FIX.5.0 - Fields sorted by Tag Number

TagField NameXML NameData TypeUnion DatatypeDescriptionAddedDepr.Enums from tag
1Account @AcctString

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

FIX.2.7
2AdvId @AdvIdString

Unique identifier of advertisement message.

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

FIX.2.7
3AdvRefID @AdvRefIDString

Reference identifier used with CANCEL and REPLACE transaction types.

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

FIX.2.7
4AdvSide @AdvSidechar

Broker's side of advertised trade

FIX.2.7
5AdvTransType @AdvTransTypString

Identifies advertisement message transaction type

FIX.2.7
6AvgPx @AvgPxPrice

Calculated average price of all fills on this order.

For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (31). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount.

FIX.2.7
7BeginSeqNo(not used in FIXML)SeqNum

Message sequence number of first message in range to be resent

FIX.2.7
8BeginString(not used in FIXML)String

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

Valid values:

FIXT.1.1

FIX.2.7
9BodyLength(not used in FIXML)Length

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

FIX.2.7
10CheckSum(not used in FIXML)String

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
11ClOrdID @ClOrdID
@ID in SingleGeneralOrderHandling		String

Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.

FIX.2.7
12Commission @CommAmt

Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05.

FIX.2.7
13CommType @CommTypchar

Commission type

FIX.2.7
14CumQty @CumQtyQty

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

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

FIX.2.7
15Currency @CcyCurrency

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
16EndSeqNo(not used in FIXML)SeqNum

Message sequence number of last message in range to be resent. If request is for a single message BeginSeqNo (7) = EndSeqNo. If request is for all messages subsequent to a particular message, EndSeqNo = "0" (representing infinity).

FIX.2.7
17ExecID @ExecIDString

Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (50) =I (Order Status)).

Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days.

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

FIX.2.7
18ExecInst @ExecInstMultipleCharValue

Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)

FIX.2.7
19ExecRefID @ExecRefIDString

Reference identifier used with Trade Cancel and Trade Correct execution types.

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

FIX.2.7
21HandlInst @HandlInstchar

Instructions for order handling on Broker trading floor

FIX.2.7
22SecurityIDSource @SrcString

Identifies class or source of the SecurityID (48) value. Required if SecurityID is specified.

100+ are reserved for private security identifications

FIX.2.7
23IOIID @IOIID
@ID in Indication		String

Unique identifier of IOI message.

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

FIX.2.7
25IOIQltyInd @QltyIndchar

Relative quality of indication

FIX.2.7
26IOIRefID @RefIDString

Reference identifier used with CANCEL and REPLACE, transaction types.

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

FIX.2.7
27IOIQty @QtyStringQty

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

FIX.2.7
28IOITransType @TransTypchar

Identifies IOI message transaction type

FIX.2.7
29LastCapacity @LastCpctychar

Broker capacity in order execution

FIX.2.7
30LastMkt @LastMktExchange

Market of execution for last fill, or an indication of the market where an order was routed

Valid values:

See "Appendix 6-C"

FIX.2.7
31LastPx @LastPxPrice

Price of this (last) fill.

FIX.2.7
32LastQty @LastQtyQty

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

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

FIX.2.7
33NoLinesOfText(not used in FIXML)NumInGroup

Identifies number of lines of text body

FIX.2.7
34MsgSeqNum @SeqNumSeqNum

Integer message sequence number.

FIX.2.7
35MsgType(not used in FIXML)String

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

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

*** Note the use of lower case letters ***

FIX.2.7
36NewSeqNo(not used in FIXML)SeqNum

New sequence number

FIX.2.7
37OrderID @OrdIDString

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
38OrderQty @QtyQty

Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments.

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

FIX.2.7
39OrdStatus @OrdStat
@Stat in SingleGeneralOrderHandling		char

Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)

FIX.2.7
40OrdType @OrdTyp
@Typ in SingleGeneralOrderHandling		char

Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)

FIX.2.7
41OrigClOrdID @OrigClOrdID
@OrigID in SingleGeneralOrderHandling		String

ClOrdID (11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests.

FIX.2.7
42OrigTime @OrigTmUTCTimestamp

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

FIX.2.7
43PossDupFlag @PosDupBoolean

Indicates possible retransmission of message with this sequence number

FIX.2.7
44Price @PxPrice

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

FIX.2.7
45RefSeqNum @RefSeqNumSeqNum

Reference message sequence number

FIX.2.7
48SecurityID @IDString

Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource.

FIX.2.7
49SenderCompID @SIDString

Assigned value used to identify firm sending message.

FIX.2.7
50SenderSubID @SSubString

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

FIX.2.7
52SendingTime @SntUTCTimestamp

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

FIX.2.7
53Quantity @QtyQty

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

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

FIX.2.7
54Side @Sidechar

Side of order (see Volume : "Glossary" for value definitions)

FIX.2.7
55Symbol @SymString

Ticker symbol. Common, "human understood" representation of the security. SecurityID (48) value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)

Use "[N/A]" for products which do not have a symbol.

FIX.2.7
56TargetCompID @TIDString

Assigned value used to identify receiving firm.

FIX.2.7
57TargetSubID @TSubString

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
58Text @TxtString

Free format text string

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

FIX.2.7
59TimeInForce @TmInForcechar

Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for value definitions)

FIX.2.7
60TransactTime @TxnTmUTCTimestamp

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

FIX.2.7
61Urgency @Urgencychar

Urgency flag

FIX.2.7
62ValidUntilTime @ValidUntilTmUTCTimestamp

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

FIX.2.7
63SettlType @SettlTypStringTenor

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

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

In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.

Additionally the following patterns may be uses as well as enum values

Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0

Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0

Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0

Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0

Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.

FIX.2.7
64SettlDate @SettlDtLocalMktDate

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

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

(expressed in local time at place of settlement)

FIX.2.7
65SymbolSfx @SfxString

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

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

FIX.2.7
66ListID @ListID
@ID in ProgramTrading		String

Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days.

FIX.2.7
67ListSeqNo @ListSeqNo
@SeqNo in ProgramTrading		int

Sequence of individual order within list (i.e. ListSeqNo of TotNoOrders (68), 2 of 25, 3 of 25, . . . )

FIX.2.7
68TotNoOrders @TotNoOrdsint

Total number of list order entries across all messages. Should be the sum of all NoOrders (73) in each message that has repeating list order entries related to the same ListID (66). Used to support fragmentation.

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

FIX.2.7
69ListExecInst @ListExecInstString

Free format text message containing list handling and execution instructions.

FIX.2.7
70AllocID @AllocID
@ID in Allocation		String

Unique identifier for allocation message.

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

FIX.2.7
71AllocTransType @TransTypchar

Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***

FIX.2.7
72RefAllocID @RefAllocID
@RefID in Allocation		String

Reference identifier to be used with AllocTransType (71) = Replace or Cancel.

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

FIX.2.7
73NoOrders(not used in FIXML)NumInGroup

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

FIX.2.7
74AvgPxPrecision @AvgPxPrcsnint

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
75TradeDate @TrdDtLocalMktDate

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
77PositionEffect @PosEfctchar

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
78NoAllocs(not used in FIXML)NumInGroup

Number of repeating AllocAccount (79)/AllocPrice (366) entries.

FIX.2.7
79AllocAccount @AcctString

Sub-account mnemonic

FIX.2.7
80AllocQty @QtyQty

Quantity to be allocated to specific sub-account

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

FIX.2.7
81ProcessCode @ProcCodechar

Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade.

FIX.2.7
82NoRpts @NoRptsint

Total number of reports within series.

FIX.2.7
83RptSeq @RptSeqint

Sequence number of message within report series. Used to carry reporting sequence number of the fill as represented on the Trade Report Side.

FIX.2.7
84CxlQty @CxlQtyQty

Total quantity canceled for this order.

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

FIX.2.7
85NoDlvyInst(not used in FIXML)NumInGroup

Number of delivery instruction fields in repeating group.

Note this field was removed in FIX 4.1 and reinstated in FIX 4.4.

FIX.2.7
87AllocStatus @Stat
@Stat in Allocation		int

Identifies status of allocation.

FIX.2.7
88AllocRejCode @RejCodeint

Identifies reason for rejection.

FIX.2.7
89Signature(not used in FIXML)data

Electronic signature

FIX.2.7
90SecureDataLen(not used in FIXML)Length

Length of encrypted message

FIX.2.7
91SecureData(not used in FIXML)data

Actual encrypted data stream

FIX.2.7
93SignatureLength(not used in FIXML)Length

Number of bytes in signature field.

FIX.2.7
94EmailType @EmailTypchar

Email message type.

FIX.2.7
95RawDataLength @RawDataLengthLength

Number of bytes in raw data field.

FIX.2.7
96RawData @RawDatadata

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

FIX.2.7
97PossResend @PosRsndBoolean

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

FIX.2.7
98EncryptMethod(not used in FIXML)int

Method of encryption.

FIX.2.7
99StopPx @StopPxPrice

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

FIX.2.7
100ExDestination @ExDestExchange

Execution destination as defined by institution when order is entered.

Valid values:

See "Appendix 6-C"

FIX.2.7
102CxlRejReason @CxlRejRsnintReserved100Plus

Code to identify reason for cancel rejection.

FIX.2.7
103OrdRejReason @RejRsnintReserved100Plus

Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors.

FIX.2.7
104IOIQualifier @Qualchar

Code to qualify IOI use. (see Volume : "Glossary" for value definitions)

FIX.3.0
106Issuer @IssrString

Name of security issuer (e.g. International Business Machines, GNMA).

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

FIX.3.0
107SecurityDesc @DescString

Security description.

FIX.3.0
108HeartBtInt(not used in FIXML)int

Heartbeat interval (seconds)

FIX.3.0
110MinQty @MinQtyQty

Minimum quantity of an order to be executed.

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

FIX.3.0
111MaxFloor @MaxFloorQty

The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.

FIX.3.0FIX.5.0
112TestReqID(not used in FIXML)String

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

FIX.3.0
113ReportToExch @RptToExchBoolean

Identifies party of trade responsible for exchange reporting.

FIX.3.0
114LocateReqd @LocReqdBoolean

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

FIX.4.0
115OnBehalfOfCompID @OBIDString

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
116OnBehalfOfSubID @OBSubString

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

FIX.4.0
117QuoteID @QIDString

Unique identifier for quote

FIX.4.0
118NetMoney @NetMnyAmt

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
119SettlCurrAmt @SettlCurrAmtAmt

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

FIX.4.0
120SettlCurrency @SettlCcyCurrency

Currency code of settlement denomination.

FIX.4.0
121ForexReq @ForexReqBoolean

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

FIX.4.0
122OrigSendingTime @OrigSntUTCTimestamp

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
123GapFillFlag(not used in FIXML)Boolean

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

FIX.4.0
124NoExecs(not used in FIXML)NumInGroup

No of execution repeating group entries to follow.

FIX.4.0
126ExpireTime @ExpireTmUTCTimestamp

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

The meaning of expiration is specific to the context where the field is used.

For orders, this is the expiration time of a Good Til Date TimeInForce.

For Quotes - this is the expiration of the quote.

Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process.

For collateral requests, this is the time by which collateral must be assigned.

For collateral assignments, this is the time by which a response to the assignment is expected.

FIX.4.0
127DKReason @DkRsnchar

Reason for execution rejection.

FIX.4.0
128DeliverToCompID @D2IDString

Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would be delivered in the TargetCompID (56) field and the ultimate receiver firm ID in this field.

FIX.4.0
129DeliverToSubID @D2SubString

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

FIX.4.0
130IOINaturalFlag @NatFlagBoolean

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
131QuoteReqID @ReqIDString

Unique identifier for quote request

FIX.4.0
132BidPx @BidPxPrice

Bid price/rate

FIX.4.0
133OfferPx @OfrPxPrice

Offer price/rate

FIX.4.0
134BidSize @BidSzQty

Quantity of bid

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

FIX.4.0
135OfferSize @OfrSzQty

Quantity of offer

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

FIX.4.0
136NoMiscFees(not used in FIXML)NumInGroup

Number of repeating groups of miscellaneous fees

FIX.4.0
137MiscFeeAmt @AmtAmt

Miscellaneous fee value

FIX.4.0
138MiscFeeCurr @CurrCurrency

Currency of miscellaneous fee

FIX.4.0
139MiscFeeType @TypString

Indicates type of miscellaneous fee.

FIX.4.0
140PrevClosePx @PrevClsPxPrice

Previous closing price of security.

FIX.4.0
141ResetSeqNumFlag(not used in FIXML)Boolean

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

FIX.4.1
142SenderLocationID @SLocString

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

FIX.4.1
143TargetLocationID @TLocString

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

FIX.4.1
144OnBehalfOfLocationID @OBLocString

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
145DeliverToLocationID @D2LocString

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
146NoRelatedSym(not used in FIXML)NumInGroup

Specifies the number of repeating symbols specified.

FIX.4.1
147Subject @SubjectString

The subject of an Email message

FIX.4.1
148Headline @HeadlineString

The headline of a News message

FIX.4.1
149URLLink @URLString

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

See "Appendix 6-B FIX Fields Based Upon Other Standards"

FIX.4.1
150ExecType @ExecTypchar

Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus (39) will always identify the current order status (i.e. Partially Filled) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***

FIX.4.1
151LeavesQty @LeavesQtyQty

Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) – CumQty (14).

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

FIX.4.1
152CashOrderQty @CashQty

Specifies the approximate order quantity desired in total monetary units vs. as tradeable units (e.g. number of shares). The broker or fund manager (for CIV orders) would be responsible for converting and calculating a tradeable unit (e.g. share) quantity (OrderQty (38)) based upon this amount to be used for the actual order and subsequent messages.

FIX.4.1
153AllocAvgPx @AvgPxPrice

AvgPx (6) for a specific AllocAccount (79)

For Fixed Income this is always expressed as "percent of par" price type.

FIX.4.1
154AllocNetMoney @NetMnyAmt

NetMoney (8) for a specific AllocAccount (79)

FIX.4.1
155SettlCurrFxRate @SettlCurrFxRtfloat

Foreign exchange rate used to compute SettlCurrAmt (9) from Currency (5) to SettlCurrency (20)

FIX.4.1
156SettlCurrFxRateCalc @SettlCurrFxRtCalcchar

Specifies whether or not SettlCurrFxRate (55) should be multiplied or divided.

FIX.4.1
157NumDaysInterest @NumDaysIntint

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

FIX.4.1
158AccruedInterestRate @AcrdIntRtPercentage

The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond.

FIX.4.1
159AccruedInterestAmt @AcrdIntAmtAmt

Amount of Accrued Interest for convertible bonds and fixed income

FIX.4.1
160SettlInstMode @SettlInstModechar

Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***

FIX.4.1
161AllocText @TxtString

Free format text related to a specific AllocAccount (79).

FIX.4.1
162SettlInstID @SettlInstIDString

Unique identifier for Settlement Instruction.

FIX.4.1
163SettlInstTransType @SettlInstTransTypchar

Settlement Instructions message transaction type

FIX.4.1
164EmailThreadID @EmailThreadIDString

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

FIX.4.1
165SettlInstSource @InstSrcchar

Indicates source of Settlement Instructions

FIX.4.1
167SecurityType @SecTypString

Indicates type of security. See also the Product (460) and CFICode (461) fields. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.

Example values (grouped by Product field value) (Note: additional values may be used by mutual agreement of the counterparties):

* Identify the Issuer in the "Issuer" field(106)

*** REPLACED values - See "Replaced Features and Supported Approach" ***

NOTE: Additional values may be used by mutual agreement of the counterparties)

FIX.4.1
168EffectiveTime @EfctvTmUTCTimestamp

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

FIX.4.1
169StandInstDbType @StandInstDbTypint

Identifies the Standing Instruction database used

FIX.4.1
170StandInstDbName @StandInstDbNameString

Name of the Standing Instruction database represented with StandInstDbType (169) (i.e. the Global Custodian’s name).

FIX.4.1
171StandInstDbID @StandInstDbIDString

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

FIX.4.1
172SettlDeliveryType @DlvryTypint

Identifies type of settlement

FIX.4.1
188BidSpotRate @BidSpotRtPrice

Bid F/X spot rate.

FIX.4.1
189BidForwardPoints @BidFwdPntsPriceOffset

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

FIX.4.1
190OfferSpotRate @OfrSpotRtPrice

Offer F/X spot rate.

FIX.4.1
191OfferForwardPoints @OfrFwdPntsPriceOffset

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

FIX.4.1
192OrderQty2 @Qty2Qty

OrderQty (38) of the future part of a F/X swap order.

FIX.4.1FIX.5.0
193SettlDate2 @SettlDt2LocalMktDate

SettDate (64) of the future part of a F/X swap order.

FIX.4.1FIX.5.0
194LastSpotRate @LastSpotRtPrice

F/X spot rate.

FIX.4.1
195LastForwardPoints @LastFwdPntsPriceOffset

F/X forward points added to LastSpotRate (94). May be a negative value. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199

FIX.4.1
196AllocLinkID @LinkID
@LinkID in Allocation		String

Can be used to link two different Allocation messages (each with unique AllocID (70)) together, i.e. for F/X "Netting" or "Swaps". Should be unique.

FIX.4.1
197AllocLinkType @LinkTypint

Identifies the type of Allocation linkage when AllocLinkID (96) is used.

FIX.4.1
198SecondaryOrderID @OrdID2String

Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system.

FIX.4.1
199NoIOIQualifiers(not used in FIXML)NumInGroup

Number of repeating groups of IOIQualifiers (04).

FIX.4.1
200MaturityMonthYear @MMYMonthYear

Can be used with standardized derivatives vs. the MaturityDate (54) field. Month and Year of the maturity (used for standardized futures and options).

Format:

YYYYMM (i.e. 99903)

YYYYMMDD (20030323)

YYYYMMwN (200303w) for week

A specific date or can be appended to the MaturityMonthYear. For instance, if multiple standard products exist that mature in the same Year and Month, but actually mature at a different time, a value can be appended, such as "w" or "w2" to indicate week as opposed to week 2 expiration. Likewise, the date (0-3) can be appended to indicate a specific expiration (maturity date).

FIX.4.1
201PutOrCall(not used in FIXML)int

Indicates whether an Option is for a put or call

FIX.4.1
202StrikePrice @StrkPxPrice

Strike Price for an Option.

FIX.4.1
203CoveredOrUncovered @Coveredint

Used for derivative products, such as options

FIX.4.1
206OptAttribute @OptAtchar

Can be used for SecurityType (167) =OPT to identify a particular security.

Valid values vary by SecurityExchange:

*** REPLACED values - See "Replaced Features and Supported Approach" ***

For Exchange: MONEP (Paris)

L = Long (a.k.a. "American")

S = Short (a.k.a. "European")

For Exchanges: DTB (Frankfurt), HKSE (Hong Kong), and SOFFEX (Zurich)

0-9 = single digit "version" number assigned by exchange following capital adjustments (0=current, 1=prior, 2=prior to , etc).

FIX.4.1
207SecurityExchange @ExchExchange

Market used to help identify a security.

Valid values:

See "Appendix 6-C"

FIX.4.1
208NotifyBrokerOfCredit @NotifyBrkrOfCreditBoolean

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

FIX.4.1
209AllocHandlInst @HandlInst
@HndInst in SingleGeneralOrderHandling		int

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

FIX.4.1
210MaxShow @MaxShowQty

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.4.1FIX.5.0
211PegOffsetValue @OfstValfloat

Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType (836)

(Prior to FIX 4.4 this field was of type PriceOffset)

FIX.4.1
212XmlDataLen(not used in FIXML)Length

Length of the XmlData data block.

FIX.4.2
213XmlData(not used in FIXML)data

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

FIX.4.2
214SettlInstRefID @SettlInstRefIDString

Reference identifier for the SettlInstID (162) with Cancel and Replace SettlInstTransType (163) transaction types.

FIX.4.2
215NoRoutingIDs(not used in FIXML)NumInGroup

Number of repeating groups of RoutingID (217) and RoutingType (216) values.

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

FIX.4.2
216RoutingType @RtgTypint

Indicates the type of RoutingID (217) specified.

FIX.4.2
217RoutingID @RtgIDString

Assigned value used to identify a specific routing destination.

FIX.4.2
218Spread @SpreadPriceOffset

For Fixed Income. Either Swap Spread or Spread to Benchmark depending upon the order type.

Spread to Benchmark: Basis points relative to a benchmark. To be expressed as "count of basis points" (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the BenchmarkCurveName (22) field). Note: Basis points can be negative.

Swap Spread: Target spread for a swap.

FIX.4.2
220BenchmarkCurveCurrency @CcyCurrency

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
221BenchmarkCurveName @NameString

Name of benchmark curve.

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

FIX.4.2
222BenchmarkCurvePoint @PointString

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

Sample values:

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

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

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

INTERPOLATED = the point is mathematically derived

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

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

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

FIX.4.2
223CouponRate @CpnRtPercentage

The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment. The coupon is always cited, along with maturity, in any quotation of a bond's price.

FIX.4.2
224CouponPaymentDate @CpnPmtLocalMktDate

Date interest is to be paid. Used in identifying Corporate Bond issues.

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

(prior to FIX 4.4 field was of type UTCDate)

FIX.4.2
225IssueDate @IssuedLocalMktDate

The date on which a bond or stock offering is issued. It may or may not be the same as the effective date ("Dated Date") or the date on which interest begins to accrue ("Interest Accrual Date")

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

(prior to FIX 4.4 field was of type UTCDate)

FIX.4.2
226RepurchaseTerm @RepoTrmint

Number of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.2FIX.4.4
227RepurchaseRate @RepoRtPercentage

Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-/4 percent of par. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.2FIX.4.4
228Factor @Fctrfloat

For Fixed Income: Amorization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than . In TIPS securities this is the Inflation index.

Qty * Factor * Price = Gross Trade Amount

For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract.

(Qty * Price) * Factor = Nominal Value

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

FIX.4.2
229TradeOriginationDate @OrignDtLocalMktDate

Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.

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

(prior to FIX 4.4 field was of type UTCDate)

FIX.4.2
230ExDate @ExDtLocalMktDate

The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity).

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

(prior to FIX 4.4 field was of type UTCDate)

FIX.4.2
231ContractMultiplier @Multfloat

Specifies the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc.

In general quantities for all calsses should be expressed in the basic unit of the instrument, e.g. shares for equities, norminal or par amount for bonds, currency for foreign exchange. When quantity is expressed in contracts, e.g. financing transactions and bond trade reporting, ContractMutliplier should contain the number of units in one contract and can be omitted if the multiplier is the default amount for the instrument, i.e. 1,000 par of bonds, 1,000,000 par for financing transactions.

FIX.4.2
232NoStipulations(not used in FIXML)NumInGroup

Number of stipulation entries

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

FIX.4.2
233StipulationType @TypString

For Fixed Income.

Type of Stipulation.

Other types may be used by mutual agreement of the counterparties.

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

FIX.4.2
234StipulationValue @ValString

For Fixed Income. Value of stipulation.

The expression can be an absolute single value or a combination of values and logical operators:

< value

> value

<= value

>= value

value

value – value2

value OR value2

value AND value2

YES

NO

Bargain conditions recognized by the London Stock Exchange – to be used when StipulationType is "BGNCON".

CD = Special cum Dividend

XD = Special ex Dividend

CC = Special cum Coupon

XC = Special ex Coupon

CB = Special cum Bonus

XB = Special ex Bonus

CR = Special cum Rights

XR = Special ex Rights

CP = Special cum Capital Repayments

XP = Special ex Capital Repayments

CS = Cash Settlement

SP = Special Price

TR = Report for European Equity Market Securities in accordance with Chapter 8 of the Rules.

GD = Guaranteed Delivery

Values for StipulationType = "PXSOURCE":

BB GENERIC

BB FAIRVALUE

BROKERTEC

ESPEED

GOVPX

HILLIARD FARBER

ICAP

TRADEWEB

TULLETT LIBERTY

If a particular side of the market is wanted append /BID /OFFER or /MID.

plus appropriate combinations of the above and other expressions by mutual agreement of the counterparties.

Examples: ">=60", ".25", "ORANGE OR CONTRACOSTA", etc.

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

FIX.4.2
235YieldType @TypString

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

FIX.4.2
236Yield @YldPercentage

Yield percentage.

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

FIX.4.2
237TotalTakedown @TotTakedownAmt

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
238Concession @ConcessionAmt

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
239RepoCollateralSecurityType @RepoCollSecTypString

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.4.3FIX.4.4
240RedemptionDate @RedeemLocalMktDate

Return of investor's principal in a security. Bond redemption can occur before maturity date.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.2FIX.4.4
241UnderlyingCouponPaymentDate @CpnPmtLocalMktDate

Underlying security’s CouponPaymentDate.

See CouponPaymentDate (224) field for description

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

(prior to FIX 4.4 field was of type UTCDate)

FIX.4.2
242UnderlyingIssueDate @IssuedLocalMktDate

Underlying security’s IssueDate.

See IssueDate (225) field for description

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

(prior to FIX 4.4 field was of type UTCDate)

FIX.4.2
243UnderlyingRepoCollateralSecurityType @RepoCollSecTypString

Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.3FIX.4.4
244UnderlyingRepurchaseTerm @RepoTrmint

Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.2FIX.4.4
245UnderlyingRepurchaseRate @RepoRtPercentage

Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

FIX.4.2FIX.4.4
246UnderlyingFactor @Fctrfloat

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
247UnderlyingRedemptionDate @RedeemLocalMktDate

Underlying security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.2FIX.4.4
248LegCouponPaymentDate @CpnPmtLocalMktDate

Multileg instrument's individual leg security’s CouponPaymentDate.

See CouponPaymentDate (224) field for description

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

(prior to FIX 4.4 field was of type UTCDate)

FIX.4.2
249LegIssueDate @IssuedLocalMktDate

Multileg instrument's individual leg security’s IssueDate.

See IssueDate (225) field for description

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

(prior to FIX 4.4 field was of type UTCDate)

FIX.4.2
250LegRepoCollateralSecurityType @RepoCollSecTypString

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.4.3FIX.4.4
251LegRepurchaseTerm @RepoTrmint

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.4.2FIX.4.4
252LegRepurchaseRate @RepoRtPercentage

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.4.2FIX.4.4
253LegFactor @Fctrfloat

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
254LegRedemptionDate @RedeemLocalMktDate

Multileg instrument's individual leg security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

FIX.4.2FIX.4.4
255CreditRating @CrdRtgString

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
256UnderlyingCreditRating @CrdRtgString

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
257LegCreditRating @CrdRtgString

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
258TradedFlatSwitch @TrddFlatSwitchBoolean

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
259BasisFeatureDate @BasisFeatureDtLocalMktDate

BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process.

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

(prior to FIX 4.4 field was of type UTCDate)

FIX.4.2
260BasisFeaturePrice @BasisFeaturePxPrice

Price for BasisFeatureDate.

See BasisFeatureDate (259)

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

FIX.4.2
262MDReqID @ReqIDString

Unique identifier for Market Data Request

FIX.4.2
263SubscriptionRequestType @SubReqTypchar

Subscription Request Type

FIX.4.2
264MarketDepth @MktDepthint

Depth of market for Book Snapshot

FIX.4.2
265MDUpdateType @UpdtTypint

Specifies the type of Market Data update.

FIX.4.2
266AggregatedBook @AggBookBoolean

Specifies whether or not book entries should be aggregated. (Not specified) = broker option

FIX.4.2
267NoMDEntryTypes(not used in FIXML)NumInGroup

Number of MDEntryType (269) fields requested.

FIX.4.2
268NoMDEntries(not used in FIXML)NumInGroup

Number of entries in Market Data message.

FIX.4.2
269MDEntryType @Typchar

Type Market Data entry.

FIX.4.2
270MDEntryPx @PxPrice

Price of the Market Data Entry.

FIX.4.2
271MDEntrySize @SzQty

Quantity or volume represented by the Market Data Entry.

FIX.4.2
272MDEntryDate @DtUTCDateOnly

Date of Market Data Entry.

(prior to FIX 4.4 field was of type UTCDate)

FIX.4.2
273MDEntryTime @TmUTCTimeOnly

Time of Market Data Entry.

FIX.4.2
274TickDirection @TickDirctnchar

Direction of the "tick".

FIX.4.2
275MDMkt @MktExchange

Market posting quote / trade.

Valid values:

See "Appendix 6-C"

FIX.4.2FIX.5.0
276QuoteCondition @QCondMultipleStringValue

Space-delimited list of conditions describing a quote.

FIX.4.2
277TradeCondition @TrdCondMultipleStringValue

Space-delimited list of conditions describing a trade

FIX.4.2
278MDEntryID @IDString

Unique Market Data Entry identifier.

FIX.4.2
279MDUpdateAction @UpdtActchar

Type of Market Data update action.

FIX.4.2
280MDEntryRefID @RefIDString

Refers to a previous MDEntryID (278).

FIX.4.2
281MDReqRejReason @ReqRejResnchar

Reason for the rejection of a Market Data request.

FIX.4.2
282MDEntryOriginator @OrigString

Originator of a Market Data Entry

FIX.4.2FIX.5.0
283LocationID @LctnIDString

Identification of a Market Maker’s location

FIX.4.2
284DeskID @DeskIDString

Identification of a Market Maker’s desk

FIX.4.2
285DeleteReason @DelRsnchar

Reason for deletion.

FIX.4.2
286OpenCloseSettlFlag @OpenClsSettlFlagMultipleCharValue

Flag that identifies a market data entry. (Prior to FIX 4.3 this field was of type char)

FIX.4.2
287SellerDays @SellerDaysint

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

FIX.4.2
288MDEntryBuyer @BuyerString

Buying party in a trade

FIX.4.2
289MDEntrySeller @SellerString

Selling party in a trade

FIX.4.2
290MDEntryPositionNo @PosNoint

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

FIX.4.2
291FinancialStatus @FinclStatMultipleCharValue

Identifies a firm's or a security's financial status

FIX.4.2
292CorporateAction @CorpActnMultipleCharValue

Identifies the type of Corporate Action.

FIX.4.2
293DefBidSize @DefBidSzQty

Default Bid Size.

FIX.4.2
294DefOfferSize @DefOfrSzQty

Default Offer Size.

FIX.4.2
295NoQuoteEntries(not used in FIXML)NumInGroup

The number of quote entries for a QuoteSet.

FIX.4.2
296NoQuoteSets(not used in FIXML)NumInGroup

The number of sets of quotes in the message.

FIX.4.2
297QuoteStatus @Statint

Identifies the status of the quote acknowledgement.

FIX.4.2
298QuoteCancelType @CxlTypint

Identifies the type of quote cancel.

FIX.4.2
299QuoteEntryID @EntryIDString

Uniquely identifies the quote as part of a QuoteSet.

FIX.4.2
300QuoteRejectReason @RejRsnintReserved100Plus

Reason Quote was rejected:

FIX.4.2
301QuoteResponseLevel @RspLvlint

Level of Response requested from receiver of quote messages.

FIX.4.2
302QuoteSetID @SetIDString

Unique id for the Quote Set.

FIX.4.2
303QuoteRequestType @ReqTypint

Indicates the type of Quote Request being generated

FIX.4.2
304TotNoQuoteEntries @TotNoQuotEntriesint

Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries (295) in each message that has repeating quotes that are part of the same quote set.

(Prior to FIX 4.4 this field was named TotQuoteEntries)

FIX.4.2
305UnderlyingSecurityIDSource @SrcString

Underlying security’s SecurityIDSource.

Valid values: see SecurityIDSource (22) field

FIX.4.222
306UnderlyingIssuer @IssrString

Underlying security’s Issuer.

See Issuer (06) field for description

FIX.4.2
307UnderlyingSecurityDesc @DescString

Underlying security’s SecurityDesc.

See SecurityDesc (07) field for description

FIX.4.2
308UnderlyingSecurityExchange @ExchExchange

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

Valid values: see SecurityExchange (207)

FIX.4.2
309UnderlyingSecurityID @IDString

Underlying security’s SecurityID.

See SecurityID (48) field for description

FIX.4.2
310UnderlyingSecurityType @TypString

Underlying security’s SecurityType.

Valid values: see SecurityType (167) field

(see below for details concerning this fields use in conjunction with SecurityType=REPO)

The following applies when used in conjunction with SecurityType=REPO

Represents the general or specific type of security that underlies a financing agreement

Valid values for SecurityType=REPO:

If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or < UnderlyingStipulations > block e.g.:

FIX.4.2167
311UnderlyingSymbol @SymString

Underlying security’s Symbol.

See Symbol (55) field for description

FIX.4.2
312UnderlyingSymbolSfx @SfxString

Underlying security’s SymbolSfx.

See SymbolSfx (65) field for description

FIX.4.265
313UnderlyingMaturityMonthYear @MMYMonthYear

Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field.

See MaturityMonthYear (200) field for description

FIX.4.2
315UnderlyingPutOrCall(not used in FIXML)int

Underlying security's PutOrCall. See PutOrCall field for description

FIX.4.2
316UnderlyingStrikePrice @StrkPxPrice

Underlying security’s StrikePrice.

See StrikePrice (202) field for description

FIX.4.2
317UnderlyingOptAttribute @OptAchar

Underlying security’s OptAttribute.

See OptAttribute (206) field for description

FIX.4.2
318UnderlyingCurrency @CcyCurrency

Underlying security’s Currency.

See Currency (5) field for description and valid values

FIX.4.2
320SecurityReqID @ReqIDString

Unique ID of a Security Definition Request.

FIX.4.2
321SecurityRequestType @ReqTypint

Type of Security Definition Request.

FIX.4.2
322SecurityResponseID @RspIDString

Unique ID of a Security Definition message.

FIX.4.2
323SecurityResponseType @RspTypint

Type of Security Definition message response.

FIX.4.2
324SecurityStatusReqID @StatReqIDString

Unique ID of a Security Status Request message.

FIX.4.2
325UnsolicitedIndicator @UnsolBoolean

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

FIX.4.2
326SecurityTradingStatus @TrdgStatint

Identifies the trading status applicable to the transaction.

FIX.4.2
327HaltReason @HaltRsnchar

Denotes the reason for the Opening Delay or Trading Halt.

FIX.4.2
328InViewOfCommon @InViewOfCmnBoolean

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

FIX.4.2
329DueToRelated @DueToReltdBoolean

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

FIX.4.2
330BuyVolume @BuyVolQty

Quantity bought.

FIX.4.2
331SellVolume @SellVolQty

Quantity sold.

FIX.4.2
332HighPx @HighPxPrice

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

FIX.4.2
333LowPx @LowPxPrice

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

FIX.4.2
334Adjustment @Adjmtint

Identifies the type of adjustment.

FIX.4.2
335TradSesReqID @ReqIDString

Unique ID of a Trading Session Status message.

FIX.4.2
336TradingSessionID @SesIDString

Identifier for Trading Session

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

To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.

Values should be bi-laterally agreed to between counterparties.

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

FIX.4.2
337ContraTrader @CntraTrdr
@Trdr in SingleGeneralOrderHandling		String

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

FIX.4.2
338TradSesMethod @Methodint

Method of trading

FIX.4.2
339TradSesMode @Modeint

Trading Session Mode

FIX.4.2
340TradSesStatus @Statint

State of the trading session.

FIX.4.2
341TradSesStartTime @StartTmUTCTimestamp

Starting time of the trading session

FIX.4.2
342TradSesOpenTime @OpenTmUTCTimestamp

Time of the opening of the trading session

FIX.4.2
343TradSesPreCloseTime @PreClsTmUTCTimestamp

Time of the pre-closed of the trading session

FIX.4.2
344TradSesCloseTime @ClsTmUTCTimestamp

Closing time of the trading session

FIX.4.2
345TradSesEndTime @EndTmUTCTimestamp

End time of the trading session

FIX.4.2
346NumberOfOrders @NumOfOrdsint

Number of orders in the market.

FIX.4.2
347MessageEncoding @MsgEncdString

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

FIX.4.2
348EncodedIssuerLen @EncIssrLenLength

Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field.

FIX.4.2
349EncodedIssuer @EncIssrdata

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Issuer field.

FIX.4.2
350EncodedSecurityDescLen @EncSecDescLenLength

Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (351) field.

FIX.4.2
351EncodedSecurityDesc @EncSecDescdata

Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field.

FIX.4.2
352EncodedListExecInstLen @EncListExecInstLenLength

Byte length of encoded (non-ASCII characters) EncodedListExecInst (353) field.

FIX.4.2
353EncodedListExecInst @EncListExecInstdata

Encoded (non-ASCII characters) representation of the ListExecInst (69) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListExecInst field.

FIX.4.2
354EncodedTextLen @EncTxtLenLength

Byte length of encoded (non-ASCII characters) EncodedText (355) field.

FIX.4.2
355EncodedText @EncTxtdata

Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field.

FIX.4.2
356EncodedSubjectLen @EncSubjectLenLength

Byte length of encoded (non-ASCII characters) EncodedSubject (357) field.

FIX.4.2
357EncodedSubject @EncSubjectdata

Encoded (non-ASCII characters) representation of the Subject (147) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Subject field.

FIX.4.2
358EncodedHeadlineLen @EncHeadlineLenLength

Byte length of encoded (non-ASCII characters) EncodedHeadline (359) field.

FIX.4.2
359EncodedHeadline @EncHeadlinedata

Encoded (non-ASCII characters) representation of the Headline (148) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Headline field.

FIX.4.2
360EncodedAllocTextLen @EncAllocTextLenLength

Byte length of encoded (non-ASCII characters) EncodedAllocText (361) field.

FIX.4.2
361EncodedAllocText @EncAllocTextdata

Encoded (non-ASCII characters) representation of the AllocText (161) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AllocText field.

FIX.4.2
362EncodedUnderlyingIssuerLen @EncUndIssrLenLength

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

FIX.4.2
363EncodedUnderlyingIssuer @EncUndIssrdata

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

FIX.4.2
364EncodedUnderlyingSecurityDescLen @EncUndSecDescLenLength

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

FIX.4.2
365EncodedUnderlyingSecurityDesc @EncUndSecDescdata

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

FIX.4.2
366AllocPrice @PxPrice

Executed price for an AllocAccount (79) entry used when using "executed price" vs. "average price" allocations (e.g. Japan).

FIX.4.2
367QuoteSetValidUntilTime @ValidTilUTCTimestamp

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

FIX.4.2
368QuoteEntryRejectReason @EntryRejRsnintReserved100Plus

Reason Quote Entry was rejected:

FIX.4.2
369LastMsgSeqNumProcessed(not used in FIXML)SeqNum

The last MsgSeqNum (34) value received by the FIX engine and processed by downstream application, such as trading engine or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

FIX.4.2
371RefTagID @RefTagIDint

The tag number of the FIX field being referenced.

FIX.4.2
372RefMsgType @RefMsgTypString

The MsgType (35) of the FIX message being referenced.

FIX.4.235
373SessionRejectReason(not used in FIXML)intReserved100Plus

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

FIX.4.2
374BidRequestTransType @BidReqTransTypchar

Identifies the Bid Request message type.

FIX.4.2
375ContraBroker @CntraBrkrString

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

FIX.4.2
376ComplianceID @ComplianceIDString

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

FIX.4.2
377SolicitedFlag @SolFlagBoolean

Indicates whether or not the order was solicited.

FIX.4.2
378ExecRestatementReason @ExecRstmtRsnintReserved100Plus

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

FIX.4.2
379BusinessRejectRefID @BizRejRefIDString

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

FIX.4.2
380BusinessRejectReason @BizRejRsnint

Code to identify reason for a Business Message Reject message.

FIX.4.2
381GrossTradeAmt @GrossTrdAmtAmt

Total amount traded (e.g. CumQty (14) * AvgPx (6)) expressed in units of currency. For FX Futures this is used to express the notional value of a fill when LastQty and other quantity fields are express in terms of contract size.

FIX.4.2
382NoContraBrokers(not used in FIXML)NumInGroup

The number of ContraBroker (375) entries.

FIX.4.2
383MaxMessageSize(not used in FIXML)Length

Maximum number of bytes supported for a single message.

FIX.4.2
384NoMsgTypes(not used in FIXML)NumInGroup

Number of MsgTypes (35) in repeating group.

FIX.4.2
385MsgDirection(not used in FIXML)char

Specifies the direction of the messsage.

FIX.4.2
386NoTradingSessions(not used in FIXML)NumInGroup

Number of TradingSessionIDs (336) in repeating group.

FIX.4.2
387TotalVolumeTraded @TotVolTrddQty

Total volume (quantity) traded.

FIX.4.2
388DiscretionInst @DsctnInstchar

Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to.

FIX.4.2
389DiscretionOffsetValue @OfstValufloat

Amount (signed) added to the "related to" price specified via DiscretionInst (388), in the context of DiscretionOffsetType (842)

(Prior to FIX 4.4 this field was of type PriceOffset)

FIX.4.2
390BidID @BidIDString

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
391ClientBidID @ClBidIDString

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

FIX.4.2
392ListName @ListNameString

Descriptive name for list order.

FIX.4.2
393TotNoRelatedSym @TotNoReltdSymint

Total number of securities.

(Prior to FIX 4.4 this field was named TotalNumSecurities)

FIX.4.2
394BidType @BidTypint

Code to identify the type of Bid Request.

FIX.4.2
395NumTickets @NumTktsint

Total number of tickets.

FIX.4.2
396SideValue1 @SideValu1Amt

Amounts in currency

FIX.4.2
397SideValue2 @SideValu2Amt

Amounts in currency

FIX.4.2
398NoBidDescriptors(not used in FIXML)NumInGroup

Number of BidDescriptor (400) entries.

FIX.4.2
399BidDescriptorType @BidDescptrTypint

Code to identify the type of BidDescriptor (400).

FIX.4.2
400BidDescriptor @BidDescptrString

BidDescriptor value. Usage depends upon BidDescriptorTyp (399).

If BidDescriptorType = 1

Industrials etc - Free text

If BidDescriptorType = 2

"FR" etc - ISO Country Codes

If BidDescriptorType = 3

FT00, FT250, STOX - Free text

FIX.4.2
401SideValueInd @SideValuIndint

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
402LiquidityPctLow @LqdtyPctLowPercentage

Liquidity indicator or lower limit if TotalNumSecurities (393) > 1. Represented as a percentage.

FIX.4.2
403LiquidityPctHigh @LqdtyPctHighPercentage

Upper liquidity indicator if TotalNumSecurities (393) > 1. Represented as a percentage.

FIX.4.2
404LiquidityValue @LqdtyValuAmt

Value between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency

FIX.4.2
405EFPTrackingError @EFPTrkngErrPercentage

Eg Used in EFP trades 2% (EFP – Exchange for Physical ). Represented as a percentage.

FIX.4.2
406FairValue @FairValuAmt

Used in EFP trades

FIX.4.2
407OutsideIndexPct @OutsideNdxPctPercentage

Used in EFP trades. Represented as a percentage.

FIX.4.2
408ValueOfFutures @ValuOfFutsAmt

Used in EFP trades

FIX.4.2
409LiquidityIndType @LqdtyIndTypint

Code to identify the type of liquidity indicator.

FIX.4.2
410WtAverageLiquidity @WtAvgLqdtyPercentage

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

FIX.4.2
411ExchangeForPhysical @EFPBoolean

Indicates whether or not to exchange for phsyical.

FIX.4.2
412OutMainCntryUIndex @OutMainCntryUNdxAmt

Value of stocks in Currency

FIX.4.2
413CrossPercent @CrssPct
@Pct in CrossOrders		Percentage

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

FIX.4.2
414ProgRptReqs @ProgRptReqsint

Code to identify the desired frequency of progress reports.

FIX.4.2
415ProgPeriodInterval @ProgPeriodIntvlint

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

FIX.4.2
416IncTaxInd @IncTaxIndint

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

FIX.4.2
417NumBidders @NumBiddersint

Indicates the total number of bidders on the list

FIX.4.2
418BidTradeType @BidTrdTypchar

Code to represent the type of trade.

(Prior to FIX 4.4 this field was named "TradeType")

FIX.4.2
419BasisPxType @BasisPxTypchar

Code to represent the basis price type.

FIX.4.2
420NoBidComponents(not used in FIXML)NumInGroup

Indicates the number of list entries.

FIX.4.2
421Country @CtryCountry

ISO Country Code in field

FIX.4.2
422TotNoStrikes @TotNoStrksint

Total number of strike price entries across all messages. Should be the sum of all NoStrikes (428) in each message that has repeating strike price entries related to the same ListID (66). Used to support fragmentation.

FIX.4.2
423PriceType @PxTypint

Code to represent the price type.

(For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".

See Volume : "Glossary" for further value definitions)

FIX.4.2
424DayOrderQty @DayOrdQtyQty

For GT orders, the OrderQty (38) less all quantity (adjusted for stock splits) that traded on previous days. DayOrderQty (424) = OrderQty – (CumQty (14) – DayCumQty (425))

FIX.4.2
425DayCumQty @DayCumQtyQty

Quantity on a GT order that has traded today.

FIX.4.2
426DayAvgPx @DayAvgPxPrice

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

FIX.4.2
427GTBookingInst @GTBkngInstint

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
428NoStrikes(not used in FIXML)NumInGroup

Number of list strike price entries.

FIX.4.2
429ListStatusType @ListStatTypint

Code to represent the status type.

FIX.4.2
430NetGrossInd @NetGrossIndint

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

FIX.4.2
431ListOrderStatus @ListOrdStatint

Code to represent the status of a list order.

FIX.4.2
432ExpireDate @ExpireDtLocalMktDate

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
433ListExecInstType @ListExecInstTypchar

Identifies the type of ListExecInst (69).

FIX.4.2
434CxlRejResponseTo @CxlRejRspTochar

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

FIX.4.2
435UnderlyingCouponRate @CpnRtPercentage

Underlying security’s CouponRate.

See CouponRate (223) field for description

FIX.4.2
436UnderlyingContractMultiplier @Multfloat

Underlying security’s ContractMultiplier.

See ContractMultiplier (231) field for description

FIX.4.2
437ContraTradeQty @CntraTrdQty
@TrdQty in SingleGeneralOrderHandling		Qty

Quantity traded with the ContraBroker (375).

FIX.4.2
438ContraTradeTime @CntraTrdTm
@TrdTm in SingleGeneralOrderHandling		UTCTimestamp

Identifes the time of the trade with the ContraBroker (375). (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

FIX.4.2
441LiquidityNumSecurities @LqdtyNumSecuritiesint

Number of Securites between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency.

FIX.4.2
442MultiLegReportingType @MLegRptTypchar

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

FIX.4.2
443StrikeTime @StrkTmUTCTimestamp

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

FIX.4.2
444ListStatusText @ListStatTextString

Free format text string related to List Status.

FIX.4.2
445EncodedListStatusTextLen @EncListStatTextLenLength

Byte length of encoded (non-ASCII characters) EncodedListStatusText (446) field.

FIX.4.2
446EncodedListStatusText @EncListStatTextdata

Encoded (non-ASCII characters) representation of the ListStatusText (444) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListStatusText field.

FIX.4.2
447PartyIDSource @Srcchar

Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified.

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

FIX.4.3
448PartyID @IDString

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

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

FIX.4.3
451NetChgPrevDay @NetChgPrevDayPriceOffset

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

FIX.4.3
452PartyRole @Rint

Identifies the type or role of the PartyID (448) specified.

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

(see Volume : "Glossary" for value definitions)

FIX.4.3
453NoPartyIDs(not used in FIXML)NumInGroup

Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries

FIX.4.3
454NoSecurityAltID(not used in FIXML)NumInGroup

Number of SecurityAltID (455) entries.

FIX.4.3
455SecurityAltID @AltIDString

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

FIX.4.3
456SecurityAltIDSource @AltIDSrcString

Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified.

Valid values:

Same valid values as the SecurityIDSource (22) field

FIX.4.322
457NoUnderlyingSecurityAltID(not used in FIXML)NumInGroup

Number of UnderlyingSecurityAltID (458) entries.

FIX.4.3
458UnderlyingSecurityAltID @AltIDString

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

FIX.4.3
459UnderlyingSecurityAltIDSource @AltIDSrcString

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified.

Valid values:

Same valid values as the SecurityIDSource (22) field

FIX.4.322
460Product @Prodint

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

FIX.4.3
461CFICode @CFIString

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
462UnderlyingProduct @Prodint

Underlying security’s Product.

Valid values: see Product(460) field

FIX.4.3460
463UnderlyingCFICode @CFIString

Underlying security’s CFICode.

Valid values: see CFICode (461) field

FIX.4.3
464TestMessageIndicator(not used in FIXML)Boolean

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

FIX.4.3
466BookingRefID @BkngRefIDString

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

FIX.4.3
467IndividualAllocID @IndAllocIDString

Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).

FIX.4.3
468RoundingDirection @RndDirchar

Specifies which direction to round For CIV – indicates whether or not the quantity of shares/units is to be rounded and in which direction where CashOrdQty (152) or (for CIV only) OrderPercent (516) are specified on an order.

The default is for rounding to be at the discretion of the executing broker or fund manager.

e.g. for an order specifying CashOrdQty or OrderPercent if the calculated number of shares/units was 325.76 and RoundingModulus (469) was 0 - "round down" would give 320 units, 1 - "round up" would give 330 units and "round to nearest" would give 320 units.

FIX.4.3
469RoundingModulus @RndModfloat

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

i.e. 0 means round to a multiple of 0 units/shares; 0.5 means round to a multiple of 0.5 units/shares.

The default, if RoundingDirection (468) is specified without RoundingModulus, is to round to a whole unit/share.

FIX.4.3
470CountryOfIssue @IssuCtryCountry

ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (48) (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.

FIX.4.3
471StateOrProvinceOfIssue @StPrvString

A two-character state or province abbreviation.

FIX.4.3
472LocaleOfIssue @LclString

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

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

Reference the IATA city codes for values.

Note IATA (International Air Transport Association) maintains the codes at www.iata.org.

FIX.4.3
473NoRegistDtls(not used in FIXML)NumInGroup

The number of registration details on a Registration Instructions message

FIX.4.3
474MailingDtls @MailingDtlsString

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

FIX.4.3
475InvestorCountryOfResidence @InvestorCtryOfResidenceCountry

The ISO 366 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes.

FIX.4.3
476PaymentRef @PmtRefString

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

FIX.4.3
477DistribPaymentMethod @DistribPmtMethodintReserved100Plus

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

13 through 998 are reserved for future use

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

FIX.4.3
478CashDistribCurr @CshDistribCurrCurrency

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

FIX.4.3
479CommCurrency @CcyCurrency

Specifies currency to be use for Commission (12) if the Commission currency is different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes".

FIX.4.3
480CancellationRights @CxllationRightschar

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

FIX.4.3
481MoneyLaunderingStatus @MnyLaunderingStatchar

A one character code identifying Money laundering status.

FIX.4.3
482MailingInst @MailingInstString

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

FIX.4.3
483TransBkdTime @TransBkdTmUTCTimestamp

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

For derivatives a date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU. Indicates the time at which the order was finalized between the buyer and seller prior to submission.

FIX.4.3
484ExecPriceType @ExecPxTypchar

For CIV - Identifies how the execution price LastPx (31) was calculated from the fund unit/share price(s) calculated at the fund valuation point.

FIX.4.3
485ExecPriceAdjustment @ExecPxAdjmentfloat

For CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by ExecPriceType (484)

FIX.4.3
486DateOfBirth @DtOfBirthLocalMktDate

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

FIX.4.3
487TradeReportTransType @TransTypint

Identifies Trade Report message transaction type

(Prior to FIX 4.4 this field was of type char)

FIX.4.3
488CardHolderName @CardHolderNameString

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

FIX.4.3
489CardNumber @CardNumString

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

FIX.4.3
490CardExpDate @CardExpDtLocalMktDate

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

FIX.4.3
491CardIssNum @CardIssNumString

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
492PaymentMethod @PmtMethodintReserved1000Plus

A code identifying the Settlement payment method. 16 through 998 are reserved for future use

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

FIX.4.3
493RegistAcctType @AcctTyp
@AcctTyp in RegistrationInstruction		String

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

FIX.4.3
494Designation @DesignationString

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
495TaxAdvantageType @TaxAdvantageTypintReserved1000Plus

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

30 – 998 are reserved for future use by recognized taxation authorities

999=Other

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

FIX.4.3
496RegistRejReasonText @RejRsnTxt
@Dtls in RegistrationInstruction		String

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

FIX.4.3
497FundRenewWaiv @FundRenewWaivchar

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

FIX.4.3
498CashDistribAgentName @CshDistribAgentNameString

Name of local agent bank if for cash distributions

FIX.4.3
499CashDistribAgentCode @CshDistribAgentCodeString

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

FIX.4.3
500CashDistribAgentAcctNumber @CshDistribAgentAcctNumString

Account number at agent bank for distributions.

FIX.4.3
501CashDistribPayRef @CshDistribPayRefString

Free format Payment reference to assist with reconciliation of distributions.

FIX.4.3
502CashDistribAgentAcctName @CshDistribAgentAcctNameString

Name of account at agent bank for distributions.

FIX.4.3
503CardStartDate @CardStartDtLocalMktDate

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

FIX.4.3
504PaymentDate @PmtDtLocalMktDate

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

FIX.4.3
505PaymentRemitterID @PmtRemtrIDString

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

FIX.4.3
506RegistStatus @RegStatchar

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

FIX.4.3
507RegistRejReasonCode @RejRsnCd
@RejRsnCd in RegistrationInstruction		intReserved100Plus

Reason(s) why Registration Instructions has been rejected.

The reason may be further amplified in the RegistRejReasonCode field.

Possible values of reason code include:

FIX.4.3
508RegistRefID @RefID
@RefID in RegistrationInstruction		String

Reference identifier for the RegistID (53) with Cancel and Replace RegistTransType (54) transaction types.

FIX.4.3
509RegistDtls @Dtls
@RejRsnTxt in RegistrationInstruction		String

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

FIX.4.3
510NoDistribInsts(not used in FIXML)NumInGroup

The number of Distribution Instructions on a Registration Instructions message

FIX.4.3
511RegistEmail @Email
@Email in RegistrationInstruction		String

Email address relating to Registration name and address details

FIX.4.3
512DistribPercentage @DistribPctagePercentage

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

FIX.4.3
513RegistID @RegistID
@ID in RegistrationInstruction		String

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

FIX.4.3
514RegistTransType @TransTypchar

Identifies Registration Instructions transaction type

FIX.4.3
515ExecValuationPoint @ExecValuationPointUTCTimestamp

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
516OrderPercent @PctPercentage

For CIV specifies the approximate order quantity desired. For a CIV Sale it specifies percentage of investor’s total holding to be sold. For a CIV switch/exchange it specifies percentage of investor’s cash realised from sales to be re-invested. The executing broker, intermediary or fund manager is responsible for converting and calculating OrderQty (38) in shares/units for subsequent messages.

FIX.4.3
517OwnershipType @OwnershipTypchar

The relationship between Registration parties.

FIX.4.3
518NoContAmts(not used in FIXML)NumInGroup

The number of Contract Amount details on an Execution Report message

FIX.4.3
519ContAmtType @ContAmtTypint

Type of ContAmtValue (520).

NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3.

FIX.4.3
520ContAmtValue @ContAmtValufloat

Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (519).

FIX.4.3
521ContAmtCurr @ContAmtCurrCurrency

Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes".

FIX.4.3
522OwnerType @OwnerTypint

Identifies the type of owner.

FIX.4.3
523PartySubID @IDString

Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.

FIX.4.3
524NestedPartyID @IDString

PartyID value within a nested repeating group.

Same values as PartyID (448)

FIX.4.3
525NestedPartyIDSource @Srcchar

PartyIDSource value within a nested repeating group.

Same values as PartyIDSource (447)

FIX.4.3447
526SecondaryClOrdID @ClOrdID2
@ID2 in SingleGeneralOrderHandling		String

Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.

FIX.4.3
527SecondaryExecID @ExecID2String

Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system.

FIX.4.3
528OrderCapacity @Cpctychar

Designates the capacity of the firm placing the order.

(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field)

(see Volume : "Glossary" for value definitions)

FIX.4.3
529OrderRestrictions @RstctionsMultipleCharValue

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
530MassCancelRequestType @MassCxlReqTyp
@ReqTyp in SingleGeneralOrderHandling		char

Specifies scope of Order Mass Cancel Request.

FIX.4.3
531MassCancelResponse @MassCxlRsp
@Rsp in SingleGeneralOrderHandling		char

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

FIX.4.3
532MassCancelRejectReason @MassCxlRejRsn
@RejRsn in SingleGeneralOrderHandling		intReserved100Plus

Reason Order Mass Cancel Request was rejected

FIX.4.3
533TotalAffectedOrders @TotAffctdOrdsint

Total number of orders affected by mass cancel request.

FIX.4.3
534NoAffectedOrders @NoAffctdOrdsNumInGroup

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

FIX.4.3
535AffectedOrderID @AffctdOrdIDString

OrderID (37) of an order affected by a mass cancel request.

FIX.4.3
536AffectedSecondaryOrderID @AffctdScndOrdIDString

SecondaryOrderID (198) of an order affected by a mass cancel request.

FIX.4.3
537QuoteType @Typint

Identifies the type of quote.

An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade.

A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market.

A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order.

A counter quote is used in the negotiation model. See Volume 7 – Product: Fixed Income for example usage.

FIX.4.3
538NestedPartyRole @Rint

PartyRole value within a nested repeating group.

Same values as PartyRole (452)

FIX.4.3452
539NoNestedPartyIDs(not used in FIXML)NumInGroup

Number of NestedPartyID (524), NestedPartyIDSource (525), and NestedPartyRole (538) entries

FIX.4.3
540TotalAccruedInterestAmt @TotAcrdIntAmtAmt

Total Amount of Accrued Interest for convertible bonds and fixed income

FIX.4.3FIX.4.4
541MaturityDate @MatDtLocalMktDate

Date of maturity.

FIX.4.3
542UnderlyingMaturityDate @MatLocalMktDate

Underlying security’s maturity date.

See MaturityDate (541) field for description

FIX.4.3
543InstrRegistry @RgstryString

Values may include BIC for the depository or custodian who maintain ownership records, the ISO country code for the location of the record, or the value "ZZ" to specify physical ownership of the security (e.g. stock certificate).

FIX.4.3
544CashMargin @CshMgnchar

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
545NestedPartySubID @IDString

PartySubID value within a nested repeating group.

Same values as PartySubID (523)

FIX.4.3
546Scope @ScopeMultipleCharValue

Specifies the market scope of the a market data.

FIX.4.3
547MDImplicitDelete @ImplctDelBoolean

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

FIX.4.3
548CrossID @CrssID
@ID in CrossOrders		String

Identifier for a cross order. Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders.

FIX.4.3
549CrossType @CrssTyp
@Typ in CrossOrders		int

Type of cross being submitted to a market

FIX.4.3
550CrossPrioritization @CrssPriortstn
@Priorty in CrossOrders		int

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

The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets – prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected).

FIX.4.3
551OrigCrossID @OrigCrssID
@OrigID in CrossOrders		String

CrossID of the previous cross order (NOT the initial cross order of the day) as assigned by the institution, used to identify the previous cross order in Cross Cancel and Cross Cancel/Replace Requests.

FIX.4.3
552NoSides(not used in FIXML)NumInGroup

Number of Side repeating group instances.

FIX.4.3
553Username @UsernameString

Userid or username.

FIX.4.3
554Password @PasswordString

Password or passphrase.

FIX.4.3
555NoLegs(not used in FIXML)NumInGroup

Number of InstrumentLeg repeating group instances.

FIX.4.3
556LegCurrency @CcyCurrency

Currency associated with a particular Leg's quantity

FIX.4.3
557TotNoSecurityTypes @TotNoSecTypsint

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

(Prior to FIX 4.4 this field was named TotalNumSecurityTypes)

FIX.4.3
558NoSecurityTypes(not used in FIXML)NumInGroup

Number of Security Type repeating group instances.

FIX.4.3
559SecurityListRequestType @ListReqTypint

Identifies the type/criteria of Security List Request

FIX.4.3
560SecurityRequestResult @ReqRsltint

The results returned to a Security Request message

FIX.4.3
561RoundLot @RndLotQty

The trading lot size of a security

FIX.4.3
562MinTradeVol @MinTrdVolQty

The minimum trading volume for a security

FIX.4.3
563MultiLegRptTypeReq @MLEGRptTypReqint

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

FIX.4.3
564LegPositionEffect @PosEfctchar

PositionEffect for leg of a multileg

See PositionEffect (77) field for description

FIX.4.377
565LegCoveredOrUncovered @Coverint

CoveredOrUncovered for leg of a multileg

See CoveredOrUncovered (203) field for description

FIX.4.3203
566LegPrice @PxPrice

Price for leg of a multileg

See Price (44) field for description

FIX.4.3
567TradSesStatusRejReason @StatRejRsnintReserved100Plus

Indicates the reason a Trading Session Status Request was rejected.

FIX.4.3
568TradeRequestID @ReqIDString

Trade Capture Report Request ID

FIX.4.3
569TradeRequestType @ReqTypint

Type of Trade Capture Report.

FIX.4.3
570PreviouslyReported @PrevlyRptedBoolean

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

FIX.4.3
571TradeReportID @RptIDString

Unique identifier of trade capture report

FIX.4.3
572TradeReportRefID @RptRefIDString

Reference identifier used with CANCEL and REPLACE transaction types.

FIX.4.3
573MatchStatus @MtchStatchar

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

FIX.4.3
574MatchType @MtchTypString

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

FIX.4.3
575OddLot @OddLotBoolean

This trade is to be treated as an odd lot

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

FIX.4.3FIX.5.0
576NoClearingInstructions(not used in FIXML)NumInGroup

Number of clearing instructions

FIX.4.3
577ClearingInstruction @ClrngInstrctnint

Eligibility of this trade for clearing and central counterparty processing

values above 4000 are reserved for agreement between parties

FIX.4.3
578TradeInputSource @InptSrcString

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

FIX.4.3
579TradeInputDevice @InptDevString

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

FIX.4.3
580NoDates @NoDtsNumInGroup

Number of Date fields provided in date range

FIX.4.3
581AccountType @AcctTypint

Type of account associated with an order

FIX.4.3
582CustOrderCapacity @CustCpctyint

Capacity of customer placing the order

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

FIX.4.3
583ClOrdLinkID @ClOrdLinkID
@LnkID in SingleGeneralOrderHandling		String

Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade.

FIX.4.3
584MassStatusReqID @MassStatReqID
@ReqID in SingleGeneralOrderHandling		String

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

FIX.4.3
585MassStatusReqType @MassStatReqTyp
@ReqTyp in SingleGeneralOrderHandling		int

Mass Status Request Type

FIX.4.3
586OrigOrdModTime @OrigOrdModTmUTCTimestamp

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
587LegSettlType @SettlTypchar

Refer to values for SettlType[63]

FIX.4.363
588LegSettlDate @SettlDtLocalMktDate

Refer to description for SettlDate[64]

FIX.4.3
589DayBookingInst @DayBkngInstchar

Indicates whether or not automatic booking can occur.

FIX.4.3
590BookingUnit @BkngUnitchar

Indicates what constitutes a bookable unit.

FIX.4.3
591PreallocMethod @PreallocMethchar

Indicates the method of preallocation.

FIX.4.3
592UnderlyingCountryOfIssue @CtryCountry

Underlying security’s CountryOfIssue.

See CountryOfIssue (470) field for description

FIX.4.3
593UnderlyingStateOrProvinceOfIssue @StOrProvncString

Underlying security’s StateOrProvinceOfIssue.

See StateOrProvinceOfIssue (471) field for description

FIX.4.3
594UnderlyingLocaleOfIssue @LclString

Underlying security’s LocaleOfIssue.

See LocaleOfIssue (472) field for description

FIX.4.3
595UnderlyingInstrRegistry @RgstryString

Underlying security’s InstrRegistry.

See InstrRegistry (543) field for description

FIX.4.3
596LegCountryOfIssue @CtryCountry

Multileg instrument's individual leg security’s CountryOfIssue.

See CountryOfIssue (470) field for description

FIX.4.3
597LegStateOrProvinceOfIssue @StOrProvncString

Multileg instrument's individual leg security’s StateOrProvinceOfIssue.

See StateOrProvinceOfIssue (471) field for description

FIX.4.3
598LegLocaleOfIssue @LclString

Multileg instrument's individual leg security’s LocaleOfIssue.

See LocaleOfIssue (472) field for description

FIX.4.3
599LegInstrRegistry @RgstryString

Multileg instrument's individual leg security’s InstrRegistry.

See InstrRegistry (543) field for description

FIX.4.3
600LegSymbol @SymString

Multileg instrument's individual security’s Symbol.

See Symbol (55) field for description

FIX.4.3
601LegSymbolSfx @SfxString

Multileg instrument's individual security’s SymbolSfx.

See SymbolSfx (65) field for description

FIX.4.365
602LegSecurityID @IDString

Multileg instrument's individual security’s SecurityID.

See SecurityID (48) field for description

FIX.4.3
603LegSecurityIDSource @SrcString

Multileg instrument's individual security’s SecurityIDSource.

See SecurityIDSource (22) field for description

FIX.4.322
604NoLegSecurityAltID @NoLegSecAltIDNumInGroup

Multileg instrument's individual security’s NoSecurityAltID.

See NoSecurityAltID (454) field for description

FIX.4.3
605LegSecurityAltID @SecAltIDString

Multileg instrument's individual security’s SecurityAltID.

See SecurityAltID (455) field for description

FIX.4.3
606LegSecurityAltIDSource @SecAltIDSrcString

Multileg instrument's individual security’s SecurityAltIDSource.

See SecurityAltIDSource (456) field for description

FIX.4.322
607LegProduct @Prodint

Multileg instrument's individual security’s Product.

See Product (460) field for description

FIX.4.3460
608LegCFICode @CFIString

Multileg instrument's individual security’s CFICode.

See CFICode (461) field for description

FIX.4.3
609LegSecurityType @SecTypString

Multileg instrument's individual security’s SecurityType.

See SecurityType (167) field for description

FIX.4.3167
610LegMaturityMonthYear @MMYMonthYear

Multileg instrument's individual security’s MaturityMonthYear.

See MaturityMonthYear (200) field for description

FIX.4.3
611LegMaturityDate @MatLocalMktDate

Multileg instrument's individual security’s MaturityDate.

See MaturityDate (54) field for description

FIX.4.3
612LegStrikePrice @StrkPrice

Multileg instrument's individual security’s StrikePrice.

See StrikePrice (202) field for description

FIX.4.3
613LegOptAttribute @OptAchar

Multileg instrument's individual security’s OptAttribute.

See OptAttribute (206) field for description

FIX.4.3
614LegContractMultiplier @Cmultfloat

Multileg instrument's individual security’s ContractMultiplier.

See ContractMultiplier (23) field for description

FIX.4.3
615LegCouponRate @CpnRtPercentage

Multileg instrument's individual security’s CouponRate.

See CouponRate (223) field for description

FIX.4.3
616LegSecurityExchange @ExchExchange

Multileg instrument's individual security’s SecurityExchange.

See SecurityExchange (207) field for description

FIX.4.3
617LegIssuer @IssrString

Multileg instrument's individual security’s Issuer.

See Issuer (106) field for description

FIX.4.3
618EncodedLegIssuerLen @EncLegIssrLenLength

Multileg instrument's individual security’s EncodedIssuerLen.

See EncodedIssuerLen (348) field for description

FIX.4.3
619EncodedLegIssuer @EncLegIssrdata

Multileg instrument's individual security’s EncodedIssuer.

See EncodedIssuer (349) field for description

FIX.4.3
620LegSecurityDesc @DescString

Multileg instrument's individual security’s SecurityDesc.

See SecurityDesc (07) field for description

FIX.4.3
621EncodedLegSecurityDescLen @EncLegSecDescLenLength

Multileg instrument's individual security’s EncodedSecurityDescLen.

See EncodedSecurityDescLen (350) field for description

FIX.4.3
622EncodedLegSecurityDesc @EncLegSecDescdata

Multileg instrument's individual security’s EncodedSecurityDesc.

See EncodedSecurityDesc (35) field for description

FIX.4.3
623LegRatioQty @RatioQtyfloat

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

FIX.4.3
624LegSide @Sidechar

The side of this individual leg (multileg security).

See Side (54) field for description and values

FIX.4.354
625TradingSessionSubID @SesSubString

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
626AllocType @AllocType
@Typ in Allocation		int

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

(see Volume : "Glossary" for value definitions)

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

FIX.4.3
627NoHops(not used in FIXML)NumInGroup

Number of HopCompID entries in repeating group.

FIX.4.3
628HopCompID @IDString

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
629HopSendingTime @SntUTCTimestamp

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
630HopRefID @RefSeqNum

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
631MidPx @MidPxPrice

Mid price/rate

FIX.4.3
632BidYield @BidYldPercentage

Bid yield

FIX.4.3
633MidYield @MidYldPercentage

Mid yield

FIX.4.3
634OfferYield @OfrYldPercentage

Offer yield

FIX.4.3
635ClearingFeeIndicator @ClrFeeIndString

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

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

FIX.4.3
636WorkingIndicator @WorkingIndBoolean

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
637LegLastPx @LastPxPrice

Execution price assigned to a leg of a multileg instrument.

See LastPx (31) field for description and values

FIX.4.3
638PriorityIndicator @PriIndint

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

FIX.4.3
639PriceImprovement @PxImprvmntPriceOffset

Amount of price improvement.

FIX.4.3
640Price2 @Px2Price

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

See Price (44) for description.

FIX.4.3FIX.5.0
641LastForwardPoints2 @LastFwdPnts2PriceOffset

F/X forward points of the future part of a F/X swap order added to LastSpotRate (94). May be a negative value.

FIX.4.3FIX.5.0
642BidForwardPoints2 @BidFwdPnts2PriceOffset

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.4.3FIX.5.0
643OfferForwardPoints2 @OfrFwdPnts2PriceOffset

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.4.3FIX.5.0
644RFQReqID @RFQReqIDString

RFQ Request ID – used to identify an RFQ Request.

FIX.4.3
645MktBidPx @MktBidPxPrice

Used to indicate the best bid in a market

FIX.4.3
646MktOfferPx @MktOfrPxPrice

Used to indicate the best offer in a market

FIX.4.3
647MinBidSize @MinBidSzQty

Used to indicate a minimum quantity for a bid. If this field is used the BidSize (134) field is interpreted as the maximum bid size

FIX.4.3
648MinOfferSize @MinOfrSzQty

Used to indicate a minimum quantity for an offer. If this field is used the OfferSize (135) field is interpreted as the maximum offer size.

FIX.4.3
649QuoteStatusReqID @StatReqIDString

Unique identifier for Quote Status Request.

FIX.4.3
650LegalConfirm @LegalCnfmBoolean

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

FIX.4.3
651UnderlyingLastPx @UndLastPxPrice

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
652UnderlyingLastQty @UndLastQtyQty

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
654LegRefID @RefIDString

Unique indicator for a specific leg.

FIX.4.3
655ContraLegRefID @CntraLegRefID
@LegRefID in SingleGeneralOrderHandling		String

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

FIX.4.3
656SettlCurrBidFxRate @SettlCurrBidFxRtfloat

Foreign exchange rate used to compute the bid "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120)

FIX.4.3
657SettlCurrOfferFxRate @SettlCurrOfrFxRtfloat

Foreign exchange rate used to compute the offer "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120)

FIX.4.3
658QuoteRequestRejectReason @ReqRejRsnintReserved100Plus

Reason Quote was rejected:

FIX.4.3
659SideComplianceID @SideComplianceIDString

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

FIX.4.3
660AcctIDSource @AcctIDSrcintReserved100Plus

Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.

FIX.4.4
661AllocAcctIDSource @ActIDSrcint

Used to identify the source of the AllocAccount (79) code.

See AcctIDSource (660) for valid values.

FIX.4.4660
662BenchmarkPrice @PxPrice

Specifies the price of the benchmark.

FIX.4.4
663BenchmarkPriceType @PxTypint

Identifies type of BenchmarkPrice (662).

See PriceType (423) for valid values.

FIX.4.4423
664ConfirmID @CnfmIDString

Message reference for Confirmation

FIX.4.4
665ConfirmStatus @CnfmStatint

Identifies the status of the Confirmation.

FIX.4.4
666ConfirmTransType @CnfmTransTypint

Identifies the Confirmation transaction type.

FIX.4.4
667ContractSettlMonth @CSetMoMonthYear

Specifies when the contract (i.e. MBS/TBA) will settle.

FIX.4.4
668DeliveryForm @DlvryFormint

Identifies the form of delivery.

FIX.4.4
669LastParPx @LastParPxPrice

Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (31) is expressed in Yield, Spread, Discount or any other type.

Usage: Execution Report and Allocation Report repeating executions block (from sellside).

FIX.4.4
670NoLegAllocs(not used in FIXML)NumInGroup

Number of Allocations for the leg

FIX.4.4
671LegAllocAccount @AllocAcctString

Allocation Account for the leg

See AllocAccount (79) for description and valid values.

FIX.4.4
672LegIndividualAllocID @IndAllocIDString

Reference for the individual allocation ticket

See IndividualAllocID (467) for description and valid values.

FIX.4.4
673LegAllocQty @AllocQtyQty

Leg allocation quantity.

See AllocQty (80) for description and valid values.

FIX.4.4
674LegAllocAcctIDSource @AllocAcctIDSrcString

The source of the LegAllocAccount (671)

See AllocAcctIDSource (661) for description and valid values.

FIX.4.4
675LegSettlCurrency @SettlCcyCurrency

Identifies settlement currency for the Leg.

See SettlCurrency (20) for description and valid values

FIX.4.4
676LegBenchmarkCurveCurrency @CcyCurrency

LegBenchmarkPrice (679) currency

See BenchmarkCurveCurrency (220) for description and valid values.

FIX.4.4
677LegBenchmarkCurveName @NameString

Name of the Leg Benchmark Curve.

See BenchmarkCurveName (22) for description and valid values.

FIX.4.4221
678LegBenchmarkCurvePoint @PointString

Identifies the point on the Leg Benchmark Curve.

See BenchmarkCurvePoint (222) for description and valid values.

FIX.4.4
679LegBenchmarkPrice @PxPrice

Used to identify the price of the benchmark security.

See BenchmarkPrice (662) for description and valid values.

FIX.4.4
680LegBenchmarkPriceType @PxTypint

The price type of the LegBenchmarkPrice.

See BenchmarkPriceType (663) for description and valid values.

FIX.4.4
681LegBidPx @BidPxPrice

Bid price of this leg.

See BidPx (32) for description and valid values.

FIX.4.4
682LegIOIQty @IOIQtyStringQty

Leg-specific IOI quantity.

See IOIQty (27) for description and valid values

FIX.4.427
683NoLegStipulations(not used in FIXML)NumInGroup

Number of leg stipulation entries

FIX.4.4
684LegOfferPx @OfrPxPrice

Offer price of this leg.

See OfferPx (133) for description and valid values

FIX.4.4
685LegOrderQty @OrdQtyQty

Quantity ordered of this leg.

See OrderQty (38) for description and valid values

FIX.4.4
686LegPriceType @PxTypint

The price type of the LegBidPx (681) and/or LegOfferPx (684).

See PriceType (423) for description and valid values

FIX.4.4423
687LegQty @QtyQty

Quantity of this leg, e.g. in Quote dialog.

See Quantity (53) for description and valid values

FIX.4.4
688LegStipulationType @StipTypString

For Fixed Income, type of Stipulation for this leg.

See StipulationType (233) for description and valid values

FIX.4.4233
689LegStipulationValue @StipValString

For Fixed Income, value of stipulation.

See StipulationValue (234) for description and valid values

FIX.4.4
690LegSwapType @SwapTypint

For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.

FIX.4.4
691Pool @PoolString

For Fixed Income, identifies MBS / ABS pool.

FIX.4.4
692QuotePriceType @QuotPxTypint

Code to represent price type requested in Quote.

If the Quote Request is for a Swap values 1-8 apply to all legs.

FIX.4.4
693QuoteRespID @RspIDString

Message reference for Quote Response

FIX.4.4
694QuoteRespType @RspTypint

Identifies the type of Quote Response.

FIX.4.4
695QuoteQualifier @Qualchar

Code to qualify Quote use

See IOIQualifier (104) for description and valid values.

FIX.4.4104
696YieldRedemptionDate @RedDtLocalMktDate

Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date).

FIX.4.4
697YieldRedemptionPrice @RedPxPrice

Price to which the yield has been calculated.

FIX.4.4
698YieldRedemptionPriceType @RedPxTypint

The price type of the YieldRedemptionPrice (697)

See PriceType (423) for description and valid values.

FIX.4.4423
699BenchmarkSecurityID @SecIDString

The identifier of the benchmark security, e.g. Treasury against Corporate bond.

See SecurityID (tag 48) for description and valid values.

FIX.4.4
700ReversalIndicator @ReversalIndBoolean

Indicates a trade that reverses a previous trade.

FIX.4.4
701YieldCalcDate @CalcDtLocalMktDate

Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day.

FIX.4.4
702NoPositions(not used in FIXML)NumInGroup

Number of position entries.

FIX.4.4
703PosType @TypString

Used to identify the type of quantity that is being returned.

FIX.4.4
704LongQty @LongQty

Long Quantity

FIX.4.4
705ShortQty @ShortQty

Short Quantity

FIX.4.4
706PosQtyStatus @Statint

Status of this position.

FIX.4.4
707PosAmtType @TypString

Type of Position amount

FIX.4.4
708PosAmt @AmtAmt

Position amount

FIX.4.4
709PosTransType @TxnTypint

Identifies the type of position transaction

FIX.4.4
710PosReqID @ReqIDString

Unique identifier for the position maintenance request as assigned by the submitter

FIX.4.4
711NoUnderlyings(not used in FIXML)NumInGroup

Number of underlying legs that make up the security.

FIX.4.4
712PosMaintAction @Actnint

Maintenance Action to be performed.

FIX.4.4
713OrigPosReqRefID @OrigPosReqRefID
@OrigReqRefID in PositionMaintenance		String

Reference to the PosReqID (710) of a previous maintenance request that is being replaced or canceled.

FIX.4.4
714PosMaintRptRefID @RptRefIDString

Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being replaced or canceled.

FIX.4.4
715ClearingBusinessDate @BizDtLocalMktDate

The "Clearing Business Date" referred to by this maintenance request.

FIX.4.4
716SettlSessID @SetSesIDString

Identifies a specific settlement session

FIX.4.4
717SettlSessSubID @SetSubIDString

SubID value associated with SettlSessID (716)

FIX.4.4
718AdjustmentType @AdjTypint

Type of adjustment to be applied, used for PCS and PAJ

FIX.4.4
719ContraryInstructionIndicator @CntraryInstrctnInd
@InstrctnInd in SingleGeneralOrderHandling		Boolean

Used to indicate when a contrary instruction for exercise or abandonment is being submitted

FIX.4.4
720PriorSpreadIndicator @PriorSpreadIndBoolean

Indicates if requesting a rollover of prior day’s spread submissions.

FIX.4.4
721PosMaintRptID @RptIDString

Unique identifier for this position report

FIX.4.4
722PosMaintStatus @Statint

Status of Position Maintenance Request

FIX.4.4
723PosMaintResult @RsltintReserved100Plus

Result of Position Maintenance Request.

4000+ Reserved and available for bi-laterally agreed upon user-defined values

FIX.4.4
724PosReqType @ReqTypint

Used to specify the type of position request being made.

FIX.4.4
725ResponseTransportType @RspTransportTypint

Identifies how the response to the request should be transmitted.

Details specified via ResponseDestination (726).

FIX.4.4
726ResponseDestination @RspDestString

URI (Uniform Resource Identifier) for details) or other pre-arranged value. Used in conjunction with ResponseTransportType (725) value of Out-of-Band to identify the out-of-band destination.

See "Appendix 6-B FIX Fields Based Upon Other Standards"

FIX.4.4
727TotalNumPosReports @TotRptsint

Total number of Position Reports being returned.

FIX.4.4
728PosReqResult @RsltintReserved100Plus

Result of Request for Position

4000+ Reserved and available for bi-laterally agreed upon user-defined values

FIX.4.4
729PosReqStatus @Statint

Status of Request for Positions

FIX.4.4
730SettlPrice @SetPxPrice

Settlement price

FIX.4.4
731SettlPriceType @SetPxTypint

Type of settlement price

FIX.4.4
732UnderlyingSettlPrice @UndSetPxPrice

Underlying security’s SettlPrice.

See SettlPrice (730) field for description

FIX.4.4
733UnderlyingSettlPriceType @UndSetPxTypint

Underlying security’s SettlPriceType.

See SettlPriceType (731) field for description

FIX.4.4731
734PriorSettlPrice @PriSetPxPrice

Previous settlement price

FIX.4.4
735NoQuoteQualifiers(not used in FIXML)NumInGroup

Number of repeating groups of QuoteQualifiers (695).

FIX.4.4
736AllocSettlCurrency @AllocSettlCcyCurrency

Currency code of settlement denomination for a specific AllocAccount (79).

FIX.4.4
737AllocSettlCurrAmt @AllocSettlCurrAmt
@SettlCcyAmt in Allocation		Amt

Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79).

FIX.4.4
738InterestAtMaturity @IntAtMatAmt

Amount of interest (i.e. lump-sum) at maturity.

FIX.4.4
739LegDatedDate @DatedLocalMktDate

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

FIX.4.4
740LegPool @PoolString

For Fixed Income, identifies MBS / ABS pool for a specific leg of a multi-leg instrument.

See Pool (691) for description and valid values.

FIX.4.4
741AllocInterestAtMaturity @IntAtMatAmt

Amount of interest (i.e. lump-sum) at maturity at the account-level.

FIX.4.4
742AllocAccruedInterestAmt @AcrdIntAmtAmt

Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level.

FIX.4.4
743DeliveryDate @DlvDtLocalMktDate

Date of delivery.

FIX.4.4
744AssignmentMethod @AsgnMethchar

Method by which short positions are assigned to an exercise notice during exercise and assignment processing

FIX.4.4
745AssignmentUnit @UnitQty

Quantity Increment used in performing assignment.

FIX.4.4
746OpenInterest @OpenIntAmt

Open interest that was eligible for assignment.

FIX.4.4
747ExerciseMethod @ExrMethodchar

Exercise Method used to in performing assignment.

FIX.4.4
748TotNumTradeReports @TotNumTrdRptsint

Total number of trade reports returned.

FIX.4.4
749TradeRequestResult @ReqRsltintReserved100Plus

Result of Trade Request

4000+ Reserved and available for bi-laterally agreed upon user-defined values

FIX.4.4
750TradeRequestStatus @ReqStatint

Status of Trade Request.

FIX.4.4
751TradeReportRejectReason @RptRejRsnintReserved100Plus

Reason Trade Capture Request was rejected.

100+ Reserved and available for bi-laterally agreed upon user-defined values

FIX.4.4
752SideMultiLegReportingType @MLegRptTypint

Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security.

FIX.4.4
753NoPosAmt(not used in FIXML)NumInGroup

Number of position amount entries.

FIX.4.4
754AutoAcceptIndicator @AutoAcceptIndBoolean

Identifies whether or not an allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House.

FIX.4.4
755AllocReportID @RptIDString

Unique identifier for Allocation Report message.

FIX.4.4
756NoNested2PartyIDs(not used in FIXML)NumInGroup

Number of Nested2PartyID (757), Nested2PartyIDSource (758), and Nested2PartyRole (759) entries

FIX.4.4
757Nested2PartyID @IDString

PartyID value within a "second instance" Nested repeating group.

Same values as PartyID (448)

FIX.4.4
758Nested2PartyIDSource @Srcchar

PartyIDSource value within a "second instance" Nested repeating group.

Same values as PartyIDSource (447)

FIX.4.4447
759Nested2PartyRole @Rint

PartyRole value within a "second instance" Nested repeating group.

Same values as PartyRole (452)

FIX.4.4452
760Nested2PartySubID @IDString

PartySubID value within a "second instance" Nested repeating group.

Same values as PartySubID (523)

FIX.4.4
761BenchmarkSecurityIDSource @SecIDSrcString

Identifies class or source of the BenchmarkSecurityID (699) value. Required if BenchmarkSecurityID is specified.

Same values as the SecurityIDSource (22) field

FIX.4.422
762SecuritySubType @SubTypString

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="REPO"), or the CFICode if SecurityType is not specified. If specified, SecuirtyType or CFICode is required.

Example Values:

General = General Collateral (for SecurityType=REPO)

For SecurityType="MLEG" markets can provide the name of the option or futures strategy, such as Calendar, Vertical, Butterfly, etc.

NOTE: Additional values may be used by mutual agreement of the counterparties

FIX.4.4
763UnderlyingSecuritySubType @SubTypString

Underlying security’s SecuritySubType.

See SecuritySubType (762) field for description

FIX.4.4
764LegSecuritySubType @SecSubTypString

SecuritySubType of the leg instrument.

See SecuritySubType (762) field for description

FIX.4.4
765AllowableOneSidednessPct @AOSPctPercentage

The maximum percentage that execution of one side of a program trade can exceed execution of the other.

FIX.4.4
766AllowableOneSidednessValue @AOSValuAmt

The maximum amount that execution of one side of a program trade can exceed execution of the other.

FIX.4.4
767AllowableOneSidednessCurr @AOSCurrCurrency

The currency that AllowableOneSidednessValue (766) is expressed in if AllowableOneSidednessValue is used.

FIX.4.4
768NoTrdRegTimestamps(not used in FIXML)NumInGroup

Number of TrdRegTimestamp (769) entries

FIX.4.4
769TrdRegTimestamp @TSUTCTimestamp

Traded / Regulatory timestamp value. Use to store time information required by government regulators or self regulatory organizations (such as an exchange or clearing house).

FIX.4.4
770TrdRegTimestampType @Typint

Traded / Regulatory timestamp type.

Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction.

(see Volume : "Glossary" for value definitions)

FIX.4.4
771TrdRegTimestampOrigin @SrcStringFIX.4.4
772ConfirmRefID @CnfmRefIDString

Reference identifier to be used with ConfirmTransType (666) = Replace or Cancel

FIX.4.4
773ConfirmType @CnfmTypint

Identifies the type of Confirmation message being sent.

FIX.4.4
774ConfirmRejReason @CnfmRejRsnintReserved100Plus

Identifies the reason for rejecting a Confirmation.

FIX.4.4
775BookingType @BkngTypint

Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar).

FIX.4.4
776IndividualAllocRejCode @IndAllocRejCodeint

Identified reason for rejecting an individual AllocAccount (79) detail.

Same values as AllocRejCode (88)

FIX.4.488
777SettlInstMsgID @SettlInstMsgIDString

Unique identifier for Settlement Instruction message.

FIX.4.4
778NoSettlInst(not used in FIXML)NumInGroup

Number of settlement instructions within repeating group.

FIX.4.4
779LastUpdateTime @LastUpdateTmUTCTimestamp

Timestamp of last update to data item (or creation if no updates made since creation).

FIX.4.4
780AllocSettlInstType @SettlInstTypint

Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived.

FIX.4.4
781NoSettlPartyIDs(not used in FIXML)NumInGroup

Number of SettlPartyID (782), SettlPartyIDSource (783), and SettlPartyRole (784) entries

FIX.4.4
782SettlPartyID @IDString

PartyID value within a settlement parties component. Nested repeating group.

Same values as PartyID (448)

FIX.4.4
783SettlPartyIDSource @Srcchar

PartyIDSource value within a settlement parties component.

Same values as PartyIDSource (447)

FIX.4.4447
784SettlPartyRole @Rint

PartyRole value within a settlement parties component.

Same values as PartyRole (452)

FIX.4.4452
785SettlPartySubID @IDString

PartySubID value within a settlement parties component.

Same values as PartySubID (523)

FIX.4.4
786SettlPartySubIDType @Typint

Type of SettlPartySubID (785) value.

Same values as PartySubIDType (803)

FIX.4.4803
787DlvyInstType @InstTypchar

Used to indicate whether a delivery instruction is used for securities or cash settlement.

FIX.4.4
788TerminationType @TrmTypint

Type of financing termination.

FIX.4.4
789NextExpectedMsgSeqNum(not used in FIXML)SeqNum

Next expected MsgSeqNum value to be received.

FIX.4.4
790OrdStatusReqID @StatReqIDString

Can be used to uniquely identify a specific Order Status Request message.

FIX.4.4
791SettlInstReqID @SettlInstReqIDString

Unique ID of settlement instruction request message

FIX.4.4
792SettlInstReqRejCode @SettlInstReqRejCodeintReserved100Plus

Identifies reason for rejection (of a settlement instruction request message).

FIX.4.4
793SecondaryAllocID @AllocID2
@ID2 in Allocation		String

Secondary allocation identifier. Unlike the AllocID (70), this can be shared across a number of allocation instruction or allocation report messages, thereby making it possible to pass an identifier for an original allocation message on multiple messages (e.g. from one party to a second to a third, across cancel and replace messages etc.).

FIX.4.4
794AllocReportType @RptTypint

Describes the specific type or purpose of an Allocation Report message

FIX.4.4
795AllocReportRefID @RptRefIDString

Reference identifier to be used with AllocTransType (7) = Replace or Cancel

FIX.4.4
796AllocCancReplaceReason @CxlRplcRsn
@CxlRplcRsn in Allocation		intReserved100Plus

Reason for cancelling or replacing an Allocation Instruction or Allocation Report message

FIX.4.4
797CopyMsgIndicator @CopyMsgIndBoolean

Indicates whether or not this message is a drop copy of another message.

FIX.4.4
798AllocAccountType @AcctTypint

Type of account associated with a confirmation or other trade-level message

FIX.4.4
799OrderAvgPx @AvgPxPrice

Average price for a specific order

FIX.4.4
800OrderBookingQty @BkngQtyQty

Quantity of the order that is being booked out as part of an Allocation Instruction or Allocation Report message

FIX.4.4
801NoSettlPartySubIDs(not used in FIXML)NumInGroup

Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries

FIX.4.4
802NoPartySubIDs(not used in FIXML)NumInGroup

Number of PartySubID (523)and PartySubIDType (803) entries

FIX.4.4
803PartySubIDType @TypintReserved4000Plus

Type of PartySubID (523) value

4000+ = Reserved and available for bi-laterally agreed upon user defined values

FIX.4.4
804NoNestedPartySubIDs(not used in FIXML)NumInGroup

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries

FIX.4.4
805NestedPartySubIDType @Typint

Type of NestedPartySubID (545) value.

Same values as PartySubIDType (803)

FIX.4.4803
806NoNested2PartySubIDs(not used in FIXML)NumInGroup

Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>.

FIX.4.4
807Nested2PartySubIDType @Typint

Type of Nested2PartySubID (760) value. Second instance of <NestedParties>.

Same values as PartySubIDType (803)

FIX.4.4803
808AllocIntermedReqType @IntermedReqTyp
@ImReqTyp in Allocation		int

Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary"

FIX.4.4
810UnderlyingPx @PxPrice

Underlying price associate with a derivative instrument.

FIX.4.4
811PriceDelta @PxDeltafloat

Delta calculated from theoretical price

FIX.4.4
812ApplQueueMax @ApplQuMaxint

Used to specify the maximum number of application messages that can be queued bedore a corrective action needs to take place to resolve the queuing issue.

FIX.4.4
813ApplQueueDepth @ApplQuDepthint

Current number of application messages that were queued at the time that the message was created by the counterparty.

FIX.4.4
814ApplQueueResolution @ApplQuResolutionint

Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size.

FIX.4.4
815ApplQueueAction @ApplQuActnint

Action to take to resolve an application message queue (backlog).

FIX.4.4
816NoAltMDSource(not used in FIXML)NumInGroup

Number of alternative market data sources

FIX.4.4
817AltMDSourceID @AltMDSrcIDString

Session layer source for market data

(For the standard FIX session layer, this would be the TargetCompID (56) where market data can be obtained).

FIX.4.4
818SecondaryTradeReportID @TrdRptID2
@RptID2 in TradeCapture		String

Secondary trade report identifier - can be used to associate an additional identifier with a trade.

FIX.4.4FIX.5.0
819AvgPxIndicator @AvgPxIndint

Average Pricing Indicator

FIX.4.4
820TradeLinkID @LinkID
@LinkID in TradeCapture		String

Used to link a group of trades together. Useful for linking a group of trades together for average price calculations.

FIX.4.4
821OrderInputDevice @OrdInptDevString

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

FIX.4.4
822UnderlyingTradingSessionID @UndSesIDString

Trading Session in which the underlying instrument trades

FIX.4.4
823UnderlyingTradingSessionSubID @UndSesSubString

Trading Session sub identifier in which the underlying instrument trades

FIX.4.4
824TradeLegRefID @TrdLegRefIDString

Reference to the leg of a multileg instrument to which this trade refers

FIX.4.4
825ExchangeRule @ExchRuleString

Used to report any exchange rules that apply to this trade.

Primarily intended for US futures markets. Certain trading practices are permitted by the CFTC, such as large lot trading, block trading, all or none trades. If the rules are used, the exchanges are required to indicate these rules on the trade.

FIX.4.4
826TradeAllocIndicator @AllocIndint

Identifies how the trade is to be allocated

FIX.4.4
827ExpirationCycle @ExpirationCycleint

Part of trading cycle when an instrument expires. Field is applicable for derivatives.

FIX.4.4
828TrdType @TrdTypint

Type of Trade:

FIX.4.4
829TrdSubType @TrdSubTypint

Further qualification to the trade type

FIX.4.4
830TransferReason @TrnsfrRsnString

Reason trade is being transferred

FIX.4.4
832TotNumAssignmentReports @TotNumAsgnRptsint

Total Number of Assignment Reports being returned to a firm

FIX.4.4
833AsgnRptID @RptIDString

Unique identifier for the Assignment Report

FIX.4.4
834ThresholdAmount @ThresholdAmtPriceOffset

Amount that a position has to be in the money before it is exercised.

FIX.4.4
835PegMoveType @MoveTypint

Describes whether peg is static or floats

FIX.4.4
836PegOffsetType @OfstTypint

Type of Peg Offset value

FIX.4.4
837PegLimitType @LmtTypint

Type of Peg Limit

FIX.4.4
838PegRoundDirection @RndDirint

If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive

FIX.4.4
839PeggedPrice @PeggedPxPrice

The price the order is currently pegged at

FIX.4.4
840PegScope @Scopeint

The scope of the peg

FIX.4.4
841DiscretionMoveType @MoveTypint

Describes whether discretionay price is static or floats

FIX.4.4
842DiscretionOffsetType @OfstTypint

Type of Discretion Offset value

FIX.4.4
843DiscretionLimitType @LimitTypint

Type of Discretion Limit

FIX.4.4
844DiscretionRoundDirection @RndDirint

If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive

FIX.4.4
845DiscretionPrice @DsctnPxPrice

The current discretionary price of the order

FIX.4.4
846DiscretionScope @Scopeint

The scope of the discretion

FIX.4.4
847