIX.4.4EP26
25 PN PN (Worked principal notification for a portfolio transaction which includes order book securities) FIX.4.4EP26
26 R R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction)
(ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or
(iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)		 FIX.4.4EP26
27 RO RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) FIX.4.4EP26
28 RT RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) FIX.4.4EP26
29 SW SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) FIX.4.4EP26
30 T T (If reporting a single protected transaction) FIX.4.4EP26
31 WN WN (Worked principal notification for a single order book security) FIX.4.4EP26
32 WT WT (Worked principal transaction (other than a portfolio transaction)) FIX.4.4EP26
37 CrossedTrade Crossed Trade (X) FIX.5.0EP-1
38 InterimProtectedTrade Interim Protected Trade (I) FIX.5.0EP-1
39 LargeInScale Large in Scale (L) FIX.5.0EP-1
40 WashTrade Wash Trade FIX.5.0SP2EP101
41 TradeAtSettlement Identifies a trade that will be priced using the settlement price. FIX.5.0SP2EP107 FIX.5.0SP2EP227
43 TradeAtMarker Posted at a specific time each day and used to price the consummated trade for the product/month/strip executed (+/- and differentials). Closely related to TAS trades in function and trade practice. FIX.5.0SP2EP107 FIX.5.0SP2EP227
42 AuctionTrade Mutually exclusive with TrdSubType(829) = 50 (Balancing). FIX.5.0SP2EP114 FIX.5.0SP2EP227
44 CreditDefault Default (Credit Event) FIX.5.0SP2EP165
45 CreditRestructuring Restructuring (credit event) FIX.5.0SP2EP165
46 Merger Merger (succession event) FIX.5.0SP2EP165
47 SpinOff Spin-off (succession event) FIX.5.0SP2EP165
48 MultilateralCompression A subtype of TrdType(828) = 57 (Netted trade) in order to identify a special case of compression. FIX.5.0SP2EP201
50 Balancing Identifies an additional trade distributed to auction participants meant to resolve an imbalance between bids and offers.
Mutually exclusive with TrdSubType(829) = 42 =(Auction).		 FIX.5.0SP2EP227
51 BasisTradeIndexClose The marketplace name given to Trade at Marker (TAM) transactions in equity index futures. FIX.5.0SP2EP227
52 TradeAtCashOpen The marketplace name given to trading futures based on an opening quote of the underlying cash market. FIX.5.0SP2EP243
FIX.5.0SP2 FIX.5.0SP2EP190
⇒2405 ExecMethod int Specifies how the transaction was executed, e.g. via an automated execution platform or other method.
Value SymbolicName Description Added Updated Deprecated
0 Unspecified Undefined/unspecified - (default when not specified) FIX.5.0SP2EP186
1 Manual The transaction was executed in a manual or other non-automated manner, e.g. by voice directly between the counterparties. Also used to identify MTT code M "Off Book Non-Automated". FIX.5.0SP2EP186 FIX.5.0SP2EP201
2 Automated The transaction was executed on an automated execution platform such as an automated systematic internaliser system, broker crossing network, broker crossing system, dark pool trading, "direct to capital" systems, broker position unwind mechanisms, etc. FIX.5.0SP2EP186 FIX.5.0SP2EP228
3 VoiceBrokered The transaction was negotiated by voice through an intermediary. FIX.5.0SP2EP201
FIX.5.0SP2
⇒574 MatchType String For optional use in reporting trades.
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.5.0 FIX.5.0SP2EP190
⇒1115 OrderCategory char Defines the type of interest behind a trade (fill or partial fill).
Value SymbolicName Description Added Updated Deprecated
1 Order Order FIX.4.4EP-1
2 Quote Quote FIX.4.4EP-1
3 PrivatelyNegotiatedTrade Privately Negotiated Trade FIX.4.4EP-1
4 MultilegOrder Multileg order FIX.4.4EP-1
5 LinkedOrder Linked order FIX.4.4EP-1
6 QuoteRequest Quote Request FIX.4.4EP-1
7 ImpliedOrder Implied Order FIX.4.4EP-1
8 CrossOrder Cross Order FIX.4.4EP-1
9 StreamingPrice Streaming price (quote) FIX.5.0EP-1
A InternalCrossOrder Internal Cross Order FIX.5.0SP2EP101
FIX.5.0SP2
⇒1390 TradePublishIndicator int For optional use in reporting trades.
Value SymbolicName Description Added Updated Deprecated
0 DoNotPublishTrade Do Not Publish Trade FIX.5.0EP61
1 PublishTrade Publish Trade FIX.5.0EP61
2 DeferredPublication Deferred Publication FIX.5.0EP61
3 Published Indicates that the transaction has been published to the market. FIX.5.0SP2EP229
FIX.5.0SP2 FIX.5.0SP2EP190
⇒TrdRegPublicationGrp None FIX.5.0SP2
⇒570 PreviouslyReported Boolean None
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.5.0SP2
⇒RelatedTradeGrp For optional use when reporting trades. List of trades related to the current market data entry, e.g. leg trades of a multi-leg trade. FIX.5.0SP2
⇒282 MDEntryOriginator String Originator of a Market Data Entry FIX.4.4 FIX.5.0
⇒283 LocationID String Identification of a Market Maker's location FIX.4.4 FIX.5.0
⇒284 DeskID String Identification of a Market Maker's desk FIX.4.4 FIX.5.0
⇒286 OpenCloseSettlFlag MultipleCharValue Used if MDEntryType(269) = 4 (Opening Price), 5 (Closing Price), or 6 (Settlement Price).
Value SymbolicName Description Added Updated Deprecated
0 DailyOpen Daily Open / Close / Settlement entry FIX.4.2
1 SessionOpen Session Open / Close / Settlement entry FIX.4.2
2 DeliverySettlementEntry Delivery Settlement entry FIX.4.2
3 ExpectedEntry Expected entry FIX.4.3
4 EntryFromPreviousBusinessDay Entry from previous business day FIX.4.3
5 TheoreticalPriceValue Theoretical Price value FIX.4.4
FIX.4.4 FIX.5.0SP2EP190
⇒59 TimeInForce char For optional use when this Bid or Offer represents an order
Value SymbolicName Description Added Updated Deprecated
0 Day Day (or session) FIX.2.7
1 GoodTillCancel Good Till Cancel (GTC) FIX.2.7
2 AtTheOpening At the Opening (OPG) FIX.2.7
3 ImmediateOrCancel Immediate Or Cancel (IOC) FIX.2.7
4 FillOrKill Fill Or Kill (FOK) FIX.2.7
5 GoodTillCrossing Good Till Crossing (GTX) FIX.2.7
6 GoodTillDate Good Till Date (GTD) FIX.4.0
7 AtTheClose At the Close FIX.4.3
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.4.4
⇒432 ExpireDate LocalMktDate For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. FIX.4.4 FIX.5.0SP2EP190
⇒126 ExpireTime UTCTimestamp For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. FIX.4.4 FIX.5.0SP2EP190
⇒1629 ExposureDuration int Conditionally required when TimeInForce(59)= 10 (Good for Time). FIX.5.0SP2 FIX.5.0SP2EP190
⇒1916 ExposureDurationUnit int Time unit in which the ExposureDuration(1629) is expressed. FIX.5.0SP2
⇒110 MinQty Qty For optional use when this Bid or Offer represents an order FIX.4.4
⇒18 ExecInst MultipleCharValue Can contain multiple instructions, space delimited.
Value SymbolicName Description Added Updated Deprecated
0 StayOnOfferSide Stay on offer side FIX.2.7
1 NotHeld Not held FIX.2.7
2 Work Work FIX.2.7
3 GoAlong Go along FIX.2.7
4 OverTheDay Over the day FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate Participate don't initiate FIX.2.7
7 StrictScale Strict scale FIX.2.7
8 TryToScale Try to scale FIX.2.7
9 StayOnBidSide Stay on bid side FIX.2.7
A NoCross 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.4.4
⇒287 SellerDays int Specifies the number of days that may elapse before delivery of the security FIX.4.4
⇒37 OrderID String For optional use when this Bid, Offer, or Trade represents an order FIX.4.4
⇒198 SecondaryOrderID String For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id. FIX.4.4
⇒299 QuoteEntryID String For optional use when this Bid, Offer, or Trade represents a quote FIX.4.4
⇒1003 TradeID String For optional use in reporting Trades FIX.5.0
⇒1851 StrategyLinkID String For optional use in reporting Trades. May be used to link together trades that are reported separately but are part of the same overall trade, e.g. spread trade and their constituent trades. FIX.5.0SP2
⇒288 MDEntryBuyer String For optional use in reporting Trades FIX.4.4
⇒289 MDEntrySeller String For optional use in reporting Trades FIX.4.4
⇒2449 NumberOfBuyOrders int For optional use when reporting trades FIX.5.0SP2
⇒2450 NumberOfSellOrders int For optional use when reporting trades FIX.5.0SP2
⇒346 NumberOfOrders int In an Aggregated Book, used to show how many individual orders make up an MDEntry FIX.4.4
⇒290 MDEntryPositionNo int Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 FIX.4.4
⇒546 Scope MultipleCharValue Specifies the market scope of the market data.
Value SymbolicName Description Added Updated Deprecated
1 LocalMarket Local Market (Exchange, ECN, ATS) FIX.4.3
2 National National FIX.4.3
3 Global Global FIX.4.3
FIX.4.4
⇒811 PriceDelta float The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based.
This value is normally between -1.0 and 1.0. 		FIX.4.4
⇒451 NetChgPrevDay PriceOffset Net change from previous day's closing price vs. last traded price. FIX.4.4
⇒58 Text String Text to describe the Market Data Entry. Part of repeating group. FIX.4.4
⇒354 EncodedTextLen Length Must be set if EncodedText(355) field is specified and must immediately precede it. FIX.4.4 FIX.5.0SP2EP190
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. FIX.4.4 FIX.5.0SP2EP190
⇒1023 MDPriceLevel int Integer to convey the level of a bid or offer at a given price level. This is in contrast to MDEntryPositionNo which is used to convey the position of an order within a Price level FIX.4.4
⇒528 OrderCapacity char Designates the capacity of the firm placing the order.
(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field)
(see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
A Agency Agency FIX.4.3
G Proprietary Proprietary FIX.4.3
I Individual Individual FIX.4.3
P Principal 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.4.4
⇒1024 MDOriginType int Used to describe the origin of the market data entry.
Value SymbolicName Description Added Updated Deprecated
0 Book Book FIX.4.4EP-1
1 OffBook Off-Book FIX.4.4EP-1
2 Cross Cross FIX.4.4EP-1
3 QuoteDrivenMarket Examples for quote driven markets are market maker or specialist market models. FIX.5.0SP2EP163
4 DarkOrderBook Dark order book FIX.5.0SP2EP163
5 AuctionDrivenMarket Markets where matching occurs only in scheduled auctions. FIX.5.0SP2EP216
6 QuoteNegotiation Discretionary quoting on request or "request for quote" market. FIX.5.0SP2EP216
7 VoiceNegotiation A trading system where transactions between members are arranged through voice negotiation. FIX.5.0SP2EP228
8 HybridMarket A hybrid system falling into two or more types of trading systems. Can also be used for ESMA RTS 1 "other type of trading system". FIX.5.0SP2EP228
FIX.4.4
⇒332 HighPx Price Represents an indication of the high end of the price range for a security prior to the open or reopen FIX.4.4
⇒333 LowPx Price Represents an indication of the low end of the price range for a security prior to the open or reopen FIX.4.4
⇒1025 FirstPx Price Indicates the first price of a trading session; can be a bid, ask, or a trade price. FIX.5.0SP1
⇒31 LastPx Price Indicates the last price of a trading session; can be a bid, ask, or a trade price. FIX.5.0SP1
⇒1592 DiscountFactor float Used to calculate the present value of an amount to be paid in the future. FIX.5.0SP2
⇒1020 TradeVolume Qty Used to report volume with a trade 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.5.0SP2
⇒2451 SettlPriceDeterminationMethod int Calculation method used to determine settlement price. FIX.5.0SP2
⇒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.4.4
⇒64 SettlDate LocalMktDate Indicates date on which instrument will settle. For NDFs required for specifying the "value date". FIX.4.4 FIX.5.0SP1EP82
⇒483 TransBkdTime UTCTimestamp For optional use in reporting Trades. Used to specify the time of trade agreement for privately negotiated trades. FIX.5.0
⇒60 TransactTime UTCTimestamp For optional use in reporting Trades. Used to specify the time of matching. FIX.5.0
⇒2445 AggressorTime UTCTimestamp Entry time of the incoming order that triggered the trade FIX.5.0SP2
⇒2446 AggressorSide char Side of aggressive order or quote resulting in match event. FIX.5.0SP2
⇒1070 MDQuoteType int Identifies market data quote type.
Value SymbolicName Description Added Updated Deprecated
0 Indicative Indicative FIX.4.4EP32
1 Tradeable Tradeable FIX.4.4EP32
2 RestrictedTradeable Restricted Tradeable FIX.4.4EP32
3 Counter Counter FIX.4.4EP32
4 IndicativeAndTradeable Indicative and Tradeable FIX.4.4EP32
FIX.4.4
⇒83 RptSeq int Allows sequence number to be specified within a feed type FIX.4.4
⇒1048 DealingCapacity char Identifies role of dealer; Agent, Principal, RisklessPrincipal
Value SymbolicName Description Added Updated Deprecated
A Agent Agent FIX.5.0SP1EP95
P Principal Principal FIX.5.0SP1EP95
R RisklessPrincipal Riskless Principal FIX.5.0SP1EP95
FIX.4.4 FIX.5.0SP2EP190
⇒1026 MDEntrySpotRate float The spot rate for an FX entry FIX.4.4
⇒1027 MDEntryForwardPoints PriceOffset Used for an F/X entry. The forward points to be added to or subtracted from the spot rate to get the "all-in" rate in MDEntryPx. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4
⇒StatsIndGrp FIX.5.0
⇒Parties FIX.4.4

MDReqGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
267 NoMDEntryTypes ✔ NumInGroup Number of MDEntryType fields requested. FIX.4.4
⇒269 MDEntryType ✔ char Must be the first field in this repeating group. This is a list of all the types of Market Data Entries that the firm requesting the Market Data is interested in receiving.
Value SymbolicName Description Added Updated Deprecated
0 Bid Bid FIX.4.2
1 Offer Offer FIX.4.2
2 Trade Trade FIX.4.2
3 IndexValue 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.4.4

MDRjctGrp

None

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

MiscFeesGrp

The MiscFeesGrp component is used to provide details of trade and transaction fees other than commissions, e.g. regulatory, exchange, taxes, levies, markup, trade reporting, etc. In the context of ESMA RTS 27 Best Execution Reporting, it may also be used to collect and publish the nature and level of current venue fees, rebates and payouts. Use MiscFeeQualifier(2712) to communicate whether the fee affects trade economics.

Tag Name Reqd Type Description Added Updated Deprecated
136 NoMiscFees NumInGroup Required if any miscellaneous fees are reported. Indicates number of repeating entries. FIX.4.4 FIX.5.0SP1EP95
⇒137 MiscFeeAmt Amt Required if NoMiscFees(136) > 0. FIX.4.4 FIX.5.0SP2EP196
⇒138 MiscFeeCurr Currency Currency of miscellaneous fee FIX.4.4
⇒139 MiscFeeType String Required if NoMiscFees(136) > 0.
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.4.4 FIX.5.0SP2EP196
⇒2712 MiscFeeQualifier int Identifies whether the current entry contributes to the trade or transaction economics, i.e. affects NetMoney(118).
Value SymbolicName Description Added Updated Deprecated
0 Contributes Fee contributes to the trade or transaction economics. FIX.5.0SP2EP231
1 DoesNotContribute Fee does not contribute to the trade or transaction economics. FIX.5.0SP2EP231
FIX.5.0SP2
⇒MiscFeesSubGrp None FIX.5.0SP2
⇒891 MiscFeeBasis int Defines the unit for a miscellaneous fee.
Value SymbolicName Description Added Updated Deprecated
0 Absolute The fee or markup is a total fixed amount expressed in the currency of the trade.
 FIX.4.4 FIX.5.0SP2EP240
1 PerUnit The fee or markup is an amount per quantity unit, i.e. per share or contract, expressed in the currency of the trade. FIX.4.4 FIX.5.0SP2EP240
2 Percentage The percentage is expressed in standard FIX "Percentage" datatype format, i.e. "0.01" for 1 percent and ranges between 0 and 1. It is the number which when multiplied by the trade price and quantity produces the total amount of the fee or markup. FIX.4.4 FIX.5.0SP2EP240
FIX.4.4
⇒2216 MiscFeeRate Percentage The fee rate when MiscFeeAmt(137) is a percentage of trade quantity. FIX.5.0SP2
⇒2217 MiscFeeAmountDue Amt The fee amount due if different from MiscFeeAmt(137). FIX.5.0SP2
⇒2713 MiscFeeDesc String Can be used to provide a textual description of the fee type. FIX.5.0SP2

OrdAllocGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
73 NoOrders NumInGroup Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 FIX.4.4
⇒11 ClOrdID String Order identifier assigned by client if order(s) were electronically delivered over FIX (or otherwise assigned a ClOrdID) and executed. If order(s) were manually delivered (or otherwise not delivered over FIX) this field should contain string "MANUAL". Note where an order has undergone one or more cancel/replaces, this should be the ClOrdID of the most recent version of the order. Required when NoOrders(73) > 0 and must be the first repeating field in the group. FIX.4.4
⇒37 OrderID String Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. FIX.4.4
⇒198 SecondaryOrderID String Can be used to provide order id used by exchange or executing system. FIX.4.4
⇒526 SecondaryClOrdID String Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. FIX.4.4
⇒66 ListID String Required for List Orders. FIX.4.4
⇒NestedParties2 Insert here the set of "NestedParties2" fields defined in "Common Components of Application Messages"
This is used to identify the executing broker for step in/give in trades		 FIX.4.4
⇒38 OrderQty Qty Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments.
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
⇒799 OrderAvgPx Price Average price for this order. For FX, if specified, expressed in terms of Currency(15). FIX.4.4 FIX.5.0SP1EP82
⇒800 OrderBookingQty Qty Quantity of this order that is being booked out by this message (will be equal to or less than this order's OrderQty) Note that the sum of the OrderBookingQty values in this repeating group must equal the total quantity being allocated (in Quantity (53) field) FIX.4.4
⇒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.5.0SP2

OrdListStatGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
73 NoOrders ✔ NumInGroup Number of orders statused in this message, i.e. number of repeating groups to follow. FIX.4.4
⇒11 ClOrdID String Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID. FIX.4.4
⇒37 OrderID String Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. FIX.5.0
⇒526 SecondaryClOrdID String Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. FIX.4.4
⇒14 CumQty ✔ Qty Total quantity (e.g. number of shares) filled.
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
⇒39 OrdStatus ✔ char Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.2.7
1 PartiallyFilled Partially filled FIX.2.7
2 Filled Filled FIX.2.7
3 DoneForDay Done for day FIX.2.7
4 Canceled Canceled FIX.2.7
5 Replaced Replaced (No longer used) FIX.4.4EP35 FIX.4.3
6 PendingCancel Pending Cancel (i.e. result of Order Cancel Request) FIX.2.7
7 Stopped Stopped FIX.2.7
8 Rejected Rejected FIX.2.7
9 Suspended Suspended FIX.3.0
A PendingNew Pending New FIX.3.0
B Calculated Calculated FIX.4.0
C Expired Expired FIX.4.0
D AcceptedForBidding Accepted for Bidding FIX.4.2
E PendingReplace Pending Replace (i.e. result of Order Cancel/Replace Request) FIX.4.2
FIX.4.4
⇒636 WorkingIndicator Boolean For optional use with OrdStatus = 0 (New)
Value SymbolicName Description Added Updated Deprecated
N NotWorking Order has been accepted but not yet in a working state FIX.4.3
Y Working Order is currently being worked FIX.4.3
FIX.4.4
⇒151 LeavesQty ✔ Qty Quantity open for further execution. LeavesQty = OrderQty - CumQty. FIX.4.4
⇒84 CxlQty ✔ Qty Total quantity canceled for this order.
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
⇒6 AvgPx ✔ Price Calculated average price of all fills on this order.
For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (31). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount. 		FIX.4.4
⇒103 OrdRejReason int Used if the order is rejected
Value SymbolicName Description Added Updated Deprecated
0 BrokerCredit Broker / Exchange option FIX.2.7
1 UnknownSymbol Unknown symbol FIX.2.7
2 ExchangeClosed Exchange closed FIX.2.7
3 OrderExceedsLimit Order exceeds limit FIX.2.7
4 TooLateToEnter Too late to enter FIX.4.0
5 UnknownOrder Unknown order FIX.4.1
6 DuplicateOrder Duplicate Order (e.g. dupe ClOrdID) FIX.4.1
7 DuplicateOfAVerballyCommunicatedOrder Duplicate of a verbally communicated order FIX.4.2
8 StaleOrder Stale order FIX.4.2
9 TradeAlongRequired Trade along required FIX.4.3
10 InvalidInvestorID Invalid Investor ID FIX.4.3
11 UnsupportedOrderCharacteristic Unsupported order characteristic FIX.4.3
12 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.4.4
⇒58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4

PosUndInstrmtGrp

None

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

PreAllocGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
78 NoAllocs NumInGroup Number of repeating groups for pre-trade allocation FIX.4.4
⇒79 AllocAccount String Required if NoAllocs > 0. Must be first field in repeating group. FIX.4.4
⇒661 AllocAcctIDSource int Used to identify the source of the AllocAccount (79) code.
See AcctIDSource (660) for valid values. 		FIX.4.4
⇒736 AllocSettlCurrency Currency Currency code of settlement denomination for a specific AllocAccount (79). FIX.4.4
⇒467 IndividualAllocID String Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). FIX.4.4
⇒2727 AllocLegRefID String The field may not be used in NewOrderSingle(35=D), OrderCancelReplaceRequest(35=G), NewOrderList(35=E) or any other message where there are no legs. FIX.5.0SP2
⇒NestedParties Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages"
Used for NestedPartyRole=Clearing Firm		 FIX.4.4
⇒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.5.0SP2
⇒80 AllocQty Qty Quantity to be allocated to specific sub-account
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
⇒1752 CustodialLotID String Only used for specific lot trades. FIX.5.0SP2
⇒1753 VersusPurchaseDate LocalMktDate Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. FIX.5.0SP2
⇒1754 VersusPurchasePrice Price Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. FIX.5.0SP2
⇒1755 CurrentCostBasis Amt Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified FIX.5.0SP2

PreAllocMlegGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
78 NoAllocs NumInGroup Number of repeating groups for pre-trade allocation FIX.4.4
⇒79 AllocAccount String Required if NoAllocs > 0. Must be first field in repeating group. FIX.4.4
⇒661 AllocAcctIDSource int Used to identify the source of the AllocAccount (79) code.
See AcctIDSource (660) for valid values. 		FIX.4.4
⇒736 AllocSettlCurrency Currency Currency code of settlement denomination for a specific AllocAccount (79). FIX.4.4
⇒467 IndividualAllocID String Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). FIX.4.4
⇒2727 AllocLegRefID String Unique identifier for a specific leg (uniqueness not defined as part of the FIX specification). AllocLegRefID(2727tbd) references the value from LegID(1788) in the current multileg order or trade message specifying to which leg the allocation instance applies. FIX.5.0SP2
⇒NestedParties3 Insert here the set of "NestedParties3" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" FIX.4.4
⇒80 AllocQty Qty Quantity to be allocated to specific sub-account
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
⇒1752 CustodialLotID String Only used for specific lot trades. FIX.5.0SP2
⇒1753 VersusPurchaseDate LocalMktDate Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. FIX.5.0SP2
⇒1754 VersusPurchasePrice Price Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. FIX.5.0SP2
⇒1755 CurrentCostBasis Amt Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified FIX.5.0SP2

QuotCxlEntriesGrp

None

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

QuotEntryAckGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
295 NoQuoteEntries NumInGroup The number of quotes for this Symbol (QuoteSet) that follow in this message. FIX.4.4
⇒299 QuoteEntryID String Uniquely identifies the quote across the complete set of all quotes for a given quote provider. First field in repeating group. Required if NoQuoteEntries > 0. FIX.4.4
⇒Instrument Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
⇒InstrmtLegGrp FIX.4.4
⇒132 BidPx Price If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. FIX.4.4
⇒133 OfferPx Price If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. FIX.4.4
⇒134 BidSize Qty Quantity of bid
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
⇒135 OfferSize Qty Quantity of offer
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
⇒62 ValidUntilTime UTCTimestamp Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.4
⇒188 BidSpotRate Price May be applicable for F/X quotes FIX.4.4
⇒190 OfferSpotRate Price May be applicable for F/X quotes FIX.4.4
⇒189 BidForwardPoints PriceOffset May be applicable for F/X quotes FIX.4.4
⇒191 OfferForwardPoints PriceOffset May be applicable for F/X quotes FIX.4.4
⇒631 MidPx Price Mid price/rate.
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.4.4
⇒632 BidYield Percentage Bid yield FIX.4.4
⇒633 MidYield Percentage Mid yield FIX.4.4
⇒634 OfferYield Percentage Offer yield FIX.4.4
⇒60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.4.4
⇒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.4.4
⇒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.4.4
⇒64 SettlDate LocalMktDate Can be used with forex quotes to specify a specific "value date" FIX.4.4
⇒40 OrdType char Can be used to specify the type of order the quote is for
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop 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.4.4
⇒193 SettlDate2 LocalMktDate Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. FIX.4.4 FIX.5.0
⇒192 OrderQty2 Qty Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. FIX.4.4 FIX.5.0
⇒642 BidForwardPoints2 PriceOffset Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value FIX.4.4 FIX.5.0
⇒643 OfferForwardPoints2 PriceOffset Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value FIX.4.4 FIX.5.0
⇒15 Currency Currency Can be used to specify the currency of the quoted price. FIX.4.4
⇒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.5.0SP1
⇒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.5.0SP1
⇒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.5.0SP1
⇒1167 QuoteEntryStatus int Identifies the status of an individual quote. See also QuoteStatus(297) which is used for single Quotes.
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.5.0EP45
5 Rejected Rejected FIX.5.0EP45
6 RemovedFromMarket Removed from Market FIX.5.0EP45
7 Expired Expired FIX.5.0EP45
12 LockedMarketWarning Locked Market Warning FIX.5.0EP45
13 CrossMarketWarning Cross Market Warning FIX.5.0EP45
14 CanceledDueToLockMarket Canceled due to Lock Market FIX.5.0EP45
15 CanceledDueToCrossMarket Canceled due to Cross Market FIX.5.0EP45
16 Active Active FIX.5.0EP45
FIX.5.0
⇒368 QuoteEntryRejectReason int Reason Quote Entry was rejected. FIX.4.4

QuotEntryGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
295 NoQuoteEntries ✔ NumInGroup The number of quotes for this Symbol (instrument) (QuoteSet) that follow in this message. FIX.4.4 FIX.5.0SP1EP95
⇒299 QuoteEntryID ✔ String Uniquely identifies the quote across the complete set of all quotes for a given quote provider. FIX.4.4
⇒Instrument Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
⇒InstrmtLegGrp FIX.4.4
⇒132 BidPx Price If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. FIX.4.4
⇒133 OfferPx Price If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. FIX.4.4
⇒1749 TotalBidSize Qty Specifies the total bid size. FIX.5.0SP2
⇒1750 TotalOfferSize Qty Specifies the total offer size. FIX.5.0SP2
⇒134 BidSize Qty Quantity of bid
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
⇒135 OfferSize Qty Quantity of offer
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
⇒62 ValidUntilTime UTCTimestamp Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.4
⇒188 BidSpotRate Price May be applicable for F/X quotes FIX.4.4
⇒190 OfferSpotRate Price May be applicable for F/X quotes FIX.4.4
⇒189 BidForwardPoints PriceOffset May be applicable for F/X quotes FIX.4.4
⇒191 OfferForwardPoints PriceOffset May be applicable for F/X quotes FIX.4.4
⇒631 MidPx Price Mid price/rate.
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.4.4
⇒632 BidYield Percentage Bid yield FIX.4.4
⇒633 MidYield Percentage Mid yield FIX.4.4
⇒634 OfferYield Percentage Offer yield FIX.4.4
⇒60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.4.4
⇒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.4.4
⇒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.4.4
⇒64 SettlDate LocalMktDate Can be used with forex quotes to specify a specific "value date" FIX.4.4
⇒40 OrdType char Can be used to specify the type of order the quote is for
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop 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.4.4
⇒193 SettlDate2 LocalMktDate Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. FIX.4.4 FIX.5.0
⇒192 OrderQty2 Qty Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. FIX.4.4 FIX.5.0
⇒642 BidForwardPoints2 PriceOffset Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value FIX.4.4 FIX.5.0
⇒643 OfferForwardPoints2 PriceOffset Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value FIX.4.4 FIX.5.0
⇒15 Currency Currency Can be used to specify the currency of the quoted price. FIX.4.4
⇒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.5.0SP1
⇒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.5.0SP1
⇒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.5.0SP1

QuotQualGrp

None

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

QuotReqGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
146 NoRelatedSym ✔ NumInGroup Number of related symbols (instruments) in Request FIX.4.4
⇒Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
⇒FinancingDetails Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
⇒UndInstrmtGrp FIX.4.4
⇒140 PrevClosePx Price Useful for verifying security identification FIX.4.4
⇒303 QuoteRequestType int Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated.
Value SymbolicName Description Added Updated Deprecated
1 Manual Manual FIX.4.2
2 Automatic Automatic FIX.4.2
3 ConfirmQuote Confirm quote FIX.5.0SP2EP126
FIX.4.4
⇒117 QuoteID String Can be used when QuoteRequestType(303) = 3(Confirm Quote). FIX.5.0SP2
⇒1751 SecondaryQuoteID String Can be used when QuoteRequestType(303) = 3(Confirm Quote). FIX.5.0SP2
⇒537 QuoteType int Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) Valid values used by FX in the request: 0 = Indicative, 1 = Tradeable; Absence implies a request for an indicative quote.
Value SymbolicName Description Added Updated Deprecated
0 Indicative Indicative FIX.4.3
1 Tradeable Tradeable FIX.4.3
2 RestrictedTradeable Restricted tradeable FIX.4.3 FIX.5.0SP2EP126
3 Counter Counter (tradeable) FIX.4.4
4 InitiallyTradeable Initially tradeable FIX.5.0SP2EP126
FIX.4.4
⇒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.4.4
⇒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.4.4
⇒229 TradeOriginationDate LocalMktDate Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.4
⇒1913 NumOfCompetitors int The number of competing Respondents (e.g. dealers) to receive a quote request (either via the QuoteRequest(35=R) or via other means). FIX.5.0SP2
⇒54 Side char If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested. For single instrument use. FX values, 1 = Buy, 2 = Sell; This is from the perspective of the Initiator. If absent then a two-sided quote is being requested for spot or forward.
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed 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.4.4
⇒854 QtyType int Type of quantity specified in a quantity field. For FX, if used, should be "0".
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts FIX.4.4 FIX.5.0SP2EP107
2 UnitsOfMeasurePerTimeUnit Unit of Measure per Time Unit FIX.4.4EP5 FIX.5.0SP2EP107
FIX.4.4
⇒OrderQtyData Required for single instrument quoting.
Required for Fixed Income if QuoteType is Tradeable.		 FIX.4.4
⇒110 MinQty Qty Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int) 		FIX.5.0
⇒63 SettlType String For NDFs either SettlType (specifying the tenor) or SettlDate must be specified.
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.4.4 FIX.5.0SP1EP82
⇒64 SettlDate LocalMktDate Can be used (e.g. with forex quotes) to specify the desired "value date". For NDFs either SettlType (specifying the tenor) or SettlDate must be specified. FIX.4.4 FIX.5.0SP1EP82
⇒193 SettlDate2 LocalMktDate Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. FIX.4.4 FIX.5.0
⇒192 OrderQty2 Qty Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. FIX.4.4 FIX.5.0
⇒15 Currency Currency Can be used to specify the desired currency of the quoted price. May differ from the 'normal' trading currency of the instrument being quote requested. FIX.4.4
⇒120 SettlCurrency Currency Required for NDFs to specify the settlement currency (fixing currency). FIX.5.0SP1
⇒RateSource FIX.5.0SP1
⇒Stipulations Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" FIX.4.4
⇒1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.4
⇒660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
⇒581 AccountType int Type of account associated with an order
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
9 EquitiesSpecialist Equities specialist FIX.5.0SP2EP101
10 OptionsMarketMaker Options market maker FIX.5.0SP2EP101
11 OptionsFirmAccount Options firm account FIX.5.0SP2EP101
FIX.4.4
⇒QuotReqLegsGrp FIX.4.4
⇒QuotQualGrp FIX.4.4
⇒828 TrdType int May be used by SEFs (Swap Execution Facilities) to indicate a block swap transaction.
Value SymbolicName Description Added Updated Deprecated
0 RegularTrade Regular trade FIX.4.4 FIX.5.0SP2EP141
1 BlockTrade Block trade FIX.4.4 FIX.5.0SP2EP141
2 EFP Exchange for physical (EFP) FIX.4.4 FIX.5.0SP2EP141
3 Transfer Transfer FIX.4.4
4 LateTrade Late trade FIX.4.4 FIX.5.0SP2EP141
5 TTrade T trade FIX.4.4 FIX.5.0SP2EP141
6 WeightedAveragePriceTrade Weighted average price trade FIX.4.4 FIX.5.0SP2EP141
7 BunchedTrade Bunched trade FIX.4.4 FIX.5.0SP2EP141
8 LateBunchedTrade Late bunched trade FIX.4.4 FIX.5.0SP2EP141
9 PriorReferencePriceTrade Prior reference price trade FIX.4.4 FIX.5.0SP2EP141
10 AfterHoursTrade After hours trade FIX.4.4 FIX.5.0SP2EP141
11 ExchangeForRisk Exchange for risk (EFR) FIX.4.4EP5 FIX.5.0SP2EP141
12 ExchangeForSwap Exchange for swap (EFS) FIX.4.4EP5 FIX.5.0SP2EP141
13 ExchangeOfFuturesFor For example full sized for mini. FIX.4.4EP5 FIX.5.0SP2EP141
14 ExchangeOfOptionsForOptions Exchange of options for options (EOO) FIX.4.4EP5 FIX.5.0SP2EP141
15 TradingAtSettlement Trading at settlement FIX.4.4EP5 FIX.5.0SP2EP141
16 AllOrNone All or none FIX.4.4EP5 FIX.5.0SP2EP141
17 FuturesLargeOrderExecution Futures large order execution FIX.4.4EP5 FIX.5.0SP2EP141
18 ExchangeOfFuturesForFutures Exchange of futures for external market futures (EFF) FIX.4.4EP5 FIX.5.0SP2EP141
19 OptionInterimTrade Option interim trade FIX.4.4EP5 FIX.5.0SP2EP141
20 OptionCabinetTrade Option cabinet trade FIX.4.4EP5 FIX.5.0SP2EP141
22 PrivatelyNegotiatedTrades Privately negotiated trade FIX.4.4EP19 FIX.5.0SP2EP141
23 SubstitutionOfFuturesForForwards Substitution of futures for forwards FIX.4.4EP19 FIX.5.0SP2EP141
48 NonStandardSettlement Non-standard settlement FIX.5.0EP47
49 DerivativeRelatedTransaction Derivative related transaction FIX.5.0EP47 FIX.5.0SP2EP141
50 PortfolioTrade Portfolio trade FIX.5.0EP47 FIX.5.0SP2EP141
51 VolumeWeightedAverageTrade Volume weighted average trade FIX.5.0EP47 FIX.5.0SP2EP141
52 ExchangeGrantedTrade Exchange granted trade FIX.5.0EP47 FIX.5.0SP2EP141
53 RepurchaseAgreement Repurchase agreement FIX.5.0EP47 FIX.5.0SP2EP141
54 OTC Trade executed off-market. In the context of CFTC regulatory reporting for swaps, it is a large notional off-facility swap. In the context of MiFID transparency reporting rules this is used to report, into an exchange, deals made outside exchange rules. FIX.5.0EP47 FIX.5.0SP2EP177
55 ExchangeBasisFacility Exchange basis facility (EBF) FIX.5.0EP55 FIX.5.0SP2EP141
24 ErrorTrade Error trade FIX.4.4EP26
25 SpecialCumDividend Special cum dividend (CD) FIX.4.4EP26
26 SpecialExDividend Special ex dividend (XD) FIX.4.4EP26
27 SpecialCumCoupon Special cum coupon (CC) FIX.4.4EP26
28 SpecialExCoupon Special ex coupon (XC) FIX.4.4EP26
29 CashSettlement Cash settlement (CS) FIX.4.4EP26
30 SpecialPrice Usually net or all-in price. FIX.4.4EP26 FIX.5.0SP2EP141
31 GuaranteedDelivery Guaranteed delivery (GD) FIX.4.4EP26
32 SpecialCumRights Special cum rights (CR) FIX.4.4EP26
33 SpecialExRights Special ex rights (XR) FIX.4.4EP26
34 SpecialCumCapitalRepayments Special cum capital repayments (CP) FIX.4.4EP26
35 SpecialExCapitalRepayments Special ex capital repayments (XP) FIX.4.4EP26
36 SpecialCumBonus Special cum bonus (CB) FIX.4.4EP26
37 SpecialExBonus Special ex bonus (XB) FIX.4.4EP26
38 LargeTrade The same as large trade. FIX.4.4EP26 FIX.5.0SP2EP141
39 WorkedPrincipalTrade Worked principal trade FIX.4.4EP26 FIX.5.0SP2EP141
40 BlockTrades Block trades FIX.4.4EP26 FIX.5.0SP2EP141
41 NameChange Name change FIX.4.4EP26
42 PortfolioTransfer Portfolio transfer FIX.4.4EP26
43 ProrogationBuy Used by Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system). Trades must be reported as crosses at zero price. FIX.4.4EP26 FIX.5.0SP2EP141
44 ProrogationSell See prorogation buy. FIX.4.4EP26 FIX.5.0SP2EP141
45 OptionExercise Option exercise FIX.4.4EP26
46 DeltaNeutralTransaction Delta neutral transaction FIX.4.4EP26
47 FinancingTransaction Financing transaction FIX.4.4EP26 FIX.5.0SP2EP141
56 OpeningTrade Opening trade FIX.5.0SP2EP104 FIX.5.0SP2EP141
57 NettedTrade Netted trade FIX.5.0SP2EP141
58 BlockSwapTrade Block trade executed off-market or on a registered market. In the context of CFTC regulatory reporting for swaps, it is a swap executed according to SEF or DCM rules. FIX.5.0SP2EP161 FIX.5.0SP2EP177
61 GiveUpGiveInTrade Give-up Give-in trade FIX.5.0SP2EP163
62 DarkTrade A Market Model Typology dark trade might also come from a lit/hybrid book, when an aggressive lit order hits a resting dark order. FIX.5.0SP2EP163
63 TechnicalTrade Technical trade FIX.5.0SP2EP163
64 Benchmark For Market Model Typology (MMT) the "benchmark" price depends on a benchmark which has no current price but was derived from a time series such as a VWAP. FIX.5.0SP2EP163 FIX.5.0SP2EP216
59 CreditEventTrade Credit event trade FIX.5.0SP2EP165 FIX.5.0SP2EP169
60 SuccessionEventTrade Succession event trade FIX.5.0SP2EP165 FIX.5.0SP2EP169
65 PackageTrade Identifies the pseudo-trade of a stream or collection of trades to be cleared and be reported as an atomic unit. The subsequent actual trades reported should not have this value. FIX.5.0SP2EP192
FIX.5.0SP2
⇒2347 RegulatoryTransactionType int Specifies the regulatory mandate or rule that the transaction complies with.
Value SymbolicName Description Added Updated Deprecated
0 None The transaction does not fall under any special regulatory rule or mandate. FIX.5.0SP2EP176
1 SEFRequiredTransaction The transaction is a "Required" transaction under Dodd-Frank Act SEF Rules. "Required" transactions are subject to the trade execution mandate under section 2(h)(8) of the CEA and are not block trades. FIX.5.0SP2EP176
2 SEFPermittedTransaction The transaction is a "Permitted" transaction under Dodd-Frank Act SEF Rules. "Permitted" transactions are not subject to the clearing and trade execution mandates, illiquid or bespoke swaps, or block trades. FIX.5.0SP2EP176
FIX.5.0SP2
⇒2115 NegotiationMethod int Specifies the negotiation method to be used.
Value SymbolicName Description Added Updated Deprecated
0 AutoSpot The spot price for the reference or benchmark security is provided automatically. FIX.5.0SP2EP168
1 NegotiatedSpot The spot price for the reference or benchmark security is to be negotiated. FIX.5.0SP2EP168
2 PhoneSpot The spot price for the reference of benchmark security is to be negotiated via phone or voice. FIX.5.0SP2EP168 FIX.5.0SP2EP208
FIX.5.0SP2
⇒692 QuotePriceType int Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted.
Value SymbolicName Description Added Updated Deprecated
1 Percent 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
⇒PriceQualifierGrp FIX.5.0SP2
⇒40 OrdType char Can be used to specify the type of order the quote request is for
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop 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.4.4
⇒62 ValidUntilTime UTCTimestamp Used by the quote initiator to indicate the period of time the resulting Quote must be valid until FIX.4.4
⇒126 ExpireTime UTCTimestamp The time when the request for quote or negotiation dialog will expire. FIX.4.4 FIX.5.0SP2EP159
⇒1914 ResponseTime UTCTimestamp The time by which a meaningful response should arrive back (always expressed in UTC (Universal Time Coordinated, also known as "GMT"). FIX.5.0SP2
⇒1915 QuoteDisplayTime UTCTimestamp Time by which the quote will be displayed. FIX.5.0SP2
⇒1629 ExposureDuration int The (minimum or suggested) period of time a quote price is tradable before it becomes indicative (i.e. off-the-wire). FIX.5.0SP2
⇒1916 ExposureDurationUnit int Time unit in which the ExposureDuration(1629) is expressed. FIX.5.0SP2
⇒60 TransactTime UTCTimestamp Time transaction was entered FIX.4.4
⇒SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" FIX.4.4
⇒423 PriceType int Code to represent the price type.
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.4.4
⇒44 Price Price Quoted or target price FIX.4.4
⇒631 MidPx Price For OTC swaps, may be used to provide the estimated mid-market-mark. FIX.5.0SP2
⇒640 Price2 Price Can be used with OrdType = "Forex - Swap" to specify the Quoted or target price for the future portion of a F/X swap. FIX.4.4 FIX.5.0
⇒YieldData Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" FIX.4.4
⇒Parties FIX.4.4
⇒443 StrikeTime UTCTimestamp Conditionally required when QuoteQual(695) = d (Deferred spot) is specified. FIX.5.0SP2

QuotReqLegsGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
555 NoLegs NumInGroup Number of InstrumentLeg repeating group instances. FIX.4.4 FIX.5.0SP2EP131
⇒InstrumentLeg Required if NoLegs(555) > 0. FIX.4.4 FIX.5.0SP2EP131
⇒685 LegOrderQty Qty Quantity ordered of this leg.
See OrderQty (38) for description and valid values 		FIX.4.4 FIX.5.0SP2EP131
⇒687 LegQty Qty The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. FIX.4.4 FIX.5.0SP2EP131 FIX.5.0SP2EP131
⇒2346 LegMidPx Price For OTC swaps, may be used to provide the estimated mid-market mark. FIX.5.0SP2
⇒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
⇒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.4.4
⇒588 LegSettlDate LocalMktDate Refer to description for SettlDate[64] FIX.4.4
⇒LegStipulations FIX.4.4
⇒NestedParties FIX.4.4
⇒LegBenchmarkCurveData FIX.4.4
⇒654 LegRefID String Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. FIX.4.4 FIX.5.0SP2EP131 FIX.5.0SP2EP131

QuotReqRjctGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
146 NoRelatedSym ✔ NumInGroup Number of related symbols (instruments) in Request FIX.4.4
⇒Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
⇒FinancingDetails Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
⇒UndInstrmtGrp FIX.4.4
⇒140 PrevClosePx Price Useful for verifying security identification FIX.4.4
⇒303 QuoteRequestType int Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated.
Value SymbolicName Description Added Updated Deprecated
1 Manual Manual FIX.4.2
2 Automatic Automatic FIX.4.2
3 ConfirmQuote Confirm quote FIX.5.0SP2EP126
FIX.4.4
⇒537 QuoteType int Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable)
Value SymbolicName Description Added Updated Deprecated
0 Indicative Indicative FIX.4.3
1 Tradeable Tradeable FIX.4.3
2 RestrictedTradeable Restricted tradeable FIX.4.3 FIX.5.0SP2EP126
3 Counter Counter (tradeable) FIX.4.4
4 InitiallyTradeable Initially tradeable FIX.5.0SP2EP126
FIX.4.4
⇒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.4.4
⇒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.4.4
⇒229 TradeOriginationDate LocalMktDate Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.4
⇒54 Side char If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested. Required if specified in Quote Request message.
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed 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.4.4
⇒854 QtyType int Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts FIX.4.4 FIX.5.0SP2EP107
2 UnitsOfMeasurePerTimeUnit Unit of Measure per Time Unit FIX.4.4EP5 FIX.5.0SP2EP107
FIX.4.4
⇒OrderQtyData Insert here the set of "OrderQytData" fields defined in "Common Components of Application Messages"
Required if component is specified in Quote Request message.		 FIX.4.4
⇒63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate 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.4.4
⇒64 SettlDate LocalMktDate Can be used (e.g. with forex quotes) to specify the desired "value date" FIX.4.4
⇒193 SettlDate2 LocalMktDate Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. FIX.4.4 FIX.5.0
⇒192 OrderQty2 Qty Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. FIX.4.4 FIX.5.0
⇒15 Currency Currency Can be used to specify the desired currency of the quoted price. May differ from the 'normal' trading currency of the instrument being quote requested. FIX.4.4
⇒Stipulations Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" FIX.4.4
⇒1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.4
⇒660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
⇒581 AccountType int Type of account associated with an order
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
9 EquitiesSpecialist Equities specialist FIX.5.0SP2EP101
10 OptionsMarketMaker Options market maker FIX.5.0SP2EP101
11 OptionsFirmAccount Options firm account FIX.5.0SP2EP101
FIX.4.4
⇒QuotReqLegsGrp FIX.4.4
⇒QuotQualGrp FIX.4.4
⇒2115 NegotiationMethod int Specifies the negotiation method to be used.
Value SymbolicName Description Added Updated Deprecated
0 AutoSpot The spot price for the reference or benchmark security is provided automatically. FIX.5.0SP2EP168
1 NegotiatedSpot The spot price for the reference or benchmark security is to be negotiated. FIX.5.0SP2EP168
2 PhoneSpot The spot price for the reference of benchmark security is to be negotiated via phone or voice. FIX.5.0SP2EP168 FIX.5.0SP2EP208
FIX.5.0SP2
⇒692 QuotePriceType int Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted.
Value SymbolicName Description Added Updated Deprecated
1 Percent 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
⇒PriceQualifierGrp FIX.5.0SP2
⇒40 OrdType char Can be used to specify the type of order the quote request is for
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop 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.4.4
⇒126 ExpireTime UTCTimestamp The time when Quote Request will expire. FIX.4.4
⇒60 TransactTime UTCTimestamp Time transaction was entered FIX.4.4
⇒SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" FIX.4.4
⇒423 PriceType int Code to represent the price type.
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.4.4
⇒44 Price Price Quoted or target price FIX.4.4
⇒640 Price2 Price Can be used with OrdType = "Forex - Swap" to specify the Quoted or target price for the future portion of a F/X swap. FIX.4.4 FIX.5.0
⇒YieldData Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" FIX.4.4
⇒Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.4
⇒443 StrikeTime UTCTimestamp Conditionally required when QuoteQual(695) = d (Deferred spot) is specified. FIX.5.0SP2

QuotSetAckGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
296 NoQuoteSets NumInGroup The number of sets of quotes in the message FIX.4.4
⇒302 QuoteSetID String First field in repeating group. Required if NoQuoteSets > 0 FIX.4.4
⇒UnderlyingInstrument Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages"
Required if NoQuoteSets > 0		 FIX.4.4
⇒367 QuoteSetValidUntilTime UTCTimestamp Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.5.0SP1
⇒304 TotNoQuoteEntries int Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. Required if NoQuoteEntries > 0 FIX.4.4
⇒1168 TotNoCxldQuotes int Total number of quotes canceled for the quote set across all messages. FIX.5.0
⇒1169 TotNoAccQuotes int Total number of quotes accepted for the quote set across all messages. FIX.5.0
⇒1170 TotNoRejQuotes int Total number of quotes rejected for the quote set across all messages. FIX.5.0
⇒893 LastFragment Boolean Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.4.4
⇒QuotEntryAckGrp FIX.4.4

QuotSetGrp

None

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

RelSymDerivSecGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
146 NoRelatedSym NumInGroup Specifies the number of repeating symbols (instruments) specified FIX.4.4
⇒Instrument FIX.4.4
⇒SecondaryPriceLimits Secondary price limit rules FIX.5.0
⇒15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
⇒292 CorporateAction MultipleCharValue Identifies the type of Corporate Action
Value SymbolicName Description Added Updated Deprecated
A ExDividend Ex-Dividend FIX.4.2
B ExDistribution Ex-Distribution FIX.4.2
C ExRights Ex-Rights FIX.4.2
D New New FIX.4.2
E ExInterest Ex-Interest FIX.4.2
F CashDividend Cash Dividend FIX.4.4EP4
G StockDividend Stock Dividend FIX.4.4EP4
H NonIntegerStockSplit Non-Integer Stock Split FIX.4.4EP4
I ReverseStockSplit Reverse Stock Split FIX.4.4EP4
J StandardIntegerStockSplit Standard-Integer Stock Split FIX.4.4EP4
K PositionConsolidation Position Consolidation FIX.4.4EP4
L LiquidationReorganization Liquidation Reorganization FIX.4.4EP4
M MergerReorganization Merger Reorganization FIX.4.4EP4
N RightsOffering Rights Offering FIX.4.4EP4
O ShareholderMeeting Shareholder Meeting FIX.4.4EP4
P Spinoff Spinoff FIX.4.4EP4
Q TenderOffer Tender Offer FIX.4.4EP4
R Warrant Warrant FIX.4.4EP4
S SpecialAction Special Action FIX.4.4EP4
T SymbolConversion Symbol Conversion FIX.4.4EP4
U CUSIP CUSIP / Name Change FIX.4.4EP4
V LeapRollover Leap Rollover FIX.4.4EP8
W SuccessionEvent Succession Event FIX.5.0EP42
FIX.5.0
⇒InstrumentExtension FIX.4.4
⇒InstrmtLegGrp FIX.4.4
⇒1504 RelSymTransactTime UTCTimestamp See TransactTime(60) FIX.5.0SP1
⇒1606 NumOfSimpleInstruments int Number of simple instruments. FIX.5.0SP2
⇒58 Text String Comment, instructions, or other identifying information. FIX.4.4
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4

RFQReqGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
146 NoRelatedSym ✔ NumInGroup Number of related symbols (instruments) in Request FIX.4.4
⇒Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
⇒UndInstrmtGrp FIX.4.4
⇒InstrmtLegGrp FIX.4.4
⇒140 PrevClosePx Price Useful for verifying security identification FIX.4.4
⇒303 QuoteRequestType int Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated.
Value SymbolicName Description Added Updated Deprecated
1 Manual Manual FIX.4.2
2 Automatic Automatic FIX.4.2
3 ConfirmQuote Confirm quote FIX.5.0SP2EP126
FIX.4.4
⇒537 QuoteType int Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable)
Value SymbolicName Description Added Updated Deprecated
0 Indicative Indicative FIX.4.3
1 Tradeable Tradeable FIX.4.3
2 RestrictedTradeable Restricted tradeable FIX.4.3 FIX.5.0SP2EP126
3 Counter Counter (tradeable) FIX.4.4
4 InitiallyTradeable Initially tradeable FIX.5.0SP2EP126
FIX.4.4
⇒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.4.4
⇒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.4.4

RgstDistInstGrp

None

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

RgstDtlsGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
473 NoRegistDtls NumInGroup Number of registration details in this message (number of repeating groups to follow) FIX.4.4
⇒509 RegistDtls String Must be first field in the repeating group FIX.4.4
⇒511 RegistEmail String Email address relating to Registration name and address details FIX.4.4
⇒474 MailingDtls String Set of Correspondence address details, possibly including phone, fax, etc. FIX.4.4
⇒482 MailingInst String Free format text to specify mailing instruction requirements, e.g. "no third party mailings". FIX.4.4
⇒NestedParties Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages"
Used for NestedPartyRole=InvestorID		 FIX.4.4
⇒522 OwnerType int Identifies the type of owner.
Value SymbolicName Description Added Updated Deprecated
1 IndividualInvestor Individual investor FIX.4.3 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.4.4
⇒486 DateOfBirth LocalMktDate The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account. FIX.4.4
⇒475 InvestorCountryOfResidence Country The ISO 366 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes. FIX.4.4

RoutingGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
215 NoRoutingIDs NumInGroup Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. FIX.4.4
⇒216 RoutingType int Indicates type of RoutingID. Required if NoRoutingIDs is > 0.
Value SymbolicName Description Added Updated Deprecated
1 TargetFirm Target Firm FIX.4.2
2 TargetList Target List FIX.4.2
3 BlockFirm Block Firm FIX.4.2
4 BlockList Block List FIX.4.2
5 TargetPerson Target Person FIX.5.0SP2EP194
6 BlockPerson Block Person FIX.5.0SP2EP194
FIX.4.4
⇒217 RoutingID String Identifies routing destination. Required if NoRoutingIDs is > 0. FIX.4.4

SecListGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
146 NoRelatedSym NumInGroup Specifies the number of repeating symbols (instruments) specified FIX.4.4
⇒Instrument Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
of the requested Security		 FIX.4.4
⇒InstrumentExtension Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" FIX.4.4
⇒SecurityClassificationGrp Used to specify forms of product classifications FIX.5.0SP2
⇒FinancingDetails Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" FIX.4.4
⇒SecurityTradingRules Used to provide listing rules FIX.5.0
⇒StrikeRules Used to provide listing rules FIX.5.0
⇒UndInstrmtGrp FIX.4.4
⇒15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
⇒Stipulations Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" FIX.4.4
⇒InstrmtLegSecListGrp FIX.4.4
⇒RelatedInstrumentGrp FIX.5.0SP2
⇒SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" FIX.4.4
⇒YieldData Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" FIX.4.4
⇒PriceMovementGrp FIX.5.0SP2
⇒1504 RelSymTransactTime UTCTimestamp See TransactTime(60) FIX.5.0SP1
⇒1606 NumOfSimpleInstruments int Number of simple instruments. FIX.5.0SP2
⇒58 Text String Comment, instructions, or other identifying information. FIX.4.4
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4

SecTypesGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
558 NoSecurityTypes NumInGroup Number of Security Type repeating group instances. FIX.4.4
⇒167 SecurityType String Required if NoSecurityTypes > 0
Value SymbolicName Description Added Updated Deprecated
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.4.4
⇒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
⇒460 Product int Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields.
Value SymbolicName Description Added Updated Deprecated
1 AGENCY AGENCY FIX.4.3
2 COMMODITY COMMODITY FIX.4.3
3 CORPORATE CORPORATE FIX.4.3
4 CURRENCY CURRENCY FIX.4.3
5 EQUITY EQUITY FIX.4.3
6 GOVERNMENT GOVERNMENT FIX.4.3
7 INDEX INDEX FIX.4.3
8 LOAN LOAN FIX.4.3
9 MONEYMARKET MONEYMARKET FIX.4.3
10 MORTGAGE MORTGAGE FIX.4.3
11 MUNICIPAL MUNICIPAL FIX.4.3
12 OTHER OTHER FIX.4.3
13 FINANCING FINANCING FIX.4.4
FIX.4.4
⇒461 CFICode String Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See "Appendix 6-B FIX Fields Based Upon Other Standards". See also the Product (460) and SecurityType (167) fields. It is recommended that CFICode be used instead of SecurityType (167) for non-Fixed Income instruments.
A subset of possible values applicable to FIX usage are identified in "Appendix 6-D CFICode Usage - ISO 10962 Classification of Financial Instruments (CFI code)" 		FIX.4.4
⇒60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.5.0SP1

SettlInstGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
778 NoSettlInst NumInGroup Required except where SettlInstMode is 5=Reject SSI request FIX.4.4
⇒162 SettlInstID String Unique ID for this settlement instruction. Required except where SettlInstMode is 5=Reject SSI request FIX.4.4
⇒163 SettlInstTransType char New, Replace, Cancel or Restate Required except where SettlInstMode is 5=Reject SSI request
Value SymbolicName Description Added Updated Deprecated
N New New FIX.4.1
C Cancel Cancel FIX.4.1
R Replace Replace FIX.4.1
T Restate Restate FIX.4.4
FIX.4.4
⇒214 SettlInstRefID String Required where SettlInstTransType is Cancel or Replace FIX.4.4
⇒Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
Used here for settlement location.
Also used for executing broker for CIV settlement instructions		 FIX.4.4
⇒54 Side char Can be used for SettleInstMode 1 if SSIs are being provided for a particular side.
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed 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.4.4
⇒460 Product int Can be used for SettleInstMode 1 if SSIs are being provided for a particular product.
Value SymbolicName Description Added Updated Deprecated
1 AGENCY AGENCY FIX.4.3
2 COMMODITY COMMODITY FIX.4.3
3 CORPORATE CORPORATE FIX.4.3
4 CURRENCY CURRENCY FIX.4.3
5 EQUITY EQUITY FIX.4.3
6 GOVERNMENT GOVERNMENT FIX.4.3
7 INDEX INDEX FIX.4.3
8 LOAN LOAN FIX.4.3
9 MONEYMARKET MONEYMARKET FIX.4.3
10 MORTGAGE MORTGAGE FIX.4.3
11 MUNICIPAL MUNICIPAL FIX.4.3
12 OTHER OTHER FIX.4.3
13 FINANCING FINANCING FIX.4.4
FIX.4.4
⇒167 SecurityType String Can be used for SettleInstMode 1 if SSIs are being provided for a particular security type (as alternative to CFICode).
Value SymbolicName Description Added Updated Deprecated
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.4.4
⇒461 CFICode String Can be used for SettleInstMode 1 if SSIs are being provided for a particular security type (as identified by CFI code). FIX.4.4
⇒120 SettlCurrency Currency Can be used for SettleInstMode 1 if SSIs are being provided for a particular settlement currency FIX.4.4
⇒168 EffectiveTime UTCTimestamp Effective (start) date/time for this settlement instruction. Required except where SettlInstMode is 5=Reject SSI request FIX.4.4
⇒126 ExpireTime UTCTimestamp Termination date/time for this settlement instruction. FIX.4.4
⇒779 LastUpdateTime UTCTimestamp Date/time this settlement instruction was last updated (or created if not updated since creation). Required except where SettlInstMode is 5=Reject SSI request FIX.4.4
⇒SettlInstructionsData Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" FIX.4.4
⇒492 PaymentMethod int For use with CIV settlement instructions
Value SymbolicName Description Added Updated Deprecated
1 CREST CREST FIX.4.3
2 NSCC NSCC FIX.4.3
3 Euroclear Euroclear FIX.4.3
4 Clearstream Clearstream FIX.4.3
5 Cheque Cheque FIX.4.3
6 TelegraphicTransfer Telegraphic Transfer FIX.4.3
7 FedWire Fed Wire FIX.4.3
8 DebitCard Debit Card FIX.4.3
9 DirectDebit Direct Debit (BECS) FIX.4.3
10 DirectCredit Direct Credit (BECS) FIX.4.3
11 CreditCard Credit Card FIX.4.3
12 ACHDebit ACH Debit FIX.4.3
13 ACHCredit ACH Credit FIX.4.3
14 BPAY BPAY FIX.4.3
15 HighValueClearingSystem High Value Clearing System (HVACS) FIX.4.3
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.4.4
⇒476 PaymentRef String For use with CIV settlement instructions FIX.4.4
⇒488 CardHolderName String For use with CIV settlement instructions FIX.4.4
⇒489 CardNumber String For use with CIV settlement instructions FIX.4.4
⇒503 CardStartDate LocalMktDate For use with CIV settlement instructions FIX.4.4
⇒490 CardExpDate LocalMktDate For use with CIV settlement instructions FIX.4.4
⇒491 CardIssNum String For use with CIV settlement instructions FIX.4.4
⇒504 PaymentDate LocalMktDate For use with CIV settlement instructions FIX.4.4
⇒505 PaymentRemitterID String For use with CIV settlement instructions FIX.4.4

SideCrossOrdCxlGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
552 NoSides ✔ NumInGroup Must be 1 or 2
Value SymbolicName Description Added Updated Deprecated
1 OneSide One Side FIX.4.3
2 BothSides Both Sides FIX.4.3
FIX.4.4
⇒54 Side ✔ char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed 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.4.4
⇒41 OrigClOrdID String Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11). FIX.4.4
⇒11 ClOrdID ✔ String Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. FIX.4.4
⇒526 SecondaryClOrdID String Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. FIX.4.4
⇒583 ClOrdLinkID String Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. FIX.4.4
⇒586 OrigOrdModTime UTCTimestamp The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. The use of this approach is not recommended. FIX.4.4
⇒Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.4
⇒229 TradeOriginationDate LocalMktDate Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.4
⇒75 TradeDate LocalMktDate Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.4
⇒OrderQtyData ✔ FIX.4.4 FIX.5.0SP2EP221
⇒376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.4
⇒2404 ComplianceText String Free text for compliance information required for regulatory reporting. FIX.5.0SP2
⇒2351 EncodedComplianceTextLen Length Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. FIX.5.0SP2
⇒2352 EncodedComplianceText data Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
⇒58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4

SideCrossOrdModGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
552 NoSides ✔ NumInGroup Must be 1 or 2 if CrossType(549)=1(All-or-none Cross), 2 otherwise.
Value SymbolicName Description Added Updated Deprecated
1 OneSide One Side FIX.4.3
2 BothSides Both Sides FIX.4.3
FIX.4.4 FIX.5.0SP2EP131
⇒54 Side ✔ char Required if NoSides(552) > 0.
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.4.4 FIX.5.0SP2EP131
⇒2102 ShortMarkingExemptIndicator Boolean None FIX.5.0SP2
⇒41 OrigClOrdID String Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11) FIX.5.0
⇒11 ClOrdID ✔ String Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. FIX.4.4
⇒526 SecondaryClOrdID String Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. FIX.4.4
⇒583 ClOrdLinkID String Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. FIX.4.4
⇒Parties FIX.4.4 FIX.5.0SP2EP131
⇒SideCrossLegGrp FIX.5.0SP2
⇒1690 SideShortSaleExemptionReason int Available for optional use when Side(54) = 6 (Sell short exempt). FIX.5.0SP2
⇒229 TradeOriginationDate LocalMktDate Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.4
⇒75 TradeDate LocalMktDate Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.4
⇒1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.4
⇒660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
⇒581 AccountType int Type of account associated with an order
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
9 EquitiesSpecialist Equities specialist FIX.5.0SP2EP101
10 OptionsMarketMaker Options market maker FIX.5.0SP2EP101
11 OptionsFirmAccount Options firm account FIX.5.0SP2EP101
FIX.4.4
⇒589 DayBookingInst char Indicates whether or not automatic booking can occur.
Value SymbolicName Description Added Updated Deprecated
0 Auto Can trigger booking without reference to the order initiator ("auto") FIX.4.3
1 SpeakWithOrderInitiatorBeforeBooking Speak with order initiator before booking ("speak first") FIX.4.3
2 Accumulate Accumulate FIX.4.4
FIX.4.4
⇒590 BookingUnit char Indicates what constitutes a bookable unit.
Value SymbolicName Description Added Updated Deprecated
0 EachPartialExecutionIsABookableUnit Each partial execution is a bookable unit FIX.4.3
1 AggregatePartialExecutionsOnThisOrder Aggregate partial executions on this order, and book one trade per order FIX.4.3
2 AggregateExecutionsForThisSymbol Aggregate executions for this symbol, side, and settlement date FIX.4.3
FIX.4.4
⇒591 PreallocMethod char Indicates the method of preallocation.
Value SymbolicName Description Added Updated Deprecated
0 ProRata Pro rata FIX.4.3
1 DoNotProRata Do not pro-rata - discuss first FIX.4.3
FIX.4.4
⇒70 AllocID String Use to assign an identifier to the block of preallocations FIX.4.4
⇒PreAllocGrp FIX.4.4
⇒854 QtyType int Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts FIX.4.4 FIX.5.0SP2EP107
2 UnitsOfMeasurePerTimeUnit Unit of Measure per Time Unit FIX.4.4EP5 FIX.5.0SP2EP107
FIX.4.4
⇒OrderQtyData ✔ FIX.4.4 FIX.5.0SP2EP131
⇒CommissionData FIX.4.4 FIX.5.0SP2EP131
⇒CommissionDataGrp Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. FIX.5.0SP2
⇒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.4.4
⇒529 OrderRestrictions MultipleCharValue Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.
Value SymbolicName Description Added Updated Deprecated
1 ProgramTrade Program Trade FIX.4.3
2 IndexArbitrage Index Arbitrage FIX.4.3
3 NonIndexArbitrage Non-Index Arbitrage FIX.4.3
4 CompetingMarketMaker Competing Market Maker FIX.4.3
5 ActingAsMarketMakerOrSpecialistInSecurity Acting as Market Maker or Specialist in the security FIX.4.3
6 ActingAsMarketMakerOrSpecialistInUnderlying Acting as Market Maker 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.4.4
⇒1091 PreTradeAnonymity Boolean Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible. FIX.4.4
⇒582 CustOrderCapacity int Capacity of customer placing the order.
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.4.4
⇒121 ForexReq Boolean Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
Value SymbolicName Description Added Updated Deprecated
N DoNotExecuteForexAfterSecurityTrade Do Not Execute Forex After Security Trade FIX.4.0
Y ExecuteForexAfterSecurityTrade Execute Forex After Security Trade FIX.4.0
FIX.4.4
⇒120 SettlCurrency Currency Conditionally required when ForexReq(121) = "Y". FIX.4.4 FIX.5.0SP2EP131
⇒775 BookingType int Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
Value SymbolicName Description Added Updated Deprecated
0 RegularBooking Regular booking FIX.4.4
1 CFD CFD (Contract for difference) FIX.4.4
2 TotalReturnSwap Total Return Swap FIX.4.4
FIX.4.4
⇒58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
⇒1816 ClearingAccountType int Designates the account type to be used for the order when submitted to clearing.
Value SymbolicName Description Added Updated Deprecated
1 Customer Customer FIX.5.0SP2EP131
2 Firm Firm FIX.5.0SP2EP131
3 MarketMaker Market maker FIX.5.0SP2EP131
FIX.5.0SP2
⇒77 PositionEffect char For use in derivatives omnibus accounting
Value SymbolicName Description Added Updated Deprecated
C Close Close FIX.4.1
F FIFO FIFO FIX.4.3
O Open Open FIX.4.1
R Rolled Rolled FIX.4.3
N CloseButNotifyOnOpen Close but notify on open FIX.5.0EP61
D Default Default FIX.5.0EP61
FIX.4.4
⇒203 CoveredOrUncovered int For use with derivatives, such as options
Value SymbolicName Description Added Updated Deprecated
0 Covered Covered FIX.4.1
1 Uncovered Uncovered FIX.4.1
FIX.4.4
⇒544 CashMargin char Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.
Value SymbolicName Description Added Updated Deprecated
1 Cash Cash FIX.4.3
2 MarginOpen Margin Open FIX.4.3
3 MarginClose Margin Close FIX.4.3
FIX.4.4
⇒635 ClearingFeeIndicator String Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.
(Values source CBOT, CME, NYBOT, and NYMEX):
Value SymbolicName Description Added Updated Deprecated
1 FirstYearDelegate 1st year delegate trading for own account FIX.4.3
2 SecondYearDelegate 2nd year delegate trading for own account FIX.4.3
3 ThirdYearDelegate 3rd year delegate trading for own account FIX.4.3
4 FourthYearDelegate 4th year delegate trading for own account FIX.4.3
5 FifthYearDelegate 5th year delegate trading for own account FIX.4.3
9 SixthYearDelegate 6th year delegate trading for own account FIX.4.3
B CBOEMember CBOE Member FIX.4.3
C NonMemberAndCustomer Non-member and Customer FIX.4.3
E EquityMemberAndClearingMember Equity Member and Clearing Member FIX.4.3
F FullAndAssociateMember Full and Associate Member trading for own account and as floor brokers FIX.4.3
H Firms106HAnd106J 106.H and 106.J firms FIX.4.3
I GIM GIM, IDEM and COM Membership Interest Holders FIX.4.3
L Lessee106FEmployees Lessee 106.F Employees FIX.4.3
M AllOtherOwnershipTypes All other ownership types FIX.4.3
FIX.4.4
⇒377 SolicitedFlag Boolean Indicates whether or not the order was solicited.
Value SymbolicName Description Added Updated Deprecated
N WasNotSolicited Was not solicited FIX.4.2
Y WasSolicited Was solicited FIX.4.2
FIX.4.4
⇒659 SideComplianceID String ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.4
⇒962 SideTimeInForce UTCTimestamp Specifies how long the order as specified in the side stays in effect. Absence of this field indicates Day order. FIX.4.4

TrdAllocGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
78 NoAllocs NumInGroup None FIX.4.4 FIX.5.0SP2EP141
⇒79 AllocAccount String Required if NoAllocs(78) > 0. FIX.4.4 FIX.5.0SP2EP141
⇒661 AllocAcctIDSource int Used to identify the source of the AllocAccount (79) code.
See AcctIDSource (660) for valid values. 		FIX.4.4
⇒736 AllocSettlCurrency Currency Currency code of settlement denomination for a specific AllocAccount (79). FIX.4.4
⇒467 IndividualAllocID String Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). FIX.4.4
⇒1593 ParentAllocID String Contains the IndividualAllocId (tag 467) value of the allocation that is being offset as a result of a new allocation. This would be an optional field that would only be populated in the case of an allocation of an allocation (as well as any subsequent allocations). This wouldn’t be populated for an initial allocation since an allocation id is not supplied on default (initial) allocations. FIX.5.0SP2
⇒2727 AllocLegRefID String The field may not be used in any message where there are no legs. FIX.5.0SP2
⇒AllocRegulatoryTradeIDGrp FIX.5.0SP2
⇒1729 FirmMnemonic String Allocation identifier assigned by the Firm submitting the allocation for an individual allocation instruction (as opposed to the overall message level identifier). FIX.5.0SP2
⇒NestedParties2 None FIX.4.4 FIX.5.0SP2EP141
⇒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.5.0SP2
⇒80 AllocQty Qty Quantity to be allocated to specific sub-account
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
⇒2515 AllocCalculatedCcyQty Qty None FIX.5.0SP2
⇒1752 CustodialLotID String Only used for specific lot trades. FIX.5.0SP2
⇒1753 VersusPurchaseDate LocalMktDate Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. FIX.5.0SP2
⇒1754 VersusPurchasePrice Price Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. FIX.5.0SP2
⇒1755 CurrentCostBasis Amt Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified FIX.5.0SP2
⇒993 AllocCustomerCapacity String Can be used for granular reporting of separate allocation detail within a single trade report or allocation message. FIX.4.4
⇒1002 AllocMethod int None
Value SymbolicName Description Added Updated Deprecated
1 Automatic Automatic FIX.4.4EP-1
2 Guarantor Guarantor FIX.4.4EP-1
3 Manual Manual FIX.4.4EP-1
4 BrokerAssigned Broker assigned FIX.5.0SP2EP107
FIX.4.4 FIX.5.0SP2EP141
⇒989 SecondaryIndividualAllocID String None FIX.4.4 FIX.5.0SP2EP141
⇒1136 AllocClearingFeeIndicator String ClearingFeeIndicator(635) for Allocation, see ClearingFeeIndicator(635) for permitted values. FIX.4.4
⇒TradeAllocAmtGrp FIX.5.0SP2
⇒1840 TradeAllocStatus int Identifies the status of an allocation when using a pre-clear workflow.
Value SymbolicName Description Added Updated Deprecated
0 PendingClear Pending clear FIX.5.0SP2EP141
1 Claimed Claimed FIX.5.0SP2EP141
2 Cleared Cleared FIX.5.0SP2EP141
3 Rejected Rejected FIX.5.0SP2EP141
FIX.5.0SP2
⇒1735 AllocationRollupInstruction int An indicator to override the normal procedure to roll up allocations for the same take-up firm.
Value SymbolicName Description Added Updated Deprecated
0 Rollup Roll up FIX.5.0SP2EP118
1 DoNotRollUp Do not roll up FIX.5.0SP2EP118
FIX.5.0SP2
⇒161 AllocText String Free format text related to a specific AllocAccount (79). FIX.5.0SP2
⇒360 EncodedAllocTextLen Length Byte length of encoded (non-ASCII characters) EncodedAllocText (361) field. FIX.5.0SP2
⇒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.5.0SP2
⇒1732 FirmAllocText String Firm reference information, usually internal information, that is part of the initial message. The information would not be carried forward (e.g to Take-up Firm) and preserved with the transaction. FIX.5.0SP2
⇒1733 EncodedFirmAllocTextLen Length Byte length of encoded (non-ASCII characters) EncodedFirmAllocText(1734) field. FIX.5.0SP2
⇒1734 EncodedFirmAllocText data Encoded (non-ASCII characters) representation of the FirmAllocText(1732) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) represention should also be specified in FirmAllocText(1732) field. FIX.5.0SP2
⇒2392 AllocRefRiskLimitCheckID String The reference identifier to the PartyRiskLimitCheckRequest(35=DF), or a similar out of band message, message that contained the approval or rejection for risk/credit limit check for this allocation. FIX.5.0SP2
⇒2393 AllocRefRiskLimitCheckIDType int Specifies which type of identifier is specified in AllocRefRiskLimitCheckID(2392) field. FIX.5.0SP2
⇒AllocCommissionDataGrp FIX.5.0SP2

TrdCapRptSideGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
552 NoSides ✔ NumInGroup None
Value SymbolicName Description Added Updated Deprecated
1 OneSide One Side FIX.4.3
2 BothSides Both Sides FIX.4.3
FIX.4.4 FIX.5.0SP2EP141
⇒54 Side ✔ char Required when NoSides(552) > 0.
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.4.4 FIX.5.0SP2EP141
⇒2102 ShortMarkingExemptIndicator Boolean None FIX.5.0SP2
⇒1427 SideExecID String None FIX.5.0SP1 FIX.5.0SP2EP141
⇒1428 OrderDelay int Time lapsed from order entry until match, based on the unit of time specified in OrderDelayUnit. Default is seconds if OrderDelayUnit is not specified. Value = 0, indicates the aggressor (the initiating side of the trade). FIX.5.0SP1
⇒1429 OrderDelayUnit int Time unit in which the OrderDelay(1428) is expressed
Value SymbolicName Description Added Updated Deprecated
0 Seconds Seconds (default if not specified) FIX.5.0SP1EP77
1 TenthsOfASecond Tenths of a second FIX.5.0SP1EP77
2 HundredthsOfASecond Hundredths of a second FIX.5.0SP1EP77
3 Milliseconds milliseconds FIX.5.0SP1EP77
4 Microseconds microseconds FIX.5.0SP1EP77
5 Nanoseconds nanoseconds FIX.5.0SP1EP77
10 Minutes minutes FIX.5.0SP1EP77
11 Hours hours FIX.5.0SP1EP77
12 Days days FIX.5.0SP1EP77
13 Weeks weeks FIX.5.0SP1EP77
14 Months months FIX.5.0SP1EP77
15 Years years FIX.5.0SP1EP77
FIX.5.0SP1
⇒1009 SideLastQty Qty None FIX.4.4 FIX.5.0SP2EP141
⇒1597 SideClearingTradePrice Price Used to indicate a side specific alternate clearing price. FIX.5.0SP2
⇒1599 SidePriceDifferential Price Used to indicate the Price Differential between the first and second leg of a complex instrument. FIX.5.0SP2
⇒1598 SideClearingTradePriceType int Used to indicate whether the trade is clearing using execution price (LastPx) or alternate clearing price (ClrTrdPx)
Value SymbolicName Description Added Updated Deprecated
0 TradeClearingAtExecutionPrice Trade Clearing at Execution Price FIX.5.0SP2EP111
1 TradeClearingAtAlternateClearingPrice Trade Clearing at Alternate Clearing Price FIX.5.0SP2EP111
FIX.5.0SP2
⇒1005 SideTradeReportID String None FIX.4.4 FIX.5.0SP2EP141
⇒1506 SideTradeID String Used to represent the trade ID for each side of the trade assigned by an intermediary. FIX.5.0SP2
⇒1507 SideOrigTradeID String Used to capture the original trade id for each side of a trade undergoing novation to a standardized model. FIX.5.0SP2
⇒1006 SideFillStationCd String None FIX.4.4 FIX.5.0SP2EP141
⇒1007 SideReasonCd String None FIX.4.4 FIX.5.0SP2EP141
⇒83 RptSeq int None FIX.4.4 FIX.5.0SP2EP141
⇒1008 SideTrdSubTyp int None FIX.4.4 FIX.5.0SP2EP141
⇒430 NetGrossInd int None
Value SymbolicName Description Added Updated Deprecated
1 Net Net FIX.4.2
2 Gross Gross FIX.4.2
FIX.5.0 FIX.5.0SP2EP141
⇒1154 SideCurrency Currency None FIX.5.0 FIX.5.0SP2EP141
⇒1155 SideSettlCurrency Currency None FIX.5.0 FIX.5.0SP2EP141
⇒Parties None FIX.4.4 FIX.5.0SP2EP141
⇒PartyDetailGrp PartyDetailID(1619) must reference an existing entry in Parties component or a previous entry in RelatedPartyDetailGrp. The instance must have the same role as the referenced entry. The embedded RelatedPartyDetailID(1563) should introduce a new party identifier not previously reported. FIX.5.0SP2
⇒1 Account String Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary. FIX.4.4 FIX.5.0SP2EP141
⇒660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
⇒581 AccountType int None
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.4.4 FIX.5.0SP2EP141
⇒LimitAmts Insert here the set of "LimitAmts" fields defined in "Common Components" FIX.5.0SP2
⇒81 ProcessCode char Used to specify Step-out trades.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular FIX.2.7
1 SoftDollar Soft Dollar FIX.2.7
2 StepIn Step-In FIX.2.7
3 StepOut Step-Out FIX.2.7
4 SoftDollarStepIn Soft-dollar Step-In FIX.2.7
5 SoftDollarStepOut Soft-dollar Step-Out FIX.2.7
6 PlanSponsor Plan Sponsor FIX.4.0
FIX.4.4 FIX.5.0SP2EP141
⇒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.4.4 FIX.5.0
⇒ClrInstGrp FIX.4.4
⇒SideRegulatoryTradeIDGrp FIX.5.0SP2
⇒2671 SideTradeReportingIndicator int May be used to bilaterally inform counterparty of trade reporting status for this side of the trade. FIX.5.0SP2
⇒2418 FirmTradeEventID String An identifier created by the trading party for the life cycle event associated with this report. FIX.5.0SP2
⇒578 TradeInputSource String Type of input device or system from which the trade was entered. FIX.4.4
⇒579 TradeInputDevice String Specific device number, terminal number or station where trade was entered FIX.4.4
⇒376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.4
⇒2404 ComplianceText String Free text for compliance information required for regulatory reporting. FIX.5.0SP2
⇒2351 EncodedComplianceTextLen Length Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. FIX.5.0SP2
⇒2352 EncodedComplianceText data Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
⇒377 SolicitedFlag Boolean Indicates whether or not the order was solicited.
Value SymbolicName Description Added Updated Deprecated
N WasNotSolicited Was not solicited FIX.4.2
Y WasSolicited Was solicited FIX.4.2
FIX.4.4
⇒582 CustOrderCapacity int The customer capacity for this trade
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.4.4
⇒336 TradingSessionID String Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionID(336) then applies to all sides of the trade.
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.4.4 FIX.5.0SP2EP141
⇒625 TradingSessionSubID String Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionSubID(625) then applies to all sides of the trade.
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.4.4 FIX.5.0SP2EP141
⇒943 TimeBracket String A code that represents a time interval in which a fill or trade occurred.
Required for US futures markets. 		FIX.4.4
⇒2356 RemunerationIndicator int None
Value SymbolicName Description Added Updated Deprecated
0 NoRemunerationPaid No remuneration paid FIX.5.0SP2EP209
1 RemunerationPaid Remuneration paid FIX.5.0SP2EP209
FIX.5.0SP2
⇒CommissionData None FIX.4.4 FIX.5.0SP2EP141
⇒CommissionDataGrp Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. FIX.5.0SP2
⇒157 NumDaysInterest int Number of Days of Interest for convertible bonds and fixed income. Note value may be negative. FIX.4.4
⇒230 ExDate LocalMktDate 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.4.4
⇒158 AccruedInterestRate Percentage The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond. FIX.4.4
⇒159 AccruedInterestAmt Amt Amount of Accrued Interest for convertible bonds and fixed income FIX.4.4
⇒738 InterestAtMaturity Amt Amount of interest (i.e. lump-sum) at maturity. FIX.4.4
⇒920 EndAccruedInterestAmt Amt For repurchase agreements the accrued interest on termination. FIX.4.4
⇒921 StartCash Amt For repurchase agreements the start (dirty) cash consideration. FIX.4.4 FIX.5.0SP2EP141
⇒922 EndCash Amt For repurchase agreements the end (dirty) cash consideration. FIX.4.4 FIX.5.0SP2EP141
⇒238 Concession Amt Provides the reduction in price for the secondary market in Muncipals.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.4
⇒237 TotalTakedown Amt The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.4
⇒118 NetMoney Amt Value expressed in the currency reflected by the Currency(15) field. FIX.4.4 FIX.5.0SP2EP141
⇒119 SettlCurrAmt Amt None FIX.4.4 FIX.5.0SP2EP141
⇒155 SettlCurrFxRate float None FIX.4.4 FIX.5.0SP2EP141
⇒156 SettlCurrFxRateCalc char None
Value SymbolicName Description Added Updated Deprecated
M Multiply Multiply FIX.4.4EP38
D Divide Divide FIX.4.4EP38
FIX.4.4 FIX.5.0SP2EP141
⇒77 PositionEffect char Can be used for derivatives omnibus accounting.
Value SymbolicName Description Added Updated Deprecated
C Close Close FIX.4.1
F FIFO FIFO FIX.4.3
O Open Open FIX.4.1
R Rolled Rolled FIX.4.3
N CloseButNotifyOnOpen Close but notify on open FIX.5.0EP61
D Default Default FIX.5.0EP61
FIX.4.4 FIX.5.0SP2EP141
⇒58 Text String Can be used by the executing market to record any execution details that are particular to that market. FIX.4.4 FIX.5.0SP2EP141
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
⇒355 EncodedText data None FIX.4.4 FIX.5.0SP2EP141
⇒752 SideMultiLegReportingType int Can be used to support the scenario where a single leg instrument trades against an individual leg of a multileg instrument.
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 FIX.5.0SP2EP141
⇒ContAmtGrp FIX.4.4
⇒Stipulations FIX.4.4
⇒MiscFeesGrp FIX.4.4
⇒825 ExchangeRule String None FIX.4.4 FIX.5.0SP2EP141
⇒826 TradeAllocIndicator int None
Value SymbolicName Description Added Updated Deprecated
0 AllocationNotRequired Allocation not required FIX.4.4
1 AllocationRequired Allocation required (give-up trade) allocation information not provided (incomplete) FIX.4.4
2 UseAllocationProvidedWithTheTrade Use allocation provided with the trade FIX.4.4
3 AllocationGiveUpExecutor Allocation give-up executor FIX.4.4EP4
4 AllocationFromExecutor Allocation from executor FIX.4.4EP4
5 AllocationToClaimAccount Allocation to claim account FIX.4.4EP4
6 TradeSplit Trade split FIX.5.0SP2EP141
FIX.4.4 FIX.5.0SP2EP141
⇒1848 TradeAllocGroupInstruction int Instruction on how to add a trade to an allocation group when it is being given-up.
Value SymbolicName Description Added Updated Deprecated
0 Add Add to an existing allocation group if one exists. FIX.5.0SP2EP141
1 DoNotAdd Do not add the trade to an allocation group. FIX.5.0SP2EP141
FIX.5.0SP2
⇒1730 AllocGroupID String Intended to be used by a central counterparty to assign an identifier to allocations of trades for the same instrument traded at the same price. FIX.5.0SP2
⇒2771 PreviousAllocGroupID String Identifies the previous AllocGroupID(1730) being changed by this message when AllocGroupStatus(2767)=3 (Changed). FIX.5.0SP2
⇒2759 GroupAmount Amt Indicates the total notional units or amount of an allocation group. Includes any allocated units or amount. FIX.5.0SP2
⇒2767 AllocGroupStatus int Status of the trade give-up relative to the group identified in AllocGroupID(1730).
Value SymbolicName Description Added Updated Deprecated
0 Added This trade has been associated with the group for the first time. FIX.5.0SP2EP240
1 Canceled This trade has been removed from the group. FIX.5.0SP2EP240
2 Replaced This trade already in the group has been updated. FIX.5.0SP2EP240
3 Changed An allocated trade or give-up has moved from one allocation group to another. FIX.5.0SP2EP241
4 Pending A request to assign or change an allocation group is pending. FIX.5.0SP2EP241
FIX.5.0SP2
⇒1853 SideAvgPxIndicator int Used to indicate whether a trade or a sub-allocation should be allocated at the trade price (e.g. no average pricing), or whether it should be grouped with other trades/sub-allocations and allocated at the average price of the group.
Value SymbolicName Description Added Updated Deprecated
0 NoAvgPricing No average pricing FIX.5.0SP2EP141
1 TradeIsPartAvgPriceGrp Trade is part of the average price group identified by the SideAvgPxGroupID(1854) FIX.5.0SP2EP141
2 LastTradeIsPartAvgPriceGrp Last trade is the average price group identified by the SideAvgPxGroupID(1854) FIX.5.0SP2EP141
FIX.5.0SP2
⇒1854 SideAvgPxGroupID String The identifier for the average price group for the trade side. See also AvgPxGroupID(1731). FIX.5.0SP2
⇒1852 SideAvgPx Price Calculated average price for this side of the trade. FIX.5.0SP2
⇒591 PreallocMethod char Indicates the method of preallocation.
Value SymbolicName Description Added Updated Deprecated
0 ProRata Pro rata FIX.4.3
1 DoNotProRata Do not pro-rata - discuss first FIX.4.3
FIX.4.4
⇒70 AllocID String Used to assign an ID to the block of preallocations. FIX.4.4 FIX.5.0SP2EP141
⇒TrdAllocGrp FIX.4.4
⇒SideTrdRegTS None FIX.4.4 FIX.5.0SP2EP141
⇒SettlDetails Conveys settlement account details reported as part of obligation. FIX.5.0 FIX.5.0SP2EP141
⇒1072 SideGrossTradeAmt Amt The gross trade amount for this side of the trade. See also GrossTradeAmt (381) for additional definition. FIX.4.4
⇒1057 AggressorIndicator Boolean Used to identify whether the order initiator is an aggressor or not in the trade.
Value SymbolicName Description Added Updated Deprecated
Y OrderInitiatorIsAggressor Order initiator is aggressor FIX.4.4EP-1
N OrderInitiatorIsPassive Order initiator is passive FIX.4.4EP-1
FIX.4.4
⇒1139 ExchangeSpecialInstructions String Free format text string related to exchange. FIX.4.4
⇒1690 SideShortSaleExemptionReason int Optional when Side (54) = 6 (Sell short exempt) FIX.5.0SP2
⇒1115 OrderCategory char Defines the type of interest behind a trade (fill or partial fill).
Value SymbolicName Description Added Updated Deprecated
1 Order Order FIX.4.4EP-1
2 Quote Quote FIX.4.4EP-1
3 PrivatelyNegotiatedTrade Privately Negotiated Trade FIX.4.4EP-1
4 MultilegOrder Multileg order FIX.4.4EP-1
5 LinkedOrder Linked order FIX.4.4EP-1
6 QuoteRequest Quote Request FIX.4.4EP-1
7 ImpliedOrder Implied Order FIX.4.4EP-1
8 CrossOrder Cross Order FIX.4.4EP-1
9 StreamingPrice Streaming price (quote) FIX.5.0EP-1
A InternalCrossOrder Internal Cross Order FIX.5.0SP2EP101
FIX.5.0SP1
⇒1444 SideLiquidityInd int Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled. FIX.5.0SP1
⇒1851 StrategyLinkID String Identifies the multileg strategy (e.g. spread) to which the trade belongs. This links together trade legs executed as part of a strategy during a single match event. FIX.5.0SP2
⇒TradeReportOrderDetail Order details for the order associated with this side of the trade. FIX.5.0SP1 FIX.5.0SP2EP141
⇒1031 CustOrderHandlingInst MultipleStringValue Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.
NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only.

For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list.

For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified.
Value SymbolicName Description Added Updated Deprecated
ADD AddOnOrder Add-on order FIX.4.4EP-1 FIX.5.0SP2EP135
AON AllOrNone All or none FIX.4.4EP-1 FIX.5.0SP2EP135
CNH CashNotHeld Cash not held FIX.4.4EP-1 FIX.5.0SP2EP135
DIR DirectedOrder Directed order FIX.4.4EP-1 FIX.5.0SP2EP135
E.W ExchangeForPhysicalTransaction Exchange for physical transaction FIX.4.4EP-1 FIX.5.0SP2EP135
FOK FillOrKill Fill or kill FIX.4.4EP-1 FIX.5.0SP2EP135
IO ImbalanceOnly Imbalance only FIX.4.4EP-1 FIX.5.0SP2EP135
IOC ImmediateOrCancel Immediate or cancel FIX.4.4EP-1 FIX.5.0SP2EP135
LOO LimitOnOpen Limit on open FIX.4.4EP-1 FIX.5.0SP2EP135
LOC LimitOnClose Limit on Close FIX.4.4EP-1 FIX.5.0SP2EP135
MAO MarketAtOpen Market at Open FIX.4.4EP-1 FIX.5.0SP2EP135
MAC MarketAtClose Market at close FIX.4.4EP-1 FIX.5.0SP2EP135
MOO MarketOnOpen Market on open FIX.4.4EP-1 FIX.5.0SP2EP135
MOC MarketOnClose Market on close FIX.4.4EP-1 FIX.5.0SP2EP135
MQT MinimumQuantity Minimum quantity FIX.4.4EP-1 FIX.5.0SP2EP135
NH NotHeld Not held FIX.4.4EP-1 FIX.5.0SP2EP135
OVD OverTheDay Over the day FIX.4.4EP-1 FIX.5.0SP2EP135
PEG Pegged Pegged FIX.4.4EP-1 FIX.5.0SP2EP135
RSV ReserveSizeOrder Reserve size order FIX.4.4EP-1 FIX.5.0SP2EP135
S.W StopStockTransaction Stop stock transaction FIX.4.4EP-1 FIX.5.0SP2EP135
SCL Scale Scale FIX.4.4EP-1 FIX.5.0SP2EP135
TMO TimeOrder Time order FIX.4.4EP-1 FIX.5.0SP2EP135
TS TrailingStop Trailing stop FIX.4.4EP-1 FIX.5.0SP2EP135
WRK Work Work FIX.4.4EP-1 FIX.5.0SP2EP135
A PhoneSimple Phone simple FIX.5.0SP2EP133
B PhoneComplex Phone complex FIX.5.0SP2EP133
C FCMProvidedScreen FCM provided screen FIX.5.0SP2EP133
D OtherProvidedScreen Other provided screen FIX.5.0SP2EP133
E ClientProvidedPlatformControlledByFCM Client provided platform controlled by FCM FIX.5.0SP2EP133
F ClientProvidedPlatformDirectToExchange Client provided platform direct to exchange FIX.5.0SP2EP133
G GOrderAndFCMAPIorFIX G Order(FINRA OATS), FCM API or FIX(FIA Execution Source) FIX.5.0SP2EP133 FIX.5.0SP2EP135
H AlgoEngine Algo engine FIX.5.0SP2EP133
J PriceAtExecution Price at execution (price added at initial order entry, trading, middle office or time of give-up) FIX.5.0SP2EP133
W DeskElectronic Desk - electronic FIX.5.0SP2EP133
X DeskPit Desk - pit FIX.5.0SP2EP133
Y ClientElectronic Client - electronic FIX.5.0SP2EP133
Z ClientPit Client - pit FIX.5.0SP2EP133
CND ConditionalOrder Conditional order FIX.5.0SP2EP135
CSH DeliveryInstructionsCash Delivery instructions - cash FIX.5.0SP2EP135
DLO DiscretionaryLimitOrder Discretionary limit order FIX.5.0SP2EP135
IDX IntraDayCross Intraday cross FIX.5.0SP2EP135
ISO IntermarketSweepOrder Intermarket sweep order FIX.5.0SP2EP135
MPT MergerRelatedTransferPosition Merger related transfer position FIX.5.0SP2EP135
MTL MarketToLimit Market to limit FIX.5.0SP2EP135
ND DeliveryInstructionsNextDay Delivery instructions - next day FIX.5.0SP2EP135
OPT OptionsRelatedTransaction Options related transaction FIX.5.0SP2EP135
SLR DeliveryInstructionsSellersOption Delivery instructions - sellers option FIX.5.0SP2EP135
F0 StayOnOfferside Stay on offerside FIX.5.0SP2EP135
F3 GoAlong Go along FIX.5.0SP2EP135
F6 ParticipateDoNotInitiate Participate do not initiate FIX.5.0SP2EP135
F7 StrictScale Strict scale FIX.5.0SP2EP135
F8 TryToScale Try to scale FIX.5.0SP2EP135
F9 StayOnBidside Stay on bidside FIX.5.0SP2EP135
FA NoCross No cross FIX.5.0SP2EP135
FB OKToCross OK to cross FIX.5.0SP2EP135
FC CallFirst Call first FIX.5.0SP2EP135
FD PercentOfVolume Percent of volume FIX.5.0SP2EP135
FH ReinstateOnSystemFailure Reinstate on system failure FIX.5.0SP2EP135
FI InstitutionOnly Institution only FIX.5.0SP2EP135
FJ ReinstateOnTradingHalt Reinstate on trading halt FIX.5.0SP2EP135
FK CancelOnTradingHalf Cancel on trading half FIX.5.0SP2EP135
FL LastPeg Last peg FIX.5.0SP2EP135
FM MidPricePeg Mid-price peg FIX.5.0SP2EP135
FN NonNegotiable Non-negotiable FIX.5.0SP2EP135
FO OpeningPeg Opening peg FIX.5.0SP2EP135
FP MarketPeg Market peg FIX.5.0SP2EP135
FQ CancelOnSystemFailure Cancel on system failure FIX.5.0SP2EP135
FR PrimaryPeg Primary peg FIX.5.0SP2EP135
FS Suspend Suspend FIX.5.0SP2EP135
FT FixedPegToLocalBBO Fixed peg to local best bid or offer at time of order FIX.5.0SP2EP135
FW PegToVWAP Peg to VWAP FIX.5.0SP2EP135
FX TradeAlong Trade along FIX.5.0SP2EP135
FY TryToStop Try to stop FIX.5.0SP2EP135
FZ CancelIfNotBest Cancel if not best FIX.5.0SP2EP135
Fb StrictLimit Strict limit FIX.5.0SP2EP135
Fc IgnorePriceValidityChecks Ignore price validity checks FIX.5.0SP2EP135
Fd PegToLimitPrice Peg to Limit Price FIX.5.0SP2EP135
Fe WorkToTargetStrategy Work to target strategy FIX.5.0SP2EP135
FIX.5.0SP2
⇒1032 OrderHandlingInstSource int Identifies the class or source of the order handling instruction values.  Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035).
Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified.
Value SymbolicName Description Added Updated Deprecated
1 FINRAOATS FINRA OATS FIX.4.4EP-1 FIX.5.0SP2EP135
2 FIAExecutionSourceCode FIA Execution Source Code FIX.5.0SP2EP133
FIX.5.0SP2
⇒TradePositionQty FIX.5.0SP2
⇒RelatedTradeGrp FIX.5.0SP2
⇒RelatedPositionGrp FIX.5.0SP2
⇒1980 BlockTrdAllocIndicator int Indication that a block trade will be allocated.
Value SymbolicName Description Added Updated Deprecated
0 BlockToBeAllocated Block to be allocated FIX.5.0SP2EP161
1 BlockNotToBeAllocated Block not to be allocated FIX.5.0SP2EP161
2 AllocatedTrade A sub-trade of a block trade. FIX.5.0SP2EP161
FIX.5.0SP2
⇒2344 SideRiskLimitCheckStatus int Indicates the status of the risk limit check performed on the side of a trade. FIX.5.0SP2 FIX.5.0SP2EP180
⇒29 LastCapacity char In the context of regulatory trade reporting, this specifies the trading capacity of the reporting party.
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.5.0SP2
⇒2334 RefRiskLimitCheckID String The reference identifier of the PartyRiskLimitCheckRequest(35=DF) message, or a similar out of band message, that contained the approval for the risk/credit limit check request. FIX.5.0SP2
⇒2335 RefRiskLimitCheckIDType int Specifies which type of identifier is specified in RefRiskLimitCheckID(2334) field.
Value SymbolicName Description Added Updated Deprecated
0 RiskLimitRequestID RiskLimitRequestID(1666) FIX.5.0SP2EP171
1 RiskLimitCheckID RiskLimitCheckID(2319) FIX.5.0SP2EP171
3 OutOfBandID Out of band identifier FIX.5.0SP2EP180
FIX.5.0SP2
⇒2361 CompressionGroupID String None FIX.5.0SP2
⇒SideCollateralAmountGrp FIX.5.0SP2

TrdCollGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
897 NoTrades NumInGroup Trades for which collateral is required FIX.4.4
⇒571 TradeReportID String Required if NoTrades > 0 FIX.4.4
⇒818 SecondaryTradeReportID String Secondary trade report identifier - can be used to associate an additional identifier with a trade. FIX.4.4 FIX.5.0SP2EP195 FIX.5.0SP2EP195

TrdInstrmtLegGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
555 NoLegs NumInGroup Number of InstrumentLeg repeating group instances. FIX.4.4 FIX.5.0SP2EP131
⇒InstrumentLeg Required if NoLegs(555) > 0. FIX.4.4 FIX.5.0SP2EP131
⇒LegFinancingDetails FIX.5.0SP2
⇒LegPositionAmountData FIX.5.0SP2
⇒685 LegOrderQty Qty Quantity ordered for this leg as provided during order entry. FIX.5.0SP2
⇒687 LegQty Qty The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. FIX.4.4 FIX.5.0SP2EP131 FIX.5.0SP2EP131
⇒2346 LegMidPx Price Leg 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.5.0SP2
⇒690 LegSwapType int Instead of LegOrderQty(685) requests that the sellside calculate LegOrderQty(685) based on opposite Leg.
Value SymbolicName Description Added Updated Deprecated
1 ParForPar Par For Par FIX.4.4
2 ModifiedDuration Modified Duration FIX.4.4
4 Risk Risk FIX.4.4
5 Proceeds Proceeds FIX.4.4
FIX.4.4 FIX.5.0SP2EP131
⇒990 LegReportID String Additional attribute to store the trade or trade report identifier of the leg. FIX.4.4 FIX.5.0SP2EP131
⇒1152 LegNumber int Allow sequencing of legs for a strategy to be captured. FIX.5.0 FIX.5.0SP2EP131
⇒LegStipulations FIX.4.4
⇒2680 LegAccount String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.5.0SP2
⇒1817 LegClearingAccountType int Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component. FIX.5.0SP2
⇒564 LegPositionEffect char Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. FIX.4.4 FIX.5.0SP2EP131
⇒565 LegCoveredOrUncovered int Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component. FIX.4.4 FIX.5.0SP2EP131
⇒NestedParties FIX.4.4 FIX.5.0SP2EP131
⇒654 LegRefID String Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. FIX.4.4 FIX.5.0SP2EP131 FIX.5.0SP2EP131
⇒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.4.4
⇒588 LegSettlDate LocalMktDate Takes precedence over a calculated LegSettlType(587) when specified regardless of LegSettlType(587) value. Conditionally required when LegSettlType(587) = B(Broken date). FIX.4.4 FIX.5.0SP2EP131
⇒637 LegLastPx Price Used to report the execution price assigned to the leg of the multileg instrument. FIX.4.4 FIX.5.0SP2EP131
⇒686 LegPriceType int Indicates the price type provided with each leg of a multi-leg trade FIX.5.0SP2
⇒675 LegSettlCurrency Currency Identifies settlement currency for the Leg.
See SettlCurrency (20) for description and valid values 		FIX.4.4
⇒1073 LegLastForwardPoints PriceOffset The forward points for this leg's fill event. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4
⇒1074 LegCalculatedCcyLastQty Qty Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx. FIX.4.4
⇒1075 LegGrossTradeAmt Amt For FX Futures can be used to express the notional value of a trade when LegLastQty(1418) and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier(231) is required in this case. FIX.4.4 FIX.5.0SP2EP131
⇒1689 LegShortSaleExemptionReason int Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component. FIX.5.0SP2 FIX.5.0SP2EP131
⇒1379 LegVolatility float Specifies the volatility of an instrument leg. FIX.5.0
⇒1381 LegDividendYield Percentage Refer to definition for DividendYield(1380). FIX.5.0
⇒1383 LegCurrencyRatio float Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then LegCurrencyRatio = 0.7 FIX.5.0
⇒1384 LegExecInst MultipleCharValue Refer to ExecInst(18)
Same values as ExecInst(18) 		FIX.5.0
⇒1418 LegLastQty Qty Quantity executed for this leg. FIX.5.0 FIX.5.0SP2EP131
⇒1591 LegQtyType int Leg quantity type to be specified at the leg level. Can be different for each leg. FIX.5.0SP2
⇒2358 LegLastMultipliedQty Qty Expresses the quantity bought/sold when LastQty is expressed in contracts. Used in addition to LegLastQty(1418), it is the product of LegLastQty(1418) and LegContractMultiplier(614). FIX.5.0SP2
⇒2357 LegTotalTradeQty Qty Expresses the total quantity traded over the life of the contract when LegLastQty(1418) is to be repeated periodically over the term of the contract. The value is the product of LegLastQty(1418) and LegTradingUnitPeriodMultiplier(2353). FIX.5.0SP2
⇒2360 LegTotalTradeMultipliedQty Qty Expresses the total trade quantity in units where LegContractMultiplier(614) is not 1. The value is the product of LegTotalTradeQty(2357) and LegContractMultiplier(614). FIX.5.0SP2
⇒2359 LegTotalGrossTradeAmt Amt Expresses the full total monetary value of the traded contract. The value is the product of LegLastPx(637) and LegTotalTradeQty(2357) or LegTotalTradeMultipliedQty(2360), if priced in units instead of contracts. FIX.5.0SP2
⇒TradeCapLegUnderlyingsGrp FIX.5.0 FIX.5.0SP2EP187
⇒2492 LegDifferentialPrice PriceOffset None FIX.5.0SP2

TrdgSesGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
386 NoTradingSessions NumInGroup Specifies the number of repeating TradingSessionIDs FIX.4.4
⇒336 TradingSessionID String Required if NoTradingSessions is > 0.
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.4.4
⇒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.4.4

UndInstrmtCollGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
711 NoUnderlyings NumInGroup Number of legs that make up the Security FIX.4.4
⇒UnderlyingInstrument Insert here the set of "Underlying Instrument" fields defined in "Common Components of Application Messages"
Required if NoUnderlyings > 0		 FIX.4.4
⇒944 CollAction int Required if NoUnderlyings > 0
Value SymbolicName Description Added Updated Deprecated
0 Retain Retain FIX.4.4
1 Add Add FIX.4.4
2 Remove Remove FIX.4.4
FIX.4.4

UndInstrmtGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
711 NoUnderlyings NumInGroup Number of underlyings FIX.4.4
⇒UnderlyingInstrument Required if NoUnderlyings(711) > 0. FIX.4.4 FIX.5.0SP2EP192

TrdCapDtGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
580 NoDates NumInGroup Number of date ranges provided (must be 1 or 2 if specified) FIX.4.4
⇒75 TradeDate LocalMktDate Used when reporting other than current day trades. Conditionally required if NoDates > 0 FIX.4.4
⇒779 LastUpdateTime UTCTimestamp Timestamp of last update to data item (or creation if no updates made since creation). FIX.4.4
⇒60 TransactTime UTCTimestamp To request trades for a specific time. FIX.4.4

EvntGrp

The EvntGrp is a repeating subcomponent of the Instrument component used to specify straightforward events associated with the instrument. Examples include put and call dates for bonds and options; first exercise date for options; inventory and delivery dates for commodities; start, end and roll dates for swaps. Use ComplexEvents for more advanced dates such as option, futures, commodities and equity swap observation and pricing events.

Tag Name Reqd Type Description Added Updated Deprecated
864 NoEvents NumInGroup Number of repeating EventType entries. FIX.4.4
⇒865 EventType int Required if NoEvents(864) > 0.
Value SymbolicName Description Added Updated Deprecated
1 Put Put FIX.4.4
2 Call Call FIX.4.4
3 Tender Tender FIX.4.4
4 SinkingFundCall Sinking fund call FIX.4.4 FIX.5.0SP2EP138
5 Activation Activation FIX.4.4EP8
6 Inactiviation Inactivation FIX.4.4EP8 FIX.5.0SP2EP137
7 LastEligibleTradeDate Last eligible trade date FIX.5.0EP42 FIX.5.0SP2EP138
8 SwapStartDate Swap start date FIX.5.0EP52 FIX.5.0SP2EP138
9 SwapEndDate Swap end date FIX.5.0EP52 FIX.5.0SP2EP169
10 SwapRollDate Swap roll date FIX.5.0EP52 FIX.5.0SP2EP138
11 SwapNextStartDate Swap next start date FIX.5.0EP52 FIX.5.0SP2EP138
12 SwapNextRollDate Swap next roll date FIX.5.0EP52 FIX.5.0SP2EP138
13 FirstDeliveryDate First delivery date FIX.5.0EP52 FIX.5.0SP2EP138
14 LastDeliveryDate Last delivery date FIX.5.0EP52 FIX.5.0SP2EP138
15 InitialInventoryDueDate Initial inventory due date FIX.5.0EP52 FIX.5.0SP2EP138
16 FinalInventoryDueDate Final inventory due date FIX.5.0EP52 FIX.5.0SP2EP138
17 FirstIntentDate First intent date FIX.5.0EP52 FIX.5.0SP2EP138
18 LastIntentDate Last intent date FIX.5.0EP52 FIX.5.0SP2EP138
19 PositionRemovalDate Position removal date FIX.5.0EP52 FIX.5.0SP2EP138
99 Other Other FIX.4.4
20 MinimumNotice Minimum notice FIX.5.0SP2EP132
21 DeliveryStartTime Delivery start time FIX.5.0SP2EP137 FIX.5.0SP2EP228
22 DeliveryEndTime Delivery end time FIX.5.0SP2EP137
23 FirstNoticeDate The first day that a notice of intent to deliver a commodity can be made by a clearing house to a buyer in fulfillment of a given month's futures contract. FIX.5.0SP2EP138
24 LastNoticeDate The last day on which a clearing house may inform an investor that a seller intends to make delivery of a commodity that the investor previously bought in a futures contract. The date is governed by the rules of different exchanges and clearing houses, but may also be stated in the futures contract itself. FIX.5.0SP2EP138
25 FirstExerciseDate First exercise date FIX.5.0SP2EP161
26 RedemptionDate Redemption date FIX.5.0SP2EP161
27 TrdCntntnEfctvDt Trade continuation effective date FIX.5.0SP2EP169
FIX.4.4 FIX.5.0SP2EP161
⇒866 EventDate LocalMktDate Conditionally required when EventTime(1145) is specified. FIX.4.4 FIX.5.0SP2EP161
⇒1145 EventTime UTCTimestamp Specific time of event. To be used in combination with EventDate [866] FIX.5.0 FIX.5.0SP2EP132
⇒1827 EventTimeUnit String Conditionally required when EventTimePeriod(1826) is specified.
Value SymbolicName Description Added Updated Deprecated
H Hour Hour FIX.5.0SP2EP132
Min Minute Minute FIX.5.0SP2EP132
S Second Second FIX.5.0SP2EP132
D Day Day FIX.5.0SP2EP132
Wk Week Week FIX.5.0SP2EP132
Mo Month Month FIX.5.0SP2EP132
Yr Year Year FIX.5.0SP2EP132
FIX.5.0SP2 FIX.5.0SP2EP161
⇒1826 EventTimePeriod int Conditionally required when EventTimeUnit(1827) is specified. FIX.5.0SP2 FIX.5.0SP2EP161
⇒2340 EventMonthYear MonthYear Used with derivatives when an event is express as a month-year with optional day or month or week of month.
Format:
YYYYMM (e.g. 199903)
YYYYMMDD (e.g. 20030323)
YYYYMMwN (e.g. 200303w2) for week
A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date. 		FIX.5.0SP2
⇒867 EventPx Price Predetermined price of issue at event, if applicable FIX.4.4
⇒868 EventText String None FIX.4.4 FIX.5.0SP2EP161
⇒1578 EncodedEventTextLen Length Must be set if EncodedEventText(1579) field is specified and must immediately precede it. FIX.5.0SP2
⇒1579 EncodedEventText data Encoded (non-ASCII characters) representation of the EventText(868) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2

SecAltIDGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
454 NoSecurityAltID NumInGroup Number of SecurityAltID (455) entries. FIX.4.4
⇒455 SecurityAltID String Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. FIX.4.4
⇒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.4.4

LegSecAltIDGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
604 NoLegSecurityAltID NumInGroup Multileg instrument's individual security's NoSecurityAltID.
See NoSecurityAltID (454) field for description 		FIX.4.4
⇒605 LegSecurityAltID String Multileg instrument's individual security's SecurityAltID.
See SecurityAltID (455) field for description 		FIX.4.4
⇒606 LegSecurityAltIDSource String Multileg instrument's individual security's SecurityAltIDSource.
See SecurityAltIDSource (456) field for description 		FIX.4.4

UndSecAltIDGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
457 NoUnderlyingSecurityAltID NumInGroup Number of UnderlyingSecurityAltID (458) entries. FIX.4.4
⇒458 UnderlyingSecurityAltID String Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. FIX.4.4
⇒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.4.4

AttrbGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
870 NoInstrAttrib NumInGroup Number of repeating InstrAttribType entries. FIX.4.4
⇒871 InstrAttribType int Code to represent the type of instrument attribute
Value SymbolicName Description Added Updated Deprecated
1 Flat Flat (securities pay interest on a current basis but are traded without interest) FIX.4.4
2 ZeroCoupon Zero coupon FIX.4.4
3 InterestBearing Interest bearing (for Euro commercial paper when not issued at discount) FIX.4.4
4 NoPeriodicPayments No periodic payments FIX.4.4
5 VariableRate Variable rate FIX.4.4
6 LessFeeForPut Less fee for put FIX.4.4
7 SteppedCoupon Stepped coupon FIX.4.4
8 CouponPeriod Supply redemption date in the InstrAttribValue(872) field. FIX.4.4 FIX.5.0SP2EP138
9 When When [and if] issued FIX.4.4
10 OriginalIssueDiscount Original issue discount FIX.4.4
11 Callable Callable, puttable FIX.4.4
12 EscrowedToMaturity Escrowed to Maturity FIX.4.4
13 EscrowedToRedemptionDate Supply redemption date in the InstrAttribValue(872) field. FIX.4.4 FIX.5.0SP2EP138
14 PreRefunded Pre-refunded FIX.4.4
15 InDefault In default FIX.4.4
16 Unrated Unrated FIX.4.4
17 Taxable Taxable FIX.4.4
18 Indexed Indexed FIX.4.4
19 SubjectToAlternativeMinimumTax Subject To Alternative Minimum Tax FIX.4.4
20 OriginalIssueDiscountPrice Supply price in the InstrAttribValue(872) field. FIX.4.4 FIX.5.0SP2EP138
21 CallableBelowMaturityValue Callable below maturity value FIX.4.4
22 CallableWithoutNotice Callable without notice by mail to holder unless registered FIX.4.4
23 PriceTickRulesForSecurity Price tick rules for security FIX.5.0EP42 FIX.5.0SP2EP138
24 TradeTypeEligibilityDetailsForSecurity Trade type eligibility details for security FIX.5.0EP42 FIX.5.0SP2EP138
25 InstrumentDenominator Instrument denominator FIX.5.0EP52 FIX.5.0SP2EP138
26 InstrumentNumerator Instrument numerator FIX.5.0EP52 FIX.5.0SP2EP138
27 InstrumentPricePrecision Instrument price precision FIX.5.0EP52 FIX.5.0SP2EP138
28 InstrumentStrikePrice Instrument strike price FIX.5.0EP52 FIX.5.0SP2EP138
29 TradeableIndicator Tradeable indicator FIX.5.0EP52 FIX.5.0SP2EP138
99 Text Supply the text value in InstrAttribValue(872). FIX.4.4 FIX.5.0SP2EP138
30 InstrumentEligibleAnonOrders Instrument is eligible to accept anonymous orders FIX.5.0SP2EP101
31 MinGuaranteedFillVolume Minimum guaranteed fill volume FIX.5.0SP2EP101 FIX.5.0SP2EP138
32 MinGuaranteedFillStatus Minimum guaranteed fill status FIX.5.0SP2EP104 FIX.5.0SP2EP138
33 TradeAtSettlementEligibility Trade at settlement (TAS) eligibility FIX.5.0SP2EP107 FIX.5.0SP2EP138
34 TestInstrument Instrument that is tradable but has no effect on the positions, exchange turnover etc. FIX.5.0SP2EP130 FIX.5.0SP2EP138
35 DummyInstrument Instrument that is normally halted and is only activated for trading under very special conditions (e.g. temporarily assigned for newly listed instrument). Use of a dummy instrument generally applies to systems that are unable to add reference data for new instruments intraday. FIX.5.0SP2EP130 FIX.5.0SP2EP138
36 NegativeSettlementPriceEligibility Negative settlement price eligibility FIX.5.0SP2EP138
37 NegativeStrikePriceEligibility Negative strike price eligibility FIX.5.0SP2EP138
38 USStdContractInd Indicates through InstrAttribValue(872) - values Y or N - whether the underlying asset in the trade references or is economically related to a contract listed in Appendix B of CFTC Part 43 regulation. See http://www.ecfr.gov/cgi-bin/text-idx?SID=4b2d1078ad68f6564a89d7ff6c52ec43&node=17:2.0.1.1.3.0.1.8.2&rgn=div or refer to Appendix B to Part 43 in the final rule at http://www.cftc.gov/ucm/groups/public/@lrfederalregister/documents/file/2013-12133a.pdf FIX.5.0SP2EP193
39 AdmittedToTradingOnTradingVenue Admitted to trading on a trading venue FIX.5.0SP2EP236
40 AverageDailyNotionalAmount Average daily notional amount FIX.5.0SP2EP238
41 AverageDailyNumberTrades Average daily number of trades FIX.5.0SP2EP238
FIX.4.4
⇒872 InstrAttribValue String Attribute value appropriate to the InstrAttribType (87) field. FIX.4.4

DlvyInstGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
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.4.4
⇒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.4.4
⇒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
⇒SettlParties FIX.4.4

SettlPtysSubGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
801 NoSettlPartySubIDs NumInGroup Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries 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

PtysSubGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
802 NoPartySubIDs NumInGroup Number of PartySubID (523)and PartySubIDType (803) entries FIX.4.4
⇒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.4.4
⇒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 AddressStateOrProvince Address State/Province FIX.5.0SP2EP103
36 AddressPostalCode Address Postal Code FIX.5.0SP2EP103
37 AddressStreet Address Street FIX.5.0SP2EP103
38 AddressISOCountryCode Address Country (ISO country code) FIX.5.0SP2EP103
39 ISOCountryCode ISO country code FIX.5.0SP2EP103
40 MarketSegment Market segment FIX.5.0SP2EP105 FIX.5.0SP2EP187
41 CustomerAccountType Customer account type FIX.5.0SP2EP155
42 OmnibusAccount Omnibus account FIX.5.0SP2EP155
43 FundsSegregationType Funds segregation type FIX.5.0SP2EP155 FIX.5.0SP2EP204
44 GuaranteeFund Identifies a guarantee fund related to an account. Used when one account has multiple funds of collateral, each guaranteeing different positions. Can be used for PartyRole(452) = Customer Account(24). FIX.5.0SP2EP157
45 SwapDealer The US regulator's defined term for identifying the trade counterparty as "any person who holds itself out as a dealer in swaps, makes a market in swaps, regularly enters into swaps with counterparties as an ordinary course of business for its own account, or engages in activity causing itself to be commonly known in the trade as a dealer or market maker in swaps". FIX.5.0SP2EP161 FIX.5.0SP2EP192
46 MajorParticipant When PartySubID(523)=Y the counterparty is not the swap dealer but is a major swap participant as defined in the regulations. FIX.5.0SP2EP161 FIX.5.0SP2EP187
47 FinancialEntity When PartySubID(523)=Y the counterparty is neither a swap dealer nor a major swap participant but is a financial entity as defined in the regulations. FIX.5.0SP2EP161 FIX.5.0SP2EP208
48 USPerson A legal term referring to any U.S. person or legal entity anywhere in the world that should be taxed under U.S. law. FIX.5.0SP2EP161
49 ReportingEntityIndicator Indicates the entity obligated or delegated to report to their regulator, a non-regulatory agency or data repository. Set PartySubID(523)=Y if true. FIX.5.0SP2EP161 FIX.5.0SP2EP229
50 ElectedClearingRequirementException Elected clearing requirement exception FIX.5.0SP2EP161
51 BusinessCenter None FIX.5.0SP2EP161
52 ReferenceText Reference text FIX.5.0SP2EP161
53 ShortMarkingExemptAccount Short-marking exempt account FIX.5.0SP2EP164
54 ParentFirmIdentifier Implementation-specific identifier of this party's parent entity. FIX.5.0SP2EP169
55 ParentFirmName Full name of this party's parent entity. FIX.5.0SP2EP169
56 DealIdentifier The internal identifier assigned to the trade by this party, particularly by a Clearing Organization. FIX.5.0SP2EP169
57 SystemTradeID System trade identifier FIX.5.0SP2EP169
58 SystemTradeSubID System trade sub-identifier FIX.5.0SP2EP169
59 FCMCode The FCM's code or identifier in relation to the PartyRole(452). For example, if PartyRole(452) is the exchange or clearinghouse, the FCM code/ID specified in PartySubID(523) is the FCM's identifier at the exchange or clearinghouse. FIX.5.0SP2EP169
60 DlvryTrmlCode Usually used for gas delivery to identify whose account the gas is allocated to at the delivery terminal. Often referred to as "HUB" code. FIX.5.0SP2EP169
61 VolntyRptEntity The entity voluntarily reporting the trade to the regulator. Set PartySubID(523)=Y if true. FIX.5.0SP2EP169
62 RptObligJursdctn For a trade that falls under multiple jurisdictions this may be used to identify, through PartySubID(523), the reporting jurisdiction to which the party is obligated to report. FIX.5.0SP2EP169
63 VolntyRptJursdctn For a trade that falls under multiple jurisdictions this may be used to identify, through PartySubID(523), the regulatory jurisdiction to which the party is submitting a voluntary report. FIX.5.0SP2EP169
64 CompanyActivities For regulatory reporting. ID values include:
A = Assurance undertaking authorized in accordance with Directive 2002/83/EC
C=Credit institution authorized in accordance with Directive 2006/48/EC
F=Investment firm in accordance with Directive 2004/39/EC
I=Insurance undertaking authorized in accordance with Directive 73/239/EC
L=Alternative investment fund managed by AIFMs authorized or registered in accordance with Directive 2011/61/EC
O=Institution for occupational retirement provision within the meaning of Article 6(a0 of Directive 2003/41/EC
R=Reinsurance undertaking authorized in accordance with Directive 2005/68/EC
U=UCITS and its management company, authorized in accordance with Directive 2009/65/EC
or blank in case of coverage by LEI or in case of non-financial counterparties.		 FIX.5.0SP2EP179
65 EEAreaDomiciled ID values: Y or N FIX.5.0SP2EP179
66 ContractLinked ID values: Y or N FIX.5.0SP2EP179
67 ContractAbove ID values: Y or N FIX.5.0SP2EP179
68 VolntyRptPty When PartySubID(523)=Y, identifies that the trading party is reporting voluntarily when VoluntaryRegulatoryReport(1935)=Y. FIX.5.0SP2EP187
69 EndUser When PartySubID(523)=Y, the counterparty is neither the swap dealer, major swap participant nor financial entity as defined in the regulations. FIX.5.0SP2EP187
70 LocationOrJurisdiction One or more instances may be used in combination with PartySubIDType(803) = 49 (Reporting entity indicator) or 102 (Data repository) to identify the jurisdiction, countries, regions or provinces for which the party is a reporting entity or data repository when that characteristic is ambiguous or where there are multiple locations. The party sub-ID value is either a jurisdiction acronym, a 2-character ISO 3166 country code, or a hyphenated combination of the country code and the standard post-office abbreviation for province, state or region if necessary. E.g. "US" for United States or "CA-QC" for Quebec Canada. FIX.5.0SP2EP192 FIX.5.0SP2EP193
71 DerivativesDealer Indicates whether the party is a derivatives dealer or not (Y/N). The Canadian regulator's defined term for identifying the trade counterparty as "a person or company engaging in or holding himself, herself or itself out as engaging in the business of trading in derivatives in Ontario as principal or agent". FIX.5.0SP2EP192
72 Domicile Country and optionally province, state or region of domicile. The party sub-ID value is either a 2-character ISO 3166 country code or a hyphenated combination of the country code and the standard post-office abbreviation of province, state or region if necessary. E.g. "US" for United States or "CA-QC" for Quebec Canada. FIX.5.0SP2EP192
73 ExemptFromRecognition Used with party role 21 "Clearing Organization" to indicate exemption (Y/N). Identifies a clearing agency as exempt from oversight in Ontario, i.e. one that 1) only provides limited services and does not present significant risks or 2) is foreign-based, indends to operate in Ontario but is subject to regulatory oversight in another jurisdiction. FIX.5.0SP2EP192
74 Payer Identifies the party as the payer of a particular payment stream or bullet payment by quoting the stream's StreamDesc(40051) (or LegStreamDesc(40243) or UnderlyingStreamDesc(40542)) or payment's PaymentDesc(43087) in the associated party sub-identifier field. FIX.5.0SP2EP203
75 Receiver Identifies the party as the receiver of a particular payment stream or bullet payment by quoting the stream's StreamDesc(40051) (or LegStreamDesc(40243) or UnderlyingStreamDesc(40542)) or payment's PaymentDesc(43087) in the associated party sub-identifier field. FIX.5.0SP2EP203
76 SystematicInternaliser In the context of ESMA reporting, this is used to indicate whether the specified party is a Systematic Internaliser or not for the security defined in the Instrument component (Y/N). FIX.5.0SP2EP228
77 PublishingEntityIndicator Indicates the entity obligated or delegated to publish to the market. Set PartySubID(523)=Y if true. FIX.5.0SP2EP229
78 FirstName The first name(s) of a natural person. If multiple names, separate entries by a comma. FIX.5.0SP2EP232
79 Surname The surname(s) or lastname(s) of a natural person. If multiple names, separate entries by a comma. FIX.5.0SP2EP232
80 DateOfBirth The date of birth of a natural person in the format YYYYMMDD. FIX.5.0SP2EP232
81 OrderTransmittingFirm Identifies whether the party specified in PartyID(448) is the firm that transmitted the order. In the context of RTS 22 Article 4, when "true" the PartySubID(523)=Y shall be set "by the transmitting firm within the transmitting firm's report where conditions for transmission specified in Article 4 were not satisfied." FIX.5.0SP2EP232
82 OrderTransmittingFirmBuyer Identifies the firm that transmitted the order for the buyer. In the context of ESMA RTS 22, PartySubID(523)=Y is used to indicate the firm identified in PartyID(448) is the firm that transmitted the order for the buyer. "This shall be populated by the receiving firm within the receiving firm's report with the identification code provided by the transmitting firm." FIX.5.0SP2EP232
83 OrderTransmitterSeller Identifies the order transmitting firm for the seller. In the context of ESMA RTS 22, PartySubID(523)=Y is used to indicate the firm identified in PartyID(448) is the firm that transmitted the order for the seller. "This shall be populated by the receiving firm within the receiving firm's report with the identification code provided by the transmitting firm." FIX.5.0SP2EP232
84 LegalEntityIdentifier Legal Entity Identifier (ISO 17442) LEI FIX.5.0SP2EP235
FIX.4.4

NstdPtysSubGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
804 NoNestedPartySubIDs NumInGroup Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries FIX.4.4
⇒545 NestedPartySubID String PartySubID value within a nested repeating group.
Same values as PartySubID (523) 		FIX.4.4
⇒805 NestedPartySubIDType int Type of NestedPartySubID (545) value.
Same values as PartySubIDType (803) 		FIX.4.4

HopGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
627 NoHops NumInGroup Number of HopCompID entries in repeating group. FIX.4.4
⇒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.4.4
⇒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.4.4
⇒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.4.4

NstdPtys2SubGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
806 NoNested2PartySubIDs NumInGroup Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of . FIX.4.4
⇒760 Nested2PartySubID String PartySubID value within a "second instance" Nested repeating group.
Same values as PartySubID (523) 		FIX.4.4
⇒807 Nested2PartySubIDType int Type of Nested2PartySubID (760) value. Second instance of .
Same values as PartySubIDType (803) 		FIX.4.4

NstdPtys3SubGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
952 NoNested3PartySubIDs NumInGroup Number of Nested3PartySubIDs (953) entries FIX.4.4
⇒953 Nested3PartySubID String PartySubID value within a "third instance" Nested repeating group.
Same values as PartySubID (523) 		FIX.4.4
⇒954 Nested3PartySubIDType int PartySubIDType value within a "third instance" Nested repeating group.
Same values as PartySubIDType (803) 		FIX.4.4

StrategyParametersGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
957 NoStrategyParameters NumInGroup Indicates number of strategy parameters FIX.4.4
⇒958 StrategyParameterName String Name of parameter FIX.4.4
⇒959 StrategyParameterType int Datatype of the parameter.
Value SymbolicName Description Added Updated Deprecated
1 Int Int FIX.4.4EP-1
2 Length Length FIX.4.4EP-1
3 NumInGroup NumInGroup FIX.4.4EP-1
4 SeqNum SeqNum FIX.4.4EP-1
5 TagNum TagNum FIX.4.4EP-1
6 Float float FIX.4.4EP-1 FIX.5.0SP1EP95
7 Qty Qty FIX.4.4EP-1
8 Price Price FIX.4.4EP-1
9 PriceOffset PriceOffset FIX.4.4EP-1
10 Amt Amt FIX.4.4EP-1
11 Percentage Percentage FIX.4.4EP-1
12 Char Char FIX.4.4EP-1
13 Boolean Boolean FIX.4.4EP-1
14 String String FIX.4.4EP-1
15 MultipleCharValue MultipleCharValue FIX.4.4EP-1
16 Currency Currency FIX.4.4EP-1
17 Exchange Exchange FIX.4.4EP-1
18 MonthYear MonthYear FIX.4.4EP-1 FIX.5.0SP1EP95
19 UTCTimestamp UTCTimestamp FIX.4.4EP-1 FIX.5.0SP1EP95
20 UTCTimeOnly UTCTimeOnly FIX.4.4EP-1
21 LocalMktDate LocalMktDate FIX.4.4EP-1 FIX.5.0SP1EP95
22 UTCDateOnly UTCDateOnly FIX.4.4EP-1 FIX.5.0SP1EP95
23 Data data FIX.4.4EP-1 FIX.5.0SP1EP95
24 MultipleStringValue MultipleStringValue FIX.4.4EP34
25 Country Country FIX.5.0SP1EP95
26 Language Language FIX.5.0SP1EP95
27 TZTimeOnly TZTimeOnly FIX.5.0SP1EP95
28 TZTimestamp TZTimestamp FIX.5.0SP1EP95
29 Tenor Tenor FIX.5.0SP1EP95
FIX.4.4
⇒960 StrategyParameterValue String Value of the parameter FIX.4.4

SecLstUpdRelSymGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
146 NoRelatedSym NumInGroup Specifies the number of repeating symbols (instruments) specified FIX.4.4
⇒1324 ListUpdateAction char If provided, then Instrument occurrence has explicitly changed
Value SymbolicName Description Added Updated Deprecated
A Add Add FIX.5.0SP2EP128
D Delete Delete FIX.5.0SP2EP128
M Modify Modify FIX.5.0SP2EP128
S Snapshot Snapshot FIX.5.0SP2EP128
FIX.5.0
⇒Instrument Insert here the set of "Instrument" (symbology) fields defined in "common components of application messages" of the requested Security FIX.4.4
⇒InstrumentExtension Insert here the set of " InstrumentExtension " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " FIX.4.4
⇒FinancingDetails Insert here the set of " FinancingDetails " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " FIX.4.4
⇒SecurityTradingRules FIX.5.0
⇒StrikeRules FIX.5.0
⇒UndInstrmtGrp FIX.5.0
⇒15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
⇒Stipulations FIX.4.4
⇒SecLstUpdRelSymsLegGrp FIX.4.4
⇒RelatedInstrumentGrp FIX.5.0SP2
⇒SpreadOrBenchmarkCurveData Insert here the set of " SpreadOrBenchmarkCurveData " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " FIX.4.4
⇒YieldData Insert here the set of " YieldData " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " FIX.4.4
⇒1504 RelSymTransactTime UTCTimestamp See TransactTime(60) FIX.5.0SP1
⇒58 Text String Comment, instructions, or other identifying information. FIX.4.4
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4

SecLstUpdRelSymsLegGrp

None

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

UnderlyingAmount

The UnderlyingAmount component block is used to supply the underlying amounts, dates, settlement status and method for derivative positions.

Tag Name Reqd Type Description Added Updated Deprecated
984 NoUnderlyingAmounts NumInGroup Total number of occurrences of Amount to pay in order to receive the underlying instrument FIX.4.4
⇒985 UnderlyingPayAmount Amt Amount to pay in order to receive the underlying instrument. FIX.4.4
⇒986 UnderlyingCollectAmount Amt Amount to collect in order to deliver the underlying instrument. FIX.4.4
⇒987 UnderlyingSettlementDate LocalMktDate Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments. FIX.4.4
⇒988 UnderlyingSettlementStatus String Settlement status of the underlying instrument. Used for derivatives that deliver into more than one underlying instrument. Settlement can be delayed for an underlying instrument. FIX.4.4

ExpirationQty

The ExpirationQty component block identified the expiration quantities and type of expiration.

Tag Name Reqd Type Description Added Updated Deprecated
981 NoExpiration NumInGroup Number of Expiration Qty entries FIX.4.4
⇒982 ExpirationQtyType int Required if NoExpiration > 1
Value SymbolicName Description Added Updated Deprecated
1 AutoExercise Auto Exercise FIX.4.4EP-1
2 NonAutoExercise Non Auto Exercise FIX.4.4EP-1
3 FinalWillBeExercised Final Will Be Exercised FIX.4.4EP-1
4 ContraryIntention Contrary Intention FIX.4.4EP-1
5 Difference Difference FIX.4.4EP-1
FIX.4.4
⇒983 ExpQty Qty Expiration Quantity associated with the Expiration Type FIX.4.4

InstrumentParties

The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block.

Tag Name Reqd Type Description Added Updated Deprecated
1018 NoInstrumentParties NumInGroup Repeating group below should contain unique combinations of InstrumentPartyID(1019), InstrumentPartyIDSource(1050) and InstrumentPartyRole(1051). FIX.4.4 FIX.5.0SP2EP169
⇒1019 InstrumentPartyID String Required if NoInstrumentParties(1018) > 0. Identification of the party. FIX.4.4 FIX.5.0SP2EP204
⇒1050 InstrumentPartyIDSource char Required if NoInstrumentParties(1018) > 0. Used to identify classification source. FIX.4.4 FIX.5.0SP2EP204
⇒1051 InstrumentPartyRole int Required if NoInstrumentParties(1018) > 0. Identifies the type of InstrumentPartyID(1019). FIX.4.4 FIX.5.0SP2EP204
⇒2378 InstrumentPartyRoleQualifier int Used to further qualify the value of InstrumentPartyRole(1051). FIX.5.0SP2
⇒InstrumentPtysSubGrp Repeating group of party sub-identifiers. FIX.4.4 FIX.5.0SP2EP169

InstrumentPtysSubGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
1052 NoInstrumentPartySubIDs NumInGroup Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries FIX.4.4
⇒1053 InstrumentPartySubID String PartySubID value within an instrument party repeating group.
Same values as PartySubID (523) 		FIX.4.4
⇒1054 InstrumentPartySubIDType int Type of InstrumentPartySubID (1053) value.
Same values as PartySubIDType (803) 		FIX.4.4

SideTrdRegTS

The SideTrdRegTS component block is used to convey trading or regulatory timestamps associated with one side of a multi-sided trade event.

Tag Name Reqd Type Description Added Updated Deprecated
1016 NoSideTrdRegTS NumInGroup Indicates number of SideTimestamps contained in group FIX.4.4
⇒1012 SideTrdRegTimestamp UTCTimestamp Will be used in a multi-sided message.
Traded Regulatory timestamp value Use to store time information required by government regulators or self regulatory organizations such as an exchange or clearing house 		FIX.4.4
⇒1013 SideTrdRegTimestampType int Same as TrdRegTimeStampType FIX.4.4
⇒1014 SideTrdRegTimestampSrc String Same as TrdRegTimestampOrigin
Text which identifies the origin i.e. system which was used to generate the time stamp for the Traded Regulatory timestamp value 		FIX.4.4

TrdCapRptAckSideGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
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.4.4
⇒54 Side ✔ char Required when NoSides(552) > 0.
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.4.4 FIX.5.0SP2EP141
⇒1427 SideExecID String None FIX.5.0SP1 FIX.5.0SP2EP141
⇒1506 SideTradeID String Used to represent the trade ID for each side of the trade assigned by an intermediary. FIX.5.0SP2
⇒1507 SideOrigTradeID String Used to capture the original trade id for each side of a trade undergoing novation to a standardized model. FIX.5.0SP2
⇒1428 OrderDelay int Time lapsed from order entry until match, based on the unit of time specified in OrderDelayUnit. Default is seconds if OrderDelayUnit is not specified. Value = 0, indicates the aggressor (the initiating side of the trade). FIX.5.0SP1
⇒1429 OrderDelayUnit int None
Value SymbolicName Description Added Updated Deprecated
0 Seconds Seconds (default if not specified) FIX.5.0SP1EP77
1 TenthsOfASecond Tenths of a second FIX.5.0SP1EP77
2 HundredthsOfASecond Hundredths of a second FIX.5.0SP1EP77
3 Milliseconds milliseconds FIX.5.0SP1EP77
4 Microseconds microseconds FIX.5.0SP1EP77
5 Nanoseconds nanoseconds FIX.5.0SP1EP77
10 Minutes minutes FIX.5.0SP1EP77
11 Hours hours FIX.5.0SP1EP77
12 Days days FIX.5.0SP1EP77
13 Weeks weeks FIX.5.0SP1EP77
14 Months months FIX.5.0SP1EP77
15 Years years FIX.5.0SP1EP77
FIX.5.0SP1 FIX.5.0SP2EP141
⇒Parties None FIX.4.4 FIX.5.0SP2EP141
⇒1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.4
⇒660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
⇒581 AccountType int Type of account associated with an order
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
9 EquitiesSpecialist Equities specialist FIX.5.0SP2EP101
10 OptionsMarketMaker Options market maker FIX.5.0SP2EP101
11 OptionsFirmAccount Options firm account FIX.5.0SP2EP101
FIX.4.4
⇒LimitAmts Insert here the set of "LimitAmts" field defined in "Common Components" FIX.5.0SP2
⇒81 ProcessCode char Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular FIX.2.7
1 SoftDollar Soft Dollar FIX.2.7
2 StepIn Step-In FIX.2.7
3 StepOut Step-Out FIX.2.7
4 SoftDollarStepIn Soft-dollar Step-In FIX.2.7
5 SoftDollarStepOut Soft-dollar Step-Out FIX.2.7
6 PlanSponsor Plan Sponsor FIX.4.0
FIX.4.4
⇒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.4.4 FIX.5.0
⇒ClrInstGrp FIX.4.4
⇒2671 SideTradeReportingIndicator int Used between parties to convey trade reporting status. FIX.5.0SP2
⇒578 TradeInputSource String Type of input device or system from which the trade was entered. FIX.4.4
⇒579 TradeInputDevice String Specific device number, terminal number or station where trade was entered FIX.4.4
⇒376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.4
⇒2404 ComplianceText String Free text for compliance information required for regulatory reporting. FIX.5.0SP2
⇒2351 EncodedComplianceTextLen Length Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. FIX.5.0SP2
⇒2352 EncodedComplianceText data Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
⇒377 SolicitedFlag Boolean Indicates whether or not the order was solicited.
Value SymbolicName Description Added Updated Deprecated
N WasNotSolicited Was not solicited FIX.4.2
Y WasSolicited Was solicited FIX.4.2
FIX.4.4
⇒582 CustOrderCapacity int Capacity of customer placing the order.
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.4.4
⇒336 TradingSessionID String None
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.4.4 FIX.5.0SP2EP141
⇒625 TradingSessionSubID String None
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.4.4 FIX.5.0SP2EP141
⇒943 TimeBracket String A code that represents a time interval in which a fill or trade occurred.
Required for US futures markets. 		FIX.4.4
⇒430 NetGrossInd int None
Value SymbolicName Description Added Updated Deprecated
1 Net Net FIX.4.2
2 Gross Gross FIX.4.2
FIX.5.0 FIX.5.0SP2EP141
⇒1154 SideCurrency Currency None FIX.5.0 FIX.5.0SP2EP141
⇒1155 SideSettlCurrency Currency None FIX.5.0 FIX.5.0SP2EP141
⇒CommissionData None FIX.4.4 FIX.5.0SP2EP141
⇒CommissionDataGrp Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. FIX.5.0SP2
⇒157 NumDaysInterest int Number of Days of Interest for convertible bonds and fixed income. Note value may be negative. FIX.4.4
⇒230 ExDate LocalMktDate 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.4.4
⇒158 AccruedInterestRate Percentage The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond. FIX.4.4
⇒159 AccruedInterestAmt Amt Amount of Accrued Interest for convertible bonds and fixed income FIX.4.4
⇒738 InterestAtMaturity Amt Amount of interest (i.e. lump-sum) at maturity. FIX.4.4
⇒920 EndAccruedInterestAmt Amt Accrued Interest Amount applicable to a financing transaction on the End Date. FIX.4.4
⇒921 StartCash Amt Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date. FIX.4.4
⇒922 EndCash Amt Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date. FIX.4.4
⇒238 Concession Amt Provides the reduction in price for the secondary market in Muncipals.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.4
⇒237 TotalTakedown Amt The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.4
⇒118 NetMoney Amt Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution. FIX.4.4
⇒119 SettlCurrAmt Amt Total amount due expressed in settlement currency (includes the effect of the forex transaction) FIX.4.4
⇒155 SettlCurrFxRate float Foreign exchange rate used to compute SettlCurrAmt (9) from Currency (5) to SettlCurrency (20) FIX.4.4
⇒156 SettlCurrFxRateCalc char Specifies whether or not SettlCurrFxRate (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.4.4
⇒77 PositionEffect char Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.
Value SymbolicName Description Added Updated Deprecated
C Close Close FIX.4.1
F FIFO FIFO FIX.4.3
O Open Open FIX.4.1
R Rolled Rolled FIX.4.3
N CloseButNotifyOnOpen Close but notify on open FIX.5.0EP61
D Default Default FIX.5.0EP61
FIX.4.4
⇒752 SideMultiLegReportingType int Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security.
Value SymbolicName Description Added Updated Deprecated
1 SingleSecurity Single Security (default if not specified) FIX.4.4
2 IndividualLegOfAMultilegSecurity Individual leg of a multileg security FIX.4.4
3 MultilegSecurity Multileg Security FIX.4.4
FIX.4.4
⇒ContAmtGrp FIX.4.4
⇒Stipulations None FIX.4.4 FIX.5.0SP2EP141
⇒MiscFeesGrp FIX.4.4
⇒825 ExchangeRule String Used to report any exchange rules that apply to this trade.
Primarily intended for US futures markets. Certain trading practices are permitted by the CFTC, such as large lot trading, block trading, all or none trades. If the rules are used, the exchanges are required to indicate these rules on the trade. 		FIX.4.4
⇒SettlDetails Conveys settlement account details reported as part of obligation. FIX.5.0 FIX.5.0SP2EP141
⇒826 TradeAllocIndicator int Identifies if, and how, the trade is to be allocated or split.
Value SymbolicName Description Added Updated Deprecated
0 AllocationNotRequired Allocation not required FIX.4.4
1 AllocationRequired Allocation required (give-up trade) allocation information not provided (incomplete) FIX.4.4
2 UseAllocationProvidedWithTheTrade Use allocation provided with the trade FIX.4.4
3 AllocationGiveUpExecutor Allocation give-up executor FIX.4.4EP4
4 AllocationFromExecutor Allocation from executor FIX.4.4EP4
5 AllocationToClaimAccount Allocation to claim account FIX.4.4EP4
6 TradeSplit Trade split FIX.5.0SP2EP141
FIX.4.4
⇒1730 AllocGroupID String Intended to be used by a central counterparty to assign an identifier to allocations of trades for the same instrument traded at the same price. FIX.5.0SP2
⇒2771 PreviousAllocGroupID String Identifies the previous AllocGroupID(1730) being changed when AllocGroupStatus(2767)=3 (Changed). FIX.5.0SP2
⇒2759 GroupAmount Amt Indicates the total notional units or amount of an allocation group. Includes any allocated units or amount. FIX.5.0SP2
⇒2767 AllocGroupStatus int Status of the trade give-up relative to the group identified in AllocGroupID(1730).
Value SymbolicName Description Added Updated Deprecated
0 Added This trade has been associated with the group for the first time. FIX.5.0SP2EP240
1 Canceled This trade has been removed from the group. FIX.5.0SP2EP240
2 Replaced This trade already in the group has been updated. FIX.5.0SP2EP240
3 Changed An allocated trade or give-up has moved from one allocation group to another. FIX.5.0SP2EP241
4 Pending A request to assign or change an allocation group is pending. FIX.5.0SP2EP241
FIX.5.0SP2
⇒1853 SideAvgPxIndicator int Used to indicate whether a trade or a sub-allocation should be allocated at the trade price (e.g. no average pricing), or whether it should be grouped with other trades/sub-allocations and allocated at the average price of the group.
Value SymbolicName Description Added Updated Deprecated
0 NoAvgPricing No average pricing FIX.5.0SP2EP141
1 TradeIsPartAvgPriceGrp Trade is part of the average price group identified by the SideAvgPxGroupID(1854) FIX.5.0SP2EP141
2 LastTradeIsPartAvgPriceGrp Last trade is the average price group identified by the SideAvgPxGroupID(1854) FIX.5.0SP2EP141
FIX.5.0SP2
⇒1854 SideAvgPxGroupID String The identifier for the average price group for the trade side. See also AvgPxGroupID(1731). FIX.5.0SP2
⇒1852 SideAvgPx Price Calculated average price for this side of the trade. FIX.5.0SP2
⇒591 PreallocMethod char Indicates the method of preallocation.
Value SymbolicName Description Added Updated Deprecated
0 ProRata Pro rata FIX.4.3
1 DoNotProRata Do not pro-rata - discuss first FIX.4.3
FIX.4.4
⇒70 AllocID String Unique identifier for allocation message.
(Prior to FIX 4.1 this field was of type int) 		FIX.4.4
⇒TrdAllocGrp FIX.4.4
⇒1072 SideGrossTradeAmt Amt The gross trade amount for this side of the trade. See also GrossTradeAmt (381) for additional definition. FIX.4.4
⇒1057 AggressorIndicator Boolean Used to identify whether the order initiator is an aggressor or not in the trade.
Value SymbolicName Description Added Updated Deprecated
Y OrderInitiatorIsAggressor Order initiator is aggressor FIX.4.4EP-1
N OrderInitiatorIsPassive Order initiator is passive FIX.4.4EP-1
FIX.4.4
⇒1009 SideLastQty Qty Used to indicate the quantity on one side of a multi-sided trade. FIX.4.4
⇒1005 SideTradeReportID String Used on a multi-sided trade to designate the ReportID FIX.4.4
⇒1006 SideFillStationCd String Used on a multi-sided trade to convey order routing information FIX.4.4
⇒1007 SideReasonCd String Used on a multi-sided trade to convey reason for execution FIX.4.4
⇒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.4.4
⇒1008 SideTrdSubTyp int Used on a multi-sided trade to specify the type of trade for a given side. Same values as TrdSubType (829). FIX.4.4
⇒1115 OrderCategory char Defines the type of interest behind a trade (fill or partial fill).
Value SymbolicName Description Added Updated Deprecated
1 Order Order FIX.4.4EP-1
2 Quote Quote FIX.4.4EP-1
3 PrivatelyNegotiatedTrade Privately Negotiated Trade FIX.4.4EP-1
4 MultilegOrder Multileg order FIX.4.4EP-1
5 LinkedOrder Linked order FIX.4.4EP-1
6 QuoteRequest Quote Request FIX.4.4EP-1
7 ImpliedOrder Implied Order FIX.4.4EP-1
8 CrossOrder Cross Order FIX.4.4EP-1
9 StreamingPrice Streaming price (quote) FIX.5.0EP-1
A InternalCrossOrder Internal Cross Order FIX.5.0SP2EP101
FIX.5.0SP1
⇒1851 StrategyLinkID String Identifies the multileg strategy (e.g. spread) to which the trade belongs. This links together trade legs executed as part of a strategy during a single match event. FIX.5.0SP2
⇒TradeReportOrderDetail Details of the order associated with this side of the trade. FIX.5.0SP1
⇒SideTrdRegTS FIX.4.4
⇒1031 CustOrderHandlingInst MultipleStringValue Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.
NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only.

For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list.

For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified.
Value SymbolicName Description Added Updated Deprecated
ADD AddOnOrder Add-on order FIX.4.4EP-1 FIX.5.0SP2EP135
AON AllOrNone All or none FIX.4.4EP-1 FIX.5.0SP2EP135
CNH CashNotHeld Cash not held FIX.4.4EP-1 FIX.5.0SP2EP135
DIR DirectedOrder Directed order FIX.4.4EP-1 FIX.5.0SP2EP135
E.W ExchangeForPhysicalTransaction Exchange for physical transaction FIX.4.4EP-1 FIX.5.0SP2EP135
FOK FillOrKill Fill or kill FIX.4.4EP-1 FIX.5.0SP2EP135
IO ImbalanceOnly Imbalance only FIX.4.4EP-1 FIX.5.0SP2EP135
IOC ImmediateOrCancel Immediate or cancel FIX.4.4EP-1 FIX.5.0SP2EP135
LOO LimitOnOpen Limit on open FIX.4.4EP-1 FIX.5.0SP2EP135
LOC LimitOnClose Limit on Close FIX.4.4EP-1 FIX.5.0SP2EP135
MAO MarketAtOpen Market at Open FIX.4.4EP-1 FIX.5.0SP2EP135
MAC MarketAtClose Market at close FIX.4.4EP-1 FIX.5.0SP2EP135
MOO MarketOnOpen Market on open FIX.4.4EP-1 FIX.5.0SP2EP135
MOC MarketOnClose Market on close FIX.4.4EP-1 FIX.5.0SP2EP135
MQT MinimumQuantity Minimum quantity FIX.4.4EP-1 FIX.5.0SP2EP135
NH NotHeld Not held FIX.4.4EP-1 FIX.5.0SP2EP135
OVD OverTheDay Over the day FIX.4.4EP-1 FIX.5.0SP2EP135
PEG Pegged Pegged FIX.4.4EP-1 FIX.5.0SP2EP135
RSV ReserveSizeOrder Reserve size order FIX.4.4EP-1 FIX.5.0SP2EP135
S.W StopStockTransaction Stop stock transaction FIX.4.4EP-1 FIX.5.0SP2EP135
SCL Scale Scale FIX.4.4EP-1 FIX.5.0SP2EP135
TMO TimeOrder Time order FIX.4.4EP-1 FIX.5.0SP2EP135
TS TrailingStop Trailing stop FIX.4.4EP-1 FIX.5.0SP2EP135
WRK Work Work FIX.4.4EP-1 FIX.5.0SP2EP135
A PhoneSimple Phone simple FIX.5.0SP2EP133
B PhoneComplex Phone complex FIX.5.0SP2EP133
C FCMProvidedScreen FCM provided screen FIX.5.0SP2EP133
D OtherProvidedScreen Other provided screen FIX.5.0SP2EP133
E ClientProvidedPlatformControlledByFCM Client provided platform controlled by FCM FIX.5.0SP2EP133
F ClientProvidedPlatformDirectToExchange Client provided platform direct to exchange FIX.5.0SP2EP133
G GOrderAndFCMAPIorFIX G Order(FINRA OATS), FCM API or FIX(FIA Execution Source) FIX.5.0SP2EP133 FIX.5.0SP2EP135
H AlgoEngine Algo engine FIX.5.0SP2EP133
J PriceAtExecution Price at execution (price added at initial order entry, trading, middle office or time of give-up) FIX.5.0SP2EP133
W DeskElectronic Desk - electronic FIX.5.0SP2EP133
X DeskPit Desk - pit FIX.5.0SP2EP133
Y ClientElectronic Client - electronic FIX.5.0SP2EP133
Z ClientPit Client - pit FIX.5.0SP2EP133
CND ConditionalOrder Conditional order FIX.5.0SP2EP135
CSH DeliveryInstructionsCash Delivery instructions - cash FIX.5.0SP2EP135
DLO DiscretionaryLimitOrder Discretionary limit order FIX.5.0SP2EP135
IDX IntraDayCross Intraday cross FIX.5.0SP2EP135
ISO IntermarketSweepOrder Intermarket sweep order FIX.5.0SP2EP135
MPT MergerRelatedTransferPosition Merger related transfer position FIX.5.0SP2EP135
MTL MarketToLimit Market to limit FIX.5.0SP2EP135
ND DeliveryInstructionsNextDay Delivery instructions - next day FIX.5.0SP2EP135
OPT OptionsRelatedTransaction Options related transaction FIX.5.0SP2EP135
SLR DeliveryInstructionsSellersOption Delivery instructions - sellers option FIX.5.0SP2EP135
F0 StayOnOfferside Stay on offerside FIX.5.0SP2EP135
F3 GoAlong Go along FIX.5.0SP2EP135
F6 ParticipateDoNotInitiate Participate do not initiate FIX.5.0SP2EP135
F7 StrictScale Strict scale FIX.5.0SP2EP135
F8 TryToScale Try to scale FIX.5.0SP2EP135
F9 StayOnBidside Stay on bidside FIX.5.0SP2EP135
FA NoCross No cross FIX.5.0SP2EP135
FB OKToCross OK to cross FIX.5.0SP2EP135
FC CallFirst Call first FIX.5.0SP2EP135
FD PercentOfVolume Percent of volume FIX.5.0SP2EP135
FH ReinstateOnSystemFailure Reinstate on system failure FIX.5.0SP2EP135
FI InstitutionOnly Institution only FIX.5.0SP2EP135
FJ ReinstateOnTradingHalt Reinstate on trading halt FIX.5.0SP2EP135
FK CancelOnTradingHalf Cancel on trading half FIX.5.0SP2EP135
FL LastPeg Last peg FIX.5.0SP2EP135
FM MidPricePeg Mid-price peg FIX.5.0SP2EP135
FN NonNegotiable Non-negotiable FIX.5.0SP2EP135
FO OpeningPeg Opening peg FIX.5.0SP2EP135
FP MarketPeg Market peg FIX.5.0SP2EP135
FQ CancelOnSystemFailure Cancel on system failure FIX.5.0SP2EP135
FR PrimaryPeg Primary peg FIX.5.0SP2EP135
FS Suspend Suspend FIX.5.0SP2EP135
FT FixedPegToLocalBBO Fixed peg to local best bid or offer at time of order FIX.5.0SP2EP135
FW PegToVWAP Peg to VWAP FIX.5.0SP2EP135
FX TradeAlong Trade along FIX.5.0SP2EP135
FY TryToStop Try to stop FIX.5.0SP2EP135
FZ CancelIfNotBest Cancel if not best FIX.5.0SP2EP135
Fb StrictLimit Strict limit FIX.5.0SP2EP135
Fc IgnorePriceValidityChecks Ignore price validity checks FIX.5.0SP2EP135
Fd PegToLimitPrice Peg to Limit Price FIX.5.0SP2EP135
Fe WorkToTargetStrategy Work to target strategy FIX.5.0SP2EP135
FIX.5.0SP2
⇒1032 OrderHandlingInstSource int Identifies the class or source of the order handling instruction values.  Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035).
Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified.
Value SymbolicName Description Added Updated Deprecated
1 FINRAOATS FINRA OATS FIX.4.4EP-1 FIX.5.0SP2EP135
2 FIAExecutionSourceCode FIA Execution Source Code FIX.5.0SP2EP133
FIX.5.0SP2
⇒RelatedTradeGrp FIX.5.0SP2
⇒RelatedPositionGrp FIX.5.0SP2
⇒2344 SideRiskLimitCheckStatus int Indicates the status of the risk limit check performed on the side of a trade. FIX.5.0SP2

UndlyInstrumentParties

The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block.

Tag Name Reqd Type Description Added Updated Deprecated
1058 NoUndlyInstrumentParties NumInGroup Repeating group below should contain unique combinations of UnderlyingInstrumentPartyID(1059), UnderlyingInstrumentPartyIDSource(1060) and UnderlyingInstrumentPartyRole(1061). FIX.4.4 FIX.5.0SP2EP169
⇒1059 UnderlyingInstrumentPartyID String Used to identify the source of PartyID. Required if UnderlyingInstrumentPartyIDSource(1060) is specified. Required if NoUndlyInstrumentParties(1058) > 0. FIX.4.4 FIX.5.0SP2EP169
⇒1060 UnderlyingInstrumentPartyIDSource char Used to identify class source of UnderlyingInstrumentPartyID(1059) value (e.g. BIC). Required if UnderlyingInstrumentPartyID(1059) is specified. Required if NoUndlyInstrumentParties(1058) > 0. FIX.4.4 FIX.5.0SP2EP169
⇒1061 UnderlyingInstrumentPartyRole int Identifies the type of UnderlyingInstrumentPartyID(1059) (e.g. Executing Broker). Required if NoUndlyInstrumentParties(1058) > 0. FIX.4.4 FIX.5.0SP2EP169
⇒2391 UnderlyingInstrumentPartyRoleQualifier int Used to further qualify the value of UnderlyingInstrumentPartyRole(1061). FIX.5.0SP2
⇒UndlyInstrumentPtysSubGrp Repeating group of party sub-identifiers. FIX.4.4 FIX.5.0SP2EP169

UndlyInstrumentPtysSubGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
1062 NoUndlyInstrumentPartySubIDs NumInGroup Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries FIX.4.4
⇒1063 UnderlyingInstrumentPartySubID String PartySubID value within an underlying instrument party repeating group.
Same values as PartySubID (523) 		FIX.4.4
⇒1064 UnderlyingInstrumentPartySubIDType int Type of underlying InstrumentPartySubID (1053) value.
Same values as PartySubIDType (803) 		FIX.4.4

DisplayInstruction

The DisplayInstruction component block is used to convey instructions on how a reserved order is to be handled in terms of when and how much of the order quantity is to be displayed to the market.

Tag Name Reqd Type Description Added Updated Deprecated
1138 DisplayQty Qty The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. FIX.4.4
1082 SecondaryDisplayQty Qty Used for reserve orders when DisplayQty applies to the primary execution market (e.g.an ECN) and another quantity is to be shown at other markets (e.g. the exchange). On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. FIX.4.4
1608 InitialDisplayQty Qty Only to be used in the ExecutionReport FIX.5.0SP2
1083 DisplayWhen char Instructs when to refresh DisplayQty (1138).
Value SymbolicName Description Added Updated Deprecated
1 Immediate Immediate (after each fill) FIX.4.4EP-1
2 Exhaust Exhaust (when DisplayQty = 0) FIX.4.4EP-1
FIX.4.4
1084 DisplayMethod char Defines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1"
Value SymbolicName Description Added Updated Deprecated
1 Initial Initial (use original DisplayQty) FIX.4.4EP-1
2 New New (use RefreshQty) FIX.4.4EP-1
3 Random Random (randomize value) FIX.4.4EP-1
4 Undisclosed Undisclosed (invisible order) FIX.5.0SP1EP78
FIX.4.4
1085 DisplayLowQty Qty Required when DisplayMethod = 3 FIX.4.4
1086 DisplayHighQty Qty Required when DisplayMethod = 3 FIX.4.4
1087 DisplayMinIncr Qty Can be used to specify larger increments than the standard increment provided by the market. Optionally used when DisplayMethod = 3 FIX.4.4
1088 RefreshQty Qty Required when DisplayMethod = 2 FIX.4.4

TriggeringInstruction

The TriggeringInstruction component block specifies the conditions under which an order will be triggered by related market events as well as the behavior of the order in the market once it is triggered.

Tag Name Reqd Type Description Added Updated Deprecated
1100 TriggerType char Required if any other Triggering tags are specified.
Value SymbolicName Description Added Updated Deprecated
1 PartialExecution Partial Execution FIX.4.4EP-1
2 SpecifiedTradingSession Specified Trading Session FIX.4.4EP-1
3 NextAuction Next Auction FIX.4.4EP-1
4 PriceMovement Price Movement FIX.4.4EP-1
5 OnOrderEntryOrModification On Order Entry or order modification entry FIX.5.0SP2EP100
FIX.5.0
1101 TriggerAction char Defines the type of action to take when the trigger hits.
Value SymbolicName Description Added Updated Deprecated
1 Activate Activate FIX.4.4EP-1
2 Modify Modify FIX.4.4EP-1
3 Cancel Cancel FIX.4.4EP-1
FIX.4.4
1628 TriggerScope int Conditionally required when TriggerAction(1101)=3 (Cancel).
Value SymbolicName Description Added Updated Deprecated
0 ThisOrder This order (default) FIX.5.0SP2EP100
1 OtherOrder Other order (use RefID) FIX.5.0SP2EP100
2 AllOtherOrdersForGivenSecurity All other orders for the given security FIX.5.0SP2EP100
3 AllOtherOrdersForGivenSecurityAndPrice All other orders for the given security and price FIX.5.0SP2EP100
4 AllOtherOrdersForGivenSecurityAndSide All other orders for the given security and side FIX.5.0SP2EP100
5 AllOtherOrdersForGivenSecurityPriceAndSide All other orders for the given security, price and side FIX.5.0SP2EP100
FIX.5.0SP2
1102 TriggerPrice Price Only relevant and required for TriggerAction = 1 FIX.5.0
1103 TriggerSymbol String Only relevant and required for TriggerAction = 1 FIX.5.0
1104 TriggerSecurityID String Requires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1 FIX.5.0
1105 TriggerSecurityIDSource String Requires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1 FIX.5.0
1106 TriggerSecurityDesc String Defines the security description of the security whose prices will be tracked by the trigger logic. FIX.4.4
1107 TriggerPriceType char Only relevant for TriggerAction = 1
Value SymbolicName Description Added Updated Deprecated
1 BestOffer Best Offer FIX.4.4EP-1
2 LastTrade Last Trade FIX.4.4EP-1
3 BestBid Best Bid FIX.4.4EP-1
4 BestBidOrLastTrade Best Bid or Last Trade FIX.4.4EP-1
5 BestOfferOrLastTrade Best Offer or Last Trade FIX.4.4EP-1
6 BestMid Best Mid FIX.4.4EP-1
FIX.5.0
1108 TriggerPriceTypeScope char Only relevant for TriggerAction = 1
Value SymbolicName Description Added Updated Deprecated
0 None None FIX.4.4EP-1
1 Local Local (Exchange, ECN, ATS) FIX.4.4EP-1
2 National National (Across all national markets) FIX.4.4EP-1
3 Global Global (Across all markets) FIX.4.4EP-1
FIX.5.0
1109 TriggerPriceDirection char Only relevant for TriggerAction = 1
Value SymbolicName Description Added Updated Deprecated
U Up Trigger if the price of the specified type goes UP to or through the specified Trigger Price. FIX.4.4EP-1
D Down Trigger if the price of the specified type goes DOWN to or through the specified Trigger Price. FIX.4.4EP-1
FIX.5.0
1110 TriggerNewPrice Price Should be specified if the order changes Price. FIX.4.4
1111 TriggerOrderType char Should be specified if the order changes type.
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.4.4EP35
2 Limit Limit FIX.4.4EP35
FIX.4.4
1112 TriggerNewQty Qty Required if the order should change quantity FIX.4.4
1113 TriggerTradingSessionID String Only relevant and required for TriggerType = 2. FIX.5.0
1114 TriggerTradingSessionSubID String Requires TriggerTradingSessionID if specified. Relevant for TriggerType = 2 only. FIX.5.0

RootParties

The RootParties component block is a version of the Parties component block used to provide root information regarding the owning and entering parties of a transaction.

Tag Name Reqd Type Description Added Updated Deprecated
1116 NoRootPartyIDs NumInGroup Repeating group below should contain unique combinations of RootPartyID, RootPartyIDSource, and RootPartyRole FIX.4.4
⇒1117 RootPartyID String Used to identify source of RootPartyID. Required if RootPartyIDSource is specified. Required if NoRootPartyIDs > 0. FIX.4.4
⇒1118 RootPartyIDSource char Used to identify class source of RootPartyID value (e.g. BIC). Required if RootPartyID is specified. Required if NoRootPartyIDs > 0. FIX.4.4
⇒1119 RootPartyRole int Identifies the type of RootPartyID (e.g. Executing Broker). Required if NoRootPartyIDs > 0. FIX.4.4
⇒2388 RootPartyRoleQualifier int Used to further qualify the value of RootPartyRole(1119). FIX.5.0SP2
⇒RootSubParties Repeating group of RootParty sub-identifiers. FIX.4.4

RootSubParties

None

Tag Name Reqd Type Description Added Updated Deprecated
1120 NoRootPartySubIDs NumInGroup Repeating group of RootParty sub-identifiers. FIX.4.4
⇒1121 RootPartySubID String Sub-identifier (e.g. Clearing Acct for PartyID=Clearing Firm) if applicable. Required if NoRootPartySubIDs > 0. FIX.4.4
⇒1122 RootPartySubIDType int Type of Sub-identifier. Required if NoRootPartySubIDs > 0. FIX.4.4

TrdSessLstGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
386 NoTradingSessions ✔ NumInGroup Number of TradingSessionIDs (336) in repeating group. FIX.4.4
⇒336 TradingSessionID ✔ String Identifier for Trading Session
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.4.4
⇒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.4.4
⇒1327 TradSesUpdateAction char Specifies the action taken for the specified trading sessions. FIX.5.0SP1
⇒207 SecurityExchange Exchange Market used to help identify a security.
Valid values:
See "Appendix 6-C" 		FIX.4.4 FIX.5.0SP1
⇒1301 MarketID Exchange Market for which Trading Session applies FIX.5.0
⇒1300 MarketSegmentID String Market Segment for which Trading Session applies FIX.5.0
⇒1326 TradingSessionDesc String Trading Session description FIX.5.0
⇒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.4.4
⇒339 TradSesMode int Trading Session Mode
Value SymbolicName Description Added Updated Deprecated
1 Testing Testing FIX.4.2
2 Simulated Simulated FIX.4.2
3 Production Production FIX.4.2
FIX.4.4
⇒325 UnsolicitedIndicator Boolean "Y" if message is sent unsolicited as a result of a previous subscription request.
Value SymbolicName Description Added Updated Deprecated
N MessageIsBeingSentAsAResultOfAPriorRequest Message is being sent as a result of a prior request FIX.4.2
Y MessageIsBeingSentUnsolicited Message is being sent unsolicited FIX.4.2 FIX.5.0SP1EP95
FIX.4.4
⇒340 TradSesStatus ✔ int State of 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.4.4
⇒567 TradSesStatusRejReason int Used with TradSesStatus = "Request Rejected"
Value SymbolicName Description Added Updated Deprecated
1 UnknownOrInvalidTradingSessionID Unknown or invalid TradingSessionID FIX.4.3
99 Other Other FIX.4.4
FIX.4.4
⇒341 TradSesStartTime UTCTimestamp Starting time of trading session FIX.4.4
⇒342 TradSesOpenTime UTCTimestamp Time of the opening of the trading session FIX.4.4
⇒343 TradSesPreCloseTime UTCTimestamp Time of pre-close of trading session FIX.4.4
⇒344 TradSesCloseTime UTCTimestamp Closing time of trading session FIX.4.4
⇒345 TradSesEndTime UTCTimestamp End time of trading session FIX.4.4
⇒387 TotalVolumeTraded Qty Total volume (quantity) traded. FIX.4.4
⇒TradingSessionRules Insert here the set of "TradingSessionRules" fields defined in "common components of application messages" FIX.5.0
⇒60 TransactTime UTCTimestamp Timestamp when the business transaction represented by the message occurred. FIX.5.0SP1
⇒58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4

MsgTypeGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
384 NoMsgTypes NumInGroup Specifies the number of repeating RefMsgTypes specified FIX.4.4
⇒372 RefMsgType String Specifies a specific, supported MsgType. Required if NoMsgTypes is > 0. Should be specified from the point of view of the sender of the Logon message FIX.4.4
⇒385 MsgDirection char Indicates direction (send vs. receive) of a supported MsgType. Required if NoMsgTypes is > 0. Should be specified from the point of view of the sender of the Logon message
Value SymbolicName Description Added Updated Deprecated
R Receive Receive FIX.4.2
S Send Send FIX.4.2
FIX.4.4
⇒1130 RefApplVerID String Specifies the service pack release being applied to an application message. FIX.4.4
⇒1406 RefApplExtID int Specified the extension pack being applied to a message. FIX.5.0
⇒1131 RefCstmApplVerID String Specifies a custom extension to a message being applied at the session level. FIX.4.4
⇒1410 DefaultVerIndicator Boolean Indicates that this Application Version (RefApplVerID(1130), RefApplExtID(1406),RefCstmApplVerID(1131)) is the default for the RefMsgType(372) field. FIX.5.0

SecurityTradingRules

Ths SecurityTradingRules component block is used as part of security definition to specify the specific security's standard trading parameters such as trading session eligibility and other attributes of the security.

Tag Name Reqd Type Description Added Updated Deprecated
BaseTradingRules This block contains the base trading rules FIX.5.0
TradingSessionRulesGrp This block contains the trading rules specific to a trading session FIX.5.0
NestedInstrumentAttribute FIX.5.0

SettlDetails

None

Tag Name Reqd Type Description Added Updated Deprecated
1158 NoSettlDetails NumInGroup Number of settlement parties FIX.5.0
⇒1164 SettlObligSource char Indicates the Source of the Settlement Instructions
Value SymbolicName Description Added Updated Deprecated
1 InstructionsOfBroker Instructions of Broker FIX.5.0EP44
2 InstructionsForInstitution Instructions for Institution FIX.5.0EP44
3 Investor Investor FIX.5.0EP44
4 BuyersSettlementInstructions Buyer's settlement instructions FIX.5.0SP2EP100
5 SellersSettlementInstructions Seller's settlement instructions FIX.5.0SP2EP100
FIX.5.0
⇒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.5.0SP2
⇒170 StandInstDbName String Name of the Standing Instruction database represented with StandInstDbType (169) (i.e. the Global Custodian's name). FIX.5.0SP2
⇒171 StandInstDbID String Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced. FIX.5.0SP2
⇒SettlParties Carries settlement account information FIX.5.0

SettlObligationInstructions

None

Tag Name Reqd Type Description Added Updated Deprecated
1165 NoSettlOblig NumInGroup Number of Settlement Obligations FIX.5.0
⇒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.5.0
⇒1161 SettlObligID String Unique ID for this settlement instruction FIX.5.0
⇒1162 SettlObligTransType char New, Replace, Cancel, or Restate
Value SymbolicName Description Added Updated Deprecated
C Cancel Cancel FIX.5.0EP44
N New New FIX.5.0EP44
R Replace Replace FIX.5.0EP44
T Restate Restate FIX.5.0EP44
FIX.5.0
⇒1163 SettlObligRefID String Required where SettlObligTransType(1162) is Cancel or Replace. The SettlObligID(1161) of the settlement obligation being canceled or replaced. FIX.5.0
⇒1157 CcyAmt Amt Net flow of currency 1 FIX.5.0
⇒119 SettlCurrAmt Amt Net flow of currency 2 FIX.5.0
⇒15 Currency Currency Currency 1 in the stated currency pair, the dealt currency FIX.5.0
⇒120 SettlCurrency Currency Currency 2 in the stated currency pair, the contra currency FIX.5.0
⇒155 SettlCurrFxRate float Derived rate of Ccy2 per Ccy1 based on netting FIX.5.0
⇒64 SettlDate LocalMktDate Value Date FIX.5.0
⇒Instrument Used to express the instrument in which settlement is taking place FIX.5.0
⇒Parties FIX.5.0
⇒168 EffectiveTime UTCTimestamp Effective (start) date/time for this settlement instruction FIX.5.0
⇒126 ExpireTime UTCTimestamp Termination date/time for this settlement instruction. FIX.5.0
⇒779 LastUpdateTime UTCTimestamp Date/time this settlement instruction was last updated (or created if not updated since creation). FIX.5.0
⇒SettlDetails Conveys settlement account details reported as part of obligation FIX.5.0

SecSizesGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
1177 NoOfSecSizes NumInGroup Number of entries following. Conditionally required when MDUpdateAction = New(0) and MDEntryType = Bid(0) or Offer(1). FIX.5.0
⇒1178 MDSecSizeType int Defines the type of secondary size specified in MDSecSize(1179). Must be first field in this repeating group
Value SymbolicName Description Added Updated Deprecated
1 Customer Quantity of retail investors. FIX.5.0EP47 FIX.5.0SP2EP190
2 CustomerProfessional Quantity of high-volume investors acting similar to broker-dealers. FIX.5.0SP2EP190
3 DoNotTradeThrough Quantity that cannot trade through the away markets. FIX.5.0SP2EP190
FIX.5.0
⇒1179 MDSecSize Qty A part of the MDEntrySize(271) that represents secondary interest as specified by MDSecSizeType(1178). FIX.5.0

StatsIndGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
1175 NoStatsIndicators NumInGroup Number of statistics indicators FIX.5.0
⇒1176 StatsType int Indicates that the MD Entry is eligible for inclusion in the type of statistic specified by the StatsType. Must be provided if NoStatsIndicators greater than 0.
Value SymbolicName Description Added Updated Deprecated
1 ExchangeLast Exchange Last FIX.5.0EP47
2 High High / Low Price FIX.5.0EP47
3 AveragePrice Average Price (VWAP, TWAP ... ) FIX.5.0EP47
4 Turnover Turnover (Price * Qty) FIX.5.0EP47
FIX.5.0

SecurityXML

The SecurityXML component is used to provide a definition in an XML format for the instrument.

Tag Name Reqd Type Description Added Updated Deprecated
1184 SecurityXMLLen Length Must be provided if SecurityXML(1185) field is specified and must immediately precede it. FIX.5.0 FIX.5.0SP2EP145
1185 SecurityXML XMLData XML definition for the security. FIX.5.0 FIX.5.0SP2EP145
1186 SecurityXMLSchema String The schema used to validate the contents of SecurityXML(1185). FIX.5.0 FIX.5.0SP2EP145

TickRules

The TickRules component specifies the rules for determining how a security ticks, i.e. the price increments which it can be quoted, traded, and for certain cases settled, depending on the current price of the security.

Tag Name Reqd Type Description Added Updated Deprecated
1205 NoTickRules NumInGroup Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security FIX.5.0 FIX.5.0SP2EP195
⇒1206 StartTickPriceRange Price Required if NoTickRules(1205) > 0. FIX.5.0 FIX.5.0SP2EP138
⇒1207 EndTickPriceRange Price Ending price range for the specified tick increment FIX.5.0 FIX.5.0SP2EP138
⇒1208 TickIncrement Price Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded FIX.5.0 FIX.5.0SP2EP138
⇒1209 TickRuleType int Specifies the type of tick rule which is being described
Value SymbolicName Description Added Updated Deprecated
0 RegularTrading Regular trading FIX.5.0EP52 FIX.5.0SP2EP138
1 VariableCabinet Variable cabinet FIX.5.0EP52 FIX.5.0SP2EP138
2 FixedCabinet Fixed cabinet FIX.5.0EP52 FIX.5.0SP2EP138
3 TradedAsASpreadLeg Traded as a spread leg FIX.5.0EP52
4 SettledAsASpreadLeg Settled as a spread leg FIX.5.0EP52 FIX.5.0SP2EP138
5 TradedAsSpread Basis points spread FIX.5.0SP2EP138
FIX.5.0 FIX.5.0SP2EP138
⇒2571 TickRuleProductComplex String Can be used to limit tick rule to specific product suite. FIX.5.0SP2
⇒1830 SettlPriceIncrement Price Settlement price increment for stated price range. FIX.5.0SP2
⇒1831 SettlPriceSecondaryIncrement Price Secondary settlement price increment for stated price range. The meaning of secondary is left to bilateral agreement, e.g. it may refer to final settlement for a contract. FIX.5.0SP2

StrikeRules

None

Tag Name Reqd Type Description Added Updated Deprecated
1201 NoStrikeRules NumInGroup Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument FIX.5.0
⇒1223 StrikeRuleID String Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated FIX.5.0
⇒1202 StartStrikePxRange Price Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying FIX.5.0
⇒1203 EndStrikePxRange Price Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying FIX.5.0
⇒1204 StrikeIncrement float Value by which strike price should be incremented within the specified price FIX.5.0
⇒1304 StrikeExerciseStyle int Enumeration that represents the exercise style for a class of options Same values as ExerciseStyle FIX.5.0
⇒MaturityRules Describes the maturity rules for a given set of strikes as defined by StrikeRules FIX.5.0

MaturityRules

None

Tag Name Reqd Type Description Added Updated Deprecated
1236 NoMaturityRules NumInGroup Number of maturity rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument FIX.5.0
⇒1222 MaturityRuleID String Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated FIX.5.0
⇒1303 MaturityMonthYearFormat int Format used to generate the MMY for each option contract:
Value SymbolicName Description Added Updated Deprecated
0 YearMonthOnly YearMonth Only (default) FIX.5.0EP52
1 YearMonthDay YearMonthDay FIX.5.0EP52
2 YearMonthWeek YearMonthWeek FIX.5.0EP52
FIX.5.0
⇒1302 MaturityMonthYearIncrementUnits int enumeration specifying the increment unit:
Value SymbolicName Description Added Updated Deprecated
0 Months Months FIX.5.0EP52
1 Days Days FIX.5.0EP52
2 Weeks Weeks FIX.5.0EP52
3 Years Years FIX.5.0EP52
FIX.5.0
⇒1241 StartMaturityMonthYear MonthYear Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying FIX.5.0
⇒1226 EndMaturityMonthYear MonthYear Ending maturity monthy year to which the StrikeIncrement applies. Price refers to the price of the underlying FIX.5.0
⇒1229 MaturityMonthYearIncrement int Value by which maturity month year should be incremented within the specified price range. FIX.5.0

SecondaryPriceLimits

None

Tag Name Reqd Type Description Added Updated Deprecated
1305 SecondaryPriceLimitType int Describes the how the price limits are expressed FIX.5.0
1221 SecondaryLowLimitPrice Price Refer to definition of LowLimitPrice(1148) FIX.5.0
1230 SecondaryHighLimitPrice Price Refer to definition of HighLimitPrice(1149) FIX.5.0
1240 SecondaryTradingReferencePrice Price Refer to definition for TradingReferencePrice(1150) FIX.5.0

PriceLimits

None

Tag Name Reqd Type Description Added Updated Deprecated
1306 PriceLimitType int Describes the how the price limits are expressed
Value SymbolicName Description Added Updated Deprecated
0 Price Price (default) FIX.5.0EP52 FIX.5.0SP2EP204
1 Ticks Ticks FIX.5.0EP52
2 Percentage Percentage FIX.5.0EP52
FIX.5.0
1148 LowLimitPrice Price Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected FIX.5.0
1149 HighLimitPrice Price Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected FIX.5.0
1150 TradingReferencePrice Price Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day. FIX.5.0

MarketDataFeedTypes

The MarketDataFeedTypes component is used to specify the different available feed types and sub-types, and additional market data feed related attributes, such as the market depth of the specified feed type.

Tag Name Reqd Type Description Added Updated Deprecated
1141 NoMDFeedTypes NumInGroup The number of feed types and corresponding book depths associated with a security FIX.5.0 FIX.5.0SP2EP195
⇒1022 MDFeedType String Required if NoMDFeedTypes(1141) > 0. FIX.5.0 FIX.5.0SP2EP195
⇒1683 MDSubFeedType String Describes a sub-class for a given class of service defined by MDFeedType (1022) FIX.5.0SP2 FIX.5.0SP2EP195
⇒264 MarketDepth int Specifies the depth of book (or levels of market depth) for the feed type. FIX.5.0 FIX.5.0SP2EP195
⇒2563 MarketDepthTimeInterval int Conditionally required when MarketDepthTimeIntervalUnit(2564) is specified. FIX.5.0SP2
⇒2564 MarketDepthTimeIntervalUnit int Conditionally required when MarketDataTimeInterval(2563) is specified. FIX.5.0SP2
⇒2565 MDRecoveryTimeInterval int Conditionally required when MDRecoveryTimeIntervalUnit(2566) is specified. FIX.5.0SP2
⇒2566 MDRecoveryTimeIntervalUnit int Conditionally required when MDRecoveryTimeInterval(2565) is specified. FIX.5.0SP2
⇒1021 MDBookType int Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection
Value SymbolicName Description Added Updated Deprecated
1 TopOfBook Top of Book FIX.4.4EP-1
2 PriceDepth Price Depth FIX.4.4EP-1
3 OrderDepth Order Depth FIX.4.4EP-1
FIX.5.0 FIX.5.0SP2EP195
⇒1173 MDSubBookType int None FIX.5.0SP2
⇒2567 PrimaryServiceLocationID String None FIX.5.0SP2
⇒2568 SecondaryServiceLocationID String None FIX.5.0SP2

LotTypeRules

None

Tag Name Reqd Type Description Added Updated Deprecated
1234 NoLotTypeRules NumInGroup Number of Lot Types FIX.5.0
⇒1093 LotType char Defines the lot type assigned to the order. Use as an alternate to RoundLot(561). To be used with MinLotSize(1231). LotType + MinLotSize ( max is next level minus 1)
Value SymbolicName Description Added Updated Deprecated
1 OddLot Odd Lot FIX.4.4EP-1
2 RoundLot Round Lot FIX.4.4EP-1
3 BlockLot Block Lot FIX.4.4EP-1
4 RoundLotBasedUpon Round lot based upon UnitOfMeasure(996) FIX.5.0SP1EP80
FIX.5.0
⇒1231 MinLotSize Qty Minimum lot size allowed based on lot type specified in LotType(1093) FIX.5.0

MatchRules

The MatchRules component is used to specify the details of order matching rules for specified product group or complex.

Tag Name Reqd Type Description Added Updated Deprecated
1235 NoMatchRules NumInGroup Number of Match Rules FIX.5.0 FIX.5.0SP2EP195
⇒1142 MatchAlgorithm String Required if NoMatchRules(1235) > 0. FIX.5.0 FIX.5.0SP2EP195
⇒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.5.0 FIX.5.0SP2EP195
⇒2569 MatchRuleProductComplex String Can be used to limit match rule to specific product suite. FIX.5.0SP2
⇒2570 CustomerPriority int Can be used to give customer orders priority for the given matching algorithm.
Value SymbolicName Description Added Updated Deprecated
0 NoPriority None FIX.5.0SP2EP195
1 UnconditionalPriority None FIX.5.0SP2EP195
FIX.5.0SP2

ExecInstRules

None

Tag Name Reqd Type Description Added Updated Deprecated
1232 NoExecInstRules NumInGroup Number of execution instructions FIX.5.0
⇒1308 ExecInstValue MultipleCharValue Indicates execution instructions that are valid for the specified market segment FIX.5.0

TimeInForceRules

None

Tag Name Reqd Type Description Added Updated Deprecated
1239 NoTimeInForceRules NumInGroup Number of time in force techniques FIX.5.0
⇒59 TimeInForce char Indicates time in force techniques that are valid for the specified market segment
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.5.0

OrdTypeRules

None

Tag Name Reqd Type Description Added Updated Deprecated
1237 NoOrdTypeRules NumInGroup Number of order types FIX.5.0
⇒40 OrdType char Indicates order types that are valid for the specified market segment.
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.5.0

TradingSessionRules

None

Tag Name Reqd Type Description Added Updated Deprecated
OrdTypeRules Specifies the order types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. FIX.5.0
TimeInForceRules Specifies the time in force rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. FIX.5.0 FIX.5.0SP2EP223
ExecInstRules Specifies the execution instructions that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. FIX.5.0 FIX.5.0SP2EP223
AuctionTypeRuleGrp Specifies the auction order types that are valid for trading on the identified. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. FIX.5.0SP2
MatchRules Specifies the matching rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. FIX.5.0 FIX.5.0SP2EP223
MarketDataFeedTypes Specifies the market data feed types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. FIX.5.0 FIX.5.0SP2EP223

TradingSessionRulesGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
1309 NoTradingSessionRules NumInGroup Allows trading rules to be expressed by trading session FIX.5.0
⇒336 TradingSessionID String Identifier for the trading session Must be provided if NoTradingSessions > 0 Set to [N/A] if values are not specific to trading session
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.5.0
⇒625 TradingSessionSubID String Identifier for the trading session Set to [N/A] if values are not specific to trading session sub id
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.5.0
⇒TradingSessionRules Contains trading rules specified at the trading session level FIX.5.0

BaseTradingRules

Trading rules that are applicable to a market, market segment or individual security independent of a trading session.

Tag Name Reqd Type Description Added Updated Deprecated
TickRules Specifies price tick rules for the security. FIX.5.0 FIX.5.0SP2EP195
LotTypeRules Specifies the lot types that are valid for trading. FIX.5.0
PriceLimits Specifies the price limits that are valid for trading. FIX.5.0
PriceRangeRuleGrp Specifies the valid price range tables for trading. FIX.5.0SP2
QuoteSizeRuleGrp Specifies the valid quote sizes for trading. FIX.5.0SP2
827 ExpirationCycle int Part of trading cycle when an instrument expires. Field is applicable for derivatives.
Value SymbolicName Description Added Updated Deprecated
0 ExpireOnTradingSessionClose Expire on trading session close (default) FIX.4.4
1 ExpireOnTradingSessionOpen Expire on trading session open FIX.4.4
2 SpecifiedExpiration Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date) FIX.5.0EP42
FIX.5.0
1786 TradeVolType int Define the type of trade volume applicable for the MinTradeVol(562) and MaxTradeVol(1140)
Value SymbolicName Description Added Updated Deprecated
0 NumberOfUnits Number of units (e.g. share, par, currency, contracts) (default) FIX.5.0SP2EP130
1 NumberOfRoundLots Number of round lots FIX.5.0SP2EP130
FIX.5.0SP2 FIX.5.0SP2EP195
562 MinTradeVol Qty The minimum order quantity (as expressed by TradeVolType(1786)) that can be submitted for a security. FIX.5.0 FIX.5.0SP2EP195
1140 MaxTradeVol Qty For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade. FIX.5.0 FIX.5.0SP2EP195
1143 MaxPriceVariation float The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms. FIX.5.0 FIX.5.0SP2EP195
1144 ImpliedMarketIndicator int Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives.
Value SymbolicName Description Added Updated Deprecated
0 NotImplied Not implied FIX.5.0EP42
1 ImpliedIn Implied-in - The existence of a multi-leg instrument is implied by the legs of that instrument FIX.5.0EP42
2 ImpliedOut Implied-out - The existence of the underlying legs are implied by the multi-leg instrument FIX.5.0EP42
3 BothImpliedInAndImpliedOut Both Implied-in and Implied-out FIX.5.0EP42
FIX.5.0
1245 TradingCurrency Currency Used when the trading currency can differ from the price currency FIX.5.0 FIX.5.0SP2EP195
561 RoundLot Qty The trading lot size of a security FIX.5.0 FIX.5.0SP2EP195
1377 MultilegModel int Used for multileg security only.
Value SymbolicName Description Added Updated Deprecated
0 PredefinedMultilegSecurity Predefined Multileg Security FIX.5.0EP59
1 UserDefinedMultilegSecurity User-defined Multileg Security FIX.5.0EP59 FIX.5.0SP2EP195
2 UserDefined User-defined, Non-Securitized, Multileg FIX.5.0EP59
FIX.5.0 FIX.5.0SP2EP195
1378 MultilegPriceMethod int Used for multileg security only.
Value SymbolicName Description Added Updated Deprecated
0 NetPrice Net Price FIX.5.0EP59
1 ReversedNetPrice Reversed Net Price FIX.5.0EP59
2 YieldDifference Yield Difference FIX.5.0EP59
3 Individual Individual FIX.5.0EP59
4 ContractWeightedAveragePrice Contract Weighted Average Price FIX.5.0EP59
5 MultipliedPrice Multiplied Price FIX.5.0EP59
FIX.5.0 FIX.5.0SP2EP195
423 PriceType int Defines the default price type used for trading.
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.5.0 FIX.5.0SP2EP195
2557 FastMarketPercentage Percentage Can be used as a factor to be applied to other base trading rules during a fast market, e.g. to widen price or size ranges by the specified percentage factor. FIX.5.0SP2
2559 QuoteSideIndicator Boolean None
Value SymbolicName Description Added Updated Deprecated
N No None FIX.5.0SP2EP195
Y Yes None FIX.5.0SP2EP195
FIX.5.0SP2

MarketSegmentGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
1310 NoMarketSegments NumInGroup Number of Market Segments on which a security may trade. FIX.5.0
⇒1301 MarketID Exchange Identifies the market which lists and trades the instrument. FIX.5.0
⇒1300 MarketSegmentID String Identifies the segment of the market to which the specify trading rules and listing rules apply. FIX.5.0
⇒SecurityTradingRules FIX.5.0
⇒StrikeRules This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument. FIX.5.0

DerivativeInstrumentPartySubIDsGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
1296 NoDerivativeInstrumentPartySubIDs NumInGroup Refer to definition for NoPartySubIDs(802) FIX.5.0
⇒1297 DerivativeInstrumentPartySubID String Refer to definition for PartySubID(523) FIX.5.0
⇒1298 DerivativeInstrumentPartySubIDType int Refer to definition for PartySubIDType(803) FIX.5.0

DerivativeInstrumentParties

None

Tag Name Reqd Type Description Added Updated Deprecated
1292 NoDerivativeInstrumentParties NumInGroup Should contain unique combinations of DerivativeInstrumentPartyID, DerivativeInstrumentPartyIDSource, and DerivativeInstrumentPartyRole FIX.5.0
⇒1293 DerivativeInstrumentPartyID String Used to identify party id related to instrument series FIX.5.0
⇒1294 DerivativeInstrumentPartyIDSource char Used to identify source of instrument series party id FIX.5.0
⇒1295 DerivativeInstrumentPartyRole int Used to identify the role of instrument series party id FIX.5.0
⇒2377 DerivativeInstrumentPartyRoleQualifier int Used to further qualify the value of DerivativeInstrumentPartyRole(1295). FIX.5.0SP2
⇒DerivativeInstrumentPartySubIDsGrp FIX.5.0

DerivativeInstrumentAttribute

None

Tag Name Reqd Type Description Added Updated Deprecated
1311 NoDerivativeInstrAttrib NumInGroup None FIX.5.0
⇒1313 DerivativeInstrAttribType int Refer to definition of InstrAttribType(871) FIX.5.0
⇒1314 DerivativeInstrAttribValue String Refer to definition of InstrAttribValue(872) FIX.5.0

NestedInstrumentAttribute

None

Tag Name Reqd Type Description Added Updated Deprecated
1312 NoNestedInstrAttrib NumInGroup None FIX.5.0
⇒1210 NestedInstrAttribType int Code to represent the type of instrument attribute FIX.5.0
⇒1211 NestedInstrAttribValue String Attribute value appropriate to the NestedInstrAttribType field FIX.5.0

DerivativeInstrument

None

Tag Name Reqd Type Description Added Updated Deprecated
1214 DerivativeSymbol String Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. FIX.5.0
1215 DerivativeSymbolSfx String Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. FIX.5.0
1216 DerivativeSecurityID String Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. FIX.5.0
1217 DerivativeSecurityIDSource String Required if SecurityID is specified. FIX.5.0
DerivativeSecurityAltIDGrp FIX.5.0
1246 DerivativeProduct int Indicates the type of product the security is associated with (high-level category) FIX.5.0
1228 DerivativeProductComplex String Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc FIX.5.0
1243 DerivFlexProductEligibilityIndicator Boolean Used to indicate if a product or group of product supports the creation of flexible securities FIX.5.0
1247 DerivativeSecurityGroup String An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. FIX.5.0
1248 DerivativeCFICode String Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. FIX.5.0
1249 DerivativeSecurityType String It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.) FIX.5.0
1250 DerivativeSecuritySubType String Sub-type qualification/identification of the SecurityType (e.g. for SecurityType=MLEG). If specified, SecurityType is required. FIX.5.0
1251 DerivativeMaturityMonthYear MonthYear Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S and P futures). Note MaturityDate (a full date) can also be specified. FIX.5.0
1252 DerivativeMaturityDate LocalMktDate Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S and P futures).may use MaturityMonthYear and or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. FIX.5.0
1253 DerivativeMaturityTime TZTimeOnly None FIX.5.0
1254 DerivativeSettleOnOpenFlag String Indicator to determine if Instrument is Settle on Open. FIX.5.0
1255 DerivativeInstrmtAssignmentMethod char None FIX.5.0
1256 DerivativeSecurityStatus String Gives the current state of the instrument FIX.5.0
1276 DerivativeIssueDate LocalMktDate Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. FIX.5.0
1257 DerivativeInstrRegistry String The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. FIX.5.0
1258 DerivativeCountryOfIssue Country ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. FIX.5.0
1259 DerivativeStateOrProvinceOfIssue String A two-character state or province abbreviation. FIX.5.0
1260 DerivativeLocaleOfIssue String The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). FIX.5.0
1261 DerivativeStrikePrice Price Used for derivatives, such as options and covered warrants FIX.5.0
1262 DerivativeStrikeCurrency Currency Used for derivatives FIX.5.0
1263 DerivativeStrikeMultiplier float Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. FIX.5.0
1264 DerivativeStrikeValue float Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. FIX.5.0
1265 DerivativeOptAttribute char Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. FIX.5.0
1266 DerivativeContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.5.0
1438 DerivativeContractMultiplierUnit int Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit DerivativeContractMultiplier(tag 1266)is expressed in. FIX.5.0SP1
1442 DerivativeFlowScheduleType int The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". FIX.5.0SP1
1267 DerivativeMinPriceIncrement float Minimum price increment for the instrument. Could also be used to represent tick value. FIX.5.0
1268 DerivativeMinPriceIncrementAmount Amt Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231] FIX.5.0
1269 DerivativeUnitOfMeasure String None FIX.5.0
1270 DerivativeUnitOfMeasureQty Qty None FIX.5.0
1722 DerivativeUnitOfMeasureCurrency Currency Indicates the currency of the unit of measure. Conditionally required when DerivativeUnitOfMeasure(1269) = Ccy FIX.5.0SP2
1315 DerivativePriceUnitOfMeasure String Refer to definition for PriceUnitOfMeasure(1191) FIX.5.0
1316 DerivativePriceUnitOfMeasureQty Qty Refer to definition of PriceUnitOfMeasureQty(1192) FIX.5.0
1723 DerivativePriceUnitOfMeasureCurrency Currency Indicates the currency of the price unit of measure. Conditionally required when DerivativePriceUnitOfMeasure(1315) = Ccy FIX.5.0SP2
1317 DerivativeSettlMethod String Settlement method for a contract. Can be used as an alternative to CFI Code value FIX.5.0
1318 DerivativePriceQuoteMethod String Method for price quotation FIX.5.0
1319 DerivativeValuationMethod String For futures, indicates type of valuation method applied FIX.5.0
1576 DerivativePriceQuoteCurrency Currency Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. FIX.5.0SP2
1320 DerivativeListMethod int Indicates whether strikes are pre-listed only or can also be defined via user request FIX.5.0
1321 DerivativeCapPrice Price Used to express the ceiling price of a capped call FIX.5.0
1322 DerivativeFloorPrice Price Used to express the floor price of a capped put FIX.5.0
1323 DerivativePutOrCall int Indicates whether an option contract is a put, call, chooser or undetermined. FIX.5.0
2684 DerivativeInTheMoneyCondition int Used to express in-the-moneyness behavior in general terms for the option without the use of DerivativeStrikePrice(1261) and DerivativePutOrCall(1323). FIX.5.0SP2
2688 DerivativeContraryInstructionEligibilityIndicator Boolean Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of DerivativeInTheMoneyCondition(2684). When not specified, the eligibility is undefined or not applicable. FIX.5.0SP2
1299 DerivativeExerciseStyle int Type of exercise of a derivatives security FIX.5.0
1225 DerivativeOptPayAmount Amt Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount FIX.5.0
1271 DerivativeTimeUnit String Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) FIX.5.0
1272 DerivativeSecurityExchange Exchange Can be used to identify the security. FIX.5.0
1273 DerivativePositionLimit int Position Limit for the instrument. FIX.5.0
1274 DerivativeNTPositionLimit int Near-term Position Limit for the instrument. FIX.5.0
1275 DerivativeIssuer String None FIX.5.0
1277 DerivativeEncodedIssuerLen Length Must be set if EncodedIssuer field is specified and must immediately precede it. FIX.5.0
1278 DerivativeEncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. FIX.5.0
1279 DerivativeSecurityDesc String None FIX.5.0
1280 DerivativeEncodedSecurityDescLen Length Must be set if EncodedSecurityDesc field is specified and must immediately precede it. FIX.5.0
1281 DerivativeEncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.5.0
DerivativeSecurityXML Embedded XML document describing security. FIX.5.0
1285 DerivativeContractSettlMonth MonthYear Must be present for MBS or TBA FIX.5.0
DerivativeEventsGrp FIX.5.0
DerivativeInstrumentParties FIX.5.0

DerivativeSecurityAltIDGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
1218 NoDerivativeSecurityAltID NumInGroup Refer to definition for NoSecurityAltID(454) FIX.5.0
⇒1219 DerivativeSecurityAltID String Refer to definition for SecurityAltID(455) FIX.5.0
⇒1220 DerivativeSecurityAltIDSource String Refer to definition for SecurityAltIDSource(456) FIX.5.0

DerivativeEventsGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
1286 NoDerivativeEvents NumInGroup None FIX.5.0
⇒1287 DerivativeEventType int Indicates type of event describing security FIX.5.0
⇒1288 DerivativeEventDate LocalMktDate None FIX.5.0
⇒1289 DerivativeEventTime UTCTimestamp Specific time of event. To be used in combination with EventDate [1288] FIX.5.0
⇒1290 DerivativeEventPx Price None FIX.5.0
⇒1291 DerivativeEventText String None FIX.5.0

DerivativeSecurityDefinition

None

Tag Name Reqd Type Description Added Updated Deprecated
DerivativeInstrument Optional block which can be used to to summarize common attributes shared across a set of option instruments which belong to the same series. FIX.5.0
DerivativeInstrumentAttribute Additional attribution for the instrument series FIX.5.0
MarketSegmentGrp Security trading and listing attributes for the series level FIX.5.0
SecurityClassificationGrp Used to specify forms of product classifications FIX.5.0SP2

RelSymDerivSecUpdGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
146 NoRelatedSym NumInGroup Specifies the number of repeating symbols specified. FIX.5.0
⇒1324 ListUpdateAction char If provided, then Instrument occurrence has explicitly changed
Value SymbolicName Description Added Updated Deprecated
A Add Add FIX.5.0SP2EP128
D Delete Delete FIX.5.0SP2EP128
M Modify Modify FIX.5.0SP2EP128
S Snapshot Snapshot FIX.5.0SP2EP128
FIX.5.0
⇒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.5.0
⇒Instrument FIX.5.0
⇒InstrumentExtension FIX.5.0
⇒SecondaryPriceLimits Secondary price limit rules FIX.5.0
⇒15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.5.0
⇒InstrmtLegGrp FIX.5.0
⇒1504 RelSymTransactTime UTCTimestamp See TransactTime(60) FIX.5.0SP1
⇒58 Text String Comment, instructions, or other identifying information. FIX.5.0
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.5.0
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.5.0

DerivativeSecurityXML

None

Tag Name Reqd Type Description Added Updated Deprecated
1282 DerivativeSecurityXMLLen Length Must be set if SecurityXML field is specified andd must immediately precede it. FIX.5.0
1283 DerivativeSecurityXML data XML Data Stream describing the Security. FIX.5.0
1284 DerivativeSecurityXMLSchema String XML Schema used to validate the XML used to describe the Security. FIX.5.0

UnderlyingLegSecurityAltIDGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
1334 NoUnderlyingLegSecurityAltID NumInGroup Refer to definition for NoSecurityAltID(454) FIX.5.0 FIX.5.0SP2EP187
⇒1335 UnderlyingLegSecurityAltID String Refer to definition for SecurityAltID(455) FIX.5.0 FIX.5.0SP2EP187
⇒1336 UnderlyingLegSecurityAltIDSource String Refer to definition for SecurityAltIDSource(456) FIX.5.0 FIX.5.0SP2EP187

UnderlyingLegInstrument

None

Tag Name Reqd Type Description Added Updated Deprecated
1330 UnderlyingLegSymbol String Refer to definition for Symbol(55) FIX.5.0 FIX.5.0SP2EP187
1331 UnderlyingLegSymbolSfx String Refer to definition for SymbolSfx(65) FIX.5.0 FIX.5.0SP2EP187
1332 UnderlyingLegSecurityID String Refer to definition for SecurityID(48) FIX.5.0 FIX.5.0SP2EP187
1333 UnderlyingLegSecurityIDSource String Refer to definition for SecurityIDSource(22) FIX.5.0 FIX.5.0SP2EP187
UnderlyingLegSecurityAltIDGrp FIX.5.0 FIX.5.0SP2EP187
1344 UnderlyingLegCFICode String Refer to definition for CFICode(461) FIX.5.0 FIX.5.0SP2EP187
1337 UnderlyingLegSecurityType String Refer to definition for SecurityType(167) FIX.5.0 FIX.5.0SP2EP187
1338 UnderlyingLegSecuritySubType String Refer to definition for SecuritySubType(762) FIX.5.0 FIX.5.0SP2EP187
1339 UnderlyingLegMaturityMonthYear MonthYear Refer to definition for MaturityMonthYear(200) FIX.5.0 FIX.5.0SP2EP187
1345 UnderlyingLegMaturityDate LocalMktDate Date of maturity. FIX.5.0 FIX.5.0SP2EP187
1405 UnderlyingLegMaturityTime TZTimeOnly Time of security's maturity expressed in local time with offset to UTC specified FIX.5.0 FIX.5.0SP2EP187
1340 UnderlyingLegStrikePrice Price Refer to definition for StrikePrice(202) FIX.5.0 FIX.5.0SP2EP187
1391 UnderlyingLegOptAttribute char Refer to definition of OptAttribute(206) FIX.5.0 FIX.5.0SP2EP187
1343 UnderlyingLegPutOrCall int Refer to definition for PutOrCall(201) FIX.5.0 FIX.5.0SP2EP187
1341 UnderlyingLegSecurityExchange String Refer to definition for SecurityExchange(207) FIX.5.0 FIX.5.0SP2EP187
1392 UnderlyingLegSecurityDesc String Refer to definition of SecurityDesc(107) FIX.5.0 FIX.5.0SP2EP187

TradeCapLegUnderlyingsGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
1342 NoOfLegUnderlyings NumInGroup Number of legs for the underlying instrument FIX.5.0 FIX.5.0SP2EP187
⇒UnderlyingLegInstrument FIX.5.0 FIX.5.0SP2EP187

UsernameGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
809 NoUsernames NumInGroup Number of usernames FIX.5.0
⇒553 Username String Recipient of the notification FIX.5.0

NotAffectedOrdGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
1370 NoNotAffectedOrders NumInGroup Number of not affected orders in the repeating group of order ids. FIX.5.0 FIX.5.0SP2EP131
⇒1372 NotAffOrigClOrdID String Required if NoNotAffectedOrders(1370) > 0 and must be the first repeating field in the group. Indicates the client order identifier of an order not affected by the request. If order(s) were manually delivered (or otherwise not delivered over FIX and not assigned a ClOrdID(11)) this field should contain string "MANUAL". FIX.5.0 FIX.5.0SP2EP131
⇒1371 NotAffectedOrderID String Contains the OrderID(37) assigned by the counterparty of an unaffected order. Not required as part of the repeating group if NotAffOrigClOrdID(1372) has a value other than "MANUAL". FIX.5.0 FIX.5.0SP2EP131
⇒1825 NotAffSecondaryOrderID String Contains the SecondaryOrderID(198) assigned by the counterparty of an unaffected order. Not required as part of the repeating group. FIX.5.0SP2
⇒2677 NotAffectedReason int Can be used to provide a reason for excluding this order from the scope of the mass action.
Value SymbolicName Description Added Updated Deprecated
0 OrderSuspended Order suspended FIX.5.0SP2EP223
1 InstrumentSuspended Instrument suspended FIX.5.0SP2EP223
FIX.5.0SP2

FillsGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
1362 NoFills NumInGroup Specifies the number of partial fills included in this Execution Report FIX.5.0
⇒1363 FillExecID String Unique identifier of execution as assigned by sell-side (broker, exchange, ECN). Must not overlap ExecID(17). Required if NoFills(1362) > 0. FIX.5.0 FIX.5.0SP2EP223
⇒1364 FillPx Price Price of this partial fill. Required if NoFills(1362) > 0. Refer to LastPx(31). FIX.5.0 FIX.5.0SP2EP223
⇒1365 FillQty Qty Quantity (e.g. shares) bought/sold on this partial fill. Required if NoFills(1362) > 0. FIX.5.0 FIX.5.0SP2EP223
⇒2673 FillMatchID String Can be used to refer to the related match event. FIX.5.0SP2
⇒2674 FillMatchSubID String Can be used to refer to a price level (e.g. match step, clip) within the related match event. FIX.5.0SP2
⇒1443 FillLiquidityInd int Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled FIX.5.0SP1
⇒1622 FillYieldType String Yield Type, using same values as YieldType (235) FIX.5.0SP2
⇒1623 FillYield Percentage Yield Percentage, using same values as Yield (236) FIX.5.0SP2
⇒NestedParties4 Contraparty information FIX.5.0

TrdRepIndicatorsGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
1387 NoTrdRepIndicators NumInGroup Number of trade publication indicators following FIX.5.0
⇒1388 TrdRepPartyRole int Identifies the type of party for trade reporting. Same values as PartyRole(452). FIX.5.0
⇒1389 TrdRepIndicator Boolean Specifies whether the trade should be reported (or not) to parties of the provided TrdRepPartyRole(1388). Used to override standard reporting behavior by the receiver of the trade report and thereby complements the PublTrdIndicator( tag1390). FIX.5.0

ApplicationSequenceControl

The ApplicationSequenceControl is used for application sequencing and recovery. Consisting of ApplSeqNum (1181), ApplID (1180), ApplLastSeqNum (1350), and ApplResendFlag (1352), FIX application messages that carries this component block will be able to use application level sequencing. ApplID, ApplSeqNum and ApplLastSeqNum fields identify the application id, application sequence number and the previous application sequence number (in case of intentional gaps) on each application message that carries this block.

Tag Name Reqd Type Description Added Updated Deprecated
1180 ApplID String Identifies the application with which a message is associated. Used only if application sequencing is in effect. FIX.5.0
1181 ApplSeqNum SeqNum Application sequence number assigned to the message by the application generating the message. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified. FIX.5.0
1350 ApplLastSeqNum SeqNum The previous sequence number in the application sequence stream. Permits an application to publish messages with sequence gaps where it cannot be avoided. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified FIX.5.0
1352 ApplResendFlag Boolean Used to indicate that a message is being sent in response to an Application Message Request. Used only if application sequencing is in effect. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request. FIX.5.0

ApplIDRequestGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
1351 NoApplIDs NumInGroup Specifies number of application id occurrences FIX.5.0
⇒1355 RefApplID String Reference to the unique application identifier which corresponds to ApplID(1180) from the Application Sequence Group component FIX.5.0
⇒1433 RefApplReqID String Used to reference a previously submitted ApplReqID (1346) from within a subsequent ApplicationMessageRequest(MsgType=BW) FIX.5.0SP1
⇒1182 ApplBegSeqNum SeqNum Message sequence number of first message in range to be resent FIX.5.0
⇒1183 ApplEndSeqNum SeqNum Message sequence number of last message in range to be resent. If request is for a single message ApplBeginSeqNo = ApplEndSeqNo. If request is for all messages subsequent to a particular message, ApplEndSeqNo = "0" (representing infinity). FIX.5.0
⇒NestedParties FIX.5.0SP1

ApplIDRequestAckGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
1351 NoApplIDs NumInGroup Number of applications FIX.5.0
⇒1355 RefApplID String Reference to the unique application identifier which corresponds to ApplID(1180) from the Application Sequence Group component FIX.5.0
⇒1433 RefApplReqID String Used to reference a previously submitted ApplReqID (1346) from within a subsequent ApplicationMessageRequest(MsgType=BW) FIX.5.0SP1
⇒1182 ApplBegSeqNum SeqNum Beginning range of application sequence numbers FIX.5.0
⇒1183 ApplEndSeqNum SeqNum Ending range of application sequence numbers FIX.5.0
⇒1357 RefApplLastSeqNum SeqNum Application sequence number of last message in transmission. FIX.5.0
⇒1354 ApplResponseError int Used to return an error code or text associated with a response to an Application Request.
Value SymbolicName Description Added Updated Deprecated
0 ApplicationDoesNotExist Application does not exist FIX.5.0EP63
1 MessagesRequestedAreNotAvailable Messages requested are not available FIX.5.0EP63
2 UserNotAuthorizedForApplication User not authorized for application FIX.5.0EP63
FIX.5.0
⇒NestedParties FIX.5.0SP1

ApplIDReportGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
1351 NoApplIDs NumInGroup Number of applications FIX.5.0
⇒1355 RefApplID String Reference to the unique application identifier which corresponds to ApplID(1180) from the Application Sequence Group component FIX.5.0
⇒1399 ApplNewSeqNum SeqNum Used to specify a new application sequence number. FIX.5.0
⇒1357 RefApplLastSeqNum SeqNum Application sequence number of last message in transmission. FIX.5.0

NstdPtys4SubGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
1413 NoNested4PartySubIDs NumInGroup Refer to definition of NoPartySubIDs(802) FIX.5.0
⇒1412 Nested4PartySubID String Refer to definition of PartySubID(523) FIX.5.0
⇒1411 Nested4PartySubIDType int Refer to definition of PartySubIDType(803) FIX.5.0

NestedParties4

The NestedParties4 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message. Use of NestedParties4 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

Tag Name Reqd Type Description Added Updated Deprecated
1414 NoNested4PartyIDs NumInGroup Repeating group below should contain unique combinations of Nested4PartyID, Nested4PartyIDSource, and Nested4PartyRole. FIX.5.0 FIX.5.0SP1EP95
⇒1415 Nested4PartyID String Used to identify source of Nested4PartyID. Required if Nested4PartyIDSource is specified. Required if NoNested4PartyIDs > 0. FIX.5.0
⇒1416 Nested4PartyIDSource char Used to identify class source of Nested4PartyID value (e.g. BIC). Required if Nested4PartyID is specified. Required if NoNested4PartyIDs > 0. FIX.5.0
⇒1417 Nested4PartyRole int Identifies the type of Nested4PartyID (e.g. Executing Broker). Required if NoNested4PartyIDs > 0. FIX.5.0
⇒2383 Nested4PartyRoleQualifier int Used to further qualify the value of Nested4PartyRole(1417). FIX.5.0SP2
⇒NstdPtys4SubGrp FIX.5.0

TradeReportOrderDetail

Tag Name Reqd Type Description Added Updated Deprecated
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.5.0SP1
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.5.0SP1
11 ClOrdID String In the case of quotes can be mapped to QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i). FIX.5.0SP1 FIX.5.0SP1EP95
526 SecondaryClOrdID String In the case of quotes can be mapped to QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i). FIX.5.0SP1 FIX.5.0SP1EP95
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.5.0SP1
1080 RefOrderID String Some hosts assign an order a new order id under special circumstances. The RefOrdID field will connect the same underlying order across changing OrderIDs. FIX.5.0SP1
1081 RefOrderIDSource char Used to specify what identifier, provided in order depth market data, to use when hitting (taking) a specific order or to identify what type of order or quote reference is being provided when seeking credit limit check.
Value SymbolicName Description Added Updated Deprecated
0 SecondaryOrderID SecondaryOrderID(198) FIX.4.4EP-1
1 OrderID OrderID(37) FIX.4.4EP-1
2 MDEntryID MDEntryID(278) FIX.4.4EP-1
3 QuoteEntryID QuoteEntryID(299) FIX.4.4EP-1
4 OriginalOrderID Original order ID FIX.5.0SP1EP77
5 QuoteID QuoteID(117) FIX.5.0SP2EP171
6 QuoteReqID QuoteReqID(131) FIX.5.0SP2EP171
FIX.5.0SP1
1431 RefOrdIDReason int The reason for updating the RefOrdID
Value SymbolicName Description Added Updated Deprecated
0 GTCFromPreviousDay GTC from previous day FIX.5.0SP1EP77
1 PartialFillRemaining Partial Fill Remaining FIX.5.0SP1EP77
2 OrderChanged Order Changed FIX.5.0SP1EP77
FIX.5.0SP1
1091 PreTradeAnonymity Boolean Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible. FIX.5.0SP2
40 OrdType char Order type from the order associated with the trade
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.5.0SP1
44 Price Price Order price at time of trade FIX.5.0SP1
99 StopPx Price Stop/Limit order price FIX.5.0SP1
18 ExecInst MultipleCharValue Execution Instruction from the order associated with the trade
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.5.0SP1
39 OrdStatus char Status of order as of this trade report
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.2.7
1 PartiallyFilled Partially filled FIX.2.7
2 Filled Filled FIX.2.7
3 DoneForDay Done for day FIX.2.7
4 Canceled Canceled FIX.2.7
5 Replaced Replaced (No longer used) FIX.4.4EP35 FIX.4.3
6 PendingCancel Pending Cancel (i.e. result of Order Cancel Request) FIX.2.7
7 Stopped Stopped FIX.2.7
8 Rejected Rejected FIX.2.7
9 Suspended Suspended FIX.3.0
A PendingNew Pending New FIX.3.0
B Calculated Calculated FIX.4.0
C Expired Expired FIX.4.0
D AcceptedForBidding Accepted for Bidding FIX.4.2
E PendingReplace Pending Replace (i.e. result of Order Cancel/Replace Request) FIX.4.2
FIX.5.0SP1
OrderQtyData Order quantity at time of trade FIX.5.0SP1
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.5.0SP1
14 CumQty Qty Total quantity (e.g. number of shares) filled.
(Prior to FIX 4.2 this field was of type int) 		FIX.5.0SP1
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.5.0SP1
126 ExpireTime UTCTimestamp The order expiration date/time in UTC FIX.5.0SP1
MatchingInstructions FIX.5.0SP2
2362 SelfMatchPreventionID String May be used as an alternative to MatchingInstructions when the identifier does not appear in another field. FIX.5.0SP2
1629 ExposureDuration int The (minimum or suggested) period of time a quoted price is to be tradable before it becomes indicative. (i.e. quoted price becomes off-the-wire). FIX.5.0SP2 FIX.5.0SP2EP159
1916 ExposureDurationUnit int Time unit in which the ExposureDuration(1629) is expressed. FIX.5.0SP2
DisplayInstruction FIX.5.0SP1
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.5.0SP1
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.5.0SP1
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.5.0SP1
1432 OrigCustOrderCapacity int The customer capacity for this trade at the time of the order/execution.
Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).
Value SymbolicName Description Added Updated Deprecated
1 MemberTradingForTheirOwnAccount Member trading for their own account FIX.5.0SP1EP77
2 ClearingFirmTradingForItsProprietaryAccount Clearing Firm trading for its proprietary account FIX.5.0SP1EP77
3 MemberTradingForAnotherMember Member trading for another member FIX.5.0SP1EP77
4 AllOther All other FIX.5.0SP1EP77
FIX.5.0SP1
1724 OrderOrigination int Identifies the origin of the order.
Value SymbolicName Description Added Updated Deprecated
1 OrderReceivedFromCustomer Order received from a customer FIX.5.0SP2EP135
2 OrderReceivedFromWithinFirm Order received from within the firm FIX.5.0SP2EP135
3 OrderReceivedFromAnotherBrokerDealer Order received from another broker-dealer FIX.5.0SP2EP135
4 OrderReceivedFromCustomerOrWithFirm Order received from a customer or originated with the firm FIX.5.0SP2EP135 FIX.5.0SP2EP222
5 OrderReceivedFromDirectAccessCustomer Order received from a direct access or sponsored access customer FIX.5.0SP2EP222
FIX.5.0SP2
OrderAttributeGrp FIX.5.0SP2
2704 ExDestinationType int Identifies the type of execution destination for the order.
Value SymbolicName Description Added Updated Deprecated
0 NoRestriction May be used for MiFID II to indicate no restriction on where the order is executed. FIX.5.0SP2EP228
1 TradedOnlyOnTradingVenue May be used for MiFID II to indicate the order can only be executed on a trading venue. FIX.5.0SP2EP228
2 TradedOnlyOnSI May be used for MiFID II to indicate the order can only be executed on a Systematic Internaliser. FIX.5.0SP2EP228
3 TradedOnTradingVenueOrSI May be used for MiFID II to indicate the order can be executed on either a trading venue or a Systematic Internaliser. FIX.5.0SP2EP228
FIX.5.0SP2
821 OrderInputDevice String Specific device number, terminal number or station where order was entered FIX.5.0SP1
1093 LotType char Defines the lot type assigned to the order.
Value SymbolicName Description Added Updated Deprecated
1 OddLot Odd Lot FIX.4.4EP-1
2 RoundLot Round Lot FIX.4.4EP-1
3 BlockLot Block Lot FIX.4.4EP-1
4 RoundLotBasedUpon Round lot based upon UnitOfMeasure(996) FIX.5.0SP1EP80
FIX.5.0SP1
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.5.0SP1
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.5.0SP1
2766 OrderPercentOfTotalVolume Percentage For Percent-of-volume (POV) average pricing this is the target percentage this order quantity represents of the total trading volume of an instrument during the specified time period. This provides the data needed to ensure that the average price is fair based on the total sum of grouped POV trades. FIX.5.0SP2

RateSource

Tag Name Reqd Type Description Added Updated Deprecated
1445 NoRateSources NumInGroup Number of rate sources being specified. FIX.5.0SP1
⇒1446 RateSource int Required if NoRateSource(1445) > 0
Value SymbolicName Description Added Updated Deprecated
0 Bloomberg Bloomberg FIX.5.0SP1EP82
1 Reuters Reuters FIX.5.0SP1EP82
2 Telerate Telerate FIX.5.0SP1EP82
99 Other Other FIX.5.0SP1EP82
3 ISDARateOption The source of the currency conversion as specified by the ISDA terms in Annex A to the 1998 FX and Currency Option Definitions. See http://www.fpml.org/coding-scheme/settlement-rate-option FIX.5.0SP2EP161
FIX.5.0SP1
⇒1447 RateSourceType int Required if NoRateSources(1445) > 0
Value SymbolicName Description Added Updated Deprecated
0 Primary Primary FIX.5.0SP1EP82
1 Secondary Secondary FIX.5.0SP1EP82
FIX.5.0SP1
⇒1448 ReferencePage String May be used when RateSource(1446)=99 (Other) FIX.5.0SP1 FIX.5.0SP2EP247
⇒2412 RateSourceReferemcePageHeading String Identifies the page heading from the rate source. FIX.5.0SP2
⇒2796 FXBenchmarkRateFix String Specifies the foreign exchange benchmark rate fixing to be used in valuing the transaction. For example "London 4 p.m." or "Tokyo 3 p.m." FIX.5.0SP2

TargetParties

Tag Name Reqd Type Description Added Updated Deprecated
1461 NoTargetPartyIDs NumInGroup Repeating group below should contain unique combinations of TargetPartyID, TargetPartyIDSource, and TargetPartyRole. FIX.5.0SP1
⇒1462 TargetPartyID String Required if NoTargetPartyIDs(1461) > 0. Used to identify the party targeted for the action specified in the message. FIX.5.0SP1 FIX.5.0SP2EP189
⇒1463 TargetPartyIDSource char Used to identify source of target party identifier. FIX.5.0SP1 FIX.5.0SP2EP189
⇒1464 TargetPartyRole int Used to identify the role of source party identifier. FIX.5.0SP1 FIX.5.0SP2EP189
⇒1818 TargetPartyRoleQualifier int Used to further qualify the role of the target party role. FIX.5.0SP2 FIX.5.0SP2EP189
⇒TargetPtysSubGrp Repeating group of target party sub-identifiers. FIX.5.0SP2

NewsRefGrp

Tag Name Reqd Type Description Added Updated Deprecated
1475 NoNewsRefIDs NumInGroup Number of news item references FIX.5.0SP1
⇒1476 NewsRefID String Required if NoNewsRefIDs(2144) > 0. News item being referenced. FIX.5.0SP1
⇒1477 NewsRefType int Type of reference.
Value SymbolicName Description Added Updated Deprecated
0 Replacement Replacement FIX.5.0SP1EP90
1 OtherLanguage Other language FIX.5.0SP1EP90 FIX.5.0SP2EP190
2 Complimentary Complimentary FIX.5.0SP1EP90
3 Withdrawal Withdrawal of the referenced news item, e.g. to correct an error. FIX.5.0SP2EP190
FIX.5.0SP1

ComplexEvents

The ComplexEvent Group is a repeating block which allows specifying an unlimited number and types of advanced events, such as observation and pricing over the lifetime of an option, futures, commodities or equity swap contract. Use EvntGrp to specify more straightforward events.

Tag Name Reqd Type Description Added Updated Deprecated
1483 NoComplexEvents NumInGroup None FIX.5.0SP1 FIX.5.0SP2EP169
⇒1484 ComplexEventType int Required if NoComplexEvents(1483) > 0.
Value SymbolicName Description Added Updated Deprecated
1 Capped Capped FIX.5.0SP1EP92
2 Trigger Trigger FIX.5.0SP1EP92
3 KnockInUp Knock-in up FIX.5.0SP1EP92
4 KnockInDown Knock-in down FIX.5.0SP1EP92 FIX.5.0SP2EP169
5 KnockOutUp Knock-out up FIX.5.0SP1EP92
6 KnockOutDown Knock-out down FIX.5.0SP1EP92
7 Underlying Underlying FIX.5.0SP1EP92
8 ResetBarrier Reset Barrier FIX.5.0SP1EP92
9 RollingBarrier Rolling Barrier FIX.5.0SP1EP92
10 OneTouch One-touch FIX.5.0SP2EP169
11 NoTouch No-touch FIX.5.0SP2EP169
12 DblOneTouch Double one-touch FIX.5.0SP2EP169
13 DblNoTouch Double no-touch FIX.5.0SP2EP169
14 FXComposite Foreign exchange composite FIX.5.0SP2EP169
15 FXQuanto Foreign exchange Quanto FIX.5.0SP2EP169
16 FXCrssCcy Foreign exchange cross currency FIX.5.0SP2EP169
17 StrkSpread Strike spread FIX.5.0SP2EP169
18 ClndrSpread Calendar spread FIX.5.0SP2EP169
19 PxObsvtn Price observation (Asian or Lookback) FIX.5.0SP2EP169
20 PassThrough Pass-through FIX.5.0SP2EP169
21 StrkSched Strike schedule FIX.5.0SP2EP169
22 EquityValuation Equity valuation FIX.5.0SP2EP208
23 DividendValuation Dividend valuation FIX.5.0SP2EP208
FIX.5.0SP1 FIX.5.0SP2EP169
⇒2117 ComplexOptPayoutPaySide int Trade side of payout payer. FIX.5.0SP2
⇒2118 ComplexOptPayoutReceiveSide int Trade side of payout receiver. FIX.5.0SP2
⇒2119 ComplexOptPayoutUnderlier String Reference to the underlier whose payments are being passed through. FIX.5.0SP2
⇒1485 ComplexOptPayoutAmount Amt Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. FIX.5.0SP1
⇒2120 ComplexOptPayoutPercentage Percentage Percentage of observed price for calculating the payout associated with the event. FIX.5.0SP2
⇒2121 ComplexOptPayoutTime int Specifies when the payout is to occur.
Value SymbolicName Description Added Updated Deprecated
0 Close Close FIX.5.0SP2EP169
1 Open Open FIX.5.0SP2EP169
2 OfficialSettl Official settlement FIX.5.0SP2EP169
3 ValuationTime Valuation time FIX.5.0SP2EP169
4 ExcahgneSettlTime Exchange settlement time FIX.5.0SP2EP169
5 DerivativesClose Derivatives close FIX.5.0SP2EP169
6 AsSpecified As specified in master confirmation FIX.5.0SP2EP169
FIX.5.0SP2
⇒2122 ComplexOptPayoutCurrency Currency Specifies the currency of the payout amount. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒1486 ComplexEventPrice Price Specifies the price at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484). FIX.5.0SP1
⇒2123 ComplexEventPricePercentage Percentage Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484). FIX.5.0SP2
⇒1487 ComplexEventPriceBoundaryMethod int Specifies the boundary condition to be used for the event price relative to the underlying price at the point the complex event outcome takes effect as determined by the ComplexEventPriceTimeType.
Value SymbolicName Description Added Updated Deprecated
1 LessThanComplexEventPrice Less than ComplexEventPrice(1486) FIX.5.0SP1EP92
2 LessThanOrEqualToComplexEventPrice Less than or equal to ComplexEventPrice(1486) FIX.5.0SP1EP92
3 EqualToComplexEventPrice Equal to ComplexEventPrice(1486) FIX.5.0SP1EP92
4 GreaterThanOrEqualToComplexEventPrice Greater than or equal to ComplexEventPrice(1486) FIX.5.0SP1EP92
5 GreaterThanComplexEventPrice Greater than ComplexEventPrice(1486) FIX.5.0SP1EP92
FIX.5.0SP1
⇒1488 ComplexEventPriceBoundaryPrecision Percentage Used in combination with ComplexEventPriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. FIX.5.0SP1
⇒1489 ComplexEventPriceTimeType int Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the ComplexEventType(1484).
Value SymbolicName Description Added Updated Deprecated
1 Expiration Expiration FIX.5.0SP1EP92
2 Immediate Immediate (At Any Time) FIX.5.0SP1EP92
3 SpecifiedDate Specified Date/Time FIX.5.0SP1EP92
4 Close Official closing time of the exchange on valuation date. FIX.5.0SP2EP208
5 Open Official opening time of the exchange on valuation date. FIX.5.0SP2EP208
6 OfficialSettlPrice Official settlement price determination time. FIX.5.0SP2EP208
7 DerivativesClose Official closing time of the derivatives exchange. FIX.5.0SP2EP208
8 AsSpecifiedMasterConfirmation As specified in Master Confirmation FIX.5.0SP2EP208
FIX.5.0SP1
⇒1490 ComplexEventCondition int Conditionally required when there are more than one ComplexEvents occurrences. A chain of ComplexEvents must be linked together through use of the ComplexEventCondition(1490) in which the relationship between any two events is described. For any two ComplexEvents the first occurrence will specify the ComplexEventCondition(1490) which links it with the second event.
Value SymbolicName Description Added Updated Deprecated
1 And And FIX.5.0SP1EP92
2 Or Or FIX.5.0SP1EP92
FIX.5.0SP1 FIX.5.0SP2EP169
⇒ComplexEventDates None FIX.5.0SP1 FIX.5.0SP2EP169
⇒2124 ComplexEventCurrencyOne Currency Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒2125 ComplexEventCurrencyTwo Currency Specifies the second reference currencyof the trade. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒2126 ComplexEventQuoteBasis int For foreign exchange Quanto option feature.
Value SymbolicName Description Added Updated Deprecated
0 Currency1PerCurrency2 Currency 1 per currency 2 FIX.5.0SP2EP169
1 Currency2PerCurrency1 Currency 2 per currency 1 FIX.5.0SP2EP169
FIX.5.0SP2
⇒2127 ComplexEventFixedFXRate float Specifies the fixed FX rate alternative for FX Quantro options. FIX.5.0SP2
⇒2407 ComplexEventSpotRate Price FX spot rate. FIX.5.0SP2
⇒2408 ComplexEventForwardPoints PriceOffset FX forward points added to spot rate. May be a negative value. FIX.5.0SP2
⇒2128 ComplexEventDeterminationMethod String Specifies the method according to which an amount or a date is determined.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2
⇒2129 ComplexEventCalculationAgent int Used to identify the calculation agent. FIX.5.0SP2
⇒2130 ComplexEventStrikePrice Price Upper strike price for Asian option feature. Strike percentage for a Strike Spread. FIX.5.0SP2
⇒2131 ComplexEventStrikeFactor float Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. FIX.5.0SP2
⇒2132 ComplexEventStrikeNumberOfOptions int Upper string number of options for a Strike Spread. FIX.5.0SP2
⇒ComplexEventRateSourceGrp FIX.5.0SP2
⇒ComplexEventRelativeDate FIX.5.0SP2
⇒ComplexEventPeriodGrp FIX.5.0SP2
⇒2133 ComplexEventCreditEventsXIDRef XIDREF Reference to credit event table elsewhere in the message. FIX.5.0SP2
⇒2134 ComplexEventCreditEventNotifyingParty int The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring.
Value SymbolicName Description Added Updated Deprecated
0 SellerNotifies Seller notifies FIX.5.0SP2EP169
1 BuyerNotifies Buyer notifies FIX.5.0SP2EP169
2 SellerOrBuyerNotifies Seller or buyer notifies FIX.5.0SP2EP169
FIX.5.0SP2
⇒2135 ComplexEventCreditEventBusinessCenter String The local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2
⇒2136 ComplexEventCreditEventStandardSources Boolean When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable. FIX.5.0SP2
⇒2137 ComplexEventCreditEventMinimumSources int The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. FIX.5.0SP2
⇒ComplexEventCreditEventSourceGrp FIX.5.0SP2
⇒ComplexEventCreditEventGrp FIX.5.0SP2
⇒2597 ComplexEventFuturesPriceValuation Boolean Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts. FIX.5.0SP2
⇒2598 ComplexEventOptionsPriceValuation Boolean Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts. FIX.5.0SP2
⇒2599 ComplexEventPVFinalPriceElectionFallback int Specifies the fallback provisions for the hedging party in the determination of the final settlement price.
Value SymbolicName Description Added Updated Deprecated
0 Close In respect of the "early final valuation date", the provisions for "future present value close" shall apply. FIX.5.0SP2EP208
1 HedgeElection In respect of the "early final valuation date", the provisions for "future present value hedge execution" shall apply. FIX.5.0SP2EP208
FIX.5.0SP2
⇒2138 ComplexEventXID XID Identifier of this complex event for cross referencing elsewhere in the message. FIX.5.0SP2
⇒2139 ComplexEventXIDRef XIDREF Reference to a complex event elsewhere in the message. FIX.5.0SP2

ComplexEventDates

The ComplexEventDate and ComplexEventTime components are used to constrain a complex event to a specific date range or time range. If specified the event is only effective on or within the specified dates and times.

Tag Name Reqd Type Description Added Updated Deprecated
1491 NoComplexEventDates NumInGroup None FIX.5.0SP1 FIX.5.0SP2EP169
⇒1492 ComplexEventStartDate UTCDateOnly Required if NoComplexEventDates(1491) > 0. FIX.5.0SP1
⇒1493 ComplexEventEndDate UTCDateOnly Required if NoComplexEventDates(1491) > 0. FIX.5.0SP1
⇒ComplexEventTimes FIX.5.0SP1

ComplexEventTimes

The ComplexEventTime component is nested within the ComplexEventDate in order to further qualify any dates placed on the event and is used to specify time ranges for which a complex event is effective. It is always provided within the context of start and end dates. The time range is assumed to be in effect for the entirety of the date or date range specified.

Tag Name Reqd Type Description Added Updated Deprecated
1494 NoComplexEventTimes NumInGroup Number of complex event time occurrences for a given complex event date
The default in case of an absence of time fields is 00:00:00-23:59:59. 		FIX.5.0SP1
⇒1495 ComplexEventStartTime UTCTimeOnly Required if NoComplexEventTimes(1494) > 0. FIX.5.0SP1
⇒1496 ComplexEventEndTime UTCTimeOnly Required if NoComplexEventTimes(1494) > 0. FIX.5.0SP1

StrmAsgnReqGrp

Tag Name Reqd Type Description Added Updated Deprecated
1499 NoAsgnReqs NumInGroup Stream Assignment Requests. FIX.5.0SP1
⇒Parties FIX.5.0SP1
⇒StrmAsgnReqInstrmtGrp FIX.5.0SP1

StrmAsgnRptGrp

Tag Name Reqd Type Description Added Updated Deprecated
1499 NoAsgnReqs NumInGroup Stream Assignment Reports. FIX.5.0SP1
⇒Parties FIX.5.0SP1
⇒StrmAsgnRptInstrmtGrp FIX.5.0SP1

StrmAsgnReqInstrmtGrp

Tag Name Reqd Type Description Added Updated Deprecated
146 NoRelatedSym NumInGroup Specifies the number of repeating symbols specified. FIX.5.0SP1
⇒Instrument FIX.5.0SP1
⇒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.5.0SP1
⇒271 MDEntrySize Qty Quantity or volume represented by the Market Data Entry. FIX.5.0SP1
⇒1500 MDStreamID String The identifier or name of the price stream. FIX.5.0SP1

StrmAsgnRptInstrmtGrp

Tag Name Reqd Type Description Added Updated Deprecated
146 NoRelatedSym NumInGroup Specifies the number of repeating symbols specified. FIX.5.0SP1
⇒Instrument FIX.5.0SP1
⇒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.5.0SP1
⇒1617 StreamAsgnType int The type of assignment being affected in the Stream Assignment Report.
Value SymbolicName Description Added Updated Deprecated
1 Assignment Assignment FIX.5.0SP1EP93
2 Rejected Rejected FIX.5.0SP1EP93
3 Terminate Terminate/Unassign FIX.5.0SP1EP93
FIX.5.0SP1
⇒1500 MDStreamID String The identifier or name of the price stream. FIX.5.0SP1
⇒1502 StreamAsgnRejReason int Reason code for stream assignment request reject.
Value SymbolicName Description Added Updated Deprecated
0 UnknownClient Unknown client FIX.5.0SP1EP93
1 ExceedsMaximumSize Exceeds maximum size FIX.5.0SP1EP93
2 UnknownOrInvalidCurrencyPair Unknown or Invalid currency pair FIX.5.0SP1EP93
3 NoAvailableStream No available stream FIX.5.0SP1EP93
99 Other Other FIX.5.0SP1EP93
FIX.5.0SP1
⇒58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.5.0SP1
⇒354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.5.0SP1
⇒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.5.0SP1

MatchingInstructions

Tag Name Reqd Type Description Added Updated Deprecated
1624 NoMatchInst NumInGroup Number of Instructions in the repeating group. FIX.5.0SP2
⇒1625 MatchInst int Required if NoMatchInst > 0.
Value SymbolicName Description Added Updated Deprecated
1 Match Match FIX.5.0SP2EP99
2 DoNotMatch Do Not Match FIX.5.0SP2EP99
FIX.5.0SP2
⇒1673 MatchInstMarketID Exchange None FIX.5.0SP2
⇒1626 MatchAttribTagID TagNum Required if NoMatchInst > 0. FIX.5.0SP2
⇒1627 MatchAttribValue String Required if NoMatchInst > 0. FIX.5.0SP2

LimitAmts

Tag Name Reqd Type Description Added Updated Deprecated
1630 NoLimitAmts NumInGroup Number of limit amount occurences. FIX.5.0SP2
⇒1631 LimitAmtType int Required when NoLimitAmts > 0
Value SymbolicName Description Added Updated Deprecated
0 CreditLimit Credit limit FIX.5.0SP2EP100
1 GrossPositionLimit Gross position limit FIX.5.0SP2EP100
2 NetPositionLimit Net position limit FIX.5.0SP2EP100
3 RiskExposureLimit Risk exposure limit FIX.5.0SP2EP100
4 LongPositionLimit Long position limit FIX.5.0SP2EP100
5 ShortPositionLimit Short position limit FIX.5.0SP2EP100
FIX.5.0SP2 FIX.5.0SP2EP180
⇒1632 LastLimitAmt Amt Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0. FIX.5.0SP2 FIX.5.0SP2EP180
⇒1633 LimitAmtRemaining Amt Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0. FIX.5.0SP2 FIX.5.0SP2EP180
⇒2394 LimitUtilizationAmt Amt Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0. FIX.5.0SP2
⇒2395 LimitAmt Amt The limit for the counterparty. This represents the total limit amount, independent of any amount already utilized. FIX.5.0SP2
⇒1634 LimitAmtCurrency Currency None FIX.5.0SP2
⇒2396 LimitRole int Indicates the scope of the limit by role. FIX.5.0SP2

MarginReqmtInqQualGrp

Tag Name Reqd Type Description Added Updated Deprecated
1636 NoMarginReqmtInqQualifier NumInGroup Number of qualifier entries FIX.5.0SP2
⇒1637 MarginReqmtInqQualifier int Qualifier for MarginRequirementInquiry to identify a specific report.
Value SymbolicName Description Added Updated Deprecated
0 Summary Summary FIX.5.0SP2EP102
1 Detail Detail FIX.5.0SP2EP102
2 ExcessDeficit Excess/Deficit FIX.5.0SP2EP102
3 NetPosition Net Position FIX.5.0SP2EP102
FIX.5.0SP2

MarginAmount

Tag Name Reqd Type Description Added Updated Deprecated
1643 NoMarginAmt NumInGroup Number of margin amount entries FIX.5.0SP2
⇒1645 MarginAmt Amt Amount of margin requirement. FIX.5.0SP2
⇒1644 MarginAmtType int Total margin requirement if not provided
Value SymbolicName Description Added Updated Deprecated
1 AdditionalMargin Component of the total margin calculation which allows the CCP to include amounts generated outside of the Margin Deficit. Additional risk charges collected when a firm is placed on higher than normal surveillance.
Additional margin serves to cover the additional liquidation costs that potentially could be incurred. Such possible close-out costs could arise if, based on the current market value of a portfolio, the worst case loss were to occur within a 24-hour period. It is used for options (also options on futures) and non-spread futures positions, bonds and equity trades. For bonds and equity trades, the additional margin is calculated for security positions but not for the corresponding cash positions.		 FIX.5.0SP2EP102
2 AdjustedMargin Unadjusted Margin can be modified to become an Adjusted Margin by assigning a specific collateral to it or by applying an exchange rate. FIX.5.0SP2EP102
3 UnadjustedMargin Calculated by adding up the options Premium Margin, the current Liquidating Margin, the Futures Spread Margin and the Additional Margin on account and currency level. FIX.5.0SP2EP102
4 BinaryAddOnAmount Requirement generated from positions in Binary Options which are considered fully margined. Margin for an individual contract in this category represents the total amount that would be paid upon delivery of a contract should it expire in-the-money. This amount is included as a component of Additional Margin in the Total Margin calculation. FIX.5.0SP2EP102
5 CashBalanceAmount Information about cash balance posted to the clearing house to cover the current margin requirement. FIX.5.0SP2EP102
6 ConcentrationMargin Reflects a riskier portfolio concentration when a set of closely related products is held. FIX.5.0SP2EP102
7 CoreMargin Specific basic requirement of a position. Core margin is equal to Initial Margin plus a percentage of the Variation Margin. FIX.5.0SP2EP102
8 DeliveryMargin Margin amount calculated between the Last Trade Date or Options Exercise Date and the Delivery or Settlement Date. Can also represent a commodities or energy delivery. FIX.5.0SP2EP102
9 DiscretionaryMargin Unspecific margin amount added by the risk manager, also called Increase Coverage Amount. FIX.5.0SP2EP102
10 FuturesSpreadMargin Long and short positions of futures with different expiration dates can be offset against each other and are called “spreads”. The remaining risk stems from the difference in expiration dates which does not provide a perfect price correlation. The purpose of Futures Spread Margin is to cover this risk until the next trading day.
This kind of margin is levied in order to cover those risks associated with a futures spread which could arise between today and tomorrow.		 FIX.5.0SP2EP102
11 InitialMargin The initial amount required to cover the position. FIX.5.0SP2EP102
12 LiquidatingMargin Calculated for cash, bond and equity positions and is equal to the profits and losses in such positions at the time of calculation. This margin protects the CCP if it is required to close out the position at the current/EOD price.
The liquidating margin (also called Current Liquidating Margin or Net Liquidating Margin) is paid by the buyer or the seller of the bonds. This margin covers losses that would occur if a position were to be liquidated today. The liquidating margin is adjusted daily similar to premium margin.		 FIX.5.0SP2EP102
13 MarginCallAmount If the collateral that has been deposited is no longer sufficient, meaning a lack of coverage exists, then the market participant will be called upon to provide additional cash as collateral. FIX.5.0SP2EP102
14 MarginDeficitAmount Base margin risk charge. This amount represents anticipated losses should the value of a portfolio (all positions in the account) fall below predefined level of Historical Value-at-Risk confidence. Also called Expected Shortfall Amount. FIX.5.0SP2EP102
15 MarginExcessAmount Excess long premium value which is generated when long premium value exceeds the sum of any short premium debit requirement and the account's risk charges. Also called Expected Surplus Amount or Margin Credit Amount. FIX.5.0SP2EP102
16 OptionPremiumAmount Premium registered on the given trading date.
The amount of money that the options buyer must pay the options seller.		 FIX.5.0SP2EP102
17 PremiumMargin Premium margin must be deposited by the seller of a traditional options position. It remains effective until the exercise or expiration of the option, and covers the potential costs of a close-out (liquidation) of the position of the seller at the settlement price. FIX.5.0SP2EP102
18 ReserveMargin Reserve margin provides a way to reflect the inflated risk of a position. Reserve margin is equal to a percentage of the variation margin. FIX.5.0SP2EP102
19 SecurityCollateralAmount Information about the security collateral posted to the clearing house to cover the current margin requirement. FIX.5.0SP2EP102
20 StressTestAddOnAmount Amount in addition to Margin Deficit in the Risk component of the margin calculation. This charge is based on tests which incorporate changes to distributional and confidence level assumptions to evaluate exposure to security concentration and changes in dependence structure; a predetermined percentage of the calculated exposure is collateralized as this charge. FIX.5.0SP2EP102
21 SuperMargin Additional risk charge applied to predetermined Cross-Margin accounts. The charge is based on the account's level of Margin Deficit. This amount is included as a component of Additional Margin in the Total Margin calculation. FIX.5.0SP2EP102
22 TotalMargin Sum of all margin amounts at value date. FIX.5.0SP2EP102
23 VariationMargin Variation margin (also called Contingent Variation Margin or Maintenance Margin) is the daily Profit and Loss (P&L) on Open Positions for the given trading date. The current price is compared to the previous day's price.
Variation margin (a daily offsetting of profits and losses) occurs as a result of the mark-to-market procedure used for futures and options on futures.		 FIX.5.0SP2EP102
24 SecondaryVariationMargin Variation margin on Option Positions that is calculated based on the market movement. This will be used by CCPs wanting to report the variation for Options and Futures separately. FIX.5.0SP2EP102
25 RolledUpMarginDeficit Rolled up margin deficit FIX.5.0SP2EP117
26 SpreadResponseMargin Risk factor component associated with spread moves, curve shape changes and recovery rates. FIX.5.0SP2EP162
27 SystemicRiskMargin Risk factor component to capture parallel shift of credit spreads. FIX.5.0SP2EP162
28 CurveRiskMargin Risk factor captures curve shifts based on portfolio. FIX.5.0SP2EP162
29 IndexSpreadRiskMargin Risk factor component associated with risks due to widening/tightening spreads of CDS indices relative to each other. FIX.5.0SP2EP162
30 SectorRiskMargin Risk factor component to capture sector risk. FIX.5.0SP2EP162
31 JumpToDefaultRiskMargin Risk factor component to capture extreme widening of credit spreads of a reference entity. Also known as Idiosyncratic Risk. FIX.5.0SP2EP162
32 BasisRiskMargin Risk factor component to capture basis risk between index and index constituent reference entities. FIX.5.0SP2EP162
33 InterestRateRiskMargin Risk factor component associated with parallel shift movements in interest rates. FIX.5.0SP2EP162
34 JumpToHealthRiskMargin Risk factor component to capture extreme narrowing of credit spreads of a reference entity. Also known as Idiosyncratic Risk. FIX.5.0SP2EP162
35 OtherRiskMargin Any other risk factors include in the Margin Model. FIX.5.0SP2EP162
FIX.5.0SP2
⇒1646 MarginAmtCcy Currency Can be used to specify the base settlement currency if Currency(15) is not specified. FIX.5.0SP2 FIX.5.0SP2EP162
⇒2088 MarginAmtFXRate float Foreign exchange rate used to compute the MarginAmt(1645) from the MarginAmtCcy(1646) and the Currency(15). FIX.5.0SP2
⇒2089 MarginAmtFXRateCalc char Specifies whether or not MarginAmtFXRate(2088) should be multipled or divided. FIX.5.0SP2
⇒1714 MarginAmountMarketSegmentID String Market segment associated with the margin amount. FIX.5.0SP2
⇒1715 MarginAmountMarketID String Market associated with the margin amount FIX.5.0SP2

RelatedInstrumentGrp

The RelatedInstrumentGrp is a repeating component at the same hierarchical level as the Instrument component, describing relationships and linkages between the Instrument, UnderlyingInstrument and InstrumentLeg entries. If all instances of the UnderlyingInstrument in the message are true underliers of the Instrument then the RelatedInstrumentGrp component is not needed. If any instance of the UnderlyingInstrument has a different relationship, e.g. underlier of an InstrumentLeg, stream, equity equivalent or nearest exchange-traded contract or there are multiple instances of InstrumentLeg, then an entry for every relationship should be included in this component. When the RelatedInstrumentGrp appears within a repeating group, each entry only apply to the Instrument component at the same hierarchical level.
In messages, such as Email(35=C) and News(35=B), where Instrument and the InstrumentLeg are within their repeating groups, the RelatedInstrumentGrp component may be used to link legs and underliers to their appropriate base Instrument.

Tag Name Reqd Type Description Added Updated Deprecated
1647 NoRelatedInstruments NumInGroup Number of related instruments FIX.5.0SP2
⇒1648 RelatedInstrumentType int Conditionally required when NoRelatedInstruments > 0
Value SymbolicName Description Added Updated Deprecated
1 HedgesForInstrument "hedges for" instrument FIX.5.0SP2EP103
2 Underlier Underlier FIX.5.0SP2EP187
3 EquityEquivalent Equity equivalent FIX.5.0SP2EP187
4 NearestExchangeTradedContract Nearest exchange traded contract FIX.5.0SP2EP187
5 RetailEquivalent None FIX.5.0SP2EP195
6 Leg Used to associate or link InstrumentLeg to Instrument in messages where there can be multiple instruments, such as in Email(35=C) and News(35=B) messages. FIX.5.0SP2EP201
FIX.5.0SP2
⇒1649 RelatedSymbol String Either RelatedSymbol(1649) or RelatedSecurityID(1650) must be specified. For RelatedInstrumentType(1648)=1 ("hedges for" instrument) this would be the instrument being used to offset the option Instrument. If one of the "related to" fields is specified, this is the UnderlyingSymbol(311) of an underlying instrument defining the related security in the current message. FIX.5.0SP2 FIX.5.0SP2EP187
⇒1650 RelatedSecurityID String Either RelatedSymbol(1649) or RelatedSecurityID(1650) must be specified. If one of the "related to" fields is specified, this is the UnderlyingSecurityID(309) of an underlying instrument defining the related security in the current message. FIX.5.0SP2 FIX.5.0SP2EP187
⇒1651 RelatedSecurityIDSource String Conditionally required when RelatedSecurityID(1650) is specified. FIX.5.0SP2 FIX.5.0SP2EP187
⇒1652 RelatedSecurityType String May be omitted if RelatedSecurityID(1650) or RelatedSymbol(1649) refers to an underlying instrument in the current message. FIX.5.0SP2 FIX.5.0SP2EP187
⇒1653 RelatedMaturityMonthYear MonthYear May be omitted if RelatedSecurityID(1650) or RelatedSymbol(1649) refers to an underlying instrument in the current message. FIX.5.0SP2 FIX.5.0SP2EP187
⇒2413 RelatedToSecurityID String Mutually exclusive with RelatedToStreamXIDRef(2415) and RelatedToDividendPeriodXIDRef(2417). If correlation is with the security in Instrument component then all "related to" fields may be omitted. FIX.5.0SP2 FIX.5.0SP2EP208
⇒2414 RelatedToSecurityIDSource String Conditionally required when RelatedToSecurityID(2413) is specified. FIX.5.0SP2
⇒2415 RelatedToStreamXIDRef XIDREF Mutually exclusive with RelatedToSecurityID(2413) and RelatedToDividendPeriodXIDRef(2417). If correlation is with the security in Instrument component then all "related to" fields may be omitted. FIX.5.0SP2 FIX.5.0SP2EP208
⇒2417 RelatedToDividendPeriodXIDRef XIDREF Mutually exclusive with RelatedToSecurityID(2413) and RelatedToStreamXIDRef(2415). If correlation is with the security in Instrument component then all "related to" fields may be omitted. FIX.5.0SP2

RequestedPartyRoleGrp

Used to specify one or more PartyRoles as part of a request.

Tag Name Reqd Type Description Added Updated Deprecated
1508 NoRequestedPartyRoles NumInGroup Number of requested party roles. FIX.5.0SP2
⇒1509 RequestedPartyRole int Identifies the type of party role requested. Required if NoRequestedPartyRoles > 0. FIX.5.0SP2
⇒2386 RequestedPartyRoleQualifier int Used to further qualify the value of RequestedPartyRole(1509). FIX.5.0SP2

PartyRelationshipGrp

Repeating group of party relationships.

Tag Name Reqd Type Description Added Updated Deprecated
1514 NoPartyRelationships NumInGroup Number of party relationships. FIX.5.0SP2
⇒1515 PartyRelationship int Identifies the type of party relationship requested. Required if NoPartyRelationships > 0.
Value SymbolicName Description Added Updated Deprecated
0 IsAlso Is also FIX.5.0SP2EP105
1 ClearsFor Clears for FIX.5.0SP2EP105
2 ClearsThrough Clears through FIX.5.0SP2EP105
3 TradesFor Trades for FIX.5.0SP2EP105
4 TradesThrough Trades through FIX.5.0SP2EP105
5 Sponsors Sponsors FIX.5.0SP2EP105
6 SponsoredThrough Sponsored through FIX.5.0SP2EP105
7 ProvidesGuaranteeFor Provides guarantee for FIX.5.0SP2EP105
8 IsGuaranteedBy Is guaranteed by FIX.5.0SP2EP105
9 MemberOf Member of FIX.5.0SP2EP105
10 HasMembers Has members FIX.5.0SP2EP105
11 ProvidesMarketplaceFor Provides marketplace for FIX.5.0SP2EP105
12 ParticipantOfMarketplace Participant of marketplace FIX.5.0SP2EP105
13 CarriesPositionsFor Carries positions for FIX.5.0SP2EP105
14 PostsTradesTo Posts trades to FIX.5.0SP2EP105
15 EntersTradesFor Enters trades for FIX.5.0SP2EP105
16 EntersTradesThrough Enters trades through FIX.5.0SP2EP105
17 ProvidesQuotesTo Provides quotes to FIX.5.0SP2EP105
18 RequestsQuotesFrom Requests quotes from FIX.5.0SP2EP105
19 InvestsFor Invests for FIX.5.0SP2EP105
20 InvestsThrough Invests through FIX.5.0SP2EP105
21 BrokersTradesFor Brokers trades for FIX.5.0SP2EP105
22 BrokersTradesThrough Brokers trades through FIX.5.0SP2EP105
23 ProvidesTradingServicesFor Provides trading services for FIX.5.0SP2EP105
24 UsesTradingServicesOf Uses trading services of FIX.5.0SP2EP105
25 ApprovesOf Approves of FIX.5.0SP2EP105
26 ApprovedBy Approved by FIX.5.0SP2EP105
27 ParentFirmFor Parent firm for FIX.5.0SP2EP105
28 SubsidiaryOf Subsidiary of FIX.5.0SP2EP105
29 RegulatoryOwnerOf Regulatory owner of FIX.5.0SP2EP105
30 OwnedByRegulatory Owned by (regulatory) FIX.5.0SP2EP105
31 Controls Controls FIX.5.0SP2EP105
32 IsControlledBy Is controlled by FIX.5.0SP2EP105
33 LegalOwnerOf Legal / titled owner of FIX.5.0SP2EP105
34 OwnedByLegal Owned by (legal / title) FIX.5.0SP2EP105
35 BeneficialOwnerOf Beneficial owner of FIX.5.0SP2EP105
36 OwnedByBeneficial Owned by (beneficial) FIX.5.0SP2EP105
37 SettlesFor Settles for FIX.5.0SP2EP105
38 SettlesThrough Settles through FIX.5.0SP2EP105
FIX.5.0SP2

PartyDetailGrp

Contains details for a party, including related parties and alternative party identifiers.

Tag Name Reqd Type Description Added Updated Deprecated
1671 NoPartyDetails NumInGroup Number of party details. FIX.5.0SP2
⇒1691 PartyDetailID String The identification of the party. Required when NoPartyDetails(1671) > 0. FIX.5.0SP2 FIX.5.0SP2EP128
⇒1692 PartyDetailIDSource char Used to identify source of PartyID value (e.g. BIC). Required when NoPartyDetails(1671) > 0. FIX.5.0SP2 FIX.5.0SP2EP128
⇒1693 PartyDetailRole int Identifies the type of PartyID (e.g. Executing Broker). Required when NoPartyDetails(1671) > 0. FIX.5.0SP2 FIX.5.0SP2EP128
⇒1674 PartyDetailRoleQualifier int Qualifies the value of PartyDetailRole(1693).
Value SymbolicName Description Added Updated Deprecated
0 Agency Agency FIX.5.0SP2EP105 FIX.5.0SP2EP223
1 Principal Principal FIX.5.0SP2EP105 FIX.5.0SP2EP223
2 RisklessPrincipal Riskless principal FIX.5.0SP2EP105 FIX.5.0SP2EP223
3 GeneralClearingMember General clearing member FIX.5.0SP2EP105 FIX.5.0SP2EP223
4 IndividualClearingMember Individual clearing member FIX.5.0SP2EP105 FIX.5.0SP2EP223
5 PreferredMarketMaker Market maker getting a part of the matched quantity before primary or default market maker. FIX.5.0SP2EP131 FIX.5.0SP2EP223
6 DirectedMarketMaker Single market maker to handle the order provided. FIX.5.0SP2EP131 FIX.5.0SP2EP223
7 Bank Bank FIX.5.0SP2EP161 FIX.5.0SP2EP223
8 Hub Indicates that the Intermediary party is a hub system or service provider. FIX.5.0SP2EP171 FIX.5.0SP2EP223
9 PrimaryTrdRepository Used to differentiate the principal trade repository from the Original or Additional trade repositories when there are multiple trade repositories being reported. FIX.5.0SP2EP193 FIX.5.0SP2EP223
10 OrigTrdRepository Used to identify the trade repository to which the trade was originally reported if different from the current repository to which the trade is being reported. FIX.5.0SP2EP193 FIX.5.0SP2EP223
11 AddtnlIntlTrdRepository Used with InternationalSwapIndicator(2526) to identify the trade repository that is in addition to the local swaps data repository as required by U.S. law. FIX.5.0SP2EP193 FIX.5.0SP2EP223
12 AddtnlDomesticTrdRepository Used with MixedSwapIndicator(1929) to identify the trade repository that is in addition to the current trade repository when the assets in the swap are subject to two different domestic regulators. FIX.5.0SP2EP193 FIX.5.0SP2EP223
13 RelatedExchange Related exchange FIX.5.0SP2EP208 FIX.5.0SP2EP223
14 OptionsExchange Options exchange FIX.5.0SP2EP208 FIX.5.0SP2EP223
15 SpecifiedExchange Specified exchange FIX.5.0SP2EP208 FIX.5.0SP2EP223
16 ConstituentExchange None FIX.5.0SP2EP208 FIX.5.0SP2EP223
17 ExemptFromTradeReporting In the context of FINRA TRACE reporting requirements, this is used to indicate the ATS has been granted a regulatory exemption from reporting. FIX.5.0SP2EP209 FIX.5.0SP2EP223
18 Current Can be used to convey an existing party identifier for the same party role in a single message. FIX.5.0SP2EP213 FIX.5.0SP2EP223
19 New Can be used to convey a future party identifier for the same party role in a single message. FIX.5.0SP2EP213 FIX.5.0SP2EP223
20 DesignatedSponsor Market maker jointly providing liquidity for the same security with other market makers. FIX.5.0SP2EP219 FIX.5.0SP2EP223
21 Specialist Market maker being the only one providing liquidity for a security. FIX.5.0SP2EP219 FIX.5.0SP2EP223
22 Algorithm Algorithm FIX.5.0SP2EP222 FIX.5.0SP2EP223
23 FirmOrLegalEntity Firm or legal entity FIX.5.0SP2EP222
24 NaturalPerson Natural person FIX.5.0SP2EP222
25 RegularTrader Standard trader profile. FIX.5.0SP2EP223
26 HeadTrader Senior trader leading a group of regular traders. FIX.5.0SP2EP223
27 Supervisor Administrative user that has only limited rights for normal trading but possibly special rights for emergency actions. FIX.5.0SP2EP223
FIX.5.0SP2
⇒PartyDetailSubGrp FIX.5.0SP2
⇒PartyDetailAltIDGrp Optionally used to specify alternate IDs to identify the party specified. FIX.5.0SP2
⇒RelatedPartyDetailGrp May not be specified in PartyDetailsListUpdateReport(35=CK) if ListUpdateAction(1324) = D(Delete) FIX.5.0SP2 FIX.5.0SP2EP128
⇒1672 PartyDetailStatus int Indicates the status of the party identified with PartyDetailID(1691).
Value SymbolicName Description Added Updated Deprecated
0 Active Active (default if not specified) FIX.5.0SP2EP105
1 Suspended Suspended FIX.5.0SP2EP105
2 Halted Halted FIX.5.0SP2EP171
FIX.5.0SP2 FIX.5.0SP2EP171

PartyDetailAltIDGrp

Alternative identifiers for a party.

Tag Name Reqd Type Description Added Updated Deprecated
1516 NoPartyDetailAltID NumInGroup Number of party alternative identifiers. FIX.5.0SP2
⇒1517 PartyDetailAltID String Required when NoPartyDetailAltID > 0. FIX.5.0SP2
⇒1518 PartyDetailAltIDSource char Required when NoPartyDetailAltID > 0. FIX.5.0SP2
⇒PartyDetailAltSubGrp FIX.5.0SP2

PartyDetailAltSubGrp

Alternate sub-identifiers for a party.

Tag Name Reqd Type Description Added Updated Deprecated
1519 NoPartyDetailAltSubIDs NumInGroup Number of party detail alternate sub-identifiers. FIX.5.0SP2
⇒1520 PartyDetailAltSubID String Required when NoPartyDetailAltSubIDs > 0. FIX.5.0SP2
⇒1521 PartyDetailAltSubIDType int Required when NoPartyDetailAltSubIDs > 0. FIX.5.0SP2

RiskLimitTypesGrp

Repeating group of risk limit types and values.

Tag Name Reqd Type Description Added Updated Deprecated
1529 NoRiskLimitTypes NumInGroup Number of risk limits with associated warning levels. FIX.5.0SP2
⇒1530 RiskLimitType int Required if NoRiskLimitTypes(1529) > 0.
Value SymbolicName Description Added Updated Deprecated
1 GrossLimit Gross limit FIX.5.0SP2EP105 FIX.5.0SP2EP128
2 NetLimit Net limit FIX.5.0SP2EP105 FIX.5.0SP2EP128
3 Exposure Exposure FIX.5.0SP2EP105
4 LongLimit Long limit FIX.5.0SP2EP105 FIX.5.0SP2EP128
5 ShortLimit Short limit FIX.5.0SP2EP105 FIX.5.0SP2EP128
6 CashMargin Cash margin FIX.5.0SP2EP128
7 AdditionalMargin Additional margin FIX.5.0SP2EP128
8 TotalMargin Total margin FIX.5.0SP2EP128
0 CreditLimit The credit limit provided by one party to another for trading. FIX.5.0SP2EP171
9 LimitConsumed The limit used in the recent transaction. FIX.5.0SP2EP171
10 ClipSize The total notional amount limit allowed to be executed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). FIX.5.0SP2EP171 FIX.5.0SP2EP214
11 MaxNotionalOrderSize Maximum notional order size FIX.5.0SP2EP171
12 DV01PV01Limit The maximum dollar value change resulting from a move of 1 basis point in the yield curve. This limits the interest rate risk exposure. Also known as "basis point value" or BPV. FIX.5.0SP2EP171
13 CS01Limit Credit spread sensitivity. Represents the change in market value of a CDS for a one basis point change in the credit spread. This limits the credit risk exposure of a CDS. Also known as "risky-DV01". FIX.5.0SP2EP171
14 VolumeLimitPerTimePeriod The total number of shares, bonds or contracts allowed to be executed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). FIX.5.0SP2EP214
15 VolFilledPctOrdVolTmPeriod The total number of shares, bonds or contracts executed as a percentage of the total ordered shares, contracts or notional amount for a specified security, instrument, symbol, or underlying, over a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). FIX.5.0SP2EP214
16 NotlFilledPctNotlTmPeriod The total notional amount executed as a percentage of the total ordered shares, contracts or notional amount for a specified security, instrument, symbol, or underlying, over a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). FIX.5.0SP2EP214
17 TransactionExecutionLimitPerTimePeriod The total number of transactions or execution fills allowed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). FIX.5.0SP2EP214
FIX.5.0SP2 FIX.5.0SP2EP128
⇒1531 RiskLimitAmount Amt Specifies the risk limit amount. FIX.5.0SP2 FIX.5.0SP2EP128
⇒1767 RiskLimitAction int Identifies the action to take or risk model to assume should risk limit be exceeded or breached for the specified party.
Value SymbolicName Description Added Updated Deprecated
0 QueueInbound Queue inbound FIX.5.0SP2EP171
1 QueueOutbound Queue outbound FIX.5.0SP2EP171
2 Reject Reject FIX.5.0SP2EP171
3 Disconnect Disconnect FIX.5.0SP2EP171
4 Warning Warning FIX.5.0SP2EP171
5 PingCreditCheckWithRevalidation Each subsequent order, quote request or quote submission by the Credit

User must obtain pre-approval. Any open orders, quote requests or quotes are to be cancelled.		 FIX.5.0SP2EP171
6 PingCreditCheckNoRevalidation Each subsequent order, quote request or quote submission by the Credit

User must obtain pre-approval. Any open orders, quote requests or quotes will remain active.		 FIX.5.0SP2EP171
7 PushCreditCheckWithRevalidation Each subsequent order, quote request or quote subnmission by the Credit

User must be checked against the limit amounts pushed to the trading platform. Any open orders, quote requests or quotes are

to be cancelled.		 FIX.5.0SP2EP171
8 PushCreditCheckNoRevalidation Each subsequent order, quote request or quote subnmission by the Credit

User must be checked against the limit amounts pushed to the trading platform. Any open orders, quote requests or quotes will

remain active.		 FIX.5.0SP2EP171
9 Suspend Suspend the Credit User from trading once limit(s) is breached. This is

considered a "soft" stop.		 FIX.5.0SP2EP171
10 HaltTrading Halt or stop the Credit User from trading once limit(s) is breached.

This is considered a "hard" stop and may require more involved actions to reinstate the Credit User's ability

to trade.		 FIX.5.0SP2EP171
FIX.5.0SP2
⇒1766 RiskLimitUtilizationAmount Amt Not applicable in a request. FIX.5.0SP2
⇒1765 RiskLimitUtilizationPercent Percentage Not applicable in a request. FIX.5.0SP2
⇒1532 RiskLimitCurrency Currency Used to specify the currency of the risk limit amount. FIX.5.0SP2
⇒1533 RiskLimitPlatform String The area to which risk limit is applicable. This can be a trading platform or an offering. FIX.5.0SP2
⇒2336 RiskLimitVelocityPeriod int Conditionally required when RiskLimitType(1530) = 10 (Clip size) FIX.5.0SP2
⇒2337 RiskLimitVelocityUnit String Unit of time in which RiskLimitVelocityPeriod(2336) is expressed. FIX.5.0SP2
⇒RiskWarningLevelGrp FIX.5.0SP2 FIX.5.0SP2EP171

InstrumentScope

Used to specify the instrument

Tag Name Reqd Type Description Added Updated Deprecated
1536 InstrumentScopeSymbol String Used to limit instrument scope to specified symbol.
See Symbol(55) field for description. 		FIX.5.0SP2
1537 InstrumentScopeSymbolSfx String Used to limit instrument scope to specified symbol suffix.
See SymbolSfx(65) field for description. 		FIX.5.0SP2
1538 InstrumentScopeSecurityID String Used to limit instrument scope to specified security identifier.
See SecurityID(48) field for description. 		FIX.5.0SP2
1539 InstrumentScopeSecurityIDSource String Used to limit instrument scope to specified security identifier source.
See SecurityIDSource(22) field for description. 		FIX.5.0SP2
InstrumentScopeSecurityAltIDGrp FIX.5.0SP2
1543 InstrumentScopeProduct int Used to limit instrument scope to specified instrument product category.
See Product (460) field for description. 		FIX.5.0SP2
1544 InstrumentScopeProductComplex String Used to limit instrument scope to specified product complex.
See ProductComplex(1227) field for description. 		FIX.5.0SP2
1545 InstrumentScopeSecurityGroup String Used to limit instrument scope to specified security group.
See SecurityGroup(1151) field for description. 		FIX.5.0SP2
1546 InstrumentScopeCFICode String Used to limit instrument scope to specified CFICode.
See CFICode(461) field for description. 		FIX.5.0SP2
1547 InstrumentScopeSecurityType String Used to limit instrument scope to specified security type.
See SecurityType(167) field for description). 		FIX.5.0SP2
1548 InstrumentScopeSecuritySubType String Used to limit instrument scope to specified security sub-type.
See SecuritySubType(762) field for description. 		FIX.5.0SP2
1549 InstrumentScopeMaturityMonthYear MonthYear Used to limit instrument scope to specified maturity month and year.
See MaturityMonthYear(200) field for description. 		FIX.5.0SP2
1550 InstrumentScopeMaturityTime TZTimeOnly Used to limit instrument scope to specified maturity time.
See MaturityTime(1079) field for description. 		FIX.5.0SP2
1551 InstrumentScopeRestructuringType String Used to limit instrument scope to specified restructuring type.
See RestructuringType(1449) field for description. 		FIX.5.0SP2
1552 InstrumentScopeSeniority String Used to limit instrument scope to specified seniority type.
See Seniority(1450) field for description. 		FIX.5.0SP2
1553 InstrumentScopePutOrCall int Used to limit instrument scope to puts or calls.
See PutOrCall(201) field for description. 		FIX.5.0SP2
1554 InstrumentScopeFlexibleIndicator Boolean Used to limit instrument scope to securities that can be defined using flexible terms or not.
See FlexibleIndicator(1244) field for description. 		FIX.5.0SP2
1555 InstrumentScopeCouponRate Percentage Used to limit instrument scope to specified coupon rate.
See CouponRate(223) field for description. 		FIX.5.0SP2 FIX.5.0SP2EP182
1616 InstrumentScopeSecurityExchange Exchange Used to limit instrument scope to specified security exchange.
See SecurityExchange(207) field for description. 		FIX.5.0SP2
1556 InstrumentScopeSecurityDesc String Used to limit instrument scope to specified security description.
See SecurityDesc(107) field for description. 		FIX.5.0SP2
1620 InstrumentScopeEncodedSecurityDescLen Length Byte length of encoded (non-ASCII characters) InstrumentScopeEncodedSecurityDesc (1621) field FIX.5.0SP2
1621 InstrumentScopeEncodedSecurityDesc data Encoded (non-ASCII characters) representation of the InstrumentScopeSecurityDesc (1556) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the InstrumentScopeSecurityDesc field. FIX.5.0SP2
1557 InstrumentScopeSettlType String Can be used to specify FX tenors. FIX.5.0SP2

InstrumentScopeSecurityAltIDGrp

Alternative SecurityIDs for an instrument specified in the InstrumentScope.

Tag Name Reqd Type Description Added Updated Deprecated
1540 NoInstrumentScopeSecurityAltID NumInGroup Number of alternate security identifier for the specified InstrumentScopeSecurityID(1538). FIX.5.0SP2
⇒1541 InstrumentScopeSecurityAltID String Required when NoInstrumentScopeSecurityAltID > 0. FIX.5.0SP2
⇒1542 InstrumentScopeSecurityAltIDSource String Required when NoInstrumentScopeSecurityAltID > 0. FIX.5.0SP2

RiskWarningLevelGrp

Risk warning levels.

Tag Name Reqd Type Description Added Updated Deprecated
1559 NoRiskWarningLevels NumInGroup Number of risk warning levels. FIX.5.0SP2
⇒1769 RiskWarningLevelAction int Required if NoRiskWarningLevels(1559) > 0. FIX.5.0SP2
⇒1560 RiskWarningLevelPercent Percentage Conditionally required when RiskWarningLevelAmount(1768) is not provided. FIX.5.0SP2 FIX.5.0SP2EP128
⇒1768 RiskWarningLevelAmount int Conditionally required when RiskWarningLevelPercent(1560) is not provided. FIX.5.0SP2
⇒1561 RiskWarningLevelName String Name or error message associated with the risk warning level. FIX.5.0SP2

RelatedPartyDetailGrp

Party details for parties related to the Party specified in the PartyDetailGrp.

Tag Name Reqd Type Description Added Updated Deprecated
1562 NoRelatedPartyDetailID NumInGroup Number of related party detail identifiers. FIX.5.0SP2
⇒1563 RelatedPartyDetailID String Required if NoRelatedPartyDetails > 0. FIX.5.0SP2
⇒1564 RelatedPartyDetailIDSource char Required if NoRelatedPartyDetails > 0. FIX.5.0SP2
⇒1565 RelatedPartyDetailRole int Required if NoRelatedPartyDetails > 0. FIX.5.0SP2
⇒1675 RelatedPartyDetailRoleQualifier int Qualifies the value of RelatedPartyRole(1565) FIX.5.0SP2
⇒RelatedPartyDetailSubGrp FIX.5.0SP2
⇒RelatedPartyDetailAltIDGrp FIX.5.0SP2
⇒PartyRelationshipGrp FIX.5.0SP2

RelatedPartyDetailSubGrp

PartySubGrp for related parties.

Tag Name Reqd Type Description Added Updated Deprecated
1566 NoRelatedPartyDetailSubIDs NumInGroup Number of related party detail sub-identifiers. FIX.5.0SP2
⇒1567 RelatedPartyDetailSubID String Required when NoRelatedPartyDetailSubIDs > 0. FIX.5.0SP2
⇒1568 RelatedPartyDetailSubIDType int Required when NoRelatedPartyDetailSubIDs > 0. FIX.5.0SP2

RelatedPartyDetailAltIDGrp

Alternative identifiers for parties related to the party specified in the PartyDetailGrp.

Tag Name Reqd Type Description Added Updated Deprecated
1569 NoRelatedPartyDetailAltID NumInGroup None FIX.5.0SP2
⇒1570 RelatedPartyDetailAltID String Required when NoRelatedPartyDetailAltID > 0. FIX.5.0SP2
⇒1571 RelatedPartyDetailAltIDSource char Required when NoRelatedPartyDetailAltID > 0. FIX.5.0SP2
⇒RelatedPartyDetailAltSubGrp FIX.5.0SP2

RelatedPartyDetailAltSubGrp

Sub identifiers for related parties alternate identifiers.

Tag Name Reqd Type Description Added Updated Deprecated
1572 NoRelatedPartyDetailAltSubIDs NumInGroup Number of related party detail alternate sub-identifiers. FIX.5.0SP2
⇒1573 RelatedPartyDetailAltSubID String Required when NoRelatedPartyDetailAltSubIDs > 0. FIX.5.0SP2
⇒1574 RelatedPartyDetailAltSubIDType int Required when NoRelatedPartyDetailAltSubIDs > 0. FIX.5.0SP2

InstrumentScopeGrp

Repeating group of InstrumentScope Components. Used to specify the instruments to which a request applies.

Tag Name Reqd Type Description Added Updated Deprecated
1656 NoInstrumentScopes NumInGroup Number of instrument scopes. FIX.5.0SP2
⇒1535 InstrumentScopeOperator int Required when NoInstrumentScopes > 0.
Value SymbolicName Description Added Updated Deprecated
1 Include Include FIX.5.0SP2EP105
2 Exclude Exclude FIX.5.0SP2EP105
FIX.5.0SP2
⇒InstrumentScope FIX.5.0SP2

RiskInstrumentScopeGrp

Repeating group of InstrumentScope Components. Used to specify the instruments to which a request applies.

Tag Name Reqd Type Description Added Updated Deprecated
1534 NoRiskInstrumentScopes NumInGroup Number of risk instrument scopes. FIX.5.0SP2
⇒1535 InstrumentScopeOperator int Required when NoRiskInstrumentScopes > 0.
Value SymbolicName Description Added Updated Deprecated
1 Include Include FIX.5.0SP2EP105
2 Exclude Exclude FIX.5.0SP2EP105
FIX.5.0SP2
⇒InstrumentScope FIX.5.0SP2
⇒1558 RiskInstrumentMultiplier float Multiplier applied to the transaction amount for comparison with risk limits. Default if not specified is 1.0. FIX.5.0SP2

RequestingPartyGrp

Identifies the party making the request.

Tag Name Reqd Type Description Added Updated Deprecated
1657 NoRequestingPartyIDs NumInGroup Number of requesting party identifiers. FIX.5.0SP2
⇒1658 RequestingPartyID String Required when NoRequestingPartyIDs > 0. FIX.5.0SP2
⇒1659 RequestingPartyIDSource char Required when NoRequestingPartyIDs > 0. FIX.5.0SP2
⇒1660 RequestingPartyRole int Required when NoRequestingPartyIDs > 0. FIX.5.0SP2
⇒2338 RequestingPartyRoleQualifier int None FIX.5.0SP2
⇒RequestingPartySubGrp FIX.5.0SP2 FIX.5.0SP2EP171

RequestingPartySubGrp

Sub identifiers for the requesting party.

Tag Name Reqd Type Description Added Updated Deprecated
1661 NoRequestingPartySubIDs NumInGroup Number of requesting party sub-identifiers. FIX.5.0SP2
⇒1662 RequestingPartySubID String Required when NoRequestingPartySubIDs > 0. FIX.5.0SP2
⇒1663 RequestingPartySubIDType int Required when NoRequestingPartySubIDs > 0. FIX.5.0SP2

PartyDetailsUpdateGrp

Party details component that includes an update action.

Tag Name Reqd Type Description Added Updated Deprecated
1676 NoPartyUpdates NumInGroup Number of party updates. FIX.5.0SP2
⇒1324 ListUpdateAction char Required if NoPartyUpdates > 0.
Value SymbolicName Description Added Updated Deprecated
A Add Add FIX.5.0SP2EP128
D Delete Delete FIX.5.0SP2EP128
M Modify Modify FIX.5.0SP2EP128
S Snapshot Snapshot FIX.5.0SP2EP128
FIX.5.0SP2
⇒PartyDetailGrp FIX.5.0SP2

RequestedRiskLimitTypesGrp

List of risk limit types being requested.

Tag Name Reqd Type Description Added Updated Deprecated
1668 NoRequestedRiskLimitType NumInGroup Number of risk limit types requested. FIX.5.0SP2
⇒1530 RiskLimitType int Required if NoRequestedRiskLimitType > 0.
Value SymbolicName Description Added Updated Deprecated
1 GrossLimit Gross limit FIX.5.0SP2EP105 FIX.5.0SP2EP128
2 NetLimit Net limit FIX.5.0SP2EP105 FIX.5.0SP2EP128
3 Exposure Exposure FIX.5.0SP2EP105
4 LongLimit Long limit FIX.5.0SP2EP105 FIX.5.0SP2EP128
5 ShortLimit Short limit FIX.5.0SP2EP105 FIX.5.0SP2EP128
6 CashMargin Cash margin FIX.5.0SP2EP128
7 AdditionalMargin Additional margin FIX.5.0SP2EP128
8 TotalMargin Total margin FIX.5.0SP2EP128
0 CreditLimit The credit limit provided by one party to another for trading. FIX.5.0SP2EP171
9 LimitConsumed The limit used in the recent transaction. FIX.5.0SP2EP171
10 ClipSize The total notional amount limit allowed to be executed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). FIX.5.0SP2EP171 FIX.5.0SP2EP214
11 MaxNotionalOrderSize Maximum notional order size FIX.5.0SP2EP171
12 DV01PV01Limit The maximum dollar value change resulting from a move of 1 basis point in the yield curve. This limits the interest rate risk exposure. Also known as "basis point value" or BPV. FIX.5.0SP2EP171
13 CS01Limit Credit spread sensitivity. Represents the change in market value of a CDS for a one basis point change in the credit spread. This limits the credit risk exposure of a CDS. Also known as "risky-DV01". FIX.5.0SP2EP171
14 VolumeLimitPerTimePeriod The total number of shares, bonds or contracts allowed to be executed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). FIX.5.0SP2EP214
15 VolFilledPctOrdVolTmPeriod The total number of shares, bonds or contracts executed as a percentage of the total ordered shares, contracts or notional amount for a specified security, instrument, symbol, or underlying, over a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). FIX.5.0SP2EP214
16 NotlFilledPctNotlTmPeriod The total notional amount executed as a percentage of the total ordered shares, contracts or notional amount for a specified security, instrument, symbol, or underlying, over a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). FIX.5.0SP2EP214
17 TransactionExecutionLimitPerTimePeriod The total number of transactions or execution fills allowed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). FIX.5.0SP2EP214
FIX.5.0SP2

PartyRiskLimitsGrp

Repeating group of parties (specified using PartyDetails) and the risk limits for the party.

Tag Name Reqd Type Description Added Updated Deprecated
1677 NoPartyRiskLimits NumInGroup Number of party risk limits. FIX.5.0SP2
⇒PartyDetailGrp Required if NoPartyRiskLimits(1677) > 0. FIX.5.0SP2 FIX.5.0SP2EP128
⇒RiskLimitsGrp Required if NoPartyRiskLimits(1677) > 0. Omit to implicitly report removal of risk limits. FIX.5.0SP2 FIX.5.0SP2EP128
⇒1670 RiskLimitID String Unique reference identifier for a specific risk limit defined for the specified party. FIX.5.0SP2
⇒2339 RiskLimitCheckModelType int Specifies the type of credit limit check model workflow to apply for the specified party
Value SymbolicName Description Added Updated Deprecated
0 None No specified limit check model is defined. Limit checks for the party will be based on parameters defined. FIX.5.0SP2EP171
1 PlusOneModel A pre-trade credit limit check model which allows trades to occur until it is determined by the clearinghouse or other designated limit checker that the party's limit(s) was breached by the most recent trade executed. FIX.5.0SP2EP171
2 PingModel A pre-trade credit limit check model which requires the execution venue to obtain limit approval from the Credit Provider for every transaction about to be conducted by the Credit User. FIX.5.0SP2EP171
3 PushModel A pre-trade credit limit check model in which the Credit Provider "pushes" to the execution venue the credit limit information allocated to each of the Credit Provider's counterparty or customer. FIX.5.0SP2EP171
FIX.5.0SP2
⇒2355 PartyRiskLimitStatus int None
Value SymbolicName Description Added Updated Deprecated
0 Disabled Risk limits for party is disabled. FIX.5.0SP2EP214
1 Enabled Risk limits for party is enabled. FIX.5.0SP2EP214
FIX.5.0SP2

RiskLimitsGrp

Repeating group of risk limits.

Tag Name Reqd Type Description Added Updated Deprecated
1669 NoRiskLimits NumInGroup Number of risk limits for different instrument scopes. FIX.5.0SP2
⇒RiskLimitTypesGrp Required if NoRiskLimits(1669) > 0. FIX.5.0SP2 FIX.5.0SP2EP128
⇒RiskInstrumentScopeGrp FIX.5.0SP2

PartyDetailSubGrp

Additional party sub-identifiers

Tag Name Reqd Type Description Added Updated Deprecated
1694 NoPartyDetailSubIDs NumInGroup Number of party detail sub-identifiers. FIX.5.0SP2 FIX.5.0SP2EP208
⇒1695 PartyDetailSubID String Required when NoPartyDetailSubIDs > 0. FIX.5.0SP2
⇒1696 PartyDetailSubIDType int Required when NoPartyDetailSubIDs > 0. FIX.5.0SP2

SecMassStatGrp

Tag Name Reqd Type Description Added Updated Deprecated
146 NoRelatedSym NumInGroup Number of exceptions with a trading status different from SecurityMassTradingStatus (1679). FIX.5.0SP2
⇒Instrument Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages". Conditionally required if NoRelatedSym > 0. FIX.5.0SP2
⇒InstrumentExtension Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages". FIX.5.0SP2
⇒FinancingDetails FIX.5.0SP2
⇒UndInstrmtGrp FIX.5.0SP2
⇒InstrmtLegGrp FIX.5.0SP2
⇒RelatedInstrumentGrp FIX.5.0SP2
⇒326 SecurityTradingStatus int Conditionally required if NoRelatedSym > 0.
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.5.0SP2
⇒1174 SecurityTradingEvent int Identifies an event related to a SecurityTradingStatus(326). An event occurs and is gone, it is not a state that applies for a period of time.
Value SymbolicName Description Added Updated Deprecated
1 OrderImbalance Order imbalance, auction is extended FIX.5.0EP47
2 TradingResumes Trading resumes (after Halt) FIX.5.0EP47
3 PriceVolatilityInterruption Price Volatility Interruption FIX.5.0EP47
4 ChangeOfTradingSession Change of Trading Session FIX.5.0EP47
5 ChangeOfTradingSubsession Change of Trading Subsession FIX.5.0EP47
6 ChangeOfSecurityTradingStatus Change of Security Trading Status FIX.5.0EP47 FIX.5.0SP1EP95
7 ChangeOfBookType Change of Book Type FIX.5.0EP47
8 ChangeOfMarketDepth Change of Market Depth FIX.5.0EP47
9 CorporateAction Corporate action FIX.5.0SP2EP190
FIX.5.0SP2
⇒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.5.0SP2
⇒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.5.0SP2
⇒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.5.0SP2
⇒58 Text String Comment, instructions, or other identifying information. FIX.5.0SP2
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.5.0SP2
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.5.0SP2

LegPositionAmountData

Tag Name Reqd Type Description Added Updated Deprecated
1586 NoLegPosAmt NumInGroup Number of Position Amount entries FIX.5.0SP2
⇒1587 LegPosAmt Amt Conditionally required if NoLegPosAmt > 0. FIX.5.0SP2
⇒1588 LegPosAmtType String Type of leg position amount. FIX.5.0SP2
⇒1589 LegPosCurrency Currency Leg position currency. FIX.5.0SP2
⇒1590 LegPosAmtReason int Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported. FIX.5.0SP2

SecurityClassificationGrp

Tag Name Reqd Type Description Added Updated Deprecated
1582 NoSecurityClassifications NumInGroup Number of Security Classifications. FIX.5.0SP2
⇒1583 SecurityClassificationReason int Conditionally required if NoSecurityClassifications > 0.
Value SymbolicName Description Added Updated Deprecated
0 Fee Fee FIX.5.0SP2EP107
1 CreditControls Credit Controls FIX.5.0SP2EP107
2 Margin Margin FIX.5.0SP2EP107
3 EntitlementOrEligibility Entitlement / Eligibility FIX.5.0SP2EP107
4 MarketData Market Data FIX.5.0SP2EP107
5 AccountSelection Account Selection FIX.5.0SP2EP107
6 DeliveryProcess Delivery Process FIX.5.0SP2EP107
7 Sector Sector FIX.5.0SP2EP107
FIX.5.0SP2
⇒1584 SecurityClassificationValue String Specifies the product classification value which further details the manner in which the instrument participates in the class. FIX.5.0SP2

ThrottleParamsGrp

Tag Name Reqd Type Description Added Updated Deprecated
1610 NoThrottles NumInGroup Indicates number of throttles to follow. FIX.5.0SP2
⇒1611 ThrottleAction int Required when NoThrottles > 0.
Value SymbolicName Description Added Updated Deprecated
0 QueueInbound Queue inbound FIX.5.0SP2EP116 FIX.5.0SP2EP128
1 QueueOutbound Queue outbound FIX.5.0SP2EP116 FIX.5.0SP2EP128
2 Reject Reject FIX.5.0SP2EP116
3 Disconnect Disconnect FIX.5.0SP2EP116
4 Warning Warning FIX.5.0SP2EP116
FIX.5.0SP2
⇒1612 ThrottleType int Required when NoThrottles > 0.
Value SymbolicName Description Added Updated Deprecated
0 InboundRate Inbound Rate FIX.5.0SP2EP116
1 OutstandingRequests Outstanding Requests FIX.5.0SP2EP116
FIX.5.0SP2
⇒1613 ThrottleNoMsgs int Number of messages per time interval, or number of outstanding requests. Required when NoThrottles > 0. FIX.5.0SP2
⇒1614 ThrottleTimeInterval int Can be used only when ThrottleType = Inbound Rate. Indicates, along with ThrottleTimeUnit, the interval of time in which ThrottleNoMsgs may be sent. Default is 1. FIX.5.0SP2
⇒1615 ThrottleTimeUnit int Can be used only when ThrottleType = Inbound Rate. Indicates, along with ThrottleTimeUnit, the interval of time in which ThrottleNoMsgs may be sent. Default is Seconds. FIX.5.0SP2
⇒ThrottleMsgTypeGrp Indicates MsgType values that this throttle counts. If not specified, the definition is implicit based upon bilateral agreement. FIX.5.0SP2

ThrottleMsgTypeGrp

Tag Name Reqd Type Description Added Updated Deprecated
1618 NoThrottleMsgType NumInGroup None FIX.5.0SP2
⇒1619 ThrottleMsgType String Required when NoThrottleMsgType > 0. FIX.5.0SP2

ThrottleResponse

Tag Name Reqd Type Description Added Updated Deprecated
1685 ThrottleInst int Describes action recipient should take if a throttle limit were exceeded.
Value SymbolicName Description Added Updated Deprecated
0 RejectIfThrottleLimitExceeded Reject if throttle limit exceeded FIX.5.0SP2EP116
1 QueueIfThrottleLimitExceeded Queue if throttle limit exceeded FIX.5.0SP2EP116
FIX.5.0SP2
1609 ThrottleStatus int Indicates whether a message was queued as a result of throttling.
Value SymbolicName Description Added Updated Deprecated
0 ThrottleLimitNotExceededNotQueued Throttle limit not exceeded, not queued FIX.5.0SP2EP116
1 QueuedDueToThrottleLimitExceeded Queued due to throttle limit exceeded FIX.5.0SP2EP116
FIX.5.0SP2
1686 ThrottleCountIndicator int Indicates whether a message decrements the number of outstanding requests, e.g. one where ThrottleType = Outstanding Requests.
Value SymbolicName Description Added Updated Deprecated
0 OutstandingRequestsUnchanged Outstanding requests unchanged FIX.5.0SP2EP116
1 OutstandingRequestsDecreased Outstanding requests decreased FIX.5.0SP2EP116
FIX.5.0SP2

SettlementAmountGrp

The Settlement Amount Group component block is a repeating group of settlement amounts for an account

Tag Name Reqd Type Description Added Updated Deprecated
1700 NoSettlementAmounts NumInGroup Number of settlement amount entries. FIX.5.0SP2
⇒1701 SettlementAmount Amt Required if NoSettlementAmounts > 0. FIX.5.0SP2
⇒1702 SettlementAmountCurrency Currency The currency of the reported settlement amount. FIX.5.0SP2

CollateralAmountGrp

The Collateral Amount Group component block is a repeating group that provides the current value of the collateral type on deposit. The currency of the collateral value may be optionally included.

Tag Name Reqd Type Description Added Updated Deprecated
1703 NoCollateralAmounts NumInGroup Number of collateral amount entries. FIX.5.0SP2
⇒1704 CurrentCollateralAmount Amt Required if NoCollateralAmounts(1703) > 0. FIX.5.0SP2 FIX.5.0SP2EP197
⇒1705 CollateralCurrency Currency Can be used to specify the currency of CollateralAmount(1704) if Currency(15) is not specified or is not the same. FIX.5.0SP2 FIX.5.0SP2EP192
⇒2632 CollateralAmountType int The type of value in CurrentCollateralAmount(1704).
Value SymbolicName Description Added Updated Deprecated
0 MarketValuation Market valuation (the default) FIX.5.0SP2EP197
1 PortfolioValue Portfolio value before processing pledge request FIX.5.0SP2EP197
2 ValueConfirmed Value confirmed as "locked-up" for processing a pledge request FIX.5.0SP2EP197
3 CollateralCreditValue Credit value of collateral at CCP processing a pledge request FIX.5.0SP2EP197
4 AdditionalCollateralValue Additional collateral deposited by the collateral provider at trade or post-trade. CollateralPercentOverage(2690) gives the overage percent FIX.5.0SP2EP227
FIX.5.0SP2
⇒2090 CollateralFXRate float Foreign exchange rate used to compute the CurrentCollateralAmount(1704) from the CollateralCurrency(1646) and the Currency(15). FIX.5.0SP2 FIX.5.0SP2EP197
⇒2091 CollateralFXRateCalc char Specifies whether or not CollateralFXRate(2090) should be multipled or divided. FIX.5.0SP2 FIX.5.0SP2EP197
⇒1706 CollateralType String None FIX.5.0SP2 FIX.5.0SP2EP157
⇒2092 CollateralAmountMarketSegmentID String Market segment associated with the collateral amount. FIX.5.0SP2
⇒2093 CollateralAmountMarketID String Market associated with the collateral amount. FIX.5.0SP2
⇒1902 HaircutIndicator Boolean Indicates, if "Y", that a stated valuation includes a haircut, e.g. that the stated value reflects the subtraction of the haircut. Note that a value of "N" does not imply a haircut is not applicable, only that the haircut (if any) is not reflected in the stated valuation. FIX.5.0SP2
⇒2350 CollateralPortfolioID String Identifier of the collateral portfolio when reporting on a portfolio basis. FIX.5.0SP2
⇒2690 CollateralPercentOverage Percentage Percentage of over-collateralization particularly when CollateralAmountType(2632) = 4 (Additional collateral value) FIX.5.0SP2
⇒2689 CollateralMarketPrice Price Market price of the collateral, either from market sources or pre-agreed by the counterparties. FIX.5.0SP2

PayCollectGrp

The Pay Collect Group component block is a repeatable block intended to report individual pay/collect items to be considered when calculating net settlement.

Tag Name Reqd Type Description Added Updated Deprecated
1707 NoPayCollects NumInGroup Number of pay collect entries. FIX.5.0SP2
⇒1708 PayCollectType String Required if NoPayCollects > 0. FIX.5.0SP2
⇒1709 PayCollectCurrency Currency Can be used to specify the base settlement currency if Currency(15) is not specified. FIX.5.0SP2 FIX.5.0SP2EP162
⇒2094 PayCollectFXRate float Foreign exchange rate used to compute the PayAmount(1710) or CollectAmount(1711) from the PayCollectCurrency(1709) and the Currency(15). FIX.5.0SP2
⇒2095 PayCollectFXRateCalc char Specifies whether or not PayCollectFXRate(2094) should be multipled or divided. FIX.5.0SP2
⇒1710 PayAmount Amt Amount to be paid by the clearinghouse to the clearing firm. FIX.5.0SP2
⇒1711 CollectAmount Amt Amount to be collected by the clearinghouse from the clearing firm. FIX.5.0SP2
⇒1712 PayCollectMarketSegmentID String Market segment associated with the pay collect amount. FIX.5.0SP2
⇒1713 PayCollectMarketID String Market associated with the pay collect amount. FIX.5.0SP2

PartyRiskLimitsUpdateGrp

This new block is a repeating group based on the existing block with an additional field ListUpdateAction(1324) to support incremental changes of risk limit definitions. The group is part of the definition request as well as part of the update report for risk limits.

Tag Name Reqd Type Description Added Updated Deprecated
1677 NoPartyRiskLimits NumInGroup Number of party risk limits. FIX.5.0SP2
⇒1324 ListUpdateAction char Required if NoPartyRiskLimits(1677) > 0.
Value SymbolicName Description Added Updated Deprecated
A Add Add FIX.5.0SP2EP128
D Delete Delete FIX.5.0SP2EP128
M Modify Modify FIX.5.0SP2EP128
S Snapshot Snapshot FIX.5.0SP2EP128
FIX.5.0SP2
⇒PartyDetailGrp Conditionally required when ListUpdateAction(1324) = A(Add).
Conditionally required when ListUpdateAction(1324) = M(Modify) or D(Delete) and RiskLimitID(1670) is not provided.		 FIX.5.0SP2
⇒RiskLimitsGrp Conditionally required when ListUpdateAction(1324) = A(Add) or M(Modify). FIX.5.0SP2
⇒1670 RiskLimitID String Conditionally required when PartyDetailGrp component is not provided. FIX.5.0SP2
⇒2339 RiskLimitCheckModelType int Specifies the type of credit limit check model workflow to apply for the specified party
Value SymbolicName Description Added Updated Deprecated
0 None No specified limit check model is defined. Limit checks for the party will be based on parameters defined. FIX.5.0SP2EP171
1 PlusOneModel A pre-trade credit limit check model which allows trades to occur until it is determined by the clearinghouse or other designated limit checker that the party's limit(s) was breached by the most recent trade executed. FIX.5.0SP2EP171
2 PingModel A pre-trade credit limit check model which requires the execution venue to obtain limit approval from the Credit Provider for every transaction about to be conducted by the Credit User. FIX.5.0SP2EP171
3 PushModel A pre-trade credit limit check model in which the Credit Provider "pushes" to the execution venue the credit limit information allocated to each of the Credit Provider's counterparty or customer. FIX.5.0SP2EP171
FIX.5.0SP2
⇒2355 PartyRiskLimitStatus int None
Value SymbolicName Description Added Updated Deprecated
0 Disabled Risk limits for party is disabled. FIX.5.0SP2EP214
1 Enabled Risk limits for party is enabled. FIX.5.0SP2EP214
FIX.5.0SP2

PartyRiskLimitsAckGrp

This new block is a repeating group based on the existing block with an additional field RiskLimitStatus(1763) to accept (with or without changes) or reject individual risk limits. It is only used in PartyRiskLimitDefinitionRequestAck, the response to the request to define risk limits. An approval with changes requires to send with the complete set of risk limits that have been accepted for the party defined.

Tag Name Reqd Type Description Added Updated Deprecated
1677 NoPartyRiskLimits NumInGroup Number of party risk limits. FIX.5.0SP2
⇒1324 ListUpdateAction char Required if NoPartyRiskLimits(1677) > 0.
Value SymbolicName Description Added Updated Deprecated
A Add Add FIX.5.0SP2EP128
D Delete Delete FIX.5.0SP2EP128
M Modify Modify FIX.5.0SP2EP128
S Snapshot Snapshot FIX.5.0SP2EP128
FIX.5.0SP2
⇒1763 RiskLimitStatus int Required if NoPartyRiskLimits(1677) > 0.
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.5.0SP2EP128
1 AcceptedWithChanges Accepted with changes FIX.5.0SP2EP128
2 Rejected Rejected FIX.5.0SP2EP128
FIX.5.0SP2
⇒1764 RiskLimitResult int Result of risk limit definition for one party. FIX.5.0SP2
⇒PartyDetailGrp Conditionally required when RiskLimitID(1670) is not provided.
Changes to party or related party(-ies) defined in the request are not permitted.		 FIX.5.0SP2
⇒RiskLimitsGrp Conditionally required when RiskLimitStatus(1763) = 1(Accepted with changes) and must then be complete, i.e. omissions compared to the request represent risk limits that were removed, additional risk limits are possible. FIX.5.0SP2
⇒1670 RiskLimitID String Conditionally required when PartyDetailGrp component is not provided. FIX.5.0SP2
⇒2339 RiskLimitCheckModelType int Specifies the type of credit limit check model workflow to apply for the specified party
Value SymbolicName Description Added Updated Deprecated
0 None No specified limit check model is defined. Limit checks for the party will be based on parameters defined. FIX.5.0SP2EP171
1 PlusOneModel A pre-trade credit limit check model which allows trades to occur until it is determined by the clearinghouse or other designated limit checker that the party's limit(s) was breached by the most recent trade executed. FIX.5.0SP2EP171
2 PingModel A pre-trade credit limit check model which requires the execution venue to obtain limit approval from the Credit Provider for every transaction about to be conducted by the Credit User. FIX.5.0SP2EP171
3 PushModel A pre-trade credit limit check model in which the Credit Provider "pushes" to the execution venue the credit limit information allocated to each of the Credit Provider's counterparty or customer. FIX.5.0SP2EP171
FIX.5.0SP2
⇒1328 RejectText String Identifies the reason for rejection. FIX.5.0SP2
⇒1664 EncodedRejectTextLen Length Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. FIX.5.0SP2 FIX.5.0SP2EP171
⇒1665 EncodedRejectText data Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2 FIX.5.0SP2EP171
⇒2355 PartyRiskLimitStatus int None
Value SymbolicName Description Added Updated Deprecated
0 Disabled Risk limits for party is disabled. FIX.5.0SP2EP214
1 Enabled Risk limits for party is enabled. FIX.5.0SP2EP214
FIX.5.0SP2

PartyEntitlementGrp

Conveys a list of parties (optionally including related parties) and the entitlements for each.

Tag Name Reqd Type Description Added Updated Deprecated
1772 NoPartyEntitlements NumInGroup Number of party entitlement values. FIX.5.0SP2
⇒PartyDetailGrp Required if NoPartyEntitlements(1772) > 0. FIX.5.0SP2
⇒1883 EntitlementStatus int Status of entitlement definition for one party.
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.5.0SP2EP173
1 AcceptedWithChanges Accepted with changes FIX.5.0SP2EP173
2 Rejected Rejected FIX.5.0SP2EP173
3 Pending Entitlement definition request submitted that still requires an action to be taken (e.g. approval or setting up). FIX.5.0SP2EP173
4 Requested Entitlement definition has been requested. FIX.5.0SP2EP173
5 Deferred Entitlement definition request is being postponed or delayed. FIX.5.0SP2EP183
FIX.5.0SP2
⇒EntitlementGrp Required unless omitted to indicate the removal of entitlements for the party(-ies) specified in the PartyDetailGrp component. FIX.5.0SP2 FIX.5.0SP2EP146

EntitlementGrp

Conveys a list of entitlements for one specific party, or relationship between two parties. Each entitlement may be further limited or clarified using optional fields and components.

Tag Name Reqd Type Description Added Updated Deprecated
1773 NoEntitlements NumInGroup Number of entitlement values. FIX.5.0SP2
⇒1774 EntitlementIndicator Boolean Required if NoEntitlements(1773) > 0. FIX.5.0SP2
⇒1775 EntitlementType int Absence of this field indicates the meaning of the entitlement is implicit.
Value SymbolicName Description Added Updated Deprecated
0 Trade Trade FIX.5.0SP2EP129 FIX.5.0SP2EP173
1 MakeMarkets Make markets FIX.5.0SP2EP129 FIX.5.0SP2EP173
2 HoldPositions Hold positions FIX.5.0SP2EP129 FIX.5.0SP2EP173
3 PerformGiveUps Perform give-ups FIX.5.0SP2EP129 FIX.5.0SP2EP173
4 SubmitIOIs Submit Indications of Interest (IOIs) FIX.5.0SP2EP129 FIX.5.0SP2EP173
5 SubscribeMarketData Subscribe to market data FIX.5.0SP2EP129 FIX.5.0SP2EP173
6 ShortWithPreBorrow Short sell order is allowed with pre-borrowing. FIX.5.0SP2EP164 FIX.5.0SP2EP173
7 SubmitQuoteRequests Entitled to submit quote requests into the market in order to receive quotes from the market. FIX.5.0SP2EP173
8 RespondToQuoteRequests Entitled to respond to quote requests from the market. FIX.5.0SP2EP173
FIX.5.0SP2
⇒2402 EntitlementSubType int Subtype of an entitlement specified in EntitlementType(1775).
Value SymbolicName Description Added Updated Deprecated
1 OrderEntry Entitle to enter new orders FIX.5.0SP2EP183
2 HItLift Entitle to Hit/Lift FIX.5.0SP2EP183
3 ViewIndicativePx Entitle to subscribe to indicative prices FIX.5.0SP2EP183
4 ViewExecutablePx Entitle to subscribe to executable prices FIX.5.0SP2EP183
5 SingleQuote Entitle to submit quote request for a single quote FIX.5.0SP2EP183
6 StreamingQuotes Entitle to submit quote request for streaming quotes FIX.5.0SP2EP183
7 SingleBroker Entitle to submit quote request for a single broker FIX.5.0SP2EP183
8 MultiBrokers Entitle to submit quote request for multiple brokers FIX.5.0SP2EP183
FIX.5.0SP2
⇒EntitlementAttribGrp FIX.5.0SP2
⇒1776 EntitlementID String Unique identifier for a specific NoEntitlements(1773) repeating group instance. FIX.5.0SP2
⇒1784 EntitlementPlatform String The area to which the entitlement is applicable. This can be a trading platform or an offering. FIX.5.0SP2
⇒InstrumentScopeGrp FIX.5.0SP2
⇒MarketSegmentScopeGrp FIX.5.0SP2
⇒1782 EntitlementStartDate LocalMktDate Indicates the starting date of the entitlement. FIX.5.0SP2
⇒1783 EntitlementEndDate LocalMktDate Indicates the ending date of the entitlement. FIX.5.0SP2

EntitlementAttribGrp

conveys a list of one or more attributes related to an entitlement. An entitlement may contain an EntitlementType, which states what can be done at a gross level, e.g. that a party can make markets. It may be limited further within EntitlementGrp, e.g. that such market making is allowed only for a list of stocks. The EntitlementAttribGrp contains fine details clarifying or limiting the EntitlementType, e.g. that such market making must be conducted with a specific minimum quote size and a specific maximum spread.

Tag Name Reqd Type Description Added Updated Deprecated
1777 NoEntitlementAttrib int Number of entitlement attributes. FIX.5.0SP2
⇒1778 EntitlementAttribType int Required if NoEntitlementAttrib(1777) > 0. FIX.5.0SP2
⇒1779 EntitlementAttribDatatype int If specified, and this is an attribute published by FPL in the external code list, this must agree with the published datatype.
Value SymbolicName Description Added Updated Deprecated
1 int int FIX.5.0SP2EP129
2 Length Length FIX.5.0SP2EP129
3 NumInGroup NumInGroup FIX.5.0SP2EP129
4 SeqNum SeqNum FIX.5.0SP2EP129
5 TagNum TagNum FIX.5.0SP2EP129
6 float float FIX.5.0SP2EP129
7 Qty Qty FIX.5.0SP2EP129
8 Price Price FIX.5.0SP2EP129
9 PriceOffset PriceOffset FIX.5.0SP2EP129
10 Amt Amt FIX.5.0SP2EP129
11 Percentage Percentage FIX.5.0SP2EP129
12 char char FIX.5.0SP2EP129
13 Boolean Boolean FIX.5.0SP2EP129
14 String String FIX.5.0SP2EP129
15 MultipleCharValue MultipleCharValue FIX.5.0SP2EP129
16 Currency Currency FIX.5.0SP2EP129
17 Exchange Exchange FIX.5.0SP2EP129
18 MonthYear MonthYear FIX.5.0SP2EP129
19 UTCTimestamp UTCTimestamp FIX.5.0SP2EP129
20 UTCTimeOnly UTCTimeOnly FIX.5.0SP2EP129
21 LocalMktDate LocalMktDate FIX.5.0SP2EP129
22 UTCDateOnly UTCDateOnly FIX.5.0SP2EP129
23 data data FIX.5.0SP2EP129
24 MultipleStringValue MultipleStringValue FIX.5.0SP2EP129
25 Country Country FIX.5.0SP2EP129
26 Language Language FIX.5.0SP2EP129
27 TZTimeOnly TZTimeOnly FIX.5.0SP2EP129
28 TZTimestamp TZTimestamp FIX.5.0SP2EP129
29 Tenor Tenor FIX.5.0SP2EP129
30 DayOfMonth DayOfMonth FIX.5.0SP2EP129
31 XMLData XMLData FIX.5.0SP2EP129
32 Pattern Pattern FIX.5.0SP2EP129
33 Reserved100Plus Reserved100Plus FIX.5.0SP2EP129
34 Reserved1000Plus Reserved1000Plus FIX.5.0SP2EP129
35 Reserved4000Plus Reserved4000Plus FIX.5.0SP2EP129
FIX.5.0SP2
⇒1780 EntitlementAttribValue String Required if NoEntitlementAttrib(1777) > 0. FIX.5.0SP2
⇒1781 EntitlementAttribCurrency Currency Currency for EntitlementAttribValue(1780). Can be used if these fields represent a price, price offset, or amount. FIX.5.0SP2

MarketSegmentScopeGrp

Conveys a list of markets and, optionally, their market segments. Note that the component MarketSegmentGrp exists, but is not useful for this purpose, as it conveys additional information not appropriate in this context.

Tag Name Reqd Type Description Added Updated Deprecated
1310 NoMarketSegments NumInGroup Number of Market Segments on which a security may trade. FIX.5.0SP2
⇒1301 MarketID Exchange Required if NoMarketSegments(1310) > 0. FIX.5.0SP2
⇒1300 MarketSegmentID String Identifies the market segment FIX.5.0SP2

TargetMarketSegmentGrp

Convey a list of market segments upon which an action is to be taken.

Tag Name Reqd Type Description Added Updated Deprecated
1789 NoTargetMarketSegments ✔ NumInGroup Number of market segments upon which a mass action is to be taken. FIX.5.0SP2
⇒1790 TargetMarketSegmentID String Required when NoTargetMarketSegments(1789) > 0. FIX.5.0SP2

AffectedMarketSegmentGrp

List of market segments that have been affected by a mass action.

Tag Name Reqd Type Description Added Updated Deprecated
1791 NoAffectedMarketSegments ✔ NumInGroup Number of market segments affected by a mass action. FIX.5.0SP2
⇒1792 AffectedMarketSegmentID String Required when NoAffectedMarketSegments(1791) > 0. FIX.5.0SP2

NotAffectedMarketSegmentGrp

List of market segments that were not affected by a mass action.

Tag Name Reqd Type Description Added Updated Deprecated
1793 NoNotAffectedMarketSegments ✔ NumInGroup Number of market segments left unaffected by a mass action. FIX.5.0SP2
⇒1794 NotAffectedMarketSegmentID String Required when NoNotAffectedMarketSegments(1793) > 0. FIX.5.0SP2

OrderEventGrp

List the different types of events affecting orders. These can include entry, modification and deletion of orders as well as executions (fills). Modifications can be solicited or unsolicited, e.g. triggering of stop orders, replenishment of reserve orders, orders being suspended (locked) or released from suspension.

Tag Name Reqd Type Description Added Updated Deprecated
1795 NoOrderEvents ✔ NumInGroup Number of order events. FIX.5.0SP2
⇒1796 OrderEventType int Required when NoOrderEvents(1795) > 0.
Value SymbolicName Description Added Updated Deprecated
1 Added Added (0=New) FIX.5.0SP2EP131
2 Modified Modified (5=Replaced) FIX.5.0SP2EP131
3 Deleted Deleted (4=Canceled) FIX.5.0SP2EP131
4 PartiallyFilled Partially Filled (F=Trade) FIX.5.0SP2EP131
5 Filled Filled (F=Trade) FIX.5.0SP2EP131
6 Suspended Suspended (9=Suspended) FIX.5.0SP2EP131
7 Released Released (N=Released) FIX.5.0SP2EP131
8 Restated Restated (D=Restated) FIX.5.0SP2EP131
9 Locked Locked (M=Locked) FIX.5.0SP2EP131
10 Triggered Triggered (L=Triggered or Activated by System) FIX.5.0SP2EP131 FIX.5.0SP2EP188
11 Activated Activated (L=Triggered or Activated by System) FIX.5.0SP2EP188
FIX.5.0SP2
⇒1797 OrderEventExecID String Refer to ExecID(17). Used when multiple different events are reported in single Execution Report. ExecID(17) and OrderEventExecID(1797) values should not overlap. FIX.5.0SP2
⇒1798 OrderEventReason int Action that caused the event to occur.
Value SymbolicName Description Added Updated Deprecated
1 AddOrderRequest Add order request FIX.5.0SP2EP131
2 ModifyOrderRequest Modify order request FIX.5.0SP2EP131
3 DeleteOrderRequest Delete order request FIX.5.0SP2EP131
4 OrderEnteredOOB Order entered out-of-band FIX.5.0SP2EP131
5 OrderModifiedOOB Order modified out-of-band FIX.5.0SP2EP131
6 OrderDeletedOOB Order deleted out-of-band FIX.5.0SP2EP131
7 OrderActivatedOrTriggered Order activated or triggered FIX.5.0SP2EP131
8 OrderExpired Order expired FIX.5.0SP2EP131
9 ReserveOrderRefreshed Reserve order refreshed FIX.5.0SP2EP131
10 AwayMarketBetter Away market better FIX.5.0SP2EP131
11 CorporateAction Corporate action FIX.5.0SP2EP131
12 StartOfDay Start of day FIX.5.0SP2EP131
13 EndOfDay End of day FIX.5.0SP2EP131
FIX.5.0SP2
⇒1799 OrderEventPx Price Price associated with the event. FIX.5.0SP2
⇒1800 OrderEventQty Qty Quantity associated with the event. FIX.5.0SP2
⇒1801 OrderEventLiquidityIndicator int Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrderEventType(1796) values of 4(Partially Filled) or 5(Filled). FIX.5.0SP2
⇒1802 OrderEventText String Additional information about the event. FIX.5.0SP2

DisclosureInstructionGrp

Repeating group of instructions, each of which relates to one or more elements of an order. The instruction itself conveys whether the information should be disclosed, e.g. in market data, or not.

Tag Name Reqd Type Description Added Updated Deprecated
1812 NoDisclosureInstructions NumInGroup Number of disclosure instructions. FIX.5.0SP2
⇒1813 DisclosureType int Required when NoDisclosureInstructions(1812) > 0.
Value SymbolicName Description Added Updated Deprecated
1 Volume Volume FIX.5.0SP2EP131
2 Price Price FIX.5.0SP2EP131
3 Side Side FIX.5.0SP2EP131
4 AON AON FIX.5.0SP2EP131
5 General General is used for bilateral agreed disclosure information type(s). FIX.5.0SP2EP131
6 ClearingAccount Clearing account FIX.5.0SP2EP131
7 CMTAAccount CMTA account FIX.5.0SP2EP131
FIX.5.0SP2
⇒1814 DisclosureInstruction int Instruction to disclose information or to use default value of the receiver.
Value SymbolicName Description Added Updated Deprecated
0 No No FIX.5.0SP2EP131
1 Yes Yes FIX.5.0SP2EP131
2 UseDefaultSetting Use default setting FIX.5.0SP2EP131
FIX.5.0SP2

SideCrossLegGrp

Repeating group that is similar to LegOrdGrp component in order to support leg level information per side of cross orders and is part of SideCrossOrdModGrp component. LegOrdGrp component cannot be re-used for this purpose as it contains the component blocks InstrumentLeg component and NestedParties component which are already part of the cross messages. The difference to LegOrdGrp component is that SideCrossLegGrp component does not have an InstrumentLeg component to describe the legs, it only has a single reference field to identify the leg which can be defined by the InstrumentLeg component which is present on a higher level of the message and outside of the side group.

Tag Name Reqd Type Description Added Updated Deprecated
1829 NoCrossLegs NumInGroup Number of legs in the side of a cross order. FIX.5.0SP2
⇒654 LegRefID String Required if NoCrossLegs(1829) > 0. FIX.5.0SP2
⇒685 LegOrderQty Qty Quantity ordered for this leg as provided during order entry. FIX.5.0SP2
⇒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.5.0SP2
⇒LegStipulations FIX.5.0SP2
⇒1366 LegAllocID String The AllocID(70) of an individual leg of a multileg order. FIX.5.0SP2
⇒LegPreAllocGrp FIX.5.0SP2
⇒1817 LegClearingAccountType int Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component. FIX.5.0SP2
⇒564 LegPositionEffect char Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. FIX.5.0SP2
⇒565 LegCoveredOrUncovered int Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component. FIX.5.0SP2
⇒NestedParties3 FIX.5.0SP2
⇒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.5.0SP2
⇒588 LegSettlDate LocalMktDate Refer to description for SettlDate[64] FIX.5.0SP2
⇒675 LegSettlCurrency Currency Identifies settlement currency for the Leg.
See SettlCurrency (20) for description and valid values 		FIX.5.0SP2
⇒1379 LegVolatility float Specifies the volatility of an instrument leg. FIX.5.0SP2
⇒1381 LegDividendYield Percentage Refer to definition for DividendYield(1380). FIX.5.0SP2
⇒1383 LegCurrencyRatio float Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then LegCurrencyRatio = 0.7 FIX.5.0SP2
⇒1384 LegExecInst MultipleCharValue Refer to ExecInst(18)
Same values as ExecInst(18) 		FIX.5.0SP2
⇒1689 LegShortSaleExemptionReason int Available for optional use when LegSide(624) = 6(Sell short exempt) in InstrumentLeg component. FIX.5.0SP2

TradeAllocAmtGrp

The TradeAllocAmtGrp component is used to communicate the monetary amounts associated with allocated positions. This is the per-allocation portion of the per-trade amount specified in PositionAmountData component.

Tag Name Reqd Type Description Added Updated Deprecated
1844 NoTradeAllocAmts NumInGroup Number of trade allocation amount entries. FIX.5.0SP2
⇒1845 TradeAllocAmtType String Required if NoTradeAllocAmts(1844) > 0. FIX.5.0SP2
⇒1846 TradeAllocAmt Amt Required if NoTradeAllocAmts(1844) > 0. FIX.5.0SP2
⇒1847 TradeAllocCurrency Currency Currency denomination of the trade allocation amount. FIX.5.0SP2
⇒1850 TradeAllocAmtReason int Specifies the reason for an amount type when reported on an allocation. Useful when multiple instances of the same amount type are reported. FIX.5.0SP2

TradePriceConditionGrp

Price conditions associated with a trade that impact trade price.

Tag Name Reqd Type Description Added Updated Deprecated
1838 NoTradePriceConditions NumInGroup Number of trade price conditions. FIX.5.0SP2
⇒1839 TradePriceCondition int Required if NoTradePriceConditions(1838) > 0.
Value SymbolicName Description Added Updated Deprecated
0 SpecialCumDividend Special cum dividend (CD) FIX.5.0SP2EP141
1 SpecialCumRights Special cum rights (CR) FIX.5.0SP2EP141
2 SpecialExDividend Special ex dividend (XD) FIX.5.0SP2EP141
3 SpecialExRights Special ex rights (XR) FIX.5.0SP2EP141
4 SpecialCumCoupon Special cum coupon (CC) FIX.5.0SP2EP141
5 SpecialCumCapitalRepayments Special cum capital repayments (CP) FIX.5.0SP2EP141
6 SpecialExCoupon Special ex coupon (XC) FIX.5.0SP2EP141
7 SpecialExCapitalRepayments Special ex capital repayments (XP) FIX.5.0SP2EP141
8 CashSettlement Cash settlement (CS) FIX.5.0SP2EP141
9 SpecialCumBonus Special cum bonus (CB) FIX.5.0SP2EP141
10 SpecialPrice Usually net or all-in price. FIX.5.0SP2EP141
11 SpecialExBonus Special ex bonus (XB) FIX.5.0SP2EP141
12 GuaranteedDelivery Guaranteed delivery (GD) FIX.5.0SP2EP141
13 SpecialDividend Deviation from regular ex/cum treatment (without further specification) leading to price modification. To be used only if it is not clear whether it is a special cum or special ex dividend. For ESMA RTS 1, this is the "SDIV" flag. FIX.5.0SP2EP216
14 PriceImprovement The price is better than a reference price. For example, this may be due to an offer by a systematic internaliser to always quote better prices than a public reference price. For ESMA RTS 1, this is the "RPRI" flag. FIX.5.0SP2EP216
15 NonPriceFormingTrade In the context of MiFID II, these are transactions which are exempted from the trading obligation (i.e. permitted to be transacted as an OTC transaction) and are deemed not to be contributing to the price discovery process. However, these transactions are not exempted from post trade transparency reporting and are required to be published by MiFID venues and "approved publication arrangement" (APAs) for market transparency purposes. The price from exempted transactions should be disregarded for the purposes of price discovery. For ESMA RTS 1 and RTS 2, this is the "NPFT" flag. FIX.5.0SP2EP216
16 TradeExemptedFromTradingObligation Per MiFIR Article 23, these types of trades are not exempted from post-trade transparency if reported to a trading venue under MiFID II and deemed "on exchange", however, they are ignored for price formation despite published by venue. For ESMA RTS 1, this is the "TNCP" flag. FIX.5.0SP2EP216
17 PricePending In the context of ESMA RTS 2, Annex II, Table 1 "Price", and RTS 22 Table 2 fields 33 "Price" and 51 "Strike price", this is ESMA's "PNDG" value. Used to indicate the transaction is pending a price or strike price at the time it was reported. FIX.5.0SP2EP228 FIX.5.0SP2EP232
18 PriceNotApplicable In the context of ESMA RTS 2, Annex II, Table 1, Price and RTS 22, Annex I, Table 2, Field 33, this is to flag that the price is "not applicable" for the transaction at the time it was reported. This is ESMA's "NOAP" value in RTS 22. FIX.5.0SP2EP228
FIX.5.0SP2

TradeQtyGrp

Quantities of the trade that have been processed and the type of processing that has occurred for that trade quantity.

Tag Name Reqd Type Description Added Updated Deprecated
1841 NoTradeQtys NumInGroup Number of trade quantities. FIX.5.0SP2
⇒1842 TradeQtyType int Required if NoTradeQty(1841) > 0.
Value SymbolicName Description Added Updated Deprecated
0 ClearedQuantity Cleared quantity FIX.5.0SP2EP141
1 LongSideClaimedQuantity Long side claimed quantity FIX.5.0SP2EP141
2 ShortSideClaimedQuantity Short side claimed quantity FIX.5.0SP2EP141
3 LongSideRejectedQuantity Long side rejected quantity FIX.5.0SP2EP141
4 ShortSideRejectedQuantity Short side rejected quantity FIX.5.0SP2EP141
5 PendingQuantity Pending quantity FIX.5.0SP2EP141
6 TransactionQuantity Transaction quantity FIX.5.0SP2EP141
7 RemainingQuantity Used to indicate the remaining quantity of a trade after a give-up or posting action. FIX.5.0SP2EP141
8 PreviousRemainingQuantity Used to indicate the remaining quantity of a trade prior to a give-up or posting action. FIX.5.0SP2EP141
FIX.5.0SP2
⇒1843 TradeQty Qty Required if NoTradeQty(1841) > 0. FIX.5.0SP2

TradePositionQty

The TradePositionQty component block specifies, for a single trade side, the various types of position quantity in the position life-cycle including start-of-day, intraday, trade, adjustments, and end-of-day position quantities.

Tag Name Reqd Type Description Added Updated Deprecated
702 NoPositions NumInGroup Number of position entries. FIX.5.0SP2
⇒703 PosType String Required if NoPositions > 0.
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.5.0SP2
⇒704 LongQty Qty Long quantity. FIX.5.0SP2
⇒705 ShortQty Qty Short quantity. FIX.5.0SP2
⇒1654 CoveredQty Qty Used to specify the portion of the short contract quantity that is considered covered (e.g. used for short option position). FIX.5.0SP2
⇒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.5.0SP2
⇒976 QuantityDate LocalMktDate Date associated to the quantity that is being reported for the position. FIX.5.0SP2

RelatedTradeGrp

This component is used to identify trades that are related to each other for a business purpose, such as netting of forwards. This component should not be used in lieu of explicit FIX fields that denote specific semantic relationships, but rather should be used when no such fields exist.

Tag Name Reqd Type Description Added Updated Deprecated
1855 NoRelatedTrades NumInGroup Number of related trades. FIX.5.0SP2
⇒1856 RelatedTradeID String Required if NoRelatedTrades(1855) > 0. FIX.5.0SP2
⇒1857 RelatedTradeIDSource int Describes the source of the identifier that RelatedTradeID(1856) represents.
Value SymbolicName Description Added Updated Deprecated
0 NonFIXSource Non-FIX source FIX.5.0SP2EP142
1 TradeID Trade ID FIX.5.0SP2EP142 FIX.5.0SP2EP165
2 SecondaryTradeID Secondary trade ID FIX.5.0SP2EP142 FIX.5.0SP2EP165
3 TradeReportID Trade report ID FIX.5.0SP2EP142 FIX.5.0SP2EP165
4 FirmTradeID Firm trade ID FIX.5.0SP2EP142 FIX.5.0SP2EP165
5 SecondaryFirmTradeID Secondary firm Trade ID FIX.5.0SP2EP142 FIX.5.0SP2EP165
6 RegulatoryTradeID Regulatory trade ID FIX.5.0SP2EP165
FIX.5.0SP2
⇒2103 RelatedRegulatoryTradeIDSource String Optionally used for RelatedTradeIDSource(1857)=6(Regulatory trade ID) when RelatedTradeID(1856) is not unique across multiple reporting entities. FIX.5.0SP2
⇒1858 RelatedTradeDate LocalMktDate Optionally used to help identify the trade when RelatedTradeID(1856) is not unique across multiple days. FIX.5.0SP2
⇒1859 RelatedTradeMarketID Exchange Optionally used to help identify the trade when RelatedTradeID(1856) is not unique across multiple markets. FIX.5.0SP2
⇒1860 RelatedTradeQuantity Qty Quantity of the related trade which can be less than or equal to the actual quantity of the related trade. For example, when one trade offsets another across asset classes. FIX.5.0SP2

RelatedPositionGrp

This component is used to identify positions that are related to each other or to other trades. This should not be used in lieu of explicit FIX fields that denote specific semantic relationships, but rather should be used when no such fields exist.

Tag Name Reqd Type Description Added Updated Deprecated
1861 NoRelatedPositions NumInGroup Number of related positions. FIX.5.0SP2
⇒1862 RelatedPositionID String Required if NoRelatedPositions(1861) > 0. FIX.5.0SP2
⇒1863 RelatedPositionIDSource int Describes the source of the identifier that RelatedPositionID(1862) represents.
Value SymbolicName Description Added Updated Deprecated
1 PosMaintRptID Position maintenance report ID - PosMaintRptID(721) FIX.5.0SP2EP142
2 TransferID Position transfer ID - TransferID(2437) FIX.5.0SP2EP189 FIX.5.0SP2EP199
3 PositionEntityID Position entity ID - PositionID(2618) FIX.5.0SP2EP199
FIX.5.0SP2
⇒1864 RelatedPositionDate LocalMktDate Used to help identify the position when RelatedPositionID(1862) is not unique across multiple days. This date is generally the creation date of the identifier. FIX.5.0SP2

ValueChecksGrp

This component can be used by the message submitter to provide a list of value types to be checked by the counterparty or message recipient.

Tag Name Reqd Type Description Added Updated Deprecated
1868 NoValueChecks NumInGroup Number of value check entries. FIX.5.0SP2
⇒1869 ValueCheckType int Required if NoValueChecks(1868) > 0.
Value SymbolicName Description Added Updated Deprecated
1 PriceCheck In the context of ESMA RTS 6 Article 15(1)(a) investment firms are required to perform pre-trade controls using "price collars, which automatically block or cancel orders that do not meet set price parameters, differentiating between different financial instruments, both on an order-by-order basis and over a specified period of time". FIX.5.0SP2EP144 FIX.5.0SP2EP229
2 NotionalValueCheck In the context of ESMA RTS 6 Article 15(1)(b) investment firms are required to perform pre-trade controls using "maximum order values, which prevent orders with an uncommonly large order value from entering the order book". FIX.5.0SP2EP144 FIX.5.0SP2EP229
3 QuantityCheck In the context of ESMA RTS 6 Article 15(1)(c) investment firms are required to perform pre-trade controls using "maximum order volumes, which prevent orders with an uncommonly large order quantity from entering the order book". FIX.5.0SP2EP229
FIX.5.0SP2
⇒1870 ValueCheckAction int Required if NoValueChecks(1868) > 0.
Value SymbolicName Description Added Updated Deprecated
0 DoNotCheck Checks will not be done for the specified ValueCheckType(1869). FIX.5.0SP2EP144
1 Check Checks will be done for the specificed ValueCheckType(1869) FIX.5.0SP2EP144
2 BestEffort The market may or may not check the specified ValueCheckType(1869) depending on availability of reference data. FIX.5.0SP2EP144
FIX.5.0SP2

LegSecurityXML

The LegSecurityXML component is used to provide a definition in an XML format for the leg instrument.

Tag Name Reqd Type Description Added Updated Deprecated
1871 LegSecurityXMLLen Length Must be provided if LegSecurityXML(1872) field is specified and must immediately precede it. FIX.5.0SP2
1872 LegSecurityXML XMLData XML definition for the leg security. FIX.5.0SP2
1873 LegSecurityXMLSchema String The schema used to validate the contents of LegSecurityXML(1872). FIX.5.0SP2

UnderlyingSecurityXML

The UnderlyingSecurityXML component is used to provide a definition in an XML format for the underlying instrument.

Tag Name Reqd Type Description Added Updated Deprecated
1874 UnderlyingSecurityXMLLen Length Must be provided if UnderlyingSecurityXML(1875) field is specified and must immediately precede it. FIX.5.0SP2
1875 UnderlyingSecurityXML XMLData XML definition for the underlying security. FIX.5.0SP2
1876 UnderlyingSecurityXMLSchema String The schema used to validate the contents of UnderlyingSecurityXML(1875). FIX.5.0SP2

PartyDetailAckGrp

The PartyDetailAckGrp component is used in the PartyDetailsDefinitionRequestAck(35=CY) message to provide the status of each action (add, modify or delete) requested by the PartyDetailsDefinitionRequest(35=CX) message. The PartyDetailStatus(1880) field is used to indicate the status. In the case where an add or modify request is accepted with changes, the PartyDetailGrp component is required, with the complete set of party details that have been accepted for the party included.

Tag Name Reqd Type Description Added Updated Deprecated
1676 NoPartyUpdates NumInGroup Number of party updates. FIX.5.0SP2
⇒1324 ListUpdateAction char Required if NoPartyUpdates(1676) > 0.
Value SymbolicName Description Added Updated Deprecated
A Add Add FIX.5.0SP2EP128
D Delete Delete FIX.5.0SP2EP128
M Modify Modify FIX.5.0SP2EP128
S Snapshot Snapshot FIX.5.0SP2EP128
FIX.5.0SP2
⇒1879 PartyDetailDefinitionStatus int Required if NoPartyUpdates(1676) > 0.
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.5.0SP2EP146
1 AcceptedWithChanges Accepted with changes FIX.5.0SP2EP146
2 Rejected Rejected FIX.5.0SP2EP146
FIX.5.0SP2
⇒1880 PartyDetailDefinitionResult int Result of party detail definition for one party. FIX.5.0SP2
⇒1328 RejectText String Identifies the reason for rejection. FIX.5.0SP2
⇒1664 EncodedRejectTextLen Length Byte length of encoded (non-ASCII characters) EncodedRejectText(1665) field. FIX.5.0SP2
⇒1665 EncodedRejectText data Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the RejectText(1328) field. FIX.5.0SP2
⇒PartyDetailGrp FIX.5.0SP2

PartyEntitlementUpdateGrp

The PartyEntitlementUpdateGrp component is used to supply incremental entitlement definitions changes for the party(-ies) specified in the PartyDetailGrp component. The update action type is specified using ListUpdateAction(1324).

Tag Name Reqd Type Description Added Updated Deprecated
1772 NoPartyEntitlements NumInGroup Number of party entitlement values. FIX.5.0SP2
⇒1324 ListUpdateAction char Required if NoPartyEntitlements(1772).
Value SymbolicName Description Added Updated Deprecated
A Add Add FIX.5.0SP2EP128
D Delete Delete FIX.5.0SP2EP128
M Modify Modify FIX.5.0SP2EP128
S Snapshot Snapshot FIX.5.0SP2EP128
FIX.5.0SP2
⇒PartyDetailGrp Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided. FIX.5.0SP2
⇒1883 EntitlementStatus int Status of entitlement definition for one party.
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.5.0SP2EP173
1 AcceptedWithChanges Accepted with changes FIX.5.0SP2EP173
2 Rejected Rejected FIX.5.0SP2EP173
3 Pending Entitlement definition request submitted that still requires an action to be taken (e.g. approval or setting up). FIX.5.0SP2EP173
4 Requested Entitlement definition has been requested. FIX.5.0SP2EP173
5 Deferred Entitlement definition request is being postponed or delayed. FIX.5.0SP2EP183
FIX.5.0SP2
⇒EntitlementGrp Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided. FIX.5.0SP2
⇒1885 EntitlementRefID String Optional when PartyDetailGrp is provided or ListUpdateAction(1324) = A(Add). FIX.5.0SP2

PartyEntitlementAckGrp

The PartyEntitlementAckGrp component is used in the PartyEntitlementsDefinitionRequestAck(35=DB) message to provide the status of each action (add, modify or delete) requested by the PartyEntitlementsDefinitionRequest(35=DA) message.

Tag Name Reqd Type Description Added Updated Deprecated
1772 NoPartyEntitlements NumInGroup Number of party entitlement values. FIX.5.0SP2
⇒1324 ListUpdateAction char Required if NoPartyEntitlements(1772).
Value SymbolicName Description Added Updated Deprecated
A Add Add FIX.5.0SP2EP128
D Delete Delete FIX.5.0SP2EP128
M Modify Modify FIX.5.0SP2EP128
S Snapshot Snapshot FIX.5.0SP2EP128
FIX.5.0SP2
⇒1883 EntitlementStatus int Required if NoPartyEntitlements(1772).
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.5.0SP2EP173
1 AcceptedWithChanges Accepted with changes FIX.5.0SP2EP173
2 Rejected Rejected FIX.5.0SP2EP173
3 Pending Entitlement definition request submitted that still requires an action to be taken (e.g. approval or setting up). FIX.5.0SP2EP173
4 Requested Entitlement definition has been requested. FIX.5.0SP2EP173
5 Deferred Entitlement definition request is being postponed or delayed. FIX.5.0SP2EP183
FIX.5.0SP2
⇒1884 EntitlementResult int Result of entitlement definition for one party. FIX.5.0SP2
⇒1328 RejectText String Identifies the reason for rejection. FIX.5.0SP2
⇒1664 EncodedRejectTextLen Length Byte length of encoded (non-ASCII characters) EncodedRejectText(1665) field. FIX.5.0SP2
⇒1665 EncodedRejectText data Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the RejectText(1328) field. FIX.5.0SP2
⇒PartyDetailGrp Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided. FIX.5.0SP2
⇒EntitlementGrp Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided. FIX.5.0SP2
⇒1885 EntitlementRefID String Optional when PartyDetailGrp is provided or ListUpdateAction(1324) = A(Add). FIX.5.0SP2

InstrmtMatchSideGrp

The InstrmtMatchSideGrp component is used to convey all trades for a given match event reported by instrument and trade side.

Tag Name Reqd Type Description Added Updated Deprecated
1889 NoInstrmtMatchSides NumInGroup Number of instrument match sides. FIX.5.0SP2
⇒Instrument Required if NoInstrmtMatchSides(1889) > 0. FIX.5.0SP2
⇒InstrmtLegGrp LegID(1788) in the InstrmtLegGrp component can be used to reference individual leg executions referenced in the TrdInstrmtLegExecGrp component with LegRefID(654). FIX.5.0SP2
⇒UndInstrmtGrp FIX.5.0SP2
⇒1891 TrdMatchSubID String Used to identify each price level, step or clip within a match event. FIX.5.0SP2
⇒53 Quantity Qty Total quantity for this instrument in this match event. This is the cumulative sum of LastQty(32) for all match steps for this instrument. FIX.5.0SP2
⇒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.5.0SP2
⇒120 SettlCurrency Currency Currency code of settlement denomination. FIX.5.0SP2
⇒854 QtyType int Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts FIX.4.4 FIX.5.0SP2EP107
2 UnitsOfMeasurePerTimeUnit Unit of Measure per Time Unit FIX.4.4EP5 FIX.5.0SP2EP107
FIX.5.0SP2
⇒32 LastQty Qty Required if NoInstrmtMatchSides(1889) > 0. Trade quantity for this instrument within this match step. The value is the greater of the sum of SideLastQty(1009) of each side (i.e. buy or sell) for each TrdMatchSideGrp instance within the current InstrmtMatchSideGrp instance. FIX.5.0SP2
⇒423 PriceType int None
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.5.0SP2
⇒31 LastPx Price Required if NoInstrmtMatchSides(1889) > 0. FIX.5.0SP2
⇒30 LastMkt Exchange Market of execution for last fill, or an indication of the market where an order was routed
Valid values:
See "Appendix 6-C" 		FIX.5.0SP2
⇒TrdMatchSideGrp Required if NoInstrmtMatchSides(1889) > 0. FIX.5.0SP2

TrdMatchSideGrp

The TrdMatchSideGrp component conveys all trade sides for a single instance of the InstrmtMatchSideGrp component.

Tag Name Reqd Type Description Added Updated Deprecated
1890 NoTrdMatchSides NumInGroup Number of trade match sides. FIX.5.0SP2
⇒54 Side char Required if NoTrdMatchSides(1890) > 0.
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.5.0SP2
⇒1427 SideExecID String When reporting trades, used to reference the identifier of the execution (ExecID) being reported if different ExecIDs were assigned to each side of the trade. FIX.5.0SP2
⇒1900 SideExecRefID String Used to reference the value from SideExecID(1427). FIX.5.0SP2
⇒1506 SideTradeID String Used to represent the trade ID for each side of the trade assigned by an intermediary. FIX.5.0SP2
⇒1005 SideTradeReportID String Used on a multi-sided trade to designate the ReportID FIX.5.0SP2
⇒1428 OrderDelay int Time lapsed from order entry until match, based on the unit of time specified in OrderDelayUnit. Default is seconds if OrderDelayUnit is not specified. Value = 0, indicates the aggressor (the initiating side of the trade). FIX.5.0SP2
⇒1429 OrderDelayUnit int Time unit in which the OrderDelay(1428) is expressed
Value SymbolicName Description Added Updated Deprecated
0 Seconds Seconds (default if not specified) FIX.5.0SP1EP77
1 TenthsOfASecond Tenths of a second FIX.5.0SP1EP77
2 HundredthsOfASecond Hundredths of a second FIX.5.0SP1EP77
3 Milliseconds milliseconds FIX.5.0SP1EP77
4 Microseconds microseconds FIX.5.0SP1EP77
5 Nanoseconds nanoseconds FIX.5.0SP1EP77
10 Minutes minutes FIX.5.0SP1EP77
11 Hours hours FIX.5.0SP1EP77
12 Days days FIX.5.0SP1EP77
13 Weeks weeks FIX.5.0SP1EP77
14 Months months FIX.5.0SP1EP77
15 Years years FIX.5.0SP1EP77
FIX.5.0SP2
⇒1009 SideLastQty Qty Required if NoTrdMatchSides(1890) > 0. Used to indicate the matched quantity for this trade side as a result of the match event. FIX.5.0SP2
⇒1597 SideClearingTradePrice Price Alternate clearing price for the side being reported. FIX.5.0SP2
⇒1599 SidePriceDifferential Price Price Differential between the front and back leg of a spread or complex instrument. FIX.5.0SP2
⇒1598 SideClearingTradePriceType int Indicates to recipient whether trade is clearing at execution prices LastPx(tag 31) or alternate clearing prices SideClearingTradePrice(tag 1597).
Value SymbolicName Description Added Updated Deprecated
0 TradeClearingAtExecutionPrice Trade Clearing at Execution Price FIX.5.0SP2EP111
1 TradeClearingAtAlternateClearingPrice Trade Clearing at Alternate Clearing Price FIX.5.0SP2EP111
FIX.5.0SP2
⇒1006 SideFillStationCd String Used on a multi-sided trade to convey order routing information FIX.5.0SP2
⇒1007 SideReasonCd String Used on a multi-sided trade to convey reason for execution FIX.5.0SP2
⇒1008 SideTrdSubTyp int Used on a multi-sided trade to specify the type of trade for a given side. Same values as TrdSubType (829). FIX.5.0SP2
⇒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.5.0SP2
⇒1154 SideCurrency Currency Used to identify the trading currency on the Trade Capture Report Side FIX.5.0SP2
⇒1155 SideSettlCurrency Currency Used to identify the settlement currency on the Trade Capture Report Side FIX.5.0SP2
⇒Parties Required if NoTrdMatchSides(1890) > 0. FIX.5.0SP2
⇒578 TradeInputSource String Type of input device or system from which the trade was entered. FIX.5.0SP2
⇒579 TradeInputDevice String Specific device number, terminal number or station where trade was entered FIX.5.0SP2
⇒376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.5.0SP2
⇒2404 ComplianceText String Free text for compliance information required for regulatory reporting. FIX.5.0SP2
⇒2351 EncodedComplianceTextLen Length Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. FIX.5.0SP2
⇒2352 EncodedComplianceText data Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
⇒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.5.0SP2
⇒582 CustOrderCapacity int Capacity of customer placing the order.
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.5.0SP2
⇒943 TimeBracket String A code that represents a time interval in which a fill or trade occurred.
Required for US futures markets. 		FIX.5.0SP2
⇒77 PositionEffect char For use in derivatives omnibus accounting.
Value SymbolicName Description Added Updated Deprecated
C Close Close FIX.4.1
F FIFO FIFO FIX.4.3
O Open Open FIX.4.1
R Rolled Rolled FIX.4.3
N CloseButNotifyOnOpen Close but notify on open FIX.5.0EP61
D Default Default FIX.5.0EP61
FIX.5.0SP2
⇒825 ExchangeRule String Used to report any exchange rules that apply to this trade.
Primarily intended for US futures markets. Certain trading practices are permitted by the CFTC, such as large lot trading, block trading, all or none trades. If the rules are used, the exchanges are required to indicate these rules on the trade. 		FIX.5.0SP2
⇒826 TradeAllocIndicator int Identifies if, and how, the trade is to be allocated or split.
Value SymbolicName Description Added Updated Deprecated
0 AllocationNotRequired Allocation not required FIX.4.4
1 AllocationRequired Allocation required (give-up trade) allocation information not provided (incomplete) FIX.4.4
2 UseAllocationProvidedWithTheTrade Use allocation provided with the trade FIX.4.4
3 AllocationGiveUpExecutor Allocation give-up executor FIX.4.4EP4
4 AllocationFromExecutor Allocation from executor FIX.4.4EP4
5 AllocationToClaimAccount Allocation to claim account FIX.4.4EP4
6 TradeSplit Trade split FIX.5.0SP2EP141
FIX.5.0SP2
⇒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.5.0SP2
⇒70 AllocID String Unique identifier for allocation message.
(Prior to FIX 4.1 this field was of type int) 		FIX.5.0SP2
⇒TrdAllocGrp FIX.5.0SP2
⇒1072 SideGrossTradeAmt Amt The gross trade amount for this side of the trade. See also GrossTradeAmt (381) for additional definition. FIX.5.0SP2
⇒1057 AggressorIndicator Boolean Used to identify whether the order initiator is an aggressor or not in the trade.
Value SymbolicName Description Added Updated Deprecated
Y OrderInitiatorIsAggressor Order initiator is aggressor FIX.4.4EP-1
N OrderInitiatorIsPassive Order initiator is passive FIX.4.4EP-1
FIX.5.0SP2
⇒1139 ExchangeSpecialInstructions String Free format text string related to exchange. FIX.5.0SP2
⇒1690 SideShortSaleExemptionReason int Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.) FIX.5.0SP2
⇒1115 OrderCategory char Defines the type of interest behind a trade (fill or partial fill).
Value SymbolicName Description Added Updated Deprecated
1 Order Order FIX.4.4EP-1
2 Quote Quote FIX.4.4EP-1
3 PrivatelyNegotiatedTrade Privately Negotiated Trade FIX.4.4EP-1
4 MultilegOrder Multileg order FIX.4.4EP-1
5 LinkedOrder Linked order FIX.4.4EP-1
6 QuoteRequest Quote Request FIX.4.4EP-1
7 ImpliedOrder Implied Order FIX.4.4EP-1
8 CrossOrder Cross Order FIX.4.4EP-1
9 StreamingPrice Streaming price (quote) FIX.5.0EP-1
A InternalCrossOrder Internal Cross Order FIX.5.0SP2EP101
FIX.5.0SP2
⇒819 AvgPxIndicator int Average pricing indicator.
Value SymbolicName Description Added Updated Deprecated
0 NoAveragePricing No average pricing FIX.4.4 FIX.5.0SP2EP141
1 Trade Trade is part of an average price group identified by the AvgPxGroupID(1731) FIX.4.4 FIX.5.0SP2EP141
2 LastTrade Last trade of the average price group identified by the AvgPxGroupID(1731) FIX.4.4 FIX.5.0SP2EP234
3 NotionalValueAveragePxGroupTrade A notional value average price (NVAP) group is effectively closed and available for allocation as long as the NVAP of the group is non-zero. FIX.5.0SP2EP239
4 AveragePricedTrade Trade is average priced FIX.5.0SP2EP240
FIX.5.0SP2
⇒1731 AvgPxGroupID String Used by submitting firm to group trades being allocated into an average price group. The trades in average price group will be used to calculate an average price for the group. FIX.5.0SP2
⇒1898 SideMarketSegmentID String Can be used if the match event results in matches across different market segments for this side. FIX.5.0SP2
⇒1899 SideVenueType char Can be used if the match event results in matches across different venue types for this side. FIX.5.0SP2
⇒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.5.0SP2
⇒TradeReportOrderDetail FIX.5.0SP2
⇒TrdInstrmtLegExecGrp FIX.5.0SP2
⇒1031 CustOrderHandlingInst MultipleStringValue Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.
NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only.

For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list.

For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified.
Value SymbolicName Description Added Updated Deprecated
ADD AddOnOrder Add-on order FIX.4.4EP-1 FIX.5.0SP2EP135
AON AllOrNone All or none FIX.4.4EP-1 FIX.5.0SP2EP135
CNH CashNotHeld Cash not held FIX.4.4EP-1 FIX.5.0SP2EP135
DIR DirectedOrder Directed order FIX.4.4EP-1 FIX.5.0SP2EP135
E.W ExchangeForPhysicalTransaction Exchange for physical transaction FIX.4.4EP-1 FIX.5.0SP2EP135
FOK FillOrKill Fill or kill FIX.4.4EP-1 FIX.5.0SP2EP135
IO ImbalanceOnly Imbalance only FIX.4.4EP-1 FIX.5.0SP2EP135
IOC ImmediateOrCancel Immediate or cancel FIX.4.4EP-1 FIX.5.0SP2EP135
LOO LimitOnOpen Limit on open FIX.4.4EP-1 FIX.5.0SP2EP135
LOC LimitOnClose Limit on Close FIX.4.4EP-1 FIX.5.0SP2EP135
MAO MarketAtOpen Market at Open FIX.4.4EP-1 FIX.5.0SP2EP135
MAC MarketAtClose Market at close FIX.4.4EP-1 FIX.5.0SP2EP135
MOO MarketOnOpen Market on open FIX.4.4EP-1 FIX.5.0SP2EP135
MOC MarketOnClose Market on close FIX.4.4EP-1 FIX.5.0SP2EP135
MQT MinimumQuantity Minimum quantity FIX.4.4EP-1 FIX.5.0SP2EP135
NH NotHeld Not held FIX.4.4EP-1 FIX.5.0SP2EP135
OVD OverTheDay Over the day FIX.4.4EP-1 FIX.5.0SP2EP135
PEG Pegged Pegged FIX.4.4EP-1 FIX.5.0SP2EP135
RSV ReserveSizeOrder Reserve size order FIX.4.4EP-1 FIX.5.0SP2EP135
S.W StopStockTransaction Stop stock transaction FIX.4.4EP-1 FIX.5.0SP2EP135
SCL Scale Scale FIX.4.4EP-1 FIX.5.0SP2EP135
TMO TimeOrder Time order FIX.4.4EP-1 FIX.5.0SP2EP135
TS TrailingStop Trailing stop FIX.4.4EP-1 FIX.5.0SP2EP135
WRK Work Work FIX.4.4EP-1 FIX.5.0SP2EP135
A PhoneSimple Phone simple FIX.5.0SP2EP133
B PhoneComplex Phone complex FIX.5.0SP2EP133
C FCMProvidedScreen FCM provided screen FIX.5.0SP2EP133
D OtherProvidedScreen Other provided screen FIX.5.0SP2EP133
E ClientProvidedPlatformControlledByFCM Client provided platform controlled by FCM FIX.5.0SP2EP133
F ClientProvidedPlatformDirectToExchange Client provided platform direct to exchange FIX.5.0SP2EP133
G GOrderAndFCMAPIorFIX G Order(FINRA OATS), FCM API or FIX(FIA Execution Source) FIX.5.0SP2EP133 FIX.5.0SP2EP135
H AlgoEngine Algo engine FIX.5.0SP2EP133
J PriceAtExecution Price at execution (price added at initial order entry, trading, middle office or time of give-up) FIX.5.0SP2EP133
W DeskElectronic Desk - electronic FIX.5.0SP2EP133
X DeskPit Desk - pit FIX.5.0SP2EP133
Y ClientElectronic Client - electronic FIX.5.0SP2EP133
Z ClientPit Client - pit FIX.5.0SP2EP133
CND ConditionalOrder Conditional order FIX.5.0SP2EP135
CSH DeliveryInstructionsCash Delivery instructions - cash FIX.5.0SP2EP135
DLO DiscretionaryLimitOrder Discretionary limit order FIX.5.0SP2EP135
IDX IntraDayCross Intraday cross FIX.5.0SP2EP135
ISO IntermarketSweepOrder Intermarket sweep order FIX.5.0SP2EP135
MPT MergerRelatedTransferPosition Merger related transfer position FIX.5.0SP2EP135
MTL MarketToLimit Market to limit FIX.5.0SP2EP135
ND DeliveryInstructionsNextDay Delivery instructions - next day FIX.5.0SP2EP135
OPT OptionsRelatedTransaction Options related transaction FIX.5.0SP2EP135
SLR DeliveryInstructionsSellersOption Delivery instructions - sellers option FIX.5.0SP2EP135
F0 StayOnOfferside Stay on offerside FIX.5.0SP2EP135
F3 GoAlong Go along FIX.5.0SP2EP135
F6 ParticipateDoNotInitiate Participate do not initiate FIX.5.0SP2EP135
F7 StrictScale Strict scale FIX.5.0SP2EP135
F8 TryToScale Try to scale FIX.5.0SP2EP135
F9 StayOnBidside Stay on bidside FIX.5.0SP2EP135
FA NoCross No cross FIX.5.0SP2EP135
FB OKToCross OK to cross FIX.5.0SP2EP135
FC CallFirst Call first FIX.5.0SP2EP135
FD PercentOfVolume Percent of volume FIX.5.0SP2EP135
FH ReinstateOnSystemFailure Reinstate on system failure FIX.5.0SP2EP135
FI InstitutionOnly Institution only FIX.5.0SP2EP135
FJ ReinstateOnTradingHalt Reinstate on trading halt FIX.5.0SP2EP135
FK CancelOnTradingHalf Cancel on trading half FIX.5.0SP2EP135
FL LastPeg Last peg FIX.5.0SP2EP135
FM MidPricePeg Mid-price peg FIX.5.0SP2EP135
FN NonNegotiable Non-negotiable FIX.5.0SP2EP135
FO OpeningPeg Opening peg FIX.5.0SP2EP135
FP MarketPeg Market peg FIX.5.0SP2EP135
FQ CancelOnSystemFailure Cancel on system failure FIX.5.0SP2EP135
FR PrimaryPeg Primary peg FIX.5.0SP2EP135
FS Suspend Suspend FIX.5.0SP2EP135
FT FixedPegToLocalBBO Fixed peg to local best bid or offer at time of order FIX.5.0SP2EP135
FW PegToVWAP Peg to VWAP FIX.5.0SP2EP135
FX TradeAlong Trade along FIX.5.0SP2EP135
FY TryToStop Try to stop FIX.5.0SP2EP135
FZ CancelIfNotBest Cancel if not best FIX.5.0SP2EP135
Fb StrictLimit Strict limit FIX.5.0SP2EP135
Fc IgnorePriceValidityChecks Ignore price validity checks FIX.5.0SP2EP135
Fd PegToLimitPrice Peg to Limit Price FIX.5.0SP2EP135
Fe WorkToTargetStrategy Work to target strategy FIX.5.0SP2EP135
FIX.5.0SP2
⇒1032 OrderHandlingInstSource int Identifies the class or source of the order handling instruction values.  Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035).
Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified.
Value SymbolicName Description Added Updated Deprecated
1 FINRAOATS FINRA OATS FIX.4.4EP-1 FIX.5.0SP2EP135
2 FIAExecutionSourceCode FIA Execution Source Code FIX.5.0SP2EP133
FIX.5.0SP2
⇒58 Text String Can be used to include text included in the order submission. FIX.5.0SP2
⇒354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.5.0SP2
⇒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.5.0SP2

TrdInstrmtLegExecGrp

The TrdInstrmtLegExecGrp component comprises individual executions for legs of the trade side of a trade match report for a specific instrument.

Tag Name Reqd Type Description Added Updated Deprecated
1892 NoLegExecs NumInGroup Number of instrument leg executions. FIX.5.0SP2
⇒654 LegRefID String Required if NoLegExecs(1892) > 0. FIX.5.0SP2
⇒1893 LegExecID String The ExecID(17) value corresponding to a trade leg. FIX.5.0SP2
⇒1901 LegExecRefID String Used to reference the value from LegExecID(1893). FIX.5.0SP2
⇒1894 LegTradeID String The TradeID(1003) value corresponding to a trade leg. FIX.5.0SP2
⇒1895 LegTradeReportID String The TradeReportID(571) value corresponding to a trade leg. FIX.5.0SP2
⇒685 LegOrderQty Qty Quantity ordered of this leg.
See OrderQty (38) for description and valid values 		FIX.5.0SP2
⇒564 LegPositionEffect char Can be used to specify the position effect for the leg if it is different from the position effect of the overall multileg security. FIX.5.0SP2
⇒565 LegCoveredOrUncovered int Can be used to specify whether the option is a cover, if it is different from the overall multileg security. FIX.5.0SP2
⇒NestedParties3 FIX.5.0SP2
⇒637 LegLastPx Price Execution price assigned to a leg of a multileg instrument.
See LastPx (31) field for description and values 		FIX.5.0SP2
⇒686 LegPriceType int The price type of the LegBidPx (681) and/or LegOfferPx (684).
See PriceType (423) for description and valid values 		FIX.5.0SP2
⇒675 LegSettlCurrency Currency Identifies settlement currency for the Leg.
See SettlCurrency (20) for description and valid values 		FIX.5.0SP2
⇒1689 LegShortSaleExemptionReason int Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.) FIX.5.0SP2
⇒1418 LegLastQty Qty Fill quantity for the leg instrument FIX.5.0SP2
⇒1591 LegQtyType int Type of quantity specified in LegQty field. LegContractMultiplier (614) is required when LegQtyType = 1 (Contracts). LegUnitOfMeasure (tag 999) and LegTimeUnit (tag 1001) are required when LegQtyType = 2 (Units of Measure per Time Unit). LegQtyType can be different for each leg. FIX.5.0SP2

PriceMovementGrp

The PriceMovementGrp component is a repeatable block intended to contain theoretical profit and loss data at various price movement points account type(s) for which the price movement may apply to.

Tag Name Reqd Type Description Added Updated Deprecated
1919 NoPriceMovements NumInGroup Number of price movement entries. FIX.5.0SP2
⇒PriceMovementValueGrp Required if NoPriceMovements(1919) > 0. FIX.5.0SP2
⇒ClearingAccountTypeGrp FIX.5.0SP2

PriceMovementValueGrp

This PriceMovementValueGrp component is a repeatable block that will be utilized to represent a value relative to a specific price movement point.

Tag Name Reqd Type Description Added Updated Deprecated
1920 NoPriceMovementValues NumInGroup Number of price movement value entries. FIX.5.0SP2
⇒1921 PriceMovementValue float Required if NoPriceMovementValues(1919) > 0. FIX.5.0SP2
⇒1922 PriceMovementPoint int Price movement point up (positive integer) or down (negative integer) relative to the underlying price of the instrument. FIX.5.0SP2
⇒1923 PriceMovementType int Describes the format of the PriceMovementValue(1921).
Value SymbolicName Description Added Updated Deprecated
0 Amount Amount FIX.5.0SP2EP160
1 Percentage Percentage FIX.5.0SP2EP160
FIX.5.0SP2

ClearingAccountTypeGrp

The ClearingAccountTypeGrp component is used specify the type of clearing account types.

Tag Name Reqd Type Description Added Updated Deprecated
1918 NoClearingAccountTypes NumInGroup Number of clearing account type entries. FIX.5.0SP2
⇒1816 ClearingAccountType int Required if NoClearingAccountTypes(1918) > 0.
Value SymbolicName Description Added Updated Deprecated
1 Customer Customer FIX.5.0SP2EP131
2 Firm Firm FIX.5.0SP2EP131
3 MarketMaker Market maker FIX.5.0SP2EP131
FIX.5.0SP2

AdditionalTermBondRefGrp

The AdditionalTermBondRefGrp is a repeating group subcomponent of the AdditionalTermGrp component used to identify an underlying reference bond for a swap.

Tag Name Reqd Type Description Added Updated Deprecated
40000 NoAdditionalTermBondRefs NumInGroup Number of bonds in the repeating group. FIX.5.0SP2
⇒40001 AdditionalTermBondSecurityID String Required if NoAdditionalTermBondRefs(40000) > 0. FIX.5.0SP2
⇒40002 AdditionalTermBondSecurityIDSource String Conditionally required when AdditionalTermBondSecurityID(40001) is specified. FIX.5.0SP2
⇒40003 AdditionalTermBondDesc String Description of the bond. FIX.5.0SP2
⇒40004 EncodedAdditionalTermBondDescLen Length Must be set if EncodedAdditionalTermBondDesc(40005) field is specified and must immediately precede it. FIX.5.0SP2
⇒40005 EncodedAdditionalTermBondDesc data Encoded (non-ASCII characters) representation of the AdditionalTermBondDesc(40003) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
⇒40006 AdditionalTermBondCurrency Currency Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒40007 AdditionalTermBondIssuer String Issuer of the bond. FIX.5.0SP2
⇒40008 EncodedAdditionalTermBondIssuerLen Length Must be set if EncodedAdditionalTermBondIssuer(40009) field is specified and must immediately precede it. FIX.5.0SP2
⇒40009 EncodedAdditionalTermBondIssuer data Encoded (non-ASCII characters) representation of the AdditionalTermBondIssuer(40007) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
⇒40010 AdditionalTermBondSeniority String Specifies the bond's payment priority in the event of a default. FIX.5.0SP2
⇒40011 AdditionalTermBondCouponType int Coupon type of the bond. FIX.5.0SP2
⇒40012 AdditionalTermBondCouponRate Percentage Coupon rate of the bond. See also CouponRate(223). FIX.5.0SP2
⇒40013 AdditionalTermBondMaturityDate LocalMktDate The maturity date of the bond. FIX.5.0SP2
⇒40014 AdditionalTermBondParValue Amt The par value of the bond. FIX.5.0SP2
⇒40015 AdditionalTermBondCurrentTotalIssuedAmount Amt Total issued amount of the bond. FIX.5.0SP2
⇒40016 AdditionalTermBondCouponFrequencyPeriod int Conditionally required when AdditionalTermBondCouponFrequencyUnit(40017) is specified. FIX.5.0SP2
⇒40017 AdditionalTermBondCouponFrequencyUnit String Conditionally required when AdditionalTermBondCouponFrequencyPeriod(40016) is specified. FIX.5.0SP2
⇒40018 AdditionalTermBondDayCount int The day count convention used in interest calculations for a bond or an interest bearing security. FIX.5.0SP2

AdditionalTermGrp

The AdditionalTermGrp is a repeating subcomponent of the Instrument component used to report additional contract terms.

Tag Name Reqd Type Description Added Updated Deprecated
40019 NoAdditionalTerms NumInGroup Number of additional terms in the repeating group. FIX.5.0SP2
⇒40020 AdditionalTermConditionPrecedentBondIndicator Boolean Required if NoAdditionalTerms(40019) > 0. FIX.5.0SP2
⇒40021 AdditionalTermDiscrepancyClauseIndicator Boolean Indicates whether the discrepancy clause is applicable. FIX.5.0SP2
⇒AdditionalTermBondRefGrp FIX.5.0SP2

AllocRegulatoryTradeIDGrp

The AllocRegulatoryTradeIDGrp is a repeating component within the TrdAllocGrp component used to report the source, value and relationship of multiple trade identifiers for the same trade allocation instance.

This component can be used to meet regulatory trade reporting requirements where identifiers such as the Unique Swaps Identifier (USI) are required to be reported, showing the chaining of these identifiers as needed.

Tag Name Reqd Type Description Added Updated Deprecated
1908 NoAllocRegulatoryTradeIDs NumInGroup Number of regulatory IDs in the repeating group. FIX.5.0SP2
⇒1909 AllocRegulatoryTradeID String Required if NoAllocRegulatoryTradeIDs(1908) > 0. FIX.5.0SP2
⇒1910 AllocRegulatoryTradeIDSource String Identifies the reporting entity that originated the value in AllocRegulatoryTradeID(1909). The reporting entity identifier may be assigned by a regulator. FIX.5.0SP2
⇒1911 AllocRegulatoryTradeIDEvent int Identifies the event which caused the origination of the identifier in AllocRegulatoryTradeID(1909). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2(Clearing). FIX.5.0SP2
⇒1912 AllocRegulatoryTradeIDType int Specifies the type of trade identifier provided in AllocRegulatoryTradeID(1909), within the context of the hierarchy of trade events. FIX.5.0SP2
⇒2406 AllocRegulatoryLegRefID String This field may be is used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. FIX.5.0SP2
⇒2399 AllocRegulatoryTradeIDScope int Specifies the scope to which the AllocRegulatoryTradeID(1909) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. FIX.5.0SP2

CashSettlTermGrp

The CashSettlTermGrp is a repeating component within the Instrument component used to report cash settlement terms referenced from UnderlyingInstruments.

Tag Name Reqd Type Description Added Updated Deprecated
40022 NoCashSettlTerms NumInGroup Number of elements in the repeating group. FIX.5.0SP2
⇒40023 CashSettlCurrency Currency Required if NoCashSettlTerms(40022) > 0. FIX.5.0SP2
⇒40024 CashSettlValuationFirstBusinessDayOffset int The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for the purpose of cash settlement. FIX.5.0SP2
⇒40916 CashSettlValuationSubsequentBusinessDaysOffset int The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. FIX.5.0SP2
⇒40917 CashSettlNumOfValuationDates int Where multiple valuation dates are specified as being applicable for cash settlement, this specifies the number of applicable valuation dates. FIX.5.0SP2
⇒40025 CashSettlValuationTime LocalMktTime The time of valuation. FIX.5.0SP2
⇒40026 CashSettlBusinessCenter String Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. FIX.5.0SP2
⇒40027 CashSettlQuoteMethod int The type of quote used to determine the cash settlement price.
Value SymbolicName Description Added Updated Deprecated
0 Bid Bid FIX.5.0SP2EP161
1 Mid Mid FIX.5.0SP2EP161
2 Offer Offer FIX.5.0SP2EP161
FIX.5.0SP2
⇒40028 CashSettlQuoteAmount Amt When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specifed, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. FIX.5.0SP2
⇒40029 CashSettlQuoteCurrency Currency Specifies the currency the CashSettlQuoteAmount(40028) is denominated in. Uses ISO 4217 Currency Code. FIX.5.0SP2
⇒40030 CashSettlMinimumQuoteAmount Amt When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount. FIX.5.0SP2
⇒40031 CashSettlMinimumQuoteCurrency Currency Specifies the currency the CashSettlMinimumQuoteAmount(40030) is denominated in. Uses ISO 4217 Currency Code. FIX.5.0SP2
⇒CashSettlDealerGrp FIX.5.0SP2
⇒42216 CashSettlPriceSource String The source from which the settlement price is to be obtained.
See http://www.fpml.org/coding-scheme/settlement-price-source for values. 		FIX.5.0SP2
⇒42217 CashSettlPriceDefault int The default election for determining settlement price.
Value SymbolicName Description Added Updated Deprecated
0 Close Official closing price. FIX.5.0SP2EP208
1 Hedge Determined by the hedging party. FIX.5.0SP2EP208
FIX.5.0SP2
⇒40033 CashSettlBusinessDays int The number of business days used in the determination of the cash settlement payment date. FIX.5.0SP2
⇒40034 CashSettlAmount Amt The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. FIX.5.0SP2
⇒CashSettlDate FIX.5.0SP2
⇒40035 CashSettlRecoveryFactor float Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount calculated is (1 - CashSettlRecoveryFactor(40035)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount. FIX.5.0SP2
⇒40036 CashSettlFixedTermIndicator Boolean Indicates whether fixed settlement is applicable or not applicable in a recovery lock. FIX.5.0SP2
⇒40037 CashSettlAccruedInterestIndicator Boolean Indicates whether accrued interest is included or not in the value provided in CashSettlAmount(40034). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest.
For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. 		FIX.5.0SP2
⇒40038 CashSettlValuationMethod int The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.
Value SymbolicName Description Added Updated Deprecated
0 Market Market FIX.5.0SP2EP161
1 Highest Highest FIX.5.0SP2EP161
2 AverageMarket Average market FIX.5.0SP2EP161
3 AverageHighest Average highest FIX.5.0SP2EP161
4 BlendedMarket Blended market FIX.5.0SP2EP161
5 BlendedHighest Blended highest FIX.5.0SP2EP161
6 AverageBlendedMarket Average blended market FIX.5.0SP2EP161
7 AverageBlendedHighest Average blended highest FIX.5.0SP2EP161
FIX.5.0SP2
⇒40039 CashSettlTermXID XID A named string value referenced by UnderlyingSettlTermXIDRef(41315). FIX.5.0SP2

FinancingContractualDefinitionGrp

The FinancingContractualDefinitionGrp is a repeating component within the FinancingDetails component used to report the definitions published by ISDA that define the terms of a derivative trade.

Tag Name Reqd Type Description Added Updated Deprecated
40040 NoContractualDefinitions NumInGroup Number of financing definitions in the repeating group. FIX.5.0SP2
⇒40041 ContractualDefinition String Required if NoContractualDefinitions(40040) > 0. FIX.5.0SP2

FinancingContractualMatrixGrp

The FinancingContractualMatrixGrp is a repeating component within the FinancingDetails component used to report the ISDA Physical Settlement Matrix Transaction Type.

Tag Name Reqd Type Description Added Updated Deprecated
40042 NoContractualMatrices NumInGroup Number of contractual matrices in the repeating group. FIX.5.0SP2
⇒40043 ContractualMatrixSource String Required if NoContractualMatrices(40042) > 0. FIX.5.0SP2
⇒40044 ContractualMatrixDate LocalMktDate The publication date of the applicable version of the contract matrix. If not specified, the ISDA Standard Terms Supplement defines rules for which version of the matrix is applicable. FIX.5.0SP2
⇒40045 ContractualMatrixTerm String Specifies the applicable key into the relevent contract matrix. In the case of 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions, the ContractualMatrixTerm(40045) is not applicable and is to be omitted. See http://www.fpml.org/coding-scheme/credit-matrix-transaction-type for values. FIX.5.0SP2

FinancingTermSupplementGrp

The FinancingTermSupplementGrp is a repeating component within the FinancingDetails component used to report contractual terms supplements of derivative trades.

Tag Name Reqd Type Description Added Updated Deprecated
40046 NoFinancingTermSupplements NumInGroup Number of financing terms supplements in the repeating group. FIX.5.0SP2
⇒40047 FinancingTermSupplementDesc String Required if NoFinancingTermSupplements(40046) > 0. FIX.5.0SP2
⇒40048 FinancingTermSupplementDate LocalMktDate The publication date of the applicable version of the contractual supplement. FIX.5.0SP2

LegEvntGrp

The LegEvntGrp is a repeating subcomponent of the InstrumentLeg component used to specify straightforward events associated with the instrument. Examples include put and call dates for bonds and options; first exercise date for options; inventory and delivery dates for commodities; start, end and roll dates for swaps. Use LegComplexEvents for more advanced dates such as option, futures, commodities and equity swap observation and pricing events.

Tag Name Reqd Type Description Added Updated Deprecated
2059 NoLegEvents NumInGroup Number of events in the repeating group FIX.5.0SP2
⇒2060 LegEventType int Required if NoLegEvents(2059) > 0. FIX.5.0SP2
⇒2061 LegEventDate LocalMktDate Conditionally required when LegEventTime(2062) is specified. FIX.5.0SP2
⇒2062 LegEventTime UTCTimestamp Specific time of event. To be used in combination with LegEventDate(2061). FIX.5.0SP2
⇒2063 LegEventTimeUnit String Conditionally required when LegEventTimePeriod(2064) is specified. FIX.5.0SP2
⇒2064 LegEventTimePeriod int Conditionally required when LegEventTimeUnit(2063) is specified. FIX.5.0SP2
⇒2341 LegEventMonthYear MonthYear Used with derivatives when an event is express as a month-year with optional day or month or week of month.
Format:
YYYYMM (e.g. 199903)
YYYYMMDD (e.g. 20030323)
YYYYMMwN (e.g. 200303w2) for week
A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date. 		FIX.5.0SP2
⇒2065 LegEventPx Price Predetermined price of issue at event, if applicable. FIX.5.0SP2
⇒2066 LegEventText String Free form text to specify additional information or enumeration description when a standard value does not apply. FIX.5.0SP2
⇒2074 EncodedLegEventTextLen Length Must be set if EncodedLegEventText(2075) field is specified and must immediately precede it. FIX.5.0SP2
⇒2075 EncodedLegEventText data Encoded (non-ASCII characters) representation of the LegEventText(2066) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2

LegPaymentScheduleGrp

The LegPaymentScheduleGrp is a repeating subcomponent of the LegPaymentStream component used to specify notional and rate steps in the payment stream.

Tag Name Reqd Type Description Added Updated Deprecated
40374 NoLegPaymentSchedules NumInGroup Number of swap schedules in the repeating group FIX.5.0SP2
⇒40375 LegPaymentScheduleType int Required if NoLegPaymentSchedules(40374) > 0. FIX.5.0SP2
⇒41533 LegPaymentScheduleXID XID Identifier of this LegPaymentSchedule for cross referencing elsewhere in the message. FIX.5.0SP2
⇒41534 LegPaymentScheduleXIDRef XIDREF Reference to payment schedule elsewhere in the message. FIX.5.0SP2
⇒40376 LegPaymentScheduleStubType int Indicates to which stub this schedule applies. FIX.5.0SP2
⇒40377 LegPaymentScheduleStartDateUnadjusted LocalMktDate The unadjusted date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment. FIX.5.0SP2
⇒40378 LegPaymentScheduleEndDateUnadjusted LocalMktDate The unadjusted end date of a cashflow payment. FIX.5.0SP2
⇒40379 LegPaymentSchedulePaySide int The side of the party paying the step schedule. FIX.5.0SP2
⇒40380 LegPaymentScheduleReceiveSide int The side of the party receiving the step schedule. FIX.5.0SP2
⇒40381 LegPaymentScheduleNotional Amt The notional value for this step schedule, or amount of a cashflow payment. FIX.5.0SP2
⇒40382 LegPaymentScheduleCurrency Currency The currency for this step schedule. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒40383 LegPaymentScheduleRate Percentage The rate value for this step schedule. FIX.5.0SP2
⇒40384 LegPaymentScheduleRateMultiplier float A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. FIX.5.0SP2
⇒40385 LegPaymentScheduleRateSpread PriceOffset The spread value for this step schedule. FIX.5.0SP2
⇒41535 LegPaymentScheduleRateCurrency Currency The currency of the schedule rate. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒41536 LegPaymentScheduleRateUnitOfMeasure String The schedule rate unit of measure (UOM). FIX.5.0SP2
⇒41537 LegPaymentScheduleRateConversionFactor float The number multipled by the derived floating rate of the leg's payment schedule in order to arrive at the payment rate. If omitted, the schedule rate conversion factor is 1. FIX.5.0SP2
⇒41538 LegPaymentScheduleRateSpreadType int Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. FIX.5.0SP2
⇒40386 LegPaymentScheduleRateSpreadPositionType int Identifies whether the rate spread is applied to a long or a short position. FIX.5.0SP2
⇒40387 LegPaymentScheduleRateTreatment int Specifies the yield calculation treatment for the step schedule. FIX.5.0SP2
⇒40388 LegPaymentScheduleFixedAmount Amt The explicit payment amount for this step schedule. FIX.5.0SP2
⇒40389 LegPaymentScheduleFixedCurrency Currency The currency of the fixed amount. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒41539 LegPaymentScheduleSettlPeriodPrice Price The schedule settlement period price. FIX.5.0SP2
⇒41540 LegPaymentScheduleSettlPeriodPriceCurrency Currency The currency of the schedule settlement period price. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒41541 LegPaymentScheduleSettlPeriodPriceUnitOfMeasure String The settlement period price unit of measure (UOM). FIX.5.0SP2
⇒41542 LegPaymentScheduleStepUnitOfMeasure String The schedule step unit of measure (UOM). FIX.5.0SP2
⇒40390 LegPaymentScheduleStepFrequencyPeriod int Conditionally required when LegPaymentScheduleStepFrequencyUnit(40391) is specified. FIX.5.0SP2
⇒40391 LegPaymentScheduleStepFrequencyUnit String Conditionally required when LegPaymentScheduleStepFrequencyPeriod(40390) is specified. FIX.5.0SP2
⇒40392 LegPaymentScheduleStepOffsetValue Amt The explicit amount that the notional changes on each step date. This can be a positive or negative amount. FIX.5.0SP2
⇒40393 LegPaymentScheduleStepRate Percentage The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in LegPaymentScheduleStepRelativeTo(40395). The percentage can be either positive or negative. FIX.5.0SP2
⇒40394 LegPaymentScheduleStepOffsetRate Percentage The explicit amount that the rate changes on each step date. This can be a positive or negative value. FIX.5.0SP2
⇒40395 LegPaymentScheduleStepRelativeTo int Specifies whether the LegPaymentScheduleStepRate(40393) or LegPaymentScheduleStepOffsetValue(40392) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. FIX.5.0SP2
⇒LegPaymentScheduleRateSourceGrp FIX.5.0SP2
⇒40396 LegPaymentScheduleFixingDateUnadjusted LocalMktDate The unadjusted fixing date. FIX.5.0SP2
⇒40397 LegPaymentScheduleWeight float Floating rate observation weight for cashflow payment. FIX.5.0SP2
⇒40398 LegPaymentScheduleFixingDateRelativeTo int Specifies the anchor date when the fixing date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
⇒40399 LegPaymentScheduleFixingDateBusinessDayConvention int When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment schedule. FIX.5.0SP2
⇒LegPaymentScheduleFixingDateBusinessCenterGrp When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment schedule. FIX.5.0SP2
⇒40401 LegPaymentScheduleFixingDateOffsetPeriod int Conditionally required when LegPaymentScheduleFixingDatesOffsetUnit(40402) is specified. FIX.5.0SP2
⇒40402 LegPaymentScheduleFixingDateOffsetUnit String Conditionally required when LegPaymentScheduleFixingDatesOffsetPeriod(40401) is specified. FIX.5.0SP2
⇒40403 LegPaymentScheduleFixingDateOffsetDayType int Specifies the day type of the relative fixing date offset. FIX.5.0SP2
⇒41543 LegPaymentScheduleFixingDayDistribution int The distribution of fixing days. FIX.5.0SP2
⇒41544 LegPaymentScheduleFixingDayCount int The number of days over which fixing should take place. FIX.5.0SP2
⇒40404 LegPaymentScheduleFixingDateAdjusted LocalMktDate The adjusted fixing date. FIX.5.0SP2
⇒LegPaymentScheduleFixingDayGrp FIX.5.0SP2
⇒41545 LegPaymentScheduleFixingLagPeriod int Conditionally required when LegPaymentScheduleFixingLagUnit(41546) is specified. FIX.5.0SP2
⇒41546 LegPaymentScheduleFixingLagUnit String Conditionally required when LegPaymentScheduleFixingLagPeriod(41545) is specified. FIX.5.0SP2
⇒41547 LegPaymentScheduleFixingFirstObservationDateOffsetPeriod int Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetUnit(41548) is specified. FIX.5.0SP2 FIX.5.0SP2EP208
⇒41548 LegPaymentScheduleFixingFirstObservationDateOffsetUnit String Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetPeriod(41547) is specified. FIX.5.0SP2 FIX.5.0SP2EP208
⇒40405 LegPaymentScheduleFixingTime LocalMktTime The fxing time associated with the step schedule. FIX.5.0SP2
⇒40406 LegPaymentScheduleFixingTimeBusinessCenter String Business center for determining fixing time.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2
⇒40407 LegPaymentScheduleInterimExchangePaymentDateRelativeTo int Specifies the anchor date when the interim exchange payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
⇒40408 LegPaymentScheduleInterimExchangeDatesBusinessDayConvention int When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment schedule. FIX.5.0SP2
⇒LegPaymentScheduleInterimExchangeDateBusinessCenterGrp When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment schedule. FIX.5.0SP2
⇒40410 LegPaymentScheduleInterimExchangeDatesOffsetPeriod int Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetUnit(40411) is specified. FIX.5.0SP2
⇒40411 LegPaymentScheduleInterimExchangeDatesOffsetUnit String Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetPeriod(40410) is specified. FIX.5.0SP2
⇒40412 LegPaymentScheduleInterimExchangeDatesOffsetDayType int Specifies the day type of the relative interim exchange date offset. FIX.5.0SP2
⇒40413 LegPaymentScheduleInterimExchangeDateAdjusted LocalMktDate The adjusted interim exchange date. FIX.5.0SP2

LegPaymentScheduleRateSourceGrp

LegPaymentScheduleRateSourceGrp is a repeating component within the LegPaymentScheduleGrp component used to identify primary and secondary rate sources.

Tag Name Reqd Type Description Added Updated Deprecated
40414 NoLegPaymentScheduleRateSources NumInGroup Number of rate sources in the repeating group FIX.5.0SP2
⇒40415 LegPaymentScheduleRateSource int Required if NoLegPaymentScheduleRateSources(40414) > 0. FIX.5.0SP2
⇒40416 LegPaymentScheduleRateSourceType int Required if NoLegPaymentScheduleRateSources(40414) > 0. FIX.5.0SP2 FIX.5.0SP2EP169
⇒40417 LegPaymentScheduleReferencePage String Conditionally required when LegPaymentScheduleRateSource(40415) = 99 (Other). FIX.5.0SP2

LegPaymentStream

The LegPaymentStream component is a subcomponent of the LegStreamGrp used to detail the attributes of a payment stream in a swap.

Tag Name Reqd Type Description Added Updated Deprecated
40279 LegPaymentStreamType int Identifies the type of payment stream applicable to the swap stream associated with the instrument leg. FIX.5.0SP2
40280 LegPaymentStreamMarketRate int Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks. FIX.5.0SP2
40281 LegPaymentStreamDelayIndicator Boolean Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount.
Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap.
Commercial mortage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month. 		FIX.5.0SP2
42399 LegPaymentStreamCashSettlIndicator Boolean Indicates whether cash settlement is applicable. FIX.5.0SP2
40282 LegPaymentStreamSettlCurrency Currency Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes. FIX.5.0SP2
40283 LegPaymentStreamDayCount int The day count convention used in the payment stream calculations. FIX.5.0SP2
40284 LegPaymentStreamAccrualDays int The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. FIX.5.0SP2
40285 LegPaymentStreamDiscountType int The method of calculating discounted payment amounts. FIX.5.0SP2
40286 LegPaymentStreamDiscountRate Percentage Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05. FIX.5.0SP2
40287 LegPaymentStreamDiscountRateDayCount int The day count convention applied to the LegPaymentStreamDiscountRate(40286). FIX.5.0SP2
40288 LegPaymentStreamCompoundingMethod int Compounding method. FIX.5.0SP2
42400 LegPaymentStreamCompoundingXIDRef XIDREF Mutually exclusive with LegPaymentStreamCompoundingFixedRate(42404) or the LegPaymentStreamCompoundingFloatingRate component. FIX.5.0SP2
42401 LegPaymentStreamCompoundingSpread PriceOffset The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread. FIX.5.0SP2
42402 LegPaymentStreamInterpolationMethod int The method used when calculating the index rate from multiple points on the curve. The most common is linear method. FIX.5.0SP2
42403 LegPaymentStreamInterpolationPeriod int Defines applicable periods for interpolation. FIX.5.0SP2
40289 LegPaymentStreamInitialPrincipalExchangeIndicator Boolean Indicates whether there is an initial exchange of principal on the effective date. FIX.5.0SP2
40290 LegPaymentStreamInterimPrincipalExchangeIndicator Boolean Indicates whether there are intermediate or interim exchanges of principal during the term of the swap. FIX.5.0SP2
40291 LegPaymentStreamFinalPrincipalExchangeIndicator Boolean Indicates whether there is a final exchange of principal on the termination date. FIX.5.0SP2
41549 LegPaymentStreamFlatRateIndicator Boolean When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the trade date of the transaction "Fixed". If 'N' it is taken on each pricing date "Floating". FIX.5.0SP2
41550 LegPaymentStreamFlatRateAmount Amt Specifies the actual monetary value of the flat rate when LegPaymentStreamFlatRateIndicator(41549) = 'Y'. FIX.5.0SP2
41551 LegPaymentStreamFlatRateCurrency Currency Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes. FIX.5.0SP2
41552 LegStreamMaximumPaymentAmount Amt Specifies the limit on the total payment amount. FIX.5.0SP2
41553 LegStreamMaximumPaymentCurrency Currency Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes. FIX.5.0SP2
41554 LegStreamMaximumTransactionAmount Amt Specifies the limit on the payment amount that goes out in any particular calculation period. FIX.5.0SP2
41555 LegStreamMaximumTransactionCurrency Currency Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes. FIX.5.0SP2
LegPaymentStreamPaymentDates FIX.5.0SP2
LegPaymentStreamResetDates FIX.5.0SP2
LegPaymentStreamFixedRate FIX.5.0SP2
LegPaymentStreamFloatingRate FIX.5.0SP2
42404 LegPaymentStreamCompoundingFixedRate float Mutually exclusive with LegPaymentStreamCompoundingXIDRef(42400) or the LegPaymentStreamCompoundingFloatingRate component. FIX.5.0SP2
LegPaymentStreamCompoundingFloatingRate Mutually exclusive with LegPaymentStreamCompoundingFixedRate(42404) or the LegPaymentStreamCompoundingXIDRef(42400). FIX.5.0SP2
LegPaymentStreamCompoundingDates FIX.5.0SP2
LegPaymentStreamNonDeliverableSettlTerms FIX.5.0SP2

LegPaymentStreamFixedRate

LegPaymentStreamFixedRate is a subcomponent of the LegPaymentStream component used to report the fixed rate or fixed payment amount of the payment stream.

Tag Name Reqd Type Description Added Updated Deprecated
40326 LegPaymentStreamRate Percentage Mutually exclusive with LegPaymentStreamFixedAmount(40327). FIX.5.0SP2
40327 LegPaymentStreamFixedAmount Amt Mutually exclusive with LegPaymentStreamRate(40326). FIX.5.0SP2
40328 LegPaymentStreamRateOrAmountCurrency Currency Specifies the currency in which LegPaymentStreamFixedAmount(40327) or LegPaymentStreamRate(40326) is denominated. Uses ISO 4217 currency codes. FIX.5.0SP2
41556 LegPaymentStreamFixedAmountUnitOfMeasure String The fixed payment amount unit of measure (UOM). FIX.5.0SP2
41557 LegPaymentStreamTotalFixedAmount Amt Specifies the total fixed payment amount. FIX.5.0SP2
40329 LegPaymentStreamFutureValueNotional Amt The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional. FIX.5.0SP2
40330 LegPaymentStreamFutureValueDateAdjusted LocalMktDate The adjusted value date of the future value amount. FIX.5.0SP2
41558 LegPaymentStreamWorldScaleRate float The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap. FIX.5.0SP2
41559 LegPaymentStreamContractPrice Price The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap. FIX.5.0SP2
41560 LegPaymentStreamContractPriceCurrency Currency Specifies the currency of LegPaymentStreamContractPrice(41559). Uses ISO 4217 currency codes. FIX.5.0SP2

LegPaymentStreamFloatingRate

LegPaymentStreamFloatingRate is a subcomponent of the LegPaymentStream component used to report the floating rate attributes of the payment stream.

Tag Name Reqd Type Description Added Updated Deprecated
40331 LegPaymentStreamRateIndex String The payment stream floating rate index. FIX.5.0SP2
40332 LegPaymentStreamRateIndexSource int The source of the payment stream floating rate index. FIX.5.0SP2
43088 LegPaymentStreamRateIndexID String Conditionally required when LegPaymentStreamRateIndexIDSource(43089) is specified. FIX.5.0SP2
43089 LegPaymentStreamRateIndexIDSource String Conditionally required when LegPaymentStreamRateIndexID(43088) is specified. FIX.5.0SP2
40333 LegPaymentStreamRateIndexCurveUnit String Conditionally required when LegPaymentStreamRateIndexCurvePeriod(40334) is specified. FIX.5.0SP2
40334 LegPaymentStreamRateIndexCurvePeriod int Conditionally required when LegPaymentStreamRateIndexCurveUnit(40333) is specified. FIX.5.0SP2
41563 LegPaymentStreamRateIndex2CurveUnit String Conditionally required when LegPaymentStreamRateIndexCurvePeriod2(41564) is specified. FIX.5.0SP2
41564 LegPaymentStreamRateIndex2CurvePeriod int Conditionally required when LegPaymentStreamRateIndexCurveUnit2(41563) is specified. FIX.5.0SP2
41565 LegPaymentStreamRateIndexLocation String Specifies the location of the floating rate index. FIX.5.0SP2
41566 LegPaymentStreamRateIndexLevel Qty This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. FIX.5.0SP2
41567 LegPaymentStreamRateIndexUnitOfMeasure String The unit of measure (UOM) of the rate index level. FIX.5.0SP2
41568 LegPaymentStreamSettlLevel int Specifies how weather index units are to be calculated. FIX.5.0SP2
41569 LegPaymentStreamReferenceLevel Qty This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. FIX.5.0SP2
41570 LegPaymentStreamReferenceLevelUnitOfMeasure String The unit of measure (UOM) of the rate reference level. FIX.5.0SP2
41571 LegPaymentStreamReferenceLevelEqualsZeroIndicator Boolean When set to 'Y', it indicates that the weather reference level equals zero. FIX.5.0SP2
40335 LegPaymentStreamRateMultiplier float A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. FIX.5.0SP2
40336 LegPaymentStreamRateSpread PriceOffset The basis points spread from the index specified in LegPaymentStreamRateIndex(40331). FIX.5.0SP2
41572 LegPaymentStreamRateSpreadCurrency Currency Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes. FIX.5.0SP2
41573 LegPaymentStreamRateSpreadUnitOfMeasure String Specifies the unit of measure (UOM) of the floating rate spread. FIX.5.0SP2
41574 LegPaymentStreamRateConversionFactor float The number to be multiplied by the derived floating rate of the leg's payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. FIX.5.0SP2
41575 LegPaymentStreamRateSpreadType int Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. FIX.5.0SP2
40337 LegPaymentStreamRateSpreadPositionType int Identifies whether the rate spread is applied to a long or short position. FIX.5.0SP2
40338 LegPaymentStreamRateTreatment int Specifies the yield calculation treatment for the index. FIX.5.0SP2
40339 LegPaymentStreamCapRate Percentage The cap rate, if any, which applies to the floating rate. It is only required where the floating rate on a swap stream is capped at a certain level The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. FIX.5.0SP2
40340 LegPaymentStreamCapRateBuySide int Reference to the buyer of the cap rate option through its trade side. FIX.5.0SP2
40341 LegPaymentStreamCapRateSellSide int Reference to the seller of the cap rate option through its trade side. FIX.5.0SP2
40342 LegPaymentStreamFloorRate Percentage The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as 0.05. FIX.5.0SP2
40343 LegPaymentStreamFloorRateBuySide int Reference to the buyer of the floor rate option through its trade side. FIX.5.0SP2
40344 LegPaymentStreamFloorRateSellSide int Reference to the seller of the floor rate option through its trade side. FIX.5.0SP2
40345 LegPaymentStreamInitialRate Percentage The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as 0.05. FIX.5.0SP2
41576 LegPaymentStreamLastResetRate Percentage The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. FIX.5.0SP2
41577 LegPaymentStreamFinalRate Percentage The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. FIX.5.0SP2
40346 LegPaymentStreamFinalRateRoundingDirection char Specifies the rounding direction. FIX.5.0SP2
40347 LegPaymentStreamFinalRatePrecision int Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. FIX.5.0SP2
40348 LegPaymentStreamAveragingMethod int When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. FIX.5.0SP2
40349 LegPaymentStreamNegativeRateTreatment int The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). FIX.5.0SP2
41578 LegPaymentStreamCalculationLagPeriod int Conditionally required when LegPaymentStreamCalculationLagUnit(41579) is specified. FIX.5.0SP2
41579 LegPaymentStreamCalculationLagUnit String Conditionally required when LegPaymentStreamCalculationLagPeriod(41578) is specified. FIX.5.0SP2
42462 LegPaymentStreamFirstObservationDateUnadjusted LocalMktDate The unadjusted initial price observation date. FIX.5.0SP2
42463 LegPaymentStreamFirstObservationDateRelativeTo int Specifies the anchor date when the initial price observation date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42464 LegPaymentStreamFirstObservationDateOffsetDayType int Specifies the day type of the initial price observation date offset. FIX.5.0SP2
41580 LegPaymentStreamFirstObservationDateOffsetPeriod int Conditionally required when LegPaymentStreamFirstObservationOffsetUnit(41581) is specified. FIX.5.0SP2
41581 LegPaymentStreamFirstObservationDateOffsetUnit String Conditionally required when LegPaymentStreamFirstObservationOffsetPeriod(41580) is specified. FIX.5.0SP2
42465 LegPaymentStreamFirstObservationDateAdjusted LocalMktDate The adjusted initial price observation date. FIX.5.0SP2
41582 LegPaymentStreamPricingDayType int Specifies the commodity pricing day type. FIX.5.0SP2
41583 LegPaymentStreamPricingDayDistribution int The distribution of pricing days. FIX.5.0SP2
41584 LegPaymentStreamPricingDayCount int The number of days over which pricing should take place. FIX.5.0SP2
41585 LegPaymentStreamPricingBusinessCalendar String Specifies the business calendar to use for pricing.
See http://www.fpml.org/coding-scheme/commodity-business-calendar for values. 		FIX.5.0SP2
41586 LegPaymentStreamPricingBusinessDayConvention int When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the payment stream pricing date. FIX.5.0SP2
LegPaymentStreamPricingBusinessCenterGrp When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the the payment stream pricing date. FIX.5.0SP2
LegPaymentStreamPricingDayGrp FIX.5.0SP2
LegPaymentStreamPricingDateGrp FIX.5.0SP2
40350 LegPaymentStreamInflationLagPeriod int Conditionally required when LegPaymentStreamInflationLagUnit(40351) is specified. FIX.5.0SP2
40351 LegPaymentStreamInflationLagUnit String Conditionally required when LegPaymentStreamInflationLagPeriod(40350) is specified. FIX.5.0SP2
40352 LegPaymentStreamInflationLagDayType int The inflation lag period day type. FIX.5.0SP2
40353 LegPaymentStreamInflationInterpolationMethod int The method used when calculating the inflation index level from multiple points. The most common is linear method. FIX.5.0SP2
40354 LegPaymentStreamInflationIndexSource int The inflation index reference source. FIX.5.0SP2
40355 LegPaymentStreamInflationPublicationSource String The publication source, such as relevant web site, news publication or a government body, where inflation information is obtained. FIX.5.0SP2
40356 LegPaymentStreamInflationInitialIndexLevel float Initial known index level for the first calculation period. FIX.5.0SP2
40357 LegPaymentStreamInflationFallbackBondApplicable Boolean Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes). FIX.5.0SP2
40358 LegPaymentStreamFRADiscounting int The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. FIX.5.0SP2
42466 LegPaymentStreamUnderlierRefID String References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. FIX.5.0SP2
LegPaymentStreamFormula FIX.5.0SP2
LegDividendConditions FIX.5.0SP2
42467 LegReturnRateNotionalReset Boolean Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not. FIX.5.0SP2
LegReturnRateGrp FIX.5.0SP2
42468 LegPaymentStreamLinkInitialLevel Price Price level at which the correlation or variance swap contract will strike. FIX.5.0SP2
42469 LegPaymentStreamLinkClosingLevelIndicator Boolean Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not. FIX.5.0SP2
42470 LegPaymentStreamLinkExpiringLevelIndicator Boolean Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not. FIX.5.0SP2
42471 LegPaymentStreamLinkEstimatedTradingDays int The expected number of trading days in the variance or correlation swap stream. FIX.5.0SP2
42472 LegPaymentStreamLinkStrikePrice Price The strike price of a correlation or variance swap stream. FIX.5.0SP2
42473 LegPaymentStreamLinkStrikePriceType int For a variance swap specifies how LegPaymentStreamLinkStrikePrice(42472) is expressed. FIX.5.0SP2
42474 LegPaymentStreamLinkMaximumBoundary float Specifies the maximum or upper boundary for variance or strike determination.
For a variation swap stream all observations above this price level will be excluded from the variance calculation.
For a correlation swap stream the maximum boundary is a percentage of the strike price. 		FIX.5.0SP2
42475 LegPaymentStreamLinkMinimumBoundary float Specifies the minimum or lower boundary for variance or strike determination.
For a variation swap stream all observations below this price level will be excluded from the variance calculation.
For a correlation swap stream the minimum boundary is a percentage of the strike price. 		FIX.5.0SP2
42476 LegPaymentStreamLinkNumberOfDataSeries int Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion. FIX.5.0SP2
42477 LegPaymentStreamVarianceUnadjustedCap float Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable. FIX.5.0SP2
42478 LegPaymentStreamRealizedVarianceMethod int Indicates which price to use to satisfy the boundary condition. FIX.5.0SP2
42479 LegPaymentStreamDaysAdjustmentIndicator Boolean Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility. FIX.5.0SP2
42480 LegPaymentStreamNearestExchangeContractRefID String References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. FIX.5.0SP2
42481 LegPaymentStreamVegaNotionalAmount float Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realized volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade. FIX.5.0SP2

LegPaymentStreamNonDeliverableFixingDateGrp

LegPaymentStreamNonDeliverableFixingDate is a subcomponent of the LegPaymentStreamNonDeliverableSettlTerms component used to specify predetermined fixing dates.

Tag Name Reqd Type Description Added Updated Deprecated
40367 NoLegNonDeliverableFixingDates NumInGroup Number of fixing dates in the repeating group. FIX.5.0SP2
⇒40368 LegNonDeliverableFixingDate LocalMktDate Required if NoLegNonDeliverableFixingDates(40367) > 0. FIX.5.0SP2
⇒40369 LegNonDeliverableFixingDateType int When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2

LegPaymentStreamNonDeliverableSettlTerms

LegPaymentStreamNonDeliverableSettl is a subcomponent of the LegPaymentStream component used to specify the non-deliverable settlement terms of the payment stream.

Tag Name Reqd Type Description Added Updated Deprecated
40359 LegPaymentStreamNonDeliverableRefCurrency Currency Non-deliverable settlement reference currency. Uses ISO 4217 currency codes. FIX.5.0SP2
40360 LegPaymentStreamNonDeliverableFixingDatesBusinessDayConvention int When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the non-deliverable currency's fixing date. FIX.5.0SP2
LegPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the non-deliverable currency's fixing date. FIX.5.0SP2
40362 LegPaymentStreamNonDeliverableFixingDatesRelativeTo int Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
40363 LegPaymentStreamNonDeliverableFixingDatesOffsetPeriod int Conditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetUnit(40364) is specified. FIX.5.0SP2
40364 LegPaymentStreamNonDeliverableFixingDatesOffsetUnit String Conditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetPeriod(40363) is specified. FIX.5.0SP2
40365 LegPaymentStreamNonDeliverableFixingDatesOffsetDayType int Specifies the day type of the relative non-deliverable fixing date offset. FIX.5.0SP2
LegPaymentStreamNonDeliverableSettlRateSource FIX.5.0SP2
LegPaymentStreamNonDeliverableFixingDateGrp FIX.5.0SP2
LegSettlRateDisruptionFallbackGrp FIX.5.0SP2

LegPaymentStreamPaymentDates

The LegPaymentStreamPaymentDates component is a subcomponent of the LegPaymentStream component used to specify the payment dates of the stream.

Tag Name Reqd Type Description Added Updated Deprecated
40292 LegPaymentStreamPaymentDateBusinessDayConvention int When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream. FIX.5.0SP2
LegPaymentStreamPaymentDateBusinessCenterGrp When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream. FIX.5.0SP2
LegPaymentStreamPaymentDateGrp FIX.5.0SP2
40294 LegPaymentStreamPaymentFrequencyPeriod int Conditionally required when LegPaymentStreamPaymentFrequencyUnit(40295) is specified. FIX.5.0SP2
40295 LegPaymentStreamPaymentFrequencyUnit String Conditionally required when LegPaymentStreamFrequencyPeriod(40294) is specified. FIX.5.0SP2
40296 LegPaymentStreamPaymentRollConvention String When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates. FIX.5.0SP2
40297 LegPaymentStreamFirstPaymentDateUnadjusted LocalMktDate The unadjusted first payment date. FIX.5.0SP2
40298 LegPaymentStreamLastRegularPaymentDateUnadjusted LocalMktDate The unadjusted last regular payment date. FIX.5.0SP2
40299 LegPaymentStreamPaymentDateRelativeTo int Specifies the anchor date when payment dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
40300 LegPaymentStreamPaymentDateOffsetPeriod int Conditionally required when LegPaymentStreamPaymentDateOffsetUnit(40301) is specified. FIX.5.0SP2 FIX.5.0SP2EP208
40301 LegPaymentStreamPaymentDateOffsetUnit String Conditionally required when LegPaymentStreamPaymentDateOffsetPeriod(40300) is specified. FIX.5.0SP2 FIX.5.0SP2EP208
40302 LegPaymentStreamPaymentDateOffsetDayType int Specifies the day type of the relative payment date offset. FIX.5.0SP2
41592 LegPaymentStreamMasterAgreementPaymentDatesIndicator Boolean When set to 'Y', it indicates that payment dates are specified in the relevant master agreement. FIX.5.0SP2
LegPaymentStreamFinalPricePaymentDate FIX.5.0SP2

LegPaymentStreamResetDates

The LegPaymentStreamResetDates component is a subcomponent of the LegPaymentStream component used to specify the floating rate reset dates of the stream.

Tag Name Reqd Type Description Added Updated Deprecated
40303 LegPaymentStreamResetDateRelativeTo int Specifies the anchor date when the reset dates are relative to an anchor date.
If the reset frequency is specified as daily this element must not be included.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
40304 LegPaymentStreamResetDateBusinessDayConvention int When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. FIX.5.0SP2
LegPaymentStreamResetDateBusinessCenterGrp When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. FIX.5.0SP2
40306 LegPaymentStreamResetFrequencyPeriod int Conditionally required when LegPaymentStreamResetFrequencyUnit(40307) is specified. FIX.5.0SP2
40307 LegPaymentStreamResetFrequencyUnit String Conditionally required when LegPaymentStreamResetFrequencyPeriod(40306) is specified. FIX.5.0SP2
40308 LegPaymentStreamResetWeeklyRollConvention String When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates. FIX.5.0SP2
40309 LegPaymentStreamInitialFixingDateRelativeTo int Specifies the anchor date when the initial fixing date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
40310 LegPaymentStreamInitialFixingDateBusinessDayConvention int When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. FIX.5.0SP2
LegPaymentStreamInitialFixingDateBusinessCenterGrp When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. FIX.5.0SP2
40312 LegPaymentStreamInitialFixingDateOffsetPeriod int Conditionally required when LegPaymentStreamInitialFixingDateOffsetUnit(40313) is specified. FIX.5.0SP2
40313 LegPaymentStreamInitialFixingDateOffsetUnit String Conditionally required when LegPaymentStreamInitialFixingDateOffsetPeriod(40312) is specified. FIX.5.0SP2
40314 LegPaymentStreamInitialFixingDateOffsetDayType int Specifies the day type of the relative initial fixing date offset. FIX.5.0SP2
40315 LegPaymentStreamInitialFixingDateAdjusted LocalMktDate The adjusted initial fixing date. FIX.5.0SP2
40316 LegPaymentStreamFixingDateRelativeTo int Specifies the anchor date when the fixing date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
40317 LegPaymentStreamFixingDateBusinessDayConvention int When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. FIX.5.0SP2
LegPaymentStreamFixingDateBusinessCenterGrp When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. FIX.5.0SP2
40319 LegPaymentStreamFixingDateOffsetPeriod int Conditionally required when LegPaymentStreamFixingDateOffsetUnit(40320) is specified. FIX.5.0SP2
40320 LegPaymentStreamFixingDateOffsetUnit String Conditionally required when LegPaymentStreamFixingDateOffsetPeriod(40319) is specified. FIX.5.0SP2
40321 LegPaymentStreamFixingDateOffsetDayType int Specifies the day type of the relative fixing date offset. FIX.5.0SP2
40322 LegPaymentStreamFixingDateAdjusted LocalMktDate The adjusted fixing date. FIX.5.0SP2
40323 LegPaymentStreamRateCutoffDateOffsetPeriod int Conditionally required when LegPaymentStreamRateCutoffDateOffsetUnit(40324) is specified. FIX.5.0SP2 FIX.5.0SP2EP208
40324 LegPaymentStreamRateCutoffDateOffsetUnit String Conditionally required when LegPaymentStreamRateCutoffDateOffsetPeriod(40323) is specified. FIX.5.0SP2 FIX.5.0SP2EP208
40325 LegPaymentStreamRateCutoffDateOffsetDayType int Specifies the day type of the relative rate cut-off date offset. FIX.5.0SP2
LegPaymentStreamFixingDateGrp FIX.5.0SP2

LegPaymentStubGrp

The LegPaymentStubGrp is a repeating subcomponent of the LegPaymentStream component used to specify front and back stubs in the payment stream.

Tag Name Reqd Type Description Added Updated Deprecated
40418 NoLegPaymentStubs NumInGroup Number of stubs in the repeating group FIX.5.0SP2
⇒40419 LegPaymentStubType int Required if NoLegPaymentStubs(40418) > 0. FIX.5.0SP2
⇒40420 LegPaymentStubLength int Optional indication whether stub is shorter or longer than the regular swap period. FIX.5.0SP2
⇒LegPaymentStubStartDate FIX.5.0SP2
⇒LegPaymentStubEndDate FIX.5.0SP2
⇒40421 LegPaymentStubRate Percentage The agreed upon fixed rate for this stub. FIX.5.0SP2
⇒40422 LegPaymentStubFixedAmount Amt A fixed payment amount for the stub. FIX.5.0SP2
⇒40423 LegPaymentStubFixedCurrency Currency The currency of the fixed payment amount. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒40424 LegPaymentStubIndex String The stub floating rate index. FIX.5.0SP2
⇒40425 LegPaymentStubIndexSource int The source for the stub floating rate index. FIX.5.0SP2
⇒40426 LegPaymentStubIndexCurvePeriod int Conditionally required when LegPaymentStubIndexCurveUnit(40427) is specified. FIX.5.0SP2
⇒40427 LegPaymentStubIndexCurveUnit String Copnditionally required when LegPaymentStubIndexCurvePeriod(40426) is specified. FIX.5.0SP2
⇒40428 LegPaymentStubIndexRateMultiplier float A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. FIX.5.0SP2
⇒40429 LegPaymentStubIndexRateSpread PriceOffset Spread from floating rate index. FIX.5.0SP2
⇒40430 LegPaymentStubIndexRateSpreadPositionType int Identifies whether the rate spread is applied to a long or a short position. FIX.5.0SP2
⇒40431 LegPaymentStubIndexRateTreatment int Specifies the yield calculation treatment for the stub index. FIX.5.0SP2
⇒40432 LegPaymentStubIndexCapRate Percentage The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. FIX.5.0SP2
⇒40433 LegPaymentStubIndexCapRateBuySide int Reference to the buyer of the cap rate option through its trade side. FIX.5.0SP2
⇒40434 LegPaymentStubIndexCapRateSellSide int Reference to the seller of the cap rate option through its trade side. FIX.5.0SP2
⇒40435 LegPaymentStubIndexFloorRate Percentage The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. FIX.5.0SP2
⇒40436 LegPaymentStubIndexFloorRateBuySide int Reference to the buyer of the floor rate option through its trade side. FIX.5.0SP2
⇒40437 LegPaymentStubIndexFloorRateSellSide int Reference to the seller of the floor rate option through its trade side. FIX.5.0SP2
⇒40438 LegPaymentStubIndex2 String The second stub floating rate index. FIX.5.0SP2
⇒40439 LegPaymentStubIndex2Source int The source for the second stub floating rate index. FIX.5.0SP2
⇒40440 LegPaymentStubIndex2CurvePeriod int Conditionally required when LegPaymentStubIndex2CurveUnit(40441) is specified. FIX.5.0SP2
⇒40441 LegPaymentStubIndex2CurveUnit String Conditionally required when LegPaymentStubIndex2CurvePeriod(40440) is specified. FIX.5.0SP2
⇒40442 LegPaymentStubIndex2RateMultiplier float A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. FIX.5.0SP2
⇒40443 LegPaymentStubIndex2RateSpread PriceOffset Spread from the second floating rate index. FIX.5.0SP2
⇒40444 LegPaymentStubIndex2RateSpreadPositionType int Identifies whether the rate spread is applied to a long or a short position. FIX.5.0SP2
⇒40445 LegPaymentStubIndex2RateTreatment int Specifies the yield calculation treatment for the second stub index. FIX.5.0SP2
⇒40446 LegPaymentStubIndex2CapRate Percentage The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. FIX.5.0SP2
⇒40447 LegPaymentStubIndex2FloorRate Percentage The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. FIX.5.0SP2

LegProvisionCashSettlPaymentDates

The LegProvisionCashSettlPaymentDates component is a sub-component within the LegProvisionGrp component used to report the cash settlement payment dates defined in the provision.

Tag Name Reqd Type Description Added Updated Deprecated
40516 LegProvisionCashSettlPaymentDateBusinessDayConvention int When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision cash settlement payment dates. FIX.5.0SP2
LegProvisionCashSettlPaymentDateBusinessCenterGrp When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision cash settlement payment dates. FIX.5.0SP2
40518 LegProvisionCashSettlPaymentDateRelativeTo int Specifies the anchor date when the cash settlement payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
40519 LegProvisionCashSettlPaymentDateOffsetPeriod int Conditionally required when LegProvisionCashSettlPaymentDateOffsetUnit(40520) is specified. FIX.5.0SP2
40520 LegProvisionCashSettlPaymentDateOffsetUnit String Conditionally required when LegProvisionCashSettlPaymentDateOffsetPeriod(40519) is specified. FIX.5.0SP2
40521 LegProvisionCashSettlPaymentDateOffsetDayType int Specifies the day type of the provision's relative cash settlement payment date offset. FIX.5.0SP2
40522 LegProvisionCashSettlPaymentDateRangeFirst LocalMktDate The first date in range when a settlement date range is provided. FIX.5.0SP2
40523 LegProvisionCashSettlPaymentDateRangeLast LocalMktDate The last date in range when a settlement date range is provided. FIX.5.0SP2
LegProvisionCashSettlPaymentFixedDateGrp FIX.5.0SP2

LegProvisionCashSettlPaymentFixedDateGrp

The ProvisionCashSettlPaymentFixedDateGrp is a repeating component within the ProvisionCashSettlPaymentDates component used to report fixed cash settlement payment dates defined in the provision.

Tag Name Reqd Type Description Added Updated Deprecated
40473 NoLegProvisionCashSettlPaymentDates NumInGroup Number of provision cash settlement payment dates in the repeating group. FIX.5.0SP2
⇒40474 LegProvisionCashSettlPaymentDate LocalMktDate Required if NoLegProvisionCashSettlPaymentDates (40473) > 0. FIX.5.0SP2
⇒40475 LegProvisionCashSettlPaymentDateType int When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2

LegProvisionCashSettlValueDates

The LegProvisionCashSettlValueDates component is a subcomponent within the LegProvisionGrp component used to report the cash settlement value date and time defined in the provision.

Tag Name Reqd Type Description Added Updated Deprecated
40524 LegProvisionCashSettlValueTime LocalMktTime A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount. FIX.5.0SP2
40525 LegProvisionCashSettlValueTimeBusinessCenter String Identifies the business center calendar used with the provision's cash settlement valuation time.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2
40526 LegProvisionCashSettlValueDateBusinessDayConvention int When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision cash settlement value date. FIX.5.0SP2
LegProvisionCashSettlValueDateBusinessCenterGrp When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision cash settlement value date. FIX.5.0SP2
40528 LegProvisionCashSettlValueDateRelativeTo int Specifies the anchor date when the cash settlement value date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
40529 LegProvisionCashSettlValueDateOffsetPeriod int Conditionally required when LegProvisionCashSettlValueDateOffsetUnit(40530) is specified. FIX.5.0SP2
40530 LegProvisionCashSettlValueDateOffsetUnit String Conditionally required when LegProvisionCashSettlValueDateOffsetPeriod(40529) is specified. FIX.5.0SP2
40531 LegProvisionCashSettlValueDateOffsetDayType int Specifies the day type of the provision's relative cash settlement value date offset. FIX.5.0SP2
40532 LegProvisionCashSettlValueDateAdjusted LocalMktDate The adjusted cash settlement value date. FIX.5.0SP2

LegProvisionOptionExerciseFixedDateGrp

The LegProvisionOptionExerciseFixedDateGrp is a repeating component within the LegProvisionOptionExerciseDates component used to report an array of unadjusted or adjusted fixed exercise dates.

Tag Name Reqd Type Description Added Updated Deprecated
40495 NoLegProvisionOptionExerciseFixedDates NumInGroup Number of provision option exercise fixed dates in the repeating group. FIX.5.0SP2
⇒40496 LegProvisionOptionExerciseFixedDate LocalMktDate Required if NoLegProvisionOptionExerciseFixedDates(40495) > 0. FIX.5.0SP2
⇒40497 LegProvisionOptionExerciseFixedDateType int When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2

LegProvisionOptionExerciseDates

The LegProvisionOptionExerciseDates is a subcomponent within the LegProvisionGrp component used to report the option exercise dates and times defined in the provision.

Tag Name Reqd Type Description Added Updated Deprecated
40476 LegProvisionOptionExerciseBusinessDayConvention int When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option exercise dates. FIX.5.0SP2
LegProvisionOptionExerciseBusinessCenterGrp When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option exercise dates. FIX.5.0SP2
LegProvisionOptionExerciseFixedDateGrp FIX.5.0SP2
40478 LegProvisionOptionExerciseEarliestDateOffsetPeriod int Conditionally required when LegProvisionOptionExerciseEarliestDateUnit(40479) is specified. FIX.5.0SP2
40479 LegProvisionOptionExerciseEarliestDateOffsetUnit String Conditionally required when LegProvisionOptionExerciseEarliestDatePeriod(40478) is specified. FIX.5.0SP2
40480 LegProvisionOptionExerciseFrequencyPeriod int Conditionally required when LegProvisionOptionExerciseFrequencyUnit(40481) is specified. FIX.5.0SP2
40481 LegProvisionOptionExerciseFrequencyUnit String Conditionally required when LegProvisionOptionExerciseFrequencyPeriod(40480) is specified. FIX.5.0SP2
40482 LegProvisionOptionExerciseStartDateUnadjusted LocalMktDate The unadjusted first day of the exercise period for an American style option. FIX.5.0SP2
40483 LegProvisionOptionExerciseStartDateRelativeTo int Specifies the anchor date when the option exercise start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
40484 LegProvisionOptionExerciseStartDateOffsetPeriod int Conditionally required when LegProvisionOptionExerciseStartDateOffsetUnit(40485) is specified. FIX.5.0SP2
40485 LegProvisionOptionExerciseStartDateOffsetUnit String Conditionally required when LegProvisionOptionExerciseStartDateOffsetPeriod(40484) is specified. FIX.5.0SP2
40486 LegProvisionOptionExerciseStartDateOffsetDayType int Specifies the day type of the provision's relative option exercise start date offset. FIX.5.0SP2
40487 LegProvisionOptionExerciseStartDateAdjusted LocalMktDate The adjusted first day of the exercise period for an American style option. FIX.5.0SP2
40488 LegProvisionOptionExercisePeriodSkip int The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. FIX.5.0SP2
40489 LegProvisionOptionExerciseBoundsFirstDateUnadjusted LocalMktDate The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative. FIX.5.0SP2
40490 LegProvisionOptionExerciseBoundsLastDateUnadjusted LocalMktDate The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative. FIX.5.0SP2
40491 LegProvisionOptionExerciseEarliestTime LocalMktTime The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option. FIX.5.0SP2
40492 LegProvisionOptionExerciseEarliestTimeBusinessCenter String Identifies the business center calendar used with the provision's earliest time for notice of exercise.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2
40493 LegProvisionOptionExerciseLatestTime LocalMktTime For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. FIX.5.0SP2
40494 LegProvisionOptionExerciseLatestTimeBusinessCenter String Identifies the business center calendar used with the provision's latest time for notice of exercise.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2

LegProvisionOptionExpirationDate

The LegProvisionOptionExerciseDate is a subcomponent within the LegProvisionGrp component used to report the option expiration date and times defined in the provision.

Tag Name Reqd Type Description Added Updated Deprecated
40498 LegProvisionOptionExpirationDateUnadjusted LocalMktDate The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. FIX.5.0SP2
40499 LegProvisionOptionExpirationDateBusinessDayConvention int When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option expiration date. FIX.5.0SP2
LegProvisionOptionExpirationDateBusinessCenterGrp When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option expiration date. FIX.5.0SP2
40501 LegProvisionOptionExpirationDateRelativeTo int Specifies the anchor date when the option expiration date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
40502 LegProvisionOptionExpirationDateOffsetPeriod int Conditionally required when LegProvisionOptionExpirationDateOffsetUnit(40503) is specified. FIX.5.0SP2
40503 LegProvisionOptionExpirationDateOffsetUnit String Conditionally required when LegProvisionOptionExpirationDateOffsetPeriod(40502) is specified. FIX.5.0SP2
40504 LegProvisionOptionExpirationDateOffsetDayType int Specifies the day type of the provision's relative option expiration date offset. FIX.5.0SP2
40505 LegProvisionOptionExpirationDateAdjusted LocalMktDate The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period. FIX.5.0SP2
40506 LegProvisionOptionExpirationTime LocalMktTime The latest time for exercise on the expiration date. FIX.5.0SP2
40507 LegProvisionOptionExpirationTimeBusinessCenter String Identifies the business center calendar used with the provision's latest exercise time on expiration date.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2

LegProvisionOptionRelevantUnderlyingDate

The LegProvisionOptionRelevantUnderlyingDate is a subcomponent within the LegProvisionGrp component used to report the option relevant underlyingdate defined in the provision.

Tag Name Reqd Type Description Added Updated Deprecated
40508 LegProvisionOptionRelevantUnderlyingDateUnadjusted LocalMktDate The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). FIX.5.0SP2
40509 LegProvisionOptionRelevantUnderlyingDateBusinessDayConvention int When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option relevant underlying date. FIX.5.0SP2
LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option relevant underlying date. FIX.5.0SP2
40511 LegProvisionOptionRelevantUnderlyingDateRelativeTo int Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
40512 LegProvisionOptionRelevantUnderlyingDateOffsetPeriod int Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetUnit(40513) is specified. FIX.5.0SP2
40513 LegProvisionOptionRelevantUnderlyingDateOffsetUnit String Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetPeriod(40512) is specified. FIX.5.0SP2
40514 LegProvisionOptionRelevantUnderlyingDateOffsetDayType int Specifies the day type of the provision's relative option relevant underlying date offset. FIX.5.0SP2
40515 LegProvisionOptionRelevantUnderlyingDateAdjusted LocalMktDate The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). FIX.5.0SP2

LegProvisionGrp

The LegProvisionGrp is a repeating subcomponent of the InstrumentLeg component used to detail the provisions associated with the instrument.

Tag Name Reqd Type Description Added Updated Deprecated
40448 NoLegProvisions NumInGroup Number of provisions in the repeating group. FIX.5.0SP2
⇒40449 LegProvisionType int Required if NoLegProvisions(40448) > 0. FIX.5.0SP2
⇒40450 LegProvisionDateUnadjusted LocalMktDate The unadjusted date of the provision. FIX.5.0SP2
⇒40451 LegProvisionDateBusinessDayConvention int When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the instrument's leg provision. FIX.5.0SP2
⇒LegProvisionDateBusinessCenterGrp When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the instrument's leg provision. FIX.5.0SP2
⇒40453 LegProvisionDateAdjusted LocalMktDate The adjusted date of the provision. FIX.5.0SP2
⇒40454 LegProvisionDateTenorPeriod int Conditionally required when LegProvisionDateTenorUnit(40455) is specified. FIX.5.0SP2
⇒40455 LegProvisionDateTenorUnit String Conditionally required when LegProvisionDateTenorPeriod(40454) is specified. FIX.5.0SP2
⇒42506 LegProvisionBreakFeeElection int Type of fee elected for the break provision. FIX.5.0SP2
⇒42507 LegProvisionBreakFeeRate Percentage Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05". FIX.5.0SP2
⇒40456 LegProvisionCalculationAgent int Used to identify the calculation agent. The calculation agent may be identified in LegProvisionCalculationAgent(40456) or in the ProvisionParties component. FIX.5.0SP2
⇒40457 LegProvisionOptionSinglePartyBuyerSide int If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. FIX.5.0SP2
⇒40458 LegProvisionOptionSinglePartySellerSide int If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade. FIX.5.0SP2
⇒LegProvisionCashSettlValueDates FIX.5.0SP2
⇒LegProvisionOptionExerciseDates FIX.5.0SP2
⇒LegProvisionOptionExpirationDate FIX.5.0SP2
⇒LegProvisionOptionRelevantUnderlyingDate FIX.5.0SP2
⇒40459 LegProvisionOptionExerciseStyle int The instrument provision option exercise style. FIX.5.0SP2
⇒40460 LegProvisionOptionExerciseMultipleNotional Amt A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised. FIX.5.0SP2
⇒40461 LegProvisionOptionExerciseMinimumNotional Amt The minimum notional amount that can be exercised on a given exercise date. FIX.5.0SP2
⇒40462 LegProvisionOptionExerciseMaximumNotional Amt The maximum notional amount that can be exercised on a given exercise date. FIX.5.0SP2
⇒40463 LegProvisionOptionMinimumNumber int The minimum number of options that can be exercised on a given exercise date. FIX.5.0SP2
⇒40464 LegProvisionOptionMaximumNumber int The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options. FIX.5.0SP2
⇒40465 LegProvisionOptionExerciseConfirmation Boolean Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. FIX.5.0SP2
⇒LegProvisionCashSettlPaymentDates FIX.5.0SP2
⇒40466 LegProvisionCashSettlMethod int An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). FIX.5.0SP2
⇒40467 LegProvisionCashSettlCurrency Currency Specifies the currency of settlement. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒40468 LegProvisionCashSettlCurrency2 Currency Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒40469 LegProvisionCashSettlQuoteType int Identifies the type of quote to be used. FIX.5.0SP2
⇒LegProvisionCashSettlQuoteSource FIX.5.0SP2
⇒40472 LegProvisionText String Free form text to specify additional information or enumeration description when a standard value does not apply. FIX.5.0SP2
⇒40980 EncodedLegProvisionTextLen Length Must be set if EncodedLegProvisionText(40981) field is specified and must immediately precede it. FIX.5.0SP2
⇒40981 EncodedLegProvisionText data Encoded (non-ASCII characters) representation of the LegProvisionText(40472) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
⇒LegProvisionParties FIX.5.0SP2

LegProvisionParties

LegProvisionParties is a repeating component within the LegProvision component used to report the parties identified in the contract provision.

Tag Name Reqd Type Description Added Updated Deprecated
40533 NoLegProvisionPartyIDs NumInGroup Number of parties identified in the contract provision. FIX.5.0SP2
⇒40534 LegProvisionPartyID String Required if NoLegProvisionPartyIDs(40533) > 0. FIX.5.0SP2
⇒40535 LegProvisionPartyIDSource char Required if NoLegProvisionPartyIDs(40533) > 0. FIX.5.0SP2
⇒40536 LegProvisionPartyRole int Required if NoLegProvisionPartyIDs(40533) > 0. FIX.5.0SP2
⇒2380 LegProvisionPartyRoleQualifier int Used to further qualify the value of LegProvisionPartyRole(40536). FIX.5.0SP2
⇒LegProvisionPtysSubGrp FIX.5.0SP2

LegProvisionPtysSubGrp

LegProvisionSubParties is a repeating component within the LegProvisionParties component used to extend information to be reported for the party.

Tag Name Reqd Type Description Added Updated Deprecated
40537 NoLegProvisionPartySubIDs NumInGroup Number of sub-party IDs to be reported for the party. FIX.5.0SP2
⇒40538 LegProvisionPartySubID String Required if NoLegProvisionPartySubIDs(40537) > 0. FIX.5.0SP2
⇒40539 LegProvisionPartySubIDType int Required if NoLegProvisionPartySubIDs(40537) > 0. FIX.5.0SP2

LegSecondaryAssetGrp

LegSecondaryAssetGrp is a repeating subcomponent of the InstrumentLeg component used to specify secondary assets of a multi-asset swap.

Tag Name Reqd Type Description Added Updated Deprecated
2076 NoLegSecondaryAssetClasses NumInGroup Number of secondary asset classes in the repeating group. FIX.5.0SP2
⇒2077 LegSecondaryAssetClass int Required if NoLegSecondaryAssetClasses(2076) > 0. FIX.5.0SP2
⇒2078 LegSecondaryAssetSubClass int Required if LegSecondaryAssetType(2079) is specified. FIX.5.0SP2 FIX.5.0SP2EP235
⇒2079 LegSecondaryAssetType String Required if LegSecondaryAssetSubType(2743) is specified. FIX.5.0SP2 FIX.5.0SP2EP235
⇒2743 LegSecondaryAssetSubType String Used to provide a more specific description of the asset specified in LegSecondaryAssetType(2079).
See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values.
 FIX.5.0SP2

LegSettlRateDisruptionFallbackGrp

The LegSettlRateDisruptionsFallbackGrp is a repeating subcomponent of the LegPaymentStreamNonDeliverableSettlTerms component used to specify the method, prioritized by the order it is listed, to get a replacement rate for a disrupted settlement rate option for a non-deliverable settlement currency.

Tag Name Reqd Type Description Added Updated Deprecated
40902 NoLegSettlRateFallbacks NumInGroup Number of settlement rate fallbacks in the repeating group FIX.5.0SP2
⇒40903 LegSettlRatePostponementMaximumDays int Required if NoLegSettlRateFallbacks(40902) > 0. FIX.5.0SP2
⇒LegSettlRateFallbackRateSource FIX.5.0SP2
⇒40905 LegSettlRatePostponementSurvey Boolean Indicates whether to request a settlement rate quote from the market. FIX.5.0SP2
⇒40906 LegSettlRatePostponementCalculationAgent int Used to identify the settlement rate postponement calculation agent. FIX.5.0SP2

LegStreamCalculationPeriodDates

LegStreamCalculationPeriodDates is a subcomponent of the LegStreamGrp component used to specify the calculation period dates of the stream.

Tag Name Reqd Type Description Added Updated Deprecated
41641 LegStreamCalculationPeriodDatesXID XID Identifier of this calculation period for cross referencing elsewhere in the message. FIX.5.0SP2
41642 LegStreamCalculationPeriodDatesXIDRef XIDREF Cross reference to another calculation period for duplicating its properties. FIX.5.0SP2
40265 LegStreamCalculationPeriodBusinessDayConvention int When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates. FIX.5.0SP2 FIX.5.0SP2EP169
LegStreamCalculationPeriodBusinessCenterGrp When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates. FIX.5.0SP2
LegStreamCalculationPeriodDateGrp FIX.5.0SP2
40267 LegStreamFirstPeriodStartDateUnadjusted LocalMktDate The unadjusted first calculation period start date if before the effective date. FIX.5.0SP2
40268 LegStreamFirstPeriodStartDateBusinessDayConvention int When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates. FIX.5.0SP2
LegStreamFirstPeriodStartDateBusinessCenterGrp When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates. FIX.5.0SP2
40270 LegStreamFirstPeriodStartDateAdjusted LocalMktDate The adjusted first calculation period start date, if it is before the effective date. FIX.5.0SP2
40271 LegStreamFirstRegularPeriodStartDateUnadjusted LocalMktDate The unadjusted first start date of the regular calculation period, if there is an initial stub period. FIX.5.0SP2
40272 LegStreamFirstCompoundingPeriodEndDateUnadjusted LocalMktDate The unadjusted end date of the initial compounding period. FIX.5.0SP2
40273 LegStreamLastRegularPeriodEndDateUnadjusted LocalMktDate The unadjusted last regular period end date if there is a final stub period. FIX.5.0SP2
40274 LegStreamCalculationFrequencyPeriod int Conditionally required when LegStreamCalculationFrequencyUnit(40275) is specified. FIX.5.0SP2
40275 LegStreamCalculationFrequencyUnit String Conditionally required when LegStreamCalculationFrequencyPeriod(40274) is specified. FIX.5.0SP2
40276 LegStreamCalculationRollConvention String When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream calculation period dates. FIX.5.0SP2
41643 LegStreamCalculationBalanceOfFirstPeriod Boolean When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.). FIX.5.0SP2
41644 LegStreamCalculationCorrectionPeriod int Conditionally required when LegStreamCalculationCorrectionUnit(41645) is specified. FIX.5.0SP2
41645 LegStreamCalculationCorrectionUnit String Conditionally required when LegStreamCalculationCorrectionPeriod(41644) is specified. FIX.5.0SP2

LegStreamEffectiveDate

LegStreamEffectivedDate is a subcomponent of the LegStreamGrp component used to specify the effective date of the stream.

Tag Name Reqd Type Description Added Updated Deprecated
40249 LegStreamEffectiveDateUnadjusted LocalMktDate The unadjusted effective date. FIX.5.0SP2
40250 LegStreamEffectiveDateBusinessDayConvention int When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream effective date. FIX.5.0SP2
LegStreamEffectiveDateBusinessCenterGrp When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream stream effective date. FIX.5.0SP2
40252 LegStreamEffectiveDateRelativeTo int Specifies the anchor date when the effective date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values 		FIX.5.0SP2
40253 LegStreamEffectiveDateOffsetPeriod int Conditionally required when LegPaymentStreamEffectiveDateOffsetUnit(40254) is specified. FIX.5.0SP2
40254 LegStreamEffectiveDateOffsetUnit String Conditionally required when LegPaymentStreamEffectiveDateOffsetPeriod(40253) is specified. FIX.5.0SP2
40255 LegStreamEffectiveDateOffsetDayType int Specifies the day type of the relative effective date offset. FIX.5.0SP2
40256 LegStreamEffectiveDateAdjusted LocalMktDate The adjusted effective date. FIX.5.0SP2

LegStreamGrp

The LegStreamGrp is a repeating subcomponent of the InstrumentLeg component used to detail the swap streams associated with the instrument.

Tag Name Reqd Type Description Added Updated Deprecated
40241 NoLegStreams NumInGroup Number of swap streams in the repeating group. FIX.5.0SP2
⇒40242 LegStreamType int Required if NoLegStreams(40241) > 0. FIX.5.0SP2
⇒41700 LegStreamXID XID Identifier of this LegStream for cross referencing elsewhere in the message. FIX.5.0SP2
⇒40243 LegStreamDesc String A short descriptive name given to the payment stream, e.g. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as a reference. FIX.5.0SP2
⇒42583 LegStreamVersion String The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes. FIX.5.0SP2
⇒42584 LegStreamVersionEffectiveDate LocalMktDate The effective date of the LegStreamVersion(42583). FIX.5.0SP2
⇒40244 LegStreamPaySide int The side of the party paying the stream. FIX.5.0SP2
⇒40245 LegStreamReceiveSide int The side of the party receiving the stream. FIX.5.0SP2
⇒41702 LegStreamNotionalXIDRef XIDREF Cross reference to another LegStream notional for duplicating its properties. FIX.5.0SP2
⇒40246 LegStreamNotional Amt Notional, or initial notional value for the payment stream. The LegPaymentSchedule component should be used for specifying the steps. FIX.5.0SP2
⇒40247 LegStreamCurrency Currency Specifies the currency the LegStreamNotional(40246) is denominated in. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒42585 LegStreamNotionalDeterminationMethod String Specifies the method for determining the floating notional value for equity swaps.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2
⇒42586 LegStreamNotionalAdjustments int For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. FIX.5.0SP2
⇒41703 LegStreamNotionalFrequencyPeriod int Conditionally required when LegStreamNotionalFrequencyUnit(41704) is specified. FIX.5.0SP2
⇒41704 LegStreamNotionalFrequencyUnit String Conditionally required when LegStreamNotionalFrequencyPeriod(41703) is specified. FIX.5.0SP2
⇒41705 LegStreamNotionalCommodityFrequency int The commodity's notional or quantity delivery frequency. FIX.5.0SP2
⇒41706 LegStreamNotionalUnitOfMeasure String Specifies the delivery quantity unit of measure (UOM). FIX.5.0SP2
⇒41707 LegStreamTotalNotional Qty Specifies the total notional or delivery quantity over the term of the contract. FIX.5.0SP2
⇒41708 LegStreamTotalNotionalUnitOfMeasure String Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract. FIX.5.0SP2
⇒LegStreamCommodity FIX.5.0SP2
⇒LegStreamEffectiveDate FIX.5.0SP2
⇒LegStreamTerminationDate FIX.5.0SP2
⇒LegStreamCalculationPeriodDates FIX.5.0SP2
⇒LegPaymentStream FIX.5.0SP2
⇒LegPaymentScheduleGrp FIX.5.0SP2
⇒LegPaymentStubGrp FIX.5.0SP2
⇒LegDeliveryStream FIX.5.0SP2
⇒LegDeliveryScheduleGrp FIX.5.0SP2
⇒40248 LegStreamText String Free form text to specify additional information or enumeration description when a standard value does not apply. FIX.5.0SP2
⇒40978 EncodedLegStreamTextLen Length Must be set if EncodedLegStreamText(40979) field is specified and must immediately precede it. FIX.5.0SP2
⇒40979 EncodedLegStreamText data Encoded (non-ASCII characters) representation of the LegStreamText(40248) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2

LegStreamTerminationDate

LegStreamTerminationDate is a subcomponent of the LegStreamGrp component used to specify the termination date of the stream.

Tag Name Reqd Type Description Added Updated Deprecated
40257 LegStreamTerminationDateUnadjusted LocalMktDate The unadjusted termination date. FIX.5.0SP2
40258 LegStreamTerminationDateBusinessDayConvention int When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream termination date. FIX.5.0SP2
LegStreamTerminationDateBusinessCenterGrp When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream termination date. FIX.5.0SP2
40260 LegStreamTerminationDateRelativeTo int Specifies the anchor date when the termination date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
40261 LegStreamTerminationDateOffsetPeriod int Conditionally required when LegStreamTerminationDateOffsetUnit(40262) is specified. FIX.5.0SP2
40262 LegStreamTerminationDateOffsetUnit String Conditionally required when LegStreamTerminationDateOffsetPeriod(40261) is specified. FIX.5.0SP2
40263 LegStreamTerminationDateOffsetDayType int Specifies the day type of the relative termination date offset. FIX.5.0SP2
40264 LegStreamTerminationDateAdjusted LocalMktDate The adjusted termination date. FIX.5.0SP2

PaymentGrp

The PaymentGrp is a repeating component used to report additional payments or bullet payments.

Tag Name Reqd Type Description Added Updated Deprecated
40212 NoPayments NumInGroup Number of additional settlement or bullet payments. FIX.5.0SP2
⇒40213 PaymentType int Required if NoPayments(40212) > 0.
Value SymbolicName Description Added Updated Deprecated
0 Brokerage Brokerage FIX.5.0SP2EP161
1 UpfrontFee Upfront fee FIX.5.0SP2EP161
2 IndependentAmountCollateral Independent amount / collateral FIX.5.0SP2EP161
3 PrincipalExchange Principal exchange FIX.5.0SP2EP161
4 NovationTermination Novation / termination FIX.5.0SP2EP161
5 EarlyTerminationProvision Early termination provision FIX.5.0SP2EP161
6 CancelableProvision Cancelable provision FIX.5.0SP2EP161 FIX.5.0SP2EP203
7 ExtendibleProvision Extendible provision FIX.5.0SP2EP161
8 CapRateProvision Cap rate provision FIX.5.0SP2EP161
9 FloorRateProvision Floor rate provision FIX.5.0SP2EP161
10 OptionPremium Option premium FIX.5.0SP2EP161
99 Other Other FIX.5.0SP2EP161
11 SettlementPayment Settlement payment FIX.5.0SP2EP162
12 CashSettl Cash settlement FIX.5.0SP2EP169
FIX.5.0SP2
⇒40993 PaymentSubType int Used to further clarify the value of PaymentType(40213).
Value SymbolicName Description Added Updated Deprecated
0 Initial Initial (principal exchange) FIX.5.0SP2EP187
1 Intermediate Intermediate (principal exchange) FIX.5.0SP2EP187
2 Final Final (principal exchange) FIX.5.0SP2EP187
3 Prepaid Prepaid (premium forward) FIX.5.0SP2EP187
4 Postpaid Postpaid (premium forward) FIX.5.0SP2EP187
5 Variable Variable (premium forward) FIX.5.0SP2EP187
6 Fixed Fixed (premium forward) FIX.5.0SP2EP187
7 Swap Indicates that the premium is to be paid in the style of payments under an IRS contract. FIX.5.0SP2EP187
8 Conditional Conditional (principal exchange on exercise) FIX.5.0SP2EP187
FIX.5.0SP2
⇒40214 PaymentPaySide int The side of the party paying the payment.
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.5.0SP2EP161
2 Sell Sell FIX.5.0SP2EP161
FIX.5.0SP2
⇒40215 PaymentReceiveSide int The side of the party receiving the payment. FIX.5.0SP2
⇒43087 PaymentDesc String A short descriptive name given to the payment, e.g. Premium, Upfront, etc. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as reference. FIX.5.0SP2
⇒40216 PaymentCurrency Currency Specifies the currency in which PaymentAmount(40217) is denominated. Uses ISO 4271 currency codes. FIX.5.0SP2
⇒40217 PaymentAmount Amt The total payment amount. FIX.5.0SP2
⇒42598 PaymentAmountRelativeTo int Specifies the reference amount when the payment amount is relative to another amount in the message.
See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts.
 FIX.5.0SP2
⇒42599 PaymentAmountDeterminationMethod String Specifies the method by which a payment amount is determined.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2
⇒40218 PaymentPrice Price The price determining the payment amount expressed in terms specified in PaymentPriceType(40919) and expressed in market format. FIX.5.0SP2
⇒40919 PaymentPriceType int Specifies the type of price for PaymentPrice(40218). FIX.5.0SP2
⇒41155 PaymentUnitOfMeasure String Used to express the unit of measure (UOM) of the payment amount if not in the currency of the trade. FIX.5.0SP2
⇒40219 PaymentDateUnadjusted LocalMktDate The unadjusted payment date. FIX.5.0SP2
⇒40220 PaymentBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment information. FIX.5.0SP2
⇒PaymentBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment information. FIX.5.0SP2
⇒41156 PaymentDateRelativeTo int Specifies the anchor date when the payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
⇒41157 PaymentDateOffsetPeriod int Conditionally required when PaymentDateOffsetUnit(41158) is specified. FIX.5.0SP2
⇒41158 PaymentDateOffsetUnit String Conditionally required when PaymentDateOffsetPeriod(41157) is specified. FIX.5.0SP2
⇒41159 PaymentDateOffsetDayType int Specifies the day type of the relative payment date offset.
Value SymbolicName Description Added Updated Deprecated
0 Business Business FIX.5.0SP2EP169
1 Calendar Calendar FIX.5.0SP2EP169
2 Commodity Commodity business FIX.5.0SP2EP169
3 Currency Currency business FIX.5.0SP2EP169
4 Exchange Exchange business FIX.5.0SP2EP169
5 Scheduled Scheduled trading day FIX.5.0SP2EP169
FIX.5.0SP2
⇒40222 PaymentDateAdjusted LocalMktDate The adjusted payment date. FIX.5.0SP2
⇒41160 PaymentForwardStartType int Forward start premium type.
Value SymbolicName Description Added Updated Deprecated
0 Prepaid Prepaid FIX.5.0SP2EP169
1 Postpaid Post-paid FIX.5.0SP2EP169
2 Variable Variable FIX.5.0SP2EP169
3 Fixed Fixed FIX.5.0SP2EP169
FIX.5.0SP2
⇒40224 PaymentDiscountFactor float The value representing the discount factor used to calculate the present value of the cash flow. FIX.5.0SP2
⇒40225 PaymentPresentValueAmount Amt The amount representing the present value of the forecast payment. FIX.5.0SP2
⇒40226 PaymentPresentValueCurrency Currency Specifies the currency the PaymentPresentValueAmount(40225) is denominated in. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒40227 PaymentSettlStyle int Payment settlement style.
Value SymbolicName Description Added Updated Deprecated
0 Standard Standard FIX.5.0SP2EP161
1 Net Net FIX.5.0SP2EP161
2 StandardfNet Standard and net FIX.5.0SP2EP161
FIX.5.0SP2
⇒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.5.0SP2
⇒PaymentSettlGrp FIX.5.0SP2
⇒41304 PaymentLegRefID String Used to link a payment back to its parent InstrumentLeg by using the same value as the parent’s LegID(1788). FIX.5.0SP2
⇒40229 PaymentText String Free form text to specify additional information or enumeration description when a sdtandard value does not apply. Identifies the payment type when PaymentType(40213) = 99 (Other). FIX.5.0SP2
⇒40984 EncodedPaymentTextLen Length Must be set if EncodedPaymentText(40985) field is specified and must immediately precede it. FIX.5.0SP2
⇒40985 EncodedPaymentText data Encoded (non-ASCII characters) representation of the PaymentText(40229) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2

PaymentScheduleGrp

The PaymentScheduleGrp is a repeating subcomponent of the StreamGrp component used to specify notional and rate steps of the payment stream.

Tag Name Reqd Type Description Added Updated Deprecated
40828 NoPaymentSchedules NumInGroup Number of swap schedules in the repeating group FIX.5.0SP2
⇒40829 PaymentScheduleType int Required if NoPaymentSchedules(40828) > 0.
Value SymbolicName Description Added Updated Deprecated
0 Notional Notional FIX.5.0SP2EP161
1 CashFlow Cash flow FIX.5.0SP2EP161
2 FXLinkedNotional FX linked notional FIX.5.0SP2EP161
3 FixedRate Fixed rate FIX.5.0SP2EP161
4 FutureValueNotional Future value notional FIX.5.0SP2EP161
5 KnownAmount Known amount FIX.5.0SP2EP161
6 FloatingRateMultiplier Floating rate multiplier FIX.5.0SP2EP161
7 Spread Spread FIX.5.0SP2EP161
8 CapRate Cap rate FIX.5.0SP2EP161
9 FloorRate Floor rate FIX.5.0SP2EP161
10 NonDeliverableSettlPaymentDates Non-deliverable settlement payment dates FIX.5.0SP2EP161
11 NonDeliverableSettlCalculationDates Non-deliverable settlement calculation dates FIX.5.0SP2EP161
12 NonDeliverableFXFixingDates Non-deliverable fixing dates. FIX.5.0SP2EP161
13 SettlPeriodNotnl Settlement period notional FIX.5.0SP2EP169
14 SettlPeriodPx Settlement period price FIX.5.0SP2EP169
15 CalcPeriod Calculation period FIX.5.0SP2EP169
16 DividendAccrualRateMultiplier Dividend accrual rate multiplier FIX.5.0SP2EP208
17 DividendAccrualRateSpread Dividend accrual rate spread FIX.5.0SP2EP208
18 DividendAccrualCapRate Dividend accrual cap rate FIX.5.0SP2EP208
19 DividendAccrualFloorRate Dividend accrual floor rate FIX.5.0SP2EP208
20 CompoundingRateMultiplier Compounding rate multiplier FIX.5.0SP2EP208
21 CompoundingRateSpread Compounding rate spread FIX.5.0SP2EP208
22 CompoundingCapRate Compounding cap rate FIX.5.0SP2EP208
23 CompoundingFloorRate Compounding floor rate FIX.5.0SP2EP208
FIX.5.0SP2
⇒41164 PaymentScheduleXID XID Identifier of this PaymentSchedule for cross referencing elsewhere in the message. FIX.5.0SP2
⇒41165 PaymentScheduleXIDRef XIDREF Reference to payment schedule elsewhere in the message. FIX.5.0SP2
⇒40830 PaymentScheduleStubType int Indicates to which stub this schedule applies. FIX.5.0SP2
⇒40831 PaymentScheduleStartDateUnadjusted LocalMktDate The date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment. FIX.5.0SP2
⇒40832 PaymentScheduleEndDateUnadjusted LocalMktDate The unadjusted end date of a cash flow payment. FIX.5.0SP2
⇒40833 PaymentSchedulePaySide int The side of the party paying the step schedule. FIX.5.0SP2
⇒40834 PaymentScheduleReceiveSide int The side of the party receiving the stepf schedule. FIX.5.0SP2
⇒40835 PaymentScheduleNotional Amt The notional value for this step, or amount of a cashflow payment. FIX.5.0SP2
⇒40836 PaymentScheduleCurrency Currency The currency for this step. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒40837 PaymentScheduleRate Percentage The rate value for this step schedule. FIX.5.0SP2
⇒40838 PaymentScheduleRateMultiplier float A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. FIX.5.0SP2
⇒40839 PaymentScheduleRateSpread PriceOffset The spread value for this step schedule. FIX.5.0SP2
⇒41166 PaymentScheduleRateCurrency Currency The currency of the schedule rate. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒41167 PaymentScheduleRateUnitOfMeasure String The schedule rate unit of measure (UOM). FIX.5.0SP2
⇒41168 PaymentScheduleRateConversionFactor float The number to be multiplied by the derived floating rate of the payment schedule in order to arrive at the payment rate. If omitted, the schedule rate conversion factor is 1. FIX.5.0SP2
⇒41169 PaymentScheduleRateSpreadType int Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. FIX.5.0SP2
⇒40840 PaymentScheduleRateSpreadPositionType int Identifies whether the rate spread is applied to a long or short position. FIX.5.0SP2
⇒40841 PaymentScheduleRateTreatment int Specifies the yield calculation treatment for the step schedule. FIX.5.0SP2
⇒40842 PaymentScheduleFixedAmount Amt The explicit payment amount for this step schedule. FIX.5.0SP2
⇒40843 PaymentScheduleFixedCurrency Currency The currency of the fixed amount. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒41170 PaymentScheduleSettlPeriodPrice Price The schedule settlement period price. FIX.5.0SP2
⇒41171 PaymentScheduleSettlPeriodPriceCurrency Currency Specifies the currency of the schedule settlement period price. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒41172 PaymentScheduleSettlPeriodPriceUnitOfMeasure String The settlement period price unit of measure (UOM). FIX.5.0SP2
⇒41173 PaymentScheduleStepUnitOfMeasure String The schedule step unit of measure (UOM). FIX.5.0SP2
⇒40844 PaymentScheduleStepFrequencyPeriod int Conditionally required when PaymentScheduleStepFrequencyUnit(40845) is specified. FIX.5.0SP2
⇒40845 PaymentScheduleStepFrequencyUnit String Conditionally required when PaymentScheduleStepFrequencyPeriod(40844) is specified. FIX.5.0SP2
⇒40846 PaymentScheduleStepOffsetValue Amt The explicit amount that the notional changes on each step date. This can be a positive or negative amount. FIX.5.0SP2
⇒40847 PaymentScheduleStepRate Percentage The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in PaymentScheduleStepRelativeTo(40849). The percentage can be either positive or negative. FIX.5.0SP2
⇒40848 PaymentScheduleStepOffsetRate Percentage The explicit amount that the rate changes on each step date. This can be a positive or negative value. FIX.5.0SP2
⇒40849 PaymentScheduleStepRelativeTo int Specifies whether the PaymentScheduleStepRate(40847) or PaymentScheduleStepOffsetValue(40846) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount.
Value SymbolicName Description Added Updated Deprecated
0 Initial Initial FIX.5.0SP2EP161
1 Previous Previous FIX.5.0SP2EP161
FIX.5.0SP2
⇒PaymentScheduleRateSourceGrp FIX.5.0SP2
⇒40850 PaymentScheduleFixingDateUnadjusted LocalMktDate The unadjusted fixing date. FIX.5.0SP2
⇒40851 PaymentScheduleWeight float Floating rate observation weight for cashflow payment. FIX.5.0SP2
⇒40852 PaymentScheduleFixingDateRelativeTo int Specifies the anchor date when the fixing date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
⇒40853 PaymentScheduleFixingDateBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule. FIX.5.0SP2
⇒PaymentScheduleFixingDateBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule. FIX.5.0SP2
⇒40855 PaymentScheduleFixingDateOffsetPeriod int Conditionally required when PaymentScheduleFixingDateOffsetUnit(40856) is specified. FIX.5.0SP2
⇒40856 PaymentScheduleFixingDateOffsetUnit String Conditionally required when PaymentScheduleFixingDateOffsetPeriod(40855) is specified. FIX.5.0SP2
⇒40857 PaymentScheduleFixingDateOffsetDayType int Specifies the day type of the relative fixing date offset. FIX.5.0SP2
⇒41174 PaymentScheduleFixingDayDistribution int The distribution of fixing days. FIX.5.0SP2
⇒41175 PaymentScheduleFixingDayCount int The number of days over which fixing should take place. FIX.5.0SP2
⇒40858 PaymentScheduleFixingDateAdjusted LocalMktDate The adjusted fixing date. FIX.5.0SP2
⇒PaymentScheduleFixingDayGrp FIX.5.0SP2
⇒41176 PaymentScheduleFixingLagPeriod int Conditionally required when PaymentScheduleFixingLagUnit(41177) is specified. FIX.5.0SP2
⇒41177 PaymentScheduleFixingLagUnit String Conditionally required when PaymentScheduleFixingLagPeriod(41176) is specified. FIX.5.0SP2
⇒41178 PaymentScheduleFixingFirstObservationDateOffsetPeriod int Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetUnit(41179) is specified. FIX.5.0SP2 FIX.5.0SP2EP208
⇒41179 PaymentScheduleFixingFirstObservationDateOffsetUnit String Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetPeriod(41178) is specified. FIX.5.0SP2 FIX.5.0SP2EP208
⇒40859 PaymentScheduleFixingTime LocalMktTime The fixing time associated with the step schedule. FIX.5.0SP2
⇒40860 PaymentScheduleFixingTimeBusinessCenter String Business center for determining fixing time.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2
⇒40861 PaymentScheduleInterimExchangePaymentDateRelativeTo int Specifies the anchor date when the interim exchange payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
⇒40862 PaymentScheduleInterimExchangeDatesBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule. FIX.5.0SP2
⇒PaymentScheduleInterimExchangeDateBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule. FIX.5.0SP2
⇒40864 PaymentScheduleInterimExchangeDatesOffsetPeriod int Conditionally required when PaymentScheduleInterimExchangeDatesOffsetUnit(40865) is specified. FIX.5.0SP2
⇒40865 PaymentScheduleInterimExchangeDatesOffsetUnit String Conditionally required when PaymentScheduleInterimExchangeDatesOffsetPeriod(40864) is specified. FIX.5.0SP2
⇒40866 PaymentScheduleInterimExchangeDatesOffsetDayType int Specifies the day type of the relative interim exchange date offset. FIX.5.0SP2
⇒40867 PaymentScheduleInterimExchangeDateAdjusted LocalMktDate The adjusted interim exchange date. FIX.5.0SP2

PaymentScheduleRateSourceGrp

PaymentScheduleRateSourceGrp is a repeating component within the PaymentScheduleGrp component used to identify primary and secondary rate sources.

Tag Name Reqd Type Description Added Updated Deprecated
40868 NoPaymentScheduleRateSources NumInGroup Number of swap schedule rate sources. FIX.5.0SP2
⇒40869 PaymentScheduleRateSource int Required if NoPaymentScheduleRateSources(40868) > 0. FIX.5.0SP2
⇒40870 PaymentScheduleRateSourceType int Required if NoPaymentScheduleRateSources(40868) > 0. FIX.5.0SP2 FIX.5.0SP2EP169
⇒40871 PaymentScheduleReferencePage String Conditionally required when PaymentScheduleRateSource(40869) = 99 (Other) FIX.5.0SP2

PaymentSettlGrp

The PaymentSettlGrp is a repeating subcomponent of the PaymentGrp component used to report payment settlement as a single or split payment.

Tag Name Reqd Type Description Added Updated Deprecated
40230 NoPaymentSettls NumInGroup Number of additional settlements or bullet payments. FIX.5.0SP2
⇒40231 PaymentSettlAmount Amt Required if NoPaymentSettls(40230) > 0. FIX.5.0SP2
⇒40232 PaymentSettlCurrency Currency Specifies the currency the PaymentSettlAmount(40231) is denominated in. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒PaymentSettlParties FIX.5.0SP2

PaymentSettlParties

PaymentSettlParties is a repeating subcomponent of the PaymentSettlGrp component used to report payment settlement routing.

Tag Name Reqd Type Description Added Updated Deprecated
40233 NoPaymentSettlPartyIDs NumInGroup Number of parties identified in the additional settlement or bullet payment. FIX.5.0SP2
⇒40234 PaymentSettlPartyID String Required if NoPaymentSettlPartyIDs(40233) > 0. FIX.5.0SP2
⇒40235 PaymentSettlPartyIDSource char Required if NoPaymentSettlPartyIDs(40233) > 0. FIX.5.0SP2
⇒40236 PaymentSettlPartyRole int Required if NoPaymentSettlPartyIDs(40233) > 0. FIX.5.0SP2
⇒40237 PaymentSettlPartyRoleQualifier int Qualifies the value of PaymentSettlPartyRole(40236). FIX.5.0SP2
⇒PaymentSettlPtysSubGrp FIX.5.0SP2

PaymentSettlPtysSubGrp

PaymentSettlSubParties is a repeating component within the PaymentSettlParties component used to extend information to be reported for the party.

Tag Name Reqd Type Description Added Updated Deprecated
40238 NoPaymentSettlPartySubIDs NumInGroup Number of sub-party IDs to be reported for the party. FIX.5.0SP2
⇒40239 PaymentSettlPartySubID String Required if NoPaymentSettlPartySubIDs(40238) > 0. FIX.5.0SP2
⇒40240 PaymentSettlPartySubIDType int Required if NoPaymentSettlPartySubIDs(40238) > 0. FIX.5.0SP2

PaymentStream

The PaymentStream component is a subcomponent of the Stream used to detail the attributes of a payment stream in a swap.

Tag Name Reqd Type Description Added Updated Deprecated
40738 PaymentStreamType int Identifies the type of payment stream associated with the swap.
Value SymbolicName Description Added Updated Deprecated
0 Periodic Periodic (default) FIX.5.0SP2EP161
1 Initial Initial FIX.5.0SP2EP161
2 Single Single FIX.5.0SP2EP161
3 Dividend Dividend FIX.5.0SP2EP208
4 Interest Interest FIX.5.0SP2EP208
5 DividendReturn Dividend return FIX.5.0SP2EP208
6 PriceReturn Price return FIX.5.0SP2EP208
7 TotalReturn Total return FIX.5.0SP2EP208
8 Variance Variance FIX.5.0SP2EP208
9 Correlation Correlation FIX.5.0SP2EP208
FIX.5.0SP2
40739 PaymentStreamMarketRate int Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks. FIX.5.0SP2
40740 PaymentStreamDelayIndicator Boolean Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount.
Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap.
Commercial mortgage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month. 		FIX.5.0SP2
42600 PaymentStreamCashSettlIndicator Boolean Indicates whether cash settlement is applicable. FIX.5.0SP2
40741 PaymentStreamSettlCurrency Currency Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes. FIX.5.0SP2
40742 PaymentStreamDayCount int The day count convention used in the payment stream calculations. FIX.5.0SP2
40743 PaymentStreamAccrualDays int The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. FIX.5.0SP2
40744 PaymentStreamDiscountType int The method of calculating discounted payment amounts
Value SymbolicName Description Added Updated Deprecated
0 Standard Standard FIX.5.0SP2EP161
1 FRA Forward Rate Agreement (FRA) FIX.5.0SP2EP161 FIX.5.0SP2EP169
FIX.5.0SP2
40745 PaymentStreamDiscountRate Percentage Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05. FIX.5.0SP2
40746 PaymentStreamDiscountRateDayCount int The day count convention applied to the PaymentStreamDiscountRate(40745). FIX.5.0SP2
40747 PaymentStreamCompoundingMethod int Compounding method.
Value SymbolicName Description Added Updated Deprecated
0 None None FIX.5.0SP2EP161
1 Flat Flat FIX.5.0SP2EP161
2 Straight Straight FIX.5.0SP2EP161
3 SpreadExclusive Spread exclusive FIX.5.0SP2EP161
FIX.5.0SP2
42601 PaymentStreamCompoundingXIDRef XIDREF Mutually exclusive with PaymentStreamCompoundingFixedRate(42605) or the PaymentStreamCompoundingFloatingRate component. FIX.5.0SP2
42602 PaymentStreamCompoundingSpread PriceOffset The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread. FIX.5.0SP2
42603 PaymentStreamInterpolationMethod int The method used when calculating the index rate from multiple points on the curve. The most common is linear method. FIX.5.0SP2
42604 PaymentStreamInterpolationPeriod int Defines applicable periods for interpolation.
Value SymbolicName Description Added Updated Deprecated
0 Initial Interpolation is applicable to the initial period only. FIX.5.0SP2EP208
1 InitialAndFinal Interpolation is applicable to the initial and final periods only. FIX.5.0SP2EP208
2 Final Interpolation is applicable to the final period only. FIX.5.0SP2EP208
3 AnyPeriod Interpolation is applicable to any non-standard period. FIX.5.0SP2EP208
FIX.5.0SP2
40748 PaymentStreamInitialPrincipalExchangeIndicator Boolean Indicates whether there is an initial exchange of principal on the effective date. FIX.5.0SP2
40749 PaymentStreamInterimPrincipalExchangeIndicator Boolean Indicates whether there are intermediate or interim exchanges of principal during the term of the swap. FIX.5.0SP2
40750 PaymentStreamFinalPrincipalExchangeIndicator Boolean Indicates whether there is a final exchange of principal on the termination date. FIX.5.0SP2
41180 PaymentStreamFlatRateIndicator Boolean When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction “Fixed”. If 'N' it is taken on each Pricing Date “Floating”. FIX.5.0SP2
41181 PaymentStreamFlatRateAmount Amt Specifies the actual monetary value of the flat rate when PaymentStreamFlatRateIndicator(41180) = 'Y'. FIX.5.0SP2
41182 PaymentStreamFlatRateCurrency Currency Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes. FIX.5.0SP2
41183 PaymentStreamMaximumPaymentAmount Amt Specifies the limit on the total payment amount. FIX.5.0SP2
41184 PaymentStreamMaximumPaymentCurrency Currency Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes. FIX.5.0SP2
41185 PaymentStreamMaximumTransactionAmount Amt Specifies the limit on the payment amount that goes out in any particular calculation period. FIX.5.0SP2
41186 PaymentStreamMaximumTransactionCurrency Currency Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes. FIX.5.0SP2
PaymentStreamPaymentDates FIX.5.0SP2
PaymentStreamResetDates FIX.5.0SP2
PaymentStreamFixedRate FIX.5.0SP2
PaymentStreamFloatingRate FIX.5.0SP2
42605 PaymentStreamCompoundingFixedRate float Mutually exclusive with PaymentStreamCompoundingXIDRef(42601) or the PaymentStreamCompoundingFloatingRate component. FIX.5.0SP2
PaymentStreamCompoundingFloatingRate Mutually exclusive with PaymentStreamCompoundingFixedRate(42605) or the PaymentStreamCompoundingXIDRef(42601). FIX.5.0SP2
PaymentStreamCompoundingDates FIX.5.0SP2
PaymentStreamNonDeliverableSettlTerms FIX.5.0SP2

PaymentStreamFixedRate

PaymentStreamFixedRate is a subcomponent of the PaymentStream component used to report the fixed rate or fixed payment amount of the stream.

Tag Name Reqd Type Description Added Updated Deprecated
40784 PaymentStreamRate Percentage Mutually exclusive with PaymentStreamFixedAmount(40785). FIX.5.0SP2
40785 PaymentStreamFixedAmount Amt Mutually exclusive with PaymentStreamRate(40784). FIX.5.0SP2
40786 PaymentStreamRateOrAmountCurrency Currency Specifies the currency in which PaymentStreamFixedAmount(40785) or PaymentStreamRate(40784) is denominated. Uses ISO 4271 currency codes. FIX.5.0SP2
41187 PaymentStreamFixedAmountUnitOfMeasure String Specifies the fixed payment amount unit of measure (UOM). FIX.5.0SP2
41188 PaymentStreamTotalFixedAmount Amt Specifies the total fixed payment amount. FIX.5.0SP2
40787 PaymentStreamFutureValueNotional Amt The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional. FIX.5.0SP2
40788 PaymentStreamFutureValueDateAdjusted LocalMktDate The adjusted value date of the future value amount. FIX.5.0SP2
41189 PaymentStreamWorldScaleRate float The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap. FIX.5.0SP2
41190 PaymentStreamContractPrice Price The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap. FIX.5.0SP2
41191 PaymentStreamContractPriceCurrency Currency Specifies the currency of PaymentStreamContractPrice(41190). Uses ISO 4217 currency codes. FIX.5.0SP2

PaymentStreamFloatingRate

PaymentStreamFloatingRate is a subcomponent of the PaymentStream component used to report the floating rate attributes of the stream.

Tag Name Reqd Type Description Added Updated Deprecated
40789 PaymentStreamRateIndex String The payment stream floating rate index. FIX.5.0SP2
40790 PaymentStreamRateIndexSource int The source of the payment stream floating rate index.
Value SymbolicName Description Added Updated Deprecated
0 Bloomberg Bloomberg FIX.5.0SP2EP161
1 Reuters Reuters FIX.5.0SP2EP161
2 Telerate Telerate FIX.5.0SP2EP161
99 Other Other FIX.5.0SP2EP161
FIX.5.0SP2
43090 PaymentStreamRateIndexID String Conditionally required when PaymentStreamRateIndexIDSource(43091) is specified. FIX.5.0SP2
43091 PaymentStreamRateIndexIDSource String Conditionally required when PaymentStreamRateIndexID(43090) is specified. FIX.5.0SP2
40791 PaymentStreamRateIndexCurveUnit String Conditionally required when PaymentStreamRateIndexCurvePeriod(40792) is specified.
Value SymbolicName Description Added Updated Deprecated
D Day Day FIX.5.0SP2EP161
Wk Week Week FIX.5.0SP2EP161
Mo Month Month FIX.5.0SP2EP161
Yr Year Year FIX.5.0SP2EP161
FIX.5.0SP2
40792 PaymentStreamRateIndexCurvePeriod int Conditionally required when PaymentStreamRateIndexCurveUnit(40791) is specified. FIX.5.0SP2
41194 PaymentStreamRateIndex2CurvePeriod int Conditionally required when PaymentStreamRateIndexCurveUnit2(41195) is specified. FIX.5.0SP2
41195 PaymentStreamRateIndex2CurveUnit String Conditionally required when PaymentStreamRateIndexCurvePeriod2(41194) is specified. FIX.5.0SP2
41196 PaymentStreamRateIndexLocation String Specifies the location of the floating rate index. FIX.5.0SP2
41197 PaymentStreamRateIndexLevel Qty This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. FIX.5.0SP2
41198 PaymentStreamRateIndexUnitOfMeasure String The unit of measure (UOM) of the rate index level. FIX.5.0SP2
41199 PaymentStreamSettlLevel int Specifies how weather index units are to be calculated.
Value SymbolicName Description Added Updated Deprecated
0 Average The cumulative number of weather index units for each day in the calculation period divided by the number of days in the calculation period. FIX.5.0SP2EP169
1 Maximum The maximum number of weather index units for any day in the calculaiton period. FIX.5.0SP2EP169
2 Minimum The minimum number of weather index units for any day in the calculaiton period. FIX.5.0SP2EP169
3 Cumulative The cumulative number of weather index units for each day in the calculaiton period. FIX.5.0SP2EP169
FIX.5.0SP2
41200 PaymentStreamReferenceLevel Qty This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. FIX.5.0SP2
41201 PaymentStreamReferenceLevelUnitOfMeasure String The unit of measure (UOM) of the rate reference level. FIX.5.0SP2
41202 PaymentStreamReferenceLevelEqualsZeroIndicator Boolean When set to 'Y', it indicates the weather reference level equals zero. FIX.5.0SP2
40793 PaymentStreamRateMultiplier float A rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. FIX.5.0SP2
40794 PaymentStreamRateSpread PriceOffset Spread from floating rate index. FIX.5.0SP2
41203 PaymentStreamRateSpreadCurrency Currency Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes. FIX.5.0SP2
41204 PaymentStreamRateSpreadUnitOfMeasure String Species the unit of measure (UOM) of the floating rate spread. FIX.5.0SP2
41205 PaymentStreamRateConversionFactor float The number to be multiplied by the derived floating rate of the payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. FIX.5.0SP2
41206 PaymentStreamRateSpreadType int Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate.
Value SymbolicName Description Added Updated Deprecated
0 Absolute Absolute FIX.5.0SP2EP169
1 Percentage Percentage FIX.5.0SP2EP169
FIX.5.0SP2
40795 PaymentStreamRateSpreadPositionType int Identifies whether the rate spread is applied to a long or short position.
Value SymbolicName Description Added Updated Deprecated
0 Short Short FIX.5.0SP2EP161
1 Long Long FIX.5.0SP2EP161
FIX.5.0SP2
40796 PaymentStreamRateTreatment int Specifies the yield calculation treatment for the index.
Value SymbolicName Description Added Updated Deprecated
0 BondEquivalentYield Bond equivalent yield FIX.5.0SP2EP161
1 MoneyMarketYield Money market yield FIX.5.0SP2EP161
FIX.5.0SP2
40797 PaymentStreamCapRate Percentage The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. FIX.5.0SP2
40798 PaymentStreamCapRateBuySide int Reference to the buyer of the cap rate option through its trade side.
Value SymbolicName Description Added Updated Deprecated
1 Buyer Buyer of the trade FIX.5.0SP2EP161
2 Seller Seller of the trade FIX.5.0SP2EP161
FIX.5.0SP2
40799 PaymentStreamCapRateSellSide int Reference to the seller of the cap rate option through its trade side. FIX.5.0SP2
40800 PaymentStreamFloorRate Percentage The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. FIX.5.0SP2
40801 PaymentStreamFloorRateBuySide int Reference to the buyer of the floor rate option through its trade side.
Value SymbolicName Description Added Updated Deprecated
1 Buyer Buyer of the trade FIX.5.0SP2EP161
2 Seller Seller of the trade FIX.5.0SP2EP161
FIX.5.0SP2
40802 PaymentStreamFloorRateSellSide int Reference to the seller of the floor rate option through its trade side. FIX.5.0SP2
40803 PaymentStreamInitialRate Percentage The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05. FIX.5.0SP2
41207 PaymentStreamLastResetRate Percentage The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. FIX.5.0SP2
41208 PaymentStreamFinalRate Percentage The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. FIX.5.0SP2
40804 PaymentStreamFinalRateRoundingDirection char Specifies the rounding direction. FIX.5.0SP2
40805 PaymentStreamFinalRatePrecision int Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. FIX.5.0SP2
40806 PaymentStreamAveragingMethod int When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used.
Value SymbolicName Description Added Updated Deprecated
0 Unweighted Unweighted FIX.5.0SP2EP161
1 Weighted Weighted FIX.5.0SP2EP161
FIX.5.0SP2
40807 PaymentStreamNegativeRateTreatment int The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
Value SymbolicName Description Added Updated Deprecated
0 ZeroInterestRateMethod Zero interest rate method FIX.5.0SP2EP161
1 NegativeInterestRateMethod Negative interest rate method FIX.5.0SP2EP161
FIX.5.0SP2
41209 PaymentStreamCalculationLagPeriod int Conditionally required when PaymentStreamCalculationLagUnit(41210) is specified. FIX.5.0SP2
41210 PaymentStreamCalculationLagUnit String Conditionally required when PaymentStreamCalculationLagPeriod(41209) is specified. FIX.5.0SP2
42663 PaymentStreamFirstObservationDateUnadjusted LocalMktDate The unadjusted initial price observation date. FIX.5.0SP2
42664 PaymentStreamFirstObservationDateRelativeTo int Specifies the anchor date when the initial price observation date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42665 PaymentStreamFirstObservationDateOffsetDayType int Specifies the day type of the initial price observation date offset. FIX.5.0SP2
41211 PaymentStreamFirstObservationDateOffsetPeriod int Conditionally required when PaymentStreamFirstObservationOffsetUnit(41212) is specified. FIX.5.0SP2
41212 PaymentStreamFirstObservationDateOffsetUnit String Conditionally required when PaymentStreamFirstObservationOffsetPeriod(41211) is specified. FIX.5.0SP2
42666 PaymentStreamFirstObservationDateAdjusted LocalMktDate The adjusted initial price observation date. FIX.5.0SP2
41213 PaymentStreamPricingDayType int Specifies the commodity pricing day type. FIX.5.0SP2
41214 PaymentStreamPricingDayDistribution int The distribution of pricing days.
Value SymbolicName Description Added Updated Deprecated
0 All All FIX.5.0SP2EP169
1 First First FIX.5.0SP2EP169
2 Last Last FIX.5.0SP2EP169
3 Penultimate Penultimate FIX.5.0SP2EP169
FIX.5.0SP2
41215 PaymentStreamPricingDayCount int The number of days over which pricing should take place. FIX.5.0SP2
41216 PaymentStreamPricingBusinessCalendar String Specifies the business calendar to use for pricing.
See http://www.fpml.org/coding-scheme/commodity-business-calendar for values. 		FIX.5.0SP2
41217 PaymentStreamPricingBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates. FIX.5.0SP2
PaymentStreamPricingBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates. FIX.5.0SP2
PaymentStreamPricingDayGrp FIX.5.0SP2
PaymentStreamPricingDateGrp FIX.5.0SP2
40808 PaymentStreamInflationLagPeriod int Conditionally required when PaymentStreamInflationLagUnit(40809) is specified. FIX.5.0SP2
40809 PaymentStreamInflationLagUnit String Conditionally required when PaymentStreamInflationLagPeriod(40808) is specified.
Value SymbolicName Description Added Updated Deprecated
D Day Day FIX.5.0SP2EP161
Wk Week Week FIX.5.0SP2EP161
Mo Month Month FIX.5.0SP2EP161
Yr Year Year FIX.5.0SP2EP161
FIX.5.0SP2
40810 PaymentStreamInflationLagDayType int The inflation lag period day type.
Value SymbolicName Description Added Updated Deprecated
0 Business Business FIX.5.0SP2EP161
1 Calendar Calendar FIX.5.0SP2EP161
2 CommodityBusiness Commodity business FIX.5.0SP2EP161
3 CurrencyBusiness Currency business FIX.5.0SP2EP161
4 ExchangeBusiness Exchange business FIX.5.0SP2EP161
5 ScheduledTradingDay Scheduled trading day FIX.5.0SP2EP161
FIX.5.0SP2
40811 PaymentStreamInflationInterpolationMethod int The method used when calculating the Inflation Index Level from multiple points - the most common is Linear.
Value SymbolicName Description Added Updated Deprecated
0 None None FIX.5.0SP2EP161
1 LinearZeroYield Linear zero yield FIX.5.0SP2EP161
FIX.5.0SP2
40812 PaymentStreamInflationIndexSource int The inflation index reference source. FIX.5.0SP2
40813 PaymentStreamInflationPublicationSource String The current main publication source such as relevant web site or a government body. FIX.5.0SP2
40814 PaymentStreamInflationInitialIndexLevel float Initial known index level for the first calculation period. FIX.5.0SP2
40815 PaymentStreamInflationFallbackBondApplicable Boolean Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes). FIX.5.0SP2
40816 PaymentStreamFRADiscounting int The method of Forward Rate Agreement (FRA) discounting, if any, that will apply.
Value SymbolicName Description Added Updated Deprecated
0 None None FIX.5.0SP2EP161
1 ISDA International Swaps and Derivatives Association (ISDA) FIX.5.0SP2EP161
2 AFMA Australian Financial Markets Association (AFMA) FIX.5.0SP2EP161
FIX.5.0SP2
42667 PaymentStreamUnderlierRefID String References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. FIX.5.0SP2
PaymentStreamFormula FIX.5.0SP2
DividendConditions FIX.5.0SP2
42668 ReturnRateNotionalReset Boolean Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not. FIX.5.0SP2
ReturnRateGrp FIX.5.0SP2
42669 PaymentStreamLinkInitialLevel Price Price level at which the correlation or variance swap contract will strike. FIX.5.0SP2
42670 PaymentStreamLinkClosingLevelIndicator Boolean Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not. FIX.5.0SP2
42671 PaymentStreamLinkExpiringLevelIndicator Boolean Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not. FIX.5.0SP2
42672 PaymentStreamLinkEstimatedTradingDays int The expected number of trading days in the variance or correlation swap stream. FIX.5.0SP2
42673 PaymentStreamLinkStrikePrice Price The strike price of a correlation or variance swap stream. FIX.5.0SP2
42674 PaymentStreamLinkStrikePriceType int For a variance swap specifies how PaymentStreamLinkStrikePrice(42673) is expressed.
Value SymbolicName Description Added Updated Deprecated
0 Volatility Volatility FIX.5.0SP2EP208
1 Variance Variance FIX.5.0SP2EP208
FIX.5.0SP2
42675 PaymentStreamLinkMaximumBoundary float Specifies the maximum or upper boundary for variance or strike determination.
For a variation swap stream all observations above this price level will be excluded from the variance calculation.
For a correlation swap stream the maximum boundary is a percentage of the strike price. 		FIX.5.0SP2
42676 PaymentStreamLinkMinimumBoundary float Specifies the minimum or lower boundary for variance or strike determination.
For a variation swap stream all observations below this price level will be excluded from the variance calculation.
For a correlation swap stream the minimum boundary is a percentage of the strike price. 		FIX.5.0SP2
42677 PaymentStreamLinkNumberOfDataSeries int Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion. FIX.5.0SP2
42678 PaymentStreamVarianceUnadjustedCap float Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable. FIX.5.0SP2
42679 PaymentStreamRealizedVarianceMethod int Indicates which price to use to satisfy the boundary condition.
Value SymbolicName Description Added Updated Deprecated
0 Previous For a return on day T, the observed price on T-1 must be in range. FIX.5.0SP2EP208
1 Last For a return on day T, the observed price on T must be in range. FIX.5.0SP2EP208
2 Both For a return on day T, the observed prices on both T and T-1 must be in range. FIX.5.0SP2EP208
FIX.5.0SP2
42680 PaymentStreamDaysAdjustmentIndicator Boolean Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility. FIX.5.0SP2
42681 PaymentStreamNearestExchangeContractRefID String References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. FIX.5.0SP2
42682 PaymentStreamVegaNotionalAmount float "Vega Notional" represents the approximate gain/loss at maturity for a 1% difference between RVol (realised volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade. FIX.5.0SP2

PaymentStreamNonDeliverableFixingDateGrp

PaymentStreamNonDeliverableFixingDate is a subcomponent of the PaymentStreamNonDeliverableSettlTerms component used to specify predetermined fixing dates.

Tag Name Reqd Type Description Added Updated Deprecated
40825 NoNonDeliverableFixingDates NumInGroup Number of Fixing dates in the repeating group FIX.5.0SP2
⇒40826 NonDeliverableFixingDate LocalMktDate Required if NoNonDeliverableFixingDates(40825) > 0. FIX.5.0SP2
⇒40827 NonDeliverableFixingDateType int When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
Value SymbolicName Description Added Updated Deprecated
0 Unadjusted Unadjusted FIX.5.0SP2EP161
1 Adjusted Adjusted FIX.5.0SP2EP161
FIX.5.0SP2

PaymentStreamNonDeliverableSettlTerms

PaymentStreamNonDeliverableSettlTerms is a subcomponent of the PaymentStream component used to specify the non-deliverable settlement terms of the payment stream.

Tag Name Reqd Type Description Added Updated Deprecated
40817 PaymentStreamNonDeliverableRefCurrency Currency The non-deliverable settlement reference currency. Uses ISO 4217 currency codes. FIX.5.0SP2
40818 PaymentStreamNonDeliverableFixingDatesBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's non-deliverable fixing dates. FIX.5.0SP2
PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's non-deliverable fixing dates. FIX.5.0SP2
40820 PaymentStreamNonDeliverableFixingDatesRelativeTo int Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
40821 PaymentStreamNonDeliverableFixingDatesOffsetPeriod int Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetUnit(40822) is specified. FIX.5.0SP2
40822 PaymentStreamNonDeliverableFixingDatesOffsetUnit String Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetPeriod(40821) is specified. FIX.5.0SP2
40823 PaymentStreamNonDeliverableFixingDatesOffsetDayType int Specifies the day type of the relative non-deliverable fixing date offset. FIX.5.0SP2
PaymentStreamNonDeliverableSettlRateSource FIX.5.0SP2
PaymentStreamNonDeliverableFixingDateGrp FIX.5.0SP2
SettlRateDisruptionFallbackGrp FIX.5.0SP2

PaymentStreamPaymentDates

PaymentStreamPaymentDates is a subcomponent of the PaymentStream component used to specify the payment dates of the stream.

Tag Name Reqd Type Description Added Updated Deprecated
40751 PaymentStreamPaymentDateBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's payment dates. FIX.5.0SP2
PaymentStreamPaymentDateBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's payment dates. FIX.5.0SP2
PaymentStreamPaymentDateGrp FIX.5.0SP2
40753 PaymentStreamPaymentFrequencyPeriod int Conditionally required when PaymentStreamPaymentFrequencyUnit(40754) is specified. FIX.5.0SP2
40754 PaymentStreamPaymentFrequencyUnit String Conditionally required when PaymentStreamPaymentFrequencyPeriod(40753) is specified.
Value SymbolicName Description Added Updated Deprecated
D Day Day FIX.5.0SP2EP161
Wk Week Week FIX.5.0SP2EP161
Mo Month Month FIX.5.0SP2EP161
Yr Year Year FIX.5.0SP2EP161
T Term Term FIX.5.0SP2EP161
FIX.5.0SP2
40755 PaymentStreamPaymentRollConvention String When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream payment dates FIX.5.0SP2
40756 PaymentStreamFirstPaymentDateUnadjusted LocalMktDate The unadjusted first payment date. FIX.5.0SP2
40757 PaymentStreamLastRegularPaymentDateUnadjusted LocalMktDate The unadjusted last regular payment date. FIX.5.0SP2
40758 PaymentStreamPaymentDateRelativeTo int Specifies the anchor date when payment dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
40759 PaymentStreamPaymentDateOffsetPeriod int Conditionally required when PaymentStreamPaymentDateOffsetUnit(40760) is specified. FIX.5.0SP2 FIX.5.0SP2EP208
40760 PaymentStreamPaymentDateOffsetUnit String Conditionally required when PaymentStreamPaymentDateOffsetPeriod(40759) is specified.
Value SymbolicName Description Added Updated Deprecated
D Day Day FIX.5.0SP2EP161
Wk Week Week FIX.5.0SP2EP161
Mo Month Month FIX.5.0SP2EP161
Yr Year Year FIX.5.0SP2EP161
FIX.5.0SP2 FIX.5.0SP2EP208
40920 PaymentStreamPaymentDateOffsetDayType int Specifies the day type of the relative payment date offset.
Value SymbolicName Description Added Updated Deprecated
0 Business Business FIX.5.0SP2EP161
1 Calendar Calendar FIX.5.0SP2EP161
2 CommodityBusiness Commodity business FIX.5.0SP2EP161
3 CurrencyBusiness Currency business FIX.5.0SP2EP161
4 ExchangeBusiness Exchange business FIX.5.0SP2EP161
5 ScheduledTradingDay Scheduled trading day FIX.5.0SP2EP161
FIX.5.0SP2
41223 PaymentStreamMasterAgreementPaymentDatesIndicator Boolean When set to 'Y', it indicates that payment dates are specified in the relevant master agreement. FIX.5.0SP2
PaymentStreamFinalPricePaymentDate FIX.5.0SP2

PaymentStreamResetDates

PaymentStreamResetDates is a subcomponent of the PaymentStream component used to specify the floating rate reset dates of the stream.

Tag Name Reqd Type Description Added Updated Deprecated
40761 PaymentStreamResetDateRelativeTo int Specifies the anchor date when the reset dates are relative to an anchor date.
If the reset frequency is specified as daily this element must not be included.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
40762 PaymentStreamResetDateBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. FIX.5.0SP2
PaymentStreamResetDateBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. FIX.5.0SP2
40764 PaymentStreamResetFrequencyPeriod int Conditionally required when PaymentStreamResetFrequencyUnit(40765) is specified. FIX.5.0SP2
40765 PaymentStreamResetFrequencyUnit String Conditionally required when PaymentStreamResetFrequencyPeriod(40764) is specified. FIX.5.0SP2
40766 PaymentStreamResetWeeklyRollConvention String When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream floating rate reset dates.
Value SymbolicName Description Added Updated Deprecated
MON Monday Monday FIX.5.0SP2EP161
TUE Tuesday Tuesday FIX.5.0SP2EP161
WED Wednesday Wednesday FIX.5.0SP2EP161
THU Thursday Thursday FIX.5.0SP2EP161
FRI Friday Friday FIX.5.0SP2EP161
SAT Saturday Saturday FIX.5.0SP2EP161
SUN Sunday Sunday FIX.5.0SP2EP161
FIX.5.0SP2
40767 PaymentStreamInitialFixingDateRelativeTo int Specifies the anchor date when the initial fixing date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
40768 PaymentStreamInitialFixingDateBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. FIX.5.0SP2
PaymentStreamInitialFixingDateBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. FIX.5.0SP2
40770 PaymentStreamInitialFixingDateOffsetPeriod int Conditionally required when PaymentStreamInitialFixingDateOffsetUnit(40771) is specified. FIX.5.0SP2
40771 PaymentStreamInitialFixingDateOffsetUnit String Conditionally required when PaymentStreamInitialFixingDateOffsetPeriod(40770) is specified. FIX.5.0SP2
40772 PaymentStreamInitialFixingDateOffsetDayType int Specifies the day type of the relative initial fixing date offset. FIX.5.0SP2
40773 PaymentStreamInitialFixingDateAdjusted LocalMktDate The adjusted initial fixing date. FIX.5.0SP2
40774 PaymentStreamFixingDateRelativeTo int Specifies the anchor date when the fixing date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
40775 PaymentStreamFixingDateBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. FIX.5.0SP2
PaymentStreamFixingDateBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. FIX.5.0SP2
40777 PaymentStreamFixingDateOffsetPeriod int Conditionally required when PaymentStreamFixingDateOffsetUnit(40778) is specified. FIX.5.0SP2
40778 PaymentStreamFixingDateOffsetUnit String Conditionally required when PaymentStreamFixingDateOffsetPeriod(40777) is specified. FIX.5.0SP2
40779 PaymentStreamFixingDateOffsetDayType int Specifies the day type of the relative fixing date offset. FIX.5.0SP2
40780 PaymentStreamFixingDateAdjusted LocalMktDate The adjusted fixing date. FIX.5.0SP2
40781 PaymentStreamRateCutoffDateOffsetPeriod int Conditionally required when PaymentStreamRateCutoffDateOffsetUnit(40782) is specified. FIX.5.0SP2 FIX.5.0SP2EP208
40782 PaymentStreamRateCutoffDateOffsetUnit String Conditionally required when PaymentStreamRateCutoffDateOffsetPeriod(40783) is specified. FIX.5.0SP2 FIX.5.0SP2EP208
40783 PaymentStreamRateCutoffDateOffsetDayType int Specifies the day type of the relative rate cut-off date offset. FIX.5.0SP2
PaymentStreamFixingDateGrp FIX.5.0SP2

PaymentStubGrp

The PaymentStubGrp is a repeating subcomponent of the StreamGrp component used to specify front and back stubs of the payment stream.

Tag Name Reqd Type Description Added Updated Deprecated
40872 NoPaymentStubs NumInGroup Number of stubs in the repeating group FIX.5.0SP2
⇒40873 PaymentStubType int Required if NoPaymentStubs(40872) > 0.
Value SymbolicName Description Added Updated Deprecated
0 Initial Initial FIX.5.0SP2EP161
1 Final Final FIX.5.0SP2EP161
2 CompoundingInitial Compounding initial FIX.5.0SP2EP208
3 CompoundingFinal Compounding final FIX.5.0SP2EP208
FIX.5.0SP2
⇒40874 PaymentStubLength int Optional indication whether stub is shorter or longer than the regular swap period.
Value SymbolicName Description Added Updated Deprecated
0 Short Short FIX.5.0SP2EP161
1 Long Long FIX.5.0SP2EP161
FIX.5.0SP2
⇒PaymentStubStartDate FIX.5.0SP2
⇒PaymentStubEndDate FIX.5.0SP2
⇒40875 PaymentStubRate Percentage The agreed upon fixed rate for this stub. FIX.5.0SP2
⇒40876 PaymentStubFixedAmount Amt A fixed payment amount for the stub. FIX.5.0SP2
⇒40877 PaymentStubFixedCurrency Currency The currency of the fixed payment amount. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒40878 PaymentStubIndex String The stub floating rate index. FIX.5.0SP2
⇒40879 PaymentStubIndexSource int The source of the stub floating rate index. FIX.5.0SP2
⇒40880 PaymentStubIndexCurvePeriod int Conditionally required when PaymentStubIndexCurveUnit(40881) is specified. FIX.5.0SP2
⇒40881 PaymentStubIndexCurveUnit String Conditionally required when PaymentStubIndexCurvePeriod(40880) is specified. FIX.5.0SP2
⇒40882 PaymentStubIndexRateMultiplier float A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. FIX.5.0SP2
⇒40883 PaymentStubIndexRateSpread PriceOffset Spread from floating rate index. FIX.5.0SP2
⇒40884 PaymentStubIndexRateSpreadPositionType int Identifies whether the rate spread is applied to a long or short position. FIX.5.0SP2
⇒40885 PaymentStubIndexRateTreatment int Specifies the yield calculation treatment for the payment stub index. FIX.5.0SP2
⇒40886 PaymentStubIndexCapRate Percentage The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. FIX.5.0SP2
⇒40887 PaymentStubIndexCapRateBuySide int Reference to the buyer of the cap rate option through its trade side. FIX.5.0SP2
⇒40888 PaymentStubIndexCapRateSellSide int Reference to the seller of the cap rate option through its trade side. FIX.5.0SP2
⇒40889 PaymentStubIndexFloorRate Percentage The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. FIX.5.0SP2
⇒40890 PaymentStubIndexFloorRateBuySide int Reference to the buyer of the floor rate option through its trade side. FIX.5.0SP2
⇒40891 PaymentStubIndexFloorRateSellSide int Reference to the seller of the floor rate option through its trade side. FIX.5.0SP2
⇒40892 PaymentStubIndex2 String The second stub floating rate index. FIX.5.0SP2
⇒40893 PaymentStubIndex2Source int The source of the second stub floating rate index. FIX.5.0SP2
⇒40894 PaymentStubIndex2CurvePeriod int Conditionally required when PaymentStubIndex2CurveUnit(40895) is specified. FIX.5.0SP2
⇒40895 PaymentStubIndex2CurveUnit String Conditionally required when PaymentStubIndex2CurvePeriod(40894) is specified. FIX.5.0SP2
⇒40896 PaymentStubIndex2RateMultiplier float A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. FIX.5.0SP2
⇒40897 PaymentStubIndex2RateSpread PriceOffset Spread from the second floating rate index. FIX.5.0SP2
⇒40898 PaymentStubIndex2RateSpreadPositionType int Identifies whether the rate spread is applied to a long or short position. FIX.5.0SP2
⇒40899 PaymentStubIndex2RateTreatment int Specifies the yield calculation treatment for the second stub index. FIX.5.0SP2
⇒40900 PaymentStubIndex2CapRate Percentage The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. FIX.5.0SP2
⇒40901 PaymentStubIndex2FloorRate Percentage The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. FIX.5.0SP2

PhysicalSettlTermGrp

The PhysicalSettlTermGrp is a repeating component within the Instrument component used to report physical settlement terms referenced from UnderlyingInstrument component.

Tag Name Reqd Type Description Added Updated Deprecated
40204 NoPhysicalSettlTerms NumInGroup Number of entries in the repeating group. FIX.5.0SP2
⇒PhysicalSettlDeliverableObligationGrp Required if NoPhysicalSettlTerms(40204) > 0. FIX.5.0SP2
⇒40205 PhysicalSettlCurrency Currency Specifies the currency of physical settlement. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒40206 PhysicalSettlBusinessDays int The number of business days used in the determination of physical settlement. Its precise meaning is dependant on the context in which this element is used. FIX.5.0SP2
⇒40207 PhysicalSettlMaximumBusinessDays int A maximum number of business days. Its precise meaning is dependant on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision. FIX.5.0SP2
⇒40208 PhysicalSettlTermXID XID A named string value referenced by UnderlyingSettlTermXIDRef(41315). FIX.5.0SP2

PhysicalSettlDeliverableObligationGrp

The PhysicalSettlDeliverableObligationGrp is a repeating component within the PhysicalSettlTermGrp component used to report CDS physical settlement delivery obligations.

Tag Name Reqd Type Description Added Updated Deprecated
40209 NoPhysicalSettlDeliverableObligations NumInGroup Number of entries in the repeating group. FIX.5.0SP2
⇒40210 PhysicalSettlDeliverableObligationType String Required if NoPhysicalSettlDeliverableObligations (40209) > 0. FIX.5.0SP2
⇒40211 PhysicalSettlDeliverableObligationValue String Physical settlement deliverable obligation value appropriate to PhysicalSettlDeliverableObligationType(40210). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for applicable obligation type values. FIX.5.0SP2

ProtectionTermGrp

The ProtectionTermGrp is a repeating component within the Instrument component used to report protection term details referenced from UnderlyingInstrument component.

Tag Name Reqd Type Description Added Updated Deprecated
40181 NoProtectionTerms NumInGroup Number of protection terms in the repeating group. FIX.5.0SP2
⇒40182 ProtectionTermNotional Amt Required if NoProtectionTerms(40181) > 0. FIX.5.0SP2
⇒40183 ProtectionTermCurrency Currency The currency of ProtectionTermNotional(40182). Uses ISO 4217 currency codes. FIX.5.0SP2
⇒40184 ProtectionTermSellerNotifies Boolean The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring.
ProtectionTermSellerNotifies(40184)=Y indicates that the seller notifies. 		FIX.5.0SP2
⇒40185 ProtectionTermBuyerNotifies Boolean The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring.
ProtectionTermBuyerNotifies(40185)=Y indicates that the buyer notifies. 		FIX.5.0SP2
⇒40186 ProtectionTermEventBusinessCenter String When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. FIX.5.0SP2
⇒40187 ProtectionTermStandardSources Boolean Indicates whether ISDA defined Standard Public Sources are applicable (ProtectionTermStandardSources(40187)=Y) or not. FIX.5.0SP2
⇒40188 ProtectionTermEventMinimumSources int The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. FIX.5.0SP2
⇒ProtectionTermEventNewsSourceGrp FIX.5.0SP2
⇒ProtectionTermEventGrp FIX.5.0SP2
⇒ProtectionTermObligationGrp FIX.5.0SP2
⇒40190 ProtectionTermXID XID A named string value referenced by UnderlyingProtectionTermXIDRef(41314). FIX.5.0SP2

ProtectionTermEventGrp

The ProtectionTermEventGrp is a repeating component within the ProtectionTermGrp component used to report applicable CDS credit events.

Tag Name Reqd Type Description Added Updated Deprecated
40191 NoProtectionTermEvents NumInGroup Number of protection term events in the repeating group. FIX.5.0SP2
⇒40192 ProtectionTermEventType String Required if NoProtectionTermEvents(40191) > 0. FIX.5.0SP2
⇒40193 ProtectionTermEventValue String Protection term event value appropriate to ProtectionTermEvenType(40192).
See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. 		FIX.5.0SP2
⇒40194 ProtectionTermEventCurrency Currency Applicable currency if ProtectionTermEventValue(40193) is an amount. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒40195 ProtectionTermEventPeriod int Conditionally required when ProtectionTermEventUnit(40196) is specified. FIX.5.0SP2
⇒40196 ProtectionTermEventUnit String Conditionally required when ProtectionTermEventPeriod(40195) is specified.
Value SymbolicName Description Added Updated Deprecated
D Day Day FIX.5.0SP2EP161
Wk Week Week FIX.5.0SP2EP161
Mo Month Month FIX.5.0SP2EP161
Yr Year Year FIX.5.0SP2EP161
FIX.5.0SP2
⇒40197 ProtectionTermEventDayType int Day type for events that specify a period and unit.
Value SymbolicName Description Added Updated Deprecated
0 Business Business FIX.5.0SP2EP161
1 Calendar Calendar FIX.5.0SP2EP161
2 CommodityBusiness Commodity business FIX.5.0SP2EP161
3 CurrencyBusiness Currency business FIX.5.0SP2EP161
4 ExchangeBusiness Exchange business FIX.5.0SP2EP161
5 ScheduledTradingDay Scheduled trading day FIX.5.0SP2EP161
FIX.5.0SP2
⇒40198 ProtectionTermEventRateSource String Rate source for events that specify a rate source, e.g. Floating rate interest shortfall. FIX.5.0SP2
⇒ProtectionTermEventQualifierGrp FIX.5.0SP2

ProtectionTermEventQualifierGrp

The ProtectionTermEventQualifierGrp is a repeating component within the ProtectionTermEventGrp component used to specify qualifying attributes to the event.

Tag Name Reqd Type Description Added Updated Deprecated
40199 NoProtectionTermEventQualifiers NumInGroup Number of qualifiers in the repeating group. FIX.5.0SP2
⇒40200 ProtectionTermEventQualifier char Required if NoProtectionTermEventQualifiers(40199) > 0.
Value SymbolicName Description Added Updated Deprecated
H RestructuringMultipleHoldingObligations In relation to a restructuring credit event, unless multiple holder obligation is not specified restructurings are limited to multiple holder obligations. A multiple holder obligation means an obligation that is held by more than three holders that are not affiliates of each other and where at least two thirds of the holders must agree to the event that constitutes the restructuring credit event. ISDA 2003 Term: Multiple Holder Obligation. FIX.5.0SP2EP161
E RestructuringMultipleCreditEventNotices Presence of this element and value set to 'true' indicates that Section 3.9 of the 2003 Credit Derivatives Definitions shall apply. Absence of this element indicates that Section 3.9 shall not apply. NOTE: Not allowed under ISDA Credit 1999. FIX.5.0SP2EP161
C FloatingRateInterestShortfall Indicates compounding. FIX.5.0SP2EP161
FIX.5.0SP2

ProtectionTermObligationGrp

The ProtectionTermObligationGrp is a repeating component within the ProtectionTermGrp component used to report applicable CDS obligations.

Tag Name Reqd Type Description Added Updated Deprecated
40201 NoProtectionTermObligations NumInGroup Number of obligations in the repeating group. FIX.5.0SP2
⇒40202 ProtectionTermObligationType String Required if NoProtectionTermObligations(40201) > 0. FIX.5.0SP2
⇒40203 ProtectionTermObligationValue String Protection term obligation value appropriate to ProtectionTermObligationType(40202).
See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values. 		FIX.5.0SP2

ProvisionCashSettlPaymentDates

The ProvisionCashSettlPaymentDates component is a sub-component within the ProvisionGrp component used to report the cash settlement payment dates defined in the provision.

Tag Name Reqd Type Description Added Updated Deprecated
40163 ProvisionCashSettlPaymentDateBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional cash settlement payment dates. FIX.5.0SP2
ProvisionCashSettlPaymentDateBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional cash settlement payment dates. FIX.5.0SP2
40165 ProvisionCashSettlPaymentDateRelativeTo int Specifies the anchor date when the cash settlement payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
40166 ProvisionCashSettlPaymentDateOffsetPeriod int Conditionally required when ProvisionCashSettlPaymentDateOffsetUnit(40167) is specified. FIX.5.0SP2
40167 ProvisionCashSettlPaymentDateOffsetUnit String Conditionally required when ProvisionCashSettlPaymentDateOffsetPeriod(40166) is specified. FIX.5.0SP2
40168 ProvisionCashSettlPaymentDateOffsetDayType int Specifies the day type of the provision's relative cash settlement payment date offset. FIX.5.0SP2
40169 ProvisionCashSettlPaymentDateRangeFirst LocalMktDate First date in range when a settlement date range is provided. FIX.5.0SP2
40170 ProvisionCashSettlPaymentDateRangeLast LocalMktDate The last date in range when a settlement date range is provided. FIX.5.0SP2
ProvisionCashSettlPaymentFixedDateGrp FIX.5.0SP2

ProvisionCashSettlPaymentFixedDateGrp

The ProvisionCashSettlPaymentFixedDateGrp is a repeating component within the ProvisionCashSettlPaymentDates component used to report fixed cash settlement payment dates defined in the provision.

Tag Name Reqd Type Description Added Updated Deprecated
40171 NoProvisionCashSettlPaymentDates NumInGroup Number of provision cash settlement payment dates in the repeating group. FIX.5.0SP2
⇒40172 ProvisionCashSettlPaymentDate LocalMktDate Required if NoProvisionCashSettlPaymentDates (40171) > 0. FIX.5.0SP2
⇒40173 ProvisionCashSettlPaymentDateType int When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
Value SymbolicName Description Added Updated Deprecated
0 Unadjusted Unadjusted FIX.5.0SP2EP161
1 Adjusted Adjusted FIX.5.0SP2EP161
FIX.5.0SP2

ProvisionCashSettlValueDates

The ProvisionCashSettlValueDates component is a subcomponent within the ProvisionGrp component used to report the cash settlement value date and time defined in the provision.

Tag Name Reqd Type Description Added Updated Deprecated
40114 ProvisionCashSettlValueTime LocalMktTime A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount. FIX.5.0SP2
40115 ProvisionCashSettlValueTimeBusinessCenter String Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. FIX.5.0SP2
40116 ProvisionCashSettlValueDateBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional cash settlement value date. FIX.5.0SP2
ProvisionCashSettlValueDateBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional cash settlement value date. FIX.5.0SP2
40118 ProvisionCashSettlValueDateRelativeTo int Specifies the anchor date when the cash settlement value date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values 		FIX.5.0SP2
40119 ProvisionCashSettlValueDateOffsetPeriod int Conditionally required when ProvisionCashSettlValueDateOffsetUnit(40120) is specified. FIX.5.0SP2
40120 ProvisionCashSettlValueDateOffsetUnit String Conditionally required when ProvisionCashSettlValueDateOffsetPeriod(40119) is specified. FIX.5.0SP2
40121 ProvisionCashSettlValueDateOffsetDayType int Specifies the day type of the provision's relative cash settlement value date offset. FIX.5.0SP2
40122 ProvisionCashSettlValueDateAdjusted LocalMktDate The adjusted cash settlement value date. FIX.5.0SP2

ProvisionOptionExerciseFixedDateGrp

The ProvisionOptionExerciseFixedDateGrp is a repeating component within the ProvisionOptionExerciseDates component used to report an array of unadjusted or adjusted fixed exercise dates.

Tag Name Reqd Type Description Added Updated Deprecated
40142 NoProvisionOptionExerciseFixedDates NumInGroup Number of provision option exercise fixed dates in the repeating group. FIX.5.0SP2
⇒40143 ProvisionOptionExerciseFixedDate LocalMktDate Required if NoProvisionOptionExerciseFixedDates (40142) > 0. FIX.5.0SP2
⇒40144 ProvisionOptionExerciseFixedDateType int When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
Value SymbolicName Description Added Updated Deprecated
0 Unadjusted Unadjusted FIX.5.0SP2EP161
1 Adjusted Adjusted FIX.5.0SP2EP161
FIX.5.0SP2

ProvisionOptionExerciseDates

The ProvisionOptionExerciseDates is a subcomponent within the ProvisionGrp component used to report the option exercise dates and times defined in the provision.

Tag Name Reqd Type Description Added Updated Deprecated
40123 ProvisionOptionExerciseBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option exercise dates. FIX.5.0SP2
ProvisionOptionExerciseBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option exercise dates. FIX.5.0SP2
ProvisionOptionExerciseFixedDateGrp FIX.5.0SP2
40125 ProvisionOptionExerciseEarliestDateOffsetPeriod int Conditionally required when ProvisionOptionExerciseEarliestDateUnit(40126) is specified. FIX.5.0SP2
40126 ProvisionOptionExerciseEarliestDateOffsetUnit String Conditionally required when ProvisionOptionExerciseEasrliestDatePeriod(40125) is specified.
Value SymbolicName Description Added Updated Deprecated
D Day Day FIX.5.0SP2EP161
Wk Week Week FIX.5.0SP2EP161
Mo Month Month FIX.5.0SP2EP161
Yr Year Year FIX.5.0SP2EP161
FIX.5.0SP2
40127 ProvisionOptionExerciseFrequencyPeriod int Conditionally required when ProvisionOptionExerciseFrequencyUnit(40128) is specified. FIX.5.0SP2
40128 ProvisionOptionExerciseFrequencyUnit String Conditionally required when ProvisionOptionExerciseFrequencyPeriod(40127) is specified. FIX.5.0SP2
40129 ProvisionOptionExerciseStartDateUnadjusted LocalMktDate The unadjusted first day of the exercise period for an American style option. FIX.5.0SP2
40130 ProvisionOptionExerciseStartDateRelativeTo int Specifies the anchor date when the option exercise start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
40131 ProvisionOptionExerciseStartDateOffsetPeriod int Conditionally required when ProvisionOptionExerciseStartDateOffsetUnit(40132) is specified. FIX.5.0SP2
40132 ProvisionOptionExerciseStartDateOffsetUnit String Conditionally required when ProvisionOptionExerciseStartDateOffsetPeriod(40131) is specified. FIX.5.0SP2
40133 ProvisionOptionExerciseStartDateOffsetDayType int Specifies the day type of the provision's relative option exercise start date offset. FIX.5.0SP2
40134 ProvisionOptionExerciseStartDateAdjusted LocalMktDate The adjusted first day of the exercise period for an American style option. FIX.5.0SP2
40135 ProvisionOptionExercisePeriodSkip int The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. FIX.5.0SP2
40136 ProvisionOptionExerciseBoundsFirstDateUnadjusted LocalMktDate The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative. FIX.5.0SP2
40137 ProvisionOptionExerciseBoundsLastDateUnadjusted LocalMktDate The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative. FIX.5.0SP2
40138 ProvisionOptionExerciseEarliestTime LocalMktTime The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option. FIX.5.0SP2
40139 ProvisionOptionExerciseEarliestTimeBusinessCenter String Identifies the business center calendar used with the provision's earliest time for notice of exercise.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2
40140 ProvisionOptionExerciseLatestTime LocalMktTime For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. FIX.5.0SP2
40141 ProvisionOptionExerciseLatestTimeBusinessCenter String Identifies the business center calendar used with the provision's latest time for notice of exercise.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2

ProvisionOptionExpirationDate

The ProvisionOptionExerciseDate is a subcomponent within the ProvisionGrp component used to report the option expiration date and times defined in the provision.

Tag Name Reqd Type Description Added Updated Deprecated
40145 ProvisionOptionExpirationDateUnadjusted LocalMktDate The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. FIX.5.0SP2
40146 ProvisionOptionExpirationDateBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option expiration date. FIX.5.0SP2
ProvisionOptionExpirationDateBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option expiration date. FIX.5.0SP2
40148 ProvisionOptionExpirationDateRelativeTo int Specifies the anchor date when the option expiration date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
40149 ProvisionOptionExpirationDateOffsetPeriod int Conditionally required when ProvisionOptionExpirationDateOffsetUnit(40150) is specified. FIX.5.0SP2
40150 ProvisionOptionExpirationDateOffsetUnit String Conditionally required when ProvisionOptionExpirationDateOffsetPeriod(40149) is specified. FIX.5.0SP2
40151 ProvisionOptionExpirationDateOffsetDayType int Specifies the day type of the provision's relative option expiration date offset. FIX.5.0SP2
40152 ProvisionOptionExpirationDateAdjusted LocalMktDate The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period. FIX.5.0SP2
40153 ProvisionOptionExpirationTime LocalMktTime The latest time for exercise on the expiration date. FIX.5.0SP2
40154 ProvisionOptionExpirationTimeBusinessCenter String Identifies the business center calendar used with the provision's latest exercise time on expiration date.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2

ProvisionOptionRelevantUnderlyingDate

The ProvisionOptionRelevantUnderlyingDate is a subcomponent within the ProvisionGrp component used to report the option relevant underlying date defined in the provision.

Tag Name Reqd Type Description Added Updated Deprecated
40155 ProvisionOptionRelevantUnderlyingDateUnadjusted LocalMktDate The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). FIX.5.0SP2
40156 ProvisionOptionRelevantUnderlyingDateBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option relevant underlying date. FIX.5.0SP2
ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option relevent underlying date. FIX.5.0SP2
40158 ProvisionOptionRelevantUnderlyingDateRelativeTo int Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
40159 ProvisionOptionRelevantUnderlyingDateOffsetPeriod int Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetUnit(40160) is specified. FIX.5.0SP2
40160 ProvisionOptionRelevantUnderlyingDateOffsetUnit String Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetPeriod(40159) is specified. FIX.5.0SP2
40161 ProvisionOptionRelevantUnderlyingDateOffsetDayType int Specifies the day type of the provision's relative option relevant underlying date offset. FIX.5.0SP2
40162 ProvisionOptionRelevantUnderlyingDateAdjusted LocalMktDate The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). FIX.5.0SP2

ProvisionGrp

The ProvisionGrp is a repeating subcomponent of the Instrument component used to detail the additional terms and conditions associated with the instrument.

Tag Name Reqd Type Description Added Updated Deprecated
40090 NoProvisions NumInGroup Number of provisions in the repeating group. FIX.5.0SP2
⇒40091 ProvisionType int Required if NoProvisions(40090) > 0.
Value SymbolicName Description Added Updated Deprecated
0 MandatoryEarlyTermination Mandatory early termination FIX.5.0SP2EP161
1 OptionalEarlyTermination Optional early termination FIX.5.0SP2EP161
2 Cancelable Cancelable FIX.5.0SP2EP161
3 Extendable Extendible FIX.5.0SP2EP161
4 MutualEarlyTermination Mutual early termination FIX.5.0SP2EP208
FIX.5.0SP2
⇒40092 ProvisionDateUnadjusted LocalMktDate The unadjusted date of the provision. FIX.5.0SP2
⇒40093 ProvisionDateBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions. FIX.5.0SP2
⇒ProvisionDateBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the instrument provisions. FIX.5.0SP2
⇒40095 ProvisionDateAdjusted LocalMktDate The adjusted date of the provision. FIX.5.0SP2
⇒40096 ProvisionDateTenorPeriod int Conditionally required when ProvisionDateTenorUnit(40097) is specified. FIX.5.0SP2
⇒40097 ProvisionDateTenorUnit String Conditionally required when ProvisionDateTenorPeriod(40096) is specified.
Value SymbolicName Description Added Updated Deprecated
D Day Day FIX.5.0SP2EP161
Wk Week Week FIX.5.0SP2EP161
Mo Month Month FIX.5.0SP2EP161
Yr Year Year FIX.5.0SP2EP161
FIX.5.0SP2
⇒42707 ProvisionBreakFeeElection int Type of fee elected for the break provision.
Value SymbolicName Description Added Updated Deprecated
0 FlatFee Flat fee FIX.5.0SP2EP208
1 AmortizedFee Amortized fee FIX.5.0SP2EP208
2 FundingFee Funding fee FIX.5.0SP2EP208
3 FlatAndFundingFee Flat fee and funding fee FIX.5.0SP2EP208
4 AmortizedAndFundingFee Amortized fee and funding fee FIX.5.0SP2EP208
FIX.5.0SP2
⇒42708 ProvisionBreakFeeRate Percentage Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05". FIX.5.0SP2
⇒40098 ProvisionCalculationAgent int Used to identify the calculation agent. The calculation agent may be identified in ProvisionCalculationAgent(40098) or in the ProvisionParties component.
Value SymbolicName Description Added Updated Deprecated
0 ExercisingParty Exercising party FIX.5.0SP2EP161
1 NonExercisingParty Non-exercising party FIX.5.0SP2EP161
2 MasterAgreeent As specified in the master agreement FIX.5.0SP2EP161
3 Supplement As specified in the standard terms supplement FIX.5.0SP2EP161
FIX.5.0SP2
⇒40099 ProvisionOptionSinglePartyBuyerSide int If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade.
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.5.0SP2EP161
2 Sell Sell FIX.5.0SP2EP161
FIX.5.0SP2
⇒40100 ProvisionOptionSinglePartySellerSide int If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade. FIX.5.0SP2
⇒ProvisionCashSettlValueDates FIX.5.0SP2
⇒ProvisionOptionExerciseDates FIX.5.0SP2
⇒ProvisionOptionExpirationDate FIX.5.0SP2
⇒ProvisionOptionRelevantUnderlyingDate FIX.5.0SP2
⇒40101 ProvisionOptionExerciseStyle int The instrument provision option’s exercise style. FIX.5.0SP2
⇒40102 ProvisionOptionExerciseMultipleNotional Amt A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised. FIX.5.0SP2
⇒40103 ProvisionOptionExerciseMinimumNotional Amt The minimum notional amount that can be exercised on a given exercise date. FIX.5.0SP2
⇒40104 ProvisionOptionExerciseMaximumNotional Amt The maximum notional amount that can be exercised on a given exercise date. FIX.5.0SP2
⇒40105 ProvisionOptionMinimumNumber int The minimum number of options that can be exercised on a given exercise date. FIX.5.0SP2
⇒40106 ProvisionOptionMaximumNumber int The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options. FIX.5.0SP2
⇒40107 ProvisionOptionExerciseConfirmation Boolean Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. FIX.5.0SP2
⇒ProvisionCashSettlPaymentDates FIX.5.0SP2
⇒40108 ProvisionCashSettlMethod int An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e).
Value SymbolicName Description Added Updated Deprecated
0 CashPrice Cash price FIX.5.0SP2EP161
1 CashPriceAlternate Cash price alternate FIX.5.0SP2EP161
2 ParYieldCurveAdjusted Par yield curve adjusted FIX.5.0SP2EP161
3 ZeroCouponYieldCurveAdjusted Zero coupon yield curve adjusted FIX.5.0SP2EP161
4 ParYieldCurveUnadjusted Par yield curve unadjusted FIX.5.0SP2EP161
5 CrossCurrency Cross currency FIX.5.0SP2EP161
6 CollateralizedPrice Collateralized price FIX.5.0SP2EP161
FIX.5.0SP2
⇒40109 ProvisionCashSettlCurrency Currency Specifies the currency of settlement. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒40110 ProvisionCashSettlCurrency2 Currency Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒40111 ProvisionCashSettlQuoteType int Identifies the type of quote to be used.
Value SymbolicName Description Added Updated Deprecated
0 Bid Bid FIX.5.0SP2EP161
1 Mid Mid FIX.5.0SP2EP161
2 Offer Offer FIX.5.0SP2EP161
3 ExercisingPartyPays See 2000 ISDA Definitions, Section 17.2, Certain Definitions Relating to Cash Settlement, paragraph (j) for definition of "exercising party pays". FIX.5.0SP2EP161
FIX.5.0SP2
⇒ProvisionCashSettlQuoteSource FIX.5.0SP2
⇒40113 ProvisionText String Free form text to specify additional information or enumeration description when a standard value does not apply. FIX.5.0SP2
⇒40986 EncodedProvisionTextLen Length Must be set if EncodedProvisionText(40987) field is specified and must immediately precede it. FIX.5.0SP2
⇒40987 EncodedProvisionText data Encoded (non-ASCII characters) representation of the ProvisionText(40113) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
⇒ProvisionParties FIX.5.0SP2

ProvisionParties

ProvisionParties is a repeating component within the Provision component used to report the parties identified in the contract provision.

Tag Name Reqd Type Description Added Updated Deprecated
40174 NoProvisionPartyIDs NumInGroup Number of parties identified in the contract provision. FIX.5.0SP2
⇒40175 ProvisionPartyID String Required if NoProvisionPartyIDs(40174) > 0. FIX.5.0SP2
⇒40176 ProvisionPartyIDSource char Required if NoProvisionPartyIDs(40174) > 0. FIX.5.0SP2
⇒40177 ProvisionPartyRole int Required if NoProvisionPartyIDs(40174) > 0. FIX.5.0SP2
⇒2385 ProvisionPartyRoleQualifier int Used to further qualify the value of ProvisionPartyRole(40177). FIX.5.0SP2
⇒ProvisionPtysSubGrp FIX.5.0SP2

ProvisionPtysSubGrp

ProvisionPtysSubGrp is a repeating component within the ProvisionParties component used to extend information to be reported for the party.

Tag Name Reqd Type Description Added Updated Deprecated
40178 NoProvisionPartySubIDs NumInGroup Number of sub-party IDs to be reported for the party. FIX.5.0SP2
⇒40179 ProvisionPartySubID String Required if NoProvisionPartySubIDs(40178) > 0. FIX.5.0SP2
⇒40180 ProvisionPartySubIDType int Required if NoProvisionPartySubIDs(40178) > 0. FIX.5.0SP2

RegulatoryTradeIDGrp

The RegulatoryTradeIDGrp is a repeating component within the TradeCaptureReport message used to report the source, value and relationship of multiple identifiers for the same trade or position.
This component can be used to meet regulatory trade reporting requirements where identifiers such as the Unique Swaps Identifier (USI) in the US or the Unique Trade Identifier (UTI) in Europe and Canada are required to be reported, showing the chaining of these identifiers as needed.

Tag Name Reqd Type Description Added Updated Deprecated
1907 NoRegulatoryTradeIDs NumInGroup Number of regulatory IDs in the repeating group. FIX.5.0SP2
⇒1903 RegulatoryTradeID String Required if NoRegulatoryTradeIDs(1907) > 0. FIX.5.0SP2
⇒1905 RegulatoryTradeIDSource String Identifies the reporting entity that originated the value in RegulatoryTradeID(1903). The reporting entitiy identifier may be assigned by a regulator. FIX.5.0SP2
⇒1904 RegulatoryTradeIDEvent int Identifies the event which caused origination of the identifier in RegulatoryTradeID(1903). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing).
Value SymbolicName Description Added Updated Deprecated
0 InitialBlockTrade None FIX.5.0SP2EP161
1 Allocation Determination that the block trade will not be further allocated. FIX.5.0SP2EP161
2 Clearing Clearing FIX.5.0SP2EP161
3 Compression Compression FIX.5.0SP2EP161
4 Novation Novation FIX.5.0SP2EP161
5 Termination Termination FIX.5.0SP2EP161
6 PostTrdVal Post-trade valuation FIX.5.0SP2EP179
FIX.5.0SP2
⇒1906 RegulatoryTradeIDType int Specifies the type of trade identifier provided in RegulatoryTradeID(1903).
Contextual hierarchy of events for the same trade or transaction maybe captured through use of the different RegulatoryTradeIDType(1906) values using multiple instances of the repeating group as needed for regulatory reporting.
Value SymbolicName Description Added Updated Deprecated
0 Current The default if not specified. FIX.5.0SP2EP161
1 Previous The previous trade's identifier when reporting a cleared trade or novation of a previous trade. FIX.5.0SP2EP161
2 Block The block trade's identifier when reporting an allocated subtrade. FIX.5.0SP2EP161
3 Related The related trade identifier when reporting a mixed swap. FIX.5.0SP2EP161
4 ClearedBlockTrade Assigned by the CCP to a bunched order/trade when it needs to be cleared with the standby clearing firm prior to post-trade allocation. FIX.5.0SP2EP192
5 TradingVenueTransactionIdentifier Assigned by the trading venue to a transaction. In the context of ESMA RTS 22 and RTS 24, this is an unique transaction identification "number generated by trading venues and disseminated to both the buying and selling parties in accordance with Article 12 of [RTS 24 on the maintenance of relevant data relating to orders in financial instruments under Article 25 of Regulation 600/2014 EU]." (quoted text from RTS 22). "Uniqueness" may be defined per relevant regulations. FIX.5.0SP2EP222
FIX.5.0SP2
⇒2411 RegulatoryLegRefID String This field may be is used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. FIX.5.0SP2
⇒2397 RegulatoryTradeIDScope int Specifies the scope to which the RegulatoryTradeID(1903) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe.
Value SymbolicName Description Added Updated Deprecated
1 ClearingMember Clearing member FIX.5.0SP2EP181
2 Client Client FIX.5.0SP2EP181
FIX.5.0SP2

SecondaryAssetGrp

SecondaryAssetGrp is a repeating subcomponent of the Instrument component used to specify secondary assets of a multi-asset swap.

Tag Name Reqd Type Description Added Updated Deprecated
1976 NoSecondaryAssetClasses NumInGroup Number of secondary asset classes in the repeating group. FIX.5.0SP2
⇒1977 SecondaryAssetClass int Required if NoSecondaryAssetClasses(1976) > 0. FIX.5.0SP2
⇒1978 SecondaryAssetSubClass int Required if SecondaryAssetType(1979) is specified. FIX.5.0SP2 FIX.5.0SP2EP235
⇒1979 SecondaryAssetType String Required if SecondaryAssetSubType(2741) is specified. FIX.5.0SP2 FIX.5.0SP2EP235
⇒2741 SecondaryAssetSubType String Used to provide a more specific description of the asset specified in SecondaryAssetType(1979).
See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values. 		FIX.5.0SP2

SettlRateDisruptionFallbackGrp

The SettlRateDisruptionsFallbackGrp is a repeating subcomponent of the PaymentStreamNonDeliverableSettlTermGrp component used to specify the method, prioritized by the order it is listed, to get a replacement rate for a disrupted settlement rate option for a non-deliverable settlement currency.

Tag Name Reqd Type Description Added Updated Deprecated
40085 NoSettlRateFallbacks NumInGroup Number of settlement rate fallbacks in the repeating group FIX.5.0SP2
⇒40086 SettlRatePostponementMaximumDays int Required if NoSettlRateFallbacks(40085) > 0. FIX.5.0SP2
⇒SettlRateFallbackRateSource FIX.5.0SP2
⇒40088 SettlRatePostponementSurvey Boolean Indicates whether to request a settlement rate quote from the market. FIX.5.0SP2
⇒40089 SettlRatePostponementCalculationAgent int Used to identify the settlement rate postponement calculation agent. FIX.5.0SP2

SideRegulatoryTradeIDGrp

The SideRegulatoryTradeIDGrp is a repeating component within the TrdCapRptSideGrp component used to report the source, value and relationship of multiple trade identifiers for the same trade side.
This component can be used to meet regulatory trade reporting requirements where identifiers such as the Unique Swaps Identifier (USI) are required to be reported, showing the chaining of these identifiers as needed.

Tag Name Reqd Type Description Added Updated Deprecated
1971 NoSideRegulatoryTradeIDs NumInGroup Number of regulatory IDs in the repeating group. FIX.5.0SP2
⇒1972 SideRegulatoryTradeID String Required if NoSideRegulatoryTradeIDs(1971) > 0. FIX.5.0SP2
⇒1973 SideRegulatoryTradeIDSource String Identifies the reporting entity that originated the value in SideRegulatoryTradeID(1972). The reporting entity identifier may be assigned by a regulator. FIX.5.0SP2
⇒1974 SideRegulatoryTradeIDEvent int Identifies the event which caused origination of the identifier in SideRegulatoryTradeID(1972). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing).
Value SymbolicName Description Added Updated Deprecated
0 InitialBlockTrade Initial block trade FIX.5.0SP2EP161
1 Allocation or determination that the block trade will not be further allocated. FIX.5.0SP2EP161
2 Clearing Clearing FIX.5.0SP2EP161
3 Compression Compression FIX.5.0SP2EP161
4 Novation Novation FIX.5.0SP2EP161
5 Termination Termination FIX.5.0SP2EP161
FIX.5.0SP2
⇒1975 SideRegulatoryTradeIDType int Specifies the type of trade identifier provided in SideRegulatoryTradeID(1972), within the context of the hierarchy of trade events.
Value SymbolicName Description Added Updated Deprecated
0 Current The default FIX.5.0SP2EP161
1 Previous e.g. when reporting a cleared trade or novation of a previous trade. FIX.5.0SP2EP161
2 Block e.g. when reporting an allocated subtrade. FIX.5.0SP2EP161
3 Related e.g. when reporting a mixed swap FIX.5.0SP2EP161
FIX.5.0SP2
⇒2416 SideRegulatoryLegRefID String This field may be is used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. FIX.5.0SP2
⇒2398 SideRegulatoryTradeIDScope int Specifies the scope to which the SideRegulatoryTradeID(1972) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. FIX.5.0SP2

StreamCalculationPeriodDates

StreamCalculationPeriodDates is a subcomponent of the StreamGrp component used to specify the calculation period dates of the stream.

Tag Name Reqd Type Description Added Updated Deprecated
41244 StreamCalculationPeriodDatesXID XID Identifier of this calculation period for cross referencing elsewhere in the message. FIX.5.0SP2
41245 StreamCalculationPeriodDatesXIDRef XIDREF Cross reference to another calculation period for duplicating its properties. FIX.5.0SP2
40073 StreamCalculationPeriodBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream. FIX.5.0SP2 FIX.5.0SP2EP169
StreamCalculationPeriodBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream. FIX.5.0SP2
StreamCalculationPeriodDateGrp FIX.5.0SP2
40075 StreamFirstPeriodStartDateUnadjusted LocalMktDate The unadjusted first calculation period start date if before the effective date. FIX.5.0SP2
40076 StreamFirstPeriodStartDateBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream. FIX.5.0SP2
StreamFirstPeriodStartDateBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream. FIX.5.0SP2
40078 StreamFirstPeriodStartDateAdjusted LocalMktDate The adjusted first calculation period start date, if it is before the effective date. FIX.5.0SP2
40079 StreamFirstRegularPeriodStartDateUnadjusted LocalMktDate The unadjusted first start date of the regular calculation period, if there is an initial stub period. FIX.5.0SP2
40080 StreamFirstCompoundingPeriodEndDateUnadjusted LocalMktDate The unadjusted end date of the initial compounding period. FIX.5.0SP2
40081 StreamLastRegularPeriodEndDateUnadjusted LocalMktDate The unadjusted last regular period end date if there is a final stub period. FIX.5.0SP2
40082 StreamCalculationFrequencyPeriod int Conditionally required when StreamCalculationFrequencyUnit(40083) is specified. FIX.5.0SP2
40083 StreamCalculationFrequencyUnit String Conditionally required when StreamCalculationFrequencyPeriod(40082) is specified. FIX.5.0SP2
40084 StreamCalculationRollConvention String When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream calculation dates. FIX.5.0SP2
41246 StreamCalculationBalanceOfFirstPeriod Boolean When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.). FIX.5.0SP2
41247 StreamCalculationCorrectionPeriod int Conditionally required when StreamCalculationCorrectionUnit(41248) is specified. FIX.5.0SP2
41248 StreamCalculationCorrectionUnit String Conditionally required when StreamCalculationCorrectionPeriod(41247) is specified. FIX.5.0SP2

StreamEffectiveDate

StreamEffectivedDate is a subcomponent of the StreamGrp component used to specify the effective date of the stream.

Tag Name Reqd Type Description Added Updated Deprecated
40907 StreamEffectiveDateUnadjusted LocalMktDate The unadjusted effective date. FIX.5.0SP2
40908 StreamEffectiveDateBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the effective date of the stream. FIX.5.0SP2
StreamEffectiveBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the effective date of the stream. FIX.5.0SP2
40910 StreamEffectiveDateRelativeTo int Specifies the anchor date when the effective date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
40911 StreamEffectiveDateOffsetPeriod int Conditionally required when StreamEffectiveDateOffsetUnit(40912) is specified. FIX.5.0SP2
40912 StreamEffectiveDateOffsetUnit String Conditionally required when StreamEffectiveDateOffsetPeriod(40911) is specified. FIX.5.0SP2
40913 StreamEffectiveDateOffsetDayType int Specifies the day type of the relative effective date offset. FIX.5.0SP2
40914 StreamEffectiveDateAdjusted LocalMktDate The adjusted effective date. FIX.5.0SP2

StreamGrp

The StreamGrp is a repeating subcomponent of the Instrument component used to detail the swap streams associated with the instrument.

Tag Name Reqd Type Description Added Updated Deprecated
40049 NoStreams NumInGroup Number of swap streams in the repeating group. FIX.5.0SP2
⇒40050 StreamType int Required if NoStreams(40049) > 0.
Value SymbolicName Description Added Updated Deprecated
0 PaymentCashSettlement Payment / cash settlement FIX.5.0SP2EP161
1 PhysicalDelivery Physical delivery FIX.5.0SP2EP161
FIX.5.0SP2
⇒41303 StreamXID XID Identifier of this Stream for cross referencing elsewhere in the message. FIX.5.0SP2
⇒40051 StreamDesc String A short descriptive name given to the payment stream. Eg. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as reference. FIX.5.0SP2
⇒42784 StreamVersion String The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes. FIX.5.0SP2
⇒42785 StreamVersionEffectiveDate LocalMktDate The effective date of the StreamVersion(42784). FIX.5.0SP2
⇒40052 StreamPaySide int The side of the party paying the stream. FIX.5.0SP2
⇒40053 StreamReceiveSide int The side of the party receiving the stream. FIX.5.0SP2
⇒41305 StreamNotionalXIDRef XIDREF Cross reference to another Stream notional for duplicating its properties. FIX.5.0SP2
⇒40054 StreamNotional Amt Notional, or initial notional value for the payment stream. Use the PaymentScheduleGrp component to specify the rate steps. FIX.5.0SP2
⇒40055 StreamCurrency Currency Specifies the currency the StreamNotional(40054) is denominated in. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒42786 StreamNotionalDeterminationMethod String Specifies the method for determining the floating notional value for equity swaps.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2
⇒42787 StreamNotionalAdjustments int For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap.
Value SymbolicName Description Added Updated Deprecated
0 Execution The adjustments to the number of units are governed by an execution clause. FIX.5.0SP2EP208
1 PortfolioRebalancing The adjustments to the number of units are governed by a portfolio rebalancing clause. FIX.5.0SP2EP208
2 Standard The adjustments to the number of units are not governed by any specific clause. FIX.5.0SP2EP208
FIX.5.0SP2
⇒41306 StreamNotionalFrequencyPeriod int Conditionally required when StreamNotionalFrequencyUnit(41307) is specified. FIX.5.0SP2
⇒41307 StreamNotionalFrequencyUnit String Conditionally required when StreamNotionalFrequencyPeriod(41306) is specified. FIX.5.0SP2
⇒41308 StreamNotionalCommodityFrequency int The commodity's notional or quantity delivery frequency.
Value SymbolicName Description Added Updated Deprecated
0 Term Term FIX.5.0SP2EP169
1 PerBusinessDay Per business day FIX.5.0SP2EP169
2 PerCalculationPeriod Per calculation period FIX.5.0SP2EP169
3 PerSettlPeriod Per settlement period FIX.5.0SP2EP169
4 PerCalendarDay Per calendar day FIX.5.0SP2EP169
5 PerHour Per hour FIX.5.0SP2EP169
6 PerMonth Per month FIX.5.0SP2EP169
FIX.5.0SP2
⇒41309 StreamNotionalUnitOfMeasure String Specifies the delivery stream quantity unit of measure (UOM). FIX.5.0SP2
⇒41310 StreamTotalNotional Qty Total notional or delivery quantity over the term of the contract. FIX.5.0SP2
⇒41311 StreamTotalNotionalUnitOfMeasure String Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract. FIX.5.0SP2
⇒StreamCommodity FIX.5.0SP2
⇒StreamEffectiveDate FIX.5.0SP2
⇒StreamTerminationDate FIX.5.0SP2
⇒StreamCalculationPeriodDates FIX.5.0SP2
⇒PaymentStream FIX.5.0SP2
⇒PaymentScheduleGrp FIX.5.0SP2
⇒PaymentStubGrp FIX.5.0SP2
⇒DeliveryStream FIX.5.0SP2
⇒DeliveryScheduleGrp FIX.5.0SP2
⇒40056 StreamText String Free form text to specify additional information or enumeration description when a standard value does not apply. FIX.5.0SP2
⇒40982 EncodedStreamTextLen Length Must be set if EncodedStreamText(40983) field is specified and must immediately precede it. FIX.5.0SP2
⇒40983 EncodedStreamText data Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2

StreamTerminationDate

StreamTerminationDate is a subcomponent of the StreamGrp component used to specify the termination date of the stream.

Tag Name Reqd Type Description Added Updated Deprecated
40065 StreamTerminationDateUnadjusted LocalMktDate The unadjusted termination date. FIX.5.0SP2
40066 StreamTerminationDateBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the termination date of the stream. FIX.5.0SP2
StreamTerminationDateBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the termination date of the stream. FIX.5.0SP2
40068 StreamTerminationDateRelativeTo int Specifies the anchor date when the termination date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
40069 StreamTerminationDateOffsetPeriod int Conditionally required when StreamTerminationDateOffsetUnit(40070) is specified. FIX.5.0SP2
40070 StreamTerminationDateOffsetUnit String Conditionally required when StreamTerminationDateOffsetPeriod(40069) is specified. FIX.5.0SP2
40071 StreamTerminationDateOffsetDayType int Specifies the day type of the relative termination date offset. FIX.5.0SP2
40072 StreamTerminationDateAdjusted LocalMktDate The adjusted termination date. FIX.5.0SP2

UnderlyingComplexEvents

The UnderlyingComplexEvent Group is a repeating block which allows specifying an unlimited number and types of advanced events, such as observation and pricing in over the lifetime of an option, futures, commodities or equity swap contract. Use UnderlyingEvntGrp to specify more straightforward events.

Tag Name Reqd Type Description Added Updated Deprecated
2045 NoUnderlyingComplexEvents NumInGroup Number of complex events in the repeating group. FIX.5.0SP2
⇒2046 UnderlyingComplexEventType int Required if NoUnderlyingComplexEvents(2045) > 0. FIX.5.0SP2
⇒2261 UnderlyingComplexOptPayoutPaySide int Trade side of payout payer. FIX.5.0SP2
⇒2262 UnderlyingComplexOptPayoutReceiveSide int Trade side of payout receiver. FIX.5.0SP2
⇒2263 UnderlyingComplexOptPayoutUnderlier String Reference to the underlier whose payments are being passed through. FIX.5.0SP2
⇒2047 UnderlyingComplexOptPayoutAmount Amt Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. FIX.5.0SP2
⇒2264 UnderlyingComplexOptPayoutPercentage Percentage Percentage of observed price for calculating the payout associated with the event. FIX.5.0SP2
⇒2265 UnderlyingComplexOptPayoutTime int The time when the payout is to occur. FIX.5.0SP2
⇒2266 UnderlyingComplexOptPayoutCurrency Currency Specifies the currency of the payout amount. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒2048 UnderlyingComplexEventPrice Price Specifies the price at which the complex event takes effect. Impact of the event price is determined by the UnderlyingComplexEventType(2046). FIX.5.0SP2
⇒2267 UnderlyingComplexEventPricePercentage Percentage Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the UnderlyingComplexEventType(2046). FIX.5.0SP2
⇒2049 UnderlyingComplexEventPriceBoundaryMethod int Specifies the boundary condition to be used for the event price relative to the UnderlyingComplexEventPrice(2048) at the point the complex event outcome takes effect as determined by the UnderlyingComplexEventPriceTimeType(2051). FIX.5.0SP2
⇒2050 UnderlyingComplexEventPriceBoundaryPrecision Percentage Used in combination with UnderlyingComplexEventPriceBoundaryMethod(2049) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. FIX.5.0SP2
⇒2051 UnderlyingComplexEventPriceTimeType int Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the UnderlyingComplexEventType(2046). FIX.5.0SP2
⇒2052 UnderlyingComplexEventCondition int Conditionally required when there are more than one UnderlyingComplexEvent occurrences. A chain of events must be linked together through use of the UnderlyingComplexEventCondition(2052) in which the relationship between any two events is described. For any two occurances of events the first occurrence will specify the UnderlyingComplexEventCondition(2052) which links it with the second event. FIX.5.0SP2
⇒UnderlyingComplexEventDates FIX.5.0SP2
⇒2268 UnderlyingComplexEventCurrencyOne Currency Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒2269 UnderlyingComplexEventCurrencyTwo Currency Specifies the second reference currency of the trade. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒2270 UnderlyingComplexEventQuoteBasis int Specifies the currency pairing for the quote. FIX.5.0SP2
⇒2271 UnderlyingComplexEventFixedFXRate float Specifies the fixed FX rate alternative for FX Quantro options. FIX.5.0SP2
⇒2419 UnderlyingComplexEventSpotRate Price FX spot rate. FIX.5.0SP2
⇒2420 UnderlyingComplexEventForwardPoints PriceOffset FX forward points added to spot rate. May be a negative value. FIX.5.0SP2
⇒2272 UnderlyingComplexEventDeterminationMethod String Specifies the method according to which an amount or a date is determined.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2
⇒2273 UnderlyingComplexEventCalculationAgent int Used to identify the calculation agent. FIX.5.0SP2
⇒2274 UnderlyingComplexEventStrikePrice Price Upper strike price for Asian option feature. Strike percentage for a Strike Spread. FIX.5.0SP2
⇒2275 UnderlyingComplexEventStrikeFactor float Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. FIX.5.0SP2
⇒2276 UnderlyingComplexEventStrikeNumberOfOptions int Upper string number of options for a Strike Spread. FIX.5.0SP2
⇒UnderlyingComplexEventRateSourceGrp FIX.5.0SP2
⇒UnderlyingComplexEventRelativeDate FIX.5.0SP2
⇒UnderlyingComplexEventPeriodGrp FIX.5.0SP2
⇒2277 UnderlyingComplexEventCreditEventsXIDRef XIDREF Reference to credit event table elsewhere in the message. FIX.5.0SP2
⇒2278 UnderlyingComplexEventCreditEventNotifyingParty int The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. FIX.5.0SP2
⇒2279 UnderlyingComplexEventCreditEventBusinessCenter String Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2
⇒2280 UnderlyingComplexEventCreditEventStandardSources Boolean When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable. FIX.5.0SP2
⇒2281 UnderlyingComplexEventCreditEventMinimumSources int The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. FIX.5.0SP2
⇒UnderlyingComplexEventCreditEventSourceGrp FIX.5.0SP2
⇒UnderlyingComplexEventCreditEventGrp FIX.5.0SP2
⇒2611 UnderlyingComplexEventFuturesPriceValuation Boolean Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts. FIX.5.0SP2
⇒2612 UnderlyingComplexEventOptionsPriceValuation Boolean Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts. FIX.5.0SP2
⇒2613 UnderlyingComplexEventPVFinalPriceElectionFallback int Specifies the fallback provisions for the hedging party in the determination of the final settlement price FIX.5.0SP2
⇒2282 UnderlyingComplexEventXID XID Identifier of this complex event for cross referencing elsewhere in the message. FIX.5.0SP2
⇒2283 UnderlyingComplexEventXIDRef XIDREF Reference to a complex event elsewhere in the message. FIX.5.0SP2

UnderlyingComplexEventDates

The UnderlyingComplexEventDates and subcomponent UnderlyingComplexEventTimes components are used to constrain a complex event to a specific date range, and optional time range. If specified the event is only effective on or within the specified dates and times.

Tag Name Reqd Type Description Added Updated Deprecated
2053 NoUnderlyingComplexEventDates NumInGroup Number of underlying complex event dates in the repeating group. FIX.5.0SP2
⇒2054 UnderlyingComplexEventStartDate UTCDateOnly Required if NoUnderlyingComplexEventDates(2054) > 0. FIX.5.0SP2
⇒2055 UnderlyingComplexEventEndDate UTCDateOnly Required if NoUnderlyingComplexEventDates(2054) > 0. FIX.5.0SP2
⇒UnderlyingComplexEventTimes FIX.5.0SP2

UnderlyingComplexEventTimes

The UnderlyingComplexEventTimes is a repeating subcomponent of the UnderlyingComplexEventDates component. It is used to further qualify any dates placed on the event and is used to specify time ranges for which a complex event is effective. It is always provided within the context of start and end dates. The time range is assumed to be in effect for the entirety of the date or date range specified.

Tag Name Reqd Type Description Added Updated Deprecated
2056 NoUnderlyingComplexEventTimes NumInGroup Number of complex event times in the repeating group. FIX.5.0SP2
⇒2057 UnderlyingComplexEventStartTime UTCTimeOnly Required if NoUnderlyingComplexEventTimes(2056) > 0. FIX.5.0SP2
⇒2058 UnderlyingComplexEventEndTime UTCTimeOnly Required if NoUnderlyingComplexEventTimes(2056) > 0. FIX.5.0SP2

UnderlyingEvntGrp

The UnderlyingEvntGrp is a repeating subcomponent of the UnderlyingInstrument component used to specify straightforward events associated with the instrument. Examples include put and call dates for bonds and options; first exercise date for options; inventory and delivery dates for commodities; start, end and roll dates for swaps. Use UnderlyingComplexEvents for more advanced dates such as option, futures, commodities and equity swap observation and pricing events.

Tag Name Reqd Type Description Added Updated Deprecated
1981 NoUnderlyingEvents NumInGroup Number of events in the repeating group. FIX.5.0SP2
⇒1982 UnderlyingEventType int Required if NoUnderlyingEvents(1982) > 0. FIX.5.0SP2
⇒1983 UnderlyingEventDate LocalMktDate Conditionally required when UnderlyingEventTime(1984) is specified. FIX.5.0SP2
⇒1984 UnderlyingEventTime UTCTimestamp The time of the event. To be used in combination with UnderlyingEventDate(1983). FIX.5.0SP2
⇒1985 UnderlyingEventTimeUnit String Conditionally required when UnderlyingEventTimePeriod(1986) is specified. FIX.5.0SP2
⇒1986 UnderlyingEventTimePeriod int Conditionally required when UnderlyingEventTimeUnit(1985) is specified. FIX.5.0SP2
⇒2342 UnderlyingEventMonthYear MonthYear Used with derivatives when an event is express as a month-year with optional day or month or week of month.
Format:
YYYYMM (e.g. 199903)
YYYYMMDD (e.g. 20030323)
YYYYMMwN (e.g. 200303w2) for week
A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date. 		FIX.5.0SP2
⇒1987 UnderlyingEventPx Price Predetermined price of issue at event, if applicable. FIX.5.0SP2
⇒2071 UnderlyingEventText String Free form text to specify comments related to the event. FIX.5.0SP2
⇒2072 EncodedUnderlyingEventTextLen Length Must be set if EncodedUnderlyingEventText(2073) field is specified and must immediately precede it. FIX.5.0SP2
⇒2073 EncodedUnderlyingEventText data Encoded (non-ASCII characters) representation of the UnderlyingEventText(2071) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2

UnderlyingPaymentScheduleGrp

The UnderlyingPaymentScheduleGrp is a repeating subcomponent of the UnderlyingPaymentStream component used to specify notional and rate steps in the payment stream.

Tag Name Reqd Type Description Added Updated Deprecated
40664 NoUnderlyingPaymentSchedules NumInGroup Number of swap schedules in the repeating group FIX.5.0SP2
⇒40665 UnderlyingPaymentScheduleType int Required if NoUnderlyingPaymentScheules(40664) > 0. FIX.5.0SP2
⇒41881 UnderlyingPaymentScheduleXID XID Identifier of this UnderlyingPaymentSchedule for cross referencing elsewhere in the message. FIX.5.0SP2
⇒41882 UnderlyingPaymentScheduleXIDRef XIDREF Reference to payment schedule elsewhere in the message. FIX.5.0SP2
⇒40666 UnderlyingPaymentScheduleStubType int Indicates to which stub this schedule applies. FIX.5.0SP2
⇒40667 UnderlyingPaymentScheduleStartDateUnadjusted LocalMktDate The unadjusted date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment. FIX.5.0SP2
⇒40668 UnderlyingPaymentScheduleEndDateUnadjusted LocalMktDate The unadjusted end date of a cashflow payment. FIX.5.0SP2
⇒40669 UnderlyingPaymentSchedulePaySide int The side of the party paying the step schedule. FIX.5.0SP2
⇒40670 UnderlyingPaymentScheduleReceiveSide int The side of the party receiving the step schedule. FIX.5.0SP2
⇒40671 UnderlyingPaymentScheduleNotional Amt The notional value for this step, or amount of a cashflow payment. FIX.5.0SP2
⇒40672 UnderlyingPaymentScheduleCurrency Currency The currency for this step. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒40673 UnderlyingPaymentScheduleRate Percentage The rate value for this step. FIX.5.0SP2
⇒40674 UnderlyingPaymentScheduleRateMultiplier float A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. FIX.5.0SP2
⇒40675 UnderlyingPaymentScheduleRateSpread PriceOffset The spread value for this step. FIX.5.0SP2
⇒41883 UnderlyingPaymentScheduleRateCurrency Currency Specifies the currency of the schedule rate. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒41884 UnderlyingPaymentScheduleRateUnitOfMeasure String The schedule rate unit of measure (UOM). FIX.5.0SP2
⇒41885 UnderlyingPaymentScheduleRateConversionFactor float The number to be multiplied by the derived floating rate of the underlying's payment schedule in order to arrive at the payment rate. If ommitted, the schedule rate conversion factor is 1. FIX.5.0SP2
⇒41886 UnderlyingPaymentScheduleRateSpreadType int Specifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. FIX.5.0SP2
⇒40676 UnderlyingPaymentScheduleRateSpreadPositionType int Identifies whether the rate spread is applied to a long or short position. FIX.5.0SP2
⇒40677 UnderlyingPaymentScheduleRateTreatment int Specifies the yield calculation treatment for the step schedule. FIX.5.0SP2
⇒40678 UnderlyingPaymentScheduleFixedAmount Amt The explicit payment amount for this step. FIX.5.0SP2
⇒40679 UnderlyingPaymentScheduleFixedCurrency Currency The currency of the fixed amount. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒41887 UnderlyingPaymentScheduleSettlPeriodPrice Price The schedule settlement period price. FIX.5.0SP2
⇒41888 UnderlyingPaymentScheduleSettlPeriodPriceCurrency Currency The currency of the schedule settlement period price. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒41889 UnderlyingPaymentScheduleSettlPeriodPriceUnitOfMeasure String The settlement period price unit of measure (UOM). FIX.5.0SP2
⇒41890 UnderlyingPaymentScheduleStepUnitOfMeasure String The schedule step unit of measure (UOM). FIX.5.0SP2
⇒40680 UnderlyingPaymentScheduleStepFrequencyPeriod int Conditionally required when UnderlyingPaymentScheduleStepFrequeencyUnit(40681) is specified. FIX.5.0SP2
⇒40681 UnderlyingPaymentScheduleStepFrequencyUnit String Conditionally required when UnderlyingPaymentScheduleStepFrequeencyPeriod(40680) is specified. FIX.5.0SP2
⇒40682 UnderlyingPaymentScheduleStepOffsetValue Amt The explicit amount that the notional changes on each step date. This can be a positive or negative amount. FIX.5.0SP2
⇒40683 UnderlyingPaymentScheduleStepRate Percentage The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in UnderlyingPaymentScheduleStepRelativeTo(40685). The percentage can be either positive or negative. FIX.5.0SP2
⇒40684 UnderlyingPaymentScheduleStepOffsetRate Percentage The explicit amount that the rate changes on each step date. This can be a positive or negative value. FIX.5.0SP2
⇒40685 UnderlyingPaymentScheduleStepRelativeTo int Specifies whether the UnderlyingPaymentScheduleStepRate(40683) or UnderlyingPaymentScheduleStepOffsetValue(40682) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. FIX.5.0SP2
⇒UnderlyingPaymentScheduleRateSourceGrp FIX.5.0SP2
⇒40686 UnderlyingPaymentScheduleFixingDateUnadjusted LocalMktDate The unadjusted fixing date. FIX.5.0SP2
⇒40687 UnderlyingPaymentScheduleWeight float Floating rate observation weight for cashflow payment. FIX.5.0SP2
⇒40688 UnderlyingPaymentScheduleFixingDateRelativeTo int Specifies the anchor date when the fixing date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
⇒40689 UnderlyingPaymentScheduleFixingDateBusinessDayCnvtn int When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment schedule. FIX.5.0SP2
⇒UnderlyingPaymentScheduleFixingDateBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment schedule. FIX.5.0SP2
⇒40691 UnderlyingPaymentScheduleFixingDateOffsetPeriod int Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetUnit(40692) is specified. FIX.5.0SP2
⇒40692 UnderlyingPaymentScheduleFixingDateOffsetUnit String Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetPeriod(40691) is specified. FIX.5.0SP2
⇒40693 UnderlyingPaymentScheduleFixingDateOffsetDayType int Specifies the day type of the relative fixing date offset. FIX.5.0SP2
⇒41891 UnderlyingPaymentScheduleFixingDayDistribution int The distribution of fixing days. FIX.5.0SP2
⇒41892 UnderlyingPaymentScheduleFixingDayCount int The number of days over which fixing should take place. FIX.5.0SP2
⇒40694 UnderlyingPaymentScheduleFixingDateAdjusted LocalMktDate The adjusted fixing date. FIX.5.0SP2
⇒UnderlyingPaymentScheduleFixingDayGrp FIX.5.0SP2
⇒41893 UnderlyingPaymentScheduleFixingLagPeriod int Conditionally required when UnderlyingPaymentScheduleFixingLagUnit(41894) is specified. FIX.5.0SP2
⇒41894 UnderlyingPaymentScheduleFixingLagUnit String Conditionally required when UnderlyingPaymentScheduleFixingLagPeriod(41893) is specified. FIX.5.0SP2
⇒41895 UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod int Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit(41896) is specified. FIX.5.0SP2 FIX.5.0SP2EP208
⇒41896 UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit String Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod(41895) is specified. FIX.5.0SP2 FIX.5.0SP2EP208
⇒40695 UnderlyingPaymentScheduleFixingTime LocalMktTime The fixing time. FIX.5.0SP2
⇒40696 UnderlyingPaymentScheduleFixingTimeBusinessCenter String Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. FIX.5.0SP2
⇒40697 UnderlyingPaymentScheduleInterimExchangePaymentDateRelativeTo int Specifies the anchor date when the interim exchange payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
⇒40698 UnderlyingPaymentScheduleInterimExchangeDatesBusinessDayConvention int When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment schedule. FIX.5.0SP2
⇒UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment schedule. FIX.5.0SP2
⇒40700 UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod int Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit(40701) is specified. FIX.5.0SP2
⇒40701 UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit String Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod(40700) is specified. FIX.5.0SP2
⇒40702 UnderlyingPaymentScheduleInterimExchangeDatesOffsetDayType int Specifies the day type of the relative interim exchange date offset. FIX.5.0SP2
⇒40703 UnderlyingPaymentScheduleInterimExchangeDateAdjusted LocalMktDate The adjusted interim exchange date. FIX.5.0SP2

UnderlyingPaymentScheduleRateSourceGrp

UnderlyingPaymentScheduleRateSourceGrp is a repeating component within the UnderlyingPaymentScheduleGrp component used to identify primary and secondary rate sources.

Tag Name Reqd Type Description Added Updated Deprecated
40704 NoUnderlyingPaymentScheduleRateSources NumInGroup Number of rate sources in the repeating group FIX.5.0SP2
⇒40705 UnderlyingPaymentScheduleRateSource int Required if NoUnderlyingPaymentScheduleRates(40704) > 0. FIX.5.0SP2
⇒40706 UnderlyingPaymentScheduleRateSourceType int Required if NoUnderlyingPaymentScheduleRates(40704) > 0. FIX.5.0SP2 FIX.5.0SP2EP169
⇒40707 UnderlyingPaymentScheduleReferencePage String Conditionally required when UnderlyingPaymentScheduleRateSource(40705) = 99 (Other). FIX.5.0SP2

UnderlyingPaymentStream

The UnderlyingPaymentStream component is a subcomponent of the UnderlyingStream used to detail the attributes of a payment stream in a swap.

Tag Name Reqd Type Description Added Updated Deprecated
40568 UnderlyingPaymentStreamType int Identifies the type of payment stream applicable to the swap stream associated with the underlying instrument. FIX.5.0SP2
40569 UnderlyingPaymentStreamMarketRate int Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks. FIX.5.0SP2
40570 UnderlyingPaymentStreamDelayIndicator Boolean Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount.
Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap.
Commercial mortage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month. 		FIX.5.0SP2
42895 UnderlyingPaymentStreamCashSettlIndicator Boolean Indicates whether cash settlement is applicable. FIX.5.0SP2
40571 UnderlyingPaymentStreamSettlCurrency Currency Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes. FIX.5.0SP2
40572 UnderlyingPaymentStreamDayCount int The day count convention used in the payment stream calculations. FIX.5.0SP2
40573 UnderlyingPaymentStreamAccrualDays int The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. FIX.5.0SP2
40574 UnderlyingPaymentStreamDiscountType int The method of calculating discounted payment amounts FIX.5.0SP2
40575 UnderlyingPaymentStreamDiscountRate Percentage Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05. FIX.5.0SP2
40576 UnderlyingPaymentStreamDiscountRateDayCount int The day count convention applied to the UnderlyingPaymentStreamDiscountRate(40575). FIX.5.0SP2
40577 UnderlyingPaymentStreamCompoundingMethod int Compounding Method. FIX.5.0SP2
42896 UnderlyingPaymentStreamCompoundingXIDRef XIDREF Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingFloatingRate component. FIX.5.0SP2
42897 UnderlyingPaymentStreamCompoundingSpread PriceOffset The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread. FIX.5.0SP2
42898 UnderlyingPaymentStreamInterpolationMethod int The method used when calculating the index rate from multiple points on the curve. The most common is linear method. FIX.5.0SP2
42899 UnderlyingPaymentStreamInterpolationPeriod int Defines applicable periods for interpolation. FIX.5.0SP2
40578 UnderlyingPaymentStreamInitialPrincipalExchangeIndicator Boolean Indicates whether there is an initial exchange of principal on the effective date. FIX.5.0SP2
40579 UnderlyingPaymentStreamInterimPrincipalExchangeIndicator Boolean Indicates whether there are intermediate or interim exchanges of principal during the term of the swap. FIX.5.0SP2
40580 UnderlyingPaymentStreamFinalPrincipalExchangeIndicator Boolean Indicates whether there is a final exchange of principal on the termination date. FIX.5.0SP2
41897 UnderlyingPaymentStreamFlatRateIndicator Boolean When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction "Fixed". If 'N' it is taken on each Pricing Date "Floating". FIX.5.0SP2
41898 UnderlyingPaymentStreamFlatRateAmount Amt Specifies the actual monetary value of the flat rate when UnderlyingPaymentStreamFlatRateIndicator(41897) = 'Y'. FIX.5.0SP2
41899 UnderlyingPaymentStreamFlatRateCurrency Currency Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes. FIX.5.0SP2
41900 UnderlyingPaymentStreamMaximumPaymentAmount Amt Specifies the limit on the total payment amount. FIX.5.0SP2
41901 UnderlyingPaymentStreamMaximumPaymentCurrency Currency Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes. FIX.5.0SP2
41902 UnderlyingPaymentStreamMaximumTransactionAmount Amt Specifies the limit on the payment amount that goes out in any particular calculation period. FIX.5.0SP2
41903 UnderlyingPaymentStreamMaximumTransactionCurrency Currency Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes. FIX.5.0SP2
UnderlyingPaymentStreamPaymentDates FIX.5.0SP2
UnderlyingPaymentStreamResetDates FIX.5.0SP2
UnderlyingPaymentStreamFixedRate FIX.5.0SP2
UnderlyingPaymentStreamFloatingRate FIX.5.0SP2
42900 UnderlyingPaymentStreamCompoundingFixedRate float Mutually exclusive with UnderlyingPaymentStreamCompoundingXIDRef(42896) or the UnderlyingPaymentStreamCompoundingFloatingRate component. FIX.5.0SP2
UnderlyingPaymentStreamCompoundingFloatingRate Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingXIDRef(42896). FIX.5.0SP2
UnderlyingPaymentStreamCompoundingDates FIX.5.0SP2
UnderlyingPaymentStreamNonDeliverableSettlTerms FIX.5.0SP2

UnderlyingPaymentStreamFixedRate

UnderlyingPaymentStreamFixedRate is a subcomponent of the UnderlyingPaymentStream component used to report the fixed rate or fixed payment amount of the stream.

Tag Name Reqd Type Description Added Updated Deprecated
40615 UnderlyingPaymentStreamRate Percentage Mutually exclusive with UnderlyingPaymentStreamFixedAmount(40616). FIX.5.0SP2
40616 UnderlyingPaymentStreamFixedAmount Amt Mutually exclusive with UnderlyingPaymentStreamRate(40615). FIX.5.0SP2
40617 UnderlyingPaymentStreamRateOrAmountCurrency Currency Specifies the currency in which UnderlyingPaymentStreamFixedAmount(40616) or UnderlyingPaymentStreamRate(40615) is denominated. Users ISO 4271 currency codes. FIX.5.0SP2
41904 UnderlyingPaymentStreamFixedAmountUnitOfMeasure String Fixed payment amount unit of measure (UOM). FIX.5.0SP2
41905 UnderlyingPaymentStreamTotalFixedAmount Amt Specifies the total fixed payment amount. FIX.5.0SP2
40618 UnderlyingPaymentStreamFutureValueNotional Amt The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional. FIX.5.0SP2
40619 UnderlyingPaymentStreamFutureValueDateAdjusted LocalMktDate The adjusted value date of the future value amount. FIX.5.0SP2
41906 UnderlyingPaymentStreamWorldScaleRate float The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap. FIX.5.0SP2
41907 UnderlyingPaymentStreamContractPrice Price The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap. FIX.5.0SP2
41908 UnderlyingPaymentStreamContractPriceCurrency Currency Specifies the currency of UnderlyingPaymentStreamContractPrice(41907). Uses ISO 4217 currency codes. FIX.5.0SP2

UnderlyingPaymentStreamFloatingRate

UnderlyingPaymentStreamFloatingRate is a subcomponent of the UnderlyingPaymentStream component used to report the floating rate attributes of the stream.

Tag Name Reqd Type Description Added Updated Deprecated
40620 UnderlyingPaymentStreamRateIndex String The payment stream's floating rate index. FIX.5.0SP2
40621 UnderlyingPaymentStreamRateIndexSource int The source of the payment stream floating rate index. FIX.5.0SP2
43092 UnderlyingPaymentStreamRateIndexID String Conditionally required when UnderlyingPaymentStreamRateIndexIDSource(43093) is specified. FIX.5.0SP2
43093 UnderlyingPaymentStreamRateIndexIDSource String Conditionally required when UnderlyingPaymentStreamRateIndexID(43092) is specified. FIX.5.0SP2
40622 UnderlyingPaymentStreamRateIndexCurveUnit String Conditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod(40623) is specified. FIX.5.0SP2
40623 UnderlyingPaymentStreamRateIndexCurvePeriod int Conditionally required when UnderlyingPaymentStreamRateIndexCurveUnit(40622) is specified. FIX.5.0SP2
41911 UnderlyingPaymentStreamRateIndex2CurveUnit String Conditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod2(41912) is specified. FIX.5.0SP2
41912 UnderlyingPaymentStreamRateIndex2CurvePeriod int Conditionally required when UnderlyingPaymentStreamRateIndexCurveUnit2(41911) is specified. FIX.5.0SP2
41913 UnderlyingPaymentStreamRateIndexLocation String Specifies the location of the floating rate index. FIX.5.0SP2
41914 UnderlyingPaymentStreamRateIndexLevel Qty This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. FIX.5.0SP2
41915 UnderlyingPaymentStreamRateIndexUnitOfMeasure String The unit of measure (UOM) of the rate index level. FIX.5.0SP2
41916 UnderlyingPaymentStreamSettlLevel int Specifies how weather index units are to be calculated. FIX.5.0SP2
41917 UnderlyingPaymentStreamReferenceLevel Qty This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. FIX.5.0SP2
41918 UnderlyingPaymentStreamReferenceLevelUnitOfMeasure String The unit of measure (UOM) of the rate reference level. FIX.5.0SP2
41919 UnderlyingPaymentStreamReferenceLevelEqualsZeroIndicator Boolean When set to 'Y', it indicates that the weather reference level equals zero. FIX.5.0SP2
40624 UnderlyingPaymentStreamRateMultiplier float A rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. FIX.5.0SP2
40625 UnderlyingPaymentStreamRateSpread PriceOffset Spread from floating rate index. FIX.5.0SP2
41920 UnderlyingPaymentStreamRateSpreadCurrency Currency Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes. FIX.5.0SP2
41921 UnderlyingPaymentStreamRateSpreadUnitOfMeasure String Specifies the unit of measure (UOM) of the floating rate spread. FIX.5.0SP2
41922 UnderlyingPaymentStreamRateConversionFactor float The number to be multiplied by the derived floating rate of the underlying's payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. FIX.5.0SP2
41923 UnderlyingPaymentStreamRateSpreadType int Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. FIX.5.0SP2
40626 UnderlyingPaymentStreamRateSpreadPositionType int Identifies a short or long spread value. FIX.5.0SP2
40627 UnderlyingPaymentStreamRateTreatment int Specifies the yield calculation treatment for the index. FIX.5.0SP2
40628 UnderlyingPaymentStreamCapRate Percentage The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. FIX.5.0SP2
40629 UnderlyingPaymentStreamCapRateBuySide int Reference to the buyer of the cap rate option through its trade side. FIX.5.0SP2
40630 UnderlyingPaymentStreamCapRateSellSide int Reference to the seller of the cap rate option through its trade side. FIX.5.0SP2
40631 UnderlyingPaymentStreamFloorRate Percentage The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. FIX.5.0SP2
40632 UnderlyingPaymentStreamFloorRateBuySide int Reference to the buyer of the floor rate option through its trade side. FIX.5.0SP2
40633 UnderlyingPaymentStreamFloorRateSellSide int Reference to the seller of the floor rate option through its trade side. FIX.5.0SP2
40634 UnderlyingPaymentStreamInitialRate Percentage The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05. FIX.5.0SP2
41924 UnderlyingPaymentStreamLastResetRate Percentage The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. FIX.5.0SP2
41925 UnderlyingPaymentStreamFinalRate Percentage The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. FIX.5.0SP2
40635 UnderlyingPaymentStreamFinalRateRoundingDirection char Specifies the rounding direction. FIX.5.0SP2
40636 UnderlyingPaymentStreamFinalRatePrecision int Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. FIX.5.0SP2
40637 UnderlyingPaymentStreamAveragingMethod int When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used. FIX.5.0SP2
40638 UnderlyingPaymentStreamNegativeRateTreatment int The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). FIX.5.0SP2
41926 UnderlyingPaymentStreamCalculationLagPeriod int Conditionally required when UnderlyingPaymentStreamCalculationLagUnit(41927) is specified. FIX.5.0SP2
41927 UnderlyingPaymentStreamCalculationLagUnit String Conditionally required when UnderlyingPaymentStreamCalculationLagPeriod(41926) is specified. FIX.5.0SP2
42958 UnderlyingPaymentStreamFirstObservationDateUnadjusted LocalMktDate The unadjusted initial price observation date. FIX.5.0SP2
42959 UnderlyingPaymentStreamFirstObservationDateRelativeTo int Specifies the anchor date when the initial price observation date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42960 UnderlyingPaymentStreamFirstObservationDateOffsetDayType int Specifies the day type of the initial price observation date offset. FIX.5.0SP2
41928 UnderlyingPaymentStreamFirstObservationDateOffsetPeriod int Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetUnit(41929) is specified. FIX.5.0SP2
41929 UnderlyingPaymentStreamFirstObservationDateOffsetUnit String Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetPeriod(41928) is specified. FIX.5.0SP2
42961 UnderlyingPaymentStreamFirstObservationDateAdjusted LocalMktDate The adjusted initial price observation date. FIX.5.0SP2
41930 UnderlyingPaymentStreamPricingDayType int Specifies the commodity pricing day type. FIX.5.0SP2
41931 UnderlyingPaymentStreamPricingDayDistribution int The distribution of pricing days. FIX.5.0SP2
41932 UnderlyingPaymentStreamPricingDayCount int The number of days over which pricing should take place. FIX.5.0SP2
41933 UnderlyingPaymentStreamPricingBusinessCalendar String Specifies the business calendar to use for pricing.
See http://www.fpml.org/coding-scheme/commodity-business-calendar for values. 		FIX.5.0SP2
41934 UnderlyingPaymentStreamPricingBusinessDayConvention int When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of pricing dates. FIX.5.0SP2
UnderlyingPaymentStreamPricingBusinessCenterGrp FIX.5.0SP2
UnderlyingPaymentStreamPricingDayGrp FIX.5.0SP2
UnderlyingPaymentStreamPricingDateGrp FIX.5.0SP2
40639 UnderlyingPaymentStreamInflationLagPeriod int Conditionally required when UnderlyingPaymentStreamInflationLagUnit(40640) is specified. FIX.5.0SP2
40640 UnderlyingPaymentStreamInflationLagUnit String Conditionally required when UnderlyingPaymentStreamInflationLagPeriod(40639) is specified. FIX.5.0SP2
40641 UnderlyingPaymentStreamInflationLagDayType int The inflation lag period day type. FIX.5.0SP2
40642 UnderlyingPaymentStreamInflationInterpolationMethod int The method used when calculating the Inflation Index Level from multiple points - the most common is Linear. FIX.5.0SP2
40643 UnderlyingPaymentStreamInflationIndexSource int The inflation index reference source. FIX.5.0SP2
40644 UnderlyingPaymentStreamInflationPublicationSource String The current main publication source such as relevant web site or a government body. FIX.5.0SP2
40645 UnderlyingPaymentStreamInflationInitialIndexLevel float Initial known index level for the first calculation period. FIX.5.0SP2
40646 UnderlyingPaymentStreamInflationFallbackBondApplicable Boolean Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes). FIX.5.0SP2
40647 UnderlyingPaymentStreamFRADiscounting int The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. FIX.5.0SP2
42962 UnderlyingPaymentStreamUnderlierRefID String References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. FIX.5.0SP2
UnderlyingPaymentStreamFormula FIX.5.0SP2
UnderlyingDividendConditions FIX.5.0SP2
42963 UnderlyingReturnRateNotionalReset Boolean Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not. FIX.5.0SP2
UnderlyingReturnRateGrp FIX.5.0SP2
42964 UnderlyingPaymentStreamLinkInitialLevel Price Price level at which the correlation or variance swap contract will strike. FIX.5.0SP2
42965 UnderlyingPaymentStreamLinkClosingLevelIndicator Boolean Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not. FIX.5.0SP2
42966 UnderlyingPaymentStreamLinkExpiringLevelIndicator Boolean Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not. FIX.5.0SP2
42967 UnderlyingPaymentStreamLinkEstimatedTradingDays int The expected number of trading days in the variance or correlation swap stream. FIX.5.0SP2
42968 UnderlyingPaymentStreamLinkStrikePrice Price The strike price of a correlation or variance swap stream. FIX.5.0SP2
42969 UnderlyingPaymentStreamLinkStrikePriceType int For a variance swap specifies how UnderlyingPaymentStreamLinkStrikePrice(42968) is expressed. FIX.5.0SP2
42970 UnderlyingPaymentStreamLinkMaximumBoundary float Specifies the maximum or upper boundary for variance or strike determination.
For a variation swap stream all observations above this price level will be excluded from the variance calculation.
For a correlation swap stream the maximum boundary is a percentage of the strike price.
 FIX.5.0SP2
42971 UnderlyingPaymentStreamLinkMinimumBoundary float Specifies the minimum or lower boundary for variance or strike determination.
For a variation swap stream all observations below this price level will be excluded from the variance calculation.
For a correlation swap stream the minimum boundary is a percentage of the strike price.
 FIX.5.0SP2
42972 UnderlyingPaymentStreamLinkNumberOfDataSeries int Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion. FIX.5.0SP2
42973 UnderlyingPaymentStreamVarianceUnadjustedCap float Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable. FIX.5.0SP2
42974 UnderlyingPaymentStreamRealizedVarianceMethod int Indicates which price to use to satisfy the boundary condition. FIX.5.0SP2
42975 UnderlyingPaymentStreamDaysAdjustmentIndicator Boolean Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility. FIX.5.0SP2
42976 UnderlyingPaymentStreamNearestExchangeContractRefID String References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. FIX.5.0SP2
42977 UnderlyingPaymentStreamVegaNotionalAmount float Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade. FIX.5.0SP2

UnderlyingPaymentStreamNonDeliverableFixingDateGrp

UnderlyingPaymentStreamNonDeliverableFixingDate is a subcomponent of the UnderlyingPaymentStreamNonDeliverableSettlTerms component used to specify predetermined fixing dates.

Tag Name Reqd Type Description Added Updated Deprecated
40656 NoUnderlyingNonDeliverableFixingDates NumInGroup Number of Fixing dates in the repeating group FIX.5.0SP2
⇒40657 UnderlyingNonDeliverableFixingDate LocalMktDate Required if NoUnderlyingNonDeliverableFixingDates(40656) > 0. FIX.5.0SP2
⇒40658 UnderlyingNonDeliverableFixingDateType int When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2

UnderlyingPaymentStreamNonDeliverableSettlTerms

UnderlyingPaymentStreamNonDeliverableSettlTerms is a subcomponent of the UnderlyingPaymentStream component used to specify the non-deliverable settlement terms of the stream.

Tag Name Reqd Type Description Added Updated Deprecated
40648 UnderlyingPaymentStreamNonDeliverableRefCurrency Currency The non-deliverable settlement reference currency. Uses ISO 4217 currency codes. FIX.5.0SP2
40649 UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessDayConvention int When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's non-deliverable settlement terms. FIX.5.0SP2
UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's non-deliverable settlement terms. FIX.5.0SP2
40651 UnderlyingPaymentStreamNonDeliverableFixingDatesRelativeTo int Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
40652 UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod int Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit(40653) is specified. FIX.5.0SP2
40653 UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit String Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod(40652) is specified. FIX.5.0SP2
40654 UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetDayType int Specifies the day type of the relative non-deliverable fixing date offset. FIX.5.0SP2
UnderlyingPaymentStreamNonDeliverableSettlRateSource FIX.5.0SP2
UnderlyingPaymentStreamNonDeliverableFixingDateGrp FIX.5.0SP2
UnderlyingSettlRateDisruptionFallbackGrp FIX.5.0SP2

UnderlyingPaymentStreamPaymentDates

UnderlyingPaymentStreamPaymentDates is a subcomponent of the UnderlyingPaymentStream component used to specify the payment dates of the stream.

Tag Name Reqd Type Description Added Updated Deprecated
40581 UnderlyingPaymentStreamPaymentDateBusinessDayConvention int When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's payment dates. FIX.5.0SP2
UnderlyingPaymentStreamPaymentDateBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's payment dates. FIX.5.0SP2
UnderlyingPaymentStreamPaymentDateGrp FIX.5.0SP2
40583 UnderlyingPaymentStreamPaymentFrequencyPeriod int Conditionally required when UnderlyingPaymentStreamPaymentFrequencyUnit(40584) is specified. FIX.5.0SP2
40584 UnderlyingPaymentStreamPaymentFrequencyUnit String Conditionally required when UnderlyingPaymentStreamPaymentFrequencyPeriod(40583) is specified. FIX.5.0SP2
40585 UnderlyingPaymentStreamPaymentRollConvention String When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates. FIX.5.0SP2
40586 UnderlyingPaymentStreamFirstPaymentDateUnadjusted LocalMktDate The unadjusted first payment date. FIX.5.0SP2
40587 UnderlyingPaymentStreamLastRegularPaymentDateUnadjusted LocalMktDate The unadjusted last regular payment date. FIX.5.0SP2
40588 UnderlyingPaymentStreamPaymentDateRelativeTo int Specifies the anchor date when payment dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
40589 UnderlyingPaymentStreamPaymentDateOffsetPeriod int Conditionally required when UnderlyingPaymentStreamPaymentOffsetUnit(40590) is specified. FIX.5.0SP2
40590 UnderlyingPaymentStreamPaymentDateOffsetUnit String Conditionally required when UnderlyingPaymentStreamPaymentOffsetPeriod(40589) is specified. FIX.5.0SP2
40591 UnderlyingPaymentStreamPaymentDateOffsetDayType int Specifies the day type of the relative payment date offset. FIX.5.0SP2
41940 UnderlyingPaymentStreamMasterAgreementPaymentDatesIndicator Boolean When set to 'Y', it indicates that payment dates are specified in the relevant master agreement. FIX.5.0SP2
UnderlyingPaymentStreamFinalPricePaymentDate FIX.5.0SP2

UnderlyingPaymentStreamResetDates

UnderlyingPaymentStreamResetDates is a subcomponent of the UnderlyingPaymentStream component used to specify the floating rate reset dates of the stream.

Tag Name Reqd Type Description Added Updated Deprecated
40592 UnderlyingPaymentStreamResetDateRelativeTo int Specifies the anchor date when the reset dates are relative to an anchor date.
If the reset frequency is specified as daily this element must not be included.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
40593 UnderlyingPaymentStreamResetDateBusinessDayConvention int When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. FIX.5.0SP2
UnderlyingPaymentStreamResetDateBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. FIX.5.0SP2
40595 UnderlyingPaymentStreamResetFrequencyPeriod int Conditionally required when UnderlyingPaymentStreamResetFrequencyUnit(40596) is specified. FIX.5.0SP2
40596 UnderlyingPaymentStreamResetFrequencyUnit String Conditionally required when UnderlyingPaymentStreamResetFrequencyPeriod(40595) is specified. FIX.5.0SP2
40597 UnderlyingPaymentStreamResetWeeklyRollConvention String When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the reset dates. FIX.5.0SP2
40598 UnderlyingPaymentStreamInitialFixingDateRelativeTo int Specifies the anchor date when the initial fixing date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
40599 UnderlyingPaymentStreamInitialFixingDateBusinessDayConvention int When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. FIX.5.0SP2
UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. FIX.5.0SP2
40601 UnderlyingPaymentStreamInitialFixingDateOffsetPeriod int Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetUnit(40602) is specified. FIX.5.0SP2
40602 UnderlyingPaymentStreamInitialFixingDateOffsetUnit String Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetPeriod(40601) is specified. FIX.5.0SP2
40603 UnderlyingPaymentStreamInitialFixingDateOffsetDayType int Specifies the day type of the relative initial fixing date offset. FIX.5.0SP2
40604 UnderlyingPaymentStreamInitialFixingDateAdjusted LocalMktDate The adjusted initial fixing date. FIX.5.0SP2
40605 UnderlyingPaymentStreamFixingDateRelativeTo int Specifies the anchor date when the fixing date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
40606 UnderlyingPaymentStreamFixingDateBusinessDayConvention int When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. FIX.5.0SP2
UnderlyingPaymentStreamFixingDateBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. FIX.5.0SP2
40608 UnderlyingPaymentStreamFixingDateOffsetPeriod int Conditionally required when UnderlyingPaymentStreamFixingDateOffsetUnit(40609) is specified. FIX.5.0SP2
40609 UnderlyingPaymentStreamFixingDateOffsetUnit String Conditionally required when UnderlyingPaymentStreamFixingDateOffsetPeriod(40608) is specified. FIX.5.0SP2
40610 UnderlyingPaymentStreamFixingDateOffsetDayType int Specifies the day type of the relative fixing date offset. FIX.5.0SP2
40611 UnderlyingPaymentStreamFixingDateAdjusted LocalMktDate The adjusted fixing date. FIX.5.0SP2
40612 UnderlyingPaymentStreamRateCutoffDateOffsetPeriod int Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetUnit(40613) is specified. FIX.5.0SP2 FIX.5.0SP2EP208
40613 UnderlyingPaymentStreamRateCutoffDateOffsetUnit String Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetPeriod(40612) is specified. FIX.5.0SP2 FIX.5.0SP2EP208
40614 UnderlyingPaymentStreamRateCutoffDateOffsetDayType int Specifies the day type of the relative rate cut-off date offset. FIX.5.0SP2
UnderlyingPaymentStreamFixingDateGrp FIX.5.0SP2

UnderlyingPaymentStubGrp

The UnderlyingPaymentStubGrp is a repeating subcomponent of the UnderlyingPaymentStream component used to specify front and back stubs in the payment stream.

Tag Name Reqd Type Description Added Updated Deprecated
40708 NoUnderlyingPaymentStubs NumInGroup Number of stubs in the repeating group FIX.5.0SP2
⇒40709 UnderlyingPaymentStubType int Required if NoUnderlyingPaymentStubs(40708) > 0. FIX.5.0SP2
⇒40710 UnderlyingPaymentStubLength int Optional indication whether stub is shorter or longer than the regular swap period. FIX.5.0SP2
⇒UnderlyingPaymentStubStartDate FIX.5.0SP2
⇒UnderlyingPaymentStubEndDate FIX.5.0SP2
⇒40711 UnderlyingPaymentStubRate Percentage The agreed upon fixed rate for this stub. FIX.5.0SP2
⇒40712 UnderlyingPaymentStubFixedAmount Amt A fixed payment amount for the stub. FIX.5.0SP2
⇒40713 UnderlyingPaymentStubFixedCurrency Currency The currency of the fixed payment amount. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒40714 UnderlyingPaymentStubIndex String The stub floating rate index. FIX.5.0SP2
⇒40715 UnderlyingPaymentStubIndexSource int The source for the underlying payment stub floating rate index. FIX.5.0SP2
⇒40716 UnderlyingPaymentStubIndexCurvePeriod int Conditionally required when UnderlyingPaymentStubIndexCurveUnit(40717) is specified. FIX.5.0SP2
⇒40717 UnderlyingPaymentStubIndexCurveUnit String Conditionally required when UnderlyingPaymentStubIndexCurvePeriod(40716) is specified. FIX.5.0SP2
⇒40718 UnderlyingPaymentStubIndexRateMultiplier float A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. FIX.5.0SP2
⇒40719 UnderlyingPaymentStubIndexRateSpread PriceOffset Spread from floating rate index. FIX.5.0SP2
⇒40720 UnderlyingPaymentStubIndexRateSpreadPositionType int Identifies whether the rate spread is applied to a long or short position. FIX.5.0SP2
⇒40721 UnderlyingPaymentStubIndexRateTreatment int Specifies the yield calculation treatment for the stub index. FIX.5.0SP2
⇒40722 UnderlyingPaymentStubIndexCapRate Percentage The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. FIX.5.0SP2
⇒40723 UnderlyingPaymentStubIndexCapRateBuySide int Reference to the buyer of the cap rate option through its trade side. FIX.5.0SP2
⇒40724 UnderlyingPaymentStubIndexCapRateSellSide int Reference to the seller of the cap rate option through its trade side. FIX.5.0SP2
⇒40725 UnderlyingPaymentStubIndexFloorRate Percentage The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. FIX.5.0SP2
⇒40726 UnderlyingPaymentStubIndexFloorRateBuySide int Reference to the buyer of the floor rate option through its trade side. FIX.5.0SP2
⇒40727 UnderlyingPaymentStubIndexFloorRateSellSide int Reference to the seller of the floor rate option through its trade side. FIX.5.0SP2
⇒40728 UnderlyingPaymentStubIndex2 String The second stub floating rate index. FIX.5.0SP2
⇒40729 UnderlyingPaymentStubIndex2Source int The source of the second stub floating rate index. FIX.5.0SP2
⇒40730 UnderlyingPaymentStubIndex2CurvePeriod int Conditionally required when UnderlyingPaymentStubIndex2CurveUnit(40731) is specified. FIX.5.0SP2
⇒40731 UnderlyingPaymentStubIndex2CurveUnit String Conditionally required when UnderlyingPaymentStubIndex2CurvePeriod(40730) is specified. FIX.5.0SP2
⇒40732 UnderlyingPaymentStubIndex2RateMultiplier float A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. FIX.5.0SP2
⇒40733 UnderlyingPaymentStubIndex2RateSpread PriceOffset Spread from the second floating rate index. FIX.5.0SP2
⇒40734 UnderlyingPaymentStubIndex2RateSpreadPositionType int Identifies whether the rate spread is applied to a long or short position. FIX.5.0SP2
⇒40735 UnderlyingPaymentStubIndex2RateTreatment int Specifies the yield calculation treatment for the second stub index. FIX.5.0SP2
⇒40736 UnderlyingPaymentStubIndex2CapRate Percentage The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. FIX.5.0SP2
⇒40737 UnderlyingPaymentStubIndex2FloorRate Percentage The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. FIX.5.0SP2

UnderlyingSecondaryAssetGrp

UnderlyingSecondaryAssetGrp is a repeating subcomponent of the UnderlyingInstrument component used to specify secondary assets of a multi-asset swap.

Tag Name Reqd Type Description Added Updated Deprecated
2080 NoUnderlyingSecondaryAssetClasses NumInGroup Number of secondary asset classes in the repeating group. FIX.5.0SP2
⇒2081 UnderlyingSecondaryAssetClass int Required if NoUnderlyingSecondaryAssetClasses(2080) > 0. FIX.5.0SP2
⇒2082 UnderlyingSecondaryAssetSubClass int Required if UnderlyingSecondaryAssetType(2083) is specified. FIX.5.0SP2 FIX.5.0SP2EP235
⇒2083 UnderlyingSecondaryAssetType String Required if UnderlyingSecondaryAssetSubType(2745) is specified. FIX.5.0SP2 FIX.5.0SP2EP235
⇒2745 UnderlyingSecondaryAssetSubType String May be used to provide a more specific description of the asset specified in UnderlyingSecondaryAssetType(2083).
See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values. 		FIX.5.0SP2

UnderlyingSettlRateDisruptionFallbackGrp

The UnderlyingSettlRateDisruptionFallbackGrp is a repeating subcomponent of the UnderlyingPaymentStreamNonDeliverableSettlTermGrp component used to specify the method, prioritized by the order it is listed, to get a replacement rate for a disrupted settlement rate option for a non-deliverable settlement currency.

Tag Name Reqd Type Description Added Updated Deprecated
40659 NoUnderlyingSettlRateFallbacks NumInGroup Number of settlement rate fallbacks in the repeating group FIX.5.0SP2
⇒40660 UnderlyingSettlRatePostponementMaximumDays int Required if NoUnderlyingSettlRateFallbacks(40659) > 0. FIX.5.0SP2
⇒UnderlyingSettlRateFallbackRateSource FIX.5.0SP2
⇒40662 UnderlyingSettlRatePostponementSurvey Boolean Indicates whether to request a settlement rate quote from the market. FIX.5.0SP2
⇒40663 UnderlyingSettlRatePostponementCalculationAgent int Used to identify the settlement rate postponement calculation agent. FIX.5.0SP2

UnderlyingStreamCalculationPeriodDates

UnderlyingStreamCalculationPeriodDates is a subcomponent of the UnderlyingStreamGrp component used to specify the calculation period dates of the stream.

Tag Name Reqd Type Description Added Updated Deprecated
41957 UnderlyingStreamCalculationPeriodDatesXID XID Identifier of this calculation period for cross referencing elsewhere in the message. FIX.5.0SP2
41958 UnderlyingStreamCalculationPeriodDatesXIDRef XIDREF Cross reference to another calculation period for duplicating its properties. FIX.5.0SP2
40556 UnderlyingStreamCalculationPeriodBusinessDayConvention int When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates. FIX.5.0SP2 FIX.5.0SP2EP169
UnderlyingStreamCalculationPeriodBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's calculation period dates. FIX.5.0SP2
UnderlyingStreamCalculationPeriodDateGrp FIX.5.0SP2
40558 UnderlyingStreamFirstPeriodStartDateUnadjusted LocalMktDate The unadjusted first calculation period start date if before the effective date. FIX.5.0SP2
40559 UnderlyingStreamFirstPeriodStartDateBusinessDayConvention int When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates. FIX.5.0SP2
UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's calculation period dates. FIX.5.0SP2
40561 UnderlyingStreamFirstPeriodStartDateAdjusted LocalMktDate The adjusted first calculation period start date, if it is before the effective date. FIX.5.0SP2
40562 UnderlyingStreamFirstRegularPeriodStartDateUnadjusted LocalMktDate The unadjusted first start date of the regular calculation period, if there is an initial stub period. FIX.5.0SP2
40563 UnderlyingStreamFirstCompoundingPeriodEndDateUnadjusted LocalMktDate The unadjusted end date of the initial compounding period. FIX.5.0SP2
40564 UnderlyingStreamLastRegularPeriodEndDateUnadjusted LocalMktDate The unadjusted last regular period end date if there is a final stub period. FIX.5.0SP2
40565 UnderlyingStreamCalculationFrequencyPeriod int Conditionally required when UnderyingStreamCalculationFrequencyUnit(40566) is specified. FIX.5.0SP2
40566 UnderlyingStreamCalculationFrequencyUnit String Conditionally required when UnderlyingStreamCalculationFrequencyPeriod(40565) is specified. FIX.5.0SP2
40567 UnderlyingStreamCalculationRollConvention String When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates. FIX.5.0SP2
41959 UnderlyingStreamCalculationBalanceOfFirstPeriod Boolean When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.). FIX.5.0SP2
41960 UnderlyingStreamCalculationCorrectionPeriod int Conditionally required when UnderlyingStreamCalculationCorrectionUnit(41961) is specified. FIX.5.0SP2
41961 UnderlyingStreamCalculationCorrectionUnit String Conditionally required when UnderlyingStreamCalculationCorrectionPeriod(41960) is specified. FIX.5.0SP2

UnderlyingStreamEffectiveDate

UnderlyingStreamEffectivedDate is a subcomponent of the UnderlyingStreamGrp component used to specify the effective date of the stream.

Tag Name Reqd Type Description Added Updated Deprecated
40057 UnderlyingStreamEffectiveDateUnadjusted LocalMktDate The unadjusted effective date. FIX.5.0SP2
40058 UnderlyingStreamEffectiveDateBusinessDayConvention int When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's stream effective dates. FIX.5.0SP2
UnderlyingStreamEffectiveDateBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's stream effective dates. FIX.5.0SP2
40060 UnderlyingStreamEffectiveDateRelativeTo int Specifies the anchor date when the effective date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
40061 UnderlyingStreamEffectiveDateOffsetPeriod int Conditionally required when UnderlyingStreamEffectiveDateOffsetUnit(40062) is specified. FIX.5.0SP2
40062 UnderlyingStreamEffectiveDateOffsetUnit String Conditionally required when UnderlyingStreamEffectiveDateOffsetPeriod(40061) is specified. FIX.5.0SP2
40063 UnderlyingStreamEffectiveDateOffsetDayType int Specifies the day type of the relative effective date offset. FIX.5.0SP2
40064 UnderlyingStreamEffectiveDateAdjusted LocalMktDate The adjusted effective date. FIX.5.0SP2

UnderlyingStreamGrp

The UnderlyingStreamGrp is a repeating subcomponent of the UnderlyingInstrument component used to detail the swap streams associated with the instrument.

Tag Name Reqd Type Description Added Updated Deprecated
40540 NoUnderlyingStreams NumInGroup Number of swap streams in the repeating group. FIX.5.0SP2
⇒40541 UnderlyingStreamType int Required if NoUnderlyingStreams(40540) > 0. FIX.5.0SP2
⇒42016 UnderlyingStreamXID XID Identifier of this UnderlyingStream for cross referencing elsewhere in the message. FIX.5.0SP2
⇒40542 UnderlyingStreamDesc String A short descriptive name given to payment stream. Eg. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as a reference. FIX.5.0SP2
⇒43083 UnderlyingStreamVersion String The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes. FIX.5.0SP2
⇒43084 UnderlyingStreamVersionEffectiveDate LocalMktDate The effective date of the UnderlyingStreamVersion(43083). FIX.5.0SP2
⇒40543 UnderlyingStreamPaySide int The side of the party paying the stream. FIX.5.0SP2
⇒40544 UnderlyingStreamReceiveSide int The side of the party receiving the stream. FIX.5.0SP2
⇒42018 UnderlyingStreamNotionalXIDRef XIDREF Cross reference to another UnderlyingStream notional for duplicating its properties. FIX.5.0SP2
⇒40545 UnderlyingStreamNotional Amt Notional, or initial notional value for the payment stream. Use SwapSchedule for steps. FIX.5.0SP2
⇒40546 UnderlyingStreamCurrency Currency Specifies the currency the UnderlyingStreamNotional(40545) is denominated in. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒43085 UnderlyingStreamNotionalDeterminationMethod String Specifies the method for determining the floating notional value for equity swaps.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2
⇒43086 UnderlyingStreamNotionalAdjustments int For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. FIX.5.0SP2
⇒42019 UnderlyingStreamNotionalFrequencyPeriod int Conditionally required when UnderlyingStreamNotionalFrequencyUnit(42020) is specified. FIX.5.0SP2
⇒42020 UnderlyingStreamNotionalFrequencyUnit String Conditionally required when UnderlyingStreamNotionalFrequencyPeriod(42019) is specified. FIX.5.0SP2
⇒42021 UnderlyingStreamNotionalCommodityFrequency int The commodity's notional or quantity delivery frequency. FIX.5.0SP2
⇒42022 UnderlyingStreamNotionalUnitOfMeasure String Specifies the delivery quantity unit of measure (UOM). FIX.5.0SP2
⇒42023 UnderlyingStreamTotalNotional Qty Specifies the total notional or delivery quantity over the term of the contract. FIX.5.0SP2
⇒42024 UnderlyingStreamTotalNotionalUnitOfMeasure String Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract. FIX.5.0SP2
⇒UnderlyingStreamCommodity FIX.5.0SP2
⇒UnderlyingStreamEffectiveDate FIX.5.0SP2
⇒UnderlyingStreamTerminationDate FIX.5.0SP2
⇒UnderlyingStreamCalculationPeriodDates FIX.5.0SP2
⇒UnderlyingPaymentStream FIX.5.0SP2
⇒UnderlyingPaymentScheduleGrp FIX.5.0SP2
⇒UnderlyingPaymentStubGrp FIX.5.0SP2
⇒UnderlyingDeliveryStream FIX.5.0SP2
⇒UnderlyingDeliveryScheduleGrp FIX.5.0SP2
⇒40547 UnderlyingStreamText String Free form text to specify additional information or enumeration description when a standard value does not apply. FIX.5.0SP2
⇒40988 EncodedUnderlyingStreamTextLen Length Must be set if EncodedUnderlyingStreamText(40989) field is specified and must immediately precede it. FIX.5.0SP2
⇒40989 EncodedUnderlyingStreamText data Encoded (non-ASCII characters) representation of the UnderlyingStreamText(40547) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2

UnderlyingStreamTerminationDate

UnderlyingStreamTerminationDate is a subcomponent of the UnderlyingStreamGrp component used to specify the termination date of the stream.

Tag Name Reqd Type Description Added Updated Deprecated
40548 UnderlyingStreamTerminationDateUnadjusted LocalMktDate The unadjusted termination date. FIX.5.0SP2
40549 UnderlyingStreamTerminationDateBusinessDayConvention int When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's termination date of the stream. FIX.5.0SP2
UnderlyingStreamTerminationDateBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's termination date of the stream. FIX.5.0SP2
40551 UnderlyingStreamTerminationDateRelativeTo int Specifies the anchor date when the termination date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
40552 UnderlyingStreamTerminationDateOffsetPeriod int Conditionally required when UnderlyingStreamTerminationDateOffsetUnit(40553) is specified. FIX.5.0SP2
40553 UnderlyingStreamTerminationDateOffsetUnit String Conditionally required when UnderlyingPaymentTerminationDateOffsetPeriod(40552) is specified. FIX.5.0SP2
40554 UnderlyingStreamTerminationDateOffsetDayType int Specifies the day type of the relative termination date offset. FIX.5.0SP2
40555 UnderlyingStreamTerminationDateAdjusted LocalMktDate The adjusted termination date. FIX.5.0SP2

CashSettlDealerGrp

CashSettlDealerGrp is a repeating subcomponent within the CashSettlTermGrp component. It is used to specify the dealers from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation.

Tag Name Reqd Type Description Added Updated Deprecated
40277 NoCashSettlDealers NumInGroup Number of dealers in the repeating group. FIX.5.0SP2
⇒40032 CashSettlDealer String Required if NoCashSettlDealers(40277) > 0. FIX.5.0SP2

BusinessCenterGrp

BusinessCenterGrp is a repeating subcomponent within the DateAdjustment component. It is used to specify the set of business centers whose calendars drive the date adjustment. The business centers defined here apply to all adjustable dates in the instrument unless specifically overridden in the respective specified components elsewhere.

Tag Name Reqd Type Description Added Updated Deprecated
40278 NoBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40471 BusinessCenter String Required if NoBusinessCenters(40278) > 0. FIX.5.0SP2

DateAdjustment

DateAdjustment is a subcomponent in the Instrument component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the instrument, unless specifically overridden in the respective specified components elsewhere.

Tag Name Reqd Type Description Added Updated Deprecated
40921 BusinessDayConvention int The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument unless specifically overridden.
Value SymbolicName Description Added Updated Deprecated
0 NotApplicable Business day convention is not applicable. FIX.5.0SP2EP161 FIX.5.0SP2EP169
1 None None (current day) FIX.5.0SP2EP161 FIX.5.0SP2EP195
2 FollowingDay The following business day. FIX.5.0SP2EP161 FIX.5.0SP2EP169
3 FloatingRateNote The FRN business day convention. FIX.5.0SP2EP161 FIX.5.0SP2EP169
4 ModifiedFollowingDay The modified following business day. FIX.5.0SP2EP161 FIX.5.0SP2EP169
5 PrecedingDay The preceding business day. FIX.5.0SP2EP161 FIX.5.0SP2EP169
6 ModifiedPrecedingDay The modified preceding business day. FIX.5.0SP2EP161 FIX.5.0SP2EP169
7 NearestDay The nearest applicable business day. FIX.5.0SP2EP161 FIX.5.0SP2EP169
FIX.5.0SP2
BusinessCenterGrp FIX.5.0SP2
40922 DateRollConvention String The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. Additional values may be used by mutual agreement of the counterparties.
Value SymbolicName Description Added Updated Deprecated
1 FirstDay 1st day of the month FIX.5.0SP2EP161
2 SecondDay 2nd day of the month FIX.5.0SP2EP161
3 ThirdDay 3rd day of the month FIX.5.0SP2EP161
4 FourthDay 4th day of the month FIX.5.0SP2EP161
5 FifthDay 5th day of the month FIX.5.0SP2EP161
6 SixthDay 6thd day of the month FIX.5.0SP2EP161
7 SeventhDay 7th day of the month FIX.5.0SP2EP161
8 EighthDay 8th day of the month FIX.5.0SP2EP161
9 NinthDay 9th day of the month FIX.5.0SP2EP161
10 TenthDay 10th day of the month FIX.5.0SP2EP161
11 EleventhDay 11th day of the month FIX.5.0SP2EP161
12 TwelvthDay 12th day of the month FIX.5.0SP2EP161
13 ThirteenthDay 13th day of the month FIX.5.0SP2EP161
14 ForteenthDay 14th day of the month FIX.5.0SP2EP161
15 FifteenthDay 15th day of the month FIX.5.0SP2EP161
16 SixteenthDay 16th day of the month FIX.5.0SP2EP161
17 SeventeenthDay 17th day of the month FIX.5.0SP2EP161
18 EighteenthDay 18th day of the month FIX.5.0SP2EP161
19 NineteenthDay 19th day of the month FIX.5.0SP2EP161
20 TwentiethDay 20th day of the month FIX.5.0SP2EP161
21 TwentyFirstDay 21st day of the month FIX.5.0SP2EP161
22 TwentySecondDay 22nd day of the month FIX.5.0SP2EP161
23 TwentyThirdDay 23rd day of the month FIX.5.0SP2EP161
24 TwentyFourthDay 24th day of the month FIX.5.0SP2EP161
25 TwentyFifthDay 25th day of the month FIX.5.0SP2EP161
26 TwentySixthDay 26th day of the month FIX.5.0SP2EP161
27 TwentySeventhDay 27th day of the month FIX.5.0SP2EP161
28 TwentyEigthDa28y 28th day of the month FIX.5.0SP2EP161
29 TwentyNinthDay 29th day of the month FIX.5.0SP2EP161
30 ThirtiethDay 30th day of the month FIX.5.0SP2EP161
EOM EOM Use EOM for 31st day of the month. FIX.5.0SP2EP161
FRN FRN The floating rate note convention or Eurodollar convention. FIX.5.0SP2EP161
IMM IMM The International Money Market settlement date, i.e. the 3rd Wednesday of the month. FIX.5.0SP2EP161
IMMCAD IMMCAD The last trading day/expiration day of the Canadian Derivatives Exchange. FIX.5.0SP2EP161
IMMAUD IMMAUD The last trading day of the Sydney Futures Exchange Australian 90-day bank accepted bill futures contract. FIX.5.0SP2EP161
IMMNZD IMMNZD The last trading day of the Sydney Futures Exchange New Zealand 90-day bank bill futures contract. FIX.5.0SP2EP161
SFE SFE The Sydney Futures Exchange 90-day bank accepted bill futures settlement dates. FIX.5.0SP2EP161
NONE NONE No adjustment FIX.5.0SP2EP161
TBILL TBILL The 13-week and 26-week U.S. Treasury Bill auction dates. FIX.5.0SP2EP161
MON MON Monday FIX.5.0SP2EP161
TUE TUE Tuesday FIX.5.0SP2EP161
WED WED Wednesday FIX.5.0SP2EP161
THU THU Thursday FIX.5.0SP2EP161
FRI FRI Friday FIX.5.0SP2EP161
SAT SAT Saturday FIX.5.0SP2EP161
SUN SUN Sunday FIX.5.0SP2EP161
FIX.5.0SP2

LegBusinessCenterGrp

LegBusinessCenterGrp is a repeating subcomponent within the LegDateAdjustment component. It is used to specify the set of business centers whose calendars drive the date adjustment. The business centers defined here apply to all adjustable dates in the instrument leg unless specifically overridden elsewhere in the respective specified components further within the InstrumentLeg component.

Tag Name Reqd Type Description Added Updated Deprecated
40923 NoLegBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40924 LegBusinessCenter String Required if NoLegBusinessCenters(40923) > 0. FIX.5.0SP2

LegDateAdjustment

LegDateAdjustment is a subcomponent within the InstrumentLeg component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the instrument leg, unless specifically overridden elsewhere in the respective specified components further within the InstrumentLeg component.

Tag Name Reqd Type Description Added Updated Deprecated
40925 LegBusinessDayConvention int The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden. FIX.5.0SP2
LegBusinessCenterGrp FIX.5.0SP2
40926 LegDateRollConvention String The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden. FIX.5.0SP2

LegPaymentScheduleFixingDateBusinessCenterGrp

LegPaymentScheduleFixingDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.

Tag Name Reqd Type Description Added Updated Deprecated
40927 NoLegPaymentScheduleFixingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40400 LegPaymentScheduleFixingDateBusinessCenter String Required if NoLegPaymentScheduleFixingDateBusinessCenters(40927) > 0. FIX.5.0SP2

LegPaymentScheduleInterimExchangeDateBusinessCenterGrp

LegPaymentScheduleInterimExchangeDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.

Tag Name Reqd Type Description Added Updated Deprecated
40928 NoLegPaymentScheduleInterimExchangeDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40409 LegPaymentScheduleInterimExchangeDatesBusinessCenter String Required if NoLegPaymentScheduleInterimExchangeDateBusinessCenters(40928) > 0. FIX.5.0SP2

LegPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp

LegPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamNonDeliverableSettlTerms component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.

Tag Name Reqd Type Description Added Updated Deprecated
40929 NoLegPaymentStreamNonDeliverableFixingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40361 LegPaymentStreamNonDeliverableFixingDatesBusinessCenter String Required if NoLegPaymentStreamNonDeliverableFixingDatesBusinessCenters(40929) > 0. FIX.5.0SP2

LegPaymentStreamPaymentDateBusinessCenterGrp

LegPaymentStreamPaymentDateBusinessCenterGrp is a repeating subcomponent of the LegPaymentStreamPaymentDates component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.

Tag Name Reqd Type Description Added Updated Deprecated
40930 NoLegPaymentStreamPaymentDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40293 LegPaymentStreamPaymentDateBusinessCenter String Requirend if NoLegPaymentStreamPaymentDateBusinessCenters(40930) > 0. FIX.5.0SP2

LegPaymentStreamResetDateBusinessCenterGrp

LegPaymentStreamResetDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.

Tag Name Reqd Type Description Added Updated Deprecated
40931 NoLegPaymentStreamResetDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40305 LegPaymentStreamResetDateBusinessCenter String Required if NoLegPaymentStreamResetDateBusinessCenters(40931) > 0. FIX.5.0SP2

LegPaymentStreamInitialFixingDateBusinessCenterGrp

LegPaymentStreamInitialFixingDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamResetDates component used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.

Tag Name Reqd Type Description Added Updated Deprecated
40932 NoLegPaymentStreamInitialFixingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40311 LegPaymentStreamInitialFixingDateBusinessCenter String Required if NoLegPaymentStreamInitialFixingDateBusinessCenters(40932) > 0. FIX.5.0SP2

LegPaymentStreamFixingDateBusinessCenterGrp

LegPaymentStreamFixingDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.

Tag Name Reqd Type Description Added Updated Deprecated
40933 NoLegPaymentStreamFixingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40318 LegPaymentStreamFixingDateBusinessCenter String Required if NoLegPaymentStreamFixingDateBusinessCenters(40933) > 0. FIX.5.0SP2

LegProvisionCashSettlPaymentDateBusinessCenterGrp

LegProvisionCashSettlPaymentDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionCashSettlPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.

Tag Name Reqd Type Description Added Updated Deprecated
40934 NoLegProvisionCashSettlPaymentDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40517 LegProvisionCashSettlPaymentDateBusinessCenter String Required if NoLegProvisionCashSettlPaymentDateBusinessCenters(40934) > 0. FIX.5.0SP2

LegProvisionCashSettlValueDateBusinessCenterGrp

LegProvisionCashSettlValueDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionCashSettlValueDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.

Tag Name Reqd Type Description Added Updated Deprecated
40935 NoLegProvisionCashSettlValueDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40527 LegProvisionCashSettlValueDateBusinessCenter String Required if NoLegProvisionCashSettlValueDateBusinessCenters(40935) > 0. FIX.5.0SP2

LegProvisionOptionExerciseBusinessCenterGrp

LegProvisionOptionExerciseBusinessCenterGrp is a repeating subcomponent within the LegProvisionOptionExerciseDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.

Tag Name Reqd Type Description Added Updated Deprecated
40936 NoLegProvisionOptionExerciseBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40477 LegProvisionOptionExerciseBusinessCenter String Required if NoLegProvisionOptionExerciseBusinessCenters(40936) > 0. FIX.5.0SP2

LegProvisionOptionExpirationDateBusinessCenterGrp

LegProvisionOptionExpirationDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionOptionExpirationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.

Tag Name Reqd Type Description Added Updated Deprecated
40937 NoLegProvisionOptionExpirationDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40500 LegProvisionOptionExpirationDateBusinessCenter String Required if NoLegProvisionOptionExpirationDateBusinessCenters(40937) > 0. FIX.5.0SP2

LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp

LegProvisionOptionRelevantUnderlyingDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionOptionRelevantUnderlyingDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.

Tag Name Reqd Type Description Added Updated Deprecated
40938 NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40510 LegProvisionOptionRelevantUnderlyingDateBusinessCenter String Required if NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters(40938) > 0. FIX.5.0SP2

LegProvisionDateBusinessCenterGrp

LegProvisionDateBusinessCenterGrp is a repeating subcomponent within the LegProvisionGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.

Tag Name Reqd Type Description Added Updated Deprecated
40939 NoLegProvisionDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40452 LegProvisionDateBusinessCenter String Required if NoLegProvisionDateBusinessCenters(40939) > 0. FIX.5.0SP2

LegStreamCalculationPeriodBusinessCenterGrp

LegStreamCalculationPeriodBusinessCenterGrp is a repeating subcomponent within the LegStreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.

Tag Name Reqd Type Description Added Updated Deprecated
40940 NoLegStreamCalculationPeriodBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40266 LegStreamCalculationPeriodBusinessCenter String Required if NoLegStreamCalculationPeriodBusinessCenters(40940) > 0. FIX.5.0SP2

LegStreamFirstPeriodStartDateBusinessCenterGrp

LegStreamFirstPeriodStartDateBusinessCenterGrp is a repeating subcomponent within the LegStreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.

Tag Name Reqd Type Description Added Updated Deprecated
40941 NoLegStreamFirstPeriodStartDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40269 LegStreamFirstPeriodStartDateBusinessCenter String Required if NoLegStreamFirstPeriodStartDateBusinessCenters(40941) > 0. FIX.5.0SP2

LegStreamEffectiveDateBusinessCenterGrp

LegStreamEffectiveDateBusinessCenterGrp is a repeating subcomponent within the LegStreamEffectiveDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.

Tag Name Reqd Type Description Added Updated Deprecated
40942 NoLegStreamEffectiveDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40251 LegStreamEffectiveDateBusinessCenter String Required if NoLegStreamEffectiveDateBusinessCenters(40942) > 0. FIX.5.0SP2

LegStreamTerminationDateBusinessCenterGrp

LegStreamTerminationDateBusinessCenterGrp is a repeating subcomponent within the LegStreamTerminationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.

Tag Name Reqd Type Description Added Updated Deprecated
40943 NoLegStreamTerminationDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40259 LegStreamTerminationDateBusinessCenter String Required if NoLegStreamTerminationDateBusinessCenters(40943) > 0. FIX.5.0SP2

PaymentBusinessCenterGrp

PaymentBusinessCenterGrp is a repeating subcomponent within the PaymentGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.

Tag Name Reqd Type Description Added Updated Deprecated
40944 NoPaymentBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40221 PaymentBusinessCenter String Required if NoPaymentBusinessCenters(40944) > 0. FIX.5.0SP2

PaymentScheduleFixingDateBusinessCenterGrp

PaymentScheduleFixingDateBusinessCenterGrp is a repeating subcomponent within the PaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.

Tag Name Reqd Type Description Added Updated Deprecated
40977 NoPaymentScheduleFixingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40854 PaymentScheduleFixingDateBusinessCenter String Required if NoPaymentScheduleFixingDateBusinessCenters(40944) > 0. FIX.5.0SP2

PaymentScheduleInterimExchangeDateBusinessCenterGrp

PaymentScheduleInterimExchangeDateBusinessCenterGrp is a repeating subcomponent within the PaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.

Tag Name Reqd Type Description Added Updated Deprecated
40945 NoPaymentScheduleInterimExchangeDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40863 PaymentScheduleInterimExchangeDatesBusinessCenter String Required if NoPaymentScheduleInterimExchangeDateBusinessCenters(40945) > 0. FIX.5.0SP2

PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp

PaymentStreamNonDeliverableFixingDatesBusinessCenterGrp is a repeating subcomponent within the PaymentStreamNonDeliverableSettlTerms component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.

Tag Name Reqd Type Description Added Updated Deprecated
40946 NoPaymentStreamNonDeliverableFixingDatesBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40819 PaymentStreamNonDeliverableFixingDatesBusinessCenter String Required if NoPaymentStreamNonDeliverableFixingDatesBusinessCenters(40946) > 0. FIX.5.0SP2

PaymentStreamPaymentDateBusinessCenterGrp

PaymentStreamPaymentDateBusinessCenterGrp is a repeating subcomponent within the PaymentStreamPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.

Tag Name Reqd Type Description Added Updated Deprecated
40947 NoPaymentStreamPaymentDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40752 PaymentStreamPaymentDateBusinessCenter String Required if NoPaymentStreamPaymentDateBusinessCenters(40947) > 0. FIX.5.0SP2

PaymentStreamResetDateBusinessCenterGrp

PaymentStreamResetDateBusinessCenterGrp is a repeating subcomponent within the PaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.

Tag Name Reqd Type Description Added Updated Deprecated
40948 NoPaymentStreamResetDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40763 PaymentStreamResetDateBusinessCenter String Required if NoPaymentStreamResetDateBusinessCenters(40948) > 0. FIX.5.0SP2

PaymentStreamInitialFixingDateBusinessCenterGrp

PaymentStreamInitialFixingDateBusinessCenterGrp is a repeating subcomponent within the PaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.

Tag Name Reqd Type Description Added Updated Deprecated
40949 NoPaymentStreamInitialFixingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40769 PaymentStreamInitialFixingDateBusinessCenter String Required if NoPaymentStreamInitialFixindDateBusinessCenters(40949) > 0. FIX.5.0SP2

PaymentStreamFixingDateBusinessCenterGrp

PaymentStreamFixingDateBusinessCenterGrp is a repeating subcomponent within the PaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.

Tag Name Reqd Type Description Added Updated Deprecated
40950 NoPaymentStreamFixingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40776 PaymentStreamFixingDateBusinessCenter String Required if NoPaymentStreamFixingDateBusinessCenters(40950) > 0. FIX.5.0SP2

ProtectionTermEventNewsSourceGrp

ProtectionTermEventNewsSourceGrp is a repeating subcomponent within the ProtectionTermGrp component. It is used to specify the particular newspapers or electronic news services and sources that may publish relevant information used in the determination of whether or not a credit event has occurred.

Tag Name Reqd Type Description Added Updated Deprecated
40951 NoProtectionTermEventNewsSources NumInGroup Number of event news sources in the repeating group. FIX.5.0SP2
⇒40189 ProtectionTermEventNewsSource String Required if NoProtectionTermEventNewsSources(40951) > 0. FIX.5.0SP2

ProvisionCashSettlPaymentDateBusinessCenterGrp

ProvisionCashSettlPaymentDateBusinessCenterGrp is a repeating subcomponent within the ProvisionCashSettlPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.

Tag Name Reqd Type Description Added Updated Deprecated
40952 NoProvisionCashSettlPaymentDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40164 ProvisionCashSettlPaymentDateBusinessCenter String Required if NoProvisionCashSettlPaymentDateBusinessCenters(40952) > 0. FIX.5.0SP2

ProvisionCashSettlValueDateBusinessCenterGrp

ProvisionCashSettlValueDateBusinessCenterGrp is a repeating subcomponent within the ProvisionCashSettlValueDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.

Tag Name Reqd Type Description Added Updated Deprecated
40953 NoProvisionCashSettlValueDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40117 ProvisionCashSettlValueDateBusinessCenter String Required if NoProvisionCashSettlValueDatBusinessCenters(40953) > 0. FIX.5.0SP2

ProvisionOptionExerciseBusinessCenterGrp

ProvisionOptionExerciseBusinessCenterGrp is a repeating subcomponent within the ProvisionOptionExerciseDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.

Tag Name Reqd Type Description Added Updated Deprecated
40954 NoProvisionOptionExerciseBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40124 ProvisionOptionExerciseBusinessCenter String Required if NoProvisionOptionExerciseBusinessCenters(40954) > 0. FIX.5.0SP2

ProvisionOptionExpirationDateBusinessCenterGrp

ProvisionOptionExpirationDateBusinessCenterGrp is a repeating subcomponent within the ProvisionOptionExpirationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.

Tag Name Reqd Type Description Added Updated Deprecated
40955 NoProvisionOptionExpirationDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40147 ProvisionOptionExpirationDateBusinessCenter String Required if NoProvisionOptionExpirationDateBusinessCenters(40955) > 0. FIX.5.0SP2

ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp

ProvisionOptionRelevantUnderlyingDateBusinessCenterGrp is a repeating subcomponent within the ProvisionOptionRelevantUnderlyingDate component. It is used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.

Tag Name Reqd Type Description Added Updated Deprecated
40956 NoProvisionOptionRelevantUnderlyingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40157 ProvisionOptionRelevantUnderlyingDateBusinessCenter String Required if NoProvisionOptionRelevantUnderlyingDateBusinessCenters(40956) > 0. FIX.5.0SP2

ProvisionDateBusinessCenterGrp

ProvisionDateBusinessCenterGrp is a repeating subcomponent within the ProvisionGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.

Tag Name Reqd Type Description Added Updated Deprecated
40957 NoProvisionDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40094 ProvisionDateBusinessCenter String Required if NoProvisionDateBusinessCenters(40957) > 0. FIX.5.0SP2

StreamCalculationPeriodBusinessCenterGrp

StreamCalculationPeriodBusinessCenterGrp is a repeating subcomponent within the StreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.

Tag Name Reqd Type Description Added Updated Deprecated
40958 NoStreamCalculationPeriodBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40074 StreamCalculationPeriodBusinessCenter String Required if NoStreamCalculationPeriodBusinessCenters(40958) > 0. FIX.5.0SP2

StreamFirstPeriodStartDateBusinessCenterGrp

StreamFirstPeriodStartDateBusinessCenterGrp is a repeating subcomponent within the StreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.

Tag Name Reqd Type Description Added Updated Deprecated
40959 NoStreamFirstPeriodStartDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40077 StreamFirstPeriodStartDateBusinessCenter String Required if NoStreamFirstPeriodStartDateBusinessCenters(40959) > 0. FIX.5.0SP2

StreamEffectiveBusinessCenterGrp

StreamEffectiveBusinessCenterGrp is a repeating subcomponent of the StreamEffectiveDate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.

Tag Name Reqd Type Description Added Updated Deprecated
40960 NoStreamEffectiveBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40909 StreamEffectiveDateBusinessCenter String Required if NoStreamEffectiveBusinessCenters(40960) > 0. FIX.5.0SP2

StreamTerminationDateBusinessCenterGrp

StreamTerminationDateBusinessCenterGrp is a repeating subcomponent within the StreamTerminationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in the Instrument component.

Tag Name Reqd Type Description Added Updated Deprecated
40961 NoStreamTerminationDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40067 StreamTerminationDateBusinessCenter String Required if NoStreamTerminationDateBusinessCenters(40961) > 0. FIX.5.0SP2

UnderlyingBusinessCenterGrp

UnderlyingBusinessCenterGrp is a repeating subcomponent within the UnderlyingDateAdjustment component. It is used to specify the set of business centers whose calendars drive the date adjustment. The business centers defined here apply to all adjustable dates in the instrument unless specifically overridden.

Tag Name Reqd Type Description Added Updated Deprecated
40962 NoUnderlyingBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40963 UnderlyingBusinessCenter String Required if NoUnderlyingBusinessCenters(40962) > 0. FIX.5.0SP2

UnderlyingDateAdjustment

UnderlyingDateAdjustment is a subcomponent within the UnderlyingInstrument component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the underlying instrument, unless specifically overridden in the respective specified components further within the UnderlyingInstrument component.

Tag Name Reqd Type Description Added Updated Deprecated
40964 UnderlyingBusinessDayConvention int The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the underlying instrument unless specifically overridden. FIX.5.0SP2
UnderlyingBusinessCenterGrp FIX.5.0SP2
40965 UnderlyingDateRollConvention String The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the underlying instrument unless specifically overridden. FIX.5.0SP2

UnderlyingPaymentScheduleFixingDateBusinessCenterGrp

UnderlyingPaymentScheduleFixingDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in the UnderlyingInstrument component.

Tag Name Reqd Type Description Added Updated Deprecated
40966 NoUnderlyingPaymentScheduleFixingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40690 UnderlyingPaymentScheduleFixingDateBusinessCenter String Required if NoUnderlyingPaymentScheduleFixingDateBusinessCenters(40966) > 0. FIX.5.0SP2

UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrp

UnderlyingPaymentScheduleInterimExchangeDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentScheduleGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in the UnderlyingInstrument component.

Tag Name Reqd Type Description Added Updated Deprecated
40967 NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40699 UnderlyingPaymentScheduleInterimExchangeDatesBusinessCenter String Required if NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters(40967) > 0. FIX.5.0SP2

UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp

UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamNonDeliverableSettlTerms component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in the UnderlyingInstrument component.

Tag Name Reqd Type Description Added Updated Deprecated
40968 NoUnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40650 UnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenter String Required if NoUnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenters(40968) > 0. FIX.5.0SP2

UnderlyingPaymentStreamPaymentDateBusinessCenterGrp

UnderlyingPaymentStreamPaymentDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in the UnderlyingInstrument component.

Tag Name Reqd Type Description Added Updated Deprecated
40969 NoUnderlyingPaymentStreamPaymentDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40582 UnderlyingPaymentStreamPaymentDateBusinessCenter String Required if NoUnderlyingPaymentStreamPaymentDateBusinessCenters(40969) > 0. FIX.5.0SP2

UnderlyingPaymentStreamResetDateBusinessCenterGrp

UnderlyingPaymentStreamResetDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.

Tag Name Reqd Type Description Added Updated Deprecated
40970 NoUnderlyingPaymentStreamResetDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40594 UnderlyingPaymentStreamResetDateBusinessCenter String Required if NoUnderlyingPaymentStreamResetDateBusinessCenters(40970) > 0. FIX.5.0SP2

UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrp

UnderlyingPaymentStreamInitialFixingDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.

Tag Name Reqd Type Description Added Updated Deprecated
40971 NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40600 UnderlyingPaymentStreamInitialFixingDateBusinessCenter String Required if NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters(40971) > 0. FIX.5.0SP2

UnderlyingPaymentStreamFixingDateBusinessCenterGrp

UnderlyingPaymentStreamFixingDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamResetDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.

Tag Name Reqd Type Description Added Updated Deprecated
40972 NoUnderlyingPaymentStreamFixingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40607 UnderlyingPaymentStreamFixingDateBusinessCenter String Required if NoUnderlyingPaymentStreamFixingDateBusinessCenters(40972) > 0. FIX.5.0SP2

UnderlyingStreamCalculationPeriodBusinessCenterGrp

UnderlyingStreamCalculationPeriodBusinessCenterGrp is a repeating subcomponent within the UnderlyingStreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.

Tag Name Reqd Type Description Added Updated Deprecated
40973 NoUnderlyingStreamCalculationPeriodBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40557 UnderlyingStreamCalculationPeriodBusinessCenter String Required if NoUnderlyingStreamCalculationPeriodBusinessCenters(40973) > 0. FIX.5.0SP2

UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp

UnderlyingStreamFirstPeriodStartDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingStreamCalculationPeriodDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.

Tag Name Reqd Type Description Added Updated Deprecated
40974 NoUnderlyingStreamFirstPeriodStartDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40560 UnderlyingStreamFirstPeriodStartDateBusinessCenter String Required if NoUnderlyginstreamFirstPeriodStartDateBusinessCenters(40974) > 0. FIX.5.0SP2

UnderlyingStreamEffectiveDateBusinessCenterGrp

UnderlyingStreamEffectiveDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingStreamEffectiveDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.

Tag Name Reqd Type Description Added Updated Deprecated
40975 NoUnderlyingStreamEffectiveDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40059 UnderlyingStreamEffectiveDateBusinessCenter String Required if NoUnderlyingStreamEffectiveDateBusinessCenters(40975) > 0. FIX.5.0SP2

UnderlyingStreamTerminationDateBusinessCenterGrp

UnderlyingStreamTerminationDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingStreamTerminationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component within the UnderlyingInstrument component.

Tag Name Reqd Type Description Added Updated Deprecated
40976 NoUnderlyingStreamTerminationDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒40550 UnderlyingStreamTerminationDateBusinessCenter String Required if NoUnderlyingStreamTerminationDateBusinessCenters(40976) > 0. FIX.5.0SP2

LegPaymentStreamNonDeliverableSettlRateSource

LegPaymentStreamNonDeliverableSettlRateSource is a subcomponent of the LegPaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery.

Tag Name Reqd Type Description Added Updated Deprecated
40087 LegPaymentStreamNonDeliverableSettlRateSource int Identifies the source of the rate information. FIX.5.0SP2
40228 LegPaymentStreamNonDeliverableSettlReferencePage String Conditionally required when LegPaymentStreamNonDeliverableSettlRateSource(40087) = 3 (ISDA Settlement Rate Option) or 99 (Other). FIX.5.0SP2

LegSettlRateFallbackRateSource

LegSettlRateFallbackRateSource is a subcomponent of the LegSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback.

Tag Name Reqd Type Description Added Updated Deprecated
40366 LegSettlRateFallbackRateSource int Identifies the source of rate information. FIX.5.0SP2
40370 LegSettlRateFallbackReferencePage String Conditionally required when LegSettlRateFallbackRateSource(40366) = 3 (ISDA Settlement Rate Option) or 99 (Other). FIX.5.0SP2

PaymentStreamNonDeliverableSettlRateSource

PaymentStreamNonDeliverableSettlRateSource is a subcomponent of the PaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery.

Tag Name Reqd Type Description Added Updated Deprecated
40371 PaymentStreamNonDeliverableSettlRateSource int Identifies the source of rate information. FIX.5.0SP2
40372 PaymentStreamNonDeliverableSettlReferencePage String Conditionally required when PaymentStreamNonDeliverableSettlRateSource(40371) = 3 (ISDA Settlement Rate Option) or 99 (Other). FIX.5.0SP2

SettlRateFallbackRateSource

SettlRateFallbackRateSource is a subcomponent of the SettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback.

Tag Name Reqd Type Description Added Updated Deprecated
40373 SettlRateFallbackRateSource int Identifies the source of rate information. FIX.5.0SP2
40655 SettlRateFallbackReferencePage String Conditionally required when SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) or 99 (Other). FIX.5.0SP2

UnderlyingPaymentStreamNonDeliverableSettlRateSource

UnderlyingPaymentStreamNonDeliverableSettlRateSource is a subcomponent of the UnderlyingPaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery.

Tag Name Reqd Type Description Added Updated Deprecated
40661 UnderlyingPaymentStreamNonDeliverableSettlRateSource int Identifies the source of rate information. FIX.5.0SP2
40824 UnderlyingPaymentStreamNonDeliverableSettlReferencePage String Conditionally required when UnderlyingPaymentStreamNonDeliverableSettlRateSource(40661) = 3 (ISDA Settlement Rate Option) or 99 (Other). FIX.5.0SP2

UnderlyingSettlRateFallbackRateSource

UnderlyingSettlRateFallbackRateSource is a subcomponent of the UnderlyingSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback.

Tag Name Reqd Type Description Added Updated Deprecated
40904 UnderlyingSettlRateFallbackRateSource int Identifies the source of rate information. FIX.5.0SP2
40915 UnderlyingSettlRateFallbackReferencePage String Conditionally required when UnderlyingSettlRateFallbackRateSource(40904) = 3 (ISDA Settlement Rate Option) or 99 (Other). FIX.5.0SP2

ProvisionCashSettlQuoteSource

The ProvisionCashSettlQuoteSource is a subcomponent of the ProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes.

Tag Name Reqd Type Description Added Updated Deprecated
40112 ProvisionCashSettlQuoteSource int Identifies the source of quote information. FIX.5.0SP2
41406 ProvisionCashSettlQuoteReferencePage String Identifies the reference "page" from the quote source. FIX.5.0SP2

LegProvisionCashSettlQuoteSource

The LegProvisionCashSettlQuoteSource is a subcomponent of the LEgProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes.

Tag Name Reqd Type Description Added Updated Deprecated
40470 LegProvisionCashSettlQuoteSource int Identifies the source of quote information. FIX.5.0SP2
41407 LegProvisionCashSettlQuoteReferencePage String Identifies the reference "page" from the quote source. FIX.5.0SP2

AttachmentGrp

The AttachmentGrp component provides the ability to attach other media type documents to a FIX message for transmission. The media type can be any of the media types (previously referred to as MIME types) that are listed by IANA (www.iana.org) [RFC2046].
The AttachmentGrp is intended to be used to attach documents in other formats, such as PDF, TIFF, and Microsoft Word, for example to a FIX message.
Note when the AttachmentGrp is used within a business message, such as the TradeCaptureReport(35=AE), the attachment should supplement the data already contained in the business message It is not intended to replace the content of the business message. The standard fields within the business message should be populated, even if they duplicate data expressed within the attachment(s).

Tag Name Reqd Type Description Added Updated Deprecated
2104 NoAttachments NumInGroup The number of attached files. FIX.5.0SP2
⇒2105 AttachmentName String Required if NoAttachments(2104) > 0. FIX.5.0SP2
⇒2106 AttachmentMediaType String Required if EncodedAttachment(2112) is present. FIX.5.0SP2
⇒2107 AttachmentClassification String Specifies semantically the type of the attached document from a business perspective. The default classification scheme reuses the FIX standard classification scheme of a high level section (pretrade, trade, posttrade, etc.) and a category, then a specific application or document type. The expression follows {"section/category/application type"}.

The goal here is to map the attachment into the sections and categories of the FIX business messages if possible. The classification scheme can be expanded or replaced by counterparty agreement. This approach permits the introduction and reference to other business ontologies.

Example:
posttrade/confirmation/confirm
pretrade//termsheet 		FIX.5.0SP2
⇒2108 AttachmentExternalURL String Either AttachmentExternalURL(2108) or EncodedAttachment(2112) must be specified if NoAttachments(2104) > 0. FIX.5.0SP2
⇒2109 AttachmentEncodingType int Required if EncodedAttachment(2112) is present.
Value SymbolicName Description Added Updated Deprecated
0 Base64 Base64 Encoding. FIX.5.0SP2EP167
1 RawBinary Unencoded binary content. FIX.5.0SP2EP167
FIX.5.0SP2
⇒2110 UnencodedAttachmentLen int Unencoded content length in bytes. Can be used to validate successful unencoding. FIX.5.0SP2
⇒2111 EncodedAttachmentLen Length Must be set if EncodedAttachment(2112) is specified and must immediately precede it. FIX.5.0SP2
⇒2112 EncodedAttachment data Either AttachmentExternalURL(2108) or EncodedAttachment(2112) must be specified if NoAttachments(2104) > 0. FIX.5.0SP2
⇒AttachmentKeywordGrp FIX.5.0SP2

AttachmentKeywordGrp

The AttachmentKeywordGrp component provides a place to associate keywords with an attachment document to support the current approach of tagging to support metadata.

Tag Name Reqd Type Description Added Updated Deprecated
2113 NoAttachmentKeywords NumInGroup The number of attachment keywords. FIX.5.0SP2
⇒2114 AttachmentKeyword String Required if NoAttachmentKeywords(2113) > 0. FIX.5.0SP2

AssetAttributeGrp

The AssetAttributeGrp is a repeating subcomponent of the Instrument component used to detail attributes of the instrument asset.

Tag Name Reqd Type Description Added Updated Deprecated
2304 NoAssetAttributes NumInGroup The number of asset attribute entries in the group. FIX.5.0SP2
⇒2305 AssetAttributeType String Required if NoAssetAttributes(2304) > 0. FIX.5.0SP2
⇒2306 AssetAttributeValue String Specifies the value of the asset attribute. FIX.5.0SP2
⇒2307 AssetAttributeLimit String Limit or lower acceptable value of the attribute. FIX.5.0SP2

ComplexEventAveragingObservationGrp

The ComplexEventAveragingObservationGrp is an optional subcomponent of ComplexEventPeriodGrp for specifying the weight of each of the dated observations.

Tag Name Reqd Type Description Added Updated Deprecated
40994 NoComplexEventAveragingObservations NumInGroup The number of averaging observations in the repeating group. FIX.5.0SP2
⇒40995 ComplexEventAveragingObservationNumber int Required if NoComplexEventAveragingObservations(40994) > 0. FIX.5.0SP2
⇒40996 ComplexEventAveragingWeight float The weight factor to be applied to the observation. FIX.5.0SP2

ComplexEventCreditEventGrp

The ComplexEventCreditEventGrp is a repeating component within the ComplexEventGrp component used to report applicable option credit events.

Tag Name Reqd Type Description Added Updated Deprecated
40997 NoComplexEventCreditEvents NumInGroup The number of credit events specified in the repeating group. FIX.5.0SP2
⇒40998 ComplexEventCreditEventType String Required if NoComplexEventCreditEvents(40996) > 0. FIX.5.0SP2
⇒40999 ComplexEventCreditEventValue String The credit event value appropriate to ComplexEventCreditEventType(40998).
See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. 		FIX.5.0SP2
⇒41000 ComplexEventCreditEventCurrency Currency Specifies the applicable currency when ComplexEventCreditEventValue(40999) is an amount. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒41001 ComplexEventCreditEventPeriod int Conditionally required when ComplexEventCreditEventUnit(41002) is specified. FIX.5.0SP2
⇒41002 ComplexEventCreditEventUnit String Conditionally required when ComplexEventCreditEventPeriod(41001) is specified. FIX.5.0SP2
⇒41003 ComplexEventCreditEventDayType int Specifies the day type for the complex credit events. FIX.5.0SP2
⇒41004 ComplexEventCreditEventRateSource int Identifies the source of rate information used for credit events.
See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources. 		FIX.5.0SP2
⇒ComplexEventCreditEventQualifierGrp FIX.5.0SP2

ComplexEventCreditEventQualifierGrp

The ComplexEventCreditEventQualifierGrp is a repeating component within the ComplexEventCreditEventGrp component used to specify qualifying attributes to an event.

Tag Name Reqd Type Description Added Updated Deprecated
41005 NoComplexEventCreditEventQualifiers NumInGroup The number of qualifiers in the repeating group. FIX.5.0SP2
⇒41006 ComplexEventCreditEventQualifier char Required if NoComplexEventCreditEventQualifiers(41005) > 0. FIX.5.0SP2

ComplexEventPeriodDateGrp

The ComplexEventPeriodDateGrp is a subcomponent of ComplexEventPeriodGrp for specifying fixed period dates and times for an Asian or Strike Schedule option or trigger dates for a Barrier or Knock option.

Tag Name Reqd Type Description Added Updated Deprecated
41007 NoComplexEventPeriodDateTimes NumInGroup The number of entries in the date-time repeating group. FIX.5.0SP2
⇒41008 ComplexEventPeriodDate LocalMktDate Required if NoComplexEventPeriodDateTimes(41007) > 0. FIX.5.0SP2
⇒41009 ComplexEventPeriodTime LocalMktTime The averaging time for an Asian option. FIX.5.0SP2

ComplexEventPeriodGrp

The ComplexEventPeriodGrp is a subcomponent of ComplexEvents for specifying the periods for an Asian, Barrier, Knock or Strike Schedule option feature.

Tag Name Reqd Type Description Added Updated Deprecated
41010 NoComplexEventPeriods NumInGroup The number of periods in the repeating group. FIX.5.0SP2
⇒41011 ComplexEventPeriodType int Required if NoComplexEventPeriods(41010) > 0.
Value SymbolicName Description Added Updated Deprecated
0 AsianOut Asian Out FIX.5.0SP2EP169
1 AsianIn Asian In FIX.5.0SP2EP169
2 BarrierCap Barrier Cap FIX.5.0SP2EP169
3 BarrierFloor Barrier Floor FIX.5.0SP2EP169
4 KnockOut Knock Out FIX.5.0SP2EP169
5 KnockIn Knock In FIX.5.0SP2EP169
FIX.5.0SP2
⇒41012 ComplexEventBusinessCenter String The business center used to determine dates and times in the schedule or date-time group.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2
⇒ComplexEventScheduleGrp FIX.5.0SP2
⇒ComplexEventPeriodDateGrp FIX.5.0SP2
⇒ComplexEventAveragingObservationGrp FIX.5.0SP2

ComplexEventRateSourceGrp

The ComplexEventRateSourceGrp is a subcomponent of ComplexEvents for specifying primary and secondary rate sources.

Tag Name Reqd Type Description Added Updated Deprecated
41013 NoComplexEventRateSources NumInGroup The number of rate sources in the repeating group. FIX.5.0SP2
⇒41014 ComplexEventRateSource int Required if NoComplexEventRateSources(41013) > 0. FIX.5.0SP2
⇒41015 ComplexEventRateSourceType int Required if NoComplexEventRateSources(41013) > 0. FIX.5.0SP2
⇒41016 ComplexEventReferencePage String Conditionally required when ComplexEventRateSource(41014) = 99 (Other). FIX.5.0SP2
⇒41017 ComplexEventReferencePageHeading String Identifies the reference page heading from the rate source. FIX.5.0SP2

ComplexEventDateBusinessCenterGrp

The ComplexEventDateBusinessCenterGrp is a repeating subcomponent of the ComplexEventRelativeDate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.

Tag Name Reqd Type Description Added Updated Deprecated
41018 NoComplexEventDateBusinessCenters NumInGroup The number of business centers in the repeating group. FIX.5.0SP2
⇒41019 ComplexEventDateBusinessCenter String Required if NoComplexEventDateBuisinessCenters(41018) > 0. FIX.5.0SP2

ComplexEventRelativeDate

The ComplexEventRelativeDate is a subcomponent of ComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option.

Tag Name Reqd Type Description Added Updated Deprecated
41020 ComplexEventDateUnadjusted LocalMktDate The unadjusted complex event date. FIX.5.0SP2
41021 ComplexEventDateRelativeTo int Specifies the anchor date when the complex event date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
41022 ComplexEventDateOffsetPeriod int Conditionally required when ComplexEventDateOffsetUnit(41023) is specified. FIX.5.0SP2
41023 ComplexEventDateOffsetUnit String Conditionally required when ComplexEventDateOffsetPeriod(41022) is specified. FIX.5.0SP2
41024 ComplexEventDateOffsetDayType int Specifies the day type of the relative date offset.
Value SymbolicName Description Added Updated Deprecated
0 Business Business FIX.5.0SP2EP169
1 Calendar Calendar FIX.5.0SP2EP169
2 CommodityBusiness Commodity business FIX.5.0SP2EP169
3 CurrencyBusiness Currency business FIX.5.0SP2EP169
4 ExchangeBusiness Exchange business FIX.5.0SP2EP169
5 ScheduledTradingDay Scheduled trading day FIX.5.0SP2EP169
FIX.5.0SP2
41025 ComplexEventDateBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions. FIX.5.0SP2
ComplexEventDateBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the instrument provisions. FIX.5.0SP2
41026 ComplexEventDateAdjusted LocalMktDate The adjusted complex event date. FIX.5.0SP2
41027 ComplexEventFixingTime LocalMktTime The local market fixing time. FIX.5.0SP2
41028 ComplexEventFixingTimeBusinessCenter String The business center calendar used to determine the actual fixing times.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2

ComplexEventCreditEventSourceGrp

The ComplexEventCreditEventSourceGrp is a repeating subcomponent of the ComplexEvents component used to specify the particular newspapers or electronic news services that may publish relevant information used in the determination of whether or not a credit event has occurred.

Tag Name Reqd Type Description Added Updated Deprecated
41029 NoComplexEventCreditEventSources NumInGroup Number of event sources in the repeating group. FIX.5.0SP2
⇒41030 ComplexEventCreditEventSource String Required if NoComplexEventCreditEventSources(41029) > 0. FIX.5.0SP2

ComplexEventScheduleGrp

The ComplexEventScheduleGrp is a subcomponent of ComplexEventPeriodGrp for specifying a periodic schedule for an Asian, Barrier or Strike Schedule option feature.

Tag Name Reqd Type Description Added Updated Deprecated
41031 NoComplexEventSchedules NumInGroup Number of schedules in the repeating group. FIX.5.0SP2
⇒41032 ComplexEventScheduleStartDate LocalMktDate Required if NoComplexEventSchedules(41031) > 0. FIX.5.0SP2
⇒41033 ComplexEventScheduleEndDate LocalMktDate The end date of the schedule. FIX.5.0SP2
⇒41034 ComplexEventScheduleFrequencyPeriod int Conditionally required when ComplexEventScheduleFrequencyUnit(41035) is specified. FIX.5.0SP2
⇒41035 ComplexEventScheduleFrequencyUnit String Conditionally required when ComplexEventScheduleFrequencPeriod(41034) is specified. FIX.5.0SP2
⇒41036 ComplexEventScheduleRollConvention String When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the schedule. FIX.5.0SP2

DeliveryScheduleGrp

The DeliveryScheduleGrp is a repeating subcomponent of the Stream component used to detail step schedules associated with a delivery stream.

Tag Name Reqd Type Description Added Updated Deprecated
41037 NoDeliverySchedules NumInGroup Number of delivery schedules in the repeating group. FIX.5.0SP2
⇒41038 DeliveryScheduleType int Required if NoDeliverySchedules(41037) > 0.
Value SymbolicName Description Added Updated Deprecated
0 Notional Notional FIX.5.0SP2EP169
1 Delivery Delivery FIX.5.0SP2EP169
2 PhysicalSettlPeriods Physical settlement period FIX.5.0SP2EP169
FIX.5.0SP2
⇒41039 DeliveryScheduleXID XID Identifier for this instance of delivery schedule for cross referencing elsewhere in the message. FIX.5.0SP2
⇒41040 DeliveryScheduleNotional Qty Physical delivery quantity. FIX.5.0SP2
⇒41041 DeliveryScheduleNotionalUnitOfMeasure String Specifies the delivery quantity unit of measure (UOM). FIX.5.0SP2
⇒41042 DeliveryScheduleNotionalCommodityFrequency int The frequency of notional delivery. FIX.5.0SP2
⇒41043 DeliveryScheduleNegativeTolerance float Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryScheduleToleranceType(41046). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). FIX.5.0SP2
⇒41044 DeliverySchedulePositiveTolerance float Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryScheduleToleranceType(41046). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). FIX.5.0SP2
⇒41045 DeliveryScheduleToleranceUnitOfMeasure String Specifies the tolerance value's unit of measure (UOM). FIX.5.0SP2
⇒41046 DeliveryScheduleToleranceType int Conditionally required when DeliveryScheduleNegativeTolerance(41043) or DeliverySchedulePositiveTolerance(41044) is specified.
Value SymbolicName Description Added Updated Deprecated
0 Absolute Absolute FIX.5.0SP2EP169
1 Percentage Percentage FIX.5.0SP2EP169
FIX.5.0SP2
⇒41047 DeliveryScheduleSettlCountry Country Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. FIX.5.0SP2
⇒41048 DeliveryScheduleSettlTimeZone String Delivery timezone specified as "prevailing" rather than "standard" or "daylight".
See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. 		FIX.5.0SP2
⇒41049 DeliveryScheduleSettlFlowType int Specifies the commodity delivery flow type.
Value SymbolicName Description Added Updated Deprecated
0 AllTimes All times FIX.5.0SP2EP169
1 OnPeak On peak FIX.5.0SP2EP169
2 OffPeak Off peak FIX.5.0SP2EP169
3 Base Base FIX.5.0SP2EP169
4 BlockHours Block hours FIX.5.0SP2EP179
5 Other Other FIX.5.0SP2EP179
FIX.5.0SP2
⇒41050 DeliveryScheduleSettlHolidaysProcessingInstruction int Indicates whether holidays are included in the settlement periods. Required for electricity contracts.
Value SymbolicName Description Added Updated Deprecated
0 DoNotIncludeHolidays Do not include holidays FIX.5.0SP2EP169
1 IncludeHolidays Include holidays FIX.5.0SP2EP169
FIX.5.0SP2
⇒DeliveryScheduleSettlDayGrp FIX.5.0SP2

DeliveryScheduleSettlDayGrp

The DeliveryScheduleSettlDayGrp is a repeating subcomponent of the DeliveryScheduleGrp component used to detail commodity delivery days.

Tag Name Reqd Type Description Added Updated Deprecated
41051 NoDeliveryScheduleSettlDays NumInGroup Number of delivery schedules in the repeating group. FIX.5.0SP2
⇒41052 DeliveryScheduleSettlDay int Required if NoDeliveryScheduleSettlDays(41051) > 0.
Value SymbolicName Description Added Updated Deprecated
1 Monday Monday FIX.5.0SP2EP169
2 Tuesday Tuesday FIX.5.0SP2EP169
3 Wednesday Wednesday FIX.5.0SP2EP169
4 Thursday Thursday FIX.5.0SP2EP169
5 Friday Friday FIX.5.0SP2EP169
6 Saturday Saturday FIX.5.0SP2EP169
7 Sunday Sunday FIX.5.0SP2EP169
8 AllWeekdays All weekdays FIX.5.0SP2EP169
9 AllDays All days FIX.5.0SP2EP169
10 AllWeekends All weekends FIX.5.0SP2EP169
FIX.5.0SP2
⇒41053 DeliveryScheduleSettlTotalHours int The sum of the total hours specified in the DeliveryScheduleSettlTimeGrp component. FIX.5.0SP2
⇒DeliveryScheduleSettlTimeGrp FIX.5.0SP2

DeliveryScheduleSettlTimeGrp

The DeliveryScheduleSettlTimeGrp is a repeating subcomponent of the DeliveryScheduleSettlDayGrp component used to detail commodity delivery time period.

Tag Name Reqd Type Description Added Updated Deprecated
41054 NoDeliveryScheduleSettlTimes NumInGroup Number of hour ranges in the repeating group. FIX.5.0SP2
⇒41055 DeliveryScheduleSettlStart String Required if NoDeliveryScheduleSettlTimes(41054) > 0. FIX.5.0SP2
⇒41056 DeliveryScheduleSettlEnd String Required if NoDeliveryScheduleSettlTimes(41054) > 0. FIX.5.0SP2
⇒41057 DeliveryScheduleSettlTimeType int May be defaulted to market convention or bilaterally agreed if not specified.
Value SymbolicName Description Added Updated Deprecated
0 Hour Applicable for electricity contracts. Time value is expressed as an integer hour of the day (1-24). The delivery start/end hour is specified as the end of the included hour. For example, a start hour of "4" begins at 3 a.m.; an end hour of "20" ends at 8 p.m.; a start hour of "1" and end hour of "24" indicates midnight to midnight delivery. FIX.5.0SP2EP169
1 Timestamp Applicable for gas contracts. Time value is expressed using a 24-hour time format. For example, a time value of "13:30" is 1:30 p.m. FIX.5.0SP2EP169
FIX.5.0SP2

DeliveryStream

The DeliveryStream component is used to optionally specify the attributes of a physical delivery stream in a swap.

Tag Name Reqd Type Description Added Updated Deprecated
41058 DeliveryStreamType int Specifies the type of delivery stream.
Value SymbolicName Description Added Updated Deprecated
0 Periodic Periodic (default if not specified) FIX.5.0SP2EP169
1 Initial Initial FIX.5.0SP2EP169
2 Single Single FIX.5.0SP2EP169
FIX.5.0SP2
DeliveryStreamCommoditySourceGrp FIX.5.0SP2
41059 DeliveryStreamPipeline String The name of the oil delivery pipeline. FIX.5.0SP2
41060 DeliveryStreamEntryPoint String The point at which the commodity will enter the delivery mechanism or pipeline. FIX.5.0SP2
41061 DeliveryStreamWithdrawalPoint String The point at which the commodity product will be withdrawn prior to delivery. FIX.5.0SP2
41062 DeliveryStreamDeliveryPoint String The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product.
For bullion, see http://www.fpml.org/coding-scheme/bullion-delivery-location for values. 		FIX.5.0SP2
42192 DeliveryStreamDeliveryPointSource int Identifies the class or source of DeliveryStreamDeliveryPoint(41062).
Value SymbolicName Description Added Updated Deprecated
0 Proprietary Proprietary FIX.5.0SP2EP179
1 EIC Energy Identification Code specifies the location or connection point codes of energy delivery. See http://www.entsog.eu/eic-codes/eic-location-codes-v or http://www.eiccodes.eu for more information and allocated values to use in DeliveryStreamDeliveryPoint(41062). FIX.5.0SP2EP179
FIX.5.0SP2
42193 DeliveryStreamDeliveryPointDesc String Description of the delivery point identified in DeliveryStreamDeliveryPoint(41062). FIX.5.0SP2
41063 DeliveryStreamDeliveryRestriction int Specifies under what conditions the buyer and seller should be excused of their delivery obligations.
Value SymbolicName Description Added Updated Deprecated
1 Firm Never excused of delivery obligations. FIX.5.0SP2EP169
2 NonFirm Excused when interrupted for any reason or for no reason without liability. FIX.5.0SP2EP169
3 ForceMajeure Excused when prevented by force majeure. FIX.5.0SP2EP169
4 SystemFirm Must be supplied from the owned or controlled generation of pre-existing purchased power assets of the system specified. FIX.5.0SP2EP169
5 UnitFirm Must be supplied from the generation assset specified. FIX.5.0SP2EP169
FIX.5.0SP2
41064 DeliveryStreamDeliveryContingency String Specifies the electricity delivery contingency.
See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values. 		FIX.5.0SP2
41065 DeliveryStreamDeliveryContingentPartySide int The trade side value of the party responsible for electricity delivery contingency. FIX.5.0SP2
41066 DeliveryStreamDeliverAtSourceIndicator Boolean When this element is specified and set to 'Y', delivery of the coal product is to be at its source. FIX.5.0SP2
41067 DeliveryStreamRiskApportionment String Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product.
See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list. 		FIX.5.0SP2
41218 DeliveryStreamRiskApportionmentSource String Specifies the source or legal framework for the risk apportionment.
See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list. 		FIX.5.0SP2
DeliveryStreamCycleGrp FIX.5.0SP2
41068 DeliveryStreamTitleTransferLocation String Specifies the title transfer location. FIX.5.0SP2
41069 DeliveryStreamTitleTransferCondition int Specifies the condition of title transfer.
Value SymbolicName Description Added Updated Deprecated
0 Transfers Transfers with risk of loss FIX.5.0SP2EP169
1 DoesNotTransfer Does not transfer with risk of loss FIX.5.0SP2EP169
FIX.5.0SP2
41070 DeliveryStreamImporterOfRecord String A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation. FIX.5.0SP2
41071 DeliveryStreamNegativeTolerance float Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryStreamToleranceType(41074). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). FIX.5.0SP2
41072 DeliveryStreamPositiveTolerance float Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryStreamToleranceType(41074). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). FIX.5.0SP2
41073 DeliveryStreamToleranceUnitOfMeasure String Specifies the tolerance value's unit of measure (UOM). FIX.5.0SP2
41074 DeliveryStreamToleranceType int Specifies the tolerance value type. FIX.5.0SP2
41075 DeliveryStreamToleranceOptionSide int Indicates whether the tolerance is at the seller's or buyer's option.
Value SymbolicName Description Added Updated Deprecated
1 Buyer Buyer FIX.5.0SP2EP169
2 Seller Seller FIX.5.0SP2EP169
FIX.5.0SP2
41076 DeliveryStreamTotalPositiveTolerance Percentage The positive percent tolerance which applies to the total quantity delivered over all shipment periods.
Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). 		FIX.5.0SP2
41077 DeliveryStreamTotalNegativeTolerance Percentage The negative percent tolerance which applies to the total quantity delivered over all shipment periods.
Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). 		FIX.5.0SP2
41078 DeliveryStreamNotionalConversionFactor float If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used. FIX.5.0SP2
41079 DeliveryStreamTransportEquipment String The transportation equipment with which the commodity product will be delivered and received. FIX.5.0SP2
41080 DeliveryStreamElectingPartySide int A reference to the party able to choose whether the gas is delivered for a particular period as found in a swing or interruptible contract.
Value SymbolicName Description Added Updated Deprecated
0 Buyer Buyer FIX.5.0SP2EP169
1 Seller Seller FIX.5.0SP2EP169
FIX.5.0SP2
43094 DeliveryStreamRouteOrCharter String Specific delivery route or time charter average. Applicable to commodity freight swaps. FIX.5.0SP2

DeliveryStreamCycleGrp

The DeliveryStreamCycleGrp is a repeating subcomponent of the DeliveryStream component used to detail delivery cycles during which the oil product will be transported in the pipeline.

Tag Name Reqd Type Description Added Updated Deprecated
41081 NoDeliveryStreamCycles NumInGroup Number of delivery cycles in the repeating group. FIX.5.0SP2
⇒41082 DeliveryStreamCycleDesc String Required if NoDeliveryStreamCycles(41081) > 0. FIX.5.0SP2
⇒41083 EncodedDeliveryStreamCycleDescLen Length Must be set if EncodedDeliveryStreamCycleDesc(41084) field is specified and must immediately precede it. FIX.5.0SP2
⇒41084 EncodedDeliveryStreamCycleDesc data Encoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2

DeliveryStreamCommoditySourceGrp

The DeliveryStreamCommoditySourceGrp is a repeating subcomponent of the DeliveryStream component used to detail the origins or sources of the commodity.

Tag Name Reqd Type Description Added Updated Deprecated
41085 NoDeliveryStreamCommoditySources NumInGroup Number of commodity sources in the repeating group. FIX.5.0SP2
⇒41086 DeliveryStreamCommoditySource String Required if NoDeliveryStreamCommoditySources(41085) > 0. FIX.5.0SP2

MarketDisruption

The MarketDisruption component is a subcomponent of the Instrument used to specify the market disruption provisions of the swap.

Tag Name Reqd Type Description Added Updated Deprecated
41087 MarketDisruptionProvision int The consequences of market disruption events.
Value SymbolicName Description Added Updated Deprecated
0 NotApplicable Not applicable FIX.5.0SP2EP169
1 Applicable Applicable FIX.5.0SP2EP169
2 AsInMasterAgreement As specified in master agreement FIX.5.0SP2EP169
3 AsInConfirmation As specified in confirmation FIX.5.0SP2EP169
FIX.5.0SP2
MarketDisruptionEventGrp FIX.5.0SP2
41088 MarketDisruptionFallbackProvision int Specifies the location of the fallback provision documentation.
Value SymbolicName Description Added Updated Deprecated
0 MasterAgreement As specified in master agreement FIX.5.0SP2EP169
1 Confirmation As specified in confirmation FIX.5.0SP2EP169
FIX.5.0SP2
MarketDisruptionFallbackGrp FIX.5.0SP2
MarketDisruptionFallbackReferencePriceGrp FIX.5.0SP2
41089 MarketDisruptionMaximumDays int Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). FIX.5.0SP2
41090 MarketDisruptionMaterialityPercentage Percentage If specified, the disruption event should be specified in MarketDisruptionEventGrp. FIX.5.0SP2
41091 MarketDisruptionMinimumFuturesContracts int Applicable only when MarketDisruptionEvent(41093)='DeMinimisTrading'. FIX.5.0SP2

MarketDisruptionEventGrp

The MarketDisruptionEventGrp is a repeating subcomponent of the MarketDisruption component used to specify the market disruption events.

Tag Name Reqd Type Description Added Updated Deprecated
41092 NoMarketDisruptionEvents NumInGroup Number of disruption events in the repeating group. FIX.5.0SP2
⇒41093 MarketDisruptionEvent String Required if NoMarketDisruptionEvents(41092) > 0. FIX.5.0SP2
⇒40991 MarketDisruptionValue String Applicable value for MarketDisruptionEvent(41093). FIX.5.0SP2

MarketDisruptionFallbackGrp

The MarketDisruptionFallbackGrp is a repeating subcomponent of the MarketDisruption component used to specify the market disruption fallback provisions.

Tag Name Reqd Type Description Added Updated Deprecated
41094 NoMarketDisruptionFallbacks NumInGroup Number of fallbacks in the repeating group. FIX.5.0SP2
⇒41095 MarketDisruptionFallbackType String Required if NoMarketDisruptionFallbacks(41094) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. FIX.5.0SP2
⇒40992 MarketDisruptionFallbackValue String Applicable value for MarketDisruptionFallbackType(41095). FIX.5.0SP2

MarketDisruptionFallbackReferencePriceGrp

The MarketDisruptionFallbackReferencePriceGrp is a repeating subcomponent of the MarketDisruption component used to specify the fallback reference price and underlying security provisions

Tag Name Reqd Type Description Added Updated Deprecated
41096 NoMarketDisruptionFallbackReferencePrices NumInGroup Number of fallback reference securities in the repeating group. FIX.5.0SP2
⇒41097 MarketDisruptionFallbackUnderlierType int Required if NoMarketDisruptionFallbackReferencePrices(41096) > 0.
Value SymbolicName Description Added Updated Deprecated
0 Basket Basket FIX.5.0SP2EP169
1 Bond Bond FIX.5.0SP2EP169
2 Cash Cash FIX.5.0SP2EP169
3 Commodity Commodity FIX.5.0SP2EP169
4 ConvertibleBond Convertible bond FIX.5.0SP2EP169
5 Equity Equity FIX.5.0SP2EP169
6 ExchangeTradedFund Exchange traded fund FIX.5.0SP2EP169
7 Future Future FIX.5.0SP2EP169
8 Index Index FIX.5.0SP2EP169
9 Loan Loan FIX.5.0SP2EP169
10 Mortgage Mortgage FIX.5.0SP2EP169
11 MutualFund Mutual fund FIX.5.0SP2EP169
FIX.5.0SP2
⇒41098 MarketDisruptionFallbackUnderlierSecurityID String Conditionally required when MarketDisruptionFallbackUnderlyerSecurityIDSource(41099) is specified. FIX.5.0SP2
⇒41099 MarketDisruptionFallbackUnderlierSecurityIDSource String Conditionally required when MarketDisruptionFallbackUnderlierSecurityID(41098) is specified. FIX.5.0SP2
⇒41100 MarketDisruptionFallbackUnderlierSecurityDesc String Specifies the description of the underlying security. FIX.5.0SP2
⇒41101 EncodedMarketDisruptionFallbackUnderlierSecurityDescLen Length Must be set if EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field is specified and must immediately precede it FIX.5.0SP2
⇒41102 EncodedMarketDisruptionFallbackUnderlierSecurityDesc data Encoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
⇒41103 MarketDisruptionFallbackOpenUnits Qty If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. FIX.5.0SP2
⇒41104 MarketDisruptionFallbackBasketCurrency Currency Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒41105 MarketDisruptionFallbackBasketDivisor float Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. FIX.5.0SP2

OptionExercise

The OptionExercise component is a subcomponent of the Instrument component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded OptionExerciseExpiration component is used to terminate the opportunity for exercise.

Tag Name Reqd Type Description Added Updated Deprecated
41106 ExerciseDesc String A description of the option exercise. FIX.5.0SP2
41107 EncodedExerciseDescLen Length Must be set if EncodedExerciseDesc(41108) field is specified and must immediately precede it. FIX.5.0SP2
41108 EncodedExerciseDesc data Encoded (non-ASCII characters) representation of the ExerciseDesc(41106) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
41109 AutomaticExerciseIndicator Boolean Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money. FIX.5.0SP2
41110 AutomaticExerciseThresholdRate float The threshold rate for triggering automatic exercise. FIX.5.0SP2
41111 ExerciseConfirmationMethod int Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent.
Value SymbolicName Description Added Updated Deprecated
0 NotRequired Not required FIX.5.0SP2EP169
1 NonElectronic Non-electronic FIX.5.0SP2EP169
2 Electronic Electronic FIX.5.0SP2EP169
3 Unknown Unknown at time of report FIX.5.0SP2EP169
FIX.5.0SP2
41112 ManualNoticeBusinessCenter String Identifies the business center used for adjusting the time for manual exercise notice.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2
41113 FallbackExerciseIndicator Boolean Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). FIX.5.0SP2
41114 LimitedRightToConfirmIndicator Boolean Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the expiration date. If true ("Y") specific rules will apply in relation to the settlement mode. FIX.5.0SP2
41115 ExerciseSplitTicketIndicator Boolean Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations. FIX.5.0SP2
42590 SettlMethodElectingPartySide int Side value of the party electing the settlement method. FIX.5.0SP2
SettlMethodElectionDate FIX.5.0SP2
OptionExerciseDates FIX.5.0SP2
OptionExerciseExpiration FIX.5.0SP2
OptionExerciseMakeWholeProvision FIX.5.0SP2

OptionExerciseBusinessCenterGrp

The OptionExerciseBusinessCenterGrp is a repeating subcomponent of the OptionExerciseDates component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.

Tag Name Reqd Type Description Added Updated Deprecated
41116 NoOptionExerciseBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒41117 OptionExerciseBusinessCenter String Required if NoOptionExerciseBusinessCenters(41116) > 0. FIX.5.0SP2

OptionExerciseDates

The OptionExerciseDate component is a subcomponent of the OptionExercise component used to specify option exercise dates.

Tag Name Reqd Type Description Added Updated Deprecated
41118 OptionExerciseBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise dates. FIX.5.0SP2
OptionExerciseBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise dates. FIX.5.0SP2
OptionExerciseDateGrp FIX.5.0SP2
41119 OptionExerciseEarliestDateOffsetDayType int Specifies the day type of the relative earliest option exercise date offset. FIX.5.0SP2
41120 OptionExerciseEarliestDateOffsetPeriod int Conditionally required when OptionExerciseEarliestDateUnit(41121) is specified. FIX.5.0SP2
41121 OptionExerciseEarliestDateOffsetUnit String Conditionally required when OptionExerciseEarliestDatePeriod(41120) is specified. FIX.5.0SP2
41122 OptionExerciseFrequencyPeriod int Conditionally required when OptionExerciseFrequencyUnit(41123) is specified. FIX.5.0SP2
41123 OptionExerciseFrequencyUnit String Conditionally required when OptionExerciseFrequencyPeriod(41122) is specified. FIX.5.0SP2
41124 OptionExerciseStartDateUnadjusted LocalMktDate The unadjusted start date for calculating periodic exercise dates. FIX.5.0SP2
41125 OptionExerciseStartDateRelativeTo int Specifies the anchor date when the option exercise start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
41126 OptionExerciseStartDateOffsetPeriod int Conditionally required when OptionExerciseStartDateOffsetUnit(41127) is specified. FIX.5.0SP2
41127 OptionExerciseStartDateOffsetUnit String Conditionally required when OptionExerciseStartDateOffsetPeriod(41126) is specified. FIX.5.0SP2
41128 OptionExerciseStartDateOffsetDayType int Specifies the day type of the relative option exercise start date offset. FIX.5.0SP2
41129 OptionExerciseStartDateAdjusted LocalMktDate The adjusted start date for calculating periodic exercise dates. FIX.5.0SP2
41130 OptionExerciseSkip int The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. FIX.5.0SP2
41131 OptionExerciseNominationDeadline LocalMktDate Last date (adjusted) for establishing the option exercise terms. FIX.5.0SP2
41132 OptionExerciseFirstDateUnadjusted LocalMktDate The unadjusted first exercise date. FIX.5.0SP2
41133 OptionExerciseLastDateUnadjusted LocalMktDate The unadjusted last exercise date. FIX.5.0SP2
41134 OptionExerciseEarliestTime LocalMktTime The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option. FIX.5.0SP2
41135 OptionExerciseLatestTime LocalMktTime The latest exercise time. See also OptionExerciseEarliestTime(41134). FIX.5.0SP2
41136 OptionExerciseTimeBusinessCenter String The business center used to determine the locale for option exercise time, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values 		FIX.5.0SP2

OptionExerciseDateGrp

The OptionExerciseDateGrp is a repeating subcomponent of the OptionExerciseDates component used to specify fixed dates for exercise.

Tag Name Reqd Type Description Added Updated Deprecated
41137 NoOptionExerciseDates NumInGroup Number of dates in the repeating group. FIX.5.0SP2
⇒41138 OptionExerciseDate LocalMktDate Required if NoOptionExerciseDates(41137) > 0. FIX.5.0SP2
⇒41139 OptionExerciseDateType int When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type.
Value SymbolicName Description Added Updated Deprecated
0 Unadjusted Unadjusted FIX.5.0SP2EP169
1 Adjusted Adjusted FIX.5.0SP2EP169
FIX.5.0SP2

OptionExerciseExpirationDateBusinessCenterGrp

The OptionExerciseExpirationDateBusinessCenterGrp is a repeating subcomponent of the OptionExerciseExpiration component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.

Tag Name Reqd Type Description Added Updated Deprecated
41140 NoOptionExerciseExpirationDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒41141 OptionExerciseExpirationDateBusinessCenter String Required if NoOptionExerciseExpirationDateBusinessCenters(41140) > 0. FIX.5.0SP2

OptionExerciseExpiration

The OptionExerciseExpiration component is a subcomponent of the OptionExercise component used to specify option exercise expiration dates and times. The purpose of OptionExercise is to identify the scheduled opportunities for exercise. OptionExerciseExpiration identifies the end of the schedule.

Tag Name Reqd Type Description Added Updated Deprecated
41142 OptionExerciseExpirationDateBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise expiration dates. FIX.5.0SP2
OptionExerciseExpirationDateBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise expiration dates. FIX.5.0SP2
OptionExerciseExpirationDateGrp FIX.5.0SP2
41143 OptionExerciseExpirationDateRelativeTo int Specifies the anchor date when the option exercise expiration date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
41144 OptionExerciseExpirationDateOffsetPeriod int Conditionally required when OptionExerciseExpirationDateOffsetUnit(41145) is specified. FIX.5.0SP2
41145 OptionExerciseExpirationDateOffsetUnit String Conditionally required when OptionExerciseExpirationDateOffsetPeriod(41144) is specified. FIX.5.0SP2
41146 OptionExerciseExpirationFrequencyPeriod int Conditionally required when OptionExerciseExpirationFrequencyUnit(41147) is specified. FIX.5.0SP2
41147 OptionExerciseExpirationFrequencyUnit String Conditionally required when OptionExerciseExpirationFrequencyPeriod(41146) is specified. FIX.5.0SP2
41148 OptionExerciseExpirationRollConvention String When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the option expiration dates and times. FIX.5.0SP2
41149 OptionExerciseExpirationDateOffsetDayType int Specifies the day type of the relative option exercise expiration date offset. FIX.5.0SP2
41150 OptionExerciseExpirationTime LocalMktTime The option exercise expiration time. FIX.5.0SP2
41151 OptionExerciseExpirationTimeBusinessCenter String The business center used to determine the locale for option exercise expiration time, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2

OptionExerciseExpirationDateGrp

The OptionExerciseExpirationDateGrp is a repeating subcomponent of the OptionExerciseExpiration component used to specify fixed dates for expiration.

Tag Name Reqd Type Description Added Updated Deprecated
41152 NoOptionExerciseExpirationDates NumInGroup Number of fixed exercise expiration dates in the repeating group. FIX.5.0SP2
⇒41153 OptionExerciseExpirationDate LocalMktDate Required if NoOptionExpirationDates(41152) > 0. FIX.5.0SP2
⇒41154 OptionExerciseExpirationDateType int When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2

PaymentScheduleFixingDayGrp

The PaymentScheduleFixingDayGrp is a repeating subcomponent of the PaymentScheduleGrp component used to detail periodic fixing days.

Tag Name Reqd Type Description Added Updated Deprecated
41161 NoPaymentScheduleFixingDays NumInGroup Number of fixing days in the repeating group. FIX.5.0SP2
⇒41162 PaymentScheduleFixingDayOfWeek int Required if NoPaymentScheduleFixingDays(41161) > 0. FIX.5.0SP2
⇒41163 PaymentScheduleFixingDayNumber int The occurrence of the day of week on which fixing takes place. FIX.5.0SP2

PaymentStreamPricingBusinessCenterGrp

The PaymentStreamPricingBusinessCenterGrp is a repeating subcomponent of the PaymentStreamFloatingRate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.

Tag Name Reqd Type Description Added Updated Deprecated
41192 NoPaymentStreamPricingBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒41193 PaymentStreamPricingBusinessCenter String Required if NoPaymentStreamPricingBusinessCenters(41192) > 0. FIX.5.0SP2

PaymentStreamPaymentDateGrp

The PaymentStreamPaymentDateGrp is a repeating subcomponent of the PaymentStreamPaymentDates component used to detail fixed dates for swap stream payments.

Tag Name Reqd Type Description Added Updated Deprecated
41220 NoPaymentStreamPaymentDates NumInGroup Number of payment dates in the repeating group. FIX.5.0SP2
⇒41221 PaymentStreamPaymentDate LocalMktDate Required if NoPaymentStreamPaymentDates(41220) > 0. FIX.5.0SP2
⇒41222 PaymentStreamPaymentDateType int When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2

PaymentStreamPricingDateGrp

The PaymentStreamPricingDateGrp is a repeating subcomponent of the PaymentStreamFloatingRate component used to detail fixed pricing dates.

Tag Name Reqd Type Description Added Updated Deprecated
41224 NoPaymentStreamPricingDates NumInGroup Number of pricing dates in the repeating group. FIX.5.0SP2
⇒41225 PaymentStreamPricingDate LocalMktDate Required if NoPaymentStreamPricingDates(41224) > 0. FIX.5.0SP2
⇒41226 PaymentStreamPricingDateType int When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2

PaymentStreamPricingDayGrp

The PaymentStreamPricingDayGrp is a repeating subcomponent of the PaymentStreamFloatingRate component used to detail periodic pricing days.

Tag Name Reqd Type Description Added Updated Deprecated
41227 NoPaymentStreamPricingDays NumInGroup Number of pricing days in the repeating group. FIX.5.0SP2
⇒41228 PaymentStreamPricingDayOfWeek int Required if NoPaymentStreamPricingDays(41227) > 0.
Value SymbolicName Description Added Updated Deprecated
0 EveryDay Every day (the default if not specified) FIX.5.0SP2EP169
1 Monday Monday FIX.5.0SP2EP169
2 Tuesday Tuesday FIX.5.0SP2EP169
3 Wednesday Wednesday FIX.5.0SP2EP169
4 Thursday Thursday FIX.5.0SP2EP169
5 Friday Friday FIX.5.0SP2EP169
6 Saturday Saturday FIX.5.0SP2EP169
7 Sunday Sunday FIX.5.0SP2EP169
FIX.5.0SP2
⇒41229 PaymentStreamPricingDayNumber int The occurrence of the day of week on which pricing takes place. FIX.5.0SP2

PricingDateBusinessCenterGrp

PricingDateBusinessCenterGrp is a repeating subcomponent of the PricingDateTime component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.

Tag Name Reqd Type Description Added Updated Deprecated
41230 NoPricingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒41231 PricingDateBusinessCenter String Required if NoPricingDateBusinessCenters(41230) > 0. FIX.5.0SP2

PricingDateTime

The PricingDateTime component is a subcomponent of Instrument used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade.

Tag Name Reqd Type Description Added Updated Deprecated
41232 PricingDateUnadjusted LocalMktDate The unadjusted pricing or fixing date. FIX.5.0SP2
41233 PricingDateBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates. FIX.5.0SP2
PricingDateBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates. FIX.5.0SP2
41234 PricingDateAdjusted LocalMktDate The adjusted pricing or fixing date. FIX.5.0SP2
41235 PricingTime LocalMktTime Specifies the local market time of the pricing or fixing. FIX.5.0SP2
41236 PricingTimeBusinessCenter String Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. FIX.5.0SP2

StreamAssetAttributeGrp

The StreamAssetAttributeGrp is a repeating subcomponent of the StreamCommodity component used to detail commodity attributes, quality standards and reject limits.

Tag Name Reqd Type Description Added Updated Deprecated
41237 NoStreamAssetAttributes NumInGroup Number of asset attribute entries in the group.
Value SymbolicName Description Added Updated Deprecated
D Day Day FIX.5.0SP2EP169
FIX.5.0SP2
⇒41238 StreamAssetAttributeType String Required if NoStreamAssetAttributes(41237) > 0. FIX.5.0SP2
⇒41239 StreamAssetAttributeValue String Specifies the value of the attribute. FIX.5.0SP2
⇒41240 StreamAssetAttributeLimit String Limit or lower acceptable value of the attribute. FIX.5.0SP2

StreamCalculationPeriodDateGrp

The StreamCalculationPeriodDateGrp is a repeating subcomponent of the StreamCalculationPeriodDates component used to detail fixed dates for the swap stream.

Tag Name Reqd Type Description Added Updated Deprecated
41241 NoStreamCalculationPeriodDates NumInGroup Number of calculation period dates in the repeating group. FIX.5.0SP2
⇒41242 StreamCalculationPeriodDate LocalMktDate Required if NoStreamCalculationPeriodDates(41241) > 0. FIX.5.0SP2
⇒41243 StreamCalculationPeriodDateType int When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2

StreamCommoditySettlBusinessCenterGrp

StreamCommoditySettlBusinessCenterGrp is a repeating subcomponent of the StreamCommodity component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.

Tag Name Reqd Type Description Added Updated Deprecated
41249 NoStreamCommoditySettlBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒41250 StreamCommoditySettlBusinessCenter String Required if NoStreamCommoditySettlBusinessCenters(41249) > 0. FIX.5.0SP2

StreamCommodity

StreamCommodity is a subcomponent of the Stream component used to identify and describe the underlying commodity.

Tag Name Reqd Type Description Added Updated Deprecated
41251 StreamCommodityBase String Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. FIX.5.0SP2
41252 StreamCommodityType String Specifies the type of commodity product.
For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values.
For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values.
For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types. 		FIX.5.0SP2
41253 StreamCommoditySecurityID String Conditionally required when StreamCommoditySecurityIDSource(41254) is specified. FIX.5.0SP2
41254 StreamCommoditySecurityIDSource String Conditionally required when StreamCommoditySecurityID(41253) is specified. FIX.5.0SP2
StreamCommodityAltIDGrp FIX.5.0SP2
41255 StreamCommodityDesc String Description of the commodity asset. FIX.5.0SP2
41256 EncodedStreamCommodityDescLen Length Must be set if EncodedCommodityDesc(41257) field is specified and must immediately precede it. FIX.5.0SP2
41257 EncodedStreamCommodityDesc data Encoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
42587 StreamCommodityDeliveryPricingRegion String May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). FIX.5.0SP2
StreamAssetAttributeGrp FIX.5.0SP2
41258 StreamCommodityUnitOfMeasure String The unit of measure (UOM) of the commodity asset. FIX.5.0SP2
41259 StreamCommodityCurrency Currency Identifies the currency of the commodity asset. Uses ISO 4217 currency codes. FIX.5.0SP2
41260 StreamCommodityExchange Exchange Identifies the exchange where the commodity is traded. FIX.5.0SP2
41261 StreamCommodityRateSource int Identifies the source of rate information used for commodities.
See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources. 		FIX.5.0SP2
41262 StreamCommodityRateReferencePage String Identifies the reference "page" from the rate source. FIX.5.0SP2
41263 StreamCommodityRateReferencePageHeading String Identifies the page heading from the rate source. FIX.5.0SP2
41264 StreamDataProvider String Specifies the commodity data or information provider.
See http://www.fpml.org/coding-scheme/commodity-information-provider for values. 		FIX.5.0SP2
StreamCommodityDataSourceGrp FIX.5.0SP2
41265 StreamCommodityPricingType String Specifies how the pricing or rate setting of the trade is to be determined or based upon.
See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types. 		FIX.5.0SP2
41266 StreamCommodityNearbySettlDayPeriod int Conditionally required when StreamCommodityNearbySettlDayUnit(41267) is specified. FIX.5.0SP2
41267 StreamCommodityNearbySettlDayUnit String Conditionally required when StreamCommodityNearbySettlDayPeriod(41266) is specified.
Value SymbolicName Description Added Updated Deprecated
Wk Week Week FIX.5.0SP2EP169
Mo Month Month FIX.5.0SP2EP169
FIX.5.0SP2
41268 StreamCommoditySettlDateUnadjusted LocalMktDate The unadjusted commodity delivery date. FIX.5.0SP2
41269 StreamCommoditySettlDateBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of settlement dates. FIX.5.0SP2
StreamCommoditySettlBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of settlement dates. FIX.5.0SP2
41270 StreamCommoditySettlDateAdjusted LocalMktDate The adjusted commodity delivery date. FIX.5.0SP2
41271 StreamCommoditySettlMonth int Specifies a fixed single month for commodity delivery. FIX.5.0SP2
41272 StreamCommoditySettlDateRollPeriod int Conditionally required when StreamCommoditySettlDateRollUnit(41273) is specified. FIX.5.0SP2
41273 StreamCommoditySettlDateRollUnit String Conditionally required when StreamCommoditySettlDateRollPeriod(41272) is specified.
Value SymbolicName Description Added Updated Deprecated
D Day Day FIX.5.0SP2EP169
FIX.5.0SP2
41274 StreamCommoditySettlDayType int Specifies the commodity delivery roll day type. FIX.5.0SP2
StreamCommoditySettlPeriodGrp FIX.5.0SP2
41275 StreamCommodityXID XID Identifier of this stream commodity for cross referencing elsewhere in the message. FIX.5.0SP2
41276 StreamCommodityXIDRef XIDREF Reference to a stream commodity elsewhere in the message. FIX.5.0SP2

StreamCommodityAltIDGrp

StreamCommodityAltIDGrp is a subcomponent of the StreamCommodity component used to specify alternate identifiers.

Tag Name Reqd Type Description Added Updated Deprecated
41277 NoStreamCommodityAltIDs NumInGroup Number of alternate security identifers. FIX.5.0SP2
⇒41278 StreamCommodityAltID String Required if NoStreamCommodityAltIDs(41277) > 0. FIX.5.0SP2
⇒41279 StreamCommodityAltIDSource String Required if NoStreamCommodityAltIDs(41277) > 0. FIX.5.0SP2

StreamCommodityDataSourceGrp

StreamCommodityDataSourceGrp is a subcomponent of the StreamCommodity component used to specify sources of data, e.g. weather stations. The order of entry determines priority – first is the main source, second is fallback, third is second fallback.

Tag Name Reqd Type Description Added Updated Deprecated
41280 NoStreamCommodityDataSources NumInGroup Number of data sources in the repeating group. The order of entry determines priority – first is the main source, second is fallback, third is second fallback. FIX.5.0SP2
⇒41281 StreamCommodityDataSourceID String Required if NoStreamCommodityDataSources(41280) > 0. FIX.5.0SP2
⇒41282 StreamCommodityDataSourceIDType int Required if NoStreamCommodityDataSources(41280) > 0.
Value SymbolicName Description Added Updated Deprecated
0 City City (4 character business center code) FIX.5.0SP2EP169
1 Airport Airport (IATA standard) FIX.5.0SP2EP169
2 WeatherStation Weather station WBAN (Weather Bureau Army Navy) FIX.5.0SP2EP169
3 WeatherIndex Weather index WMO (World Meteorological Organization) FIX.5.0SP2EP169
FIX.5.0SP2

StreamCommoditySettlDayGrp

The StreamCommoditySettlDayGrp is a repeating subcomponent of the StreamCommoditySettlPeriodGrp component used to define the settlement days associated with the commodity contract.

Tag Name Reqd Type Description Added Updated Deprecated
41283 NoStreamCommoditySettlDays NumInGroup Number of days in the repeating group. FIX.5.0SP2
⇒41284 StreamCommoditySettlDay int Required if NoStreamCommoditySettlDays(41283) > 0. FIX.5.0SP2
⇒41285 StreamCommoditySettlTotalHours int Sum of the hours specified in StreamCommoditySettlTimeGrp. FIX.5.0SP2
⇒StreamCommoditySettlTimeGrp FIX.5.0SP2

StreamCommoditySettlTimeGrp

The StreamCommoditySettlTimeGrp is a repeating subcomponent of the StreamCommoditySettlDayGrp component used to define the settlement time periods associated with the commodity contract.

Tag Name Reqd Type Description Added Updated Deprecated
41286 NoStreamCommoditySettlTimes NumInGroup Number of hour ranges in the repeating group. FIX.5.0SP2
⇒41287 StreamCommoditySettlStart String Required if NoStreamCommoditySettlTimes(41286) > 0. FIX.5.0SP2
⇒41288 StreamCommoditySettlEnd String Required if NoStreamCommoditySettlTimes(41286) > 0. FIX.5.0SP2
⇒41588 StreamCommoditySettlTimeType int May be defaulted to market convention or bilaterally agreed if not specified. FIX.5.0SP2

StreamCommoditySettlPeriodGrp

The StreamCommoditySettlPeriodGrp is a repeating subcomponent of the StreamCommodity component used to define the settlement period details associated with the commodity contract.

Tag Name Reqd Type Description Added Updated Deprecated
41289 NoStreamCommoditySettlPeriods NumInGroup Number of commodity settlement periods in the repeating group. FIX.5.0SP2
⇒41290 StreamCommoditySettlCountry Country Required if NoStreamCommoditySettlPeriods(41289) > 0. FIX.5.0SP2
⇒41291 StreamCommoditySettlTimeZone String Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight".
See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. 		FIX.5.0SP2
⇒41292 StreamCommoditySettlFlowType int Specifies the commodity delivery flow type. FIX.5.0SP2
⇒41293 StreamCommoditySettlPeriodNotional Qty Specifies the delivery quantity associated with this settlement period. FIX.5.0SP2
⇒41294 StreamCommoditySettlPeriodNotionalUnitOfMeasure String Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period. FIX.5.0SP2
⇒41295 StreamCommoditySettlPeriodFrequencyPeriod int Conditionally required when StreamCommoditySettlFrequencyUnit(41296) is specified. FIX.5.0SP2
⇒41296 StreamCommoditySettlPeriodFrequencyUnit String Conditionally required when StreamCommoditySettlFrequencyPeriod(41295) is specified. FIX.5.0SP2
⇒41297 StreamCommoditySettlPeriodPrice Price The settlement period price. FIX.5.0SP2
⇒41298 StreamCommoditySettlPeriodPriceUnitOfMeasure String Specifies the settlement period price unit of measure (UOM). FIX.5.0SP2
⇒41299 StreamCommoditySettlPeriodPriceCurrency Currency The currency of the settlement period price. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒41300 StreamCommoditySettlHolidaysProcessingInstruction int Indicates whether holidays are included in the settlement periods. Required for electricity contracts. FIX.5.0SP2
⇒StreamCommoditySettlDayGrp FIX.5.0SP2
⇒41301 StreamCommoditySettlPeriodXID XID Identifier of this settlement period for cross referencing elsewhere in the message. FIX.5.0SP2
⇒41302 StreamCommoditySettlPeriodXIDRef XIDREF Cross reference to another settlement period for duplicating its properties. FIX.5.0SP2

MandatoryClearingJurisdictionGrp

MandatoryClearingJurisdictionGrp is a repeating component of TradeCaptureReport used to specify the set of jurisdictions to which mandatory clearing applies.

Tag Name Reqd Type Description Added Updated Deprecated
41312 NoMandatoryClearingJurisdictions NumInGroup Number of mandatory clearing jurisdictions. FIX.5.0SP2
⇒41313 MandatoryClearingJurisdiction String Required if NoNoMandatoryClearingJurisdictions(41312) > 0. FIX.5.0SP2

LegAdditionalTermBondRefGrp

The LegAdditionalTermBondRefGrp is a repeating group subcomponent of the LegAdditionalTermGrp component used to identify an underlying reference bond for a swap.

Tag Name Reqd Type Description Added Updated Deprecated
41316 NoLegAdditionalTermBondRefs NumInGroup Number of bonds in the repeating group. FIX.5.0SP2
⇒41317 LegAdditionalTermBondSecurityID String Required if NoLegAdditionalTermBondRefs(41316) > 0. FIX.5.0SP2
⇒41318 LegAdditionalTermBondSecurityIDSource String Conditionally required when LegAdditionalTermBondSecurityID(41317) is specified. FIX.5.0SP2
⇒41319 LegAdditionalTermBondDesc String Description of the bond. FIX.5.0SP2
⇒41320 EncodedLegAdditionalTermBondDescLen Length Must be set if EncodedLegAdditionalTermBondDesc(41321) field is specified and must immediately precede it. FIX.5.0SP2
⇒41321 EncodedLegAdditionalTermBondDesc data Encoded (non-ASCII characters) representation of the LegAdditionalTermBondDesc(41319) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
⇒41322 LegAdditionalTermBondCurrency Currency Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒41323 LegAdditionalTermBondIssuer String Issuer of the bond. FIX.5.0SP2
⇒41324 EncodedLegAdditionalTermBondIssuerLen Length Must be set if EncodedLegAdditionalTermBondIssuer(41325) field is specified and must immediately precede it. FIX.5.0SP2
⇒41325 EncodedLegAdditionalTermBondIssuer data Encoded (non-ASCII characters) representation of the LegAdditionalTermBondIssuer(41323) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
⇒41326 LegAdditionalTermBondSeniority String Specifies the bond's payment priority in the event of a default. FIX.5.0SP2
⇒41327 LegAdditionalTermBondCouponType int Specifies the coupon type of the bond. FIX.5.0SP2
⇒41328 LegAdditionalTermBondCouponRate Percentage Coupon rate of the bond. See also CouponRate(223). FIX.5.0SP2
⇒41329 LegAdditionalTermBondMaturityDate LocalMktDate The maturity date of the bond. FIX.5.0SP2
⇒41330 LegAdditionalTermBondParValue Amt The par value of the bond. FIX.5.0SP2
⇒41331 LegAdditionalTermBondCurrentTotalIssuedAmount Amt Total issued amount of the bond. FIX.5.0SP2
⇒41332 LegAdditionalTermBondCouponFrequencyPeriod int Conditionally required when LegAdditionalTermBondCouponFrequencyUnit(41333) is specified. FIX.5.0SP2
⇒41333 LegAdditionalTermBondCouponFrequencyUnit String Conditionally required when LegAdditionalTermBondCouponFrequencyPeriod(41332) is specified. FIX.5.0SP2
⇒41334 LegAdditionalTermBondDayCount int The day count convention used in interest calculations for a bond or an interest bearing security. FIX.5.0SP2

LegAdditionalTermGrp

The LegAdditionalTermGrp is a repeating subcomponent of the InstrumentLeg component used to report additional contract terms.

Tag Name Reqd Type Description Added Updated Deprecated
41335 NoLegAdditionalTerms NumInGroup Number of additional terms in the repeating group. FIX.5.0SP2
⇒41336 LegAdditionalTermConditionPrecedentBondIndicator Boolean Required if NoLegAdditionalTerms(41335) > 0. FIX.5.0SP2
⇒41337 LegAdditionalTermDiscrepancyClauseIndicator Boolean Indicates whether the discrepancy clause is applicable. FIX.5.0SP2
⇒LegAdditionalTermBondRefGrp FIX.5.0SP2

LegAssetAttributeGrp

The LegAssetAttributeGrp is a repeating subcomponent of the InstrumentLeg component used to detail attributes of the instrument asset.

Tag Name Reqd Type Description Added Updated Deprecated
2308 NoLegAssetAttributes NumInGroup Number of asset attribute entries in the group. FIX.5.0SP2
⇒2309 LegAssetAttributeType String Required if NoLegAssetAttributes(2308) > 0. FIX.5.0SP2
⇒2310 LegAssetAttributeValue String Specifies the value of the attribute. FIX.5.0SP2
⇒2311 LegAssetAttributeLimit String Limit or lower acceptable value of the attribute. FIX.5.0SP2

LegCashSettlDealerGrp

LegCashSettlDealerGrp is a repeating subcomponent of the LegCashSettlTermGrp component used to specify the dealers from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation.

Tag Name Reqd Type Description Added Updated Deprecated
41342 NoLegCashSettlDealers NumInGroup Number of dealers in the repeating group. FIX.5.0SP2
⇒41343 LegCashSettlDealer String Required if NoLegCashSettlDealers(41342) > 0. FIX.5.0SP2

LegCashSettlTermGrp

The LegCashSettlTermGrp is a repeating component within the InstrumentLeg component used to report cash settlement terms.

Tag Name Reqd Type Description Added Updated Deprecated
41344 NoLegCashSettlTerms NumInGroup Number of elements in the repeating group. FIX.5.0SP2
⇒41345 LegCashSettlCurrency Currency Required if NoLegCashSettlTerms(41344) > 0. FIX.5.0SP2
⇒41346 LegCasSettlValuationFirstBusinessDayOffset int The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for purposes of cash settlement. FIX.5.0SP2
⇒41347 LegCashSettlValuationSubsequentBusinessDaysOffset int The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. FIX.5.0SP2
⇒41348 LegCashSettlNumOfValuationDates int Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies the number of applicable valuation dates. FIX.5.0SP2
⇒41349 LegCashSettlValuationTime LocalMktTime Time of valuation. FIX.5.0SP2
⇒41350 LegCashSettlBusinessCenter String Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2
⇒41351 LegCashSettlQuoteMethod int The type of quote used to determine the cash settlement price. FIX.5.0SP2
⇒41352 LegCashSettlQuoteAmount Amt When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specifed, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. FIX.5.0SP2
⇒41353 LegCashSettlQuoteCurrency Currency Specifies the currency the LegCashSettlQuoteAmount(41352) is denominated in. Uses ISO 4217 Currency Code. FIX.5.0SP2
⇒41354 LegCashSettlMinimumQuoteAmount Amt When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount. FIX.5.0SP2
⇒41355 LegCashSettlMinimumQuoteCurrency Currency Specifies the currency the LegCashSettlQuoteMinimumAmount(41354) is denominated in. Uses ISO 4217 Currency Code. FIX.5.0SP2
⇒LegCashSettlDealerGrp FIX.5.0SP2
⇒42308 LegCashSettlPriceSource String The source from which the settlement price is to be obtained.
See http://www.fpml.org/coding-scheme/settlement-price-source for values. 		FIX.5.0SP2
⇒42309 LegCashSettlPriceDefault int The default election for determining settlement price. FIX.5.0SP2
⇒41356 LegCashSettlBusinessDays int The number of business days used in the determination of the cash settlement payment date. FIX.5.0SP2
⇒41357 LegCashSettlAmount Amt The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. FIX.5.0SP2
⇒LegCashSettlDate FIX.5.0SP2
⇒41358 LegCashSettlRecoveryFactor float Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount calculated is (1 - LegCashSettlRecoveryFactor(41358)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount. FIX.5.0SP2
⇒41359 LegCashSettlFixedTermIndicator Boolean Indicates whether fixed settlement is applicable or not applicable in a recovery lock. FIX.5.0SP2
⇒41360 LegCashSettlAccruedInterestIndicator Boolean Indicates whether accrued interest is included or not in the value provided in LegCashSettlAmount(41357).
For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest.
For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. 		FIX.5.0SP2
⇒41361 LegCashSettlValuationMethod int The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. FIX.5.0SP2
⇒41362 LegCashSettlTermXID XID A named string value referenced by UnderlyingSettlTermXIDRef(41315). FIX.5.0SP2

LegComplexEventAveragingObservationGrp

LegComplexEventAveragingObservationGrp is an optional subcomponent of LegComplexEventPeriodGrp for specifying the weight of each of the dated observations.

Tag Name Reqd Type Description Added Updated Deprecated
41363 NoLegComplexEventAveragingObservations NumInGroup The number of averaging observations in the repeating group. FIX.5.0SP2
⇒41364 LegComplexEventAveragingObservationNumber int Required if NoLegComplexEventAveragingObservations(41363) > 0. FIX.5.0SP2
⇒41365 LegComplexEventAveragingWeight float The weight factor to be applied to the observation. FIX.5.0SP2

LegComplexEventCreditEventGrp

The LegComplexEventCreditEventGrp is a repeating component within the LegComplexEventGrp component used to report applicable option credit events.

Tag Name Reqd Type Description Added Updated Deprecated
41366 NoLegComplexEventCreditEvents NumInGroup The number of credit events specified in the repeating group. FIX.5.0SP2
⇒41367 LegComplexEventCreditEventType String Required if NoLegComplexEventCreditEvents(41366) > 0. FIX.5.0SP2
⇒41368 LegComplexEventCreditEventValue String The credit event value appropriate to LegComplexEventCreditEventType(41367).
See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. 		FIX.5.0SP2
⇒41369 LegComplexEventCreditEventCurrency Currency Specifies the applicable currency when LegComplexEventCreditEventCurrency(41368) is an amount. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒41370 LegComplexEventCreditEventPeriod int Conditionally required when LegComplexEventCreditEventUnit(41371) is specified. FIX.5.0SP2
⇒41371 LegComplexEventCreditEventUnit String Conditionally required when LegComplexEventCreditEventPeriod(41370) is specified. FIX.5.0SP2
⇒41372 LegComplexEventCreditEventDayType int Specifies the day type for the complex credit events. FIX.5.0SP2
⇒41373 LegComplexEventCreditEventRateSource int Identifies the source of rate information used for credit events.
See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources. 		FIX.5.0SP2
⇒LegComplexEventCreditEventQualifierGrp FIX.5.0SP2

LegComplexEventCreditEventQualifierGrp

The LegComplexEventCreditEventQualifierGrp is a repeating component within the LegComplexEventCreditEventGrp component used to specify qualifying attributes to an event.

Tag Name Reqd Type Description Added Updated Deprecated
41374 NoLegComplexEventCreditEventQualifiers NumInGroup Number of qualifiers in the repeating group. FIX.5.0SP2
⇒41375 LegComplexEventCreditEventQualifier char Required if NoLegComplexEventCreditEventQualifiers(41374) > 0. FIX.5.0SP2

LegComplexEventPeriodDateGrp

LegComplexEventPeriodDateGrp is a subcomponent of LegComplexEventPeriodGrp for specifying fixed period dates and times for an Asian or Strike Schedule option or trigger dates for a Barrier or Knock option.

Tag Name Reqd Type Description Added Updated Deprecated
41376 NoLegComplexEventPeriodDateTimes NumInGroup Number of entries in the date-time repeating group. FIX.5.0SP2
⇒41377 LegComplexEventPeriodDate LocalMktDate Required if NoLegComplexEventPeriodDateTimes(41376) > 0. FIX.5.0SP2
⇒41378 LegComplexEventPeriodTime LocalMktTime Averaging time for an Asian option. FIX.5.0SP2

LegComplexEventPeriodGrp

LegComplexEventPeriodGrp is a subcomponent of LegComplexEvents for specifying the periods for an Asian, Barrier, Knock or Strike Schedule option feature.

Tag Name Reqd Type Description Added Updated Deprecated
41379 NoLegComplexEventPeriods NumInGroup Number of periods in the repeating group. FIX.5.0SP2
⇒41380 LegComplexEventPeriodType int Required if NoLegComplexEventPeriods(41379) > 0. FIX.5.0SP2
⇒41381 LegComplexEventBusinessCenter String The business center for adjusting dates and times in the schedule or date-time group.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2
⇒LegComplexEventScheduleGrp FIX.5.0SP2
⇒LegComplexEventPeriodDateGrp FIX.5.0SP2
⇒LegComplexEventAveragingObservationGrp FIX.5.0SP2

LegComplexEventRateSourceGrp

LegComplexEventRateSourceGrp is a subcomponent of LegComplexEvents for specifying primary and secondary rate sources.

Tag Name Reqd Type Description Added Updated Deprecated
41382 NoLegComplexEventRateSources NumInGroup Number of rate sources in the repeating group. FIX.5.0SP2
⇒41383 LegComplexEventRateSource int Required if NoLegComplexEventRateSources(41382) > 0. FIX.5.0SP2
⇒41384 LegComplexEventRateSourceType int Required if NoLegComplexEventRateSources(41382) > 0. FIX.5.0SP2
⇒41385 LegComplexEventReferencePage String Conditionally required when LegComplexEventRateSource(41383) = 99 (Other). FIX.5.0SP2
⇒41386 LegComplexEvenReferencePageHeading String Identifies the reference page heading from the rate source. FIX.5.0SP2

LegComplexEventDateBusinessCenterGrp

LegComplexEventDateBusinessCenterGrp is a repeating subcomponent of the LegComplexEventRelativeDate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.

Tag Name Reqd Type Description Added Updated Deprecated
41387 NoLegComplexEventDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒41388 LegComplexEventDateBusinessCenter String Required if NoLegComplexEventDateBusinessCenters(41387) > 0. FIX.5.0SP2

LegComplexEventRelativeDate

LegComplexEventRelativeDate is a subcomponent of LegComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option.

Tag Name Reqd Type Description Added Updated Deprecated
41389 LegComplexEventDateUnadjusted LocalMktDate The unadjusted complex event date. FIX.5.0SP2
41390 LegComplexEventDateRelativeTo int Specifies the anchor date when the complex event date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
41391 LegComplexEventDateOffsetPeriod int Conditionally required when LegComplexEventDateOffsetUnit(41392) is specified. FIX.5.0SP2
41392 LegComplexEventDateOffsetUnit String Conditionally required when LegComplexEventDateOffsetPeriod(41391) is specified. FIX.5.0SP2
41393 LegComplexEventDateOffsetDayType int Specifies the day type of the relative date offset. FIX.5.0SP2
41394 LegComplexEventDateBusinessDayConvention int When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to complex event dates. FIX.5.0SP2
LegComplexEventDateBusinessCenterGrp When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to complex event dates. FIX.5.0SP2
41395 LegComplexEventDateAdjusted LocalMktDate The adjusted complex event date. FIX.5.0SP2
41396 LegComplexEventFixingTime LocalMktTime The local market fixing time. FIX.5.0SP2
41397 LegComplexEventFixingTimeBusinessCenter String The business center for determining the actual fixing times.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2

LegComplexEventCreditEventSourceGrp

LegComplexEventCreditEventSourceGrp is a repeating subcomponent of the LegComplexEvents component used to specify the particular newspapers or electronic news services that may publish relevant information used in the determination of whether or not a credit event has occurred.

Tag Name Reqd Type Description Added Updated Deprecated
41398 NoLegComplexEventCreditEventSources NumInGroup Number of event sources in the repeating group. FIX.5.0SP2
⇒41399 LegComplexEventCreditEventSource String Required if NoLegComplexEventCreditEventSources(41398) > 0. FIX.5.0SP2

LegComplexEvents

The LegComplexEvent Group is a repeating block which allows specifying an unlimited number and types of advanced events, such as observation and pricing over the lifetime of an option, futures, commodities or equity swap contract. Use LegEvntGrp to specify more straightforward events.

Tag Name Reqd Type Description Added Updated Deprecated
2218 NoLegComplexEvents NumInGroup Number of complex events in the repeating group. FIX.5.0SP2
⇒2219 LegComplexEventType int Required if NoLegComplexEvents(2218)) > 0. FIX.5.0SP2
⇒2220 LegComplexOptPayoutPaySide int Trade side of payout payer. FIX.5.0SP2
⇒2221 LegComplexOptPayoutReceiveSide int Trade side of payout receiver. FIX.5.0SP2
⇒2222 LegComplexOptPayoutUnderlier String Reference to the underlier whose payments are being passed through. FIX.5.0SP2
⇒2223 LegComplexOptPayoutAmount Amt Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. FIX.5.0SP2
⇒2224 LegComplexOptPayoutPercentage Percentage Percentage of observed price for calculating the payout associated with the event. FIX.5.0SP2
⇒2225 LegComplexOptPayoutTime int Specifies when the payout is to occur. FIX.5.0SP2
⇒2226 LegComplexOptPayoutCurrency Currency Specifies the currency of the payout amount. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒2227 LegComplexEventPrice Price Specifies the price at which the complex event takes effect. Impact of the event price is determined by the LegComplexEventType(2219). FIX.5.0SP2
⇒2228 LegComplexEventPricePercentage Percentage Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the LegComplexEventType(2219). FIX.5.0SP2
⇒2229 LegComplexEventPriceBoundaryMethod int Specifies the boundary condition to be used for the event price relative to the complex event price at the point the complex event outcome takes effect as determined by the LegComplexEventPriceTimeType(2231). FIX.5.0SP2
⇒2230 LegComplexEventPriceBoundaryPrecision Percentage Used in combination with LegComplexEventPriceBoundaryMethod(2229) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. FIX.5.0SP2
⇒2231 LegComplexEventPriceTimeType int Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the LegComplexEventType(2219). FIX.5.0SP2
⇒2232 LegComplexEventCondition int Conditionally required when there are more than one LegComplexEvents occurrences. A chain of LegComplexEvents must be linked together through use of the LegComplexEventCondition(2232) in which the relationship between any two events is described. For any two LegComplexEvents the first occurrence will specify the LegComplexEventCondition(2232) which links it with the second event. FIX.5.0SP2
⇒LegComplexEventDates FIX.5.0SP2
⇒2233 LegComplexEventCurrencyOne Currency Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒2234 LegComplexEventCurrencyTwo Currency Specifies the second reference currency of the trade. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒2235 LegComplexEventQuoteBasis int For foreign exchange Quanto option feature. FIX.5.0SP2
⇒2236 LegComplexEventFixedFXRate float Specifies the fixed FX rate alternative for FX Quantro options. FIX.5.0SP2
⇒2409 LegComplexEventSpotRate Price FX spot rate. FIX.5.0SP2
⇒2410 LegComplexEventForwardPoints PriceOffset FX forward points added to spot rate. May be a negative value. FIX.5.0SP2
⇒2237 LegComplexEventDeterminationMethod String Specifies the method according to which an amount or a date is determined.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2
⇒2238 LegComplexEventCalculationAgent int Used to identify the calculation agent. FIX.5.0SP2
⇒2239 LegComplexEventStrikePrice Price Upper strike price for Asian option feature. Strike percentage for a Strike Spread. FIX.5.0SP2
⇒2240 LegComplexEventStrikeFactor float Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. FIX.5.0SP2
⇒2241 LegComplexEventStrikeNumberOfOptions int Upper string number of options for a Strike Spread. FIX.5.0SP2
⇒LegComplexEventRateSourceGrp FIX.5.0SP2
⇒LegComplexEventRelativeDate FIX.5.0SP2
⇒LegComplexEventPeriodGrp FIX.5.0SP2
⇒2242 LegComplexEventCreditEventsXIDRef XIDREF Reference to credit event table elsewhere in the message. FIX.5.0SP2
⇒2243 LegComplexEventCreditEventNotifyingParty int The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. FIX.5.0SP2
⇒2244 LegComplexEventCreditEventBusinessCenter String Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2
⇒2245 LegComplexEventCreditEventStandardSources Boolean When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable. FIX.5.0SP2
⇒2246 LegComplexEventCreditEventMinimumSources int The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. FIX.5.0SP2
⇒LegComplexEventCreditEventSourceGrp FIX.5.0SP2
⇒LegComplexEventCreditEventGrp FIX.5.0SP2
⇒2608 LegComplexEventFuturesPriceValuation Boolean Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts. FIX.5.0SP2
⇒2609 LegComplexEventOptionsPriceValuation Boolean Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts. FIX.5.0SP2
⇒2610 LegComplexEventPVFinalPriceElectionFallback int Specifies the fallback provisions for the hedging party in the determination of the final settlement price FIX.5.0SP2
⇒2248 LegComplexEventXID XID Identifier of this complex event for cross referencing elsewhere in the message. FIX.5.0SP2
⇒2249 LegComplexEventXIDRef XIDREF Reference to a complex event elsewhere in the message. FIX.5.0SP2

LegComplexEventDates

The LegComplexEventDates and subcomponent LegComplexEventTimes components are used to constrain a complex event to a specific date range, and optional time range. If specified the event is only effective on or within the specified dates and times.

Tag Name Reqd Type Description Added Updated Deprecated
2250 NoLegComplexEventDates NumInGroup Number of complex event dates in the repeating group. FIX.5.0SP2
⇒2251 LegComplexEventStartDate UTCDateOnly Required if NoLegComplexEventDates(2250) > 0. FIX.5.0SP2
⇒2252 LegComplexEventEndDate UTCDateOnly Required if NoLegComplexEventDates(2250) > 0. FIX.5.0SP2
⇒LegComplexEventTimes FIX.5.0SP2

LegComplexEventTimes

The LegComplexEventTimes is a repeating subcomponent of the LegComplexEventDates component. It is used to further qualify any dates placed on the event and is used to specify time ranges for which a complex event is effective. It is always provided within the context of start and end dates. The time range is assumed to be in effect for the entirety of the date or date range specified.

Tag Name Reqd Type Description Added Updated Deprecated
2253 NoLegComplexEventTimes NumInGroup Number of complex event times in the repeating group. FIX.5.0SP2
⇒2204 LegComplexEventStartTime UTCTimeOnly Required if NoLegComplexEventTimes(2253) > 0. FIX.5.0SP2
⇒2247 LegComplexEventEndTime UTCTimeOnly Required if NoLegComplexEventTimes(2253) > 0. FIX.5.0SP2

LegComplexEventScheduleGrp

LegComplexEventScheduleGrp is a subcomponent of LegComplexEventPeriodGrp for specifying a periodic schedule for an Asian, Barrier or Strike Schedule option feature.

Tag Name Reqd Type Description Added Updated Deprecated
41400 NoLegComplexEventSchedules NumInGroup Number of schedules in the repeating group. FIX.5.0SP2
⇒41401 LegComplexEventScheduleStartDate LocalMktDate Required if NoLegComplexEventScedules(41400) > 0. FIX.5.0SP2
⇒41402 LegComplexEventScheduleEndDate LocalMktDate The end date of the schedule. FIX.5.0SP2
⇒41403 LegComplexEventScheduleFrequencyPeriod int Conditionally required when LegComplexEventScheduleFrequencyUnit(41404) is specified. FIX.5.0SP2
⇒41404 LegComplexEventScheduleFrequencyUnit String Conditionally required when LegComplexEventScheduleFrequencyPeriod(41403) is specified. FIX.5.0SP2
⇒41405 LegComplexEventScheduleRollConvention String When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration dates and times. FIX.5.0SP2

LegDeliveryScheduleGrp

The LegDeliveryScheduleGrp is a repeating subcomponent of the LegStream component used to detail step schedules associated with a delivery stream.

Tag Name Reqd Type Description Added Updated Deprecated
41408 NoLegDeliverySchedules NumInGroup Number of delivery schedules in the repeating group. FIX.5.0SP2
⇒41409 LegDeliveryScheduleType int Required if NoLegDeliverySchedules(41408) > 0. FIX.5.0SP2
⇒41410 LegDeliveryScheduleXID XID Identifier for this instance of delivery schedule for cross referencing elsewhere in the message. FIX.5.0SP2
⇒41411 LegDeliveryScheduleNotional Qty Physical delivery quantity. FIX.5.0SP2
⇒41412 LegDeliveryScheduleNotionalUnitOfMeasure String Specifies the delivery quantity unit of measure (UOM). FIX.5.0SP2
⇒41413 LegDeliveryScheduleNotionalCommodityFrequency int The frequency of notional delivery. FIX.5.0SP2
⇒41414 LegDeliveryScheduleNegativeTolerance float Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryScheduleToleranceType(41417). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). FIX.5.0SP2
⇒41415 LegDeliverySchedulePositiveTolerance float Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryScheduleToleranceType(41417). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). FIX.5.0SP2
⇒41416 LegDeliveryScheduleToleranceUnitOfMeasure String Specifies the tolerance value's unit of measure (UOM). FIX.5.0SP2
⇒41417 LegDeliveryScheduleToleranceType int Conditionally required when LegDeliveryScheduleNegativeTolerance(41414) or LegDeliverySchedulePositiveTolerance(41415) is specified. FIX.5.0SP2
⇒41418 LegDeliveryScheduleSettlCountry Country Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. FIX.5.0SP2
⇒41419 LegDeliveryScheduleSettlTimeZone String Delivery timezone specified as "prevailing" rather than "standard" or "daylight".
See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. 		FIX.5.0SP2
⇒41420 LegDeliveryScheduleSettlFlowType int Specifies the delivery flow type. FIX.5.0SP2
⇒41421 LegDeliveryScheduleSettlHolidaysProcessingInstruction int Indicates whether holidays are included in the settlement periods. Required for electricity contracts. FIX.5.0SP2
⇒LegDeliveryScheduleSettlDayGrp FIX.5.0SP2

LegDeliveryScheduleSettlDayGrp

The LegDeliveryScheduleSettlDayGrp is a repeating subcomponent of the LegDeliveryScheduleGrp component used to detail commodity delivery days.

Tag Name Reqd Type Description Added Updated Deprecated
41422 NoLegDeliveryScheduleSettlDays NumInGroup Number of delivery schedules in the repeating group. FIX.5.0SP2
⇒41423 LegDeliveryScheduleSettlDay int Required if NoLegDeliveryScheduleSettlDays(41422) > 0. FIX.5.0SP2
⇒41424 LegDeliveryScheduleSettlTotalHours int The sum of the total hours specified in the LegDeliveryScheduleSettlTimeGrp component. FIX.5.0SP2
⇒LegDeliveryScheduleSettlTimeGrp FIX.5.0SP2

LegDeliveryScheduleSettlTimeGrp

The LegDeliveryScheduleSettlTimeGrp is a repeating subcomponent of the LegDeliveryScheduleSettlDayGrp component used to detail commodity delivery time periods.

Tag Name Reqd Type Description Added Updated Deprecated
41425 NoLegDeliveryScheduleSettlTimes NumInGroup Number of hour ranges in the repeating group. FIX.5.0SP2
⇒41426 LegDeliveryScheduleSettlStart String Required if NoLegDeliveryScheduleSettlTimes(41425) > 0. FIX.5.0SP2
⇒41427 LegDeliveryScheduleSettlEnd String Required if NoLegDeliveryScheduleSettlTimes(41425) > 0. FIX.5.0SP2
⇒41428 LegDeliveryScheduleSettlTimeType int May be defaulted to market convention or bilaterally agreed if not specified. FIX.5.0SP2

LegDeliveryStream

The LegDeliveryStream component is a subcomponent of the LegStream used to detail the attributes of a physical delivery stream in a swap.

Tag Name Reqd Type Description Added Updated Deprecated
41429 LegDeliveryStreamType int Specifies the type of delivery stream. FIX.5.0SP2
LegDeliveryStreamCommoditySourceGrp FIX.5.0SP2
41430 LegDeliveryStreamPipeline String The name of the oil delivery pipeline. FIX.5.0SP2
41431 LegDeliveryStreamEntryPoint String The point at which the commodity will enter the delivery mechanism or pipeline. FIX.5.0SP2
41432 LegDeliveryStreamWithdrawalPoint String The point at which the commodity product will be withdrawn prior to delivery. FIX.5.0SP2
41433 LegDeliveryStreamDeliveryPoint String The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product.
For bullion, see http://www.fpml.org/coding-scheme/bullion-delivery-location for values. 		FIX.5.0SP2
42194 LegDeliveryStreamDeliveryPointSource int Identifies the class or source of LegDeliveryStreamDeliveryPoint(41433). FIX.5.0SP2
42195 LegDeliveryStreamDeliveryPointDesc String Description of the delivery point identified in LegDeliveryStreamDeliveryPoint(41433). FIX.5.0SP2
41434 LegDeliveryStreamDeliveryRestriction int Specifies under what conditions the buyer and seller should be excused of their delivery obligations. FIX.5.0SP2
41435 LegDeliveryStreamDeliveryContingency String Specifies the electricity delivery contingency. See
http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values. 		FIX.5.0SP2
41436 LegDeliveryStreamDeliveryContingentPartySide int The trade side value of the party responsible for electricity delivery contingency. FIX.5.0SP2
41437 LegDeliveryStreamDeliverAtSourceIndicator Boolean When this element is specified and set to 'Y', delivery of the coal product is to be at its source. FIX.5.0SP2
41438 LegDeliveryStreamRiskApportionment String Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product.
See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list. 		FIX.5.0SP2
41219 LegDeliveryStreamRiskApportionmentSource String Specifies the source or legal framework for the risk apportionment.
See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list. 		FIX.5.0SP2
LegDeliveryStreamCycleGrp FIX.5.0SP2
41439 LegDeliveryStreamTitleTransferLocation String Specifies the title transfer location. FIX.5.0SP2
41440 LegDeliveryStreamTitleTransferCondition int Specifies the condition of title transfer. FIX.5.0SP2
41441 LegDeliveryStreamImporterOfRecord String A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation. FIX.5.0SP2
41442 LegDeliveryStreamNegativeTolerance float Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryStreamToleranceType(41445). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). FIX.5.0SP2
41443 LegDeliveryStreamPositiveTolerance float Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryStreamToleranceType(41445). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). FIX.5.0SP2
41444 LegDeliveryStreamToleranceUnitOfMeasure String Specifies the tolerance value's unit of measure (UOM). FIX.5.0SP2
41445 LegDeliveryStreamToleranceType int Specifies the tolerance value type. FIX.5.0SP2
41446 LegDeliveryStreamToleranceOptionSide int Indicates whether the tolerance is at the seller's or buyer's option. FIX.5.0SP2
41447 LegDeliveryStreamTotalPositiveTolerance Percentage The positive percent tolerance which applies to the total quantity delivered over all shipment periods.
Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). 		FIX.5.0SP2
41448 LegDeliveryStreamTotalNegativeTolerance Percentage The negative percent tolerance which applies to the total quantity delivered over all shipment periods.
Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). 		FIX.5.0SP2
41449 LegDeliveryStreamNotionalConversionFactor float If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used. FIX.5.0SP2
41450 LegDeliveryStreamTransportEquipment String The transportation equipment with which the commodity product will be delivered and received. FIX.5.0SP2
41451 LegDeliveryStreamElectingPartySide int A reference to the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract. FIX.5.0SP2
43095 LegDeliveryStreamRouteOrCharter String Specific delivery route or time charter average. Applicable to commodity freight swaps. FIX.5.0SP2

LegStreamAssetAttributeGrp

The LegStreamAssetAttributeGrp is a repeating subcomponent of the LegStreamCommodity component used to detail commodity attributes, quality standards and reject limits.

Tag Name Reqd Type Description Added Updated Deprecated
41452 NoLegStreamAssetAttributes NumInGroup Number of asset attribute entries in the group. FIX.5.0SP2
⇒41453 LegStreamAssetAttributeType String Required if NoLegStreamAssetAttributes(41452) > 0. FIX.5.0SP2
⇒41454 LegStreamAssetAttributeValue String Specifies the value of the attribute. FIX.5.0SP2
⇒41455 LegStreamAssetAttributeLimit String Limit or lower acceptable value of the attribute. FIX.5.0SP2

LegDeliveryStreamCycleGrp

The LegDeliveryStreamCycleGrp is a repeating subcomponent of the LegDeliveryStream component used to detail delivery cycles during which the oil product will be transported in the pipeline.

Tag Name Reqd Type Description Added Updated Deprecated
41456 NoLegDeliveryStreamCycles NumInGroup Number of commodity sources in the repeating group. FIX.5.0SP2
⇒41457 LegDeliveryStreamCycleDesc String Required if NoLegDeliveryStreamCycles(41456) > 0. FIX.5.0SP2
⇒41458 EncodedLegDeliveryStreamCycleDescLen Length Must be set if EncodedLegDeliveryStreamCycleDesc(41459) field is specified and must immediately precede it. FIX.5.0SP2
⇒41459 EncodedLegDeliveryStreamCycleDesc data Encoded (non-ASCII characters) representation of the LegDeliveryStreamCycleDesc(41457) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2

LegDeliveryStreamCommoditySourceGrp

The LegDeliveryStreamCommoditySourceGrp is a repeating subcomponent of the LegDeliveryStream component used to detail the origins or sources of the commodity.

Tag Name Reqd Type Description Added Updated Deprecated
41460 NoLegDeliveryStreamCommoditySources NumInGroup Number of commodity sources in the repeating group. FIX.5.0SP2
⇒41461 LegDeliveryStreamCommoditySource String Required if NoLegDeliveryStreamCommoditySources(41460) > 0. FIX.5.0SP2

LegInstrumentParties

The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the LegInstrumentParty block.

Tag Name Reqd Type Description Added Updated Deprecated
2254 NoLegInstrumentParties NumInGroup Repeating group below should contain unique combinations of LegInstrumentPartyID(2255), LegInstrumentPartyIDSource(2256) and LegInstrumentPartyRole(2257). FIX.5.0SP2
⇒2255 LegInstrumentPartyID String Used to identify the source of PartyID. Required if LegInstrumentPartyIDSource(2256) is specified. Required if NoLegInstrumentParties(2254) > 0. FIX.5.0SP2
⇒2256 LegInstrumentPartyIDSource char Used to identify class source of LegInstrumentPartyID(2255) value (e.g. BIC). Required if LegInstrumentPartyID(2255) is specified. Required if NoLegInstrumentParties(2254) > 0. FIX.5.0SP2
⇒2257 LegInstrumentPartyRole int Identifies the type of LegInstrumentPartyID(2255) (e.g. Executing Broker). Required if NoLegInstrumentParties(2254) > 0. FIX.5.0SP2
⇒2379 LegInstrumentPartyRoleQualifier int Used to further qualify the value of LegInstrumentPartyRole(2257). FIX.5.0SP2
⇒LegInstrumentPtysSubGrp Repeating group of party sub-identifiers. FIX.5.0SP2

LegInstrumentPtysSubGrp

Tag Name Reqd Type Description Added Updated Deprecated
2258 NoLegInstrumentPartySubIDs NumInGroup Number of parties sub-IDs in the repeating group. FIX.5.0SP2
⇒2259 LegInstrumentPartySubID String Required if NoLegInstrumentPartySubIDs(2258) > 0. FIX.5.0SP2
⇒2260 LegInstrumentPartySubIDType int Type of LegInstrumentPartySubID (2259) value. FIX.5.0SP2

LegMarketDisruption

The LegMarketDisruption component is a subcomponent of the InstrumentLeg used to specify the market disruption provisions of the swap.

Tag Name Reqd Type Description Added Updated Deprecated
41462 LegMarketDisruptionProvision int The consequences of market disruption events. FIX.5.0SP2
LegMarketDisruptionEventGrp FIX.5.0SP2
41463 LegMarketDisruptionFallbackProvision int Specifies the location of the fallback provision documentation. FIX.5.0SP2
LegMarketDisruptionFallbackGrp FIX.5.0SP2
LegMarketDisruptionFallbackReferencePriceGrp FIX.5.0SP2
41464 LegMarketDisruptionMaximumDays int Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). FIX.5.0SP2
41465 LegMarketDisruptionMaterialityPercentage Percentage If specified, the disruption event should be specified in LegMarketDisruptionEventGrp. FIX.5.0SP2
41466 LegMarketDisruptionMinimumFuturesContracts int Applicable only when LegMarketDisruptionEvent(41468)='DeMinimisTrading'. FIX.5.0SP2

LegMarketDisruptionEventGrp

The LegMarketDisruptionEventGrp is a repeating subcomponent of the LegMarketDisruption component used to specify the market disruption events.

Tag Name Reqd Type Description Added Updated Deprecated
41467 NoLegMarketDisruptionEvents NumInGroup Number of disruption events in the repeating group. FIX.5.0SP2
⇒41468 LegMarketDisruptionEvent String Required if NoLegMarketDisruptionEvents(41467) > 0. FIX.5.0SP2
⇒40223 LegMarketDisruptionValue String Applicable value for LegMarketDisruptionEvent(41468). FIX.5.0SP2

LegMarketDisruptionFallbackGrp

The LegMarketDisruptionFallbackGrp is a repeating subcomponent of the LegMarketDisruption component used to specify the market disruption fallback provisions.

Tag Name Reqd Type Description Added Updated Deprecated
41469 NoLegMarketDisruptionFallbacks NumInGroup Number of fallbacks in the repeating group. FIX.5.0SP2
⇒41470 LegMarketDisruptionFallbackType String Required if NoLegMarketDisruptionFallbacks(41469) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. FIX.5.0SP2
⇒40990 LegMarketDisruptionFallbackValue String Applicable value for LegMarketDisruptionFallbackType(41470). FIX.5.0SP2

LegMarketDisruptionFallbackReferencePriceGrp

The LegMarketDisruptionFallbackReferencePriceGrp is a repeating subcomponent of the LegMarketDisruption component used to specify the fallback reference price and underlying security provisions

Tag Name Reqd Type Description Added Updated Deprecated
41471 NoLegMarketDisruptionFallbackReferencePrices NumInGroup Number of fallback reference securities in the repeating group. FIX.5.0SP2
⇒41472 LegMarketDisruptionFallbackUnderlierType int Required if NoLegMarketDisruptionFallbackReferencePrices(41471) > 0. FIX.5.0SP2
⇒41473 LegMarketDisruptionFallbackUnderlierSecurityID String Conditionally required when LegMarketDisruptionFallbackUnderlyerSecurityIDSource(41474) is specified. FIX.5.0SP2
⇒41474 LegMarketDisruptionFallbackUnderlierSecurityIDSource String Conditionally required when LegMarketDisruptionFallbackUnderlierSecurityID(41473) is specified. FIX.5.0SP2
⇒41475 LegMarketDisruptionFallbackUnderlierSecurityDesc String Specifies the description of the underlying security. FIX.5.0SP2
⇒41476 EncodedLegMarketDisruptionFallbackUnderlierSecurityDescLen Length Must be set if EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc(41477) field is specified and must immediately precede it. FIX.5.0SP2
⇒41477 EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc data Encoded (non-ASCII characters) representation of the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
⇒41478 LegMarketDisruptionFallbackOpenUnits Qty If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. FIX.5.0SP2
⇒41479 LegMarketDisruptionFallbackBasketCurrency Currency Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒41480 LegMarketDisruptionFallbackBasketDivisor float Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. FIX.5.0SP2

LegOptionExercise

The LegOptionExercise component is a subcomponent of the InstrumentLeg component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded LegOptionExerciseExpiration component is used to terminate the opportunity for exercise.

Tag Name Reqd Type Description Added Updated Deprecated
41481 LegExerciseDesc String A description of the option exercise. FIX.5.0SP2
41482 EncodedLegExerciseDescLen Length Must be set if EncodedLegExerciseDesc (41483) field is specified and must immediately precede it. FIX.5.0SP2
41483 EncodedLegExerciseDesc data Encoded (non-ASCII characters) representation of the LegExerciseDesc(41481) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
41484 LegAutomaticExerciseIndicator Boolean Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money. FIX.5.0SP2
41485 LegAutomaticExerciseThresholdRate float The threshold rate for triggering automatic exercise. FIX.5.0SP2
41486 LegExerciseConfirmationMethod int Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. FIX.5.0SP2
41487 LegManualNoticeBusinessCenter String Identifies the business center used for adjusting the time for manual exercise notice.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2
41488 LegFallbackExerciseIndicator Boolean Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). FIX.5.0SP2
41489 LegLimitRightToConfirmIndicator Boolean Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the expiration date. If true ("Y") specific rules will apply in relation to the settlement mode. FIX.5.0SP2
41490 LegExerciseSplitTicketIndicator Boolean Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations. FIX.5.0SP2
42391 LegSettlMethodElectingPartySide int Side value of the party electing the settlement method. FIX.5.0SP2
LegSettlMethodElectionDate FIX.5.0SP2
LegOptionExerciseDates FIX.5.0SP2
LegOptionExerciseExpiration FIX.5.0SP2
LegOptionExerciseMakeWholeProvision FIX.5.0SP2

LegOptionExerciseBusinessCenterGrp

LegOptionExerciseBusinessCenterGrp is a repeating subcomponent of the LegOptionExerciseDates component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.

Tag Name Reqd Type Description Added Updated Deprecated
41491 NoLegOptionExerciseBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒41492 LegOptionExerciseBusinessCenter String Required if NoLegOptionExerciseBusinessCenters(41491) > 0. FIX.5.0SP2

LegOptionExerciseDates

The LegOptionExerciseDates component is a subcomponent of the LegOptionExercise component used to specify option exercise dates.

Tag Name Reqd Type Description Added Updated Deprecated
41493 LegOptionExerciseBusinessDayConvention int When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of option exercise dates. FIX.5.0SP2
LegOptionExerciseBusinessCenterGrp FIX.5.0SP2
LegOptionExerciseDateGrp FIX.5.0SP2
41494 LegOptionExerciseEarliestDateOffsetDayType int Specifies the day type of the relative earliest exercise date offset. FIX.5.0SP2
41495 LegOptionExerciseEarliestDateOffsetPeriod int Conditionally required when LegOptionExerciseEarliestDateUnit(41496) is specified. FIX.5.0SP2
41496 LegOptionExerciseEarliestDateOffsetUnit String Conditionally required when LegOptionExerciseEarliestDatePeriod(41495) is specified. FIX.5.0SP2
41497 LegOptionExerciseFrequencyPeriod int Conditionally required when LegOptionExerciseFrequencyUnit(41498) is specified. FIX.5.0SP2
41498 LegOptionExerciseFrequencyUnit String Conditionally required when LegOptionExerciseFequencyPeriod(41497) is specified. FIX.5.0SP2
41499 LegOptionExerciseStartDateUnadjusted LocalMktDate The unadjusted start date for calculating periodic exercise dates. FIX.5.0SP2
41500 LegOptionExerciseStartDateRelativeTo int Specifies the anchor date when the option exercise start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
41501 LegOptionExerciseStartDateOffsetPeriod int Conditionally required when LegOptionExerciseStartDateOffsetUnit(41502) is specified. FIX.5.0SP2
41502 LegOptionExerciseStartDateOffsetUnit String Conditionally required when LegOptionExerciseStartDateOffsetPeriod(41501) is specified. FIX.5.0SP2
41503 LegOptionExerciseStartDateOffsetDayType int Specifies the day type of the relative option exercise start date offset. FIX.5.0SP2
41504 LegOptionExerciseStartDateAdjusted LocalMktDate The adjusted start date for calculating periodic exercise dates. FIX.5.0SP2
41505 LegOptionExerciseSkip int The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. FIX.5.0SP2
41506 LegOptionExerciseNominationDeadline LocalMktDate The last date (adjusted) for establishing the option exercise terms. FIX.5.0SP2
41507 LegOptionExerciseFirstDateUnadjusted LocalMktDate The unadjusted first exercise date. FIX.5.0SP2
41508 LegOptionExerciseLastDateUnadjusted LocalMktDate The unadjusted last exercise date. FIX.5.0SP2
41509 LegOptionExerciseEarliestTime LocalMktTime The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option. FIX.5.0SP2
41510 LegOptionExerciseLatestTime LocalMktTime The latest exercise time. See also LegOptionExerciseEarliestTime(41509). FIX.5.0SP2
41511 LegOptionExerciseTimeBusinessCenter String The business center used to determine the locale for option exercise time, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2

LegOptionExerciseDateGrp

The LegOptionExerciseDateGrp is a repeating subcomponent of the LegOptionExerciseDates component used to specify fixed dates for exercise.

Tag Name Reqd Type Description Added Updated Deprecated
41512 NoLegOptionExerciseDates NumInGroup Number of dates in the repeating group. FIX.5.0SP2
⇒41513 LegOptionExerciseDate LocalMktDate Required if NoLegOptionExerciseDates(41512) > 0. FIX.5.0SP2
⇒41514 LegOptionExerciseDateType int When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2

LegOptionExerciseExpirationDateBusinessCenterGrp

LegOptionExerciseExpirationDateBusinessCenterGrp is a repeating subcomponent of the LegOptionExerciseExpiration component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.

Tag Name Reqd Type Description Added Updated Deprecated
41515 NoLegOptionExerciseExpirationDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒41516 LegOptionExerciseExpirationDateBusinessCenter String Required if NoLegOptionExerciseExpirationDateBusinessCenters(41515) > 0. FIX.5.0SP2

LegOptionExerciseExpiration

The LegOptionExerciseExpiration component is a subcomponent of the LegOptionExercise component used to specify option exercise expiration dates and times. The purpose of LegOptionExercise is to identify the scheduled opportunities for exercise. LegOptionExerciseExpiration identifies the end of the schedule.

Tag Name Reqd Type Description Added Updated Deprecated
41517 LegOptionExerciseExpirationDateBusinessDayConvention int When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date. FIX.5.0SP2
LegOptionExerciseExpirationDateBusinessCenterGrp When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date. FIX.5.0SP2
LegOptionExerciseExpirationDateGrp FIX.5.0SP2
41518 LegOptionExerciseExpirationDateRelativeTo int Specifies the anchor date when the option exercise expiration date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
41519 LegOptionExerciseExpirationDateOffsetPeriod int Conditionally required when LegOptionExerciseExpirationDateOffsetUnit(41520) is specified. FIX.5.0SP2
41520 LegOptionExerciseExpirationDateOffsetUnit String Conditionally required when LegOptionExerciseExpirationDateOffsetPeriod(41519) is specified. FIX.5.0SP2
41521 LegOptionExerciseExpirationFrequencyPeriod int Conditionally required when LegOptionExerciseExpirationFrequencyUnit(41522) is specified. FIX.5.0SP2
41522 LegOptionExerciseExpirationFrequencyUnit String Conditionally required when LegOptionExerciseExpirationFrequencyPeriod(41521) is specified. FIX.5.0SP2
41523 LegOptionExerciseExpirationRollConvention String When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration date. FIX.5.0SP2
41524 LegOptionExerciseExpirationDateOffsetDayType int Specifies the day type of the relative option exercise expiration date offset. FIX.5.0SP2
41525 LegOptionExerciseExpirationTime LocalMktTime The option exercise expiration time. FIX.5.0SP2
41526 LegOptionExerciseExpirationTimeBusinessCenter String The business center used to determine the locale for option exercise expiration time, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2

LegOptionExerciseExpirationDateGrp

The LegOptionExerciseExpirationDateGrp is a repeating subcomponent of the LegOptionExerciseExpiration component used to specify fixed dates for expiration.

Tag Name Reqd Type Description Added Updated Deprecated
41527 NoLegOptionExerciseExpirationDates NumInGroup Number of fixed exercise expiration dates in the repeating group. FIX.5.0SP2
⇒41528 LegOptionExerciseExpirationDate LocalMktDate Required if NoLegOptionExerciseExpirationDates(41527) > 0. FIX.5.0SP2
⇒41529 LegOptionExerciseExpirationDateType int When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2

LegPaymentScheduleFixingDayGrp

The LegPaymentScheduleFixingDayGrp is a repeating subcomponent of the LegPaymentScheduleGrp component used to detail periodic fixing days.

Tag Name Reqd Type Description Added Updated Deprecated
41530 NoLegPaymentScheduleFixingDays NumInGroup Number of fixing days in the repeating group. FIX.5.0SP2
⇒41531 LegPaymentScheduleFixingDayOfWeek int Required if NoLegPaymentScheduleFixingDays(41530) > 0. FIX.5.0SP2
⇒41532 LegPaymentScheduleFixingDayNumber int The occurrence of the day of week on which fixing takes place. FIX.5.0SP2

LegPaymentStreamPricingBusinessCenterGrp

LegPaymentStreamPricingBusinessCenterGrp is a repeating subcomponent of the LegPaymentStreamFloatingRate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.

Tag Name Reqd Type Description Added Updated Deprecated
41561 NoLegPaymentStreamPricingBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒41562 LegPaymentStreamPricingBusinessCenter String Required if NoLegPaymentStreamPricingBusinessCentrers(41561) > 0. FIX.5.0SP2

LegPaymentStreamPaymentDateGrp

The LegPaymentStreamPaymentDateGrp is a repeating subcomponent of the LegPaymentStreamPaymentDates component used to detail fixed dates for swap stream payments.

Tag Name Reqd Type Description Added Updated Deprecated
41589 NoLegPaymentStreamPaymentDates NumInGroup Number of payment dates in the repeating group. FIX.5.0SP2
⇒41590 LegPaymentStreamPaymentDate LocalMktDate Required if NoLegPaymentStreamPaymentDates(41589) > 0. FIX.5.0SP2
⇒41591 LegPaymentStreamPaymentDateType int When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2

LegPaymentStreamPricingDateGrp

The LegPaymentStreamPricingDateGrp is a repeating subcomponent of the LegPaymentStreamFloatingRate component used to detail fixed pricing dates.

Tag Name Reqd Type Description Added Updated Deprecated
41593 NoLegPaymentStreamPricingDates NumInGroup Number of pricing dates in the repeating group. FIX.5.0SP2
⇒41594 LegPaymentStreamPricingDate LocalMktDate Required if NoPaymentStreamPricingDates(41593) > 0. FIX.5.0SP2
⇒41595 LegPaymentStreamPricingDateType int When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2

LegPaymentStreamPricingDayGrp

The LegPaymentStreamPricingDayGrp is a repeating subcomponent of the LegPaymentStreamFloatingRate component used to detail periodic pricing days.

Tag Name Reqd Type Description Added Updated Deprecated
41596 NoLegPaymentStreamPricingDays NumInGroup Number of pricing days in the repeating group. FIX.5.0SP2
⇒41597 LegPaymentStreamPricingDayOfWeek int Required if NoLegPaymentStreamPricingDays(41596) > 0. FIX.5.0SP2
⇒41598 LegPaymentStreamPricingDayNumber int The occurrence of the day of week on which pricing takes place. FIX.5.0SP2

LegPhysicalSettlTermGrp

The LegPhysicalSettlTermGrp is a repeating component within the InstrumentLeg component used to report physical settlement terms.

Tag Name Reqd Type Description Added Updated Deprecated
41599 NoLegPhysicalSettlTerms NumInGroup Number of entries in the repeating group. FIX.5.0SP2
⇒LegPhysicalSettlDeliverableObligationGrp Required if NoLegPhysicalSettlTerms(41599) > 0. FIX.5.0SP2
⇒41601 LegPhysicalSettlCurency Currency Specifies the currency of physical settlement. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒41602 LegPhysicalSettlBusinessDays int The number of business days used in the determination of physical settlement. Its precise meaning is dependant on the context in which this is used. FIX.5.0SP2
⇒41603 LegPhysicalSettlMaximumBusinessDays int A maximum number of business days. Its precise meaning is dependant on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision. FIX.5.0SP2
⇒41600 LegPhysicalSettlTermXID XID A named string value referenced by UnderlyingSettlTermXIDRef(41315). FIX.5.0SP2

LegPhysicalSettlDeliverableObligationGrp

The LegPhysicalSettlDeliverableObligationGrp is a repeating component within the LegPhysicalSettlTermGrp component used to report credit default swap (CDS) physical settlement delivery obligations.

Tag Name Reqd Type Description Added Updated Deprecated
41604 NoLegPhysicalSettlDeliverableObligations NumInGroup Number of entries in the repeating group. FIX.5.0SP2
⇒41605 LegPhysicalSettlDeliverableObligationType String Required if NoLegPhysicalSettlDeliverableObligations(41604) > 0. FIX.5.0SP2
⇒41606 LegPhysicalSettlDeliverableObligationValue String Physical settlement delivery obligation value appropriate to LegPhysicalSettlDeliverableObligationType(41605).
See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. 		FIX.5.0SP2

LegPricingDateBusinessCenterGrp

LegPricingDateBusinessCenterGrp is a repeating subcomponent of the LegPricingDateTime component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.

Tag Name Reqd Type Description Added Updated Deprecated
41607 NoLegPricingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒41608 LegPricingDateBusinessCenter String Required if NoLegPricingDateBusinessCenters(41607) > 0. FIX.5.0SP2

LegPricingDateTime

The LegPricingDateTime component is a subcomponent of InstrumentLeg used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade.

Tag Name Reqd Type Description Added Updated Deprecated
41609 LegPricingDateUnadjusted LocalMktDate The unadjusted pricing or fixing date. FIX.5.0SP2
41610 LegPricingDateBusinessDayConvention int When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to the pricing dates. FIX.5.0SP2
LegPricingDateBusinessCenterGrp When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the pricing dates. FIX.5.0SP2
41611 LegPricingDateAdjusted LocalMktDate The adjusted pricing or fixing date. FIX.5.0SP2
41612 LegPricingTime LocalMktTime The local market pricing or fixing time. FIX.5.0SP2
41613 LegPricingTimeBusinessCenter String Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. FIX.5.0SP2

LegProtectionTermEventNewsSourceGrp

LegProtectionTermEventNewsSourceGrp is a repeating subcomponent of the LegProtectionTermGrp component used to specify the particular newspapers or electronic news services that may publish relevant information used in the determination of whether or not a credit event has occurred.

Tag Name Reqd Type Description Added Updated Deprecated
41614 NoLegProtectionTermEventNewsSources NumInGroup Number of event sources in the repeating group. FIX.5.0SP2
⇒41615 LegProtectionTermEventNewsSource String Required if NoLegProtectionTermEventNewsSources(41614) > 0. FIX.5.0SP2

LegProtectionTermGrp

The LegProtectionTermGrp is a repeating component within the InstrumentLeg component used to report protection term details.

Tag Name Reqd Type Description Added Updated Deprecated
41616 NoLegProtectionTerms NumInGroup Number of protection terms in the repeating group. FIX.5.0SP2
⇒41618 LegProtectionTermNotional Amt Required if NoLegProtectionTerms(41616) > 0. FIX.5.0SP2
⇒41619 LegProtectionTermCurrency Currency The currency of LegProtectionTermNotional(41618). Uses ISO 4217 currency codes. FIX.5.0SP2
⇒41620 LegProtectionTermSellerNotifies Boolean The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. LegProtectionTermSellerNotifies(41620)=Y indicates that the seller notifies. FIX.5.0SP2
⇒41621 LegProtectionTermBuyerNotifies Boolean The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. LegProtectionTermBuyerNotifies(41621)=Y indicates that the buyer notifies. FIX.5.0SP2
⇒41622 LegProtectionTermEventBusinessCenter String When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2
⇒41623 LegProtectionTermStandardSources Boolean Indicates whether ISDA defined Standard Public Sources are applicable (LegProtectionTermStandardSources(41623)=Y) or not. FIX.5.0SP2
⇒41624 LegProtectionTermEventMinimumSources int The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. FIX.5.0SP2
⇒LegProtectionTermEventNewsSourceGrp FIX.5.0SP2
⇒LegProtectionTermEventGrp FIX.5.0SP2
⇒LegProtectionTermObligationGrp FIX.5.0SP2
⇒41617 LegProtectionTermXID XID A named string value referenced from UnderlyingLegProtectionTermXIDRef(41314). FIX.5.0SP2

LegProtectionTermEventGrp

The LegProtectionTermEventGrp is a repeating component within the LegProtectionTermGrp component used to report applicable CDS credit events.

Tag Name Reqd Type Description Added Updated Deprecated
41625 NoLegProtectionTermEvents NumInGroup Number of protection term events in the repeating group. FIX.5.0SP2
⇒41626 LegProtectionTermEventType String Required if NoLegProtectionTermEvents(41625) > 0. FIX.5.0SP2
⇒41627 LegProtectionTermEventValue String Specifies the protection term event value appropriate to LegProtectionTermEventType(41626). See http:///www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. FIX.5.0SP2
⇒41628 LegProtectionTermEventCurrency Currency Applicable currency if the event value is an amount. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒41629 LegProtectionTermEventPeriod int Conditionally required when LegProtectionTermEventUnit(41630). FIX.5.0SP2
⇒41630 LegProtectionTermEventUnit String Conditionally required when LegProtectionTermEventPeriod(41629). FIX.5.0SP2
⇒41631 LegProtectionTermEventDayType int Specifies the day type for protection term events. FIX.5.0SP2
⇒41632 LegProtectionTermEventRateSource String Rate source for events that specify a rate source, e.g. floating rate interest shortfall. FIX.5.0SP2
⇒LegProtectionTermEventQualifierGrp FIX.5.0SP2

LegProtectionTermEventQualifierGrp

The LegProtectionTermEventQualifierGrp is a repeating component within the LegProtectionTermEventGrp component used to specify qualifying attributes to the event.

Tag Name Reqd Type Description Added Updated Deprecated
41633 NoLegProtectionTermEventQualifiers NumInGroup Number of qualifiers in the repeating group. FIX.5.0SP2
⇒41634 LegProtectionTermEventQualifier char Required if NoLegProtectionTermEventQualifiers(41633) > 0. FIX.5.0SP2

LegProtectionTermObligationGrp

The LegProtectionTermObligationGrp is a repeating component within the LegProtectionTermGrp component used to report applicable credit default swap (CDS) obligations.

Tag Name Reqd Type Description Added Updated Deprecated
41635 NoLegProtectionTermObligations NumInGroup Number of obligations in the repeating group. FIX.5.0SP2
⇒41636 LegProtectionTermObligationType String Required if NoLegProtectionTermObligations(41635) > 0. FIX.5.0SP2
⇒41637 LegProtectionTermObligationValue String The value associated with the protection term obligation specified in LegProtectionTermObligationType(41636). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values. FIX.5.0SP2

LegStreamCalculationPeriodDateGrp

The LegStreamCalculationPeriodDateGrp is a repeating subcomponent of the LegStreamCalculationPeriodDates component used to detail fixed dates for the swap stream.

Tag Name Reqd Type Description Added Updated Deprecated
41638 NoLegStreamCalculationPeriodDates NumInGroup Number of calculation period dates in the repeating group. FIX.5.0SP2
⇒41639 LegStreamCalculationPeriodDate LocalMktDate Required if NoLegStreamCalculationPeriodDates(41638) > 0. FIX.5.0SP2
⇒41640 LegStreamCalculationPeriodDateType int Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2

LegStreamCommoditySettlBusinessCenterGrp

LegStreamCommoditySettlBusinessCenterGrp is a repeating subcomponent of the LegStreamCommodity component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.

Tag Name Reqd Type Description Added Updated Deprecated
41646 NoLegStreamCommoditySettlBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒41647 LegStreamCommoditySettlBusinessCenter String Required if NoLegStreamCommoditySettlementBusinessCenters(41646) > 0. FIX.5.0SP2

LegStreamCommodity

LegStreamCommodity is a subcomponent of the LegStream component used to identify and describe the underlying commodity.

Tag Name Reqd Type Description Added Updated Deprecated
41648 LegStreamCommodityBase String Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. FIX.5.0SP2
41649 LegStreamCommodityType String Specifies the type of commodity product.
For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values.
For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values.
For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types. 		FIX.5.0SP2
41650 LegStreamCommoditySecurityID String Conditionally required when LegStreamCommoditySecurityIDSource(41651) is specified. FIX.5.0SP2
41651 LegStreamCommoditySecurityIDSource String Conditionally required when LegStreamCommoditySecurityID(41650) is specified. FIX.5.0SP2
LegStreamCommodityAltIDGrp FIX.5.0SP2
41652 LegStreamCommodityDesc String Description of the commodity asset. FIX.5.0SP2
41653 EncodedLegStreamCommodityDescLen Length Must be set if EncodedLegStreamCommodityDesc(41654) field is specified and must immediately precede it. FIX.5.0SP2
41654 EncodedLegStreamCommodityDesc data Encoded (non-ASCII characters) representation of the LegStreamCommodityDesc(41652) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
42588 LegStreamCommodityDeliveryPricingRegion String May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). FIX.5.0SP2
LegStreamAssetAttributeGrp FIX.5.0SP2
41655 LegStreamCommodityUnitOfMeasure String The unit of measure (UOM) of the commodity asset. FIX.5.0SP2
41656 LegStreamCommodityCurrency Currency Identifies the currency of the commodity asset. Uses ISO 4217 currency codes. FIX.5.0SP2
41657 LegStreamCommodityExchange Exchange Identifies the exchange where the commodity is traded. FIX.5.0SP2
41658 LegStreamCommodityRateSource int Identifies the source of rate information used for commodities.
See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources. 		FIX.5.0SP2
41659 LegStreamCommodityRateReferencePage String Identifies the reference "page" from the rate source. FIX.5.0SP2
41660 LegStreamCommodityRateReferencePageHeading String Identifies the page heading from the rate source. FIX.5.0SP2
41661 LegStreamDataProvider String Specifies the commodity data or information provider.
See http://www.fpml.org/coding-scheme/commodity-information-provider for values. 		FIX.5.0SP2
LegStreamCommodityDataSourceGrp FIX.5.0SP2
41662 LegStreamCommodityPricingType String Specifies how the pricing or rate setting of the trade is to be determined or based upon.
See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types. 		FIX.5.0SP2
41663 LegStreamCommodityNearbySettlDayPeriod int Conditionally required when LegStreamCommodityNearbySettlDayUnit(41664) is specified. FIX.5.0SP2
41664 LegStreamCommodityNearbySettlDayUnit String Conditionally required when LegStreamCommodityNearbySettlDayPeriod(41663) is specified. FIX.5.0SP2
41665 LegStreamCommoditySettlDateUnadjusted LocalMktDate The unadjusted commodity delivery date. FIX.5.0SP2
41666 LegStreamCommoditySettlDateBusinessDayConvention int When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date. FIX.5.0SP2
LegStreamCommoditySettlBusinessCenterGrp When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date. FIX.5.0SP2
41667 LegStreamCommoditySettlDateAdjusted LocalMktDate The adjusted commodity delivery date. FIX.5.0SP2
41668 LegStreamCommoditySettlMonth int Specifies a fixed single month for commodity delivery. FIX.5.0SP2
41669 LegStreamCommoditySettlDateRollPeriod int Conditionally required when LegStreamCommoditySettlDateRollUnit(41670) is specified. FIX.5.0SP2
41670 LegStreamCommoditySettlDateRollUnit String Conditionally required when LegStreamCommoditySettlDateRollPeriod(41669) is specified. FIX.5.0SP2
41671 LegStreamCommoditySettlDayType int Specifies the commodity delivery roll day type. FIX.5.0SP2
LegStreamCommoditySettlPeriodGrp FIX.5.0SP2
41672 LegStreamCommodityXID XID Identifier of this stream commodity for cross referencing elsewhere in the message. FIX.5.0SP2
41673 LegStreamCommodityXIDRef XIDREF Reference to a stream commodity elsewhere in the message. FIX.5.0SP2

LegStreamCommodityAltIDGrp

LegStreamCommodityAltIDGrp is a subcomponent of the LegStreamCommodity component used to specify alternate identifiers.

Tag Name Reqd Type Description Added Updated Deprecated
41674 NoLegStreamCommodityAltIDs NumInGroup Number of alternate security identifers. FIX.5.0SP2
⇒41675 LegStreamCommodityAltID String Required if NoLegStreamCommodityAltIDs(41674) > 0. FIX.5.0SP2
⇒41676 LegStreamCommodityAltIDSource String Required if NoLegStreamCommodityAltIDs(41674) > 0. FIX.5.0SP2

LegStreamCommodityDataSourceGrp

LegStreamCommodityDataSourceGrp is a subcomponent of the LegStreamCommodity component used to specify sources of data, e.g. weather stations. The order of entry determines priority – first is the main source, second is fallback, third is second fallback.

Tag Name Reqd Type Description Added Updated Deprecated
41677 NoLegStreamCommodityDataSources NumInGroup Number of data sources in the repeating group. The order of entry determines priority – first is the main source, second is fallback, third is second fallback. FIX.5.0SP2
⇒41678 LegStreamCommodityDataSourceID String Required if NoLegStreamCommodityDataSources(41677) > 0. FIX.5.0SP2
⇒41679 LegStreamCommodityDataSourceIDType int Required if NoLegStreamCommodityDataSources(41677) > 0. FIX.5.0SP2

LegStreamCommoditySettlDayGrp

The LegStreamCommoditySettlDayGrp is a repeating subcomponent of the LegStreamCommoditySettlPeriodGrp component used to define the settlement days associated with the commodity contract.

Tag Name Reqd Type Description Added Updated Deprecated
41680 NoLegStreamCommoditySettlDays NumInGroup Number of days in the repeating group. FIX.5.0SP2
⇒41681 LegStreamCommoditySettlDay int Required if NoLegStreamCommoditySettlementDays(41680) > 0. FIX.5.0SP2
⇒41682 LegStreamCommoditySettlTotalHours int Sum of the hours specified in LegStreamCommoditySettlTimeGrp. FIX.5.0SP2
⇒LegStreamCommoditySettlTimeGrp FIX.5.0SP2

LegStreamCommoditySettlTimeGrp

The LegStreamCommoditySettlTimeGrp is a repeating subcomponent of the LegStreamCommoditySettlDayGrp component used to define the settlement time periods associated with the commodity contract.

Tag Name Reqd Type Description Added Updated Deprecated
41683 NoLegStreamCommoditySettlTimes NumInGroup Number of hour ranges in the repeating group. FIX.5.0SP2
⇒41684 LegStreamCommoditySettlStart String Required if NoLegStreamCommoditySettlTimes(41683) > 0. FIX.5.0SP2
⇒41685 LegStreamCommoditySettlEnd String Required if NoLegStreamCommoditySettlTimes(41683) > 0. FIX.5.0SP2
⇒41935 LegStreamCommoditySettlTimeType int May be defaulted to market convention or bilaterally agreed if not specified. FIX.5.0SP2

LegStreamCommoditySettlPeriodGrp

The LegStreamCommoditySettlPeriodGrp is a repeating subcomponent of the LegStreamCommodiry component used to to define the settlement period details associated with the commodity contract.

Tag Name Reqd Type Description Added Updated Deprecated
41686 NoLegStreamCommoditySettlPeriods NumInGroup Number of commodity settlement periods in the repeating group. FIX.5.0SP2
⇒41687 LegStreamCommoditySettlCountry Country Required if NoLegStreamCommoditySettlPeriods(41686) > 0. FIX.5.0SP2
⇒41688 LegStreamCommoditySettlTimeZone String Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight".
See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. 		FIX.5.0SP2
⇒41689 LegStreamCommoditySettlFlowType int Specifies the commodity delivery flow type. FIX.5.0SP2
⇒41690 LegStreamCommoditySettlPeriodNotional Qty Delivery quantity associated with this settlement period. FIX.5.0SP2
⇒41691 LegStreamCommoditySettlPeriodNotionalUnitOfMeasure String Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period. FIX.5.0SP2
⇒41692 LegStreamCommoditySettlPeriodFrequencyPeriod int Conditionally required when LegStreamCommoditySettlPeriodFrequencyUnit(41693) is specified. FIX.5.0SP2
⇒41693 LegStreamCommoditySettlPeriodFrequencyUnit String Conditionally required when LegStreamCommoditySettlPeriodFrequencyPeriod(41692) is specified. FIX.5.0SP2
⇒41694 LegStreamCommoditySettlPeriodPrice Price The settlement period price. FIX.5.0SP2
⇒41695 LegStreamCommoditySettlPeriodPriceUnitOfMeasure String The settlement period price unit of measure (UOM). FIX.5.0SP2
⇒41696 LegStreamCommoditySettlPeriodPriceCurrency Currency The currency of the settlement period price. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒41697 LegStreamCommoditySettlHolidaysProcessingInstruction int Indicates whether holidays are included in the settlement periods. Required for electricity contracts. FIX.5.0SP2
⇒LegStreamCommoditySettlDayGrp FIX.5.0SP2
⇒41698 LegStreamCommoditySettlPeriodXID XID Identifier of this settlement period for cross referencing elsewhere in the message. FIX.5.0SP2
⇒41699 LegStreamCommoditySettlPeriodXIDRef XIDREF Cross reference to another settlement period for duplicating its properties. FIX.5.0SP2

UnderlyingAssetAttributeGrp

The UnderlyingAssetAttributeGrp is a repeating subcomponent of the UnderlyingInstrument component used to detail attributes of the instrument asset.

Tag Name Reqd Type Description Added Updated Deprecated
2312 NoUnderlyingAssetAttributes NumInGroup Number of asset attribute entries in the group. FIX.5.0SP2
⇒2313 UnderlyingAssetAttributeType String Required if NoUnderlyingAssetAttributes(2312) > 0. FIX.5.0SP2
⇒2314 UnderlyingAssetAttributeValue String Specifies the value of the attribute. FIX.5.0SP2
⇒2315 UnderlyingAssetAttributeLimit String Limit or lower acceptable value of the attribute. FIX.5.0SP2

UnderlyingComplexEventAveragingObservationGrp

UnderlyingComplexEventAveragingObservationGrp is an optional subcomponent of UnderlyingComplexEventPeriodGrp for specifying the weight of each of the dated observations.

Tag Name Reqd Type Description Added Updated Deprecated
41713 NoUnderlyingComplexEventAveragingObservations NumInGroup The number of averaging observations in the repeating group. FIX.5.0SP2
⇒41714 UnderlyingComplexEventAveragingObservationNumber int Required if NoUnderlyingComplexEventAveragingObservations(41713) > 0. FIX.5.0SP2
⇒41715 UnderlyingComplexEventAveragingWeight float The weight factor to be applied to the observation. FIX.5.0SP2

UnderlyingComplexEventCreditEventGrp

The UnderlyingComplexEventCreditEventGrp is a repeating component within the UnderlyingComplexEventGrp component used to report applicable option credit events.

Tag Name Reqd Type Description Added Updated Deprecated
41716 NoUnderlyingComplexEventCreditEvents NumInGroup The number of credit events specified in the repeating group. FIX.5.0SP2
⇒41717 UnderlyingComplexEventCreditEventType String Required if NoUnderlyingComplexEventCreditEvents(41716) > 0. FIX.5.0SP2
⇒41718 UnderlyingComplexEventCreditEventValue String The credit event value appropriate to UnderlyingComplexEventCreditEventType(41717).
See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. 		FIX.5.0SP2
⇒41719 UnderlyingComplexEventCreditEventCurrency Currency Specifies the applicable currency when UnderlyingComplexEventCreditEventValue(41718) is an amount. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒41720 UnderlyingComplexEventCreditEventPeriod int Conditionally required when UnderlyingComplexEventCreditEventUnit(41721) is specified. FIX.5.0SP2
⇒41721 UnderlyingComplexEventCreditEventUnit String Conditionally required when UnderlyingComplexEventCreditEventPeriod(41720) is specified. FIX.5.0SP2
⇒41722 UnderlyingComplexEventCreditEventDayType int Specifies the day type for the complex credit events. FIX.5.0SP2
⇒41723 UnderlyingComplexEventCreditEventRateSource int Identifies the source of rate information used for credit events.
See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources. 		FIX.5.0SP2
⇒UnderlyingComplexEventCreditEventQualifierGrp FIX.5.0SP2

UnderlyingComplexEventCreditEventQualifierGrp

The UnderlyingComplexEventCreditEventQualifierGrp is a repeating component within the UnderlyingComplexEventCreditEventGrp component used to specify qualifying attributes to an event.

Tag Name Reqd Type Description Added Updated Deprecated
41724 NoUnderlyingComplexEventCreditEventQualifiers NumInGroup Number of qualifiers in the repeating group. FIX.5.0SP2
⇒41725 UnderlyingComplexEventCreditEventQualifier char Required if NoUnderlyingComplexEventCreditEventQualifiers(41724) > 0. FIX.5.0SP2

UnderlyingComplexEventPeriodDateGrp

UnderlyingComplexEventPeriodDateGrp is a subcomponent of UnderlyingComplexEventPeriodGrp for specifying fixed period dates and times for an Asian or Strike Schedule option or trigger dates for a Barrier or Knock option.

Tag Name Reqd Type Description Added Updated Deprecated
41726 NoUnderlyingComplexEventPeriodDateTimes NumInGroup Number of entries in the date-time repeating group. FIX.5.0SP2
⇒41727 UnderlyingComplexEventPeriodDate LocalMktDate Required if NoUnderlyingComplexEventPeriodDateTimes(41726) > 0. FIX.5.0SP2
⇒41728 UnderlyingComplexEventPeriodTime LocalMktTime The averaging time for an Asian option. FIX.5.0SP2

UnderlyingComplexEventPeriodGrp

UnderlyingComplexEventPeriodGrp is a subcomponent of UnderlyingComplexEvents for specifying the periods for an Asian, Barrier, Knock or Strike Schedule option feature.

Tag Name Reqd Type Description Added Updated Deprecated
41729 NoUnderlyingComplexEventPeriods NumInGroup Number of periods in the repeating group. FIX.5.0SP2
⇒41730 UnderlyingComplexEventPeriodType int Required if NoUnderlyingComplexEventPeriods(41729) > 0. FIX.5.0SP2
⇒41731 UnderlyingComplexEventBusinessCenter String The business center for adjusting dates and times in the schedule or date-time group.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2
⇒UnderlyingComplexEventScheduleGrp FIX.5.0SP2
⇒UnderlyingComplexEventPeriodDateGrp FIX.5.0SP2
⇒UnderlyingComplexEventAveragingObservationGrp FIX.5.0SP2

UnderlyingComplexEventRateSourceGrp

UnderlyingComplexEventRateSourceGrp is a subcomponent of UnderlyingComplexEvents for specifying primary and secondary rate sources.

Tag Name Reqd Type Description Added Updated Deprecated
41732 NoUnderlyingComplexEventRateSources NumInGroup Number of rate sources in the repeating group. FIX.5.0SP2
⇒41733 UnderlyingComplexEventRateSource int Required if NoUnderlyingComplexEventRateSources(41732) > 0. FIX.5.0SP2
⇒41734 UnderlyingComplexEventRateSourceType int Required if NoUnderlyingComplexEventRateSources(41732) > 0. FIX.5.0SP2
⇒41735 UnderlyingComplexEventReferencePage String Conditionally required when ComplexEventRateSource(41014) = 99 (Other). FIX.5.0SP2
⇒41736 UnderlyingComplexEventReferencePageHeading String Identifies the reference page heading from the rate source. FIX.5.0SP2

UnderlyingComplexEventDateBusinessCenterGrp

UnderlyingComplexEventDateBusinessCenterGrp is a repeating subcomponent of the UnderlyingComplexEventRelativeDate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.

Tag Name Reqd Type Description Added Updated Deprecated
41737 NoUnderlyingComplexEventDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒41738 UnderlyingComplexEventDateBusinessCenter String Required if NoUnderlyingComplexEventDateBusinessCenters(41737) > 0. FIX.5.0SP2

UnderlyingComplexEventRelativeDate

UnderlyingComplexEventRelativeDate is a subcomponent of UnderlyingComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option.

Tag Name Reqd Type Description Added Updated Deprecated
41739 UnderlyingComplexEventDateUnadjusted LocalMktDate The unadjusted complex event date. FIX.5.0SP2
41740 UnderlyingComplexEventDateRelativeTo int Specifies the anchor date when the complex event date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
41741 UnderlyingComplexEventDateOffsetPeriod int Conditionally required when UnderlyingComplexEventDateOffsetUnit(41742) is specified. FIX.5.0SP2
41742 UnderlyingComplexEventDateOffsetUnit String Conditionally required when UnderlyingComplexEventDateOffsetPeriod(41741) is specified. FIX.5.0SP2
41743 UnderlyingComplexEventDateOffsetDayType int Specifies the day type of the relative date offset. FIX.5.0SP2
41744 UnderlyingComplexEventDateBusinessDayConvention int When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates. FIX.5.0SP2
UnderlyingComplexEventDateBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates. FIX.5.0SP2
41745 UnderlyingComplexEventDateAdjusted LocalMktDate The adjusted complex event date. FIX.5.0SP2
41746 UnderlyingComplexEventFixingTime LocalMktTime The local market fixing time. FIX.5.0SP2
41747 UnderlyingComplexEventFixingTimeBusinessCenter String The business center for determining the actual fixing times.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2

UnderlyingComplexEventCreditEventSourceGrp

UnderlyingComplexEventCreditEventSourceGrp is a repeating subcomponent of the UnderlyingComplexEvents component used to specify the particular newspapers or electronic news services that may publish relevant information used in the determination of whether or not a credit event has occurred.

Tag Name Reqd Type Description Added Updated Deprecated
41748 NoUnderlyingComplexEventCreditEventSources NumInGroup Number of event sources in the repeating group. FIX.5.0SP2
⇒41749 UnderlyingComplexEventCreditEventSource String Required if NoUnderlyingCreditEventCreditEventSources(41748) > 0. FIX.5.0SP2

UnderlyingComplexEventScheduleGrp

UnderlyingComplexEventScheduleGrp is a subcomponent of UnderlyingComplexEventPeriodGrp for specifying a periodic schedule for an Asian, Barrier or Strike Schedule option feature.

Tag Name Reqd Type Description Added Updated Deprecated
41750 NoUnderlyingComplexEventSchedules NumInGroup Number of schedules in the repeating group. FIX.5.0SP2
⇒41751 UnderlyingComplexEventScheduleStartDate LocalMktDate Required if NoUnderlyingComplexEventSchedules(41750) > 0. FIX.5.0SP2
⇒41752 UnderlyingComplexEventScheduleEndDate LocalMktDate The end date of the schedule. FIX.5.0SP2
⇒41753 UnderlyingComplexEventScheduleFrequencyPeriod int Conditionally required when UnderlyingComplexEventScheduleFrequencyUnit(41754) is specified. FIX.5.0SP2
⇒41754 UnderlyingComplexEventScheduleFrequencyUnit String Conditionally required when UnderlyingComplexEventScheduleFrequencyPeriod(41753) is specified. FIX.5.0SP2
⇒41755 UnderlyingComplexEventScheduleRollConvention String When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option schedule dates. FIX.5.0SP2

UnderlyingDeliveryScheduleGrp

The UnderlyingDeliveryScheduleGrp is a repeating subcomponent of the UnderlyingStream component used to detail step schedules associated with a delivery stream.

Tag Name Reqd Type Description Added Updated Deprecated
41756 NoUnderlyingDeliverySchedules NumInGroup Number of delivery schedules in the repeating group. FIX.5.0SP2
⇒41757 UnderlyingDeliveryScheduleType int Required if NoUnderlyingDeliverySchedules(41756) > 0. FIX.5.0SP2
⇒41758 UnderlyingDeliveryScheduleXID XID Identifier for this instance of delivery schedule for cross referencing elsewhere in the message. FIX.5.0SP2
⇒41759 UnderlyingDeliveryScheduleNotional Qty Physical delivery quantity. FIX.5.0SP2
⇒41760 UnderlyingDeliveryScheduleNotionalUnitOfMeasure String Specifies the delivery quantity unit of measure (UOM). FIX.5.0SP2
⇒41761 UnderlyingDeliveryScheduleNotionalCommodityFrequency int The frequency of notional delivery. FIX.5.0SP2
⇒41762 UnderlyingDeliveryScheduleNegativeTolerance float Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryScheduleToleranceType(41765). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). FIX.5.0SP2
⇒41763 UnderlyingDeliverySchedulePositiveTolerance float Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryScheduleToleranceType(41765). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). FIX.5.0SP2
⇒41764 UnderlyingDeliveryScheduleToleranceUnitOfMeasure String Specifies the tolerance value's unit of measure (UOM). FIX.5.0SP2
⇒41765 UnderlyingDeliveryScheduleToleranceType int Conditionally required when UnderlyingDeliveryScheduleNegativeTolerance(41762) or UnderlyingDeliverySchedulePositiveTolerance(41763) is specified. FIX.5.0SP2
⇒41766 UnderlyingDeliveryScheduleSettlCountry Country Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. FIX.5.0SP2
⇒41767 UnderlyingDeliveryScheduleSettlTimeZone String Delivery timezone specified as "prevailing" rather than "standard" or "daylight".
See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. 		FIX.5.0SP2
⇒41768 UnderlyingDeliveryScheduleSettlFlowType int Specifies the delivery flow type. FIX.5.0SP2
⇒41769 UnderlyingDeliveryScheduleSettlHolidaysProcessingInstruction int Indicates whether holidays are included in the settlement periods. Required for electricity contracts. FIX.5.0SP2
⇒UnderlyingDeliveryScheduleSettlDayGrp FIX.5.0SP2

UnderlyingDeliveryScheduleSettlDayGrp

The UnderlyingDeliveryScheduleSettlDayGrp is a repeating subcomponent of the UnderlyingDeliveryScheduleGrp component used to detail commodity delivery days.

Tag Name Reqd Type Description Added Updated Deprecated
41770 NoUnderlyingDeliveryScheduleSettlDays NumInGroup Number of delivery schedules in the repeating group. FIX.5.0SP2
⇒41771 UnderlyingDeliveryScheduleSettlDay int Required if NoUnderlyingDeliveryScheduleSettlDays(41770) > 0. FIX.5.0SP2
⇒41772 UnderlyingDeliveryScheduleSettlTotalHours int The sum of the total hours specified in the UnderlyingDeliveryScheduleSettlTimeGrp component. FIX.5.0SP2
⇒UnderlyingDeliveryScheduleSettlTimeGrp FIX.5.0SP2

UnderlyingDeliveryScheduleSettlTimeGrp

The UnderlyingDeliveryScheduleSettlTimeGrp is a repeating subcomponent of the UnderlyingDeliveryScheduleSettlDayGrp component used to detail commodity delivery time periods.

Tag Name Reqd Type Description Added Updated Deprecated
41773 NoUnderlyingDeliveryScheduleSettlTimes NumInGroup Number of hour ranges in the repeating group. FIX.5.0SP2
⇒41774 UnderlyingDeliveryScheduleSettlStart String Required if NoUnderlyingDeliveryScheduleSettlTimes(41773) > 0. FIX.5.0SP2
⇒41775 UnderlyingDeliveryScheduleSettlEnd String Required if NoUnderlyingDeliveryScheduleSettlTimes(41773) > 0. FIX.5.0SP2
⇒41776 UnderlyingDeliveryScheduleSettlTimeType int May be defaulted to market convention or bilaterally agreed if not specified. FIX.5.0SP2

UnderlyingDeliveryStream

The UnderlyingDeliveryStream component is a subcomponent of the UnderlyingStream used to detail the attributes of a physical delivery stream in a swap.

Tag Name Reqd Type Description Added Updated Deprecated
41777 UnderlyingDeliveryStreamType int Specifies the type of delivery stream. FIX.5.0SP2
UnderlyingDeliveryStreamCommoditySourceGrp FIX.5.0SP2
41778 UnderlyingDeliveryStreamPipeline String The name of the oil delivery pipeline. FIX.5.0SP2
41779 UnderlyingDeliveryStreamEntryPoint String The point at which the commodity will enter the delivery mechanism or pipeline. FIX.5.0SP2
41780 UnderlyingDeliveryStreamWithdrawalPoint String The point at which the commodity product will be withdrawn prior to delivery. FIX.5.0SP2
41781 UnderlyingDeliveryStreamDeliveryPoint String The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product.
For bullion see http://www.fpml.org/coding-scheme/bullion-delivery-location for values. 		FIX.5.0SP2
42196 UnderlyingDeliveryStreamDeliveryPointSource int Identifies the class or source of UnderlyingDeliveryStreamDeliveryPoint(41781). FIX.5.0SP2
42197 UnderlyingDeliveryStreamDeliveryPointDesc String Description of the delivery point identified in UnderlyingDeliveryStreamDeliveryPoint(41781). FIX.5.0SP2
41782 UnderlyingDeliveryStreamDeliveryRestriction int Specifies under what conditions the buyer and seller should be excused of their delivery obligations. FIX.5.0SP2
41783 UnderlyingDeliveryStreamDeliveryContingency String Specifies the electricity delivery contingency.
See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values. 		FIX.5.0SP2
41784 UnderlyingDeliveryStreamDeliveryContingentPartySide int The trade side value of the party responsible for electricity delivery contingency. FIX.5.0SP2
41785 UnderlyingDeliveryStreamDeliverAtSourceIndicator Boolean When this element is specified and set to 'Y', delivery of the coal product is to be at its source. FIX.5.0SP2
41786 UnderlyingDeliveryStreamRiskApportionment String Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product.
See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list. 		FIX.5.0SP2
41587 UnderlyingDeliveryStreamRiskApportionmentSource String Specifies the source or legal framework for the risk apportionment.
See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list. 		FIX.5.0SP2
UnderlyingDeliveryStreamCycleGrp FIX.5.0SP2
41787 UnderlyingDeliveryStreamTitleTransferLocation String Specifies the title transfer location. FIX.5.0SP2
41788 UnderlyingDeliveryStreamTitleTransferCondition int Specifies the title transfer condition. FIX.5.0SP2
41789 UnderlyingDeliveryStreamImporterOfRecord String A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation. FIX.5.0SP2
41790 UnderlyingDeliveryStreamNegativeTolerance float Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryStreamToleranceType(41793). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). FIX.5.0SP2
41791 UnderlyingDeliveryStreamPositiveTolerance float Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryStreamToleranceType(41793). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). FIX.5.0SP2
41792 UnderlyingDeliveryStreamToleranceUnitOfMeasure String Specifies the tolerance value's unit of measure (UOM). FIX.5.0SP2
41793 UnderlyingDeliveryStreamToleranceType int Specifies the tolerance value type. FIX.5.0SP2
41794 UnderlyingDeliveryStreamToleranceOptionSide int Indicates whether the tolerance is at the seller's or buyer's option. FIX.5.0SP2
41795 UnderlyingDeliveryStreamTotalPositiveTolerance Percentage The positive percent tolerance which applies to the total quantity delivered over all shipment periods.
Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). 		FIX.5.0SP2
41796 UnderlyingDeliveryStreamTotalNegativeTolerance Percentage The negative percent tolerance which applies to the total quantity delivered over all shipment periods.
Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). 		FIX.5.0SP2
41797 UnderlyingDeliveryStreamNotionalConversionFactor float If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used. FIX.5.0SP2
41798 UnderlyingDeliveryStreamTransportEquipment String The transportation equipment with which the commodity product will be delivered and received. FIX.5.0SP2
41799 UnderlyingDeliveryStreamElectingPartySide int A reference to the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract. FIX.5.0SP2
43096 UnderlyingDeliveryStreamRouteOrCharter String Specific delivery route or time charter average. Applicable to commodity freight swaps. FIX.5.0SP2

UnderlyingStreamAssetAttributeGrp

The UnderlyingStreamAssetAttributeGrp is a repeating subcomponent of the UnderlyingStreamCommodity component used to detail commodity attributes, quality standards and reject limits.

Tag Name Reqd Type Description Added Updated Deprecated
41800 NoUnderlyingStreamAssetAttributes NumInGroup Number of asset attribute entries in the group. FIX.5.0SP2
⇒41801 UnderlyingStreamAssetAttributeType String Required if NoUnderlyingStreamAssetAttributes(41800) > 0. FIX.5.0SP2
⇒41802 UnderlyingStreamAssetAttributeValue String Specifies the value of the attribute. FIX.5.0SP2
⇒41803 UnderlyingStreamAssetAttributeLimit String The limit or lower acceptable value of the attribute. FIX.5.0SP2

UnderlyingDeliveryStreamCycleGrp

The UnderlyingDeliveryStreamCycleGrp is a repeating subcomponent of the UnderlyingDeliveryStream component used to detail delivery cycles during which the oil product will be transported in the pipeline.

Tag Name Reqd Type Description Added Updated Deprecated
41804 NoUnderlyingDeliveryStreamCycles NumInGroup Number of delivery cycles in the repeating group. FIX.5.0SP2
⇒41805 UnderlyingDeliveryStreamCycleDesc String Required if NoUnderlyingDeliveryStreamCycles(41804) > 0. FIX.5.0SP2
⇒41806 EncodedUnderlyingDeliveryStreamCycleDescLen Length Must be set if EncodedUnderlyingDeliveryStreamCycleDesc(41807) field is specified and must immediately precede it. FIX.5.0SP2
⇒41807 EncodedUnderlyingDeliveryStreamCycleDesc data Encoded (non-ASCII characters) representation of the UnderlyingDeliverySreamCycleDesc(41805) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2

UnderlyingDeliveryStreamCommoditySourceGrp

The UnderlyingDeliveryStreamCommoditySourceGrp is a repeating subcomponent of the UnderlyingDeliveryStream component used to detail the origins or sources of the commodity.

Tag Name Reqd Type Description Added Updated Deprecated
41808 NoUnderlyingDeliveryStreamCommoditySources NumInGroup Number of commodity sources in the repeating group. FIX.5.0SP2
⇒41809 UnderlyingDeliveryStreamCommoditySource String Required if NoUnderlyingDeliveryStreamCommoditySources(41808) > 0. FIX.5.0SP2

UnderlyingOptionExercise

The UnderlyingOptionExercise component is a subcomponent of the UnderlyingInstrument component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded UnderlyingOptionExerciseExpiration component is used to terminate the opportunity for exercise.

Tag Name Reqd Type Description Added Updated Deprecated
41810 UnderlyingExerciseDesc String A description of the option exercise. FIX.5.0SP2
41811 EncodedUnderlyingExerciseDescLen Length Must be set if EncodedUnderlyingExerciseDesc(41812) field is specified and must immediately precede it. FIX.5.0SP2
41812 EncodedUnderlyingExerciseDesc data Encoded (non-ASCII characters) representation of the UnderlyingExerciseDesc(41810) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
41813 UnderlyingAutomaticExerciseIndicator Boolean Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money. FIX.5.0SP2
41814 UnderlyingAutomaticExerciseThresholdRate float The threshold rate for triggering automatic exercise. FIX.5.0SP2
41815 UnderlyingExerciseConfirmationMethod int Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. FIX.5.0SP2
41816 UnderlyingManualNoticeBusinessCenter String Identifies the business center used for adjusting the time for manual exercise notice.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2
41817 UnderlyingFallbackExerciseIndicator Boolean Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). FIX.5.0SP2
41818 UnderlyingLimitedRightToConfirmIndicator Boolean Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the Expiration date. If true ("Y") specific rules will apply in relation to the settlement mode. FIX.5.0SP2
41819 UnderlyingExerciseSplitTicketIndicator Boolean Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations. FIX.5.0SP2
42887 UnderlyingSettlMethodElectingPartySide int Side value of the party electing the settlement method. FIX.5.0SP2
UnderlyingSettlMethodElectionDate FIX.5.0SP2
UnderlyingOptionExerciseDates FIX.5.0SP2
UnderlyingOptionExerciseExpiration FIX.5.0SP2
UnderlyingOptionExerciseMakeWholeProvision FIX.5.0SP2

UnderlyingOptionExerciseBusinessCenterGrp

UnderlyingOptionExerciseBusinessCenterGrp is a repeating subcomponent of the UnderlyingOptionExerciseDates component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.

Tag Name Reqd Type Description Added Updated Deprecated
41820 NoUnderlyingOptionExerciseBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒41821 UnderlyingOptionExerciseBusinessCenter String Required if NoUnderlyingOptionExerciseBusinessCenters(41820) > 0. FIX.5.0SP2

UnderlyingOptionExerciseDates

The UnderlyingOptionExerciseDate component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise dates.

Tag Name Reqd Type Description Added Updated Deprecated
41822 UnderlyingOptionExerciseBusinessDayConvention int When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise dates. FIX.5.0SP2
UnderlyingOptionExerciseBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise dates. FIX.5.0SP2
UnderlyingOptionExerciseDateGrp FIX.5.0SP2
41823 UnderlyingOptionExerciseEarliestDateOffsetDayType int Specifies the day type of the relative earliest exercise date offset. FIX.5.0SP2
41824 UnderlyingOptionExerciseEarliestDateOffsetPeriod int Conditionally required when UnderlyingOptionExerciseEarliestDateUnit(41825) is specified. FIX.5.0SP2
41825 UnderlyingOptionExerciseEarliestDateOffsetUnit String Conditionally required when UnderlyingOptionExerciseEarliestDatePeriod(41824) is specified. FIX.5.0SP2
41826 UnderlyingOptionExerciseFrequencyPeriod int Conditinally required when UnderlyingOptionExerciseFrequencyUnit(41827) is specified. FIX.5.0SP2
41827 UnderlyingOptionExerciseFrequencyUnit String Conditinally required when UnderlyingOptionExerciseFrequencyPeriod(41826) is specified. FIX.5.0SP2
41828 UnderlyingOptionExerciseStartDateUnadjusted LocalMktDate The unadjusted start date for calculating periodic exercise dates. FIX.5.0SP2
41829 UnderlyingOptionExerciseStartDateRelativeTo int Specifies the anchor date when the option exercise start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
41830 UnderlyingOptionExerciseStartDateOffsetPeriod int Conditionally required when UnderlyingOptionExerciseStartDateOffsetUnit(41831) is specified. FIX.5.0SP2
41831 UnderlyingOptionExerciseStartDateOffsetUnit String Conditionally required when UnderlyingOptionExerciseStartDateOffsetPeriod(41830) is specified. FIX.5.0SP2
41832 UnderlyingOptionExerciseStartDateOffsetDayType int Specifies the day type of the relative option exercise start date offset. FIX.5.0SP2
41833 UnderlyingOptionExerciseStartDateAdjusted LocalMktDate The adjusted start date for calculating periodic exercise dates. FIX.5.0SP2
41834 UnderlyingOptionExerciseSkip int The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. FIX.5.0SP2
41835 UnderlyingOptionExerciseNominationDeadline LocalMktDate The last date (adjusted) for establishing the option exercise terms. FIX.5.0SP2
41836 UnderlyingOptionExerciseFirstDateUnadjusted LocalMktDate The unadjusted first exercise date. FIX.5.0SP2
41837 UnderlyingOptionExerciseLastDateUnadjusted LocalMktDate The unadjusted last exercise date. FIX.5.0SP2
41838 UnderlyingOptionExerciseEarliestTime LocalMktTime The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option. FIX.5.0SP2
41839 UnderlyingOptionExerciseLatestTime LocalMktTime Latest exercise time. See also UnderlyingOptionExerciseEarliestTime(41838). FIX.5.0SP2
41840 UnderlyingOptionExerciseTimeBusinessCenter String The business center used to determine the locale for option exercise time, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values 		FIX.5.0SP2

UnderlyingOptionExerciseDateGrp

The UnderlyingOptionExerciseDateGrp is a repeating subcomponent of the UnderlyingOptionExerciseDates component used to specify fixed dates for exercise.

Tag Name Reqd Type Description Added Updated Deprecated
41841 NoUnderlyingOptionExerciseDates NumInGroup Number of dates in the repeating group. FIX.5.0SP2
⇒41842 UnderlyingOptionExerciseDate LocalMktDate Required if NoUnderlyingOptionExerciseDates(41841) > 0. FIX.5.0SP2
⇒41843 UnderlyingOptionExerciseDateType int When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2

UnderlyingOptionExerciseExpirationDateBusinessCenterGrp

UnderlyingOptionExerciseExpirationDateBusinessCenterGrp is a repeating subcomponent of the UnderlyingOptionExerciseExpiration component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.

Tag Name Reqd Type Description Added Updated Deprecated
41844 NoUnderlyingOptionExerciseExpirationDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒41845 UnderlyingOptionExerciseExpirationDateBusinessCenter String Required if NoUnderlyingOptionExerciseExpirationDateBusinessCenters(41844) > 0. FIX.5.0SP2

UnderlyingOptionExerciseExpiration

The UnderlyingOptionExerciseExpiration component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise expiration dates and times. The purpose of UnderlyingOptionExercise is to identify the scheduled opportunities for exercise. UnderlyingOptionExerciseExpiration identifies the end of the schedule.

Tag Name Reqd Type Description Added Updated Deprecated
41846 UnderlyingOptionExerciseExpirationDateBusinessDayConvention int When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise expiration dates. FIX.5.0SP2
UnderlyingOptionExerciseExpirationDateBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise expiration dates. FIX.5.0SP2
UnderlyingOptionExerciseExpirationDateGrp FIX.5.0SP2
41847 UnderlyingOptionExerciseExpirationDateRelativeTo int Specifies the anchor date when the option exercise expiration date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
41848 UnderlyingOptionExerciseExpirationDateOffsetPeriod int Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetUnit(41849) is specified. FIX.5.0SP2
41849 UnderlyingOptionExerciseExpirationDateOffsetUnit String Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetPeriod(41848) is specified. FIX.5.0SP2
41850 UnderlyingOptionExerciseExpirationFrequencyPeriod int Conditionally required when UnderlyingOptionExerciseExpirationFrequencyUnit(41851) is specified. FIX.5.0SP2
41851 UnderlyingOptionExerciseExpirationFrequencyUnit String Conditionally required when UnderlyingOptionExerciseExpirationFrequencyPeriod(41850) is specified. FIX.5.0SP2
41852 UnderlyingOptionExerciseExpirationRollConvention String When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option exercise dates. FIX.5.0SP2
41853 UnderlyingOptionExerciseExpirationDateOffsetDayType int Specifies the day type of the relative option exercise expiration date offset. FIX.5.0SP2
41854 UnderlyingOptionExerciseExpirationTime LocalMktTime The option exercise expiration time. FIX.5.0SP2
41855 UnderlyingOptionExerciseExpirationTimeBusinessCenter String The business center used to determine the locale for option exercise expiration time, e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2

UnderlyingOptionExerciseExpirationDateGrp

The UnderlyingOptionExerciseExpirationDateGrp is a repeating subcomponent of the UnderlyingOptionExerciseExpiration component used to specify fixed dates for expiration.

Tag Name Reqd Type Description Added Updated Deprecated
41856 NoUnderlyingOptionExerciseExpirationDates NumInGroup Number of fixed exercise expiration dates in the repeating group. FIX.5.0SP2
⇒41857 UnderlyingOptionExerciseExpirationDate LocalMktDate Required if NoUnderlyingOptionExpirationDates(41856) > 0. FIX.5.0SP2
⇒41858 UnderlyingOptionExerciseExpirationDateType int When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2

UnderlyingMarketDisruption

The UnderlyingMarketDisruption component is a subcomponent of the UnderlyingInstrument used to specify the market disruption provisions of the swap.

Tag Name Reqd Type Description Added Updated Deprecated
41859 UnderlyingMarketDisruptionProvision int The consequences of market disruption events. FIX.5.0SP2
UnderlyingMarketDisruptionEventGrp FIX.5.0SP2
41860 UnderlyingMarketDisruptionFallbackProvision int Specifies the location of the fallback provision documentation. FIX.5.0SP2
UnderlyingMarketDisruptionFallbackGrp FIX.5.0SP2
UnderlyingMarketDisruptionFallbackReferencePriceGrp FIX.5.0SP2
41861 UnderlyingMarketDisruptionMaximumDays int Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). FIX.5.0SP2
41862 UnderlyingMarketDisruptionMaterialityPercentage Percentage If specified, the disruption event should be specified in UnderlyingMarketDisruptionEventGrp. FIX.5.0SP2
41863 UnderlyingMarketDisruptionMinimumFuturesContracts int Applicable only when UnderlyingMarketDisruptionEvent(41865)='DeMinimisTrading'. FIX.5.0SP2

UnderlyingMarketDisruptionEventGrp

The UnderlyingMarketDisruptionEventGrp is a repeating subcomponent of the UnderlyingMarketDisruption component used to specify the market disruption events.

Tag Name Reqd Type Description Added Updated Deprecated
41864 NoUnderlyingMarketDisruptionEvents NumInGroup Number of disruption events in the repeating group. FIX.5.0SP2
⇒41865 UnderlyingMarketDisruptionEvent String Required if NoUnderlyingMarketDisruptionEvents(41864) > 0. FIX.5.0SP2
⇒41338 UnderlyingMarketDisruptionValue String Applicable value for UnderlyingMarketDisruptionEvent(41865). FIX.5.0SP2

UnderlyingMarketDisruptionFallbackGrp

The UnderlyingMarketDisruptionFallbackGrp is a repeating subcomponent of the UnderlyingMarketDisruption component used to specify the market disruption fallback provisions.

Tag Name Reqd Type Description Added Updated Deprecated
41866 NoUnderlyingMarketDisruptionFallbacks NumInGroup Number of fallbacks in the repeating group. FIX.5.0SP2
⇒41867 UnderlyingMarketDisruptionFallbackType String Required if NoUnderlyingMarketDisruptionFallbacks(41866) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. FIX.5.0SP2
⇒41339 UnderlyingMarketDisruptionFallbackValue String Applicable value for UnderlyingMarketDisruptionFallbackType(41867). FIX.5.0SP2

UnderlyingMarketDisruptionFallbackReferencePriceGrp

The UnderlyingMarketDisruptionFallbackReferencePriceGrp is a repeating subcomponent of the UnderlyingMarketDisruption component used to specify the fallback reference price and underlying security provisions

Tag Name Reqd Type Description Added Updated Deprecated
41868 NoUnderlyingMarketDisruptionFallbackReferencePrices NumInGroup Number of fallback reference securities in the repeating group. FIX.5.0SP2
⇒41869 UnderlyingMarketDisruptionFallbackUnderlierType int Required if NoUnderlyingMarketDisruptionFallbackReferencePrices (41868) > 0. FIX.5.0SP2
⇒41870 UnderlyingMarketDisruptionFallbackUnderlierSecurityID String Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource(41871) is specified. FIX.5.0SP2
⇒41871 UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource String Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityID(41870) is specified. FIX.5.0SP2
⇒41872 UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc String Specifies the description of underlying security. FIX.5.0SP2
⇒41873 EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDescLen Length Must be set if EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41874) field is specified and must immediately precede it. FIX.5.0SP2
⇒41874 EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc data Encoded (non-ASCII characters) representation of the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
⇒41875 UnderlyingMarketDisruptionFallbackOpenUnits Qty If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. FIX.5.0SP2
⇒41876 UnderlyingMarketDisruptionFallbackBasketCurrency Currency Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒41877 UnderlyingMarketDisruptionFallbackBasketDivisor float Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. FIX.5.0SP2

UnderlyingPaymentScheduleFixingDayGrp

The UnderlyingPaymentScheduleFixingDayGrp is a repeating subcomponent of the UnderlyingPaymentScheduleGrp component used to detail periodic fixing days.

Tag Name Reqd Type Description Added Updated Deprecated
41878 NoUnderlyingPaymentScheduleFixingDays NumInGroup Number of fixing days in the repeating group. FIX.5.0SP2
⇒41879 UnderlyingPaymentScheduleFixingDayOfWeek int Required if NoUnderlyingPaymentScheduleFixingDays(41878) > 0. FIX.5.0SP2
⇒41880 UnderlyingPaymentScheduleFixingDayNumber int The occurrence of the day of week on which fixing takes place. FIX.5.0SP2

UnderlyingPaymentStreamPricingBusinessCenterGrp

UnderlyingPaymentStreamPricingBusinessCenterGrp is a repeating subcomponent of the UnderlyingPaymentStreamFloatingRate component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.

Tag Name Reqd Type Description Added Updated Deprecated
41909 NoUnderlyingPaymentStreamPricingBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒41910 UnderlyingPaymentStreamPricingBusinessCenter String Required if NoUnderlyingPaymentStreamPricingBusinessCenters(41909) > 0. FIX.5.0SP2

UnderlyingPaymentStreamPaymentDateGrp

The UnderlyingPaymentStreamPaymentDateGrp is a repeating subcomponent of the UnderlyingPaymentStreamPaymentDates component used to detail fixed dates for swap stream payments.

Tag Name Reqd Type Description Added Updated Deprecated
41937 NoUnderlyingPaymentStreamPaymentDates NumInGroup Number of payment dates in the repeating group. FIX.5.0SP2
⇒41938 UnderlyingPaymentStreamPaymentDate LocalMktDate Required if NoUnderlyingPaymentStreamPaymentDates(41937) > 0. FIX.5.0SP2
⇒41939 UnderlyingPaymentStreamPaymentDateType int When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2

UnderlyingPaymentStreamPricingDateGrp

The UnderlyingPaymentStreamPricingDateGrp is a repeating subcomponent of the UnderlyingPaymentStreamFloatingRate component used to detail fixed pricing dates.

Tag Name Reqd Type Description Added Updated Deprecated
41941 NoUnderlyingPaymentStreamPricingDates NumInGroup Number of pricing dates in the repeating group. FIX.5.0SP2
⇒41942 UnderlyingPaymentStreamPricingDate LocalMktDate Required if NoUnderlyingPaymentStreamPricingDates(41941) > 0. FIX.5.0SP2
⇒41943 UnderlyingPaymentStreamPricingDateType int When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2

UnderlyingPaymentStreamPricingDayGrp

The UnderlyingPaymentStreamPricingDayGrp is a repeating subcomponent of the UnderlyingPaymentStreamFloatingRate component used to detail periodic pricing days.

Tag Name Reqd Type Description Added Updated Deprecated
41944 NoUnderlyingPaymentStreamPricingDays NumInGroup Number of pricing days in the repeating group. FIX.5.0SP2
⇒41945 UnderlyingPaymentStreamPricingDayOfWeek int Required if NoUnderlyingPaymentStreamPricingDays(41944) > 0. FIX.5.0SP2
⇒41946 UnderlyingPaymentStreamPricingDayNumber int The occurrence of the day of week on which pricing takes place. FIX.5.0SP2

UnderlyingPricingDateBusinessCenterGrp

UnderlyingPricingDateBusinessCenterGrp is a repeating subcomponent of the UnderlyingPricingDateTime component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.

Tag Name Reqd Type Description Added Updated Deprecated
41947 NoUnderlyingPricingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒41948 UnderlyingPricingDateBusinessCenter String Required if NoUnderlyingPricingDateBusinessCenters(41947) > 0. FIX.5.0SP2

UnderlyingPricingDateTime

The UnderlyingPricingDateTime component is a subcomponent of UnderlyingInstrument used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade.

Tag Name Reqd Type Description Added Updated Deprecated
41949 UnderlyingPricingDateUnadjusted LocalMktDate The unadjusted pricing or fixing date. FIX.5.0SP2
41950 UnderlyingPricingDateBusinessDayConvention int When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates. FIX.5.0SP2
UnderlyingPricingDateBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates. FIX.5.0SP2
41951 UnderlyingPricingDateAdjusted LocalMktDate The adjusted pricing or fixing date. FIX.5.0SP2
41952 UnderlyingPricingTime LocalMktTime The local market pricing or fixing time. FIX.5.0SP2
41953 UnderlyingPricingTimeBusinessCenter String Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. FIX.5.0SP2

UnderlyingStreamCalculationPeriodDateGrp

The UnderlyingStreamCalculationPeriodDateGrp is a repeating subcomponent of the UnderlyingStreamCalculationPeriodDates component used to detail fixed dates for the swap stream.

Tag Name Reqd Type Description Added Updated Deprecated
41954 NoUnderlyingStreamCalculationPeriodDates NumInGroup Number of calculation period dates in the repeating group. FIX.5.0SP2
⇒41955 UnderlyingStreamCalculationPeriodDate LocalMktDate Required if NoUnderlyingStreamCalculationPeriodDates(41954) > 0. FIX.5.0SP2
⇒41956 UnderlyingStreamCalculationPeriodDateType int When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2

UnderlyingStreamCommoditySettlBusinessCenterGrp

UnderlyingStreamCommoditySettlBusinessCenterGrp is a repeating subcomponent of the UnderlyingStreamCommodity component used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.

Tag Name Reqd Type Description Added Updated Deprecated
41962 NoUnderlyingStreamCommoditySettlBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒41963 UnderlyingStreamCommoditySettlBusinessCenter String Required if NoUnderlyingStreamCommoditySettlBusinessCenters(41962) > 0. FIX.5.0SP2

UnderlyingStreamCommodity

UnderlyingStreamCommodity is a subcomponent of the UnderlyingStream component used to identify and describe the underlying commodity.

Tag Name Reqd Type Description Added Updated Deprecated
41964 UnderlyingStreamCommodityBase String Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. FIX.5.0SP2
41965 UnderlyingStreamCommodityType String Specifies the type of commodity product.
For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values.
For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values.
For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types. 		FIX.5.0SP2
41966 UnderlyingStreamCommoditySecurityID String Conditionally required when UnderlyingStreamCommoditySecurityIDSource(41967) is specified. FIX.5.0SP2
41967 UnderlyingStreamCommoditySecurityIDSource String Conditionally required when UnderlyingStreamCommoditySecurityID(41966) is specified. FIX.5.0SP2
UnderlyingStreamCommodityAltIDGrp FIX.5.0SP2
41968 UnderlyingStreamCommodityDesc String Description of the commodity asset. FIX.5.0SP2
41969 EncodedUnderlyingStreamCommodityDescLen Length Must be set if EncodedUnderlyingStreamCommodityDesc(41970) field is specified and must immediately precede it. FIX.5.0SP2
41970 EncodedUnderlyingStreamCommodityDesc data Encoded (non-ASCII characters) representation of the UnderlyingStreamCommodityDesc(41968) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
42589 UnderlyingStreamCommodityDeliveryPricingRegion String May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). FIX.5.0SP2
UnderlyingStreamAssetAttributeGrp FIX.5.0SP2
41971 UnderlyingStreamCommodityUnitOfMeasure String The unit of measure (UOM) of the commodity asset. FIX.5.0SP2
41972 UnderlyingStreamCommodityCurrency Currency Identifies the currency of the commodity asset. Uses ISO 4217 currency codes. FIX.5.0SP2
41973 UnderlyingStreamCommodityExchange Exchange Identifies the exchange where the commodity is traded. FIX.5.0SP2
41974 UnderlyingStreamCommodityRateSource int Identifies the source of rate information used for commodities.
See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources. 		FIX.5.0SP2
41975 UnderlyingStreamCommodityRateReferencePage String Identifies the reference "page" from the rate source. FIX.5.0SP2
41976 UnderlyingStreamCommodityRateReferencePageHeading String Identifies the page heading from the rate source. FIX.5.0SP2
41977 UnderlyingStreamDataProvider String Specifies the commodity data or information provider.
See http://www.fpml.org/coding-scheme/commodity-information-provider for values. 		FIX.5.0SP2
UnderlyingStreamCommodityDataSourceGrp FIX.5.0SP2
41978 UnderlyingStreamCommodityPricingType String Specifies how the pricing or rate setting of the trade is to be determined or based upon.
See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types. 		FIX.5.0SP2
41979 UnderlyingStreamCommodityNearbySettlDayPeriod int Conditionally required when UnderlyingStreamCommodityNearbySettlDayUnit(41980) is specified. FIX.5.0SP2
41980 UnderlyingStreamCommodityNearbySettlDayUnit String Conditionally required when UnderlyingStreamCommodityNearbySettlDayPeriod(41979) is specified. FIX.5.0SP2
41981 UnderlyingStreamCommoditySettlDateUnadjusted LocalMktDate The unadjusted commodity delivery date. FIX.5.0SP2
41982 UnderlyingStreamCommoditySettlDateBusinessDayConvention int When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying settlement dates. FIX.5.0SP2
UnderlyingStreamCommoditySettlBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the settlement dates. FIX.5.0SP2
41983 UnderlyingStreamCommoditySettlDateAdjusted LocalMktDate The adjusted commodity delivery date. FIX.5.0SP2
41984 UnderlyingStreamCommoditySettlMonth int Specifies a fixed single month for commodity delivery. FIX.5.0SP2
41985 UnderlyingStreamCommoditySettlDateRollPeriod int Conditionally required when UnderlyingStreamCommoditySettlDateRollUnit(41986) is specified. FIX.5.0SP2
41986 UnderlyingStreamCommoditySettlDateRollUnit String Conditionally required when UnderlyingStreamCommoditySettlDateRollPeriod(41985) is specified. FIX.5.0SP2
41987 UnderlyingStreamCommoditySettlDayType int Specifies the commodity delivery roll day type. FIX.5.0SP2
UnderlyingStreamCommoditySettlPeriodGrp FIX.5.0SP2
41988 UnderlyingStreamCommodityXID XID Identifier of this stream commodity for cross referencing elsewhere in the message. FIX.5.0SP2
41989 UnderlyingStreamCommodityXIDRef XIDREF Reference to a stream commodity elsewhere in the message. FIX.5.0SP2

UnderlyingStreamCommodityAltIDGrp

UnderlyingStreamCommodityAltIDGrp is a subcomponent of the UnderlyingStreamCommodity component used to specify alternate identifiers.

Tag Name Reqd Type Description Added Updated Deprecated
41990 NoUnderlyingStreamCommodityAltIDs NumInGroup Number of alternate security identifers. FIX.5.0SP2
⇒41991 UnderlyingStreamCommodityAltID String Required if NoUnderlyingStreamCommodityAltIDs(41990) > 0. FIX.5.0SP2
⇒41992 UnderlyingStreamCommodityAltIDSource String Required if NoUnderlyingStreamCommodityAltIDs(41990) > 0. FIX.5.0SP2

UnderlyingStreamCommodityDataSourceGrp

UnderlyingStreamCommodityDataSourceGrp is a subcomponent of the UnderlyingStreamCommodity component used to specify sources of data, e.g. weather stations. The order of entry determines priority – first is the main source, second is fallback, third is second fallback.

Tag Name Reqd Type Description Added Updated Deprecated
41993 NoUnderlyingStreamCommodityDataSources NumInGroup Number of commodity data sources in the repeating group. FIX.5.0SP2
⇒41994 UnderlyingStreamCommodityDataSourceID String Required if NoUnderlyingStreamCommodityDataSources(41993) > 0. FIX.5.0SP2
⇒41995 UnderlyingStreamCommodityDataSourceIDType int Required if NoUnderlyingStreamCommodityDataSources(41993) > 0. FIX.5.0SP2

UnderlyingStreamCommoditySettlDayGrp

The UnderlyingStreamCommoditySettlDayGrp is a repeating subcomponent of the UnderlyingStreamCommoditySettlPeriodGrp component used to define the settlement days associated with the commodity contract.

Tag Name Reqd Type Description Added Updated Deprecated
41996 NoUnderlyingStreamCommoditySettlDays NumInGroup Number of days in the repeating group. FIX.5.0SP2
⇒41997 UnderlyingStreamCommoditySettlDay int Required if NoUnderlyingStreamCommoditySettlDays(41996) > 0. FIX.5.0SP2
⇒41998 UnderlyingStreamCommoditySettlTotalHours int Sum of the hours specified in UnderlyingStreamCommoditySettlTimeGrp. FIX.5.0SP2
⇒UnderlyingStreamCommoditySettlTimeGrp FIX.5.0SP2

UnderlyingStreamCommoditySettlTimeGrp

The UnderlyingStreamCommoditySettlTimeGrp is a repeating subcomponent of the UnderlyingStreamCommoditySettlDayGrp component used to define the settlement time periods associated with the commodity contract.

Tag Name Reqd Type Description Added Updated Deprecated
41999 NoUnderlyingStreamCommoditySettlTimes NumInGroup Number of hour ranges in the repeating group. FIX.5.0SP2
⇒42000 UnderlyingStreamCommoditySettlStart String Required if NoUnderlyingStreamCommoditySettlTimes(41999) > 0. FIX.5.0SP2
⇒42001 UnderlyingStreamCommoditySettlEnd String Required if NoUnderlyingStreamCommoditySettlTimes(41999) > 0. FIX.5.0SP2
⇒41936 UnderlyingStreamCommoditySettlTimeType int May be defaulted to market convention or bilaterally agreed if not specified. FIX.5.0SP2

UnderlyingStreamCommoditySettlPeriodGrp

The UnderlyingStreamCommoditySettlPeriodGrp is a repeating subcomponent of the UnderlyingStreamCommodiry component used to defined the settlement period details associated with the commodity contract.

Tag Name Reqd Type Description Added Updated Deprecated
42002 NoUnderlyingStreamCommoditySettlPeriods NumInGroup Number of commodity settlement periods in the repeating group. FIX.5.0SP2
⇒42003 UnderlyingStreamCommoditySettlCountry Country Required if NoUnderlyingStreamCommoditySettlPeriods(42002) > 0. FIX.5.0SP2
⇒42004 UnderlyingStreamCommoditySettlTimeZone String Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight".
See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. 		FIX.5.0SP2
⇒42005 UnderlyingStreamCommoditySettlFlowType int Specifies the commodity delivery flow type. FIX.5.0SP2
⇒42006 UnderlyingStreamCommoditySettlPeriodNotional Qty Specifies the delivery quantity associated with this settlement period. FIX.5.0SP2
⇒42007 UnderlyingStreamCommoditySettlPeriodNotionalUnitOfMeasure String Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period. FIX.5.0SP2
⇒42008 UnderlyingStreamCommoditySettlPeriodFrequencyPeriod int Conditionally required when UnderlyingStreamCommoditySettlPeriodFrequencyUnit(42009) is specified. FIX.5.0SP2
⇒42009 UnderlyingStreamCommoditySettlPeriodFrequencyUnit String Conditionally required when UnderlyingStreamCommoditySettlPeriodFrequencyPeriod(42008) is specified. FIX.5.0SP2
⇒42010 UnderlyingStreamCommoditySettlPeriodPrice Price The settlement period price. FIX.5.0SP2
⇒42011 UnderlyingStreamCommoditySettlPeriodPriceUnitOfMeasure String Specifies the settlement period price unit of measure (UOM). FIX.5.0SP2
⇒42012 UnderlyingStreamCommoditySettlPeriodPriceCurrency Currency The currency of the settlement period price. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒42013 UnderlyingStreamCommoditySettlHolidaysProcessingInstruction int Indicates whether holidays are included in the settlement periods. Required for electricity contracts. FIX.5.0SP2
⇒UnderlyingStreamCommoditySettlDayGrp FIX.5.0SP2
⇒42014 UnderlyingStreamCommoditySettlPeriodXID XID Identifier of this settlement period for cross referencing elsewhere in the message. FIX.5.0SP2
⇒42015 UnderlyingStreamCommoditySettlPeriodXIDRef XIDREF Cross reference to another settlement period for duplicating its properties. FIX.5.0SP2

EntitlementTypeGrp

The EntitlementTypeGrp conveys a list of entitlement types.

Tag Name Reqd Type Description Added Updated Deprecated
2345 NoEntitlementTypes NumInGroup Number of Entitlement Types. FIX.5.0SP2
⇒1775 EntitlementType int Required if NoEntitlementTypes(2345) > 0.
Value SymbolicName Description Added Updated Deprecated
0 Trade Trade FIX.5.0SP2EP129 FIX.5.0SP2EP173
1 MakeMarkets Make markets FIX.5.0SP2EP129 FIX.5.0SP2EP173
2 HoldPositions Hold positions FIX.5.0SP2EP129 FIX.5.0SP2EP173
3 PerformGiveUps Perform give-ups FIX.5.0SP2EP129 FIX.5.0SP2EP173
4 SubmitIOIs Submit Indications of Interest (IOIs) FIX.5.0SP2EP129 FIX.5.0SP2EP173
5 SubscribeMarketData Subscribe to market data FIX.5.0SP2EP129 FIX.5.0SP2EP173
6 ShortWithPreBorrow Short sell order is allowed with pre-borrowing. FIX.5.0SP2EP164 FIX.5.0SP2EP173
7 SubmitQuoteRequests Entitled to submit quote requests into the market in order to receive quotes from the market. FIX.5.0SP2EP173
8 RespondToQuoteRequests Entitled to respond to quote requests from the market. FIX.5.0SP2EP173
FIX.5.0SP2
⇒2402 EntitlementSubType int Subtype of an entitlement specified in EntitlementType(1775).
Value SymbolicName Description Added Updated Deprecated
1 OrderEntry Entitle to enter new orders FIX.5.0SP2EP183
2 HItLift Entitle to Hit/Lift FIX.5.0SP2EP183
3 ViewIndicativePx Entitle to subscribe to indicative prices FIX.5.0SP2EP183
4 ViewExecutablePx Entitle to subscribe to executable prices FIX.5.0SP2EP183
5 SingleQuote Entitle to submit quote request for a single quote FIX.5.0SP2EP183
6 StreamingQuotes Entitle to submit quote request for streaming quotes FIX.5.0SP2EP183
7 SingleBroker Entitle to submit quote request for a single broker FIX.5.0SP2EP183
8 MultiBrokers Entitle to submit quote request for multiple brokers FIX.5.0SP2EP183
FIX.5.0SP2

UnderlyingAdditionalTermBondRefGrp

The UnderlyingAdditionalTermBondRefGrp is a repeating group subcomponent of the UnderlyingAdditionalTermGrp component used to identify an underlying reference bond for a swap.

Tag Name Reqd Type Description Added Updated Deprecated
41340 NoUnderlyingAdditionalTermBondRefs NumInGroup Number of bonds in the repeating group. FIX.5.0SP2
⇒41341 UnderlyingAdditionalTermBondSecurityID String Required if NoUnderlyingAdditionalTermBondRefs(41340) > 0. FIX.5.0SP2
⇒41701 UnderlyingAdditionalTermBondSecurityIDSource String Conditionally required when UnderlyingAdditionalTermBondSecurityID(41341) is specified. FIX.5.0SP2
⇒41709 UnderlyingAdditionalTermBondDesc String Description of the bond. FIX.5.0SP2
⇒41710 EncodedUnderlyingAdditionalTermBondDescLen Length Must be set if EncodedUnderlyingAdditionalTermBondDesc(41709) field is specified and must immediately precede it. FIX.5.0SP2
⇒41711 EncodedUnderlyingAdditionalTermBondDesc data Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondDesc(41709) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
⇒41712 UnderlyingAdditionalTermBondCurrency Currency Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒42017 UnderlyingAdditionalTermBondIssuer String Issuer of the bond. FIX.5.0SP2
⇒42025 EncodedUnderlyingAdditionalTermBondIssuerLen Length Must be set if EncodedUnderlyingAdditionalTermBondIssuer(42017) field is specified and must immediately precede it. FIX.5.0SP2
⇒42026 EncodedUnderlyingAdditionalTermBondIssuer data Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondIssuer(42017) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
⇒42027 UnderlyingAdditionalTermBondSeniority String Specifies the bond's payment priority in the event of a default. FIX.5.0SP2
⇒42028 UnderlyingAdditionalTermBondCouponType int Coupon type of the bond. FIX.5.0SP2
⇒42029 UnderlyingAdditionalTermBondCouponRate Percentage Coupon rate of the bond. See also CouponRate(223). FIX.5.0SP2
⇒42030 UnderlyingAdditionalTermBondMaturityDate LocalMktDate The maturity date of the bond. FIX.5.0SP2
⇒42031 UnderlyingAdditionalTermBondParValue Amt The par value of the bond. FIX.5.0SP2
⇒42032 UnderlyingAdditionalTermBondCurrentTotalIssuedAmount Amt Total issued amount of the bond. FIX.5.0SP2
⇒42033 UnderlyingAdditionalTermBondCouponFrequencyPeriod int Conditionally required when UnderlyingAdditionalTermBondCouponFrequencyUnit(42034) is specified. FIX.5.0SP2
⇒42034 UnderlyingAdditionalTermBondCouponFrequencyUnit String Conditionally required when UnderlyingAdditionalTermBondCouponFrequencyPeriod(42033) is specified. FIX.5.0SP2
⇒42035 UnderlyingAdditionalTermBondDayCount int The day count convention used in interest calculations for a bond or an interest bearing security. FIX.5.0SP2

UnderlyingAdditionalTermGrp

The UnderlyingAdditionalTermGrp is a repeating subcomponent of the UnderlyingInstrument component used to report additional contract terms.

Tag Name Reqd Type Description Added Updated Deprecated
42036 NoUnderlyingAdditionalTerms NumInGroup Number of additional terms in the repeating group. FIX.5.0SP2
⇒42037 UnderlyingAdditionalTermConditionPrecedentBondIndicator Boolean Required if NoUnderlyingAdditionalTerms(42036) > 0. FIX.5.0SP2
⇒42038 UnderlyingAdditionalTermDiscrepancyClauseIndicator Boolean Indicates whether the discrepancy clause is applicable. FIX.5.0SP2
⇒UnderlyingAdditionalTermBondRefGrp FIX.5.0SP2

UnderlyingCashSettlDealerGrp

UnderlyingCashSettlDealerGrp is a repeating subcomponent within the UnderlyingCashSettlTermGrp component. It is used to specify the dealers from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation.

Tag Name Reqd Type Description Added Updated Deprecated
42039 NoUnderlyingCashSettlDealers NumInGroup Number of dealers in the repeating group. FIX.5.0SP2
⇒42040 UnderlyingCashSettlDealer String Required if NoUnderlyingCashSettlDealers(42039) > 0. FIX.5.0SP2

UnderlyingCashSettlTermGrp

The UnderlyingCashSettlTermGrp is a repeating component within the UnderlyingInstrument component used to report cash settlement terms.

Tag Name Reqd Type Description Added Updated Deprecated
42041 NoUnderlyingCashSettlTerms NumInGroup Number of elements in the repeating group. FIX.5.0SP2
⇒42042 UnderlyingCashSettlCurrency Currency Required if NoUnderlyingCashSettlTerms(42041) > 0. FIX.5.0SP2
⇒42043 UnderlyingCashSettlValuationFirstBusinessDayOffset int The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for purposes of cash settlement. FIX.5.0SP2
⇒42044 UnderlyingCashSettlValuationSubsequentBusinessDaysOffset int The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. FIX.5.0SP2
⇒42045 UnderlyingCashSettlNumOfValuationDates int Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies the number of applicable valuation dates. FIX.5.0SP2
⇒42046 UnderlyingCashSettlValuationTime LocalMktTime Time of valuation. FIX.5.0SP2
⇒42047 UnderlyingCashSettlBusinessCenter String Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2
⇒42048 UnderlyingCashSettlQuoteMethod int The type of quote used to determine the cash settlement price. FIX.5.0SP2
⇒42049 UnderlyingCashSettlQuoteAmount Amt When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specifed, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. FIX.5.0SP2
⇒42050 UnderlyingCashSettlQuoteCurrency Currency Specifies the currency the UnderlyingCashSettlQuoteAmount(42049) is denominated in. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒42051 UnderlyingCashSettlMinimumQuoteAmount Amt When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount. FIX.5.0SP2
⇒42052 UnderlyingCashSettlMinimumQuoteCurrency Currency Specifies the currency the UnderlyingCashSettlQuoteAmount(42049) is denominated in. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒UnderlyingCashSettlDealerGrp FIX.5.0SP2
⇒42797 UnderlyingCashSettlPriceSource String The source from which the settlement price is to be obtained.
See http://www.fpml.org/coding-scheme/settlement-price-source for values. 		FIX.5.0SP2
⇒42798 UnderlyingCashSettlPriceDefault int The default election for determining settlement price. FIX.5.0SP2
⇒42053 UnderlyingCashSettlBusinessDays int The number of business days used in the determination of the cash settlement payment date. FIX.5.0SP2
⇒42054 UnderlyingCashSettlAmount Amt The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. FIX.5.0SP2
⇒UnderlyingCashSettlDate FIX.5.0SP2
⇒42055 UnderlyingCashSettlRecoveryFactor float Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount is calculated is (1 - UnderlyingCashSettlRecoveryFactor(42055)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount. FIX.5.0SP2
⇒42056 UnderlyingCashSettlFixedTermIndicator Boolean Indicates whether fixed settlement is applicable or not applicable in a recovery lock. FIX.5.0SP2
⇒42057 UnderlyingCashSettlAccruedInterestIndicator Boolean Indicates whether accrued interest is included or not in the value provided in UnderlyingCashSettlAmount(42054).
For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest.
For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest.
FIX.5.0SP2
⇒42058 UnderlyingCashSettlValuationMethod int The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. FIX.5.0SP2
⇒42059 UnderlyingCashSettlTermXID XID Name referenced from UnderlyingSettlementTermXIDRef(41315). FIX.5.0SP2

UnderlyingPhysicalSettlTermGrp

The UnderlyingPhysicalSettlTermGrp is a repeating component within the UnderlyingInstrument component used to report physical settlement terms.

Tag Name Reqd Type Description Added Updated Deprecated
42060 NoUnderlyingPhysicalSettlTerms NumInGroup Number of entries in the repeating group. FIX.5.0SP2
⇒UnderlyingPhysicalSettlDeliverableObligationGrp Required if NoUnderlyingPhysicalSettlTerms(42060) > 0. FIX.5.0SP2
⇒42061 UnderlyingPhysicalSettlCurrency Currency Currency of physical settlement. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒42062 UnderlyingPhysicalSettlBusinessDays int A number of business days. Its precise meaning is dependent on the context in which this element is used. FIX.5.0SP2
⇒42063 UnderlyingPhysicalSettlMaximumBusinessDays int A maximum number of business days. Its precise meaning is dependent on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision. FIX.5.0SP2
⇒42064 UnderlyingPhysicalSettlTermXID XID A named string value referenced by UnderlyingSettlementTermXIDRef(41315). FIX.5.0SP2

UnderlyingPhysicalSettlDeliverableObligationGrp

The UnderlyingPhysicalSettlDeliverableObligationGrp is a repeating component within the UnderlyingPhysicalSettlTermGrp component used to report CDS physical settlement delivery obligations.

Tag Name Reqd Type Description Added Updated Deprecated
42065 NoUnderlyingPhysicalSettlDeliverableObligations NumInGroup Number of entries in the repeating group. FIX.5.0SP2
⇒42066 UnderlyingPhysicalSettlDeliverableObligationType String Required if NoUnderlyingPhysicalSettlDeliverableObligations(42065) > 0. FIX.5.0SP2
⇒42067 UnderlyingPhysicalSettlDeliverableObligationValue String Physical settlement delivery obligation value appropriate to UnderlyingPhysicalSettlDeliverableObligationType(42066).
See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for applicable obligation type values. 		FIX.5.0SP2

UnderlyingProtectionTermGrp

The UnderlyingProtectionTermGrp is a repeating component within the UnderlyingInstrument component used to report contract protection term details.

Tag Name Reqd Type Description Added Updated Deprecated
42068 NoUnderlyingProtectionTerms NumInGroup Number of protection terms in the repeating group. FIX.5.0SP2
⇒42069 UnderlyingProtectionTermNotional Amt Required if NoUnderlyingProtectionTerms(42068) > 0. FIX.5.0SP2
⇒42070 UnderlyingProtectionTermCurrency Currency The currency of UnderlyingProtectionTermNotional(42069). Uses ISO 4217 currency codes. FIX.5.0SP2
⇒42071 UnderlyingProtectionTermSellerNotifies Boolean The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring.
UnderlyingProtectionTermSellerNotifies(42071)=Y indicates that the seller notifies.
 FIX.5.0SP2
⇒42072 UnderlyingProtectionTermBuyerNotifies Boolean The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring.
UnderlyingProtectionTermBuyerNotifies(42072)=Y indicates that the buyer notifies. 		FIX.5.0SP2
⇒42073 UnderlyingProtectionTermEventBusinessCenter String When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2
⇒42074 UnderlyingProtectionTermStandardSources Boolean Indicates whether ISDA defined Standard Public Sources are applicable (UnderlyingProtectionTermStandardSources(42074)=Y) or not. FIX.5.0SP2
⇒42075 UnderlyingProtectionTermEventMinimumSources int The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. FIX.5.0SP2
⇒UnderlyingProtectionTermEventNewsSourceGrp FIX.5.0SP2
⇒UnderlyingProtectionTermEventGrp FIX.5.0SP2
⇒UnderlyingProtectionTermObligationGrp FIX.5.0SP2
⇒42076 UnderlyingProtectionTermXID XID A named string value referenced by UnderlyingProtectionTermXIDRef(41314). FIX.5.0SP2

UnderlyingProtectionTermEventGrp

The UnderlyingProtectionTermEventGrp is a repeating component within the UnderlyingProtectionTermGrp component used to report applicable CDS credit events.

Tag Name Reqd Type Description Added Updated Deprecated
42077 NoUnderlyingProtectionTermEvents NumInGroup Number of protection term events in the repeating group. FIX.5.0SP2
⇒42078 UnderlyingProtectionTermEventType String Required if NoUnderlyingProtectionTermEvents (42078) > 0. FIX.5.0SP2
⇒42079 UnderlyingProtectionTermEventValue String Protection term event value appropriate to UnderlyingProtectionTermEventType(42078).
See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. 		FIX.5.0SP2
⇒42080 UnderlyingProtectionTermEventCurrency Currency Applicable currency if UnderlyingProtectionTermEventValue(42079) is an amount. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒42081 UnderlyingProtectionTermEventPeriod int Conditionally required when UnderlyingProtectionTermEventUnit(42082) is specified. FIX.5.0SP2
⇒42082 UnderlyingProtectionTermEventUnit String Conditionally required when UnderlyingProtectionTermEventPeriod(42081) is specified. FIX.5.0SP2
⇒42083 UnderlyingProtectionTermEventDayType int Day type for events that specify a period and unit. FIX.5.0SP2
⇒42084 UnderlyingProtectionTermEventRateSource String Rate source for events that specify a rate source, e.g. Floating rate interest shortfall. FIX.5.0SP2
⇒UnderlyingProtectionTermEventQualifierGrp FIX.5.0SP2

UnderlyingProtectionTermEventQualifierGrp

The UnderlyingProtectionTermEventQualifierGrp is a repeating component within the UnderlyingProtectionTermEventGrp component used to specify qualifying attributes to the event.

Tag Name Reqd Type Description Added Updated Deprecated
42085 NoUnderlyingProtectionTermEventQualifiers NumInGroup Number of qualifiers in the repeating group. FIX.5.0SP2
⇒42086 UnderlyingProtectionTermEventQualifier char Required if NoUnderlyingProtectionTermEventQualifiers(42085) > 0. FIX.5.0SP2

UnderlyingProtectionTermObligationGrp

The UnderlyingProtectionTermObligationGrp is a repeating component within the UnderlyingProtectionTermGrp component used to report applicable CDS obligations.

Tag Name Reqd Type Description Added Updated Deprecated
42087 NoUnderlyingProtectionTermObligations NumInGroup Number of obligations in the repeating group. FIX.5.0SP2
⇒42088 UnderlyingProtectionTermObligationType String Required if NoUnderlyingProtectionTermObligations(42087) > 0. FIX.5.0SP2
⇒42089 UnderlyingProtectionTermObligationValue String Protection term obligation value appropriate to UnderlyingProtectionTermObligationType(42088).
See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values. 		FIX.5.0SP2

UnderlyingProtectionTermEventNewsSourceGrp

UnderlyingProtectionTermEventNewsSourceGrp is a repeating subcomponent within the UnderlyingProtectionTermGrp component. It is used to specify the particular newspapers or electronic news services and sources that may publish relevant information used in the determination of whether or not a credit event has occurred.

Tag Name Reqd Type Description Added Updated Deprecated
42090 NoUnderlyingProtectionTermEventNewsSources NumInGroup Number of event news sources in the repeating group. FIX.5.0SP2
⇒42091 UnderlyingProtectionTermEventNewsSource String Required if NoUnderlyingProtectionTermEventNewsSources(42090) > 0. FIX.5.0SP2

UnderlyingProvisionCashSettlPaymentDates

The UnderlyingProvisionCashSettlPaymentDates component is a sub-component within the UnderlyingProvisionGrp component used to report the cash settlement payment dates defined in the provision.

Tag Name Reqd Type Description Added Updated Deprecated
42092 UnderlyingProvisionCashSettlPaymentDateBusinessDayConvention int When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional cash settlement payment date. FIX.5.0SP2
UnderlyingProvisionCashSettlPaymentDateBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional cash settlement payment date. FIX.5.0SP2
42093 UnderlyingProvisionCashSettlPaymentDateRelativeTo int Specifies the anchor date when the cash settlement payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42094 UnderlyingProvisionCashSettlPaymentDateOffsetPeriod int Conditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetUnit(42095) is specified. FIX.5.0SP2
42095 UnderlyingProvisionCashSettlPaymentDateOffsetUnit String Conditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetPeriod(42094) is specified. FIX.5.0SP2
42096 UnderlyingProvisionCashSettlPaymentDateOffsetDayType int Specifies the day type of the provision's relative cash settlement payment date offset. FIX.5.0SP2
42097 UnderlyingProvisionCashSettlPaymentDateRangeFirst LocalMktDate First date in range when a settlement date range is provided. FIX.5.0SP2
42098 UnderlyingProvisionCashSettlPaymentDateRangeLast LocalMktDate Last date in range when a settlement date range is provided. FIX.5.0SP2
UnderlyingProvisionCashSettlPaymentFixedDateGrp FIX.5.0SP2

UnderlyingProvisionCashSettlPaymentFixedDateGrp

The UnderlyingProvisionCashSettlPaymentFixedDateGrp is a repeating component within the UnderlyingProvisionCashSettlPaymentDates component used to report fixed cash settlement payment dates defined in the provision.

Tag Name Reqd Type Description Added Updated Deprecated
42099 NoUnderlyingProvisionCashSettlPaymentDates NumInGroup Number of UnderlyingProvision cash settlement payment dates in the repeating group. FIX.5.0SP2
⇒42100 UnderlyingProvisionCashSettlPaymentDate LocalMktDate Required if NoUnderlyingProvisionCashSettlPaymentDates (42099) > 0. FIX.5.0SP2
⇒42101 UnderlyingProvisionCashSettlPaymentDateType int When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2

UnderlyingProvisionCashSettlQuoteSource

The UnderlyingProvisionCashSettlQuoteSource is a subcomponent of the UnderlyingProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes.

Tag Name Reqd Type Description Added Updated Deprecated
42102 UnderlyingProvisionCashSettlQuoteSource int Identifies the source of quote information. FIX.5.0SP2
42103 UnderlyingProvisionCashSettlQuoteReferencePage String Identifies the reference "page" from the quote source. FIX.5.0SP2

UnderlyingProvisionCashSettlValueDates

The UnderlyingProvisionCashSettlValueDates is a subcomponent within the UnderlyingProvisionGrp component used to report the cash settlement value date and time defined in the provision.

Tag Name Reqd Type Description Added Updated Deprecated
42104 UnderlyingProvisionCashSettlValueTime LocalMktTime A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount. FIX.5.0SP2
42105 UnderlyingProvisionCashSettlValueTimeBusinessCenter String Identifies the business center calendar used with the provision's cash settlement valuation time.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2
42106 UnderlyingProvisionCashSettlValueDateBusinessDayConvention int When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional cash settlement value date. FIX.5.0SP2
UnderlyingProvisionCashSettlValueDateBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional cash settlement value date. FIX.5.0SP2
42107 UnderlyingProvisionCashSettlValueDateRelativeTo int Specifies the anchor date when the cash settlement value date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42108 UnderlyingProvisionCashSettlValueDateOffsetPeriod int Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetUnit(42109) is specified. FIX.5.0SP2
42109 UnderlyingProvisionCashSettlValueDateOffsetUnit String Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetPeriod(42108) is specified. FIX.5.0SP2
42110 UnderlyingProvisionCashSettlValueDateOffsetDayType int Specifies the day type of the provision's relative cash settlement value date offset. FIX.5.0SP2
42111 UnderlyingProvisionCashSettlValueDateAdjusted LocalMktDate The adjusted cash settlement value date. FIX.5.0SP2

UnderlyingProvisionOptionExerciseFixedDateGrp

The UnderlyingProvisionOptionExerciseFixedDateGrp is a repeating component within the UnderlyingProvisionOptionExerciseDates component used to report an array of unadjusted or adjusted fixed exercise dates.

Tag Name Reqd Type Description Added Updated Deprecated
42112 NoUnderlyingProvisionOptionExerciseFixedDates NumInGroup Number of UnderlyingProvision option exercise fixed dates in the repeating group. FIX.5.0SP2
⇒42113 UnderlyingProvisionOptionExerciseFixedDate LocalMktDate Required if NoUnderlyingProvisionOptionExerciseFixedDates(42112) > 0. FIX.5.0SP2
⇒42114 UnderlyingProvisionOptionExerciseFixedDateType int When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. FIX.5.0SP2

UnderlyingProvisionOptionExerciseDates

The UnderlyingProvisionOptionExerciseDates is a subcomponent within the UnderlyingProvisionGrp component used to report the option exercise dates and times defined in the provision.

Tag Name Reqd Type Description Added Updated Deprecated
42115 UnderlyingProvisionOptionExerciseBusinessDayConvention int When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option exercise date. FIX.5.0SP2
UnderlyingProvisionOptionExerciseBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option exercise date. FIX.5.0SP2
UnderlyingProvisionOptionExerciseFixedDateGrp FIX.5.0SP2
42116 UnderlyingProvisionOptionExerciseEarliestDateOffsetPeriod int Conditionally required when UnderlyingProvisionOptionExerciseEarliestDateUnit(42117) is specified. FIX.5.0SP2
42117 UnderlyingProvisionOptionExerciseEarliestDateOffsetUnit String Conditionally required when UnderlyingProvisionOptionExerciseEasrliestDatePeriod(42116) is specified. FIX.5.0SP2
42118 UnderlyingProvisionOptionExerciseFrequencyPeriod int Conditionally required when UnderlyingProvisionOptionExerciseFrequencyUnit(42119) is specified. FIX.5.0SP2
42119 UnderlyingProvisionOptionExerciseFrequencyUnit String Conditionally required when UnderlyingProvisionOptionExerciseFrequencyPeriod(42118) is specified. FIX.5.0SP2
42120 UnderlyingProvisionOptionExerciseStartDateUnadjusted LocalMktDate The unadjusted first day of the exercise period for an American style option. FIX.5.0SP2
42121 UnderlyingProvisionOptionExerciseStartDateRelativeTo int Specifies the anchor date when the option exercise start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42122 UnderlyingProvisionOptionExerciseStartDateOffsetPeriod int Conditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetUnit(42123) is specified. FIX.5.0SP2
42123 UnderlyingProvisionOptionExerciseStartDateOffsetUnit String Conditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetPeriod(42122) is specified. FIX.5.0SP2
42124 UnderlyingProvisionOptionExerciseStartDateOffsetDayType int Specifies the day type of the provision's relative option exercise start date offset. FIX.5.0SP2
42125 UnderlyingProvisionOptionExerciseStartDateAdjusted LocalMktDate The adjusted first day of the exercise period for an American style option. FIX.5.0SP2
42126 UnderlyingProvisionOptionExercisePeriodSkip int The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. FIX.5.0SP2
42127 UnderlyingProvisionOptionExerciseBoundsFirstDateUnadjusted LocalMktDate The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative. FIX.5.0SP2
42128 UnderlyingProvisionOptionExerciseBoundsLastDateUnadjusted LocalMktDate The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative. FIX.5.0SP2
42129 UnderlyingProvisionOptionExerciseEarliestTime LocalMktTime The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option. FIX.5.0SP2
42130 UnderlyingProvisionOptionExerciseEarliestTimeBusinessCenter String Identifies the business center calendar used with the provision's earliest time for notice of exercise.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2
42131 UnderlyingProvisionOptionExerciseLatestTime LocalMktTime For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. FIX.5.0SP2
42132 UnderlyingProvisionOptionExerciseLatestTimeBusinessCenter String Identifies the business center calendar used with the provision's latest time for notice of exercise.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2

UnderlyingProvisionOptionExpirationDate

The UnderlyingProvisionOptionExerciseDate is a subcomponent within the UnderlyingProvisionGrp component used to report the option expiration date and times defined in the provision.

Tag Name Reqd Type Description Added Updated Deprecated
42133 UnderlyingProvisionOptionExpirationDateUnadjusted LocalMktDate The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. FIX.5.0SP2
42134 UnderlyingProvisionOptionExpirationDateBusinessDayConvention int When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option expiration date. FIX.5.0SP2
UnderlyingProvisionOptionExpirationDateBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option expiration date. FIX.5.0SP2
42135 UnderlyingProvisionOptionExpirationDateRelativeTo int Specifies the anchor date when the option expiration date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42136 UnderlyingProvisionOptionExpirationDateOffsetPeriod int Conditionally required when UnderlyingProvisionOptionExpirationDateOffsetUnit(42137) is specified. FIX.5.0SP2
42137 UnderlyingProvisionOptionExpirationDateOffsetUnit String Conditionally required when UnderlyingProvisionOptionExpirationDateOffsetPeriod(42136) is specified. FIX.5.0SP2
42138 UnderlyingProvisionOptionExpirationDateOffsetDayType int Specifies the day type of the provision's relative option expiration date offset. FIX.5.0SP2
42139 UnderlyingProvisionOptionExpirationDateAdjusted LocalMktDate The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period. FIX.5.0SP2
42140 UnderlyingProvisionOptionExpirationTime LocalMktTime The latest time for exercise on the expiration date. FIX.5.0SP2
42141 UnderlyingProvisionOptionExpirationTimeBusinessCenter String Identifies the business center calendar used with the provision's latest exercise time on expiration date.
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2

UnderlyingProvisionOptionRelevantUnderlyingDate

The UnderlyingProvisionOptionRelevantUnderlyingDate is a subcomponent within the UnderlyingProvisionGrp component used to report the option relevant underlying date defined in the provision.

Tag Name Reqd Type Description Added Updated Deprecated
42142 UnderlyingProvisionOptionRelevantUnderlyingDateUnadjusted LocalMktDate The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). FIX.5.0SP2
42143 UnderlyingProvisionOptionRelevantUnderlyingDateBusinessDayConvention int When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option relevant underlying date. FIX.5.0SP2
UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option relevent underlying date. FIX.5.0SP2
42144 UnderlyingProvisionOptionRelevantUnderlyingDateRelativeTo int Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42145 UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod int Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit(42146) is specified. FIX.5.0SP2
42146 UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit String Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod(42145) is specified. FIX.5.0SP2
42147 UnderlyingProvisionOptionRelevantUnderlyingDateOffsetDayType int Specifies the day type of the provision's relative option relevant underlying date offset. FIX.5.0SP2
42148 UnderlyingProvisionOptionRelevantUnderlyingDateAdjusted LocalMktDate The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). FIX.5.0SP2

UnderlyingProvisionGrp

The UnderlyingProvisionGrp is a repeating subcomponent of the UnderlyingInstrument component used to detail additional terms and conditions associated with the instrument.

Tag Name Reqd Type Description Added Updated Deprecated
42149 NoUnderlyingProvisions NumInGroup Number of provisions in the repeating group. FIX.5.0SP2
⇒42150 UnderlyingProvisionType int Required if NoUnderlyingProvisions(42149) > 0. FIX.5.0SP2
⇒42151 UnderlyingProvisionDateUnadjusted LocalMktDate The unadjusted date of the provision. FIX.5.0SP2
⇒42152 UnderlyingProvisionDateBusinessDayConvention int When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the instrument provisions. FIX.5.0SP2
⇒UnderlyingProvisionDateBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the instrument provisions. FIX.5.0SP2
⇒42153 UnderlyingProvisionDateAdjusted LocalMktDate The adjusted date of the provision. FIX.5.0SP2
⇒42154 UnderlyingProvisionDateTenorPeriod int Conditionally required when UnderlyingProvisionDateTenorUnit(42155) is specified. FIX.5.0SP2
⇒42155 UnderlyingProvisionDateTenorUnit String Conditionally required when UnderlyingProvisionDateTenorPeriod(42154) is specified. FIX.5.0SP2
⇒43002 UnderlyingProvisionBreakFeeElection int Type of fee elected for the break provision. FIX.5.0SP2
⇒43003 UnderlyingProvisionBreakFeeRate Percentage Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05". FIX.5.0SP2
⇒42156 UnderlyingProvisionCalculationAgent int Used to identify the calculation agent. The calculation agent may be identified in UnderlyingProvisionCalculationAgent(42156) or in the underlying provision parties component. FIX.5.0SP2
⇒42157 UnderlyingProvisionOptionSinglePartyBuyerSide int If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. FIX.5.0SP2
⇒42158 UnderlyingProvisionOptionSinglePartySellerSide int If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade. FIX.5.0SP2
⇒UnderlyingProvisionCashSettlValueDates FIX.5.0SP2
⇒UnderlyingProvisionOptionExerciseDates FIX.5.0SP2
⇒UnderlyingProvisionOptionExpirationDate FIX.5.0SP2
⇒UnderlyingProvisionOptionRelevantUnderlyingDate FIX.5.0SP2
⇒42159 UnderlyingProvisionOptionExerciseStyle int The instrument provision's exercise style. FIX.5.0SP2
⇒42160 UnderlyingProvisionOptionExerciseMultipleNotional Amt A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised. FIX.5.0SP2
⇒42161 UnderlyingProvisionOptionExerciseMinimumNotional Amt The minimum notional amount that can be exercised on a given exercise date. FIX.5.0SP2
⇒42162 UnderlyingProvisionOptionExerciseMaximumNotional Amt The maximum notional amount that can be exercised on a given exercise date. FIX.5.0SP2
⇒42163 UnderlyingProvisionOptionMinimumNumber int The minimum number of options that can be exercised on a given exercise date. FIX.5.0SP2
⇒42164 UnderlyingProvisionOptionMaximumNumber int The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options. FIX.5.0SP2
⇒42165 UnderlyingProvisionOptionExerciseConfirmation Boolean Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. FIX.5.0SP2
⇒UnderlyingProvisionCashSettlPaymentDates FIX.5.0SP2
⇒42166 UnderlyingProvisionCashSettlMethod int An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). FIX.5.0SP2
⇒42167 UnderlyingProvisionCashSettlCurrency Currency Specifies the currency of settlement. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒42168 UnderlyingProvisionCashSettlCurrency2 Currency Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒42169 UnderlyingProvisionCashSettlQuoteType int Identifies the type of quote to be used. FIX.5.0SP2
⇒UnderlyingProvisionCashSettlQuoteSource FIX.5.0SP2
⇒42170 UnderlyingProvisionText String Free form text to specify additional information or enumeration description when a standard value does not apply. FIX.5.0SP2
⇒42171 EncodedUnderlyingProvisionTextLen Length Must be set if EncodedProvisionText(40987) field is specified and must immediately precede it. FIX.5.0SP2
⇒42172 EncodedUnderlyingProvisionText data Encoded (non-ASCII characters) representation of the UnderlyingProvisionText(42170) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
⇒UnderlyingProvisionParties FIX.5.0SP2

UnderlyingProvisionParties

UnderlyingProvisionParties is a repeating component within the UnderlyingProvisionGrp component used to report the parties identified in the contract provision.

Tag Name Reqd Type Description Added Updated Deprecated
42173 NoUnderlyingProvisionPartyIDs NumInGroup Number of parties identified in the contract provision. FIX.5.0SP2
⇒42174 UnderlyingProvisionPartyID String Required if NoUnderlyingProvisionPartyIDs(42173) > 0. FIX.5.0SP2
⇒42175 UnderlyingProvisionPartyIDSource char Required if NoUnderlyingProvisionPartyIDs(42173) > 0. FIX.5.0SP2
⇒42176 UnderlyingProvisionPartyRole int Required if NoUnderlyingProvisionPartyIDs(42173) > 0. FIX.5.0SP2
⇒40918 UnderlyingProvisionPartyRoleQualifier int Used to further qualify the value of UnderlyingProvisionPartyRole(42176). FIX.5.0SP2
⇒UnderlyingProvisionPtysSubGrp FIX.5.0SP2

UnderlyingProvisionPtysSubGrp

UnderlyingProvisionPtysSubGrp is a repeating component within the UnderlyingProvisionParties component used to extend information to be reported for the party.

Tag Name Reqd Type Description Added Updated Deprecated
42177 NoUnderlyingProvisionPartySubIDs NumInGroup Number of sub-party IDs to be reported for the party. FIX.5.0SP2
⇒42178 UnderlyingProvisionPartySubID String Required if NoUnderlyingProvisionPartySubIDs(42177) > 0. FIX.5.0SP2
⇒42179 UnderlyingProvisionPartySubIDType int Required if NoUnderlyingProvisionPartySubIDs(42177) > 0. FIX.5.0SP2

UnderlyingProvisionCashSettlPaymentDateBusinessCenterGrp

UnderlyingProvisionCashSettlPaymentDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionCashSettlPaymentDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.

Tag Name Reqd Type Description Added Updated Deprecated
42180 NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒42181 UnderlyingProvisionCashSettlPaymentDateBusinessCenter String Required if NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters(42180) > 0. FIX.5.0SP2

UnderlyingProvisionCashSettlValueDateBusinessCenterGrp

UnderlyingProvisionCashSettlValueDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionCashSettlValueDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.

Tag Name Reqd Type Description Added Updated Deprecated
42182 NoUnderlyingProvisionCashSettlValueDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒42183 UnderlyingProvisionCashSettlValueDateBusinessCenter String Required if NoUnderlyingProvisionCashSettlValueDateBusinessCenters(42182) > 0. FIX.5.0SP2

UnderlyingProvisionOptionExerciseBusinessCenterGrp

UnderlyingProvisionOptionExerciseBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionOptionExerciseDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.

Tag Name Reqd Type Description Added Updated Deprecated
42184 NoUnderlyingProvisionOptionExerciseBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒42185 UnderlyingProvisionOptionExerciseBusinessCenter String Required if NoUnderlyingProvisionOptionExerciseBusinessCenters(42184) > 0. FIX.5.0SP2

UnderlyingProvisionOptionExpirationDateBusinessCenterGrp

UnderlyingProvisionOptionExpirationDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionOptionExpirationDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.

Tag Name Reqd Type Description Added Updated Deprecated
42186 NoUnderlyingProvisionOptionExpirationDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒42187 UnderlyingProvisionOptionExpirationDateBusinessCenter String Required if NoUnderlyingProvisionOptionExpirationDateBusinessCenters(42186) > 0. FIX.5.0SP2

UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrp

UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionOptionRelevantUnderlyingDate component. It is used to specify the set of business centers whose calendars drive date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.

Tag Name Reqd Type Description Added Updated Deprecated
42188 NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒42189 UnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenter String Required if NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters(42188) > 0. FIX.5.0SP2

UnderlyingProvisionDateBusinessCenterGrp

UnderlyingProvisionDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingProvisionGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.

Tag Name Reqd Type Description Added Updated Deprecated
42190 NoUnderlyingProvisionDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒42191 UnderlyingProvisionDateBusinessCenter String Required if NoUnderlyingProvisionDateBusinessCenters(42190) > 0. FIX.5.0SP2

OrderEntryGrp

Group of order transactions across one or more instruments.

Tag Name Reqd Type Description Added Updated Deprecated
2428 NoOrderEntries NumInGroup None FIX.5.0SP2
⇒2429 OrderEntryAction char Required if NoOrderEntries(2428) > 0.
Value SymbolicName Description Added Updated Deprecated
1 Add Add FIX.5.0SP2EP188
2 Modify Modify FIX.5.0SP2EP188
3 Delete Delete / Cancel FIX.5.0SP2EP188
4 Suspend Suspend FIX.5.0SP2EP188
5 Release Release FIX.5.0SP2EP188
FIX.5.0SP2
⇒2430 OrderEntryID int Unique order entry identification across all entries of a single message. Conditionally required when neither ClOrdID(11) nor OrderID(37) is provided. FIX.5.0SP2
⇒11 ClOrdID String Conditionally required when neither OrderEntryID(2430) nor OrderID(37) is provided. FIX.5.0SP2
⇒41 OrigClOrdID String Conditionally required when OrderEntryAction(2429) is not "1" (Add), ClOrdID(11) was provided in original order, and message-chaining model is used. FIX.5.0SP2
⇒37 OrderID String Conditionally required when OrderEntryAction(2429) is not "1" (Add) and neither OrderEntryID(2430) nor ClOrdID(11) is provided. FIX.5.0SP2
⇒40 OrdType char Conditionally required when OrderEntryAction (2429) = 1 (Add) or 2 (Modify). Only a subset of OrdType(40) values permitted that do not require additional pricing fields other than Price(44) field.
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.5.0SP2
⇒44 Price Price Conditionally required when OrdType(40) = 2 (Limit) FIX.5.0SP2
⇒54 Side char Conditionally required when OrderEntryAction(2429) = 1 (Add) or 2 (Modify)
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.5.0SP2
⇒59 TimeInForce char Only subset of values permitted that do not require additional fields
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.5.0SP2
⇒OrderQtyData Conditionally required when OrderEntryAction(2429) = 1 (Add) or 2 (Modify) FIX.5.0SP2
⇒Instrument Required if NoOrderEntries(2432) > 0. FIX.5.0SP2

OrderEntryAckGrp

Acknowledgment for a group of order transactions across one or more instruments.

Tag Name Reqd Type Description Added Updated Deprecated
2428 NoOrderEntries NumInGroup Number of order entries. FIX.5.0SP2
⇒39 OrdStatus char Required if NoOrderEntries(2428) > 0.
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.5.0SP2
⇒150 ExecType char Required if NoOrderEntries(2428) > 0.
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.5.0SP2
⇒2431 ExecTypeReason int None
Value SymbolicName Description Added Updated Deprecated
1 OrdAddedOnRequest Order added upon request FIX.5.0SP2EP188
2 OrdReplacedOnRequest Order replaced upon request FIX.5.0SP2EP188
3 OrdCxldOnRequest Order cancelled upon request FIX.5.0SP2EP188
4 UnsolicitedOrdCxl Unsolicited order cancellation FIX.5.0SP2EP188
5 NonRestingOrdAddedOnRequest Non-resting order added upon request FIX.5.0SP2EP188
6 OrdReplacedWithNonRestingOrdOnRequest Order replaced with non-resting order upon request FIX.5.0SP2EP188
7 TriggerOrdReplacedOnRequest Trigger order replaced upon request FIX.5.0SP2EP188
8 SuspendedOrdReplacedOnRequest Suspended order replaced upon request FIX.5.0SP2EP188
9 SuspendedOrdCxldOnRequest Suspended order canceled upon request FIX.5.0SP2EP188
10 OrdCxlPending Order cancellation pending FIX.5.0SP2EP188
11 PendingCxlExecuted Pending cancellation executed FIX.5.0SP2EP188
12 RestingOrdTriggered Resting order triggered FIX.5.0SP2EP188
13 SuspendedOrdActivated Suspended order activated FIX.5.0SP2EP188
14 ActiveOrdSuspended Active order suspended FIX.5.0SP2EP188
15 OrdExpired Order expired FIX.5.0SP2EP188
FIX.5.0SP2
⇒2429 OrderEntryAction char None
Value SymbolicName Description Added Updated Deprecated
1 Add Add FIX.5.0SP2EP188
2 Modify Modify FIX.5.0SP2EP188
3 Delete Delete / Cancel FIX.5.0SP2EP188
4 Suspend Suspend FIX.5.0SP2EP188
5 Release Release FIX.5.0SP2EP188
FIX.5.0SP2
⇒2430 OrderEntryID int Conditionally required when neither ClOrdID(11) nor OrderID(37) is provided. FIX.5.0SP2
⇒11 ClOrdID String Conditionally required when neither OrderEntryID(2430) nor OrderID(37) is provided. FIX.5.0SP2
⇒41 OrigClOrdID String ClOrdID(11) of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order. Conditionally required when ClOrdID(11) is provided and message-chaining model is used. FIX.5.0SP2
⇒37 OrderID String Conditionally required when neither OrderEntryID(2430) nor ClOrdID(11) is provided. FIX.5.0SP2
⇒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.5.0SP2
⇒14 CumQty Qty Use to explicitly provide executed quantity. FIX.5.0SP2
⇒151 LeavesQty Qty Use to explicitly provide remaining quantity. FIX.5.0SP2
⇒84 CxlQty Qty Use to explicitly provide cancelled quantity. FIX.5.0SP2
⇒40 OrdType char None
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.5.0SP2
⇒44 Price Price None FIX.5.0SP2
⇒54 Side char None
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.5.0SP2
⇒59 TimeInForce char None
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.5.0SP2
⇒OrderQtyData None FIX.5.0SP2
⇒Instrument None FIX.5.0SP2

TargetPtysSubGrp

Repeating group of target party sub-identifiers.

Tag Name Reqd Type Description Added Updated Deprecated
2433 NoTargetPartySubIDs ✔ NumInGroup None FIX.5.0SP2
⇒2434 TargetPartySubID String Required when NoTargetPartySubIDs(2433) > 0. FIX.5.0SP2
⇒2435 TargetPartySubIDType int Required when NoTargetPartySubIDs(2433) > 0. FIX.5.0SP2

MDStatisticReqGrp

This component block is used within the MarketDataStatisticsRequest(35=DO) message to define a set of parameters describing the desired statistics.

Tag Name Reqd Type Description Added Updated Deprecated
2474 NoMDStatistics NumInGroup None FIX.5.0SP2
⇒2475 MDStatisticID String Required if NoMDStatistics(2474) > 0. Unique statistics identifier used as a placeholder for a set of parameters. If an ID is not applicable use "[N/A]". FIX.5.0SP2
⇒MDStatisticParameters Required if NoMDStatistics(2474) > 0 and MDStatisticID(2475) = "[N/A]". FIX.5.0SP2

MDStatisticRptGrp

This component block is used within the MarketDataStatisticsReport(35=DP) message to provide results together with the related set of parameters.

Tag Name Reqd Type Description Added Updated Deprecated
2474 NoMDStatistics NumInGroup None FIX.5.0SP2
⇒MDStatisticParameters Required if NoMDStatistics(2474) > 0. FIX.5.0SP2
⇒2475 MDStatisticID String Required if NoMDStatistics(2474) > 0. FIX.5.0SP2
⇒2476 MDStatisticTime UTCTimestamp Conditionally required when MDStatisticValue(2478) is specified. FIX.5.0SP2
⇒2477 MDStatisticStatus int May be used when sending reference data only to establish MDStatisticID(2475) as a reference to a set of parameters specified in MDStatisticParameters component. If not specified the default is MDStatisticStatus(2477)=1 (Active).
Value SymbolicName Description Added Updated Deprecated
1 Active Active (default) FIX.5.0SP2EP191
2 Inactive Inactive (not disseminated) FIX.5.0SP2EP191
FIX.5.0SP2
⇒2478 MDStatisticValue float Conditionally required unless sending reference data only to establish MDStatisticID(2475) as a reference to a set of parameters specified in MDStatisticParameters component. FIX.5.0SP2
⇒2479 MDStatisticValueType int None
Value SymbolicName Description Added Updated Deprecated
1 Absolute Absolute FIX.5.0SP2EP191
2 Percentage Percentage FIX.5.0SP2EP191
FIX.5.0SP2
⇒2480 MDStatisticValueUnit int None FIX.5.0SP2

MDStatisticParameters

This component comprises all parameters that can be used to describe the market data statistics. These can be part of the request as well as the response. All parameters defined on the MarketDataStatisticsRequest(35=DO) message should be echoed in the MarketDataStatisticsReport(35=DP) message as the latter could also be sent unsolicited.
The general category and the entities involved in the statistics are defined by MDStatisticType(2456), MDStatisticScope(2457), and MDStatisticIntervalType(2464) and must always be specified. The remaining fields are optional and restrict the data range in one way or another. The time range for the data can either be specified in terms of an interval for which the statistics are typically calculated on a regular basis or in terms of an absolute date and/or time range.

Tag Name Reqd Type Description Added Updated Deprecated
2456 MDStatisticType ✔ int None
Value SymbolicName Description Added Updated Deprecated
1 Count Simple count of entities or events, e.g. orders transactions during a period of time. FIX.5.0SP2EP191
2 AverageVolume Average quantity of entities, e.g. average volume of incoming quotes or average trade volume. FIX.5.0SP2EP191 FIX.5.0SP2EP231
3 TotalVolume Aggregated quantities of entities across events, e.g. total trade volume during a period of time. FIX.5.0SP2EP191 FIX.5.0SP2EP231
4 Distribution Distribution of entities across entity types, e.g. percentage of limit orders amongst all order types. FIX.5.0SP2EP191
5 Ratio Pre-defined ratio between entities, e.g. ratio of trades triggered by buy orders. FIX.5.0SP2EP191
6 Liquidity Measurement of liquidity of an instrument, e.g. by providing the spread between bid and offer or the trade volume needed to move the price. FIX.5.0SP2EP191
7 VWAP Benchmark price. FIX.5.0SP2EP191
8 Volatility Volatility of entities, e.g. price movements of incoming orders. FIX.5.0SP2EP191
9 Duration Time period of events, e.g. resting period of passive orders. FIX.5.0SP2EP191
10 Tick Price movement of an instrument in number of ticks. FIX.5.0SP2EP191
11 AverageValue Average quantity multiplied by price. FIX.5.0SP2EP191 FIX.5.0SP2EP231
12 TotalValue Aggregated quantity multiplied by price; also described as turnover. FIX.5.0SP2EP191 FIX.5.0SP2EP231
13 High Highest price. FIX.5.0SP2EP191
14 Low Lowest price. FIX.5.0SP2EP191
15 Midpoint Midpoint price between bid and offer. FIX.5.0SP2EP191
16 First First price or initial value. FIX.5.0SP2EP191
17 Last Most recent price or value. FIX.5.0SP2EP191
18 Final Final price or confirmed value. FIX.5.0SP2EP191
19 ExchangeBest Best price of a single venue regardless of volume. FIX.5.0SP2EP191
20 ExchangeBestWithVolume Best price of a single venue with volume at or above a pre-defined threshold. FIX.5.0SP2EP191
21 ConsolidatedBest Best price across multiple venues regardless of volume. FIX.5.0SP2EP191
22 ConsolidatedBestWithVolume Best price across multiple venues with volume at or above a pre-defined threshold. FIX.5.0SP2EP191
23 TWAP Time weighted average price (TWAP) FIX.5.0SP2EP191
24 AverageDuration Average duration of time periods of events. FIX.5.0SP2EP231
25 AveragePrice Average price across entities e.g. trade prices. FIX.5.0SP2EP231
26 TotalFees Aggregated fees. FIX.5.0SP2EP231
27 TotalBenefits Aggregated benefits. FIX.5.0SP2EP231
28 MedianValue Median quantity multiplied by price for orders or quotes. FIX.5.0SP2EP231
29 AverageLiquidity Average liquidity of an instrument e.g. average effective spread. FIX.5.0SP2EP231
30 MedianDuration Median duration of time periods of events. FIX.5.0SP2EP231
FIX.5.0SP2
2457 MDStatisticScope ✔ int None
Value SymbolicName Description Added Updated Deprecated
1 BidPrices Bid prices FIX.5.0SP2EP191
2 OfferPrices Offer prices FIX.5.0SP2EP191
3 BidDepth Bid depth FIX.5.0SP2EP191
4 OfferDepth Offer depth FIX.5.0SP2EP191
5 Orders Orders FIX.5.0SP2EP191
6 Quotes Quotes FIX.5.0SP2EP191
7 OrdersAndQuotes Orders and Quotes FIX.5.0SP2EP191
8 Trades Trades FIX.5.0SP2EP191
9 TradePrices Trade prices FIX.5.0SP2EP191
10 AuctionPrices Auction prices FIX.5.0SP2EP191
11 OpeningPrices Opening prices FIX.5.0SP2EP191
12 ClosingPrices Closing prices FIX.5.0SP2EP191
13 SettlementPrices Settlement prices FIX.5.0SP2EP191
14 UnderlyingPrices Underlying prices FIX.5.0SP2EP191
15 OpenInterest Open interest FIX.5.0SP2EP191
16 IndexValues Index values FIX.5.0SP2EP191
17 MarginRates Margin rates FIX.5.0SP2EP191
18 Outages System halt due to a technical malfunction or failure. FIX.5.0SP2EP231
19 ScheduledAuctions Scheduled auctions FIX.5.0SP2EP231
20 ReferencePrices Reference prices FIX.5.0SP2EP231
21 TradeValue Trade size multiplied by price. FIX.5.0SP2EP231
22 MarketDataFeeItems Fees related to market data access. FIX.5.0SP2EP231
23 Rebates Rebate items offered to the client. FIX.5.0SP2EP231
24 Discounts Discounts offered to the client. FIX.5.0SP2EP231
25 Payments Other benefits offered to the client. FIX.5.0SP2EP231
26 Taxes Taxes incurred. FIX.5.0SP2EP231
27 Levies Levies incurred. FIX.5.0SP2EP231
28 Benefits Benefits offered to the client. FIX.5.0SP2EP231
29 Fees Fees FIX.5.0SP2EP231
30 OrdersRFQs Orders and RFQs (Request for quotes) FIX.5.0SP2EP231
31 MarketMakers Market makers FIX.5.0SP2EP231
32 TradingInterruptions Disruption in trading due to an automatic or manual decision. FIX.5.0SP2EP231
33 TradingSuspensions An instrument is deliberately prevented from being quoted or traded due to a decision by execution venue or a competent authority. FIX.5.0SP2EP231
34 NoQuotes Period of no quotes received. FIX.5.0SP2EP231
35 RequestForQuotes Request for quotes FIX.5.0SP2EP231
36 TradeVolume Quantity traded. FIX.5.0SP2EP236
FIX.5.0SP2
2458 MDStatisticSubScope int None
Value SymbolicName Description Added Updated Deprecated
1 Visible Only includes visible orders and/or quotes. FIX.5.0SP2EP191
2 Hidden Only includes hidden orders and/or quotes. FIX.5.0SP2EP191
3 Indicative Only includes IOIs and non-tradable quotes. FIX.5.0SP2EP191
4 Tradeable Excludes IOIs and indicative quotes. FIX.5.0SP2EP191
5 Passive Only includes resting orders and tradeable quotes. FIX.5.0SP2EP191
6 MarketConsensus Only includes entities, e.g. trades, conforming to minimum requirements. Details to be defined out of band. FIX.5.0SP2EP191
7 Power Outages due to power failure. FIX.5.0SP2EP231
8 HardwareError Outages due to a hardware malfunction or failure. FIX.5.0SP2EP231
9 SoftwareError Outages due to a software malfunction or failure. FIX.5.0SP2EP231
10 NetworkError Outages due to network error. FIX.5.0SP2EP231
11 Failed Transaction voided by the execution venue. FIX.5.0SP2EP231
12 Executed Total or partial execution of an order or quote. FIX.5.0SP2EP231
13 Entered Order or quote entry. FIX.5.0SP2EP231
14 Modified Order or quote modification. FIX.5.0SP2EP231
15 Cancelled Order or quote cancellation. FIX.5.0SP2EP231
16 MarketDataAccess Market data access FIX.5.0SP2EP231
17 TerminalAccess Terminal access FIX.5.0SP2EP231
18 Volume Specifies sub-scope of market data per volume. FIX.5.0SP2EP231
19 Cleared Cleared trade. FIX.5.0SP2EP231
20 Settled Settled trade. FIX.5.0SP2EP231
21 Other Any other fees incurred by the client. FIX.5.0SP2EP231
22 Monetary Monetary benefits offered to the clients. FIX.5.0SP2EP231
23 NonMonetary Non-monetary benefits offered to the clients FIX.5.0SP2EP231
24 Gross Total fees excluding rebates and discounts. FIX.5.0SP2EP231
25 LargeInScale Means an order classified as large in scale in accordance with a regulatory definition. FIX.5.0SP2EP231
26 NeitherHiddenNorLargeInScale Excluding orders pending disclosures and LIS. FIX.5.0SP2EP231
27 CorporateAction Specifies type of trading suspension. FIX.5.0SP2EP231
28 VenueDecision Specifies type of trading suspension. FIX.5.0SP2EP231
29 MinimumTimePeriod Minimum time period for the event defined by scope. FIX.5.0SP2EP231
30 Open Open status of RFQs (request for quotes), no quotes have been provided. FIX.5.0SP2EP231
31 NotExecuted Orders or quotes that didn't execute. FIX.5.0SP2EP231
32 Aggressive Order or Quote entered into the order book that took liquidity. FIX.5.0SP2EP236
33 Directed An order where execution venue is specified by the client. FIX.5.0SP2EP236
FIX.5.0SP2
2459 MDStatisticScopeType int None
Value SymbolicName Description Added Updated Deprecated
1 EntryRate Entry rate FIX.5.0SP2EP191
2 ModificationRate Modification rate FIX.5.0SP2EP191
3 CancelRate Cancel rate FIX.5.0SP2EP191
4 DownwardMove Downward move FIX.5.0SP2EP191
5 UpwardMove Upward move FIX.5.0SP2EP191
FIX.5.0SP2
2454 MDStatisticName String None FIX.5.0SP2
2455 MDStatisticDesc String None FIX.5.0SP2
2481 EncodedMDStatisticDescLen Length Must be set if EncodedMDStatisticDesc(2482) field is specified and must immediately precede it. FIX.5.0SP2
2482 EncodedMDStatisticDesc data Encoded (non-ASCII characters) representation of the MDStatisticDesc(2455) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
264 MarketDepth int May be used to specify the market depth up to specified level. FIX.5.0SP2
2460 MDStatisticFrequencyPeriod int Conditionally required when MDStatisticFrequencyUnit(2461) is specified. Omission represents a one-time dissemination. FIX.5.0SP2
2461 MDStatisticFrequencyUnit int Conditionally required when MDStatisticFrequencyPeriod(2460) is specified. FIX.5.0SP2
2462 MDStatisticDelayPeriod int Conditionally required when MDStatisticDelayUnit(2463) is specified. FIX.5.0SP2
2463 MDStatisticDelayUnit int Conditionally required when MDStatisticDelayPeriod(2462) is specified. FIX.5.0SP2
2464 MDStatisticIntervalType ✔ int None
Value SymbolicName Description Added Updated Deprecated
1 SlidingWindow Window is defined as an interval period up to the current time of dissemination, see MDStatisticIntervalPeriod (2466). FIX.5.0SP2EP191
2 SlidingWindowPeak Highest value of all sliding windows across date and/or time range. Omission of date/time range represents current day. FIX.5.0SP2EP191
3 FixedDateRange Interval may be open ended on either side, see MDStatisticStartDate (2468) and MDStatisticEndDate(2469). Starting/ending time of date fields only apply to the first/last day of the date range. Additional time range may be defined with MDStatisticStartTime(2470) and MDStatisticEndTime(2471) and applies to every business day within date range, i.e. to define an identical time slice across days. FIX.5.0SP2EP191
4 FixedTimeRange Interval may be open ended on either side, see MDStatisticStartTime(2470) and MDStatisticEndTime(2471). FIX.5.0SP2EP191
5 CurrentTimeUnit Relative time unit which has not ended yet, e.g. current day. Interval ends with the time of dissemination of the statistic. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465). FIX.5.0SP2EP191
6 PreviousTimeUnit Relative time unit which has ended in the past. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465). FIX.5.0SP2EP191
7 MaximumRange Use to convey record values over the lifetime of the system or venue. FIX.5.0SP2EP191
8 MaximumRangeUpToPreviousTimeUnit Use to convey record values over the lifetime of the system or venue but does not include the most recent time unit as it has not completed yet. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465) FIX.5.0SP2EP191
FIX.5.0SP2
2465 MDStatisticIntervalTypeUnit String Conditionally required when MDStatisticIntervalType (2464) = 5(Current time unit), 6(Previous time unit) or 8(Maximum range up to previous time unit). FIX.5.0SP2
2466 MDStatisticIntervalPeriod int Conditionally required if/when MDStatisticIntervalUnit(2467) is specified. Conditionally required when MDStatisticIntervalType(2464) = 1 (Sliding window) or 2 (Sliding window peak). FIX.5.0SP2
2467 MDStatisticIntervalUnit int Conditionally required when MDStatisticIntervalPeriod(2466) is specified. FIX.5.0SP2
2468 MDStatisticStartDate UTCTimestamp Can be used to define a date range for a sliding window peak other than the current day. Omission represents a date range starting with the first available day. FIX.5.0SP2
2469 MDStatisticEndDate UTCTimestamp Can be used to define a date range for a sliding window peak other than the current day. Omission represents a date range including the current day. FIX.5.0SP2
2470 MDStatisticStartTime UTCTimeOnly Can be used to define a time range for a sliding window peak other than the complete day. Omission represents a time range starting at midnight. FIX.5.0SP2
2471 MDStatisticEndTime UTCTimeOnly Can be used to define a time range for a sliding window peak other than the complete day. Omission represents a time range ending with the time of dissemination of the statistical data. FIX.5.0SP2
2472 MDStatisticRatioType int Conditionally required when MDStatisticType(2456) = 5(Ratio).
Value SymbolicName Description Added Updated Deprecated
1 BuyersToSellers None FIX.5.0SP2EP191
2 UpticksToDownticks Can also be used with a scope of multiple instruments representing an index. FIX.5.0SP2EP191
3 MarketMakerToNonMarketMaker Use to identify share of market making activity. FIX.5.0SP2EP191
4 AutomatedToNonAutomated Use to identify ratio of orders and quotes resulting from automated trading. FIX.5.0SP2EP191
5 OrdersToTrades Use with scope of trades. FIX.5.0SP2EP191
6 QuotesToTrades Use with scope of trades. FIX.5.0SP2EP191
7 OrdersAndQuotesToTrades Use with scope of trades. FIX.5.0SP2EP191
8 FailedToTotalTradedValue Total value of failed trades over total traded value. FIX.5.0SP2EP231
9 BenefitsToTotalTradedValue Total value of all benefits over total traded value. FIX.5.0SP2EP231
10 FeesToTotalTradedValue Total value of all fees excluding rebates over total traded value. FIX.5.0SP2EP231
11 TradeVolumeToTotalTradedVolume Total value of failed trades over total traded value. FIX.5.0SP2EP236
12 OrdersToTotalNumberOrders Orders pertaining to a type over total number of orders. FIX.5.0SP2EP236
FIX.5.0SP2
NestedParties FIX.5.0SP2
2584 AnnualTradingBusinessDays int Number of trading business days in a year. FIX.5.0SP2
1815 TradingCapacity int None
Value SymbolicName Description Added Updated Deprecated
1 Customer Customer FIX.5.0SP2EP131
2 CustomerProfessional Customer professional FIX.5.0SP2EP131
3 BrokerDealer Broker-dealer FIX.5.0SP2EP131
4 CustomerBrokerDealer Customer broker-dealer FIX.5.0SP2EP131
5 Principal Principal FIX.5.0SP2EP131
6 MarketMaker Market maker FIX.5.0SP2EP131
7 AwayMarketMaker Away market maker FIX.5.0SP2EP131
8 SystematicInternaliser Systematic internaliser FIX.5.0SP2EP223
FIX.5.0SP2
40 OrdType char None
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.5.0SP2
59 TimeInForce char None
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.5.0SP2
276 QuoteCondition MultipleStringValue None
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.5.0SP2
277 TradeCondition MultipleStringValue None
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.5.0SP2
54 Side char None
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.5.0SP2
578 TradeInputSource String None FIX.5.0SP2
336 TradingSessionID String None
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.5.0SP2
625 TradingSessionSubID String None
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.5.0SP2
1024 MDOriginType int Used to describe the origin of the market data entry.
Value SymbolicName Description Added Updated Deprecated
0 Book Book FIX.4.4EP-1
1 OffBook Off-Book FIX.4.4EP-1
2 Cross Cross FIX.4.4EP-1
3 QuoteDrivenMarket Examples for quote driven markets are market maker or specialist market models. FIX.5.0SP2EP163
4 DarkOrderBook Dark order book FIX.5.0SP2EP163
5 AuctionDrivenMarket Markets where matching occurs only in scheduled auctions. FIX.5.0SP2EP216
6 QuoteNegotiation Discretionary quoting on request or "request for quote" market. FIX.5.0SP2EP216
7 VoiceNegotiation A trading system where transactions between members are arranged through voice negotiation. FIX.5.0SP2EP228
8 HybridMarket A hybrid system falling into two or more types of trading systems. Can also be used for ESMA RTS 1 "other type of trading system". FIX.5.0SP2EP228
FIX.5.0SP2
2711 MDValueTier int Describes the reporting ranges for executed transactions.
Value SymbolicName Description Added Updated Deprecated
1 Range1 Range 1 FIX.5.0SP2EP231
2 Range2 Range 2 FIX.5.0SP2EP231
3 Range3 Range 3 FIX.5.0SP2EP231
FIX.5.0SP2
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.5.0SP2
1022 MDFeedType String Describes a class of service for a given data feed, ie Regular and Market Maker, Bandwidth Intensive or Bandwidth Conservative FIX.5.0SP2
1629 ExposureDuration int This is the time in seconds of a "Good for Time" (GFT) TimeInForce.
Positive integer value which represents the time is seconds in which the new order remains active in the market before it is automatically cancelled (e.g. expired).
Bi-lateral agreements will dictate the maximum value of this field. It is assumed that most systems will impose a max limit of 86,400 seconds (i.e. 24 hours).
For Quotes: The period of time a quoted price is tradable(i.e. on-the-wire) before it becomes indicative (i.e. off-the-wire). 		FIX.5.0SP2
1916 ExposureDurationUnit int Conditionally required when ExposureDuration(1629) is specified. FIX.5.0SP2
1057 AggressorIndicator Boolean Used to identify whether the order initiator is an aggressor or not in the trade.
Value SymbolicName Description Added Updated Deprecated
Y OrderInitiatorIsAggressor Order initiator is aggressor FIX.4.4EP-1
N OrderInitiatorIsPassive Order initiator is passive FIX.4.4EP-1
FIX.5.0SP2

LegFinancingDetails

Component block is optionally used for financial transactions where legal contracts, master agreements or master confirmations are to be referenced. This component identifies the legal agreement under which the deal was made and other unique characteristics of the transaction. For example, the LegAgreementDesc(2497) field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan - Amended 1998, for example.

Tag Name Reqd Type Description Added Updated Deprecated
2497 LegAgreementDesc String The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. See http://www.fpml.org/coding-scheme/master-agreement-type for derivative values. FIX.5.0SP2
2498 LegAgreementID String A common reference to the applicable standing agreement between the counterparties to a financing transaction. FIX.5.0SP2
2499 LegAgreementVersion String The version of the master agreement. FIX.5.0SP2
2496 LegAgreementDate LocalMktDate A reference to the date the underlying agreement specified by LegAgreementID(2498) and LegAgreementDesc(2497) was executed. FIX.5.0SP2
2495 LegAgreementCurrency Currency Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency. FIX.5.0SP2
2511 LegMasterConfirmationDesc String The type of master confirmation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-type for values. FIX.5.0SP2
2510 LegMasterConfirmationDate LocalMktDate Alternative to broker confirmation. The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties. FIX.5.0SP2
2512 LegMasterConfirmationAnnexDesc String The type of master confirmation annexation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-annex-type for values. FIX.5.0SP2
2509 LegMasterConfirmationAnnexDate LocalMktDate The date that an annexation to the master confirmation was executed between the parties. FIX.5.0SP2
2500 LegBrokerConfirmationDesc String Describes the type of broker confirmation executed between the parties. Can be used as an alternative to MasterConfirmationDesc(1962). See http://www.fpml.org/coding-scheme/broker-confirmation-type for values. FIX.5.0SP2
LegFinancingContractualDefinitionsGrp FIX.5.0SP2
LegFinancingTermSupplementGrp FIX.5.0SP2
LegFinancingContractualMatrixGrp FIX.5.0SP2
2502 LegCreditSupportAgreementDesc String The type of ISDA Credit Support Agreement. See http://www.fpml.org/coding-scheme/credit-support-agreement-type for values. FIX.5.0SP2
2501 LegCreditSupportAgreementDate LocalMktDate The date of the ISDA Credit Support Agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties. FIX.5.0SP2
2503 LegCreditSupportAgreementID String A common reference or unique identifier to identify the ISDA Credit Support Agreement executed between the parties. FIX.5.0SP2
2507 LegGoverningLaw String Identification of the law governing the transaction. See http://www.fpml.org/coding-scheme/governing-law for values. FIX.5.0SP2
2505 LegDocumentationText String A sentence or phrase pertinent to the trade, not a reference to an external document. E.g. "To be registered with the U.S. Environmental Protection Agency, Acid Rain Division, SO2 Allowance Tracking System". FIX.5.0SP2
2494 EncodedLegDocumentationTextLen Length Must be set if EncodedLegDocumentationText(2493) field is specified and must immediately precede it. FIX.5.0SP2
2493 EncodedLegDocumentationText data Encoded (non-ASCII characters) representation of the LegDocumentationText(2505) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
2514 LegTerminationType int Type of financing termination. FIX.5.0SP2
2513 LegStartDate LocalMktDate Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral. FIX.5.0SP2
2506 LegEndDate LocalMktDate End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral. FIX.5.0SP2
2504 LegDeliveryType int Identifies type of settlement. FIX.5.0SP2
2508 LegMarginRatio Percentage The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 2% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%. FIX.5.0SP2

LegFinancingContractualDefinitionsGrp

The LegFinancingContractualDefinitionGrp is a repeating component within the LegFinancingDetails component used to report the definitions published by ISDA that define the terms of a derivative trade.

Tag Name Reqd Type Description Added Updated Deprecated
42198 NoLegContractualDefinitions NumInGroup Number of financing definitions in the repeating group. FIX.5.0SP2
⇒42199 LegContractualDefinition String Required if NoLegContractualDefinitions(42198) > 0. FIX.5.0SP2

LegFinancingTermSupplementGrp

The LegFinancingTermSupplementGrp is a repeating component within the LegFinancingDetails component used to report contractual terms supplements of derivative trades.

Tag Name Reqd Type Description Added Updated Deprecated
42200 NoLegFinancingTermSupplements NumInGroup Number of financing terms supplements in the repeating group. FIX.5.0SP2
⇒42201 LegFinancingTermSupplementDesc String Required if NoLegFinancingTermSupplements(42200) > 0. FIX.5.0SP2
⇒42202 LegFinancingTermSupplementDate LocalMktDate Specifies the publication date of the applicable version of the contractual supplement. FIX.5.0SP2

LegFinancingContractualMatrixGrp

The LegFinancingContractualMatrixGrp is a repeating component within the LegFinancingDetails component used to report the ISDA Physical Settlement Matrix Transaction Type.

Tag Name Reqd Type Description Added Updated Deprecated
42203 NoLegContractualMatrices NumInGroup Number of contractual matrices in the repeating group. FIX.5.0SP2
⇒42204 LegContractualMatrixSource String Required if NoLegContractualMatrices(42203) > 0. FIX.5.0SP2
⇒42205 LegContractualMatrixDate LocalMktDate Specifies the publication date of the applicable version of the contract matrix. If not specified, the ISDA Standard Terms Supplement defines rules for which version of the matrix is applicable. FIX.5.0SP2
⇒42206 LegContractualMatrixTerm String Specifies the applicable key into the relevent contract matrix. In the case of 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions, the LegContractualMatrixTerm(42206) is not applicable and is to be omitted. See http://www.fpml.org/coding-scheme/credit-matrix-transaction-type for values. FIX.5.0SP2

RelativeValueGrp

The RelativeValueGrp component is used to convey relative valuation metrics or analytics for a given instrument.

Tag Name Reqd Type Description Added Updated Deprecated
2529 NoRelativeValues NumInGroup None FIX.5.0SP2
⇒2530 RelativeValueType int Required if NoRelativeValues(2529) > 0.
Value SymbolicName Description Added Updated Deprecated
1 ASWSpread ASW Spread. The asset swap spread is the difference in the bond's yield (yield to maturity) and a floating interest rate (usually LIBOR), expressed in basis points. FIX.5.0SP2EP194
2 OIS OIS Spread. The overnight indexed swap spread is the spread, expressed in basis points, between the bond yield (the fixed rate) and an overnight indexed rate (e.g. Fed Funds rate, EONIA, SONIA, etc.) (the floating rate). FIX.5.0SP2EP194
3 ZSpread Z-Spread. The zero coupon spread is the constant spread added to the reference zero coupon yield curve (usually Treasury spot rate curve), expressed in basis points, to derive the adjusted yield curve used to determine the present value of the cash flows so that it equals the dirty price of the bond (i.e. accrued interested factored in). FIX.5.0SP2EP194
4 DiscountMargin The DM is the spread, expressed in basis points, added to the bond's reference rate that will equate the bond's cash flows to its current price. FIX.5.0SP2EP194
5 ISpread I-Spread or I-Curve spread. The spread, expressed in basis points, added to an interpolated point on the reference yield curve. FIX.5.0SP2EP194
6 OAS OAS or OA-spread. Used to evaluate bonds with embedded (callable or put-able) options. The option adjusted spread is a constant spread, expressed in basis points, applied to each point on the spot rate curve (usually Treasury spot rate curve) where the bond's cash flow is received, such that the price of the bond is the same as the present value of its cash flows. FIX.5.0SP2EP194
7 GSpread The spread difference between the bond's yield and the interpolated yield from the government reference yield curve, expressed in basis points. It represents the curve adjusted value of the bond by accounting for the difference between the bond's benchmark yield and the interpolated government reference yield at the same point on the curve that matches the bond's remaining life. FIX.5.0SP2EP194
8 CDSBasis Also referred to as CDS Bond Basis. The CDS basis is the spread difference between the CDS spread or premium for the obligor and the Z-Spread or the ASW spread of the same reference or obligor bond, expressed in basis points. FIX.5.0SP2EP194
9 CDSInterpolatedBasis Also referred to as CDS Bond Interpolated Basis. The CDS interpolated basis is the difference between the reference or obligor bond's Z Spread or ASW spread and an interpolated point on CDS curve that matches the maturity of the reference bond, expressed in basis points. FIX.5.0SP2EP194
FIX.5.0SP2
⇒2531 RelativeValue float Required if NoRelativeValues(2529) > 0. FIX.5.0SP2
⇒2532 RelativeValueSide int None
Value SymbolicName Description Added Updated Deprecated
1 Bid Bid FIX.5.0SP2EP194
2 Mid Mid FIX.5.0SP2EP194
3 Offer Offer FIX.5.0SP2EP194
FIX.5.0SP2

AuctionTypeRuleGrp

The AuctionTypeRuleGrp component is used to specify the auction rule applicable for a given product group or complex, for example.

Tag Name Reqd Type Description Added Updated Deprecated
2548 NoAuctionTypeRules NumInGroup None FIX.5.0SP2
⇒1803 AuctionType int Required if NoAuctionTypeRules(2548) > 0. AuctionType(1803) = 0 (None) can be used to invalidate all auction types on the instrument level that are defined on a market segment level.
Value SymbolicName Description Added Updated Deprecated
1 BlockOrderAuction Block order auction FIX.5.0SP2EP131
2 DirectedOrderAuction Directed order auction FIX.5.0SP2EP131
3 ExposureOrderAuction Exposure order auction FIX.5.0SP2EP131
4 FlashOrderAuction Flash order auction FIX.5.0SP2EP131
5 FacilitationOrderAuction Facilitation order auction FIX.5.0SP2EP131
6 SolicitationOrderAuction Solicitation order auction FIX.5.0SP2EP131
7 PriceImprovementMechanism Price improvement mechanism (PIM) FIX.5.0SP2EP131
8 DirectedOrderPriceImprovementMechanism Directed Order price improvement mechanism (PIM) FIX.5.0SP2EP131
0 None None FIX.5.0SP2EP223
FIX.5.0SP2 FIX.5.0SP2EP223
⇒2549 AuctionTypeProductComplex String Can be used to limit auction order type to specific product suite. Use multiple entries with the same AuctionType(1803) if multiple but not all product suites are supported. FIX.5.0SP2

FlexProductEligibilityGrp

The FlexProductEligibilityGrp component is used to specify whether securities within a product group or complex are eligible for creating flexible securities.

Tag Name Reqd Type Description Added Updated Deprecated
2560 NoFlexProductEligibilities NumInGroup None FIX.5.0SP2
⇒1242 FlexProductEligibilityIndicator Boolean Required if NoFlexProductEligibilities(2560) > 0. FIX.5.0SP2
⇒2561 FlexProductEligibilityComplex String Required if NoFlexProductEligibilities(2560) > 0. Used to specify a product suite related to an eligibility indicator. FIX.5.0SP2

PriceRangeRuleGrp

The PriceRangeRulesGrp component is used to specify the price range rules for a given product group or complex.

Tag Name Reqd Type Description Added Updated Deprecated
2550 NoPriceRangeRules NumInGroup None FIX.5.0SP2
⇒2551 StartPriceRange Price Required if NoPriceRangeRules(2550) > 0. FIX.5.0SP2
⇒2552 EndPriceRange Price None FIX.5.0SP2
⇒2553 PriceRangeValue Price Mutually exclusive with PriceRangePercentage(2554). FIX.5.0SP2
⇒2554 PriceRangePercentage Percentage Mutually exclusive with PriceRangeValue(2553). FIX.5.0SP2
⇒2556 PriceRangeRuleID String Can be used to provide an identifier so that the rule can be reference via the ID elsewhere. FIX.5.0SP2
⇒2555 PriceRangeProductComplex String Can be used to limit price range to specific product suite. FIX.5.0SP2

QuoteSizeRuleGrp

Rules for minimum bid and offer sizes of quotes.

Tag Name Reqd Type Description Added Updated Deprecated
2558 NoQuoteSizeRules NumInGroup Number of quote size rules. FIX.5.0SP2
⇒647 MinBidSize Qty Required if NoQuoteSizeRules(2558) > 0. FIX.5.0SP2
⇒648 MinOfferSize Qty Required if NoQuoteSizeRules(2558) > 0. FIX.5.0SP2
⇒2447 FastMarketIndicator Boolean Used to define the sizes applicable for fast market conditions. FIX.5.0SP2

RelatedMarketSegmentGrp

This component is used to identify market segments that are related to each other for a business purpose. This component should not be used in lieu of available explicit FIX fields that denote specific relationships (e.g. ParentMktSegmID(1325) for parent market segments), but rather should be used when no such fields exist.

Tag Name Reqd Type Description Added Updated Deprecated
2545 NoRelatedMarketSegments NumInGroup Number of market segments. FIX.5.0SP2
⇒2546 RelatedMarketSegmentID String Required if NoRelatedMarketSegments (2545) > 0. FIX.5.0SP2
⇒2547 MarketSegmentRelationship int None
Value SymbolicName Description Added Updated Deprecated
1 MarketSegmentPoolMember Market segments represent constituents of the pool identified. FIX.5.0SP2EP195
2 RetailSegment Retail segment related to wholesale segment identified. FIX.5.0SP2EP195
3 WholesaleSegment Wholesale segment related to retail segment identified. FIX.5.0SP2EP195
FIX.5.0SP2

ClearingPriceParametersGrp

This component is used convey parameters that are relevant for the calculation of clearing prices that are different from the trading prices due to the nature of the product, e.g. variance futures.

Tag Name Reqd Type Description Added Updated Deprecated
2580 NoClearingPriceParameters NumInGroup Number of parameter sets. FIX.5.0SP2
⇒2581 BusinessDayType int Required if NoClearingPriceParameters (2580) > 0. Use to identify the relative business day to which the parameters apply. FIX.5.0SP2
⇒2582 ClearingPriceOffset PriceOffset None FIX.5.0SP2
⇒2583 VegaMultiplier float None FIX.5.0SP2
⇒2584 AnnualTradingBusinessDays int None FIX.5.0SP2
⇒2585 TotalTradingBusinessDays int None FIX.5.0SP2
⇒2586 TradingBusinessDays int None FIX.5.0SP2
⇒2588 StandardVariance float None FIX.5.0SP2
⇒2587 RealizedVariance float None FIX.5.0SP2
⇒2589 RelatedClosePrice Price None FIX.5.0SP2
⇒1190 RiskFreeRate float Interest rate until the instrument expires and used to calculate DiscountFactor(1592). FIX.5.0SP2
⇒2590 OvernightInterestRate float Used to calculate AccumulatedReturnModifiedVariationMargin(2591). FIX.5.0SP2
⇒2591 AccumulatedReturnModifiedVariationMargin float None FIX.5.0SP2
⇒1592 DiscountFactor float None FIX.5.0SP2
⇒1188 Volatility float None FIX.5.0SP2
⇒2528 ClearingSettlPrice Price None FIX.5.0SP2
⇒2592 CalculationMethod int None
Value SymbolicName Description Added Updated Deprecated
0 Automatic None FIX.5.0SP2EP195
1 Manual None FIX.5.0SP2EP195
FIX.5.0SP2

MiscFeesSubGrp

The MiscFeesSubGrp component is used to provide further details for a given MiscFeeType(139) value.

Tag Name Reqd Type Description Added Updated Deprecated
2633 NoMiscFeeSubTypes NumInGroup None FIX.5.0SP2
⇒2634 MiscFeeSubType String Required if NoMiscFeeSubTypes(2633) > 0. FIX.5.0SP2
⇒2635 MiscFeeSubTypeAmt Amt None FIX.5.0SP2
⇒2636 MiscFeeSubTypeDesc String None FIX.5.0SP2
⇒2637 EncodedMiscFeeSubTypeDescLen Length Must be set if EncodedMiscFeeSubTypeDesc(2638) field is specified and must immediately precede it. FIX.5.0SP2
⇒2638 EncodedMiscFeeSubTypeDesc data Encoded (non-ASCII characters) representation of the MiscFeeSubTypeDesc(2636) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2

CommissionDataGrp

The CommissionDataGrp component block is used to carry commission information such as the type of commission and the rate. It provides an alternative to the CommissionData component if multiple commissions or enhanced attributes are needed.

Tag Name Reqd Type Description Added Updated Deprecated
2639 NoCommissions NumInGroup Number of commissions in the repeating group. FIX.5.0SP2
⇒2640 CommissionAmount Amt Required if NoCommissions(2639) > 0. If the commission is based on a percentage of trade quantity or a factor of "unit of measure", CommissionRate(2646) and CommissionUnitOfMeasure(2644) may also be specified as appropriate. FIX.5.0SP2
⇒2641 CommissionAmountType int Required if NoCommissions(2639) > 0.
Value SymbolicName Description Added Updated Deprecated
0 Unspecified Unspecified FIX.5.0SP2EP204
1 Acceptance The bank's charge for issuing a Letter of Credit. FIX.5.0SP2EP204
2 Broker The executing broker's commission. FIX.5.0SP2EP204
3 ClearingBroker The clearing broker's commission. FIX.5.0SP2EP204
4 Retail Commission charged by or related to retail sales. FIX.5.0SP2EP204
5 SalesCommission The commission charged by the sales desk. FIX.5.0SP2EP204
6 LocalCommission Commission paid to local broker in a cross-border transaction. FIX.5.0SP2EP204
7 ResearchPayment Research payment FIX.5.0SP2EP233 FIX.5.0SP2EP240
FIX.5.0SP2
⇒2725 CommissionAmountSubType int Further sub classification of the CommissionAmountType(2641).
Value SymbolicName Description Added Updated Deprecated
0 ResearchPaymentAccount Research payment account (RPA) FIX.5.0SP2EP233
1 CommissionSharingAgreement Comission sharing agreement (CSA) FIX.5.0SP2EP233
2 OtherTypeResearchPayment A type of research payment other than RPA or CSA. FIX.5.0SP2EP233
FIX.5.0SP2
⇒2642 CommissionBasis char Required if NoCommissions(2639) > 0. FIX.5.0SP2
⇒2643 CommissionCurrency Currency Specifies the currency denomination of the commission amount if different from the trade's currency. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒2644 CommissionUnitOfMeasure String The commission rate unit of measure. FIX.5.0SP2
⇒2645 CommissionUnitOfMeasureCurrency Currency Indicates the currency of the unit of measure. Conditionally required when CommissionUnitOfMeasure(2644) = Ccy (Amount of currency). FIX.5.0SP2
⇒2646 CommissionRate float The commission rate when CommissionAmount(2640) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage or expressed in basis points, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points. FIX.5.0SP2
⇒2647 CommissionSharedIndicator Boolean Indicates whether the amount in CommissionAmount(2640) is to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. FIX.5.0SP2
⇒2648 CommissionAmountShared Amt If specified, CommissionSharedIndicator(2647) must be set to "Y". FIX.5.0SP2
⇒2649 CommissionLegRefID String This field may be used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. FIX.5.0SP2
⇒2650 CommissionDesc String Description of the commission. FIX.5.0SP2
⇒2651 EncodedCommissionDescLen Length Must be set if EncodedCommissionDesc(2652) is specified and must immediately precede it. FIX.5.0SP2
⇒2652 EncodedCommissionDesc data Encoded (non-ASCII characters) representation of the CommissionDesc(2650) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2

AllocCommissionDataGrp

The AllocCommissionDataGrp component block is used to carry commission information such as the type of commission and the rate at the allocation level. It provides a means to express commission applicable for the specified allocation account.

Tag Name Reqd Type Description Added Updated Deprecated
2653 NoAllocCommissions NumInGroup Number of commissions in the repeating group. FIX.5.0SP2
⇒2654 AllocCommissionAmount Amt Required if NoAllocCommissions(2653) > 0. If the commission is based on a percentage of trade quantity or a factor of "unit of measure", AllocCommissionRate(2660) and AllocCommissionUnitOfMeasure(2658) may also be specified as appropriate. FIX.5.0SP2
⇒2655 AllocCommissionAmountType int Required if NoAllocCommissions(2653) > 0. FIX.5.0SP2
⇒2726 AllocCommissionAmountSubType int Further sub classification of the AllocCommissionAmountType(2655). FIX.5.0SP2
⇒2656 AllocCommissionBasis char Required if NoAllocCommissions(2653) > 0. FIX.5.0SP2
⇒2657 AllocCommissionCurrency Currency Specifies the currency denomination of the commission amount if different from the trade's currency. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒2658 AllocCommissionUnitOfMeasure String The commission rate unit of measure. FIX.5.0SP2
⇒2659 AllocCommissionUnitOfMeasureCurrency Currency Indicates the currency of the unit of measure. Conditionally required when AllocCommissionUnitOfMeasure(2658) = Ccy (Currency). FIX.5.0SP2
⇒2660 AllocCommissionRate float The commission rate when AllocCommissionAmount(2654) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage or expressed in basis points, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points. FIX.5.0SP2
⇒2661 AllocCommissionSharedIndicator Boolean Indicates whether the amount in AllocCommissionAmount(2654) is to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. FIX.5.0SP2
⇒2662 AllocCommissionAmountShared Amt If specified, AllocCommissionSharedIndicator(2661) must be set to "Y". FIX.5.0SP2
⇒2663 AllocCommissionLegRefID String This field may be used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. FIX.5.0SP2
⇒2664 AllocCommissionDesc String Description of the commission. FIX.5.0SP2
⇒2665 EncodedAllocCommissionDescLen Length Must be set if EncodedAllocCommissionDesc(2666) is specified and must immediately precede it. FIX.5.0SP2
⇒2666 EncodedAllocCommissionDesc data Encoded (non-ASCII characters) representation of the AllocCommissionDesc(2664) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2

CashSettlDate

The CashSettlDate component is a subcomponent within the CashSettlTermGrp component used to report the cash settlement date defined in the settlement provision.

Tag Name Reqd Type Description Added Updated Deprecated
42207 CashSettlDateUnadjusted LocalMktDate The unadjusted cash settlement date. FIX.5.0SP2
42208 CashSettlDateBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision. FIX.5.0SP2
CashSettlDateBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision. FIX.5.0SP2
42209 CashSettlDateRelativeTo int Specifies the anchor date when the cash settlement date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42210 CashSettlDateOffsetPeriod int Conditionally required when CashSettlDateOffsetUnit(42211) is specified. FIX.5.0SP2
42211 CashSettlDateOffsetUnit String Conditionally required when CashSettlDateOffsetPeriod(42210) is specified. FIX.5.0SP2
42212 CashSettlDateOffsetDayType int Specifies the day type of the relative cash settlement date offset. FIX.5.0SP2
42213 CashSettlDateAdjusted LocalMktDate The adjusted cash settlement date. FIX.5.0SP2

CashSettlDateBusinessCenterGrp

CashSettlDateBusinessCenterGrp is a repeating subcomponent within the CashSettlDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component within the Instrument component.

Tag Name Reqd Type Description Added Updated Deprecated
42214 NoCashSettlDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒42215 CashSettlDateBusinessCenter String Required if NoCashSettlDateBusinessCenters(42214) > 0. FIX.5.0SP2

DividendAccrualFloatingRate

The DividendAccrualFloatingRate component is a subcomponent of DividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions.

Tag Name Reqd Type Description Added Updated Deprecated
42218 DividendFloatingRateIndex String The dividend accrual floating rate index. FIX.5.0SP2
42219 DividendFloatingRateIndexCurvePeriod int Conditionally required when DividendFloatingRateIndexCurveUnit(42220) is specified. FIX.5.0SP2
42220 DividendFloatingRateIndexCurveUnit String Conditionally required when DividendFloatingRateIndexCurvePeriod(42219) is specified. FIX.5.0SP2
42221 DividendFloatingRateMultiplier float A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract. FIX.5.0SP2
42222 DividendFloatingRateSpread PriceOffset The basis points spread from the index specified in DividendFloatingRateIndex(42218). FIX.5.0SP2
42223 DividendFloatingRateSpreadPositionType int Identifies whether the rate spread is applied to a long or short position. FIX.5.0SP2
42224 DividendFloatingRateTreatment int Specifies the yield calculation treatment for the index. FIX.5.0SP2
42225 DividendCapRate Percentage The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". FIX.5.0SP2
42226 DividendCapRateBuySide int Reference to the buyer of the cap rate option through its trade side. FIX.5.0SP2
42227 DividendCapRateSellSide int Reference to the seller of the cap rate option through its trade side. FIX.5.0SP2
42228 DividendFloorRate Percentage The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". FIX.5.0SP2
42229 DividendFloorRateBuySide int Reference to the buyer of the floor rate option through its trade side. FIX.5.0SP2
42230 DividendFloorRateSellSide int Reference to the seller of the floor rate option through its trade side. FIX.5.0SP2
42231 DividendInitialRate Percentage The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". FIX.5.0SP2
42232 DividendFinalRateRoundingDirection char Specifies the rounding direction of the final rate. FIX.5.0SP2
42233 DividendFinalRatePrecision int Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. FIX.5.0SP2
42234 DividendAveragingMethod int When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. FIX.5.0SP2
42235 DividendNegativeRateTreatment int The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). FIX.5.0SP2

DividendAccrualPaymentDateBusinessCenterGrp

DividendAccrualPaymentDateBusinessCenterGrp is a repeating subcomponent within the DividendAccrualPaymentDate component. It is used to specify the set of business centers whose calendars drive the date adjustment.

Tag Name Reqd Type Description Added Updated Deprecated
42236 NoDividendAccrualPaymentDateBusinessCenters NumInGroup Number of entries in the DividendAccrualPaymentDateBusinessCenterGrp. FIX.5.0SP2
⇒42237 DividendAccrualPaymentDateBusinessCenter String Required if NoDividendAccrualPaymentDateBusinessCenters(42236) > 0. FIX.5.0SP2

DividendAccrualPaymentDate

The DividendAccrualPaymentDate component is a subcomponent of DividendConditions used to report the dividend accrual payment date.

Tag Name Reqd Type Description Added Updated Deprecated
42238 DividendAccrualPaymentDateRelativeTo int Specifies the anchor date when the accrual payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42239 DividendAccrualPaymentDateOffsetPeriod int Conditionally required when DividendAccrualPaymentDateOffsetUnit(42240) is specified. FIX.5.0SP2
42240 DividendAccrualPaymentDateOffsetUnit String Conditionally required when DividendAccrualPaymentDateOffsetPeriod(42239) is specified. FIX.5.0SP2
42241 DividendAccrualPaymentDateOffsetDayType int Specifies the day type of the relative accrual payment date offset. FIX.5.0SP2
42242 DividendAccrualPaymentDateUnadjusted LocalMktDate The unadjusted accrual payment date. FIX.5.0SP2
42243 DividendAccrualPaymeentDateBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendAccrualPaymentDate. FIX.5.0SP2
DividendAccrualPaymentDateBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendAccrualPaymentDate. FIX.5.0SP2
42244 DividendAccrualPaymentDateAdjusted LocalMktDate The adjusted accrual payment date. FIX.5.0SP2

DividendConditions

The DividendConditions component is a subcomponent of PaymentStream used to specify the conditions' valuations and dates governing the payment of dividends.

Tag Name Reqd Type Description Added Updated Deprecated
42245 DividendReinvestmentIndicator Boolean Indicates whether the dividend will be reinvested. FIX.5.0SP2
42246 DividendEntitlementEvent int Defines the contract event which the receiver of the derivative is entitled to the dividend.
Value SymbolicName Description Added Updated Deprecated
0 ExDate Dividend entitlement is on the dividend ex-date. FIX.5.0SP2EP208
1 RecordDate Dividend entitlement is on the dividend record date. FIX.5.0SP2EP208
FIX.5.0SP2
42247 DividendAmountType int Indicates how the gross cash dividend amount per share is determined.
Value SymbolicName Description Added Updated Deprecated
0 RecordAmount 100% of the gross cash dividend per share paid over record date during relevant dividend period. FIX.5.0SP2EP208
1 ExAmount 100% of gross cash dividend per share paid after the ex-dividend date during relevant dividend period. FIX.5.0SP2EP208
2 PaidAmount 100% of gross cash dividend per share paid during relevant dividend period. FIX.5.0SP2EP208
3 PerMasterConfirm The amount is determined as provided in the relevant master confirmation. FIX.5.0SP2EP208
FIX.5.0SP2
42248 DividendUnderlierRefID String References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. FIX.5.0SP2
DividendPeriodGrp FIX.5.0SP2
42249 ExtraordinaryDividendPartySide int Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels. FIX.5.0SP2
42250 ExtraordinaryDividendAmountType int Indicates how the extraordinary gross cash dividend per share is determined. FIX.5.0SP2
42251 ExtraordinaryDividendCurrency Currency The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes. FIX.5.0SP2
42252 ExtraordinaryDividendDeterminationMethod String Specifies the method in which the excess amount is determined.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2
DividendFXTriggerDate FIX.5.0SP2
DividendAccrualFloatingRate FIX.5.0SP2
42253 DividendAccrualFixedRate Percentage The dividend accrual fixed rate per annum expressed as a decimal.
A value of 5% would be represented as "0.05". 		FIX.5.0SP2
DividendAccrualPaymentDate FIX.5.0SP2
42254 DividendCompoundingMethod int The compounding method to be used when more than one dividend period contributes to a single payment. FIX.5.0SP2
42255 DividendNumOfIndexUnits int The number of index units applicable to dividends. FIX.5.0SP2
42256 DividendCashPercentage Percentage Declared cash dividend percentage.
A value of 5% would be represented as "0.05". 		FIX.5.0SP2
42257 DividendCashEquivalentPercentage Percentage Declared cash-equivalent dividend percentage.
A value of 5% would be represented as "0.05". 		FIX.5.0SP2
42258 NonCashDividendTreatment int Defines the treatment of non-cash dividends.
Value SymbolicName Description Added Updated Deprecated
0 PotentialAdjustment The treatment of any non-cash dividend shall be determined in accordance with the potential adjustment event provisions. FIX.5.0SP2EP208
1 CashEquivalent Any non-cash dividend shall be treated as a declared cash equivalent dividend. FIX.5.0SP2EP208
FIX.5.0SP2
42259 DividendComposition int Defines how the composition of dividends is to be determined.
Value SymbolicName Description Added Updated Deprecated
0 EquityAmountReceiver The equity amount receiver determines the composition of dividends (subject to conditions). FIX.5.0SP2EP208
1 CalculationAgent The calculation agent determines the composition of dividends (subject to conditions). FIX.5.0SP2EP208
FIX.5.0SP2
42260 SpecialDividendsIndicator Boolean Indicates whether special dividends are applicable. FIX.5.0SP2
42261 MaterialDividendsIndicator Boolean Indicates whether material non-cash dividends are applicable. FIX.5.0SP2
42262 OptionsExchangeDividendsIndicator Boolean Indicates whether option exchange dividends are applicable. FIX.5.0SP2
42263 AdditionalDividendsIndicator Boolean Indicates whether additional dividends are applicable. FIX.5.0SP2
42264 AllDividendsIndicator Boolean Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer. FIX.5.0SP2

DividendFXTriggerDate

The DividendFXTriggerDate component is a subcomponent of DividendConditions used to report the dividend date when a foreign exchange trade is triggered.

Tag Name Reqd Type Description Added Updated Deprecated
42265 DividendFXTriggerDateRelativeTo int Specifies the anchor date when the FX trigger date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42266 DividendFXTriggerDateOffsetPeriod int Conditionally required when DividendFXTriggerDateOffsetUnit(42267) is specified. FIX.5.0SP2
42267 DividendFXTriggerDateOffsetUnit String Conditionally required when DividendFXTriggerDateOffsetPeriod(42266) is specified. FIX.5.0SP2
42268 DividendFXTriggerDateOffsetDayType int Specifies the day type of the relative FX trigger date offset. FIX.5.0SP2
42269 DividendFXTriggerDateUnadjusted LocalMktDate The unadjusted FX trigger date. FIX.5.0SP2
42270 DividendFXTriggerDateBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendFXTriggerDate. FIX.5.0SP2
DividendFXTriggerDateBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendFXTriggerDate. FIX.5.0SP2
42271 DividendFXTriggerDateAdjusted LocalMktDate The adjusted FX trigger date. FIX.5.0SP2

DividendFXTriggerDateBusinessCenterGrp

DividendFXTriggerDateBusinessCenterGrp is a repeating subcomponent within the DividendFXTriggerDate component. It is used to specify the set of business centers whose calendars drive the date adjustment.

Tag Name Reqd Type Description Added Updated Deprecated
42272 NoDividendFXTriggerDateBusinessCenters NumInGroup Number of entries in the DividendFXTriggerDateBusinessCenterGrp. FIX.5.0SP2
⇒42273 DividendFXTriggerDateBusinessCenter String Required if NoDividendFXTriggerDateBusinessCenters(42272) > 0. FIX.5.0SP2

DividendPeriodGrp

DividendPeriodGrp is a repeating subcomponent within the DividendConditions component. It is used to specify the valuation and payments dates of the dividend leg of a dividend swap.

Tag Name Reqd Type Description Added Updated Deprecated
42274 NoDividendPeriods NumInGroup Number of entries in the DividendPeriodGrp component. FIX.5.0SP2
⇒42275 DividendPeriodSequence int Required if NoDividendPeriods(42274) > 0. FIX.5.0SP2
⇒42276 DividendPeriodStartDateUnadjusted LocalMktDate The unadjusted date on which the dividend period will begin. FIX.5.0SP2
⇒42277 DividendPeriodEndDateUnadjusted LocalMktDate The unadjusted date on which the dividend period will end. FIX.5.0SP2
⇒42278 DividendPeriodUnderlierRefID String When specified, this overrides DividendUnderlierRefID(42248). The specified value would be specific to this dividend period instance. FIX.5.0SP2
⇒42279 DividendPeriodStrikePrice Price Specifies the fixed strike price of the dividend period. FIX.5.0SP2
⇒42280 DividendPeriodBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this dividend period instance. FIX.5.0SP2
⇒DividendPeriodBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this dividend period instance. FIX.5.0SP2
⇒42281 DividendPeriodValuationDateUnadjusted LocalMktDate The unadjusted dividend period valuation date. FIX.5.0SP2
⇒42282 DividendPeriodValuationDateRelativeTo int Specifies the anchor date when the dividend period valuation date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
⇒42283 DividendPeriodValuationDateOffsetPeriod int Conditionally required when DividendPeriodValuationDateOffsetUnit(42284) is specified. FIX.5.0SP2
⇒42284 DividendPeriodValuationDateOffsetUnit String Conditionally required when DividendPeriodValuationDateOffsetPeriod(42283) is specified. FIX.5.0SP2
⇒42285 DividendPeriodValuationDateOffsetDayType int Specifies the day type of the relative dividend period valuation date offset. FIX.5.0SP2
⇒42286 DividendPeriodValuationDateAdjusted LocalMktDate The adjusted dividend period valuation date. FIX.5.0SP2
⇒42287 DividendPeriodPaymentDateUnadjusted LocalMktDate The unadjusted dividend period payment date. FIX.5.0SP2
⇒42288 DividendPeriodPaymentDateRelativeTo int Specifies the anchor date when the dividend period payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
⇒42289 DividendPeriodPaymentDateOffsetPeriod int Conditionally required when DividendPeriodPaymentDateOffsetUnit(42290) is specified. FIX.5.0SP2
⇒42290 DividendPeriodPaymentDateOffsetUnit String Conditionally required when DividendPeriodPaymentDateOffsetPeriod(42289) is specified. FIX.5.0SP2
⇒42291 DividendPeriodPaymentDateOffsetDayType int Specifies the day type of the relative dividend period payment date offset. FIX.5.0SP2
⇒42292 DividendPeriodPaymentDateAdjusted LocalMktDate The adjusted dividend period payment date. FIX.5.0SP2
⇒42293 DividendPeriodXID XID Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. FIX.5.0SP2

DividendPeriodBusinessCenterGrp

DividendPeriodBusinessCenterGrp is a repeating subcomponent within the DividendPeriodGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment.

Tag Name Reqd Type Description Added Updated Deprecated
42294 NoDividendPeriodBusinessCenters NumInGroup Number of entries in the DividendPeriodBusinessCenterGrp. FIX.5.0SP2
⇒42295 DividendPeriodBusinessCenter String Required if NoDividendPeriodBusinessCenters(42294) > 0. FIX.5.0SP2

ExtraordinaryEventGrp

The ExtraordinaryEventGrp is a repeating component within the Instrument component. It is used to report extraordinary and disruptive events applicable to the reference entity that affects the contract.

Tag Name Reqd Type Description Added Updated Deprecated
42296 NoExtraordinaryEvents NumInGroup Number of extraordinary events in the repeating group. FIX.5.0SP2
⇒42297 ExtraordinaryEventType String Required if NoExtraordinaryEvents(42296) > 0. FIX.5.0SP2
⇒42298 ExtraordinaryEventValue String Required if NoExtraordinaryEvents(42296) > 0. FIX.5.0SP2

LegCashSettlDate

The LegCashSettlDate component is a subcomponent within the LegCashSettlTermGrp component used to report the cash settlement date defined in the settlement provision.

Tag Name Reqd Type Description Added Updated Deprecated
42299 LegCashSettlDateUnadjusted LocalMktDate The unadjusted cash settlement date. FIX.5.0SP2
42300 LegCashSettlDateBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision. FIX.5.0SP2
LegCashSettlDateBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision. FIX.5.0SP2
42301 LegCashSettlDateRelativeTo int Specifies the anchor date when the cash settlement date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42302 LegCashSettlDateOffsetPeriod int Conditionally required when LegCashSettlDateOffsetUnit(42303) is specified. FIX.5.0SP2
42303 LegCashSettlDateOffsetUnit String Conditionally required when LegCashSettlDateOffsetPeriod(42302) is specified. FIX.5.0SP2
42304 LegCashSettlDateOffsetDayType int Specifies the day type of the relative cash settlement date offset. FIX.5.0SP2
42305 LegCashSettlDateAdjusted LocalMktDate The adjusted cash settlement date. FIX.5.0SP2

LegCashSettlDateBusinessCenterGrp

LegCashSettlDateBusinessCenterGrp is a repeating subcomponent within the LegCashSettlDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.

Tag Name Reqd Type Description Added Updated Deprecated
42306 NoLegCashSettlDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒42307 LegCashSettlDateBusinessCenter String Required if NoLegCashSettlDateBusinessCenters(42306) > 0. FIX.5.0SP2

LegDividendAccrualPaymentDateBusinessCenterGrp

LegDividendAccrualPaymentDateBusinessCenterGrp is a repeating subcomponent within the LegDividendAccrualPaymentDate component. It is used to specify the set of business centers whose calendars drive the date adjustment.

Tag Name Reqd Type Description Added Updated Deprecated
42310 NoLegDividendAccrualPaymentDateBusinessCenters NumInGroup Number of entries in the LegDividendAccrualPaymentDateBusinessCenterGrp. FIX.5.0SP2
⇒42311 LegDividendAccrualPaymentDateBusinessCenter String Required if NoLegDividendAccrualPaymentDateBusinessCenters(42310) > 0. FIX.5.0SP2

LegDividendAccrualFloatingRate

The LegDividendAccrualFloatingRate component is a subcomponent of LegDividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions.

Tag Name Reqd Type Description Added Updated Deprecated
42312 LegDividendFloatingRateIndex String The dividend accrual floating rate index. FIX.5.0SP2
42313 LegDividendFloatingRateIndexCurvePeriod int Conditionally required when LegDividendFloatingRateIndexCurveUnit(42314) is specified. FIX.5.0SP2
42314 LegDividendFloatingRateIndexCurveUnit String Conditionally required when LegDividendFloatingRateIndexCurvePeriod(42313) is specified. FIX.5.0SP2
42315 LegDividendFloatingRateMultiplier float A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract. FIX.5.0SP2
42316 LegDividendFloatingRateSpread PriceOffset The basis points spread from the index specified in LegDividendFloatingRateIndex(42312). FIX.5.0SP2
42317 LegDividendFloatingRateSpreadPositionType int Identifies whether the rate spread is applied to a long or short position. FIX.5.0SP2
42318 LegDividendFloatingRateTreatment int Specifies the yield calculation treatment for the index. FIX.5.0SP2
42319 LegDividendCapRate Percentage The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". FIX.5.0SP2
42320 LegDividendCapRateBuySide int Reference to the buyer of the cap rate option through its trade side. FIX.5.0SP2
42321 LegDividendCapRateSellSide int Reference to the seller of the cap rate option through its trade side. FIX.5.0SP2
42322 LegDividendFloorRate Percentage The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". FIX.5.0SP2
42323 LegDividendFloorRateBuySide int Reference to the buyer of the floor rate option through its trade side. FIX.5.0SP2
42324 LegDividendFloorRateSellSide int Reference to the seller of the floor rate option through its trade side. FIX.5.0SP2
42325 LegDividendInitialRate Percentage The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". FIX.5.0SP2
42326 LegDividendFinalRateRoundingDirection char Specifies the rounding direction of the final rate. FIX.5.0SP2
42327 LegDividendFinalRatePrecision int Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. FIX.5.0SP2
42328 LegDividendAveragingMethod int When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. FIX.5.0SP2
42329 LegDividendNegativeRateTreatment int The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). FIX.5.0SP2

LegDividendAccrualPaymentDate

The LegDividendAccrualPaymentDate component is a subcomponent of LegDividendConditions used to report the dividend accrual payment date.

Tag Name Reqd Type Description Added Updated Deprecated
42330 LegDividendAccrualPaymentDateRelativeTo int Specifies the anchor date when the accrual payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42331 LegDividendAccrualPaymentDateOffsetPeriod int Conditionally required when LegDividendAccrualPaymentDateOffsetUnit(42332) is specified. FIX.5.0SP2
42332 LegDividendAccrualPaymentDateOffsetUnit String Conditionally required when LegDividendAccrualPaymentDateOffsetPeriod(42331) is specified. FIX.5.0SP2
42333 LegDividendAccrualPaymentDateOffsetDayType int Specifies the day type of the relative accrual payment date offset. FIX.5.0SP2
42334 LegDividendAccrualPaymentDateUnadjusted LocalMktDate The unadjusted accrual payment date. FIX.5.0SP2
42335 LegDividendAccrualPaymentDateBusinessDayConvention int When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendAccrualPaymentDate. FIX.5.0SP2
LegDividendAccrualPaymentDateBusinessCenterGrp When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendAccrualPaymentDate. FIX.5.0SP2
42336 LegDividendAccrualPaymentDateAdjusted LocalMktDate The adjusted accrual payment date. FIX.5.0SP2

LegDividendConditions

The LegDividendConditions component is a subcomponent of LegPaymentStream used to specify the conditions' valuations and dates governing the payment of dividends.

Tag Name Reqd Type Description Added Updated Deprecated
42337 LegDividendReinvestmentIndicator Boolean Indicates whether the dividend will be reinvested. FIX.5.0SP2
42338 LegDividendEntitlementEvent int Defines the contract event which the receiver of the derivative is entitled to the dividend. FIX.5.0SP2
42339 LegDividendAmountType int Indicates how the gross cash dividend amount per share is determined. FIX.5.0SP2
42340 LegDividendUnderlierRefID String References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. FIX.5.0SP2
LegDividendPeriodGrp FIX.5.0SP2
42341 LegExtraordinaryDividendPartySide int Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels. FIX.5.0SP2
42342 LegExtraordinaryDividendAmountType int Indicates how the extraordinary gross cash dividend per share is determined. FIX.5.0SP2
42343 LegExtraordinaryDividendCurrency Currency The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes. FIX.5.0SP2
42344 LegExtraordinaryDividendDeterminationMethod String Specifies the method in which the excess amount is determined.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2
LegDividendFXTriggerDate FIX.5.0SP2
LegDividendAccrualFloatingRate FIX.5.0SP2
42345 LegDividendAccrualFixedRate Percentage The dividend accrual fixed rate per annum expressed as a decimal.
A value of 5% would be represented as "0.05". 		FIX.5.0SP2
LegDividendAccrualPaymentDate FIX.5.0SP2
42346 LegDividendCompoundingMethod int The compounding method to be used when more than one dividend period contributes to a single payment. FIX.5.0SP2
42347 LegDividendNumOfIndexUnits int The number of index units applicable to dividends. FIX.5.0SP2
42348 LegDividendCashPercentage Percentage Declared cash dividend percentage.
A value of 5% would be represented as "0.05". 		FIX.5.0SP2
42349 LegDividendCashEquivalentPercentage Percentage Declared cash-equivalent dividend percentage.
A value of 5% would be represented as "0.05". 		FIX.5.0SP2
42350 LegNonCashDividendTreatment int Defines the treatment of non-cash dividends. FIX.5.0SP2
42351 LegDividendComposition int Defines how the composition of dividends is to be determined. FIX.5.0SP2
42352 LegSpecialDividendsIndicator Boolean Indicates whether special dividends are applicable. FIX.5.0SP2
42353 LegMaterialDividendsIndicator Boolean Indicates whether material non-cash dividends are applicable. FIX.5.0SP2
42354 LegOptionsExchangeDividendsIndicator Boolean Indicates whether option exchange dividends are applicable. FIX.5.0SP2
42355 LegAdditionalDividendsIndicator Boolean Indicates whether additional dividends are applicable. FIX.5.0SP2
42356 LegAllDividendsIndicator Boolean Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer. FIX.5.0SP2

LegDividendFXTriggerDate

The LegDividendFXTriggerDate component is a subcomponent of LegDividendConditions used to report the dividend date when a foreign exchange trade is triggered.

Tag Name Reqd Type Description Added Updated Deprecated
42357 LegDividendFXTriggerDateRelativeTo int Specifies the anchor date when the FX trigger date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42358 LegDividendFXTriggerDateOffsetPeriod int Conditionally required when LegDividendFXTriggerDateOffsetUnit(42359) is specified. FIX.5.0SP2
42359 LegDividendFXTriggerDateOffsetUnit String Conditionally required when LegDividendFXTriggerDateOffsetPeriod(42358) is specified. FIX.5.0SP2
42360 LegDividendFXTriggerDateOffsetDayType int Specifies the day type of the relative FX trigger date offset. FIX.5.0SP2
42361 LegDividendFXTriggerDateUnadjusted LocalMktDate The unadjusted FX trigger date. FIX.5.0SP2
42362 LegDividendFXTriggerDateBusinessDayConvention int When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendFXTriggerDate. FIX.5.0SP2
LegDividendFXTriggerDateBusinessCenterGrp When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendFXTriggerDate. FIX.5.0SP2
42363 LegDividendFXTriggerDateAdjusted LocalMktDate The adjusted FX trigger date. FIX.5.0SP2

LegDividendFXTriggerDateBusinessCenterGrp

LegDividendFXTriggerDateBusinessCenterGrp is a repeating subcomponent within the LegDividendFXTriggerDate component. It is used to specify the set of business centers whose calendars drive the date adjustment.

Tag Name Reqd Type Description Added Updated Deprecated
42364 NoLegDividendFXTriggerDateBusinessCenters NumInGroup Number of entries in the LegDividendFXTriggerDateBusinessCenterGrp. FIX.5.0SP2
⇒42365 LegDividendFXTriggerDateBusinessCenter String Required if NoLegDividendFXTriggerDateBusinessCenters(42364) > 0. FIX.5.0SP2

LegDividendPeriodGrp

LegDividendPeriodGrp is a repeating subcomponent within the LegDividendConditions component. It is used to specify the valuation and payments dates of the dividend leg of a dividend swap.

Tag Name Reqd Type Description Added Updated Deprecated
42366 NoLegDividendPeriods NumInGroup Number of entries in the LegDividendPeriodGrp component. FIX.5.0SP2
⇒42367 LegDividendPeriodSequence int Required if NoLegDividendPeriods(42366) > 0. FIX.5.0SP2
⇒42368 LegDividendPeriodStartDateUnadjusted LocalMktDate The unadjusted date on which the dividend period will begin. FIX.5.0SP2
⇒42369 LegDividendPeriodEndDateUnadjusted LocalMktDate The unadjusted date on which the dividend period will end. FIX.5.0SP2
⇒42370 LegDividendPeriodUnderlierRefID String When specified, this overrides LegDividendUnderlierRefID(42340). The specified value would be specific to this dividend period instance. FIX.5.0SP2
⇒42371 LegDividendPeriodStrikePrice Price Specifies the fixed strike price of the dividend period. FIX.5.0SP2
⇒42372 LegDividendPeriodBusinessDayConvention int When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this dividend period instance. FIX.5.0SP2
⇒LegDividendPeriodBusinessCenterGrp When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this dividend period instance. FIX.5.0SP2
⇒42373 LegDividendPeriodValuationDateUnadjusted LocalMktDate The unadjusted dividend period valuation date. FIX.5.0SP2
⇒42374 LegDividendPeriodValuationDateRelativeTo int Specifies the anchor date when the dividend period valuation date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
⇒42375 LegDividendPeriodValuationDateOffsetPeriod int Conditionally required when LegDividendPeriodValuationDateOffsetUnit(42376) is specified. FIX.5.0SP2
⇒42376 LegDividendPeriodValuationDateOffsetUnit String Conditionally required when LegDividendPeriodValuationDateOffsetPeriod(42375) is specified. FIX.5.0SP2
⇒42377 LegDividendPeriodValuationDateOffsetDayType int Specifies the day type of the relative dividend period valuation date offset. FIX.5.0SP2
⇒42378 LegDividendPeriodValuationDateAdjusted LocalMktDate The adjusted dividend period valuation date. FIX.5.0SP2
⇒42379 LegDividendPeriodPaymentDateUnadjusted LocalMktDate The unadjusted dividend period payment date. FIX.5.0SP2
⇒42380 LegDividendPeriodPaymentDateRelativeTo int Specifies the anchor date when the dividend period payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
⇒42381 LegDividendPeriodPaymentDateOffsetPeriod int Conditionally required when LegDividendPeriodPaymentDateOffsetUnit(42382) is specified. FIX.5.0SP2
⇒42382 LegDividendPeriodPaymentDateOffsetUnit String Conditionally required when LegDividendPeriodPaymentDateOffsetPeriod(42381) is specified. FIX.5.0SP2
⇒42383 LegDividendPeriodPaymentDateOffsetDayType int Specifies the day type of the relative dividend period payment date offset. FIX.5.0SP2
⇒42384 LegDividendPeriodPaymentDateAdjusted LocalMktDate The adjusted dividend period payment date. FIX.5.0SP2
⇒42385 LegDividendPeriodXID XID Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. FIX.5.0SP2

LegDividendPeriodBusinessCenterGrp

LegDividendPeriodBusinessCenterGrp is a repeating subcomponent within the LegDividendPeriodGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment.

Tag Name Reqd Type Description Added Updated Deprecated
42386 NoLegDividendPeriodBusinessCenters NumInGroup The number of entries in the LegDividendPeriodBusinessCentersGrp component. FIX.5.0SP2
⇒42387 LegDividendPeriodBusinessCenter String Required if NoLegDividendPeriodBusinessCenters(42386) > 0. FIX.5.0SP2

LegExtraordinaryEventGrp

The LegExtraordinaryEventGrp is a repeating component within the InstrumentLeg component. It is used to report extraordinary and disruptive events applicable to the reference entity that affects the contract.

Tag Name Reqd Type Description Added Updated Deprecated
42388 NoLegExtraordinaryEvents NumInGroup Number of extraordinary events in the repeating group. FIX.5.0SP2
⇒42389 LegExtraordinaryEventType String Required if NoLegExtraordinaryEvents(42388) > 0. FIX.5.0SP2
⇒42390 LegExtraordinaryEventValue String Required if NoLegExtraordinaryEvents(42388) > 0. FIX.5.0SP2

LegOptionExerciseMakeWholeProvision

LegOptionExerciseMakeWholeProvision is a subcomponent of the LegOptionExercise component used to specify the set of rules of maintaining balance when an option is exercised.

Tag Name Reqd Type Description Added Updated Deprecated
42392 LegMakeWholeDate LocalMktDate The date through which option cannot be exercised without penalty. FIX.5.0SP2
42393 LegMakeWholeAmount Amt Amount to be paid by the buyer of the option if the option is exercised prior to the LegMakeWholeDate(42392). FIX.5.0SP2
42394 LegMakeWholeBenchmarkCurveName String Identifies the benchmark floating rate index. FIX.5.0SP2
42395 LegMakeWholeBenchmarkCurvePoint String The point on the floating rate index curve.
Sample values:
M = combination of a number between 1-12 and an "M" for month, e.g. 3M
Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y
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. 		FIX.5.0SP2
42396 LegMakeWholeRecallSpread PriceOffset Spread over the floating rate index. FIX.5.0SP2
42397 LegMakeWholeBenchmarkQuote int The quote side of the benchmark to be used for calculating the "make whole" amount. FIX.5.0SP2
42398 LegMakeWholeInterpolationMethod int The method used when calculating the "make whole" amount. The most common is linear method. FIX.5.0SP2

LegPaymentStreamCompoundingDateGrp

LegPaymentStreamCompoundingDateGrp is a subcomponent of the LegPaymentStreamCompoundingDates component used to specify predetermined compounding dates.

Tag Name Reqd Type Description Added Updated Deprecated
42405 NoLegPaymentStreamCompoundingDates NumInGroup Number of dates in the repeating group. FIX.5.0SP2
⇒42406 LegPaymentStreamCompoundingDate LocalMktDate Required if NoLegPaymentStreamCompoundingDates(42405) > 0. FIX.5.0SP2
⇒42407 LegPaymentStreamCompoundingDateType int When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. FIX.5.0SP2

LegPaymentStreamCompoundingDates

LegPaymentStreamCompoundingDates is a subcomponent of the LegPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates.

Tag Name Reqd Type Description Added Updated Deprecated
42408 LegPaymentStreamCompoundingDatesBusinessDayConvention int When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream compounding dates. FIX.5.0SP2
LegPaymentStreamCompoundingDatesBusinessCenterGrp When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream compounding dates. FIX.5.0SP2
LegPaymentStreamCompoundingDateGrp FIX.5.0SP2
42409 LegPaymentStreamCompoundingDatesRelativeTo int Specifies the anchor date when the compounding dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42410 LegPaymentStreamCompoundingDatesOffsetPeriod int Conditionally required when LegPaymentStreamCompoundingDatesOffsetUnit(42411) is specified. FIX.5.0SP2
42411 LegPaymentStreamCompoundingDatesOffsetUnit String Conditionally required when LegPaymentStreamCompoundingDatesOffsetPeriod(42410) is specified. FIX.5.0SP2
42412 LegPaymentStreamCompoundingDatesOffsetDayType int Specifies the day type of the relative compounding date offset. FIX.5.0SP2
42413 LegPaymentStreamCompoundingPeriodSkip int The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1. FIX.5.0SP2
LegPaymentStreamCompoundingStartDate FIX.5.0SP2
LegPaymentStreamCompoundingEndDate FIX.5.0SP2
42414 LegPaymentStreamCompoundingFrequencyPeriod int Conditionally required when LegPayamentStreamCompoundingFrequencyUnit(42415) is specified. FIX.5.0SP2
42415 LegPaymentStreamCompoundingFrequencyUnit String Conditionally required when LegPayamentStreamCompoundingFrequencyPeriod(42414) is specified. FIX.5.0SP2
42416 LegPaymentStreamCompoundingRollConvention String When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of payment stream compounding dates. FIX.5.0SP2
42417 LegPaymentStreamBoundsFirstDateUnadjusted LocalMktDate The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2
42418 LegPaymentStreamBoundsLastDateUnadjusted LocalMktDate The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2

LegPaymentStreamCompoundingDatesBusinessCenterGrp

LegPaymentStreamCompoundingDatesBusinessCenterGrp is a repeating subcomponent within the LegPaymentStreamCompoundingDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.

Tag Name Reqd Type Description Added Updated Deprecated
42419 NoLegPaymentStreamCompoundingDatesBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒42420 LegPaymentStreamCompoundingDatesBusinessCenter String Required if NoLegPaymentStreamCompoundingDatesBusinessCenters(42419) > 0. FIX.5.0SP2

LegPaymentStreamCompoundingEndDate

LegPaymentStreamCompoundingEndDate is a subcomponent of the LegPaymentStreamCompoundingDates component used to specify the end date for compounding.

Tag Name Reqd Type Description Added Updated Deprecated
42421 LegPaymentStreamCompoundingEndDateUnadjusted LocalMktDate The unadjusted compounding end date. FIX.5.0SP2
42422 LegPaymentStreamCompoundingEndDateRelativeTo int Specifies the anchor date when the compounding end date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42423 LegPaymentStreamCompoundingEndDateOffsetPeriod int Conditionally required when LegPaymentStreamCompoundingEndDateOffsetUnit(42424) is specified. FIX.5.0SP2
42424 LegPaymentStreamCompoundingEndDateOffsetUnit String Conditionally required when LegPaymentStreamCompoundingEndDateOffsetPeriod(42423) is specified. FIX.5.0SP2
42425 LegPaymentStreamCompoundingEndDateOffsetDayType int Specifies the day type of the relative compounding end date offset. FIX.5.0SP2
42426 LegPaymentStreamCompoundingEndDateAdjusted LocalMktDate The adjusted compounding end date. FIX.5.0SP2

LegPaymentStreamCompoundingFloatingRate

LegPaymentStreamCompoundingFloatingRate is a subcomponent of the LegPaymentStream component used to report the parameters for determining the compounding floating rate of the stream.

Tag Name Reqd Type Description Added Updated Deprecated
42427 LegPaymentStreamCompoundingRateIndex String The payment stream's compounding floating rate index. FIX.5.0SP2
42428 LegPaymentStreamCompoundingRateIndexCurvePeriod int Conditionally required if LegPaymentStreamCompoundingRateIndexCurveUnit(42429) is specified. FIX.5.0SP2
42429 LegPaymentStreamCompoundingRateIndexCurveUnit String Conditionally required if LegPaymentStreamCompoundingRateIndexCurvePeriod(42428) is specified. FIX.5.0SP2
42430 LegPaymentStreamCompoundingRateMultiplier float A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream. FIX.5.0SP2
42431 LegPaymentStreamCompoundingRateSpread PriceOffset The basis points spread from the index specified in LegPaymentStreamCompoundingRateIndex(42427). FIX.5.0SP2
42432 LegPaymentStreamCompoundingRateSpreadPositionType int Identifies whether the rate spread is applied to a long or short position. FIX.5.0SP2
42433 LegPaymentStreamCompoundingRateTreatment int Specifies the yield calculation treatment for the index. FIX.5.0SP2
42434 LegPaymentStreamCompoundingCapRate Percentage The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". FIX.5.0SP2
42435 LegPaymentStreamCompoundingCapRateBuySide int Reference to the buyer of the compounding cap rate option through its trade side. FIX.5.0SP2
42436 LegPaymentStreamCompoundingCapRateSellSide int Reference to the seller of the compounding cap rate option through its trade side. FIX.5.0SP2
42437 LegPaymentStreamCompoundingFloorRate Percentage The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". FIX.5.0SP2
42438 LegPaymentStreamCompoundingFloorRateBuySide int Reference to the buyer of the compounding floor rate option through its trade side. FIX.5.0SP2
42439 LegPaymentStreamCompoundingFloorRateSellSide int Reference to the seller of the floor rate option through its trade side. FIX.5.0SP2
42440 LegPaymentStreamCompoundingInitialRate Percentage The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". FIX.5.0SP2
42441 LegPaymentStreamCompoundingFinalRateRoundingDirection char Specifies the rounding direction for the compounding floating rate. FIX.5.0SP2
42442 LegPaymentStreamCompoundingFinalRatePrecision int Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. FIX.5.0SP2
42443 LegPaymentStreamCompoundingAveragingMethod int Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). FIX.5.0SP2
42444 LegPaymentStreamCompoundingNegativeRateTreatment int Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). FIX.5.0SP2

LegPaymentStreamCompoundingStartDate

LegPaymentStreamCompoundingStartDate is a subcomponent of the LegPaymentStreamCompoundingDates component used to specify the start date for compounding.

Tag Name Reqd Type Description Added Updated Deprecated
42445 LegPaymentStreamCompoundingStartDateUnadjusted LocalMktDate The unadjusted compounding start date. FIX.5.0SP2
42446 LegPaymentStreamCompoundingStartDateRelativeTo int Specifies the anchor date when the compounding start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42447 LegPaymentStreamCompoundingStartDateOffsetPeriod int Conditionally required when LegPaymentStreamCompoundingStartDateOffsetUnit(42448) is specified. FIX.5.0SP2
42448 LegPaymentStreamCompoundingStartDateOffsetUnit String Conditionally required when LegPaymentStreamCompoundingStartDateOffsetPeriod(42447) is specified. FIX.5.0SP2
42449 LegPaymentStreamCompoundingStartDateOffsetDayType int Specifies the day type of the relative compounding start date offset. FIX.5.0SP2
42450 LegPaymentStreamCompoundingStartDateAdjusted LocalMktDate The adjusted compounding start date. FIX.5.0SP2

LegPaymentStreamFormulaImage

LegPaymentStreamFormulaImage is a subcomponent of the LegPaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula.

Tag Name Reqd Type Description Added Updated Deprecated
42451 LegPaymentStreamFormulaImageLength Length Conditionally required when LegPaymentStreamFormulaImage(42452) is specified. FIX.5.0SP2
42452 LegPaymentStreamFormulaImage data Conditionally required when LegPaymentStreamFormulaImageLength(42451) is specified. FIX.5.0SP2

LegPaymentStreamFinalPricePaymentDate

LegPaymentStreamFinalPricePaymentDate is a subcomponent of the LegPaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap.

Tag Name Reqd Type Description Added Updated Deprecated
42453 LegPaymentStreamFinalPricePaymentDateUnadjusted LocalMktDate The unadjusted final price payment date. FIX.5.0SP2
42454 LegPaymentStreamFinalPricePaymentDateRelativeTo int Specifies the anchor date when the final price payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42455 LegPaymentStreamFinalPricePaymentDateOffsetPeriod int Conditionally required when LegPaymentStreamFinalPricePaymentDateOffsetUnit(42456) is specified. FIX.5.0SP2
42456 LegPaymentStreamFinalPricePaymentDateOffsetUnit String Conditionally required when LegPaymentStreamFinalPricePaymentDateOffsetPeriod(42455) is specified. FIX.5.0SP2
42457 LegPaymentStreamFinalPricePaymentDateOffsetDayType int Specifies the day type of the relative final price payment date offset. FIX.5.0SP2
42458 LegPaymentStreamFinalPricePaymentDateAdjusted LocalMktDate The adjusted final price payment date. FIX.5.0SP2

LegPaymentStreamFixingDateGrp

LegPaymentStreamFixingDateGrp is a subcomponent of the LegPaymentStreamResetDates component used to specify predetermined fixing dates.

Tag Name Reqd Type Description Added Updated Deprecated
42459 NoLegPaymentStreamFixingDates NumInGroup Number of fixing dates in the repeating group. FIX.5.0SP2
⇒42460 LegPaymentStreamFixingDate LocalMktDate Required if NoLegPaymentStreamFixingDates(42459) > 0. FIX.5.0SP2
⇒42461 LegPaymentStreamFixingDateType int When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. FIX.5.0SP2

LegPaymentStreamFormula

LegPaymentStreamFormula is a subcomponent of the LegPaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps.

Tag Name Reqd Type Description Added Updated Deprecated
42482 LegPaymentStreamFormulaCurrency Currency The currency in which the formula amount is denominated. Uses ISO 4217 currency codes. FIX.5.0SP2
42483 LegPaymentStreamFormulaCurrencyDeterminationMethod String Specifies the method according to which the formula amount currency is determined.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2
42484 LegPaymentStreamFormulaReferenceAmount int Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document.
See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts. 		FIX.5.0SP2
LegPaymentStreamFormulaMathGrp FIX.5.0SP2
LegPaymentStreamFormulaImage FIX.5.0SP2

LegPaymentStreamFormulaMathGrp

LegPaymentStreamFormulaMathGrp is a repeating subcomponent within the LegPaymentStreamFormula component. It is used to specify the set of formulas, sub-formulas and descriptions from which the rate is derived.

Tag Name Reqd Type Description Added Updated Deprecated
42485 NoLegPaymentStreamFormulas NumInGroup Number of formulas in the repeating group. FIX.5.0SP2
⇒42486 LegPaymentStreamFormula XMLData Required if NoLegPaymentStreamFormulas(42485) > 0. FIX.5.0SP2
⇒42487 LegPaymentStreamFormulaDesc String A description of the math formula in LegPaymentStreamFormula(42486). FIX.5.0SP2

LegPaymentStubEndDate

LegPaymentStubEndDate is a subcomponent of the LegPaymentStubGrp component used to specify the end date of the payment stub.

Tag Name Reqd Type Description Added Updated Deprecated
42488 LegPaymentStubEndDateUnadjusted LocalMktDate The unadjusted stub end date. FIX.5.0SP2
42489 LegPaymentStubEndDateBusinessDayConvention int When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this payment stub instance. FIX.5.0SP2
LegPaymentStubEndDateBusinessCenterGrp When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance. FIX.5.0SP2
42490 LegPaymentStubEndDateRelativeTo int Specifies the anchor date when the stub end date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42491 LegPaymentStubEndDateOffsetPeriod int Conditionally required when LegPaymentStubEndDateOffsetUnit(42492) is specified. FIX.5.0SP2
42492 LegPaymentStubEndDateOffsetUnit String Conditionally required when LegPaymentStubEndDateOffsetPeriod(42491) is specified. FIX.5.0SP2
42493 LegPaymentStubEndDateOffsetDayType int Specifies the day type of the relative stub end date offset. FIX.5.0SP2
42494 LegPaymentStubEndDateAdjusted LocalMktDate The adjusted stub end date. FIX.5.0SP2

LegPaymentStubEndDateBusinessCenterGrp

LegPaymentStubEndDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStubEndDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.

Tag Name Reqd Type Description Added Updated Deprecated
42495 NoLegPaymentStubEndDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒42496 LegPaymentStubEndDateBusinessCenter String Required if NoLegPaymentStubEndDateBusinessCenters(42495) > 0. FIX.5.0SP2

LegPaymentStubStartDate

LegPaymentStubStartDate is a subcomponent of the LegPaymentStubGrp component used to specify the start date of the payment stub.

Tag Name Reqd Type Description Added Updated Deprecated
42497 LegPaymentStubStartDateUnadjusted LocalMktDate The unadjusted stub start date. FIX.5.0SP2
42498 LegPaymentStubStartDateBusinessDayConvention int When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this payment stub instance. FIX.5.0SP2
LegPaymentStubStartDateBusinessCenterGrp When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance. FIX.5.0SP2
42499 LegPaymentStubStartDateRelativeTo int Specifies the anchor date when the stub start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42500 LegPaymentStubStartDateOffsetPeriod int Conditionally required when LegPaymentStubStartDateOffsetUnit(42501) is specified. FIX.5.0SP2
42501 LegPaymentStubStartDateOffsetUnit String Conditionally required when LegPaymentStubStartDateOffsetPeriod(42500) is specified. FIX.5.0SP2
42502 LegPaymentStubStartDateOffsetDayType int Specifies the day type of the relative stub start date offset. FIX.5.0SP2
42503 LegPaymentStubStartDateAdjusted LocalMktDate The adjusted stub start date. FIX.5.0SP2

LegPaymentStubStartDateBusinessCenterGrp

LegPaymentStubStartDateBusinessCenterGrp is a repeating subcomponent within the LegPaymentStubStartDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.

Tag Name Reqd Type Description Added Updated Deprecated
42504 NoLegPaymentStubStartDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒42505 LegPaymentStubStartDateBusinessCenter String Required if NoLegPaymentStubStartDateBusinessCenters(42504) > 0. FIX.5.0SP2

LegReturnRateDateGrp

LegReturnRateDateGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the equity and dividend valuation dates for an equity return swap payment stream.

Tag Name Reqd Type Description Added Updated Deprecated
42508 NoLegReturnRateDates NumInGroup Number of iterations in the return rate date repeating group. FIX.5.0SP2
⇒42509 LegReturnRateDateMode int Required if NoLegReturnRateDates(42508) > 0. FIX.5.0SP2
⇒LegReturnRateValuationDateGrp FIX.5.0SP2
⇒42510 LegReturnRateValuationDateRelativeTo int Specifies the anchor date when the return rate valuation dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
⇒42511 LegReturnRateValuationDateOffsetPeriod int Conditionally required when LegReturnRateValuationDateOffsetUnit(42512) is specified. FIX.5.0SP2
⇒42512 LegReturnRateValuationDateOffsetUnit String Conditionally required when LegReturnRateValuationDateOffsetPeriod(42511) is specified. FIX.5.0SP2
⇒42513 LegReturnRateValuationDateOffsetDayType int Specifies the day type of the relative return rate valuation date offset. FIX.5.0SP2
⇒42514 LegReturnRateValuationStartDateUnadjusted LocalMktDate The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2
⇒42515 LegReturnRateValuationStartDateRelativeTo int Specifies the anchor date when the return rate valuation start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
⇒42516 LegReturnRateValuationStartDateOffsetPeriod int Conditionally required when LegReturnRateValuationStartDateOffsetUnit(42517) is specified. FIX.5.0SP2
⇒42517 LegReturnRateValuationStartDateOffsetUnit String Conditionally required when LegReturnRateValuationStartDateOffsetPeriod(42516) is specified. FIX.5.0SP2
⇒42518 LegReturnRateValuationStartDateOffsetDayType int Specifies the day type of the relative return rate valuation start date offset. FIX.5.0SP2
⇒42519 LegReturnRateValuationStartDateAdjusted LocalMktDate The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2
⇒42520 LegReturnRateValuationEndDateUnadjusted LocalMktDate The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2
⇒42521 LegReturnRateValuationEndDateRelativeTo int Specifies the anchor date when the return rate valuation end date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
⇒42522 LegReturnRateValuationEndDateOffsetPeriod int Conditionally required when LegReturnRateValuationEndDateOffsetUnit(42523) is specified. FIX.5.0SP2
⇒42523 LegReturnRateValuationEndDateOffsetUnit String Conditionally required when LegReturnRateValuationEndDateOffsetPeriod(42522) is specified. FIX.5.0SP2
⇒42524 LegReturnRateValuationEndDateOffsetDayType int Specifies the day type of the relative return rate valuation end date offset. FIX.5.0SP2
⇒42525 LegReturnRateValuationEndDateAdjusted LocalMktDate The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2
⇒42526 LegReturnRateValuationFrequencyPeriod int Conditionally required when LegReturnRateValuationFrequencyUnit(42527) is specified. FIX.5.0SP2
⇒42527 LegReturnRateValuationFrequencyUnit String Conditionally required when LegReturnRateValuationFrequencyPeriod(42526) is specified. FIX.5.0SP2
⇒42528 LegReturnRateValuationFrequencyRollConvention String When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of return rate valuation dates. FIX.5.0SP2
⇒42529 LegReturnRateValuationDateBusinessDayConvention int When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream return rate valuation dates. FIX.5.0SP2
⇒LegReturnRateValuationDateBusinessCenterGrp When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream return rate valuation dates. FIX.5.0SP2

LegReturnRateFXConversionGrp

LegReturnRateFXConversionGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the FX conversion rates for an equity return swap payment stream.

Tag Name Reqd Type Description Added Updated Deprecated
42530 NoLegReturnRateFXConversions NumInGroup Number of iterations in the return rate FX conversion repeating group. FIX.5.0SP2
⇒42531 LegReturnRateFXCurrencySymbol String Required if NoLegReturnRateFXConversions(42530) > 0. FIX.5.0SP2
⇒42532 LegReturnRateFXRate float Required if NoLegReturnRateFXConversions(42530) > 0. FIX.5.0SP2
⇒42533 LegReturnRateFXRateCalc char The rate of exchange between the two currencies specified in LegReturnRateFXCurrencySymbol(42531). FIX.5.0SP2

LegReturnRateGrp

LegReturnRateGrp is a repeating subcomponent within the PaymentStreamFloatingRate component. It is used to specify the multiple return rates for an equity return swap payment stream.

Tag Name Reqd Type Description Added Updated Deprecated
42534 NoLegReturnRates NumInGroup Number of iterations in the return rate repeating group. FIX.5.0SP2
⇒42535 LegReturnRatePriceSequence int Required if NoLegReturnRates(42534) > 0. FIX.5.0SP2
⇒42536 LegReturnRateCommissionBasis char Specifies the basis or unit used to calculate the commission. FIX.5.0SP2
⇒42537 LegReturnRateCommissionAmount Amt The commission amount. FIX.5.0SP2
⇒42538 LegReturnRateCommissionCurrency Currency If not specified, this is defaulted to the reporting currency. FIX.5.0SP2
⇒42539 LegReturnRateTotalCommissionPerTrade Amt The total commission per trade. FIX.5.0SP2
⇒42540 LegReturnRateDeterminationMethod String Specifies the method by which the underlier prices are determined.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2
⇒LegReturnRatePriceGrp FIX.5.0SP2
⇒LegReturnRateFXConversionGrp FIX.5.0SP2
⇒42541 LegReturnRateAmountRelativeTo int Specifies the reference amount when the return rate amount is relative to another amount in the trade.
See http://www.fixtradingcommunity.org/codelists#Amount_Relative_To for code list of relative amounts. 		FIX.5.0SP2
⇒42542 LegReturnRateQuoteMeasureType String Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc.
See http://www.fpml.org/coding-scheme/asset-measure for values. 		FIX.5.0SP2
⇒42543 LegReturnRateQuoteUnits String Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units.
See http://www.fpml.org/coding-scheme/price-quote-units for values. 		FIX.5.0SP2
⇒42544 LegReturnRateQuoteMethod int Specifies the type of quote used to determine the return rate of the swap. FIX.5.0SP2
⇒42545 LegReturnRateQuoteCurrency Currency Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code. FIX.5.0SP2
⇒42546 LegReturnRateQuoteCurrencyType String Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in.
See http://www.fpml.org/coding-scheme/reporting-currency-type for values. 		FIX.5.0SP2
⇒42547 LegReturnRateQuoteTimeType int Mutually exclusive with LegReturnRateQuoteTime(42548). FIX.5.0SP2
⇒42548 LegReturnRateQuoteTime LocalMktTime Mutually exclusive with LegReturnRateQuoteTimeType(42547). FIX.5.0SP2
⇒42549 LegReturnRateQuoteDate LocalMktDate The date when the quote is to be generated. FIX.5.0SP2
⇒42550 LegReturnRateQuoteExpirationTime LocalMktTime The time when the quote ceases to be valid. FIX.5.0SP2
⇒42551 LegReturnRateQuoteBusinessCenter String The business center calendar used for adjustments associated with LegReturnRateQuoteTimeType(42547) or LegReturnRateQuoteTime(42548) and LegReturnRateQuoteDate(42549), e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2
⇒42552 LegReturnRateQuoteExchange Exchange Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained. FIX.5.0SP2
⇒LegReturnRateInformationSourceGrp FIX.5.0SP2
⇒42553 LegReturnRateQuotePricingModel String Specifies the pricing model used to evaluate the underlying asset price.
See http://www.fpml.org/coding-scheme/pricing-model for values. 		FIX.5.0SP2
⇒42554 LegReturnRateCashFlowType String Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc.
See http://www.fpml.org/coding-scheme/cashflow-type for values. 		FIX.5.0SP2
⇒LegReturnRateDateGrp FIX.5.0SP2
⇒42555 LegReturnRateValuationTimeType int Mutually exclusive with LegReturnRateValuationTime(42556). FIX.5.0SP2
⇒42556 LegReturnRateValuationTime LocalMktTime Mutually exclusive with LegReturnRateValuationTimeType(42555). FIX.5.0SP2
⇒42557 LegReturnRateValuationTimeBusinessCenter String The business center calendar used for adjustments associated with LegReturnRateValuationTimeType(42555) or LegReturnRateValuationTime(42556), e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2
⇒42558 LegReturnRateValuationPriceOption int Indicates whether an ISDA price option applies, and if applicable which type of price. FIX.5.0SP2
⇒42559 LegReturnRateFinalPriceFallback int Specifies the fallback provision for the hedging party in the determination of the final price. FIX.5.0SP2

LegReturnRateInformationSourceGrp

LegReturnRateInformationSourceGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the information sources for equity prices and FX rates for an equity return swap payment stream.

Tag Name Reqd Type Description Added Updated Deprecated
42560 NoLegReturnRateInformationSources NumInGroup Number of iterations in the return rate information source repeating group. FIX.5.0SP2
⇒42561 LegReturnRateInformationSource int Required if NoLegReturnRateInformationSources(42560) > 0. FIX.5.0SP2
⇒42562 LegReturnRateReferencePage String Identifies the reference "page" from the rate source.
For FX, the reference page to the spot rate to be used for the reference FX spot rate.
When LegReturnRateInformationSource(42561) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions.
See: http://www.fpml.org/coding-scheme/settlement-rate-option. 		FIX.5.0SP2
⇒42563 LegReturnRateReferencePageHeading String Identifies the page heading from the rate source. FIX.5.0SP2

LegReturnRatePriceGrp

LegReturnRatePriceGrp is a repeating subcomponent within the LegReturnRateGrp component. It is used to specify the return rate prices for an equity return swap payment stream.

Tag Name Reqd Type Description Added Updated Deprecated
42564 NoLegReturnRatePrices NumInGroup Number of iterations in the return rate price repeating group. FIX.5.0SP2
⇒42565 LegReturnRatePriceBasis int Required if NoLegReturnRatePrices(42564) > 0. FIX.5.0SP2
⇒42566 LegReturnRatePrice Price Specifies the price of the underlying swap asset. FIX.5.0SP2
⇒42567 LegReturnRatePriceCurrency Currency Specifies the currency of the price of the leg swap asset. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒42568 LegReturnRatePriceType int Specifies whether the LegReturnRatePrice(42566) is expressed in absolute or relative terms. FIX.5.0SP2

LegReturnRateValuationDateBusinessCenterGrp

LegReturnRateValuationDateBusinessCenterGrp is a repeating subcomponent within the LegReturnRateValuationDateGrp component. It is used to specify the valuation date business center adjustments for an equity return swap payment stream.

Tag Name Reqd Type Description Added Updated Deprecated
42569 NoLegReturnRateValuationDateBusinessCenters NumInGroup Number of iterations in the return rate valuation date business center repeating group. FIX.5.0SP2
⇒42570 LegReturnRateValuationDateBusinessCenter String Required if NoLegReturnRateValuationDateBusinessCenters(42569) > 0. FIX.5.0SP2

LegReturnRateValuationDateGrp

LegReturnRateValuationDateGrp is a repeating subcomponent within the LegReturnRateDateGrp component. It is used to specify the fixed valuation dates for an equity return swap payment stream.

Tag Name Reqd Type Description Added Updated Deprecated
42571 NoLegReturnRateValuationDates NumInGroup Number of iterations in the return rate valuation date repeating group. FIX.5.0SP2
⇒42572 LegReturnRateValuationDate LocalMktDate Required if NoLegReturnRateValuationDates(42571) > 0. FIX.5.0SP2
⇒42573 LegReturnRateValuationDateType int When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. FIX.5.0SP2

LegSettlMethodElectionDate

The LegSettlMethodElectionDate component is a subcomponent within the LegOptionExercise component used to report the settlement method election date.

Tag Name Reqd Type Description Added Updated Deprecated
42574 LegSettlMethodElectionDateUnadjusted LocalMktDate The unadjusted settlement method election date. FIX.5.0SP2
42575 LegSettlMethodElectionDateBusinessDayConvention int When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to LegOptionExercise. FIX.5.0SP2
LegSettlMethodElectionDateBusinessCenterGrp When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to LegOptionExercise. FIX.5.0SP2
42576 LegSettlMethodElectionDateRelativeTo int Specifies the anchor date when the settlement method election date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42577 LegSettlMethodElectionDateOffsetPeriod int Conditionally required when LegSettlMethodElectionDateOffsetUnit(42578) is specified. FIX.5.0SP2
42578 LegSettlMethodElectionDateOffsetUnit String Conditionally required when LegSettlMethodElectionDateOffsetPeriod(42577) is specified. FIX.5.0SP2
42579 LegSettlMethodElectionDateOffsetDayType int Specifies the day type of the relative settlement method election date offset. FIX.5.0SP2
42580 LegSettlMethodElectionDateAdjusted LocalMktDate The adjusted settlement method election date. FIX.5.0SP2

LegSettlMethodElectionDateBusinessCenterGrp

LegSettlMethodElectionDateBusinessCenterGrp is a repeating subcomponent within the LegSettlMethodElectionDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the LegDateAdjustment component in InstrumentLeg.

Tag Name Reqd Type Description Added Updated Deprecated
42581 NoLegSettlMethodElectionDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒42582 LegSettlMethodElectionDateBusinessCenter String Required if NoLegSettlMethodElectionDateBusinessCenters(42581) > 0. FIX.5.0SP2

OptionExerciseMakeWholeProvision

OptionExerciseMakeWholeProvision is a subcomponent of the OptionExercise component used to specify the set of rules of maintaining balance when an option is exercised.

Tag Name Reqd Type Description Added Updated Deprecated
42591 MakeWholeDate LocalMktDate The date through which option cannot be exercised without penalty. FIX.5.0SP2
42592 MakeWholeAmount Amt Amount to be paid by the buyer of the option if the option is exercised prior to the MakeWholeDate(42591). FIX.5.0SP2
42593 MakeWholeBenchmarkCurveName String Identifies the benchmark floating rate index. FIX.5.0SP2
42594 MakeWholeBenchmarkCurvePoint String The point on the floating rate index curve.
Sample values:
M = combination of a number between 1-12 and an "M" for month, e.g. 3M
Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y
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. 		FIX.5.0SP2
42595 MakeWholeRecallSpread PriceOffset Spread over the floating rate index. FIX.5.0SP2
42596 MakeWholeBenchmarkQuote int The quote side of the benchmark to be used for calculating the "make whole" amount. FIX.5.0SP2
42597 MakeWholeInterpolationMethod int The method used when calculating the "make whole" amount. The most common is linear method. FIX.5.0SP2

PaymentStreamCompoundingDateGrp

PaymentStreamCompoundingDateGrp is a subcomponent of the PaymentStreamCompoundingDates component used to specify predetermined compounding dates.

Tag Name Reqd Type Description Added Updated Deprecated
42606 NoPaymentStreamCompoundingDates NumInGroup Number of dates in the repeating group. FIX.5.0SP2
⇒42607 PaymentStreamCompoundingDate LocalMktDate Required if NoPaymentStreamCompoundingDates(42606) > 0. FIX.5.0SP2
⇒42608 PaymentStreamCompoundingDateType int When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. FIX.5.0SP2

PaymentStreamCompoundingDates

PaymentStreamCompoundingDates is a subcomponent of the PaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates.

Tag Name Reqd Type Description Added Updated Deprecated
42609 PaymentStreamCompoundingDatesBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream compounding dates. FIX.5.0SP2
PaymentStreamCompoundingDatesBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream compounding dates. FIX.5.0SP2
PaymentStreamCompoundingDateGrp FIX.5.0SP2
42610 PaymentStreamCompoundingDatesRelativeTo int Specifies the anchor date when the compounding dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42611 PaymentStreamCompoundingDatesOffsetPeriod int Conditionally required when PaymentStreamCompoundingDatesOffsetUnit(42612) is specified. FIX.5.0SP2
42612 PaymentStreamCompoundingDatesOffsetUnit String Conditionally required when PaymentCompoundingDatesOffsetPeriod(42611) is specified. FIX.5.0SP2
42613 PaymentStreamCompoundingDatesOffsetDayType int Specifies the day type of the relative compounding date offset. FIX.5.0SP2
42614 PaymentStreamCompoundingPeriodSkip int The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1. FIX.5.0SP2
PaymentStreamCompoundingStartDate FIX.5.0SP2
PaymentStreamCompoundingEndDate FIX.5.0SP2
42615 PaymentStreamCompoundingFrequencyPeriod int Conditionally required when PayamentStreamCompoundingFrequencyUnit(42616) is specified. FIX.5.0SP2
42616 PaymentStreamCompoundingFrequencyUnit String Conditionally required when PayamentStreamCompoundingFrequencyPeriod(42615) is specified. FIX.5.0SP2
42617 PaymentStreamCompoundingRollConvention String When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream compounding dates. FIX.5.0SP2
42618 PaymentStreamBoundsFirstDateUnadjusted LocalMktDate The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2
42619 PaymentStreamBoundsLastDateUnadjusted LocalMktDate The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2

PaymentStreamCompoundingDatesBusinessCenterGrp

PaymentStreamCompoundingDatesBusinessCenterGrp is a repeating subcomponent within the PaymentStreamCompoundingDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.

Tag Name Reqd Type Description Added Updated Deprecated
42620 NoPaymentStreamCompoundingDatesBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒42621 PaymentStreamCompoundingDatesBusinessCenter String Required if NoPaymentStreamCompoundingDatesBusinessCenters(42620) > 0. FIX.5.0SP2

PaymentStreamCompoundingEndDate

PaymentStreamCompoundingEndDate is a subcomponent of the PaymentStreamCompoundingDates component used to specify the end date for compounding.

Tag Name Reqd Type Description Added Updated Deprecated
42622 PaymentStreamCompoundingEndDateUnadjusted LocalMktDate The unadjusted compounding end date. FIX.5.0SP2
42623 PaymentStreamCompoundingEndDateRelativeTo int Specifies the anchor date when the compounding end date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42624 PaymentStreamCompoundingEndDateOffsetPeriod int Conditionally required when PaymentStreamCompoundingEndDateOffsetUnit(42625) is specified. FIX.5.0SP2
42625 PaymentStreamCompoundingEndDateOffsetUnit String Conditionally required when PaymentStreamCompoundingEndDateOffsetPeriod(42624) is specified. FIX.5.0SP2
42626 PaymentStreamCompoundingEndDateOffsetDayType int Specifies the day type of the relative compounding end date offset. FIX.5.0SP2
42627 PaymentStreamCompoundingEndDateAdjusted LocalMktDate The adjusted compounding end date. FIX.5.0SP2

PaymentStreamCompoundingFloatingRate

PaymentStreamCompoundingFloatingRate is a subcomponent of the PaymentStream component used to report the parameters for determining the compounding floating rate of the stream.

Tag Name Reqd Type Description Added Updated Deprecated
42628 PaymentStreamCompoundingRateIndex String The payment stream's compounding floating rate index. FIX.5.0SP2
42629 PaymentStreamCompoundingRateIndexCurvePeriod int Conditionally required if PaymentStreamCompoundingRateIndexCurveUnit(42630) is specified. FIX.5.0SP2
42630 PaymentStreamCompoundingRateIndexCurveUnit String Conditionally required if PaymentStreamCompoundingRateIndexCurvePeriod(42629) is specified. FIX.5.0SP2
42631 PaymentStreamCompoundingRateMultiplier float A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream. FIX.5.0SP2
42632 PaymentStreamCompoundingRateSpread PriceOffset The basis points spread from the index specified in PaymentStreamCompoundingRateIndex(42628). FIX.5.0SP2
42633 PaymentStreamCompoundingRateSpreadPositionType int Identifies whether the rate spread is applied to a long or short position. FIX.5.0SP2
42634 PaymentStreamCompoundingRateTreatment int Specifies the yield calculation treatment for the index. FIX.5.0SP2
42635 PaymentStreamCompoundingCapRate Percentage The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". FIX.5.0SP2
42636 PaymentStreamCompoundingCapRateBuySide int Reference to the buyer of the compounding cap rate option through its trade side. FIX.5.0SP2
42637 PaymentStreamCompoundingCapRateSellSide int Reference to the seller of the compounding cap rate option through its trade side. FIX.5.0SP2
42638 PaymentStreamCompoundingFloorRate Percentage The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". FIX.5.0SP2
42639 PaymentStreamCompoundingFloorRateBuySide int Reference to the buyer of the compounding floor rate option through its trade side. FIX.5.0SP2
42640 PaymentStreamCompoundingFloorRateSellSide int Reference to the seller of the floor rate option through its trade side. FIX.5.0SP2
42641 PaymentStreamCompoundingInitialRate Percentage The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". FIX.5.0SP2
42642 PaymentStreamCompoundingFinalRateRoundingDirection char Specifies the rounding direction for the compounding floating rate. FIX.5.0SP2
42643 PaymentStreamCompoundingFinalRatePrecision int Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. FIX.5.0SP2
42644 PaymentStreamCompoundingAveragingMethod int Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). FIX.5.0SP2
42645 PaymentStreamCompoundingNegativeRateTreatment int Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). FIX.5.0SP2

PaymentStreamCompoundingStartDate

PaymentStreamCompoundingStartDate is a subcomponent of the PaymentStreamCompoundingDates component used to specify the start date for compounding.

Tag Name Reqd Type Description Added Updated Deprecated
42646 PaymentStreamCompoundingStartDateUnadjusted LocalMktDate The unadjusted compounding start date. FIX.5.0SP2
42647 PaymentStreamCompoundingStartDateRelativeTo int Specifies the anchor date when the compounding start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42648 PaymentStreamCompoundingStartDateOffsetPeriod int Conditionally required when PaymentStreamCompoundingStartDateOffsetUnit(42649) is specified. FIX.5.0SP2
42649 PaymentStreamCompoundingStartDateOffsetUnit String Conditionally required when PaymentStreamCompoundingStartDateOffsetPeriod(42648) is specified. FIX.5.0SP2
42650 PaymentStreamCompoundingStartDateOffsetDayType int Specifies the day type of the relative compounding start date offset. FIX.5.0SP2
42651 PaymentStreamCompoundingStartDateAdjusted LocalMktDate The adjusted compounding start date. FIX.5.0SP2

PaymentStreamFormulaImage

PaymentStreamFormulaImage is a subcomponent of the PaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula.

Tag Name Reqd Type Description Added Updated Deprecated
42652 PaymentStreamFormulaImageLength Length Conditionally required when PaymentStreamFormulaImage(42653) is specified. FIX.5.0SP2
42653 PaymentStreamFormulaImage data Conditionally required when PaymentStreamFormulaImageLength(42652) is specified. FIX.5.0SP2

PaymentStreamFinalPricePaymentDate

PaymentStreamFinalPricePaymentDate is a subcomponent of the PaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap.

Tag Name Reqd Type Description Added Updated Deprecated
42654 PaymentStreamFinalPricePaymentDateUnadjusted LocalMktDate The unadjusted final price payment date. FIX.5.0SP2
42655 PaymentStreamFinalPricePaymentDateRelativeTo int Specifies the anchor date when the final price payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42656 PaymentStreamFinalPricePaymentDateOffsetfPeriod int Conditionally required when PaymentStreamFinalPricePaymentDateOffsetUnit(42657) is specified. FIX.5.0SP2
42657 PaymentStreamFinalPricePaymentDateOffsetUnit String Conditionally required when PaymentStreamFinalPricePaymentDateOffsetPeriod(42656) is specified. FIX.5.0SP2
42658 PaymentStreamFinalPricePaymentDateOffsetDayType int Specifies the day type of the relative final price payment date offset. FIX.5.0SP2
42659 PaymentStreamFinalPricePaymentDateAdjusted LocalMktDate The adjusted final price payment date. FIX.5.0SP2

PaymentStreamFixingDateGrp

PaymentStreamFixingDateGrp is a subcomponent of the PaymentStreamResetDates component used to specify predetermined fixing dates.

Tag Name Reqd Type Description Added Updated Deprecated
42660 NoPaymentStreamFixingDates NumInGroup Number of fixing dates in the repeating group. FIX.5.0SP2
⇒42661 PaymentStreamFixingDate LocalMktDate Required if NoPaymentStreamFixingDates(42660) > 0. FIX.5.0SP2
⇒42662 PaymentStreamFixingDateType int When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. FIX.5.0SP2

PaymentStreamFormulaMathGrp

PaymentStreamFormulaMathGrp is a repeating subcomponent within the PaymentStreamFormula component. It is used to specify the set of formulas, sub-formulas and descriptions from which the rate is derived.

Tag Name Reqd Type Description Added Updated Deprecated
42683 NoPaymentStreamFormulas NumInGroup Number of formulas in the repeating group. FIX.5.0SP2
⇒42684 PaymentStreamFormula XMLData Required if NoPaymentStreamFormulas(42683) > 0. FIX.5.0SP2
⇒42685 PaymentStreamFormulaDesc String A description of the math formula in PaymentStreamFormula(42684). FIX.5.0SP2

PaymentStreamFormula

PaymentStreamFormula is a subcomponent of the PaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps.

Tag Name Reqd Type Description Added Updated Deprecated
42686 PaymentStreamFormulaCurrency Currency The currency in which the formula amount is denominated. Uses ISO 4217 currency codes. FIX.5.0SP2
42687 PaymentStreamFormulaCurrencyDeterminationMethod String Specifies the method according to which the formula amount currency is determined.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2
42688 PaymentStreamFormulaReferenceAmount int Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document.
See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts. 		FIX.5.0SP2
PaymentStreamFormulaMathGrp FIX.5.0SP2
PaymentStreamFormulaImage FIX.5.0SP2

PaymentStubEndDate

PaymentStubEndDate is a subcomponent of the PaymentStubGrp component used to specify the end date of the payment stub.

Tag Name Reqd Type Description Added Updated Deprecated
42689 PaymentStubEndDateUnadjusted LocalMktDate The unadjusted stub end date. FIX.5.0SP2
42690 PaymentStubEndDateBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance. FIX.5.0SP2
PaymentStubEndDateBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance. FIX.5.0SP2
42691 PaymentStubEndDateRelativeTo int Specifies the anchor date when the stub end date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42692 PaymentStubEndDateOffsetPeriod int Conditionally required when PaymentStubEndDateOffsetUnit(42693) is specified. FIX.5.0SP2
42693 PaymentStubEndDateOffsetUnit String Conditionally required when PaymentStubEndDateOffsetPeriod(42692) is specified. FIX.5.0SP2
42694 PaymentStubEndDateOffsetDayType int Specifies the day type of the relative stub end date offset. FIX.5.0SP2
42695 PaymentStubEndDateAdjusted LocalMktDate The adjusted stub end date. FIX.5.0SP2

PaymentStubEndDateBusinessCenterGrp

PaymentStubEndDateBusinessCenterGrp is a repeating subcomponent within the PaymentStubEndDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.

Tag Name Reqd Type Description Added Updated Deprecated
42696 NoPaymentStubEndDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒42697 PaymentStubEndDateBusinessCenter String Required if NoPaymentStubEndDateBusinessCenters(42696) > 0. FIX.5.0SP2

PaymentStubStartDate

PaymentStubStartDate is a subcomponent of the PaymentStubGrp component used to specify the start date of the payment stub.

Tag Name Reqd Type Description Added Updated Deprecated
42698 PaymentStubStartDateUnadjusted LocalMktDate The unadjusted stub start date. FIX.5.0SP2
42699 PaymentStubStartDateBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance. FIX.5.0SP2
PaymentStubStartDateBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance. FIX.5.0SP2
42700 PaymentStubStartDateRelativeTo int Specifies the anchor date when the stub start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42701 PaymentStubStartDateOffsetPeriod int Conditionally required when PaymentStubStartDateOffsetUnit(42702) is specified. FIX.5.0SP2
42702 PaymentStubStartDateOffsetUnit String Conditionally required when PaymentStubStartDateOffsetPeriod(42701) is specified. FIX.5.0SP2
42703 PaymentStubStartDateOffsetDayType int Specifies the day type of the relative stub start date offset. FIX.5.0SP2
42704 PaymentStubStartDateAdjusted LocalMktDate The adjusted stub start date. FIX.5.0SP2

PaymentStubStartDateBusinessCenterGrp

PaymentStubStartDateBusinessCenterGrp is a repeating subcomponent within the PaymentStubStartDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.

Tag Name Reqd Type Description Added Updated Deprecated
42705 NoPaymentStubStartDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒42706 PaymentStubStartDateBusinessCenter String Required if NoPaymentStubStartDateBusinessCenters(42705) > 0. FIX.5.0SP2

ReturnRateDateGrp

ReturnRateDateGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the equity and dividend valuation dates for an equity return swap payment stream.

Tag Name Reqd Type Description Added Updated Deprecated
42709 NoReturnRateDates NumInGroup Number of iterations in the return rate date repeating group. FIX.5.0SP2
⇒42710 ReturnRateDateMode int Required if NoReturnRateDates(42709) > 0.
Value SymbolicName Description Added Updated Deprecated
0 PriceValuation Price valuation FIX.5.0SP2EP208
1 DividendValuation Dividend valuation FIX.5.0SP2EP208
FIX.5.0SP2
⇒ReturnRateValuationDateGrp FIX.5.0SP2
⇒42711 ReturnRateValuationDateRelativeTo int Specifies the anchor date when the return rate valuation dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
⇒42712 ReturnRateValuationDateOffsetPeriod int Conditionally required when ReturnRateValuationDateOffsetUnit(42713) is specified. FIX.5.0SP2
⇒42713 ReturnRateValuationDateOffsetUnit String Conditionally required when ReturnRateValuationDateOffsetPeriod(42712) is specified. FIX.5.0SP2
⇒42714 ReturnRateValuationDateOffsetDayType int Specifies the day type of the relative return rate valuation date offset. FIX.5.0SP2
⇒42715 ReturnRateValuationStartDateUnadjusted LocalMktDate The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2
⇒42716 ReturnRateValuationStartDateRelativeTo int Specifies the anchor date when the return rate valuation start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
⇒42717 ReturnRateValuationStartDateOffsetPeriod int Conditionally required when ReturnRateValuationStartDateOffsetUnit(42718) is specified. FIX.5.0SP2
⇒42718 ReturnRateValuationStartDateOffsetUnit String Conditionally required when ReturnRateValuationStartDateOffsetPeriod(42717) is specified. FIX.5.0SP2
⇒42719 ReturnRateValuationStartDateOffsetDayType int Specifies the day type of the relative return rate valuation start date offset. FIX.5.0SP2
⇒42720 ReturnRateValuationStartDateAdjusted LocalMktDate The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2
⇒42721 ReturnRateValuationEndDateUnadjusted LocalMktDate The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2
⇒42722 ReturnRateValuationEndDateRelativeTo int Specifies the anchor date when the return rate valuation end date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
⇒42723 ReturnRateValuationEndDateOffsetPeriod int Conditionally required when ReturnRateValuationEndDateOffsetUnit(42724) is specified. FIX.5.0SP2
⇒42724 ReturnRateValuationEndDateOffsetUnit String Conditionally required when ReturnRateValuationEndDateOffsetPeriod(42723) is specified. FIX.5.0SP2
⇒42725 ReturnRateValuationEndDateOffsetDayType int Specifies the day type of the relative return rate valuation end date offset. FIX.5.0SP2
⇒42726 ReturnRateValuationEndDateAdjusted LocalMktDate The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2
⇒42727 ReturnRateValuationFrequencyPeriod int Conditionally required when ReturnRateValuationFrequencyUnit(42728) is specified. FIX.5.0SP2
⇒42728 ReturnRateValuationFrequencyUnit String Conditionally required when ReturnRateValuationFrequencyPeriod(42727) is specified. FIX.5.0SP2
⇒42729 ReturnRateValuationFrequencyRollConvention String When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream return rate valuation dates. FIX.5.0SP2
⇒42730 ReturnRateValuationDateBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream return rate valuation dates. FIX.5.0SP2
⇒ReturnRateValuationDateBusinessCenterGrp When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream return rate valuation dates. FIX.5.0SP2

ReturnRateFXConversionGrp

ReturnRateFXConversionGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the FX conversion rates for an equity return swap payment stream.

Tag Name Reqd Type Description Added Updated Deprecated
42731 NoReturnRateFXConversions NumInGroup Number of iterations in the return rate FX conversion repeating group. FIX.5.0SP2
⇒42732 ReturnRateFXCurrencySymbol String Required if NoReturnRateFXConversions(42731) > 0. FIX.5.0SP2
⇒42733 ReturnRateFXRate float Required if NoReturnRateFXConversions(42731) > 0. FIX.5.0SP2
⇒42734 ReturnRateFXRateCalc char Specifies whether ReturnRateFXRate(42733) should be multiplied or divided. FIX.5.0SP2

ReturnRateGrp

ReturnRateGrp is a repeating subcomponent within the PaymentStreamFloatingRate component. It is used to specify the multiple return rates for an equity return swap payment stream.

Tag Name Reqd Type Description Added Updated Deprecated
42735 NoReturnRates NumInGroup Number of iterations in the return rate repeating group. FIX.5.0SP2
⇒42736 ReturnRatePriceSequence int Required if NoReturnRates(42735) > 0.
Value SymbolicName Description Added Updated Deprecated
0 Initial Initial FIX.5.0SP2EP208
1 Interim Interim FIX.5.0SP2EP208
2 Final Final FIX.5.0SP2EP208
FIX.5.0SP2
⇒42737 ReturnRateCommissionBasis char Specifies the basis or unit used to calculate the commission. FIX.5.0SP2
⇒42738 ReturnRateCommissionAmount Amt The commission amount. FIX.5.0SP2
⇒42739 ReturnRateCommissionCurrency Currency If not specified, this is defaulted to the reporting currency. FIX.5.0SP2
⇒42740 ReturnRateTotalCommissionPerTrade Amt The total commission per trade. FIX.5.0SP2
⇒42741 ReturnRateDeterminationMethod String Specifies the method by which the underlier prices are determined.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2
⇒ReturnRatePriceGrp FIX.5.0SP2
⇒ReturnRateFXConversionGrp FIX.5.0SP2
⇒42742 ReturnRateAmountRelativeTo int Specifies the reference amount when the return rate amount is relative to another amount in the trade.
See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts. 		FIX.5.0SP2
⇒42743 ReturnRateQuoteMeasureType String Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc.
See http://www.fpml.org/coding-scheme/asset-measure for values. 		FIX.5.0SP2
⇒42744 ReturnRateQuoteUnits String Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units.
See http://www.fpml.org/coding-scheme/price-quote-units for values. 		FIX.5.0SP2
⇒42745 ReturnRateQuoteMethod int Specifies the type of quote used to determine the return rate of the swap. FIX.5.0SP2
⇒42746 ReturnRateQuoteCurrency Currency Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code. FIX.5.0SP2
⇒42747 ReturnRateQuoteCurrencyType String Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in.
See http://www.fpml.org/coding-scheme/reporting-currency-type for values. 		FIX.5.0SP2
⇒42748 ReturnRateQuoteTimeType int Mutually exclusive with ReturnRateQuoteTime(42749).
Value SymbolicName Description Added Updated Deprecated
0 Open The official opening time of the exchange on valuation date. FIX.5.0SP2EP208
1 OfficialSettlPx The time at which the official settlement price is determined. FIX.5.0SP2EP208
2 Xetra The time at which the official settlement price (following the auction by the exchange) is determined by the exchange. FIX.5.0SP2EP208
3 Close The official closing time of the exchange on valuation date. FIX.5.0SP2EP208
4 DerivativesClose The official closing time for derivative trading of the exchange on valuation date. FIX.5.0SP2EP208
5 High The high price for the day. FIX.5.0SP2EP208
6 Low The low price for the day. FIX.5.0SP2EP208
7 AsSpecifiedInMasterConfirmation As specified in the master confirmation FIX.5.0SP2EP208
FIX.5.0SP2
⇒42749 ReturnRateQuoteTime LocalMktTime Mutually exclusive with ReturnRateQuoteTimeType(42748). FIX.5.0SP2
⇒42750 ReturnRateQuoteDate LocalMktDate The date when the quote is to be generated. FIX.5.0SP2
⇒42751 ReturnRateQuoteExpirationTime LocalMktTime The time when the quote ceases to be valid. FIX.5.0SP2
⇒42752 ReturnRateQuoteBusinessCenter String The business center calendar used for adjustments associated with ReturnRateQuoteTimeType(42748) or ReturnRateQuoteTime(42749) and ReturnRateQuoteDate(42750), e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2
⇒42753 ReturnRateQuoteExchange Exchange Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained. FIX.5.0SP2
⇒ReturnRateInformationSourceGrp FIX.5.0SP2
⇒42754 ReturnRateQuotePricingModel String Specifies the pricing model used to evaluate the underlying asset price.
See http://www.fpml.org/coding-scheme/pricing-model for values. 		FIX.5.0SP2
⇒42755 ReturnRateCashFlowType String Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc.
See http://www.fpml.org/coding-scheme/cashflow-type for values. 		FIX.5.0SP2
⇒ReturnRateDateGrp FIX.5.0SP2
⇒42756 ReturnRateValuationTimeType int Mutually exclusive with ReturnRateValuationTime(42757). FIX.5.0SP2
⇒42757 ReturnRateValuationTime LocalMktTime Mutually exclusive with ReturnRateValuationTimeType(42756). FIX.5.0SP2
⇒42758 ReturnRateValuationTimeBusinessCenter String The business center calendar used for adjustments associated with ReturnRateValuationTimeType(42756) or ReturnRateValuationTime(42757), e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2
⇒42759 ReturnRateValuationPriceOption int Indicates whether an ISDA price option applies, and if applicable which type of price.
Value SymbolicName Description Added Updated Deprecated
0 None None (the default) FIX.5.0SP2EP208
1 FuturesPrice The official settlement price as announced by the related futures exchange is applicable. FIX.5.0SP2EP208
2 OptionsPrice The official settlement price as announced by the related options exchange is applicable. FIX.5.0SP2EP208
FIX.5.0SP2
⇒42760 ReturnRateFinalPriceFallback int Specifies the fallback provision for the hedging party in the determination of the final price. FIX.5.0SP2

ReturnRateInformationSourceGrp

ReturnRateInformationSourceGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the information sources for equity prices and FX rates for an equity return swap payment stream.

Tag Name Reqd Type Description Added Updated Deprecated
42761 NoReturnRateInformationSources NumInGroup Number of iterations in the return rate information source repeating group. FIX.5.0SP2
⇒42762 ReturnRateInformationSource int Required if NoReturnRateInformationSources(42761) > 0. FIX.5.0SP2
⇒42763 ReturnRateReferencePage String Identifies the reference "page" from the rate source.
For FX, the reference page to the spot rate to be used for the reference FX spot rate.
When ReturnRateInformationSource(42762) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions.
See: http://www.fpml.org/coding-scheme/settlement-rate-option 		FIX.5.0SP2
⇒42764 ReturnRateReferencePageHeading String Identifies the page heading from the rate source. FIX.5.0SP2

ReturnRatePriceGrp

ReturnRatePriceGrp is a repeating subcomponent within the ReturnRateGrp component. It is used to specify the return rate prices for an equity return swap payment stream.

Tag Name Reqd Type Description Added Updated Deprecated
42765 NoReturnRatePrices NumInGroup Number of iterations in the return rate price repeating group. FIX.5.0SP2
⇒42766 ReturnRatePriceBasis int Required if NoReturnRatePrices(42765) > 0.
Value SymbolicName Description Added Updated Deprecated
0 Gross None FIX.5.0SP2EP208
1 Net Net FIX.5.0SP2EP208
2 Accrued Accrued FIX.5.0SP2EP208
3 CleanNet Clean net FIX.5.0SP2EP208
FIX.5.0SP2
⇒42767 ReturnRatePrice Price Specifies the price of the underlying swap asset. FIX.5.0SP2
⇒42768 ReturnRatePriceCurrency Currency Specifies the currency of the price of the underlying swap asset. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒42769 ReturnRatePriceType int Specifies whether the ReturnRatePrice(42767) is expressed in absolute or relative terms.
Value SymbolicName Description Added Updated Deprecated
0 AbsoluteTerms Absolute terms FIX.5.0SP2EP208
1 PercentageOfNotional Percentage of notional FIX.5.0SP2EP208
FIX.5.0SP2

ReturnRateValuationDateBusinessCenterGrp

ReturnRateValuationDateBusinessCenterGrp is a repeating subcomponent within the ReturnRateValuationDateGrp component. It is used to specify the valuation date business center adjustments for an equity return swap payment stream.

Tag Name Reqd Type Description Added Updated Deprecated
42770 NoReturnRateValuationDateBusinessCenters NumInGroup Number of iterations in the return rate valuation date business center repeating group. FIX.5.0SP2
⇒42771 ReturnRateValuationDateBusinessCenter String Required if NoReturnRateValuationDateBusinessCenters(42770) > 0. FIX.5.0SP2

ReturnRateValuationDateGrp

ReturnRateValuationDateGrp is a repeating subcomponent within the ReturnRateDateGrp component. It is used to specify the fixed valuation dates for an equity return swap payment stream.

Tag Name Reqd Type Description Added Updated Deprecated
42772 NoReturnRateValuationDates NumInGroup Number of iterations in the return rate valuation date repeating group. FIX.5.0SP2
⇒42773 ReturnRateValuationDate LocalMktDate Required if NoReturnRateValuationDates(42772) > 0. FIX.5.0SP2
⇒42774 ReturnRateValuationDateType int When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. FIX.5.0SP2

SettlMethodElectionDateBusinessCenterGrp

SettlMethodElectionDateBusinessCenterGrp is a repeating subcomponent within the SettlMethodElectionDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.

Tag Name Reqd Type Description Added Updated Deprecated
42775 NoSettlMethodElectionDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒42776 SettlMethodElectionDateBusinessCenter String Required if NoSettlMethodElectionDateBusinessCenters(42775) > 0. FIX.5.0SP2

SettlMethodElectionDate

The SettlMethodElectionDate component is a subcomponent within the OptionExercise component used to report the settlement method election date.

Tag Name Reqd Type Description Added Updated Deprecated
42777 SettlMethodElectionDateUnadjusted LocalMktDate The unadjusted settlement method election date. FIX.5.0SP2
42778 SettlMethodElectionDateBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to OptionExercise. FIX.5.0SP2
SettlMethodElectionDateBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to OptionExercise. FIX.5.0SP2
42779 SettlMethodElectionDateRelativeTo int Specifies the anchor date when the settlement method election date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42780 SettlMethodElectionDateOffsetPeriod int Conditionally required when SettlMethodElectionDateOffsetUnit(42781) is specified. FIX.5.0SP2
42781 SettlMethodElectionDateOffsetUnit String Conditionally required when SettlMethodElectionDateOffsetPeriod(42780) is specified. FIX.5.0SP2
42782 SettlMethodElectionDateOffsetDayType int Specifies the day type of the relative settlement method election date offset. FIX.5.0SP2
42783 SettlMethodElectionDateAdjusted LocalMktDate The adjusted settlement method election date. FIX.5.0SP2

UnderlyingCashSettlDateBusinessCenterGrp

UnderlyingCashSettlDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingCashSettlDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the DateAdjustment component in Instrument.

Tag Name Reqd Type Description Added Updated Deprecated
42788 NoUnderlyingCashSettlDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒42789 UnderlyingCashSettlDateBusinessCenter String Required if NoUnderlyingCashSettlDateBusinessCenters(42788) > 0. FIX.5.0SP2

UnderlyingCashSettlDate

The UnderlyingCashSettlDate component is a subcomponent within the UnderlyingCashSettlTermGrp component used to report the cash settlement date defined in the settlement provision.

Tag Name Reqd Type Description Added Updated Deprecated
42790 UnderlyingCashSettlDateUnadjusted LocalMktDate The unadjusted cash settlement date. FIX.5.0SP2
42791 UnderlyingCashSettlDateBusinessDayConvention int When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision. FIX.5.0SP2
UnderlyingCashSettlDateBusinessCenterGrp When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision. FIX.5.0SP2
42792 UnderlyingCashSettlDateRelativeTo int Specifies the anchor date when the cash settlement date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42793 UnderlyingCashSettlDateOffsetPeriod int Conditionally required when UnderlyingCashSettlDateOffsetUnit(42794) is specified. FIX.5.0SP2
42794 UnderlyingCashSettlDateOffsetUnit String Conditionally required when UnderlyingCashSettlDateOffsetPeriod(42793) is specified. FIX.5.0SP2
42795 UnderlyingCashSettlDateOffsetDayType int Specifies the day type of the relative cash settlement date offset. FIX.5.0SP2
42796 UnderlyingCashSettlDateAdjusted LocalMktDate The adjusted cash settlement date. FIX.5.0SP2

UnderlyingDividendAccrualPaymentDateBusinessCenterGrp

UnderlyingDividendAccrualPaymentDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingDividendAccrualPaymentDate component. It is used to specify the set of business centers whose calendars drive the date adjustment.

Tag Name Reqd Type Description Added Updated Deprecated
42799 NoUnderlyingDividendAccrualPaymentDateBusinessCenters NumInGroup Number of entries in the UnderlyingDividendAccrualPaymentDateBusinessCenterGrp. FIX.5.0SP2
⇒42800 UnderlyingDividendAccrualPaymentDateBusinessCenter String Required if NoUnderlyingDividendAccrualPaymentDateBusinessCenters(42799) > 0. FIX.5.0SP2

UnderlyingDividendAccrualFloatingRate

The UnderlyingDividendAccrualFloatingRate component is a subcomponent of UnderlyingDividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions.

Tag Name Reqd Type Description Added Updated Deprecated
42801 UnderlyingDividendFloatingRateIndex String The dividend accrual floating rate index. FIX.5.0SP2
42802 UnderlyingDividendFloatingRateIndexCurvePeriod int Conditionally required when UnderlyingDividendFloatingRateIndexCurveUnit(42803) is specified. FIX.5.0SP2
42803 UnderlyingDividendFloatingRateIndexCurveUnit String Conditionally required when UnderlyingDividendFloatingRateIndexCurvePeriod(42802) is specified. FIX.5.0SP2
42804 UnderlyingDividendFloatingRateMultiplier float A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract. FIX.5.0SP2
42805 UnderlyingDividendFloatingRateSpread PriceOffset The basis points spread from the index specified in UnderlyingDividendFloatingRateIndex(42801). FIX.5.0SP2
42806 UnderlyingDividendFloatingRateSpreadPositionType int Identifies whether the rate spread is applied to a long or short position. FIX.5.0SP2
42807 UnderlyingDividendFloatingRateTreatment int Specifies the yield calculation treatment for the index. FIX.5.0SP2
42808 UnderlyingDividendCapRate Percentage The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". FIX.5.0SP2
42809 UnderlyingDividendCapRateBuySide int Reference to the buyer of the cap rate option through its trade side. FIX.5.0SP2
42810 UnderlyingDividendCapRateSellSide int Reference to the seller of the cap rate option through its trade side. FIX.5.0SP2
42811 UnderlyingDividendFloorRate Percentage The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". FIX.5.0SP2
42812 UnderlyingDividendFloorRateBuySide int Reference to the buyer of the floor rate option through its trade side. FIX.5.0SP2
42813 UnderlyingDividendFloorRateSellSide int Reference to the seller of the floor rate option through its trade side. FIX.5.0SP2
42814 UnderlyingDividendInitialRate Percentage The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". FIX.5.0SP2
42815 UnderlyingDividendFinalRateRoundingDirection char Specifies the rounding direction of the final rate. FIX.5.0SP2
42816 UnderlyingDividendFinalRatePrecision int Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. FIX.5.0SP2
42817 UnderlyingDividendAveragingMethod int When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. FIX.5.0SP2
42818 UnderlyingDividendNegativeRateTreatment int The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). FIX.5.0SP2

UnderlyingDividendAccrualPaymentDate

The UnderlyingDividendAccrualPaymentDate component is a subcomponent of UnderlyingDividendConditions used to report the dividend accrual payment date.

Tag Name Reqd Type Description Added Updated Deprecated
42819 UnderlyingDividendAccrualPaymentDateRelativeTo int Specifies the anchor date when the accrual payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42820 UnderlyingDividendAccrualPaymentDateOffsetPeriod int Conditionally required when UnderlyingDividendAccrualPaymentDateOffsetUnit(42821) is specified. FIX.5.0SP2
42821 UnderlyingDividendAccrualPaymentDateOffsetUnit String Conditionally required when UnderlyingDividendAccrualPaymentDateOffsetPeriod(42820) is specified. FIX.5.0SP2
42822 UnderlyingDividendAccrualPaymentDateOffsetDayType int Specifies the day type of the relative accrual payment date offset. FIX.5.0SP2
42823 UnderlyingDividendAccrualPaymentDateUnadjusted LocalMktDate The unadjusted accrual payment date. FIX.5.0SP2
42824 UnderlyingDividendAccrualPaymentDateBusinessDayConvention int When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendAccrualPaymentDate. FIX.5.0SP2
UnderlyingDividendAccrualPaymentDateBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendAccrualPaymentDate. FIX.5.0SP2
42825 UnderlyingDividendAccrualPaymentDateAdjusted LocalMktDate The adjusted accrual payment date. FIX.5.0SP2

UnderlyingDividendConditions

The UnderlyingDividendConditions component is a subcomponent of UnderlyingPaymentStream used to specify the conditions' valuations and dates governing the payment of dividends.

Tag Name Reqd Type Description Added Updated Deprecated
42826 UnderlyingDividendReinvestmentIndicator Boolean Indicates whether the dividend will be reinvested. FIX.5.0SP2
42827 UnderlyingDividendEntitlementEvent int Defines the contract event which the receiver of the derivative is entitled to the dividend. FIX.5.0SP2
42828 UnderlyingDividendAmountType int Indicates how the gross cash dividend amount per share is determined. FIX.5.0SP2
42829 UnderlyingDividendUnderlierRefID String References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in a separate instance of the UnderlyingInstrument component. FIX.5.0SP2
UnderlyingDividendPeriodGrp FIX.5.0SP2
42830 UnderlyingExtraordinaryDividendPartySide int Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels. FIX.5.0SP2
42831 UnderlyingExtraordinaryDividendAmountType int Indicates how the extraordinary gross cash dividend per share is determined. FIX.5.0SP2
42832 UnderlyingExtraordinaryDividendCurrency Currency The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes. FIX.5.0SP2
42833 UnderlyingExtraordinaryDividendDeterminationMethod String Specifies the method in which the excess amount is determined.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2
UnderlyingDividendFXTriggerDate FIX.5.0SP2
UnderlyingDividendAccrualFloatingRate FIX.5.0SP2
42834 UnderlyingDividendAccrualFixedRate Percentage The dividend accrual fixed rate per annum expressed as a decimal.
A value of 5% would be represented as "0.05". 		FIX.5.0SP2
UnderlyingDividendAccrualPaymentDate FIX.5.0SP2
42835 UnderlyingDividendCompoundingMethod int The compounding method to be used when more than one dividend period contributes to a single payment. FIX.5.0SP2
42836 UnderlyingDividendNumOfIndexUnits int The number of index units applicable to dividends. FIX.5.0SP2
42837 UnderlyingDividendCashPercentage Percentage Declared cash dividend percentage.
A value of 5% would be represented as "0.05". 		FIX.5.0SP2
42838 UnderlyingDividendCashEquivalentPercentage Percentage Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05". FIX.5.0SP2
42839 UnderlyingNonCashDividendTreatment int Defines the treatment of non-cash dividends. FIX.5.0SP2
42840 UnderlyingDividendComposition int Defines how the composition of dividends is to be determined. FIX.5.0SP2
42841 UnderlyingSpecialDividendsIndicator Boolean Indicates whether special dividends are applicable. FIX.5.0SP2
42842 UnderlyingMaterialDividendsIndicator Boolean Indicates whether material non-cash dividends are applicable. FIX.5.0SP2
42843 UnderlyingOptionsExchangeDividendsIndicator Boolean Indicates whether option exchange dividends are applicable. FIX.5.0SP2
42844 UnderlyingAdditionalDividendsIndicator Boolean Indicates whether additional dividends are applicable. FIX.5.0SP2
42845 UnderlyingAllDividendsIndicator Boolean Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer. FIX.5.0SP2

UnderlyingDividendFXTriggerDate

The UnderlyingDividendFXTriggerDate component is a subcomponent of UnderlyingDividendConditions used to report the dividend date when a foreign exchange trade is triggered.

Tag Name Reqd Type Description Added Updated Deprecated
42846 UnderlyingDividendFXTriggerDateRelativeTo int Specifies the anchor date when the FX trigger date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42847 UnderlyingDividendFXTriggerDateOffsetPeriod int Conditionally required when UnderlyingDividendFXTriggerDateOffsetUnit(42848) is specified. FIX.5.0SP2
42848 UnderlyingDividendFXTriggerDateOffsetUnit String Conditionally required when UnderlyingDividendFXTriggerDateOffsetPeriod(42847) is specified. FIX.5.0SP2
42849 UnderlyingDividendFXTriggerDateOffsetDayType int Specifies the day type of the relative FX trigger date offset. FIX.5.0SP2
42850 UnderlyingDividendFXTriggerDateUnadjusted LocalMktDate The unadjusted FX trigger date. FIX.5.0SP2
42851 UnderlyingDividendFXTriggerDateBusinessDayConvention int When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendFXTriggerDate. FIX.5.0SP2
UnderlyingDividendFXTriggerDateBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendFXTriggerDate. FIX.5.0SP2
42852 UnderlyingDividendFXTriggerDateAdjusted LocalMktDate The adjusted FX trigger date. FIX.5.0SP2

UnderlyingDividendFXTriggerDateBusinessCenterGrp

UnderlyingDividendFXTriggerDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingDividendFXTriggerDate component. It is used to specify the set of business centers whose calendars drive the date adjustment.

Tag Name Reqd Type Description Added Updated Deprecated
42853 NoUnderlyingDividendFXTriggerDateBusinessCenters NumInGroup Number of entries in the UnderlyingDividendFXTriggerDateBusinessCenterGrp. FIX.5.0SP2
⇒42854 UnderlyingDividendFXTriggerDateBusinessCenter String Required if NoUnderlyingDividendFXTriggerDateBusinessCenters(42853) > 0. FIX.5.0SP2

UnderlyingDividendPaymentGrp

UnderlyingDividendPaymentGrp is a repeating subcomponent of UnderlyingDividendPayout used to specify the anticipated dividend or coupon payment dates and amounts of an equity or bond underlier.

Tag Name Reqd Type Description Added Updated Deprecated
42855 NoUnderlyingDividendPayments NumInGroup Number of entries in the repeating group. FIX.5.0SP2
⇒42856 UnderlyingDividendPaymentDate LocalMktDate Required if NoUnderlyingDividendPayments (42855) > 0. FIX.5.0SP2
⇒42857 UnderlyingDividendPaymentAmount Amt Required if NoUnderlyingDividendPayments (42855) > 0. FIX.5.0SP2
⇒42858 UnderlyingDividendPaymentCurrency Currency Specifies the currency the UnderlyingDividendPaymentAmount(42857) is denominated in. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒42859 UnderlyingDividendAccruedInterest Amt Accrued interest on the dividend or coupon payment. FIX.5.0SP2

UnderlyingDividendPayout

UnderlyingDividendPayout is a subcomponent of UnderlyingInstrument used to specify the dividend or coupon payout parameters of an equity or bond underlier.

Tag Name Reqd Type Description Added Updated Deprecated
42860 UnderlyingDividendPayoutRatio float Specifies the actual dividend payout ratio associated with the equity or bond underlier. FIX.5.0SP2
42861 UnderlyingDividendPayoutConditions String Specifies the dividend payout conditions that will be applied in the case where the actual ratio is not known, typically because of regulatory or legal uncertainties. FIX.5.0SP2
UnderlyingDividendPaymentGrp FIX.5.0SP2

UnderlyingDividendPeriodGrp

UnderlyingDividendPeriodGrp is a repeating subcomponent within the UnderlyingDividendConditions component. It is used to specify the valuation and payments dates of the dividend leg of a dividend swap.

Tag Name Reqd Type Description Added Updated Deprecated
42862 NoUnderlyingDividendPeriods NumInGroup Number of entries in the UnderlyingDividendPeriodGrp component. FIX.5.0SP2
⇒42863 UnderlyingDividendPeriodSequence int Required if NoUnderlyingDividendPeriods(42862) > 0. FIX.5.0SP2
⇒42864 UnderlyingDividendPeriodStartDateUnadjusted LocalMktDate The unadjusted date on which the dividend period will begin. FIX.5.0SP2
⇒42865 UnderlyingDividendPeriodEndDateUnadjusted LocalMktDate The unadjusted date on which the dividend period will end. FIX.5.0SP2
⇒42866 UnderlyingDividendPeriodUnderlierRefID String When specified, this overrides UnderlyingDividendUnderlierRefID(42829). The specified value would be specific to this dividend period instance. FIX.5.0SP2
⇒42867 UnderlyingDividendPeriodStrikePrice Price Specifies the fixed strike price of the dividend period. FIX.5.0SP2
⇒42868 UnderlyingDividendPeriodBusinessDayConvention int When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this dividend period instance. FIX.5.0SP2
⇒UnderlyingDividendPeriodBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this dividend period instance. FIX.5.0SP2
⇒42869 UnderlyingDividendPeriodValuationDateUnadjusted LocalMktDate The unadjusted dividend period valuation date. FIX.5.0SP2
⇒42870 UnderlyingDividendPeriodValuationDateRelativeTo int Specifies the anchor date when the dividend period valuation date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
⇒42871 UnderlyingDividendPeriodValuationDateOffsetPeriod int Conditionally required when UnderlyingDividendPeriodValuationDateOffsetUnit(42872) is specified. FIX.5.0SP2
⇒42872 UnderlyingDividendPeriodValuationDateOffsetUnit String Conditionally required when UnderlyingDividendPeriodValuationDateOffsetPeriod(42871) is specified. FIX.5.0SP2
⇒42873 UnderlyingDividendPeriodValuationDateOffsetDayType int Specifies the day type of the relative dividend period valuation date offset. FIX.5.0SP2
⇒42874 UnderlyingDividendPeriodValuationDateAdjusted LocalMktDate The adjusted dividend period valuation date. FIX.5.0SP2
⇒42875 UnderlyingDividendPeriodPaymentDateUnadjusted LocalMktDate The unadjusted dividend period payment date. FIX.5.0SP2
⇒42876 UnderlyingDividendPeriodPaymentDateRelativeTo int Specifies the anchor date when the dividend period payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
⇒42877 UnderlyingDividendPeriodPaymentDateOffsetPeriod int Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetUnit(42878) is specified. FIX.5.0SP2
⇒42878 UnderlyingDividendPeriodPaymentDateOffsetUnit String Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetPeriod(42877) is specified. FIX.5.0SP2
⇒42879 UnderlyingDividendPeriodPaymentDateOffsetDayType int Specifies the day type of the relative dividend period payment date offset. FIX.5.0SP2
⇒42880 UnderlyingDividendPeriodPaymentDateAdjusted LocalMktDate The adjusted dividend period payment date. FIX.5.0SP2
⇒42881 UnderlyingDividendPeriodXID XID Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. FIX.5.0SP2

UnderlyingDividendPeriodBusinessCenterGrp

UnderlyingDividendPeriodBusinessCenterGrp is a repeating subcomponent within the UnderlyingDividendPeriodGrp component. It is used to specify the set of business centers whose calendars drive the date adjustment.

Tag Name Reqd Type Description Added Updated Deprecated
42882 NoUnderlyingDividendPeriodBusinessCenters NumInGroup Number of entries in UnderlyingDividendPeriodBusinessCenterGrp. FIX.5.0SP2
⇒42883 UnderlyingDividendPeriodBusinessCenter String Required if NoUnderlyingDividendPeriodBusinessCenters(42882) > 0. FIX.5.0SP2

UnderlyingExtraordinaryEventGrp

The UnderlyingExtraordinaryEventGrp is a repeating component within the UnderlyingInstrument component. It is used to report extraordinary and disruptive events applicable to the reference entity that affects the contract.

Tag Name Reqd Type Description Added Updated Deprecated
42884 NoUnderlyingExtraordinaryEvents NumInGroup Number of extraordinary events in the repeating group. FIX.5.0SP2
⇒42885 UnderlyingExtraordinaryEventType String Required if NoUnderlyingExtraordinaryEvents(42884) > 0. FIX.5.0SP2
⇒42886 UnderlyingExtraordinaryEventValue String Required if NoUnderlyingExtraordinaryEvents(42884) > 0. FIX.5.0SP2

UnderlyingOptionExerciseMakeWholeProvision

UnderlyingOptionExerciseMakeWholeProvision is a subcomponent of the UnderlyingOptionExercise component used to specify the set of rules of maintaining balance when an option is exercised.

Tag Name Reqd Type Description Added Updated Deprecated
42888 UnderlyingMakeWholeDate LocalMktDate The date through which the option cannot be exercised without penalty. FIX.5.0SP2
42889 UnderlyingMakeWholeAmount Amt Amount to be paid by the buyer of the option if the option is exercised prior to the UnderlyingMakeWholeDate(42888). FIX.5.0SP2
42890 UnderlyingMakeWholeBenchmarkCurveName String Identifies the benchmark floating rate index. FIX.5.0SP2
42891 UnderlyingMakeWholeBenchmarkCurvePoint String The point on the floating rate index curve.
Sample values:
M = combination of a number between 1-12 and an "M" for month, e.g. 3M
Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y
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. 		FIX.5.0SP2
42892 UnderlyingMakeWholeRecallSpread PriceOffset Spread over the floating rate index. FIX.5.0SP2
42893 UnderlyingMakeWholeBenchmarkQuote int The quote side of the benchmark to be used for calculating the "make whole" amount. FIX.5.0SP2
42894 UnderlyingMakeWholeInterpolationMethod int The method used when calculating the "make whole" amount. The most common is linear method. FIX.5.0SP2

UnderlyingPaymentStreamCompoundingDateGrp

UnderlyingPaymentStreamCompoundingDateGrp is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify predetermined compounding dates.

Tag Name Reqd Type Description Added Updated Deprecated
42901 NoUnderlyingPaymentStreamCompoundingDates NumInGroup Number of dates in the repeating group. FIX.5.0SP2
⇒42902 UnderlyingPaymentStreamCompoundingDate LocalMktDate Required if NoUnderlyingPaymentStreamCompoundingDates(42901) > 0. FIX.5.0SP2
⇒42903 UnderlyingPaymentStreamCompoundingDateType int When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. FIX.5.0SP2

UnderlyingPaymentStreamCompoundingDates

UnderlyingPaymentStreamCompoundingDates is a subcomponent of the UnderlyingPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates.

Tag Name Reqd Type Description Added Updated Deprecated
42904 UnderlyingPaymentStreamCompoundingDatesBusinessDayConvention int When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream compounding dates. FIX.5.0SP2
UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream compounding dates. FIX.5.0SP2
UnderlyingPaymentStreamCompoundingDateGrp FIX.5.0SP2
42905 UnderlyingPaymentStreamCompoundingDatesRelativeTo int Specifies the anchor date when the compounding dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42906 UnderlyingPaymentStreamCompoundingDatesOffsetPeriod int Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetUnit(42907) is specified. FIX.5.0SP2
42907 UnderlyingPaymentStreamCompoundingDatesOffsetUnit String Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetPeriod(42906) is specified. FIX.5.0SP2
42908 UnderlyingPaymentStreamCompoundingDatesOffsetDayType int Specifies the day type of the relative compounding date offset. FIX.5.0SP2
42909 UnderlyingPaymentStreamCompoundingPeriodSkip int The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1. FIX.5.0SP2
UnderlyingPaymentStreamCompoundingStartDate FIX.5.0SP2
UnderlyingPaymentStreamCompoundingEndDate FIX.5.0SP2
42910 UnderlyingPaymentStreamCompoundingFrequencyPeriod int Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyUnit(42911) is specified. FIX.5.0SP2
42911 UnderlyingPaymentStreamCompoundingFrequencyUnit String Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyPeriod(42910) is specified. FIX.5.0SP2
42912 UnderlyingPaymentStreamCompoundingRollConvention String When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the payment stream dates. FIX.5.0SP2
42913 UnderlyingPaymentStreamBoundsFirstDateUnadjusted LocalMktDate The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2
42914 UnderlyingPaymentStreamBoundsLastDateUnadjusted LocalMktDate The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2

UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp

UnderlyingPaymentStreamCompoundingDatesBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStreamCompoundingDates component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.

Tag Name Reqd Type Description Added Updated Deprecated
42915 NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒42916 UnderlyingPaymentStreamCompoundingDatesBusinessCenter String Required if NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters(42915) > 0. FIX.5.0SP2

UnderlyingPaymentStreamCompoundingEndDate

UnderlyingPaymentStreamCompoundingEndDate is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify the end date for compounding.

Tag Name Reqd Type Description Added Updated Deprecated
42917 UnderlyingPaymentStreamCompoundingEndDateUnadjusted LocalMktDate The unadjusted compounding end date. FIX.5.0SP2
42918 UnderlyingPaymentStreamCompoundingEndDateRelativeTo int Specifies the anchor date when the compounding end date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42919 UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod int Conditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetUnit(42920) is specified. FIX.5.0SP2
42920 UnderlyingPaymentStreamCompoundingEndDateOffsetUnit String Conditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod(42919) is specified. FIX.5.0SP2
42921 UnderlyingPaymentStreamCompoundingEndDateOffsetDayType int Specifies the day type of the relative compounding end date offset. FIX.5.0SP2
42922 UnderlyingPaymentStreamCompoundingEndDateAdjusted LocalMktDate The adjusted compounding end date. FIX.5.0SP2

UnderlyingPaymentStreamCompoundingFloatingRate

UnderlyingPaymentStreamCompoundingFloatingRate is a subcomponent of the UnderlyingPaymentStream component used to report the parameters for determining the compounding floating rate of the stream.

Tag Name Reqd Type Description Added Updated Deprecated
42923 UnderlyingPaymentStreamCompoundingRateIndex String The payment stream's compounding floating rate index. FIX.5.0SP2
42924 UnderlyingPaymentStreamCompoundingRateIndexCurvePeriod int Conditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurveUnit(42925) is specified. FIX.5.0SP2
42925 UnderlyingPaymentStreamCompoundingRateIndexCurveUnit String Conditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurvePeriod(42924) is specified. FIX.5.0SP2
42926 UnderlyingPaymentStreamCompoundingRateMultiplier float A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream. FIX.5.0SP2
42927 UnderlyingPaymentStreamCompoundingRateSpread PriceOffset The basis points spread from the index specified in UnderlyingPaymentStreamCompoundingRateIndex(42923). FIX.5.0SP2
42928 UnderlyingPaymentStreamCompoundingRateSpreadPositionType int Identifies whether the rate spread is applied to a long or short position. FIX.5.0SP2
42929 UnderlyingPaymentStreamCompoundingRateTreatment int Specifies the yield calculation treatment for the index. FIX.5.0SP2
42930 UnderlyingPaymentStreamCompoundingCapRate Percentage The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". FIX.5.0SP2
42931 UnderlyingPaymentStreamCompoundingCapRateBuySide int Reference to the buyer of the compounding cap rate option through its trade side. FIX.5.0SP2
42932 UnderlyingPaymentStreamCompoundingCapRateSellSide int Reference to the seller of the compounding cap rate option through its trade side. FIX.5.0SP2
42933 UnderlyingPaymentStreamCompoundingFloorRate Percentage The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". FIX.5.0SP2
42934 UnderlyingPaymentStreamCompoundingFloorRateBuySide int Reference to the buyer of the compounding floor rate option through its trade side. FIX.5.0SP2
42935 UnderlyingPaymentStreamCompoundingFloorRateSellSide int Reference to the seller of the floor rate option through its trade side. FIX.5.0SP2
42936 UnderlyingPaymentStreamCompoundingInitialRate Percentage The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". FIX.5.0SP2
42937 UnderlyingPaymentStreamCompoundingFinalRateRoundingDirection char Specifies the rounding direction for the compounding floating rate. FIX.5.0SP2
42938 UnderlyingPaymentStreamCompoundingFinalRatePrecision int Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. FIX.5.0SP2
42939 UnderlyingPaymentStreamCompoundingAveragingMethod int Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). FIX.5.0SP2
42940 UnderlyingPaymentStreamCompoundingNegativeRateTreatment int Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). FIX.5.0SP2

UnderlyingPaymentStreamCompoundingStartDate

UnderlyingPaymentStreamCompoundingStartDate is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify the start date for compounding.

Tag Name Reqd Type Description Added Updated Deprecated
42941 UnderlyingPaymentStreamCompoundingStartDateUnadjusted LocalMktDate The unadjusted compounding start date. FIX.5.0SP2
42942 UnderlyingPaymentStreamCompoundingStartDateRelativeTo int Specifies the anchor date when the compounding start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42943 UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod int Conditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetUnit(42944) is specified. FIX.5.0SP2
42944 UnderlyingPaymentStreamCompoundingStartDateOffsetUnit String Conditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod(42943) is specified. FIX.5.0SP2
42945 UnderlyingPaymentStreamCompoundingStartDateOffsetDayType int Specifies the day type of the relative compounding start date offset. FIX.5.0SP2
42946 UnderlyingPaymentStreamCompoundingStartDateAdjusted LocalMktDate The adjusted compounding start date. FIX.5.0SP2

UnderlyingPaymentStreamFormulaImage

UnderlyingPaymentStreamFormulaImage is a subcomponent of the UnderlyingPaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula.

Tag Name Reqd Type Description Added Updated Deprecated
42947 UnderlyingPaymentStreamFormulaImageLength Length Conditionally required when UnderlyingPaymentStreamFormulaImage(42948) is specified. FIX.5.0SP2
42948 UnderlyingPaymentStreamFormulaImage data Conditionally required when UnderlyingPaymentStreamFormulaImageLength(42947) is specified. FIX.5.0SP2

UnderlyingPaymentStreamFinalPricePaymentDate

UnderlyingPaymentStreamFinalPricePaymentDate is a subcomponent of the UnderlyingPaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap.

Tag Name Reqd Type Description Added Updated Deprecated
42949 UnderlyingPaymentStreamFinalPricePaymentDateUnadjusted LocalMktDate The unadjusted final price payment date. FIX.5.0SP2
42950 UnderlyingPaymentStreamFinalPricePaymentDateRelativeTo int Specifies the anchor date when the final price payment date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42951 UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod int Conditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit(42952) is specified. FIX.5.0SP2
42952 UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit String Conditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod(42951) is specified. FIX.5.0SP2
42953 UnderlyingPaymentStreamFinalPricePaymentDateOffsetDayType int Specifies the day type of the relative final price payment date offset. FIX.5.0SP2
42954 UnderlyingPaymentStreamFinalPricePaymentDateAdjusted LocalMktDate The adjusted final price payment date. FIX.5.0SP2

UnderlyingPaymentStreamFixingDateGrp

UnderlyingPaymentStreamFixingDateGrp is a subcomponent of the UnderlyingPaymentStreamResetDates component used to specify predetermined fixing dates.

Tag Name Reqd Type Description Added Updated Deprecated
42955 NoUnderlyingPaymentStreamFixingDates NumInGroup Number of fixing dates in the repeating group. FIX.5.0SP2
⇒42956 UnderlyingPaymentStreamFixingDate LocalMktDate Required if NoUnderlyingPaymentStreamFixingDates(42955) > 0. FIX.5.0SP2
⇒42957 UnderlyingPaymentStreamFixingDateType int When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. FIX.5.0SP2

UnderlyingPaymentStreamFormula

UnderlyingPaymentStreamFormula is a subcomponent of the UnderlyingPaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps.

Tag Name Reqd Type Description Added Updated Deprecated
42978 UnderlyingPaymentStreamFormulaCurrency Currency The currency in which the formula amount is denominated. Uses ISO 4217 currency codes. FIX.5.0SP2
42979 UnderlyingPaymentStreamFormulaCurrencyDeterminationMethod String Specifies the method according to which the formula amount currency is determined.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2
42980 UnderlyingPaymentStreamFormulaReferenceAmount int Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document.
See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts. 		FIX.5.0SP2
UnderlyingPaymentStreamFormulaMathGrp FIX.5.0SP2
UnderlyingPaymentStreamFormulaImage FIX.5.0SP2

UnderlyingPaymentStreamFormulaMathGrp

UnderlyingPaymentStreamFormulaMathGrp is a repeating subcomponent within the UnderlyingPaymentStreamFormula component. It is used to specify the set of formulas, sub-formulas and descriptions from which the rate is derived.

Tag Name Reqd Type Description Added Updated Deprecated
42981 NoUnderlyingPaymentStreamFormulas NumInGroup Number of formulas in the repeating group. FIX.5.0SP2
⇒42982 UnderlyingPaymentStreamFormula XMLData Required if NoUnderlyingPaymentStreamFormulas(42981) > 0. FIX.5.0SP2
⇒42983 UnderlyingPaymentStreamFormulaDesc String A description of the math formula in UnderlyingPaymentStreamFormula(42982). FIX.5.0SP2

UnderlyingPaymentStubEndDate

UnderlyingPaymentStubEndDate is a subcomponent of the UnderlyingPaymentStubGrp component used to specify the end date of the payment stub.

Tag Name Reqd Type Description Added Updated Deprecated
42984 UnderlyingPaymentStubEndDateUnadjusted LocalMktDate The unadjusted stub end date. FIX.5.0SP2
42985 UnderlyingPaymentStubEndDateBusinessDayConvention int When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this payment stub instance. FIX.5.0SP2
UnderlyingPaymentStubEndDateBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this payment stub instance. FIX.5.0SP2
42986 UnderlyingPaymentStubEndDateRelativeTo int Specifies the anchor date when the stub end date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42987 UnderlyingPaymentStubEndDateOffsetPeriod int Conditionally required when UnderlyingPaymentStubEndDateOffsetUnit(42988) is specified. FIX.5.0SP2
42988 UnderlyingPaymentStubEndDateOffsetUnit String Conditionally required when UnderlyingPaymentStubEndDateOffsetPeriod(42987) is specified. FIX.5.0SP2
42989 UnderlyingPaymentStubEndDateOffsetDayType int Specifies the day type of the relative stub end date offset. FIX.5.0SP2
42990 UnderlyingPaymentStubEndDateAdjusted LocalMktDate The adjusted stub end date. FIX.5.0SP2

UnderlyingPaymentStubEndDateBusinessCenterGrp

UnderlyingPaymentStubEndDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStubEndDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.

Tag Name Reqd Type Description Added Updated Deprecated
42991 NoUnderlyingPaymentStubEndDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒42992 UnderlyingPaymentStubEndDateBusinessCenter String Required if NoUnderlyingPaymentStubEndDateBusinessCenters(42991) > 0. FIX.5.0SP2

UnderlyingPaymentStubStartDate

UnderlyingPaymentStubStartDate is a subcomponent of the UnderlyingPaymentStubGrp component used to specify the start date of the payment stub.

Tag Name Reqd Type Description Added Updated Deprecated
42993 UnderlyingPaymentStubStartDateUnadjusted LocalMktDate The unadjusted stub start date. FIX.5.0SP2
42994 UnderlyingPaymentStubStartDateBusinessDayConvention int When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this payment stub instance. FIX.5.0SP2
UnderlyingPaymentStubStartDateBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this payment stub instance. FIX.5.0SP2
42995 UnderlyingPaymentStubStartDateRelativeTo int Specifies the anchor date when the stub start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
42996 UnderlyingPaymentStubStartDateOffsetPeriod int Conditionally required when UnderlyingPaymentStubStartDateOffsetUnit(42997) is specified. FIX.5.0SP2
42997 UnderlyingPaymentStubStartDateOffsetUnit String Conditionally required when UnderlyingPaymentStubStartDateOffsetPeriod(42996) is specified. FIX.5.0SP2
42998 UnderlyingPaymentStubStartDateOffsetDayType int Specifies the day type of the relative stub start date offset. FIX.5.0SP2
42999 UnderlyingPaymentStubStartDateAdjusted LocalMktDate The adjusted stub start date. FIX.5.0SP2

UnderlyingPaymentStubStartDateBusinessCenterGrp

UnderlyingPaymentStubStartDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingPaymentStubStartDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.

Tag Name Reqd Type Description Added Updated Deprecated
43000 NoUnderlyingPaymentStubStartDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒43001 UnderlyingPaymentStubStartDateBusinessCenter String Required if NoUnderlyingPaymentStubStartDateBusinessCenters(43000) > 0. FIX.5.0SP2

UnderlyingRateSpreadSchedule

UnderlyingRateSpreadSchedule is a subcomponent of UnderlyingInstrument used to specify the rate spread schedule for a basket underlier.

Tag Name Reqd Type Description Added Updated Deprecated
43004 UnderlyingRateSpreadInitialValue float Specifies the initial rate spread for a basket underlier. FIX.5.0SP2
UnderlyingRateSpreadStepGrp FIX.5.0SP2

UnderlyingRateSpreadStepGrp

UnderlyingRateSpreadStepGrp is a repeating subcomponent of UnderlyingRateSpreadSchedule used to specify the step dates and amounts of a basket spread schedule.

Tag Name Reqd Type Description Added Updated Deprecated
43005 NoUnderlyingRateSpreadSteps NumInGroup Number of entries in the repeating group. FIX.5.0SP2
⇒43006 UnderlyingRateSpreadStepDate LocalMktDate Required if NoUnderlyingRateSpreadSteps(43005) > 0. FIX.5.0SP2
⇒43007 UnderlyingRateSpreadStepValue float Required if NoUnderlyingRateSpreadSteps(43005) > 0. FIX.5.0SP2

UnderlyingReturnRateDateGrp

UnderlyingReturnRateDateGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the equity and dividend valuation dates for an equity return swap payment stream.

Tag Name Reqd Type Description Added Updated Deprecated
43008 NoUnderlyingReturnRateDates NumInGroup Number of iterations in the return rate date repeating group. FIX.5.0SP2
⇒43009 UnderlyingReturnRateDateMode int Required if NoUnderlyingReturnRateDates(43008) > 0. FIX.5.0SP2
⇒UnderlyingReturnRateValuationDateGrp FIX.5.0SP2
⇒43010 UnderlyingReturnRateValuationDateRelativeTo int Specifies the anchor date when the return rate valuation dates are relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
⇒43011 UnderlyingReturnRateValuationDateOffsetPeriod int Conditionally required when UnderlyingReturnRateValuationDateOffsetUnit(43012) is specified. FIX.5.0SP2
⇒43012 UnderlyingReturnRateValuationDateOffsetUnit String Conditionally required when UnderlyingReturnRateValuationDateOffsetPeriod(43011) is specified. FIX.5.0SP2
⇒43013 UnderlyingReturnRateValuationDateOffsetDayType int Specifies the day type of the relative return rate valuation date offset. FIX.5.0SP2
⇒43014 UnderlyingReturnRateValuationStartDateUnadjusted LocalMktDate The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2
⇒43015 UnderlyingReturnRateValuationStartDateRelativeTo int Specifies the anchor date when the return rate valuation start date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
⇒43016 UnderlyingReturnRateValuationStartDateOffsetPeriod int Conditionally required when UnderlyingReturnRateValuationStartDateOffsetUnit(43017) is specified. FIX.5.0SP2
⇒43017 UnderlyingReturnRateValuationStartDateOffsetUnit String Conditionally required when UnderlyingReturnRateValuationStartDateOffsetPeriod(43016) is specified. FIX.5.0SP2
⇒43018 UnderlyingReturnRateValuationStartDateOffsetDayType int Specifies the day type of the relative return rate valuation start date offset. FIX.5.0SP2
⇒43019 UnderlyingReturnRateValuationStartDateAdjusted LocalMktDate The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2
⇒43020 UnderlyingReturnRateValuationEndDateUnadjusted LocalMktDate The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2
⇒43021 UnderlyingReturnRateValuationEndDateRelativeTo int Specifies the anchor date when the return rate valuation end date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
⇒43022 UnderlyingReturnRateValuationEndDateOffsetPeriod int Conditionally required when UnderlyingReturnRateValuationEndDateOffsetUnit(43023) is specified. FIX.5.0SP2
⇒43023 UnderlyingReturnRateValuationEndDateOffsetUnit String Conditionally required when UnderlyingReturnRateValuationEndDateOffsetPeriod(43022) is specified. FIX.5.0SP2
⇒43024 UnderlyingReturnRateValuationEndDateOffsetDayType int Specifies the day type of the relative return rate valuation end date offset. FIX.5.0SP2
⇒43025 UnderlyingReturnRateValuationEndDateAdjusted LocalMktDate The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. FIX.5.0SP2
⇒43026 UnderlyingReturnRateValuationFrequencyPeriod int Conditionally required when UnderlyingReturnRateValuationFrequencyUnit(43027) is specified. FIX.5.0SP2
⇒43027 UnderlyingReturnRateValuationFrequencyUnit String Conditionally required when UnderlyingReturnRateValuationFrequencyPeriod(43026) is specified. FIX.5.0SP2
⇒43028 UnderlyingReturnRateValuationFrequencyRollConvention String When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the return rate dates. FIX.5.0SP2
⇒43029 UnderlyingReturnRateValuationDateBusinessDayConvention int When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream return rate valuation dates. FIX.5.0SP2
⇒UnderlyingReturnRateValuationDateBusinessCenterGrp When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream return rate valuation dates. FIX.5.0SP2

UnderlyingReturnRateFXConversionGrp

UnderlyingReturnRateFXConversionGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the FX conversion rates for an equity return swap payment stream.

Tag Name Reqd Type Description Added Updated Deprecated
43030 NoUnderlyingReturnRateFXConversions NumInGroup Number of iterations in the return rate FX conversion repeating group. FIX.5.0SP2
⇒43031 UnderlyingReturnRateFXCurrencySymbol String Required if NoUnderlyingReturnRateFXConversions(43030) > 0. FIX.5.0SP2
⇒43032 UnderlyingReturnRateFXRate float Required if NoUnderlyingReturnRateFXConversions(43030) > 0. FIX.5.0SP2
⇒43033 UnderlyingReturnRateFXRateCalc char Specifies whether UnderlyingReturnRateFXRate(43032) should be multiplied or divided. FIX.5.0SP2

UnderlyingReturnRateGrp

UnderlyingReturnRateGrp is a repeating subcomponent within the PaymentStreamFloatingRate component. It is used to specify the multiple return rates for an equity return swap payment stream.

Tag Name Reqd Type Description Added Updated Deprecated
43034 NoUnderlyingReturnRates NumInGroup Number of iterations in the return rate repeating group. FIX.5.0SP2
⇒43035 UnderlyingReturnRatePriceSequence int Required if NoUnderlyingReturnRates(43034) > 0. FIX.5.0SP2
⇒43036 UnderlyingReturnRateCommissionBasis char Specifies the basis or unit used to calculate the commission. FIX.5.0SP2
⇒43037 UnderlyingReturnRateCommissionAmount Amt The commission amount. FIX.5.0SP2
⇒43038 UnderlyingReturnRateCommissionCurrency Currency If not specified, this is defaulted to the reporting currency. FIX.5.0SP2
⇒43039 UnderlyingReturnRateTotalCommissionPerTrade Amt The total commission per trade. FIX.5.0SP2
⇒43040 UnderlyingReturnRateDeterminationMethod String Specifies the method by which the underlier prices are determined.
See http://www.fpml.org/coding-scheme/determination-method for values. 		FIX.5.0SP2
⇒UnderlyingReturnRatePriceGrp FIX.5.0SP2
⇒UnderlyingReturnRateFXConversionGrp FIX.5.0SP2
⇒43041 UnderlyingReturnRateAmountRelativeTo int Specifies the reference amount when the return rate amount is relative to another amount in the trade.
See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts. 		FIX.5.0SP2
⇒43042 UnderlyingReturnRateQuoteMeasureType String Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc.
See http://www.fpml.org/coding-scheme/asset-measure for values. 		FIX.5.0SP2
⇒43043 UnderlyingReturnRateQuoteUnits String Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units.
See http://www.fpml.org/coding-scheme/price-quote-units for values. 		FIX.5.0SP2
⇒43044 UnderlyingReturnRateQuoteMethod int Specifies the type of quote used to determine the return rate of the swap. FIX.5.0SP2
⇒43045 UnderlyingReturnRateQuoteCurrency Currency Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code. FIX.5.0SP2
⇒43046 UnderlyingReturnRateQuoteCurrencyType String Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in.
See http://www.fpml.org/coding-scheme/reporting-currency-type for values. 		FIX.5.0SP2
⇒43047 UnderlyingReturnRateQuoteTimeType int Mutually exclusive with UnderlyingReturnRateQuoteTime(43048). FIX.5.0SP2
⇒43048 UnderlyingReturnRateQuoteTime LocalMktDate Mutually exclusive with UnderlyingReturnRateQuoteTimeType(43047). FIX.5.0SP2
⇒43049 UnderlyingReturnRateQuoteDate LocalMktDate The date when the quote is to be generated. FIX.5.0SP2
⇒43050 UnderlyingReturnRateQuoteExpirationTime LocalMktTime The time when the quote ceases to be valid. FIX.5.0SP2
⇒43051 UnderlyingReturnRateQuoteBusinessCenter String The business center calendar used for adjustments associated with UnderlyingReturnRateQuoteTimeType(43047) or UnderlyingReturnRateQuoteTime(43048) and UnderlyingReturnRateQuoteDate(43049), e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2
⇒43052 UnderlyingReturnRateQuoteExchange Exchange Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained. FIX.5.0SP2
⇒UnderlyingReturnRateInformationSourceGrp FIX.5.0SP2
⇒43053 UnderlyingReturnRateQuotePricingModel String Specifies the pricing model used to evaluate the underlying asset price.
See http://www.fpml.org/coding-scheme/pricing-model for values. 		FIX.5.0SP2
⇒43054 UnderlyingReturnRateCashFlowType String Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc.
See http://www.fpml.org/coding-scheme/cashflow-type for values. 		FIX.5.0SP2
⇒UnderlyingReturnRateDateGrp FIX.5.0SP2
⇒43055 UnderlyingReturnRateValuationTimeType int Mutually exclusive with UnderlyingReturnRateValuationTime(43056) FIX.5.0SP2
⇒43056 UnderlyingReturnRateValuationTime LocalMktTime Mutually exclusive with UnderlyingReturnRateValuationTimeType(43055). FIX.5.0SP2
⇒43057 UnderlyingReturnRateValuationTimeBusinessCenter String The business center calendar used for adjustments associated with UnderlyingReturnRateValuationTimeType(43055) or UnderlyingReturnRateValuationTime(43056) , e.g. "GBLO".
See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. 		FIX.5.0SP2
⇒43058 UnderlyingReturnRateValuationPriceOption int Indicates whether an ISDA price option applies, and if applicable which type of price. FIX.5.0SP2
⇒43059 UnderlyingReturnRateFinalPriceFallback int Specifies the fallback provision for the hedging party in the determination of the final price. FIX.5.0SP2

UnderlyingReturnRateInformationSourceGrp

UnderlyingReturnRateInformationSourceGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the information sources for equity prices and FX rates for an equity return swap payment stream.

Tag Name Reqd Type Description Added Updated Deprecated
43060 NoUnderlyingReturnRateInformationSources NumInGroup Number of iterations in the return rate information source repeating group. FIX.5.0SP2
⇒43061 UnderlyingReturnRateInformationSource int Required if NoUnderlyingReturnRateInformationSources(43060) > 0. FIX.5.0SP2
⇒43062 UnderlyingReturnRateReferencePage String Identifies the reference "page" from the rate source.
For FX, the reference page to the spot rate to be used for the reference FX spot rate.
When UnderlyingReturnRateInformationSource(43061) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions.
See: http://www.fpml.org/coding-scheme/settlement-rate-option 		FIX.5.0SP2
⇒43063 UnderlyingReturnRateReferencePageHeading String Identifies the page heading from the rate source. FIX.5.0SP2

UnderlyingReturnRatePriceGrp

UnderlyingReturnRatePriceGrp is a repeating subcomponent within the UnderlyingReturnRateGrp component. It is used to specify the return rate prices for an equity return swap payment stream.

Tag Name Reqd Type Description Added Updated Deprecated
43064 NoUnderlyingReturnRatePrices NumInGroup Number of iterations in the return rate price repeating group. FIX.5.0SP2
⇒43065 UnderlyingReturnRatePriceBasis int Required if NoUnderlyingReturnRatePrices(43064) > 0. FIX.5.0SP2
⇒43066 UnderlyingReturnRatePrice Price Specifies the price of the underlying swap asset. FIX.5.0SP2
⇒43067 UnderlyingReturnRatePriceCurrency Currency Specifies the currency of the price of the underlying swap asset. Uses ISO 4217 currency codes. FIX.5.0SP2
⇒43068 UnderlyingReturnRatePriceType int Specifies whether the UnderlyingReturnRatePrice(43066) is expressed in absolute or relative terms. FIX.5.0SP2

UnderlyingReturnRateValuationDateBusinessCenterGrp

UnderlyingReturnRateValuationDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingReturnRateValuationDateGrp component. It is used to specify the valuation date business center adjustments for an equity return swap payment stream.

Tag Name Reqd Type Description Added Updated Deprecated
43069 NoUnderlyingReturnRateValuationDateBusinessCenters NumInGroup Number of iterations in the return rate valuation date business center repeating group. FIX.5.0SP2
⇒43070 UnderlyingReturnRateValuationDateBusinessCenter String Required if NoUnderlyingReturnRateValuationDateBusinessCenters(43069) > 0. FIX.5.0SP2

UnderlyingReturnRateValuationDateGrp

UnderlyingReturnRateValuationDateGrp is a repeating subcomponent within the UnderlyingReturnRateDateGrp component. It is used to specify the fixed valuation dates for an equity return swap payment stream.

Tag Name Reqd Type Description Added Updated Deprecated
43071 NoUnderlyingReturnRateValuationDates NumInGroup Number of iterations in the return rate valuation date repeating group. FIX.5.0SP2
⇒43072 UnderlyingReturnRateValuationDate LocalMktDate Required if NoUnderlyingReturnRateValuationDates(43071) > 0. FIX.5.0SP2
⇒43073 UnderlyingReturnRateValuationDateType int When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. FIX.5.0SP2

UnderlyingSettlMethodElectionDateBusinessCenterGrp

UnderlyingSettlMethodElectionDateBusinessCenterGrp is a repeating subcomponent within the UnderlyingSettlMethodElectionDate component. It is used to specify the set of business centers whose calendars drive the date adjustment. Used only to override the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.

Tag Name Reqd Type Description Added Updated Deprecated
43074 NoUnderlyingSettlMethodElectionDateBusinessCenters NumInGroup Number of business centers in the repeating group. FIX.5.0SP2
⇒43075 UnderlyingSettlMethodElectionDateBusinessCenter String Required if NoUnderlyingSettlMethodElectionDateBusinessCenters(43074) > 0. FIX.5.0SP2

UnderlyingSettlMethodElectionDate

The UnderlyingSettlMethodElectionDate component is a subcomponent within the UnderlyingOptionExercise component used to report the settlement method election date.

Tag Name Reqd Type Description Added Updated Deprecated
43076 UnderlyingSettlMethodElectionDateUnadjusted LocalMktDate The unadjusted settlement method election date. FIX.5.0SP2
43077 UnderlyingSettlMethodElectionDateBusinessDayConvention int When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to UnderlyingOptionExercise. FIX.5.0SP2
UnderlyingSettlMethodElectionDateBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to UnderlyingOptionExercise. FIX.5.0SP2
43078 UnderlyingSettlMethodElectionDateRelativeTo int Specifies the anchor date when the settlement method election date is relative to an anchor date.
See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. 		FIX.5.0SP2
43079 UnderlyingSettlMethodElectionDateOffsetPeriod int Conditionally required when UnderlyingSettlMethodElectionDateOffsetUnit(43080) is specified. FIX.5.0SP2
43080 UnderlyingSettlMethodElectionDateOffsetUnit String Conditionally required when UnderlyingSettlMethodElectionDateOffsetPeriod(43079) is specified. FIX.5.0SP2
43081 UnderlyingSettlMethodElectionDateOffsetDayType int Specifies the day type of the relative settlement method election date offset. FIX.5.0SP2
43082 UnderlyingSettlMethodElectionDateAdjusted LocalMktDate The adjusted settlement method election date. FIX.5.0SP2

TrdRegPublicationGrp

The TrdRegPublicationGrp component is used to express trade publication reasons that are required by regulatory agencies. Reasons may include deferrals, exemptions, waivers, etc.

Tag Name Reqd Type Description Added Updated Deprecated
2668 NoTrdRegPublications NumInGroup None FIX.5.0SP2
⇒2669 TrdRegPublicationType int Required if NoTrdRegPublications(2668) > 0.
Value SymbolicName Description Added Updated Deprecated
0 PreTradeTransparencyWaiver There are allowable waivers from the obligation to make public current bid/offer prices and trading depth. In the context of MiFIR, see Article 3 and Article 4. FIX.5.0SP2EP216
1 PostTradeDeferral There are allowable deferrals for the post-trade publication of trade transactions. In the context of MiFIR, see Article 7(1). FIX.5.0SP2EP216
2 ExemptFromPublication There are allowable exemptions for the post-trade publication of trade transactions. In the context of ESMA exemptions are specified in RTS 22 Annex I, Table 2, Field 65 and RTS 2 Article 14(1) and Article 15(1). FIX.5.0SP2EP228
FIX.5.0SP2
⇒2670 TrdRegPublicationReason int None
Value SymbolicName Description Added Updated Deprecated
0 NoBookOrderDueToAverageSpreadPrice Per MiFIR Article 4(1)(b)(i) the obligation to place a public order can be waived for transactions of liquid instruments on "systems that formalise negotiated transactions which are made within the current volume weighted spread reflected on the order book or the quotes of the market makers of the trading venue operating that system, subject to the conditions set out in Article 5" of MiFIR on volume caps. "Liquid markets" as per MiFIR Article 2(17)(b) are assessed by the regulator for the purposes of MiFIR Articles 4, 5 and 14. For ESMA RTS 1, RTS 6 and RTS 22 this is the waiver "NLIQ" flag. FIX.5.0SP2EP216 FIX.5.0SP2EP229
1 NoBookOrderDueToRefPrice Per MiFIR Article 4(1)(b)(ii) the obligation to place a public order can be waived for "negotiated transactions which are in an illiquid share, depositary receipt, ETF, certificate or other similar financial instrument that does not fall within the meaning of a liquid market, and are dealt within a percentage of a suitable reference price, being a percentage and a reference price set in advance by the system operator." For ESMA RTS 1, this is the "OILQ" flag. FIX.5.0SP2EP216 FIX.5.0SP2EP236
2 NoBookOrderDueToOtherConditions Per MiFIR Article 4(1)(b)(iii), the obligation to place a public order can be waived in "systems that formalise negotiated transactions which are subject to conditions other than the current market price of that financial instrument." For ESMA RTS1, RTS 6 and RTS 22 this is the waiver flag "PRIC". FIX.5.0SP2EP216 FIX.5.0SP2EP229
3 NoPublicPriceDueToRefPrice Per MiFIR Article 4(1)(a) the obligation to place a public order can be waived for "systems matching orders based on a trading methodology by which the price of the financial instrument is derived from the trading venue where that financial instrument was first admitted to trading or the most relevant market in terms of liquidity, where that reference price is widely published and is regarded by market participants as a reliable reference price." For ESMA RTS 1, RTS 6 and RTS 22 this is the waiver flag "RFPT". FIX.5.0SP2EP216 FIX.5.0SP2EP229
4 NoPublicPriceDueToIlliquid According to MiFIR Article 4(1)(b)(ii) and Article 14(1) the obligation to publish the quote prior to closing the trade may be waived if it was made in an illiquid instrument. However, according to MiFIR Article 14(1) and Article 18(2), systematic internalisers shall still disclose quotes to their clients upon request. This obligation may also be waived in case of bonds, structured finance products, emission allowances and derivatives. For ESMA RTS 1, RTS 2, RTS 6 and RTS 22 this is the waiver flag "ILQD". FIX.5.0SP2EP216 FIX.5.0SP2EP229
5 NoPublicPriceDueToOrderSize In the context of ESMA, as per MiFIR Article 4(1)(c) and Article 14(2), the systematic internaliser was not obliged to quote prior to closing the trade as the trade was above the standard market size. In accordance to MiFIR Article 9(1)(b) and Article 18(10), market operators, investment firms and systematic internalisers may be waived, in accordance to guidance from the Competent Authorities, from making public prices for derivative instruments which are above a side specific to the instrument. For ESMA RTS 1, RTS 2, RTS 6 and RTS 22 this is the waiver flag "SIZE". FIX.5.0SP2EP216 FIX.5.0SP2EP229
6 DeferralDueToLargeInScale Per MiFID Article 14, publication deferral is permitted if the transaction is large in scale compared to a standard market size, as set in RTS 1/Annex II (thresholds for "large in scale") and RTS 2/Annex III ("LIS and SSTI thresholds"). For ESMA RTS 1 and RTS 2, this is the "LRGS" flag. FIX.5.0SP2EP216 FIX.5.0SP2EP229
7 DeferralDueToIlliquid Publication deferral is permitted if the transaction's instrument is illiquid, as defined by regulator's stipulation. For ESMA RTS 2, this is the "ILQD" flag. FIX.5.0SP2EP216
8 DeferralDueToSizeSpecific Per MiFIR Article 11, publication deferral is permitted if the transaction is greater than the stipulated 'Size Specific to the financial instrument' threshold. For ESMA RTS 2, this is the "SIZE" flag. FIX.5.0SP2EP216 FIX.5.0SP2EP229
9 NoPublicPriceDueToLargeInScale In the context of ESMA, as per MiFIR Article 4(1)(c) and Article 9(1)(a), the trading venue was not obliged to quote prior to closing the trade as the order size was above normal market size. FIX.5.0SP2EP228
10 NoPublicPriceSizeDueToOrderHidden In the ccontext of ESMA, as per MiFIR Article 4(1)(d) and Article 9(1)(a), a transaction arising from an order that was not fully pre-trade transparent due to all or part of it being held in a trading venue order management facility, such as a reserve order. FIX.5.0SP2EP228
11 ExemptedDueToSecuritiesFinancingTransaction Per ESMA RTS 22, Annex I, Table 2, Field 65: a transaction which "falls within the scope of activity but is exempted from reporting under Securities Financing Transaction Regulation". FIX.5.0SP2EP228
12 ExemptedDueToESCBPolicyTransaction Per ESMA RTS2, Article 14(1), and Article 15(1): "A transaction shall be considered to be entered into by a member of the European System of Central Banks (ESCB) in performance of monetary, foreign exchange and financial stability policy [is exempted from publication] … [The regulation] shall not apply to the following types of transaction entered into by a member of the ESCB for the performance of one of the tasks referred to in Article 14: transaction entered into for the management of its own funds; transaction entered into for administrative purposes or for the staff of the member of the ESCB which include transactions conducted in the capacity as administrator of a pension scheme for its staff; transactions entered into for its investment portfolio pursuant to obligations under national law." FIX.5.0SP2EP228
FIX.5.0SP2

OrderAttributeGrp

The OrderAttributeGrp component provides additional attributes about the order. Attributes included in this component are primarily "indicators" that may be associated with regulatory requirements and are typically not part of normal trading activities.

Tag Name Reqd Type Description Added Updated Deprecated
2593 NoOrderAttributes NumInGroup Number of order attribute entries. FIX.5.0SP2
⇒2594 OrderAttributeType int Required if NoOrderAttributes(2593) > 0.
Value SymbolicName Description Added Updated Deprecated
0 AggregatedOrder In the context of ESMA RTS 24 Article 2(3), when OrderAttributeValue(2595)=Y, it signifies that the order consists of several orders aggregated together. This maps to ESMA RTS value "AGGR". FIX.5.0SP2EP222
1 PendingAllocation In the context of ESMA RTS 24 Article 2(2), when OrderAttributeValue(2595)=Y, it signifies that the order submitter "is authorized under the legislation of a Member State to allocate an order to its client following submission of the order to the trading venue and has not yet allocated the order to its client at the time of the submission of the order". This maps to ESMA RTS value "PNAL". FIX.5.0SP2EP222
2 LiquidityProvisionActivityOrder In the context of ESMA RTS 24 Article 3, when OrderAttributeValue(2595)=Y, it signifies that the order was submitted "as part of a market making strategy pursuant to Articles 17 and 18 of Directive 2014/65/EU, or is submitted as part of another activity in accordance with Article 3" (of RTS 24). FIX.5.0SP2EP222
3 RiskReductionOrder In the context of ESMA RTS 22 Article 4(2)(i), when OrderAttributeValue(2595)=Y, it signifies that the commodity derivative order is a transaction "to reduce risk in an objectively measurable way in accordance with Article 57 of Directive 2014/65/EU". FIX.5.0SP2EP222
4 AlgorithmicOrder When OrderAttributeValue(2595)=Y, it signifies the order submitted to the dealer/investment firm resulted from an algorithm. FIX.5.0SP2EP222
5 SystemicInternaliserOrder When OrderAttributeValue(2595)=Y, it signifies the order is submitted by a systematic internaliser. FIX.5.0SP2EP222
6 AllExecutionsSubmittedToAPA All executions from this order that may need to be trade reported by the order submitter under MiFID II rules will be submitted by the order receiver on the submitter's behalf to the Approved Publication Arrangement (APA) facility specified in OrderAttributeValue(2595). ESMA RTS 1. FIX.5.0SP2EP228
7 OrderExecutionInstructedByClient In the context of ESMA RTS 22, Annex I, Table 2, Field 59, when OrderAttributeValue(2595)=Y, it signifies that the execution (e.g. the details of the trade including the venue of execution) was instructed by a client or by another person from outside the Investment Firm but within the same group (Field 59 'CLIENT' in ESMA 2016-1452 Guidelines). FIX.5.0SP2EP228
8 LargeInScale In the context of MiFIR Article 4(1)(c) and Article 9(1)(a), when OrderAttributeValue(2595)=Y, it signifies that the order size is above normal market size.
In the context of MiFIR Article 4(1)(c) and Article 9(1)(a), when OrderAttributeValue(2595)=Y, it signifies that the order is large in scale compared to normal market size.		 FIX.5.0SP2EP228
9 Hidden In the context of MiFIR Article 4(1)(d) and Article 9(1)(a), when OrderAttributeValue(2595)=Y, it signifies that the order is held in an order management facility of the trading venue pending disclosure. FIX.5.0SP2EP228
FIX.5.0SP2
⇒2595 OrderAttributeValue String Required if NoOrderAttributes(2593) > 0. FIX.5.0SP2

SideCollateralAmountGrp

The SideCollateralAmountGrp component block is a repeating group that provides the current value of the collateral type on deposit for a side of the trade report. The currency of the collateral value may be optionally included.

Tag Name Reqd Type Description Added Updated Deprecated
2691 NoSideCollateralAmounts NumInGroup Number of side collateral amount entries. FIX.5.0SP2
⇒2702 SideCurrentCollateralAmount Amt Required if NoSideCollateralAmounts(2691) > 0. FIX.5.0SP2
⇒2695 SideCollateralCurrency Currency Can be used to specify the currency of SideCollateralAmount(2702) if Currency(15) is not specified or is not the same. FIX.5.0SP2
⇒2694 SideCollateralAmountType int The type of value in CurrentCollateralAmount(1704). FIX.5.0SP2
⇒2696 SideCollateralFXRate float Foreign exchange rate used to compute the SideCurrentCollateralAmount(2702) from the SideCollateralCurrency(2695) and the Currency(15). FIX.5.0SP2
⇒2697 SideCollateralFXRateCalc char Specifies whether or not SideCollateralFXRate(2696) should be multiplied or divided. FIX.5.0SP2
⇒2701 SideCollateralType String Type of collateral on deposit being reported. FIX.5.0SP2
⇒2693 SideCollateralAmountMarketSegmentID String Market segment associated with the collateral amount. FIX.5.0SP2
⇒2692 SideCollateralAmountMarketID String Market associated with the collateral amount. FIX.5.0SP2
⇒2703 SideHaircutIndicator Boolean Indicates, if "Y", that a stated valuation includes a haircut, e.g. that the stated value reflects the subtraction of the haircut. Note that a value of "N" does not imply a haircut is not applicable, only that the haircut (if any) is not reflected in the stated valuation. FIX.5.0SP2
⇒2700 SideCollateralPortfolioID String Identifier of the collateral portfolio when reporting on a portfolio basis. FIX.5.0SP2
⇒2699 SideCollateralPercentOverage Percentage Percentage of over-collateralization particularly when SideCollateralAmountType(2694) = 4 (Additional collateral value). FIX.5.0SP2
⇒2698 SideCollateralMarketPrice Price Market price of the collateral, either from market sources or pre-agreed by the counterparties. FIX.5.0SP2

QuoteAttributeGrp

The QuoteAttributeGrp component provides additional attributes about the quote. Attributes included in this component are primarily "indicators" that may be associated with regulatory requirements and are typically not part of normal trading activities.

Tag Name Reqd Type Description Added Updated Deprecated
2706 NoQuoteAttributes NumInGroup Number of quote attributes entries. FIX.5.0SP2
⇒2707 QuoteAttributeType int Required if NoQuoteAttributes(2706) > 0.
Value SymbolicName Description Added Updated Deprecated
0 QuoteAboveStandardMarketSize In the context of ESMA pre-trade transparency under MiFIR to make prices public, the quote size is above standard market size, therefore the price is not made public. Applicable for cash equities instruments. FIX.5.0SP2EP229
1 QuoteAboveSpecificInstrumentSize In the context of ESMA pre-trade transparency under MiFID to make public prices, the quote size is above the size specific to the instrument, therefore the price is not or will not be made public. Applicable for non-cash equities instruments. FIX.5.0SP2EP229
2 QuoteApplicableForLiquidtyProvisionActivity In the context of ESMA RTS 24 Article 3, when QuoteAttributeValue(2708)=Y, it signifies that the quote was submitted "as part of a market making strategy pursuant to Articles 17 and 18 of Directive 2014/65/EU, or is submitted as part of another activity in accordance with Article 3" (of RTS 24). FIX.5.0SP2EP229
FIX.5.0SP2
⇒2708 QuoteAttributeValue String Required if NoQuoteAttributes(2706) > 0. FIX.5.0SP2

PriceQualifierGrp

Tag Name Reqd Type Description Added Updated Deprecated
2709 NoPriceQualifiers NumInGroup Number of price qualifiers in the repeating group. FIX.5.0SP2
⇒2710 PriceQualifier int Required if NoPriceQualifiers(2709) > 0.
Value SymbolicName Description Added Updated Deprecated
0 AccruedInterestIsFactored The price is either "dirty" or the security is in default or soon to be defaulted. I.e. on fill there will be no separate accrued interest amount. This is often called a "flat" price. FIX.5.0SP2EP230
1 TaxIsFactored The security's price includes applicable taxes, e.g. Japanese government bonds. FIX.5.0SP2EP230
2 BondAmortizationIsFactored The security's price includes the effect of bond amortization or a floating rate index. For example this qualifier would apply to the normal pricing of index-linked UK gilt bonds but not to US or EU index-linked bonds. FIX.5.0SP2EP230
FIX.5.0SP2

IndexRollMonthGrp

Used for specifying multiple roll months in a given year for an index.

Tag Name Reqd Type Description Added Updated Deprecated
2734 NoIndexRollMonths NumInGroup Number of instances of the index roll month. FIX.5.0SP2
⇒2733 IndexRollMonth String Required if NoIndexRollMonths(2734) > 0. FIX.5.0SP2

ReferenceDataDateGrp

Used to carry the different date-time stamps related to the reference data entry.

Tag Name Reqd Type Description Added Updated Deprecated
2746 NoReferenceDataDates NumInGroup Number of instances of reference data dates. FIX.5.0SP2
⇒2747 ReferenceDataDate UTCTimestamp Required if NoReferenceDataDates(2746) > 0. FIX.5.0SP2
⇒2748 ReferenceDataDateType int Reference data entry's date-time type.
Value SymbolicName Description Added Updated Deprecated
0 AdmitToTradeRequestDate In the context of MiFID II ESMA RTS 23 this is defined as "Date and time the issuer has approved admission to trading or trading in its financial instruments on a trading venue." (Reference: Annex I Table 3 Field 9) FIX.5.0SP2EP235
1 AdmitToTradeApprovalDate In the context of MiFID II ESMA RTS 23 this is defined as "Date and time of the request for admission to trading on the trading venue." (Reference: Annex I Table 3 Field 10) FIX.5.0SP2EP235
2 AdmitToTradeOrFirstTradeDate In the context of MiFID II ESMA RTS 23 this is defined as "Date and time of the admission to trading on the trading venue or the date and time when the instrument was first traded or an order or quote was first received by the trading venue." (Reference: Annex I Table 3 Field 11) FIX.5.0SP2EP235
3 TerminationDate In the context of MiFID II ESMA RTS 23 this is defined as "Where available, the date and time when the financial instrument ceases to be traded or to be admitted to trading on the trading venue." (Reference: Annex I Table 3 Field 12) FIX.5.0SP2EP235
FIX.5.0SP2

FloatingRateIndex

Used to identify the rate index for a floating rate coupon.

Tag Name Reqd Type Description Added Updated Deprecated
2731 FloatingRateIndexID String Conditionally required when FloatingRateIndexIDSource(2732) is specified. FIX.5.0SP2
2732 FloatingRateIndexIDSource String Conditionally required when FloatingRateIndexID(2731) is specified. FIX.5.0SP2
2730 FloatingRateIndexCurveUnit String Conditionally required when FloatingRateIndexCurvePeriod(2728) is specified. FIX.5.0SP2
2728 FloatingRateIndexCurvePeriod int Conditionally required when FloatingRateIndexCurveUnit(2730) is specified. FIX.5.0SP2
2729 FloatingRateIndexCurveSpread PriceOffset Spread from the floating rate index. FIX.5.0SP2

AveragePriceDetail

The AveragePriceDetail component provides average pricing details in a trade report, including the average pricing model and the start and end times of averaging period.

Tag Name Reqd Type Description Added Updated Deprecated
2763 AveragePriceType int The average pricing model used for block trades.
Value SymbolicName Description Added Updated Deprecated
0 TimeWeightedAveragePrice TWAP is the simple average price of a security over a specified time without regard to the volume traded. FIX.5.0SP2EP240
1 VolumeWeightedAveragePrice VWAP is the sum of the currency amount traded for all trades in the averaging group (price times quantity) divided by the total quantity. FIX.5.0SP2EP240
2 PercentOfVolumeAvveragePrice POV is the sum of the currency amount traded for all trades executed as part of an order intended to purchase a specified percentage of the total volume of an instrument, divided by the total quantity. FIX.5.0SP2EP240
3 LimitOrderAveragePrice The limit order average price is the currency amount of all trades executed to fill a limit order, divided by the total quantity. FIX.5.0SP2EP240
FIX.5.0SP2
2764 AveragePriceStartTime UTCTimestamp Required if AveragePriceType(2763)=2 (Percent of volume average price) or 0 (Time weighted average price). FIX.5.0SP2
2765 AveragePriceEndTime UTCTimestamp Required if AveragePriceType(2763)=2 (Percent of volume average price) or 0 (Time weighted average price). FIX.5.0SP2

MatchExceptionGrp

The MatchExceptionGrp component details the matching exceptions and variances identified during the matching process based on the defined matching criteria and tolerances.

Tag Name Reqd Type Description Added Updated Deprecated
2772 NoMatchExceptions NumInGroup Number of match exceptions in the repeating group. FIX.5.0SP2
⇒2773 MatchExceptionType int Required if NoMatchExceptions(2772) > 0.
Value SymbolicName Description Added Updated Deprecated
0 NoMatchingConfirmation No matching confirmation FIX.5.0SP2EP246
1 NoMatchingAllocation No matching allocation FIX.5.0SP2EP246
2 AllocationDataElementMissing Allocation data element missing FIX.5.0SP2EP246
3 ConfirmationDataElementMissing Confirmation data element missing FIX.5.0SP2EP246
4 DataDifferenceNotWithinTolerance Data difference not within tolerance FIX.5.0SP2EP246
5 MatchWithinTolerance Match within tolerance FIX.5.0SP2EP246
99 Other Other FIX.5.0SP2EP246
FIX.5.0SP2
⇒2774 MatchExceptionElementType int Required if NoMatchExceptions(2772) > 0.
Value SymbolicName Description Added Updated Deprecated
1 AccruedInterest Accrued interest FIX.5.0SP2EP246
2 DealPrice Deal price FIX.5.0SP2EP246
3 TradeDate Tolerance not applicable FIX.5.0SP2EP246
4 SettlementDate Tolerance not applicable FIX.5.0SP2EP246
5 SideIndicator Tolerance not applicable FIX.5.0SP2EP246
6 TradedCurrency Tolerance not applicable FIX.5.0SP2EP246
7 AccountID Tolerance not applicable FIX.5.0SP2EP246
8 ExecutingBrokerID Tolerance not applicable FIX.5.0SP2EP246
9 SettlementCurrencyAndAmount Settlement currency and amount FIX.5.0SP2EP246
10 InvestmentManagerID Tolerance not applicable FIX.5.0SP2EP246
11 NetAmount Net amount FIX.5.0SP2EP246
12 PlaceOfSettlement Tolerance not applicable FIX.5.0SP2EP246
13 Commissions Commissions FIX.5.0SP2EP246
14 SecurityIdentifier Tolerance not applicable FIX.5.0SP2EP246
15 QualityAllocated Quantity allocated FIX.5.0SP2EP246
16 Principal Principal FIX.5.0SP2EP246
17 Fees Fees FIX.5.0SP2EP246
18 Tax Tax FIX.5.0SP2EP246
FIX.5.0SP2
⇒2775 MatchExceptionElementName String The matching exception data point name, for example: "Trade currency". This may be used for display purposes, providing a corresponding description for the value in MatchExceptionElementType(2774). FIX.5.0SP2
⇒2776 MatchExceptionAllocValue String The allocating party's data value used in the match operation. FIX.5.0SP2
⇒2777 MatchExceptionConfirmValue String The confirming party's data value used in the match operation. FIX.5.0SP2
⇒2778 MatchExceptionToleranceValue float The data element's tolerance value. Omitted if no tolerance is allowed or not applicable. FIX.5.0SP2
⇒2779 MatchExceptionToleranceValueType int The type of value in MatchExceptionToleranceValue(2778). Omitted if no tolerance is allowed or not applicable.
Value SymbolicName Description Added Updated Deprecated
1 FixedAmount Default if not specified FIX.5.0SP2EP246
2 Percentage Percentage FIX.5.0SP2EP246
FIX.5.0SP2
⇒2780 MatchExceptionText String Description of the exception. FIX.5.0SP2
⇒2797 EncodedMatchExceptionTextLen Length Must be set if EncodedMatchExceptionText(2780) field is specified and must immediately precede it. FIX.5.0SP2
⇒2798 EncodedMatchExecptionText data Encoded (non-ASCII characters) representation of the MatchExceptionText(2780) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2

MatchingDataPointGrp

The MatchingDataPointGrp component details all the trade attributes and tolerances used for trade matching.

Tag Name Reqd Type Description Added Updated Deprecated
2781 NoMatchingDataPoints ✔ NumInGroup Number of matching data points in the repeating group. FIX.5.0SP2
⇒2782 MatchingDataPointIndicator int Required if NoMatchingDataPoints(2781) > 0.
Value SymbolicName Description Added Updated Deprecated
1 Mandatory Mandatory FIX.5.0SP2EP246
2 Optional Optional FIX.5.0SP2EP246
FIX.5.0SP2
⇒2783 MatchingDataPointValue String Required if NoMatchingDataPoints(2781) > 0. FIX.5.0SP2
⇒2784 MatchingDataPointType int Required if NoMatchingDataPoints(2781) > 0. FIX.5.0SP2
⇒2785 MatchingDataPointName String The matching data point name, for example: "Trade currency". This may be used for display purposes, providing a corresponding description for the value in MatchingDataPointType(2784). FIX.5.0SP2

OrderAggregationGrp

Identifies the orders being aggregated together.

Tag Name Reqd Type Description Added Updated Deprecated
73 NoOrders NumInGroup Indicates number of orders to be combined for average pricing and allocation. FIX.5.0SP2
⇒11 ClOrdID String Required if NoOrders(73) > 0. FIX.5.0SP2
⇒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.5.0SP2
⇒38 OrderQty Qty Required if NoOrders(73) > 0. FIX.5.0SP2
⇒799 OrderAvgPx Price Average price for a specific order FIX.5.0SP2

ExecutionAggregationGrp

Identifies the fills being aggregated together.

Tag Name Reqd Type Description Added Updated Deprecated
124 NoExecs NumInGroup Number of executions or trades. FIX.5.0SP2
⇒32 LastQty Qty Required if NoExecs(124) > 0 FIX.5.0SP2
⇒17 ExecID String Either ExecID(17) or TradeID(1003) must be specified. FIX.5.0SP2
⇒1003 TradeID String Either ExecID(17) or TradeID(1003) must be specified. FIX.5.0SP2
⇒31 LastPx Price Price of this (last) fill. FIX.5.0SP2

PostTradePayment

This component specifies the details of a payment between the parties involved.

Tag Name Reqd Type Description Added Updated Deprecated
2824 PostTradePaymentType ✔ String Type of post-trade payment.
See ISITC "Payments Cash Purpose Codes" for list of payment type codes to use available at https://isitc.org/market-practices/reference-data-and-standards-market-practice and select "ISITC Classification Code List". 		FIX.5.0SP2
2817 PostTradePaymentAmount ✔ Amt The payment amount for the specified PostTradePaymentType(2824). FIX.5.0SP2
2818 PostTradePaymentCurrency Currency Specifies the currency in which PostTradePaymentAmount(2817) is denominated. Uses ISO 4271 currency codes. FIX.5.0SP2
2825 PostTradePaymentCalculationDate ✔ LocalMktDate Only PayRequestStuats(2813)=0 (Received) is applicable in this message. FIX.5.0SP2
2826 PostTradePaymentValueDate ✔ LocalMktDate The date the payment is legally confirmed to settle. FIX.5.0SP2
2827 PostTradePaymentFinalValueDate LocalMktDate The actual payment date in the event the payment differs from the date specified in PostTradePaymentValueDate(2826). FIX.5.0SP2
2819 PostTradePaymentDebitOrCredit ✔ int Payment side of this individual payment from the requesting firm's perspective.
Value SymbolicName Description Added Updated Deprecated
0 DebitPay Debit / Pay FIX.5.0SP2EP249
1 CreditReceive Credit / Receive FIX.5.0SP2EP249
FIX.5.0SP2
2816 PostTradePaymentAccount ✔ String The cash account on the books of the receiver of the request or the sender of the report to be debited or credited. FIX.5.0SP2
2821 PostTradePaymentID String The identifier for the individual payment. FIX.5.0SP2
2820 PostTradePaymentDesc String A short descriptive name given to the payment, e.g. Premium, Upfront, etc. The description may be used as reference. FIX.5.0SP2
2815 EncodedPostTradePaymentDescLen Length Must be set if EncodedPostTradePaymentDesc(2814) field is specified and must immediately precede it. FIX.5.0SP2
2814 EncodedPostTradePaymentDesc data Encoded (non-ASCII characters) representation of the PostTradePaymentDesc(2820) field in the encoded format specified via the MessageEncoding(347) field. FIX.5.0SP2
2822 PostTradePaymentLinkID String Used to link a group of payments together, e.g. cross-currency payments associated with a swap. FIX.5.0SP2
2823 PostTradePaymentStatus int Used when PayReportTransType(2804)=2 (Status) to report actual payment status from payment service (i.e. after payment or remittance instruction with payment service).
Value SymbolicName Description Added Updated Deprecated
0 New Payment is awaiting confirmation from the recipient. FIX.5.0SP2EP249
1 Initiated Payment is confirmed by the recipient and has been scheduled. FIX.5.0SP2EP249
2 Pending Payment has been instructed to the payment service but status is unknown.] FIX.5.0SP2EP249
3 Confirmed Payment is complete and confirmed by the payment service. FIX.5.0SP2EP249
4 Rejected Payment was rejected by the service. FIX.5.0SP2EP249
FIX.5.0SP2