FIX.4.3 - Fields sorted by Tag Number

TagField NameData TypeUnion DatatypeDescriptionAddedDepr.Enums from tag
1AccountString

Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.

FIX.2.7
2AdvIdString

Unique identifier of advertisement message.

(Prior to FIX 4.1 this field was of type int)

FIX.2.7
3AdvRefIDString

Reference identifier used with CANCEL and REPLACE transaction types.

(Prior to FIX 4.1 this field was of type int)

FIX.2.7
4AdvSidechar

Broker's side of advertised trade

FIX.2.7
5AdvTransTypeString

Identifies advertisement message transaction type

FIX.2.7
6AvgPxPrice

Calculated average price of all fills on this order.

FIX.2.7
7BeginSeqNoSeqNum

Message sequence number of first message in range to be resent

FIX.2.7
8BeginStringString

Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted)

FIX.2.7
9BodyLengthLength

Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted)

FIX.2.7
10CheckSumString

Three byte, simple checksum (see Volume 2: "Checksum Calculation" for description). ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing <SOH>, as the end-of-message delimiter. Always defined as three characters. (Always unencrypted)

FIX.2.7
11ClOrdIDString

Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID or OnBehalfOfCompID as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.

FIX.2.7
12CommissionAmt

Commission. Note if CommType is percentage, Commission of 5% should be represented as .05.

FIX.2.7
13CommTypechar

Commission type

FIX.2.7
14CumQtyQty

Total quantity (e.g. number of shares) filled.

(Prior to FIX 4.2 this field was of type int)

FIX.2.7
15CurrencyCurrency

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
16EndSeqNoSeqNum

Message sequence number of last message in range to be resent. If request is for a single message BeginSeqNo = EndSeqNo. If request is for all messages subsequent to a particular message, EndSeqNo = "0" (representing infinity).

FIX.2.7
17ExecIDString

Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) forExecType=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
18ExecInstMultipleValueString

(see Volume 1: "Glossary" for value definitions)

FIX.2.7
19ExecRefIDString

Reference identifier used with Cancel and Correct transaction types.

(Prior to FIX 4.1 this field was of type int)

FIX.2.7
21HandlInstchar

Instructions for order handling on Broker trading floor

FIX.2.7
22SecurityIDSourceString

Identifies class or source of the SecurityID value. Required if SecurityID is specified.

Values 100+ are reserved for private security identifications

FIX.2.7
23IOIidString

Unique identifier of IOI message.

(Prior to FIX 4.1 this field was of type int)

FIX.2.7
25IOIQltyIndchar

Relative quality of indication

FIX.2.7
26IOIRefIDString

Reference identifier used with CANCEL and REPLACE, transaction types.

(Prior to FIX 4.1 this field was of type int)

FIX.2.7
27IOIQtyString

Quantity (e.g. number of shares) in numeric form or relative size.

FIX.2.7
28IOITransTypechar

Identifies IOI message transaction type

FIX.2.7
29LastCapacitychar

Broker capacity in order execution

FIX.2.7
30LastMktExchange

Market of execution for last fill

Valid values:

See "Appendix 6-C"

FIX.2.7
31LastPxPrice

Price of this (last) fill.

FIX.2.7
32LastQtyQty

Quantity (e.g. shares) bought/sold on this (last) fill.

(Prior to FIX 4.2 this field was of type int)

FIX.2.7
33LinesOfTextNumInGroup

Identifies number of lines of text body

FIX.2.7
34MsgSeqNumSeqNum

Integer message sequence number.

FIX.2.7
35MsgTypeString

Defines message type. ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted)

Note: A "U" as the first character in the MsgType field (i.e. U1, U2, etc) indicates that the message format is privately defined between the sender and receiver.

FIX.2.7
36NewSeqNoSeqNum

New sequence number

FIX.2.7
37OrderIDString

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
38OrderQtyQty

Quantity ordered. This represents the number of shares for equities or based on normal convention the number of contracts for options, futures, convertible bonds, etc.

(Prior to FIX 4.2 this field was of type int)

FIX.2.7
39OrdStatuschar

Identifies current status of order.

*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***

(see Volume 1: "Glossary" for value definitions)

FIX.2.7
40OrdTypechar

Order type.

*** SOME VALUES HAVE BEEN DEPRECATED - See "Deprecated (Phased-out) Features and Supported Approach" ***

(see Volume 1: "Glossary" for value definitions)

FIX.2.7
41OrigClOrdIDString

ClOrdID of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests.

FIX.2.7
42OrigTimeUTCTimestamp

Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT"))

FIX.2.7
43PossDupFlagBoolean

Indicates possible retransmission of message with this sequence number

FIX.2.7
44PricePrice

Price per unit of quantity (e.g. per share)

FIX.2.7
45RefSeqNumSeqNum

Reference message sequence number

FIX.2.7
47Rule80Achar

*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" ***

Note that the name of this field is changing to "OrderCapacity" as Rule80A is a very US market-specific term. Other world markets need to convey similar information, however, often a subset of the US values. See the "Rule80A (aka OrderCapacity) Usage by Market" appendix for market-specific usage of this field.

FIX.2.7FIX.4.3
48SecurityIDString

Security identifier value of SecurityIDSource type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource.

FIX.2.7
49SenderCompIDString

Assigned value used to identify firm sending message.

FIX.2.7
50SenderSubIDString

Assigned value used to identify specific message originator (desk, trader, etc.)

FIX.2.7
52SendingTimeUTCTimestamp

Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.2.7
53QuantityQty

Overall/total quantity (e.g. number of shares)

(Prior to FIX 4.2 this field was of type int)

FIX.2.7
54Sidechar

Side of order

FIX.2.7
55SymbolString

Ticker symbol. Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)

FIX.2.7
56TargetCompIDString

Assigned value used to identify receiving firm.

FIX.2.7
57TargetSubIDString

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
58TextString

Free format text string

(Note: this field does not have a specified maximum length)

FIX.2.7
59TimeInForcechar

Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders.

(see Volume 1: "Glossary" for value definitions)

FIX.2.7
60TransactTimeUTCTimestamp

Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.2.7
61Urgencychar

Urgency flag

FIX.2.7
62ValidUntilTimeUTCTimestamp

Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.2.7
63SettlmntTypchar

Indicates order settlement period. If present, FutSettDate (64) overrides this field. If both SettlmntTyp (63) and FutSettDate (64) are omitted, the default for SettlmntTyp (63) is 0 (Regular)

Regular is defined as the default settlement period for the particular security on the exchange of execution.

FIX.2.7
64FutSettDateLocalMktDate

Specific date of trade settlement (SettlementDate) in YYYYMMDD format.

If present, this field overrides SettlmntTyp (63). This field is required if the value of SettlmntTyp (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlmntTyp (63) is 7 (When and If Issued)

(expressed in local time at place of settlement)

FIX.2.7
65SymbolSfxString

Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167).

Valid values:

As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory

FIX.2.7
66ListIDString

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
67ListSeqNoint

Sequence of individual order within list (i.e. ListSeqNo of TotNoOrds, 2 of 25, 3 of 25, . . . )

FIX.2.7
68TotNoOrdersint

Total number of list order entries across all messages. Should be the sum of all NoOrders in each message that has repeating list order entries related to the same ListID. Used to support fragmentation.

(Prior to FIX 4.2 this field was named "ListNoOrds")

FIX.2.7
69ListExecInstString

Free format text message containing list handling and execution instructions.

FIX.2.7
70AllocIDString

Unique identifier for allocation message.

(Prior to FIX 4.1 this field was of type int)

FIX.2.7
71AllocTransTypechar

Identifies allocation transaction type

*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***

FIX.2.7
72RefAllocIDString

Reference identifier to be used with AllocTransType=Replace or Cancel or with AllocType = "Sellside Calculated Using Preliminary".

(Prior to FIX 4.1 this field was of type int)

FIX.2.7
73NoOrdersNumInGroup

Indicates number of orders to be combined for average pricing and allocation.

FIX.2.7
74AvgPrxPrecisionint

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
75TradeDateLocalMktDate

Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).

FIX.2.7
77PositionEffectchar

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.

FIX.2.7
78NoAllocsNumInGroup

Number of repeating AllocAccount/AllocPrice entries.

FIX.2.7
79AllocAccountString

Sub-account mnemonic

FIX.2.7
80AllocQtyQty

Quantity to be allocated to specific sub-account

(Prior to FIX 4.2 this field was of type int)

FIX.2.7
81ProcessCodechar

Processing code for sub-account. Absence of this field in AllocAccount / AllocPrice/AllocQty / ProcessCode instance indicates regular trade.

FIX.2.7
82NoRptsNumInGroup

Total number of reports within series.

FIX.2.7
83RptSeqint

Sequence number of message within report series.

FIX.2.7
84CxlQtyQty

Total quantity canceled for this order.

(Prior to FIX 4.2 this field was of type int)

FIX.2.7
87AllocStatusint

Identifies status of allocation.

FIX.2.7
88AllocRejCodeint

Identifies reason for rejection.

FIX.2.7
89Signaturedata

Electronic signature

FIX.2.7
90SecureDataLenLength

Length of encrypted message

FIX.2.7
91SecureDatadata

Actual encrypted data stream

FIX.2.7
93SignatureLengthLength

Number of bytes in signature field.

FIX.2.7
94EmailTypechar

Email message type.

FIX.2.7
95RawDataLengthLength

Number of bytes in raw data field.

FIX.2.7
96RawDatadata

Unformatted raw data, can include bitmaps, word processor documents, etc.

FIX.2.7
97PossResendBoolean

Indicates that message may contain information that has been sent under another sequence number.

FIX.2.7
98EncryptMethodint

Method of encryption.

FIX.2.7
99StopPxPrice

Price per unit of quantity (e.g. per share)

FIX.2.7
100ExDestinationExchange

Execution destination as defined by institution when order is entered.

Valid values:

See "Appendix 6-C"

FIX.2.7
102CxlRejReasonint

Code to identify reason for cancel rejection.

FIX.2.7
103OrdRejReasonint

Code to identify reason for order rejection.

FIX.2.7
104IOIQualifierchar

Code to qualify IOI use.

FIX.3.0
106IssuerString

Company name of security issuer (e.g. International Business Machines)

see also Volume 7: "PRODUCT: FIXED INCOME - Euro Soverign Issuer Codes"

FIX.3.0
107SecurityDescString

Security description.

FIX.3.0
108HeartBtIntint

Heartbeat interval (seconds)

FIX.3.0
110MinQtyQty

Minimum quantity of an order to be executed.

(Prior to FIX 4.2 this field was of type int)

FIX.3.0
111MaxFloorQty

Maximum quantity (e.g. number of shares) within an order to be shown on the exchange floor at any given time.

(Prior to FIX 4.2 this field was of type int)

FIX.3.0
112TestReqIDString

Identifier included in Test Request message to be returned in resulting Heartbeat

FIX.3.0
113ReportToExchBoolean

Identifies party of trade responsible for exchange reporting.

FIX.3.0
114LocateReqdBoolean

Indicates whether the broker is to locate the stock in conjunction with a short sell order.

FIX.4.0
115OnBehalfOfCompIDString

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
116OnBehalfOfSubIDString

Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party

FIX.4.0
117QuoteIDString

Unique identifier for quote

FIX.4.0
118NetMoneyAmt

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
119SettlCurrAmtAmt

Total amount due expressed in settlement currency (includes the effect of the forex transaction)

FIX.4.0
120SettlCurrencyCurrency

Currency code of settlement denomination.

FIX.4.0
121ForexReqBoolean

Indicates request for forex accommodation trade to be executed along with security transaction.

FIX.4.0
122OrigSendingTimeUTCTimestamp

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
123GapFillFlagBoolean

Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent.

FIX.4.0
124NoExecsNumInGroup

No of execution repeating group entries to follow.

FIX.4.0
126ExpireTimeUTCTimestamp

Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.0
127DKReasonchar

Reason for execution rejection.

FIX.4.0
128DeliverToCompIDString

Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would be delivered in the TargetCompID field and the ultimate receiver firm ID in this field.

FIX.4.0
129DeliverToSubIDString

Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third party

FIX.4.0
130IOINaturalFlagBoolean

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.

FIX.4.0
131QuoteReqIDString

Unique identifier for quote request

FIX.4.0
132BidPxPrice

Bid price/rate

FIX.4.0
133OfferPxPrice

Offer price/rate

FIX.4.0
134BidSizeQty

Quantity of bid

(Prior to FIX 4.2 this field was of type int)

FIX.4.0
135OfferSizeQty

Quantity of offer

(Prior to FIX 4.2 this field was of type int)

FIX.4.0
136NoMiscFeesNumInGroup

Number of repeating groups of miscellaneous fees

FIX.4.0
137MiscFeeAmtAmt

Miscellaneous fee value

FIX.4.0
138MiscFeeCurrCurrency

Currency of miscellaneous fee

FIX.4.0
139MiscFeeTypechar

Indicates type of miscellaneous fee.

FIX.4.0
140PrevClosePxPrice

Previous closing price of security.

FIX.4.0
141ResetSeqNumFlagBoolean

Indicates that the both sides of the FIX session should reset sequence numbers.

FIX.4.1
142SenderLocationIDString

Assigned value used to identify specific message originator’s location (i.e. geographic location and/or desk, trader)

FIX.4.1
143TargetLocationIDString

Assigned value used to identify specific message destination’s location (i.e. geographic location and/or desk, trader)

FIX.4.1
144OnBehalfOfLocationIDString

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
145DeliverToLocationIDString

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
146NoRelatedSymNumInGroup

Specifies the number of repeating symbols specified.

FIX.4.1
147SubjectString

The subject of an Email message

FIX.4.1
148HeadlineString

The headline of a News message

FIX.4.1
149URLLinkString

A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html)

FIX.4.1
150ExecTypechar

Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus will always identify the current order status (i.e. Partially Filled)

*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***

FIX.4.1
151LeavesQtyQty

Quantity open for further execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty - CumQty.

(Prior to FIX 4.2 this field was of type int)

FIX.4.1
152CashOrderQtyQty

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) based upon this amount to be used for the actual order and subsequent messages.

FIX.4.1
153AllocAvgPxPrice

AvgPx for a specific AllocAccount

FIX.4.1
154AllocNetMoneyAmt

NetMoney for a specific AllocAccount

FIX.4.1
155SettlCurrFxRatefloat

Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency

FIX.4.1
156SettlCurrFxRateCalcchar

Specifies whether or not SettlCurrFxRate should be multiplied or divided.

FIX.4.1
157NumDaysInterestint

Number of Days of Interest for convertible bonds and fixed income. Note value may be negative.

FIX.4.1
158AccruedInterestRatePercentage

Accrued Interest Rate for convertible bonds and fixed income

FIX.4.1
159AccruedInterestAmtAmt

Amount of Accrued Interest for convertible bonds and fixed income

FIX.4.1
160SettlInstModechar

Indicates mode used for Settlement Instructions

FIX.4.1
161AllocTextString

Free format text related to a specific AllocAccount.

FIX.4.1
162SettlInstIDString

Unique identifier for Settlement Instructions message.

FIX.4.1
163SettlInstTransTypechar

Settlement Instructions message transaction type

FIX.4.1
164EmailThreadIDString

Unique identifier for an email thread (new and chain of replies)

FIX.4.1
165SettlInstSourcechar

Indicates source of Settlement Instructions

FIX.4.1
167SecurityTypeString

Indicates type of security. See also the Product and CFICode fields. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.

FIX.4.1
168EffectiveTimeUTCTimestamp

Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.1
169StandInstDbTypeint

Identifies the Standing Instruction database used

FIX.4.1
170StandInstDbNameString

Name of the Standing Instruction database represented with StandInstDbType (i.e. the Global Custodian’s name).

FIX.4.1
171StandInstDbIDString

Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced.

FIX.4.1
172SettlDeliveryTypeint

Identifies type of settlement

FIX.4.1
173SettlDepositoryCodeString

Broker’s account code at the depository (i.e. CEDEL ID for CEDEL, FINS for DTC, or Euroclear ID for Euroclear) if SettlLocation is a depository

FIX.4.1
174SettlBrkrCodeString

BIC (Bank Identification Code—Swift managed) code of the broker involved (i.e. for multi-company brokerage firms)

FIX.4.1
175SettlInstCodeString

BIC (Bank Identification Code—Swift managed) code of the institution involved (i.e. for multi-company institution firms)

FIX.4.1
176SecuritySettlAgentNameString

Name of SettlInstSource's local agent bank if SettlLocation is not a depository

FIX.4.1
177SecuritySettlAgentCodeString

BIC (Bank Identification Code--Swift managed) code of the SettlInstSource's local agent bank if SettlLocation is not a depository

FIX.4.1
178SecuritySettlAgentAcctNumString

SettlInstSource's account number at local agent bank if SettlLocation is not a depository

FIX.4.1
179SecuritySettlAgentAcctNameString

Name of SettlInstSource's account at local agent bank if SettlLocation is not a depository

FIX.4.1
180SecuritySettlAgentContactNameString

Name of contact at local agent bank for SettlInstSource's account if SettlLocation is not a depository

FIX.4.1
181SecuritySettlAgentContactPhoneString

Phone number for contact at local agent bank if SettlLocation is not a depository

FIX.4.1
182CashSettlAgentNameString

Name of SettlInstSource's local agent bank if SettlDeliveryType=Free

FIX.4.1
183CashSettlAgentCodeString

BIC (Bank Identification Code--Swift managed) code of the SettlInstSource's local agent bank if SettlDeliveryType=Free

FIX.4.1
184CashSettlAgentAcctNumString

SettlInstSource's account number at local agent bank if SettlDeliveryType=Free

FIX.4.1
185CashSettlAgentAcctNameString

Name of SettlInstSource's account at local agent bank if SettlDeliveryType=Free

FIX.4.1
186CashSettlAgentContactNameString

Name of contact at local agent bank for SettlInstSource's account if SettlDeliveryType=Free

FIX.4.1
187CashSettlAgentContactPhoneString

Phone number for contact at local agent bank for SettlInstSource's account if SettlDeliveryType=Free

FIX.4.1
188BidSpotRatePrice

Bid F/X spot rate.

FIX.4.1
189BidForwardPointsPriceOffset

Bid F/X forward points added to spot rate. May be a negative value.

FIX.4.1
190OfferSpotRatePrice

Offer F/X spot rate.

FIX.4.1
191OfferForwardPointsPriceOffset

Offer F/X forward points added to spot rate. May be a negative value.

FIX.4.1
192OrderQty2Qty

OrderQty of the future part of a F/X swap order.

FIX.4.1
193FutSettDate2LocalMktDate

FutSettDate of the future part of a F/X swap order.

FIX.4.1
194LastSpotRatePrice

F/X spot rate.

FIX.4.1
195LastForwardPointsPriceOffset

F/X forward points added to LastSpotRate. May be a negative value.

FIX.4.1
196AllocLinkIDString

Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps". Should be unique.

FIX.4.1
197AllocLinkTypeint

Identifies the type of Allocation linkage when AllocLinkID is used.

FIX.4.1
198SecondaryOrderIDString

Assigned by the party which accepts the order. Can be used to provide the OrderID used by an exchange or executing system.

FIX.4.1
199NoIOIQualifiersNumInGroup

Number of repeating groups of IOIQualifiers.

FIX.4.1
200MaturityMonthYearMonthYear

Can be used with standardized derivatives vs. the MaturityDate field. Month and Year of the maturity (used for standardized futures and options). Format: YYYYMM

(i.e. 199903)

FIX.4.1
202StrikePricePrice

Strike Price for an Option.

FIX.4.1
203CoveredOrUncoveredint

Used for derivative products, such as options

FIX.4.1
206OptAttributechar

Can be used for SecurityType=OPT to identify a particular security.

FIX.4.1
207SecurityExchangeExchange

Market used to help identify a security.

Valid values:

See "Appendix 6-C"

FIX.4.1
208NotifyBrokerOfCreditBoolean

Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker).

FIX.4.1
209AllocHandlInstint

Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details.

FIX.4.1
210MaxShowQty

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
211PegDifferencePriceOffset

Amount (signed) added to the price of the peg for a pegged order.

FIX.4.1
212XmlDataLenLength

Length of the XmlData data block.

FIX.4.2
213XmlDatadata

Actual XML data stream (e.g. FIXML). See approriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters.

FIX.4.2
214SettlInstRefIDString

Reference identifier for the SettlInstID with Cancel and Replace SettlInstTransType transaction types.

FIX.4.2
215NoRoutingIDsNumInGroup

Number of repeating groups of RoutingID and RoutingType values.

See Volume 3: "Pre-Trade Message Targeting/Routing"

FIX.4.2
216RoutingTypeint

Indicates the type of RoutingID specified.

FIX.4.2
217RoutingIDString

Assigned value used to identify a specific routing destination.

FIX.4.2
218SpreadPriceOffset

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 Benchmark field). Note: Basis points can be negative.

Swap Spread: Target spread for a swap.

FIX.4.2
219Benchmarkchar

*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" ***

For Fixed Income. Identifies the benchmark (e.g. used in conjunction with the Spread field).

FIX.4.2
220BenchmarkCurveCurrencyCurrency

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
221BenchmarkCurveNameString

Name of benchmark curve.

FIX.4.2
222BenchmarkCurvePointString

Point on benchmark curve. Free form values: e.g. "1Y", "7Y", "INTERPOLATED".

Sample values:

1M = combination of a number between 1-12 and a "M" for month

1Y = combination of number between 1-100 and a "Y" for year}

10Y-OLD = see above, then add "-OLD" when appropriate

INTERPOLATED = the point is mathematically derived

2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon

See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values.

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.2
223CouponRatePercentage

For Fixed Income. Coupon rate of the bond. Will be zero for step-up bonds.

FIX.4.2
224CouponPaymentDateUTCDate

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)

FIX.4.2
225IssueDateUTCDate

Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.2
226RepurchaseTermint

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
227RepurchaseRatePercentage

Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-1/4 percent of par.

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.2
228Factorfloat

Fraction for deriving Current face from Original face for TIPS, ABS or MBS Fixed Income securities. Note the fraction may be greater than, equal to or less than 1.

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.2
229TradeOriginationDateUTCDate

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)

FIX.4.2
230ExDateUTCDate

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)

FIX.4.2
231ContractMultiplierfloat

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. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

FIX.4.2
232NoStipulationsNumInGroup

Number of stipulation entries

(Note tag # was reserved in FIX 4.1, added in FIX 4.3).

FIX.4.2
233StipulationTypeString

For Fixed Income. Type of Stipulation.

FIX.4.2
234StipulationValueString

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

value1 – value2

value1 OR value2

value1 AND value2

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
235YieldTypeString

Type of yield.

FIX.4.2
236YieldPercentage

Yield percentage.

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.2
237TotalTakedownAmt

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
238ConcessionAmt

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
239RepoCollateralSecurityTypeString

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
240RedemptionDateUTCDate

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)

FIX.4.2
241UnderlyingCouponPaymentDateUTCDate

Underlying security’s CouponPaymentDate.

See CouponPaymentDate (224) field for description

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.2
242UnderlyingIssueDateUTCDate

Underlying security’s IssueDate.

See IssueDate (225) field for description

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.2
243UnderlyingRepoCollateralSecurityTypeString

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
244UnderlyingRepurchaseTermint

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
245UnderlyingRepurchaseRatePercentage

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
246UnderlyingFactorfloat

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
247UnderlyingRedemptionDateUTCDate

Underlying security’s RedemptionDate.

See RedemptionDate (240) field for description

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.2
248LegCouponPaymentDateUTCDate

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)

FIX.4.2
249LegIssueDateUTCDate

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)

FIX.4.2
250LegRepoCollateralSecurityTypeString

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
251LegRepurchaseTermint

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
252LegRepurchaseRatePercentage

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
253LegFactorfloat

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
254LegRedemptionDateUTCDate

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)

FIX.4.2
255CreditRatingString

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
256UnderlyingCreditRatingString

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
257LegCreditRatingString

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
258TradedFlatSwitchBoolean

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)

FIX.4.2
259BasisFeatureDateUTCDate

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)

FIX.4.2
260BasisFeaturePricePrice

Price for BasisFeatureDate.

See BasisFeatureDate (259)

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.2
262MDReqIDString

Unique identifier for Market Data Request

FIX.4.2
263SubscriptionRequestTypechar

Subscription Request Type

FIX.4.2
264MarketDepthint

Depth of market for Book Snapshot

FIX.4.2
265MDUpdateTypeint

Specifies the type of Market Data update.

FIX.4.2
266AggregatedBookBoolean

Specifies whether or not book entries should be aggregated.

FIX.4.2
267NoMDEntryTypesNumInGroup

Number of MDEntryType fields requested.

FIX.4.2
268NoMDEntriesNumInGroup

Number of entries in Market Data message.

FIX.4.2
269MDEntryTypechar

Type Market Data entry.

FIX.4.2
270MDEntryPxPrice

Price of the Market Data Entry.

FIX.4.2
271MDEntrySizeQty

Quantity represented by the Market Data Entry.

FIX.4.2
272MDEntryDateUTCDate

Date of Market Data Entry.

FIX.4.2
273MDEntryTimeUTCTimeOnly

Time of Market Data Entry.

FIX.4.2
274TickDirectionchar

Direction of the "tick".

FIX.4.2
275MDMktExchange

Market posting quote / trade.

Valid values:

See "Appendix 6-C"

FIX.4.2
276QuoteConditionMultipleValueString

Space-delimited list of conditions describing a quote.

FIX.4.2
277TradeConditionMultipleValueString

Space-delimited list of conditions describing a trade

FIX.4.2
278MDEntryIDString

Unique Market Data Entry identifier.

FIX.4.2
279MDUpdateActionchar

Type of Market Data update action.

FIX.4.2
280MDEntryRefIDString

Refers to a previous MDEntryID.

FIX.4.2
281MDReqRejReasonchar

Reason for the rejection of a Market Data request.

FIX.4.2
282MDEntryOriginatorString

Originator of a Market Data Entry

FIX.4.2
283LocationIDString

Identification of a Market Maker’s location

FIX.4.2
284DeskIDString

Identification of a Market Maker’s desk

FIX.4.2
285DeleteReasonchar

Reason for deletion.

FIX.4.2
286OpenCloseSettleFlagMultipleValueString

Flag that identifies a price.

FIX.4.2
287SellerDaysint

Specifies the number of days that may elapse before delivery of the security

FIX.4.2
288MDEntryBuyerString

Buying party in a trade

FIX.4.2
289MDEntrySellerString

Selling party in a trade

FIX.4.2
290MDEntryPositionNoint

Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1.

FIX.4.2
291FinancialStatusMultipleValueString

Identifies a firm’s financial status.

FIX.4.2
292CorporateActionMultipleValueString

Identifies the type of Corporate Action.

FIX.4.2
293DefBidSizeQty

Default Bid Size.

FIX.4.2
294DefOfferSizeQty

Default Offer Size.

FIX.4.2
295NoQuoteEntriesNumInGroup

The number of quote entries for a QuoteSet.

FIX.4.2
296NoQuoteSetsNumInGroup

The number of sets of quotes in the message.

FIX.4.2
297QuoteStatusint

Identifies the status of the quote acknowledgement.

FIX.4.2
298QuoteCancelTypeint

Identifies the type of quote cancel.

FIX.4.2
299QuoteEntryIDString

Uniquely identifies the quote as part of a QuoteSet.

FIX.4.2
300QuoteRejectReasonint

Reason Quote was rejected:

FIX.4.2
301QuoteResponseLevelint

Level of Response requested from receiver of quote messages.

FIX.4.2
302QuoteSetIDString

Unique id for the Quote Set.

FIX.4.2
303QuoteRequestTypeint

Indicates the type of Quote Request being generated

FIX.4.2
304TotQuoteEntriesint

Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set.

FIX.4.2
305UnderlyingSecurityIDSourceString

Underlying security’s SecurityIDSource.

Valid values: see SecurityIDSource (22) field

FIX.4.2
306UnderlyingIssuerString

Underlying security’s Issuer.

See Issuer (106) field for description

FIX.4.2
307UnderlyingSecurityDescString

Underlying security’s SecurityDesc.

See SecurityDesc (107) field for description

FIX.4.2
308UnderlyingSecurityExchangeExchange

Underlying security’s SecurityExchange. Can be used to identify the underlying security.

Valid values: see SecurityExchange (207)

FIX.4.2
309UnderlyingSecurityIDString

Underlying security’s SecurityID.

See SecurityID (48) field for description

FIX.4.2
310UnderlyingSecurityTypeString

Underlying security’s SecurityType.

Valid values: see SecurityType (167) field

FIX.4.2
311UnderlyingSymbolString

Underlying security’s Symbol.

See Symbol (55) field for description

FIX.4.2
312UnderlyingSymbolSfxString

Underlying security’s SymbolSfx.

See SymbolSfx (65) field for description

FIX.4.2
313UnderlyingMaturityMonthYearMonthYear

Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate field.

See MaturityMonthYear (200) field for description

FIX.4.2
315UnderlyingPutOrCallint

Underlying security’s PutOrCall.

See PutOrCall field for description

FIX.4.2
316UnderlyingStrikePricePrice

Underlying security’s StrikePrice.

See StrikePrice (202) field for description

FIX.4.2
317UnderlyingOptAttributechar

Underlying security’s OptAttribute.

See OptAttribute (206) field for description

FIX.4.2
320SecurityReqIDString

Unique ID of a Security Definition Request.

FIX.4.2
321SecurityRequestTypeint

Type of Security Definition Request.

FIX.4.2
322SecurityResponseIDString

Unique ID of a Security Definition message.

FIX.4.2
323SecurityResponseTypeint

Type of Security Definition message response.

FIX.4.2
324SecurityStatusReqIDString

Unique ID of a Security Status Request message.

FIX.4.2
325UnsolicitedIndicatorBoolean

Indicates whether or not message is being sent as a result of a subscription request or not.

FIX.4.2
326SecurityTradingStatusint

Identifies the trading status applicable to the transaction.

FIX.4.2
327HaltReasonchar

Denotes the reason for the Opening Delay or Trading Halt.

FIX.4.2
328InViewOfCommonBoolean

Indicates whether or not the halt was due to Common Stock trading being halted.

FIX.4.2
329DueToRelatedBoolean

Indicates whether or not the halt was due to the Related Security being halted.

FIX.4.2
330BuyVolumeQty

Quantity bought.

FIX.4.2
331SellVolumeQty

Quantity sold.

FIX.4.2
332HighPxPrice

Represents an indication of the high end of the price range for a security prior to the open or reopen

FIX.4.2
333LowPxPrice

Represents an indication of the low end of the price range for a security prior to the open or reopen

FIX.4.2
334Adjustmentint

Identifies the type of adjustment.

FIX.4.2
335TradSesReqIDString

Unique ID of a Trading Session Status message.

FIX.4.2
336TradingSessionIDString

Identifier for Trading Session

Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET1", "TOSTNET2", etc).

Values should be bi-laterally agreed to between counterparties.

Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section).

FIX.4.2
337ContraTraderString

Identifies the trader (e.g. "badge number") of the ContraBroker.

FIX.4.2
338TradSesMethodint

Method of trading

FIX.4.2
339TradSesModeint

Trading Session Mode

FIX.4.2
340TradSesStatusint

State of the trading session.

FIX.4.2
341TradSesStartTimeUTCTimestamp

Starting time of the trading session

FIX.4.2
342TradSesOpenTimeUTCTimestamp

Time of the opening of the trading session

FIX.4.2
343TradSesPreCloseTimeUTCTimestamp

Time of the pre-closed of the trading session

FIX.4.2
344TradSesCloseTimeUTCTimestamp

Closing time of the trading session

FIX.4.2
345TradSesEndTimeUTCTimestamp

End time of the trading session

FIX.4.2
346NumberOfOrdersint

Number of orders in the market.

FIX.4.2
347MessageEncodingString

Type of message encoding (non-ASCII (non-English) characters) used in a message’s "Encoded" fields.

FIX.4.2
348EncodedIssuerLenLength

Byte length of encoded (non-ASCII characters) EncodedIssuer field.

FIX.4.2
349EncodedIssuerdata

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the Issuer field.

FIX.4.2
350EncodedSecurityDescLenLength

Byte length of encoded (non-ASCII characters) EncodedSecurityDesc field.

FIX.4.2
351EncodedSecurityDescdata

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field.

FIX.4.2
352EncodedListExecInstLenLength

Byte length of encoded (non-ASCII characters) EncodedListExecInst field.

FIX.4.2
353EncodedListExecInstdata

Encoded (non-ASCII characters) representation of the ListExecInst field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the ListExecInst field.

FIX.4.2
354EncodedTextLenLength

Byte length of encoded (non-ASCII characters) EncodedText field.

FIX.4.2
355EncodedTextdata

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the Text field.

FIX.4.2
356EncodedSubjectLenLength

Byte length of encoded (non-ASCII characters) EncodedSubject field.

FIX.4.2
357EncodedSubjectdata

Encoded (non-ASCII characters) representation of the Subject field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the Subject field.

FIX.4.2
358EncodedHeadlineLenLength

Byte length of encoded (non-ASCII characters) EncodedHeadline field.

FIX.4.2
359EncodedHeadlinedata

Encoded (non-ASCII characters) representation of the Headline field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the Headline field.

FIX.4.2
360EncodedAllocTextLenLength

Byte length of encoded (non-ASCII characters) EncodedAllocText field.

FIX.4.2
361EncodedAllocTextdata

Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the AllocText field.

FIX.4.2
362EncodedUnderlyingIssuerLenLength

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer field.

FIX.4.2
363EncodedUnderlyingIssuerdata

Encoded (non-ASCII characters) representation of the UnderlyingIssuer field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

FIX.4.2
364EncodedUnderlyingSecurityDescLenLength

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc field.

FIX.4.2
365EncodedUnderlyingSecurityDescdata

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

FIX.4.2
366AllocPricePrice

Executed price for an AllocAccount entry used when using "executed price" vs. "average price" allocations (e.g. Japan).

FIX.4.2
367QuoteSetValidUntilTimeUTCTimestamp

Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.2
368QuoteEntryRejectReasonint

Reason Quote Entry was rejected:

FIX.4.2
369LastMsgSeqNumProcessedSeqNum

The last MsgSeqNum 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
370OnBehalfOfSendingTimeUTCTimestamp

*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" ***

Used when a message is sent via a "hub" or "service bureau". If A sends to Q (the hub) who then sends to B via a separate FIX session, then when Q sends to B the value of this field should represent the SendingTime on the message A sent to Q. (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.2
371RefTagIDint

The tag number of the FIX field being referenced.

FIX.4.2
372RefMsgTypeString

The MsgType of the FIX message being referenced.

FIX.4.2
373SessionRejectReasonint

Code to identify reason for a session-level Reject message.

FIX.4.2
374BidRequestTransTypechar

Identifies the Bid Request message type.

FIX.4.2
375ContraBrokerString

Identifies contra broker. Standard NASD market-maker mnemonic is preferred.

FIX.4.2
376ComplianceIDString

ID used to represent this transaction for compliance purposes (e.g. OATS reporting).

FIX.4.2
377SolicitedFlagBoolean

Indicates whether or not the order was solicited.

FIX.4.2
378ExecRestatementReasonint

Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel.

FIX.4.2
379BusinessRejectRefIDString

The value of the business-level "ID" field on the message being referenced.

FIX.4.2
380BusinessRejectReasonint

Code to identify reason for a Business Message Reject message.

FIX.4.2
381GrossTradeAmtAmt

Total amount traded (e.g. CumQty * AvgPx) expressed in units of currency.

FIX.4.2
382NoContraBrokersNumInGroup

The number of ContraBroker entries.

FIX.4.2
383MaxMessageSizeLength

Maximum number of bytes supported for a single message.

FIX.4.2
384NoMsgTypesNumInGroup

Number of MsgTypes in repeating group.

FIX.4.2
385MsgDirectionchar

Specifies the direction of the messsage.

FIX.4.2
386NoTradingSessionsNumInGroup

Number of TradingSessionIDs in repeating group.

FIX.4.2
387TotalVolumeTradedQty

Total volume (quantity) traded.

FIX.4.2
388DiscretionInstchar

Code to identify the price a DiscretionOffset is related to and should be mathematically added to.

FIX.4.2
389DiscretionOffsetPriceOffset

Amount (signed) added to the "related to" price specified via DiscretionInst.

FIX.4.2
390BidIDString

Unique identifier for Bid Response as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day.

FIX.4.2
391ClientBidIDString

Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day.

FIX.4.2
392ListNameString

Descriptive name for list order.

FIX.4.2
393TotalNumSecuritiesint

Total number of securities.

FIX.4.2
394BidTypeint

Code to identify the type of Bid Request.

FIX.4.2
395NumTicketsint

Total number of tickets.

FIX.4.2
396SideValue1Amt

Amounts in currency

FIX.4.2
397SideValue2Amt

Amounts in currency

FIX.4.2
398NoBidDescriptorsNumInGroup

Number of BidDescriptor entries.

FIX.4.2
399BidDescriptorTypeint

Code to identify the type of BidDescriptor.

FIX.4.2
400BidDescriptorString

BidDescriptor value. Usage depends upon BidDescriptorType.

If BidDescriptorType =1

Industrials etc - Free text

If BidDescriptorType =2

"FR" etc - ISO Country Codes

If BidDescriptorType =3

FT100, FT250, STOX - Free text

FIX.4.2
401SideValueIndint

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.

FIX.4.2
402LiquidityPctLowPercentage

Liquidity indicator or lower limit if TotalNumSecurities > 1. Represented as a percentage.

FIX.4.2
403LiquidityPctHighPercentage

Upper liquidity indicator if TotalNumSecurities > 1. Represented as a percentage.

FIX.4.2
404LiquidityValueAmt

Value between LiquidityPctLow and LiquidityPctHigh in Currency

FIX.4.2
405EFPTrackingErrorPercentage

Eg Used in EFP trades 12% (EFP – Exchange for Physical ). Represented as a percentage.

FIX.4.2
406FairValueAmt

Used in EFP trades

FIX.4.2
407OutsideIndexPctPercentage

Used in EFP trades. Represented as a percentage.

FIX.4.2
408ValueOfFuturesAmt

Used in EFP trades

FIX.4.2
409LiquidityIndTypeint

Code to identify the type of liquidity indicator.

FIX.4.2
410WtAverageLiquidityPercentage

Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage.

FIX.4.2
411ExchangeForPhysicalBoolean

Indicates whether or not to exchange for phsyical.

FIX.4.2
412OutMainCntryUIndexAmt

Value of stocks in Currency

FIX.4.2
413CrossPercentPercentage

Percentage of program that crosses in Currency. Represented as a percentage.

FIX.4.2
414ProgRptReqsint

Code to identify the desired frequency of progress reports.

FIX.4.2
415ProgPeriodIntervalint

Time in minutes between each ListStatus report sent by SellSide. Zero means don’t send status.

FIX.4.2
416IncTaxIndint

Code to represent whether value is net (inclusive of tax) or gross.

FIX.4.2
417NumBiddersint

Indicates the total number of bidders on the list

FIX.4.2
418TradeTypechar

Code to represent the type of trade.

FIX.4.2
419BasisPxTypechar

Code to represent the basis price type.

FIX.4.2
420NoBidComponentsNumInGroup

Indicates the number of list entries.

FIX.4.2
421CountryCountry

ISO Country Code in field

FIX.4.2
422TotNoStrikesint

Total number of strike price entries across all messages. Should be the sum of all NoStrikes in each message that has repeating strike price entries related to the same ListID. Used to support fragmentation.

FIX.4.2
423PriceTypeint

Code to represent the price type.

FIX.4.2
424DayOrderQtyQty

For GT orders, the OrderQty less all quantity (adjusted for stock splits) that traded on previous days. DayOrderQty = OrderQty – (CumQty - DayCumQty)

FIX.4.2
425DayCumQtyQty

Quantity on a GT order that has traded today.

FIX.4.2
426DayAvgPxPrice

The average price for quantity on a GT order that has traded today.

FIX.4.2
427GTBookingInstint

Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate.

FIX.4.2
428NoStrikesNumInGroup

Number of list strike price entries.

FIX.4.2
429ListStatusTypeint

Code to represent the status type.

FIX.4.2
430NetGrossIndint

Code to represent whether value is net (inclusive of tax) or gross.

FIX.4.2
431ListOrderStatusint

Code to represent the status of a list order.

FIX.4.2
432ExpireDateLocalMktDate

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
433ListExecInstTypechar

Identifies the type of ListExecInst.

FIX.4.2
434CxlRejResponseTochar

Identifies the type of request that a Cancel Reject is in response to.

FIX.4.2
435UnderlyingCouponRatePercentage

Underlying security’s CouponRate.

See CouponRate (223) field for description

FIX.4.2
436UnderlyingContractMultiplierfloat

Underlying security’s ContractMultiplier.

See ContractMultiplier (231) field for description

FIX.4.2
437ContraTradeQtyQty

Quantity traded with the ContraBroker.

FIX.4.2
438ContraTradeTimeUTCTimestamp

Identifes the time of the trade with the ContraBroker. (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.2
441LiquidityNumSecuritiesint

Number of Securites between LiquidityPctLow and LiquidityPctHigh in Currency.

FIX.4.2
442MultiLegReportingTypechar

Used to indicate what an Execution Report represents (e.g. used with multi-leg securiteis, such as option strategies, spreads, etc.).

FIX.4.2
443StrikeTimeUTCTimestamp

The time at which current market prices are used to determine the value of a basket.

FIX.4.2
444ListStatusTextString

Free format text string related to List Status.

FIX.4.2
445EncodedListStatusTextLenLength

Byte length of encoded (non-ASCII characters) EncodedListStatusText field.

FIX.4.2
446EncodedListStatusTextdata

Encoded (non-ASCII characters) representation of the ListStatusText field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the ListStatusText field.

FIX.4.2
447PartyIDSourcechar

Identifies class or source of the PartyID value. Required if PartyID is specified. Note: applicable values depend upon PartyRole specified.

See "Appendix 6-G – Use of <Parties> Component Block"

Valid values:

Applicable to all PartyRoles unless otherwise specified:

B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")

C = Generally accepted market participant identifier (e.g. NASD mnemonic)

D = Proprietary/Custom code

E = ISO Country Code

F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)

For PartyRole="Investor ID" and for Equities:

1 = Korean Investor ID

2 = Taiwanese Qualified Foreign Investor ID QFII / FID

3 = Taiwanese Trading Account

4 = Malaysian Central Depository (MCD) number

5 = Chinese B Share (Shezhen and Shanghai)

See Volume 4: "Example Usage of PartyRole="Investor ID" "

For PartyRole="Investor ID" and for CIV:

6 = UK National Insurance or Pension Number

7 = US Social Security Number

8 = US Employer Identification Number

9 = Australian Business Number

A = Australian Tax File Number

FIX.4.3
448PartyIDString

Party identifier/code. See PartyIDSource (447) and PartyRole (452).

See "Appendix 6-G – Use of <Parties> Component Block"

FIX.4.3
449TotalVolumeTradedDateUTCDate

Date of TotalVolumeTraded.

FIX.4.3
450TotalVolumeTradedTimeUTCTimeOnly

Time of TotalVolumeTraded.

FIX.4.3
451NetChgPrevDayPriceOffset

Net change from previous day’s closing price vs. last traded price.

FIX.4.3
452PartyRoleint

Identifies the type or role of the PartyID specified.

See "Appendix 6-G – Use of <Parties> Component Block"

FIX.4.3
453NoPartyIDsNumInGroup

Number of PartyID, PartyIDSource, and PartyRole entries

FIX.4.3
454NoSecurityAltIDNumInGroup

Number of SecurityAltID entries.

FIX.4.3
455SecurityAltIDString

Alternate Security identifier value for this security of SecurityAltIDSource type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.3
456SecurityAltIDSourceString

Identifies class or source of the SecurityAltID value. Required if SecurityAltID is specified.

Valid values:

Same valid values as the SecurityIDSource field

FIX.4.3
457NoUnderlyingSecurityAltIDNumInGroup

Number of UnderlyingSecurityAltID entries.

FIX.4.3
458UnderlyingSecurityAltIDString

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

FIX.4.3
459UnderlyingSecurityAltIDSourceString

Identifies class or source of the UnderlyingSecurityAltID value. Required if UnderlyingSecurityAltID is specified.

Valid values:

Same valid values as the SecurityIDSource (22) field

FIX.4.3
460Productint

Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields.

FIX.4.3
461CFICodeString

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
462UnderlyingProductint

Underlying security’s Product.

Valid values: see Product(460) field

FIX.4.3
463UnderlyingCFICodeString

Underlying security’s CFICode.

Valid values: see CFICode (461)field

FIX.4.3
464TestMessageIndicatorBoolean

Indicates whether or not this FIX Session is a "test" vs. "production" connection. Useful for preventing "accidents".

FIX.4.3
465QuantityTypeint

Designates the type of quantities (e.g. OrderQty) specified. Used for MBS and TIPS Fixed Income security types.

FIX.4.3
466BookingRefIDString

Common reference passed to a post-trade booking process (e.g. industry matching utility).

FIX.4.3
467IndividualAllocIDString

Unique identifier for a specific NoAllocs repeating group instance (e.g. for an AllocAccount).

FIX.4.3
468RoundingDirectionchar

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 OrderCashAmt or (for CIV only) OrderPercent 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 was 10 – "round down" would give 320 units, "round up" would give 330 units and "round to nearest" would give 320 units.

FIX.4.3
469RoundingModulusfloat

For CIV - a float value indicating the value to which rounding is required.

i.e. 10 means round to a multiple of 10 units/shares; 0.5 means round to a multiple of 0.5 units/shares.

The default, if RoundingDirection is specified without RoundingModulus, is to round to a whole unit/share.

FIX.4.3
470CountryOfIssueCountry

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
471StateOrProvinceOfIssueString

A two-character state or province abbreviation.

FIX.4.3
472LocaleOfIssueString

Identifies the locale. For Municipal Security Issuers other than state or province. Refer to

http://www.atmos.albany.edu/cgi/stagrep-cgi

Reference the IATA city codes for values.

Note IATA (International Air Transport Association) maintains the codes at www.iata.org. See "Volume 7 – PRODUCT: FIXED INCOME" for example.

FIX.4.3
473NoRegistDtlsNumInGroup

The number of registration details on a Registration Instructions message

FIX.4.3
474MailingDtlsString

Set of Correspondence address details, possibly including phone, fax, etc.

FIX.4.3
475InvestorCountryOfResidenceCountry

The ISO 3166 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes.

FIX.4.3
476PaymentRefString

"Settlement Payment Reference" – A free format Payment reference to assist with reconciliation, e.g. a Client and/or Order ID number.

FIX.4.3
477DistribPaymentMethodint

A code identifying the payment method for a (fractional) distribution.

1 = CREST

2 = NSCC

3 = Euroclear

4 = Clearstream

5 = Cheque

6 = Telegraphic Transfer

7 = FedWire

8 = Direct Credit (BECS, BACS)

9 = ACH Credit

10 = BPAY

11 = High Value Clearing System (HVACS)

12 = Reinvest in fund

13 through 998 are reserved for future use

Values above 1000 are available for use by private agreement among counterparties

FIX.4.3
478CashDistribCurrCurrency

Specifies currency to be use for Cash Distributions– see "Appendix 6-A; Valid Currency Codes".

FIX.4.3
479CommCurrencyCurrency

Specifies currency to be use for Commission if the Commission currency is different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes".

FIX.4.3
480CancellationRightschar

For CIV – A one character code identifying whether Cancellation rights/Cooling off period applies.

FIX.4.3
481MoneyLaunderingStatuschar

For CIV - A one character code identifying Money laundering status.

FIX.4.3
482MailingInstString

Free format text to specify mailing instruction requirements, e.g. "no third party mailings".

FIX.4.3
483TransBkdTimeUTCTimestamp

For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager.

FIX.4.3
484ExecPriceTypechar

For CIV - Identifies how the execution price LastPx was calculated from the fund unit/share price(s) calculated at the fund valuation point.

FIX.4.3
485ExecPriceAdjustmentfloat

For CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by ExecPriceType

FIX.4.3
486DateOfBirthLocalMktDate

The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account.

FIX.4.3
487TradeReportTransTypechar

Identifies Trade Report message transaction type

FIX.4.3
488CardHolderNameString

The name of the payment card holder as specified on the card being used for payment.

FIX.4.3
489CardNumberString

The number of the payment card as specified on the card being used for payment.

FIX.4.3
490CardExpDateLocalMktDate

The expiry date of the payment card as specified on the card being used for payment.

FIX.4.3
491CardIssNoString

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
492PaymentMethodint

A code identifying the Settlement payment method.

1 = CREST

2 = NSCC

3 = Euroclear

4 = Clearstream

5 = Cheque

6 = Telegraphic Transfer

7 = FedWire

8 = Debit Card

9 = Direct Debit (BECS)

10 = Direct Credit (BECS)

11 = Credit Card

12 = ACH Debit

13 = ACH Credit

14 = BPAY

15 = High Value Clearing System (HVACS)

16 through 998 are reserved for future use

Values above 1000 are available for use by private agreement among counterparties

FIX.4.3
493RegistAcctTypeString

For CIV – a fund manager-defined code identifying which of the fund manager’s account types is required.

FIX.4.3
494DesignationString

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
495TaxAdvantageTypeint

For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held.

0=None/Not Applicable (default)

1 = Maxi ISA (UK)

2 = TESSA (UK)

3 = Mini Cash ISA (UK)

4 = Mini Stocks and Shares ISA (UK)

5 = Mini Insurance ISA (UK)

6 = Current year payment (US)

7 = Prior year payment (US)

8 = Asset transfer (US)

9 = Employee - prior year (US)

10 = Employee – current year (US)

11 = Employer - prior year (US)

12 = Employer – current year (US)

13 = Non-fund prototype IRA (US)

14 = Non-fund qualified plan (US)

15 = Defined contribution plan (US)

16 = Individual Retirement Account (US)

17 = Individual Retirement Account – Rollover (US)

18 = KEOGH (US)

19 = Profit Sharing Plan (US)

20 = 401K (US)

21 = Self-Directed IRA (US)

22 = 403(b) (US)

23 = 457 (US)

24 = Roth IRA (fund prototype) (US)

25 = Roth IRA (non-prototype) (US)

26 = Roth Conversion IRA (fund prototype) (US)

27 = Roth Conversion IRA (non-prototype) (US)

28 = Education IRA (fund prototype) (US)

29 = Education IRA (non-prototype) (US)

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

FIX.4.3
496RegistRejReasonTextString

Text indicating reason(s) why a Registration Instruction has been rejected.

FIX.4.3
497FundRenewWaivchar

A one character code identifying whether the Fund based renewal commission is to be waived.

FIX.4.3
498CashDistribAgentNameString

Name of local agent bank if for cash distributions

FIX.4.3
499CashDistribAgentCodeString

BIC (Bank Identification Code--Swift managed) code of agent bank for cash distributions

FIX.4.3
500CashDistribAgentAcctNumberString

Account number at agent bank for distributions.

FIX.4.3
501CashDistribPayRefString

Free format Payment reference to assist with reconciliation of distributions.

FIX.4.3
503CardStartDateLocalMktDate

The start date of the card as specified on the card being used for payment.

FIX.4.3
504PaymentDateLocalMktDate

The date written on a cheque or date payment should be submitted to the relevant clearing system.

FIX.4.3
505PaymentRemitterIDString

Identifies sender of a payment, e.g. the payment remitter or a customer reference number.

FIX.4.3
506RegistStatuschar

Registration status as returned by the broker or (for CIV) the fund manager

FIX.4.3
507RegistRejReasonCodeint

Reason(s) why Registration Instructions has been rejected.

The reason may be further amplified in the RegistRejReasonCode field.

FIX.4.3
508RegistRefIDString

Reference identifier for the RegistID with Cancel and Replace RegistTransType transaction types.

FIX.4.3
509RegistDetlsString

Set of Registration name and address details, possibly including phone, fax etc.

FIX.4.3
510NoDistribInstsNumInGroup

The number of Distribution Instructions on a Registration Instructions message

FIX.4.3
511RegistEmailString

Email address relating to Registration name and address details

FIX.4.3
512DistribPercentagePercentage

The amount of each distribution to go to this beneficiary, expressed as a percentage

FIX.4.3
513RegistIDString

Unique identifier of the registration details as assigned by institution or intermediary.

FIX.4.3
514RegistTransTypechar

Identifies Registration Instructions transaction type Valid values:

0 = New

1 = Replace

2 = Cancel

FIX.4.3
515ExecValuationPointUTCTimestamp

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
516OrderPercentPercentage

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 in shares/units for subsequent messages.

FIX.4.3
517OwnershipTypechar

The relationship between Registration parties.

FIX.4.3
518NoContAmtsNumInGroup

The number of Contract Amount details on an Execution Report message

FIX.4.3
519ContAmtTypeint

Type of Contract Amount.

For UK valid values include:

1 = Commission Amount (actual)

2 = Commission % (actual)

3 = Initial Charge Amount

4 = Initial Charge %

5 = Discount Amount

6 = Discount %

7 = Dilution Levy Amount

8 = Dilution Levy %

9 = Exit Charge Amount

10 = Exit Charge %

11 = Fund-based Renewal Commission % (a.k.a. Trail commission)

12 = Projected Fund Value (i.e. for investments intended to realise or exceed a specific future value)

13 = Fund-based Renewal Commission Amount (based on Order value)

14 = Fund-based Renewal Commission Amount (based on Projected Fund value)

15 = Net Settlement Amount

NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 12/13.

FIX.4.3
520ContAmtValuefloat

Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType.

FIX.4.3
521ContAmtCurrCurrency

Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix A; Valid Currency Codes".

FIX.4.3
522OwnerTypeint

Identifies the type of owner.

FIX.4.3
523PartySubIDString

Sub-identifier (e.g. Clearing Account for PartyRole=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID, PartyIDSource, and PartyRole.

FIX.4.3
524NestedPartyIDString

PartyID value within a nested repeating group.

Same values as PartyID (448)

FIX.4.3
525NestedPartyIDSourcechar

PartyIDSource value within a nested repeating group.

Same values as PartyIDSource (447)

FIX.4.3
526SecondaryClOrdIDString

Assigned by the party which originates the order. Can be used to provide the ClOrdID used by an exchange or executing system.

FIX.4.3
527SecondaryExecIDString

Assigned by the party which accepts the order. Can be used to provide the ExecID used by an exchange or executing system.

FIX.4.3
528OrderCapacitychar

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 field)

FIX.4.3
529OrderRestrictionsMultipleValueString

Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.

FIX.4.3
530MassCancelRequestTypechar

Specifies scope of Order Mass Cancel Request.

FIX.4.3
531MassCancelResponsechar

Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request

FIX.4.3
532MassCancelRejectReasonchar

Reason Order Mass Cancel Request was rejected

FIX.4.3
533TotalAffectedOrdersint

Total number of orders affected by mass cancel request.

FIX.4.3
534NoAffectedOrdersNumInGroup

Number of affected orders in the repeating group of order ids.

FIX.4.3
535AffectedOrderIDString

OrderID of an order affected by a mass cancel request.

FIX.4.3
536AffectedSecondaryOrderIDStirng

SecondaryOrderID of an order affected by a mass cancel request.

FIX.4.3
537QuoteTypeint

Identifies the type of quote.

Valid values:

0 = Indicative

1 = Tradeable

2 = Restricted Tradeable

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 willresult 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.

FIX.4.3
538NestedPartyRoleint

PartyRole value within a nested repeating group.

Same values as PartyRole (452)

FIX.4.3
539NoNestedPartyIDsNumInGroup

Number of NestedPartyID, NestedPartyIDSource, and NestedPartyRole entries

FIX.4.3
540TotalAccruedInterestAmtAmt

Total Amount of Accrued Interest for convertible bonds and fixed income

FIX.4.3
541MaturityDateLocalMktDate

Date of maturity.

FIX.4.3
542UnderlyingMaturityDateLocalMktDate

Underlying security’s maturity date.

See MaturityDate (541) field for description

FIX.4.3
543InstrRegistryString

The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded.

FIX.4.3
544CashMarginchar

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.

FIX.4.3
545NestedPartySubIDString

PartySubID value within a nested repeating group.

Same values as PartySubID (523)

FIX.4.3
546ScopeMultipleValueString

Defines the scope of a data element.

FIX.4.3
547MDImplicitDeleteBoolean

Defines how a server handles distribution of a truncated book. Defaults to broker option.

FIX.4.3
548CrossIDString

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
549CrossTypeint

Type of cross being submitted to a market

FIX.4.3
550CrossPrioritizationint

Indicates if one side or the other of a cross order should be prioritized.

0 = None

1 = Buy side is prioritized

2 = Sell side is 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).

FIX.4.3
551OrigCrossIDString

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
552NoSidesNumInGroup

Number of Side repeating group instances.

FIX.4.3
553UsernameString

Userid or username.

FIX.4.3
554PasswordString

Password or passphrase.

FIX.4.3
555NoLegsNumInGroup

Number of InstrumentLeg repeating group instances.

FIX.4.3
556LegCurrencyCurrency

Currency associated with a particular Leg's quantity

FIX.4.3
557TotalNumSecurityTypesint

Indicates total number of security types in the event that multiple Security Type messages are used to return results

FIX.4.3
558NoSecurityTypesNumInGroup

Number of Security Type repeating group instances.

FIX.4.3
559SecurityListRequestTypeint

Identifies the type/criteria of Security List Request

FIX.4.3
560SecurityRequestResultint

The results returned to a Security Request message

FIX.4.3
561RoundLotQty

The trading lot size of a security

FIX.4.3
562MinTradeVolQty

The minimum trading volume for a security

FIX.4.3
563MultiLegRptTypeReqint

Indicates the method of execution reporting requested by issuer of the order.

0 = Report by mulitleg security only (Do not report legs)

1 = Report by multileg security and by instrument legs belonging to the multileg security.

2 = Report by instrument legs belonging to the multileg security only (Do not report status of multileg security)

FIX.4.3
564LegPositionEffectchar

PositionEffect for leg of a multileg

See PositionEffect (77) field for description

FIX.4.3
565LegCoveredOrUncoveredint

CoveredOrUncovered for leg of a multileg

See CoveredOrUncovered (203) field for description

FIX.4.3
566LegPricePrice

Price for leg of a multileg

See Price (44) field for description

FIX.4.3
567TradSesStatusRejReasonint

Indicates the reason a Trading Session Status Request was rejected.

FIX.4.3
568TradeRequestIDString

Trade Capture Report Request ID

FIX.4.3
569TradeRequestTypeint

Type of Trade Capture Report.

FIX.4.3
570PreviouslyReportedBoolean

Indicates if the trade capture report was previously reported to the counterparty

FIX.4.3
571TradeReportIDString

Unique identifier of trade capture report

FIX.4.3
572TradeReportRefIDString

Reference identifier used with CANCEL and REPLACE transaction types.

FIX.4.3
573MatchStatuschar

The status of this trade with respect to matching or comparison.

FIX.4.3
574MatchTypeString

The point in the matching process at which this trade was matched.

Valid values:

For NYSE and AMEX:

A1 = 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)

A2 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges

A3 = 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)

A4 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and

Special Trade Indicator plus two badges

A5 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus execution time (within two-minute window)

AQ = Compared records resulting from stamped advisories or specialist

accepts/pair-offs

S1 to S5 = Summarized Match using A1 to A5 exact match criteria except quantity is summarized

M1 = Exact Match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges and times

M2 = Summarized Match minus badges and times

MT = OCS Locked In

For NASDAQ:

M1 = ACT M1 Match

M2 = ACT M2 Match

M3 = ACT Accepted Trade

M4 = ACT Default Trade

M5 = ACT Default After M2

M6 = ACT M6 Match

MT = Non-ACT

FIX.4.3
575OddLotBoolean

This trade is to be treated as an odd lot

Values:

Y = treat as odd lot

N = treat as round lot

If this field is not specified, the default will be "N"

FIX.4.3
576NoClearingInstructionsint

Number of clearing instructions

FIX.4.3
577ClearingInstructionint

Eligibility of this trade for clearing and central counterparty processing

values above 4000 are reserved for agreement between parties

FIX.4.3
578TradeInputSourceString

Type of input device or system from which the trade was entered.

FIX.4.3
579TradeInputDeviceString

Specific device number, terminal number or station where trade was entered

FIX.4.3
580NoDatesNumInGroup

Number of Date fields provided in date range

FIX.4.3
581AccountTypeint

Type of account associated with an order

FIX.4.3
582CustOrderCapacityint

Capacity of customer placing the order

1 = Member trading for their own account

2 = Clearing Firm trading for its proprietary account

3 = Member trading for another member

4 = All other

Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).

FIX.4.3
583ClOrdLinkIDString

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.

FIX.4.3
584MassStatusReqIDString

Value assigned by issuer of Mass Status Request to uniquely identify the request

FIX.4.3
585MassStatusReqTypeint

Mass Status Request Type

FIX.4.3
586OrigOrdModTimeUTCTimestamp

The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order.

The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued.

This is provided to support markets similar to Eurex and A/C/E.

FIX.4.3
587LegSettlmntTypchar

Refer to values for SettlmntTyp[63]

FIX.4.3
588LegFutSettDateLocalMMktDate

Refer to description for FutSettDate[64]

FIX.4.3
589DayBookingInstchar

Indicates whether or not automatic booking can occur.

0 = Can trigger booking without reference to the order initiator ("auto")

1 = Speak with order initiator before booking ("speak first")

FIX.4.3
590BookingUnitchar

Indicates what constitutes a bookable unit.

0 = Each partial execution is a bookable unit

1 = Aggregate partial executions on this order, and book one trade per order

2 = Aggregate executions for this symbol, side, and settlement date

FIX.4.3
591PreallocMethodchar

Indicates the method of preallocation.

0 = Pro-rata

1 = Do not pro-rata = discuss first

FIX.4.3
592UnderlyingCountryOfIssueCountry

Underlying security’s CountryOfIssue.

See CountryOfIssue (470) field for description

FIX.4.3
593UnderlyingStateOrProvinceOfIssueString

Underlying security’s StateOrProvinceOfIssue.

See StateOrProvinceOfIssue (471) field for description

FIX.4.3
594UnderlyingLocaleOfIssueString

Underlying security’s LocaleOfIssue.

See LocaleOfIssue (472) field for description

FIX.4.3
595UnderlyingInstrRegistryString

Underlying security’s InstrRegistry.

See InstrRegistry (543) field for description

FIX.4.3
596LegCountryOfIssueCountry

Multileg instrument's individual leg security’s CountryOfIssue.

See CountryOfIssue (470) field for description

FIX.4.3
597LegStateOrProvinceOfIssueString

Multileg instrument's individual leg security’s StateOrProvinceOfIssue.

See StateOrProvinceOfIssue (471) field for description

FIX.4.3
598LegLocaleOfIssueString

Multileg instrument's individual leg security’s LocaleOfIssue.

See LocaleOfIssue (472) field for description

FIX.4.3
599LegInstrRegistryString

Multileg instrument's individual leg security’s InstrRegistry.

See InstrRegistry (543) field for description

FIX.4.3
600LegSymbolString

Multileg instrument's individual security’s Symbol.

See Symbol (55) field for description

FIX.4.3
601LegSymbolSfxString

Multileg instrument's individual security’s SymbolSfx.

See SymbolSfx (65) field for description

FIX.4.3
602LegSecurityIDString

Multileg instrument's individual security’s SecurityID.

See SecurityID (48) field for description

FIX.4.3
603LegSecurityIDSourceString

Multileg instrument's individual security’s SecurityIDSource.

See SecurityIDSource (22) field for description

FIX.4.3
604NoLegSecurityAltIDNumInGroup

Multileg instrument's individual security’s NoSecurityAltID.

See NoSecurityAltID (454) field for description

FIX.4.3
605LegSecurityAltIDString

Multileg instrument's individual security’s SecurityAltID.

See SecurityAltID (455) field for description

FIX.4.3
606LegSecurityAltIDSourceString

Multileg instrument's individual security’s SecurityAltIDSource.

See SecurityAltIDSource (456) field for description

FIX.4.3
607LegProductint

Multileg instrument's individual security’s Product.

See Product (460) field for description

FIX.4.3
608LegCFICodeString

Multileg instrument's individual security’s CFICode.

See CFICode (461) field for description

FIX.4.3
609LegSecurityTypeString

Multileg instrument's individual security’s SecurityType.

See SecurityType (167) field for description

FIX.4.3
610LegMaturityMonthYearMonthYear

Multileg instrument's individual security’s MaturityMonthYear.

See MaturityMonthYear (200) field for description

FIX.4.3
611LegMaturityDateLocalMktDate

Multileg instrument's individual security’s MaturityDate.

See MaturityDate (541) field for description

FIX.4.3
612LegStrikePricePrice

Multileg instrument's individual security’s StrikePrice.

See StrikePrice (202) field for description

FIX.4.3
613LegOptAttributechar

Multileg instrument's individual security’s OptAttribute.

See OptAttribute (206) field for description

FIX.4.3
614LegContractMultiplierfloat

Multileg instrument's individual security’s ContractMultiplier.

See ContractMultiplier (231) field for description

FIX.4.3
615LegCouponRatePercentage

Multileg instrument's individual security’s CouponRate.

See CouponRate (223) field for description

FIX.4.3
616LegSecurityExchangeExchange

Multileg instrument's individual security’s SecurityExchange.

See SecurityExchange (207) field for description

FIX.4.3
617LegIssuerString

Multileg instrument's individual security’s Issuer.

See Issuer (106) field for description

FIX.4.3
618EncodedLegIssuerLenLength

Multileg instrument's individual security’s EncodedIssuerLen.

See EncodedIssuerLen (348) field for description

FIX.4.3
619EncodedLegIssuerdata

Multileg instrument's individual security’s EncodedIssuer.

See EncodedIssuer (349) field for description

FIX.4.3
620LegSecurityDescString

Multileg instrument's individual security’s SecurityDesc.

See SecurityDesc (107) field for description

FIX.4.3
621EncodedLegSecurityDescLenLength

Multileg instrument's individual security’s EncodedSecurityDescLen.

See EncodedSecurityDescLen (350) field for description

FIX.4.3
622EncodedLegSecurityDescdata

Multileg instrument's individual security’s EncodedSecurityDesc.

See EncodedSecurityDesc (351) field for description

FIX.4.3
623LegRatioQtyfloat

The ratio of quantity for this individual leg relative to the entire multileg security.

FIX.4.3
624LegSidechar

The side of this individual leg (multileg security).

See Side (54) field for description and values

FIX.4.3
625TradingSessionSubIDString

Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.

Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations.

FIX.4.3
626AllocTypeint

Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated")

FIX.4.3
627NoHopsNumInGroup

Number of HopCompID entries in repeating group.

FIX.4.3
628HopCompIDString

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
629HopSendingTimeUTCTimestamp

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
630HopRefIDSeqNum

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
631MidPxPrice

Mid price/rate

FIX.4.3
632BidYieldPercentage

Bid yield

FIX.4.3
633MidYieldPercentage

Mid yield

FIX.4.3
634OfferYieldPercentage

Offer yield

FIX.4.3
635ClearingFeeIndicatorString

Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.

Valid Values (source CBOT, CME, NYBOT, and NYMEX):

B = CBOE Member

C = Non-member and Customer

E = Equity Member and Clearing Member

F = Full and Associate Member trading for own account and as floor

Brokers

H = 106.H and 106.J Firms

I = GIM, IDEM and COM Membership Interest Holders

L = Lessee and 106.F Employees

M = All other ownership types

1 = 1st year delegate trading for his own account

2 = 2nd year delegate trading for his own account

3 = 3rd year delegate trading for his own account

4 = 4th year delegate trading for his own account

5 = 5th year delegate trading for his own account

9 = 6th year and beyond delegate trading for his own account

FIX.4.3
636WorkingIndicatorBoolean

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.

FIX.4.3
637LegLastPxPrice

Execution price assigned to a leg of a multileg instrument.

See LastPx (31) field for description and values

FIX.4.3
638PriorityIndicatorint

Indicates if a Cancel/Replace has caused an order to lose book priority.

FIX.4.3
639PriceImprovementPriceOffset

Amount of price improvement.

FIX.4.3
640Price2Price

Price of the future part of a F/X swap order.

See Price (44) for description.

FIX.4.3
641LastForwardPoints2PriceOffset

F/X forward points of the future part of a F/X swap order added to LastSpotRate. May be a negative value.

FIX.4.3
642BidForwardPoints2PriceOffset

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
643OfferForwardPoints2PriceOffset

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
644RFQReqIDString

RFQ Request ID – used to identify an RFQ Request.

FIX.4.3
645MktBidPxPrice

Used to indicate the best bid in a market

FIX.4.3
646MktOfferPxPrice

Used to indicate the best offer in a market

FIX.4.3
647MinBidSizeQty

Used to indicate a minimum quantity for a bid. If this field is used the BidSize field is interpreted as the maximum bid size

FIX.4.3
648MinOfferSizeQty

Used to indicate a minimum quantity for an offer. If this field is used the OfferSize field is interpreted as the maximum offer size.

FIX.4.3
649QuoteStatusReqIDString

Unique identifier for Quote Status Request.

FIX.4.3
650LegalConfirmBoolean

Indicates that this message is to serve as the final and legal confirmation.

FIX.4.3
651UnderlyingLastPxPrice

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
652UnderlyingLastQtyQty

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
654LegRefIDString

Unique indicator for a specific leg.

FIX.4.3
655ContraLegRefIDString

Unique indicator for a specific leg for the ContraBroker (375).

FIX.4.3
656SettlCurrBidFxRatefloat

Foreign exchange rate used to compute the bid "SettlCurrAmt" from Currency to SettlCurrency

FIX.4.3
657SettlCurrOfferFxRatefloat

Foreign exchange rate used to compute the offer "SettlCurrAmt" from Currency to SettlCurrency

FIX.4.3
658QuoteRequestRejectReasonInt

Reason Quote was rejected:

FIX.4.3
659SideComplianceIDString

ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting).

FIX.4.3