At this time the available tag numbers in the user defined range of 5000 to 9999 have all been allocated. In December 2009 the Global Technical Committee Governance Board approved the use of tag numbers in the 20000 to 39999 range for use as user defined tags to be used bilaterally between parties. These tags do not need to be registered. The GTC Governance Board is working on a long term solution.
User fields in the range 8500-8999 are currently reserved for work-in-progress in China.
| Tag | Field / FIX MsgTypes / Description | Created by |
|---|
|
| 5000 | OrdStatusReqType
Discriminates between a standard Order Status Request (=0), and a non-standard Trade History query (=1) | Terril Bisnauthsing
OM Group |
| 5001 | ExchangeQuoteID
Quote ID returned from exchange
| Terril Bisnauthsing
OM Group |
| 5002 | BidVolMultiplier
Bid Volume Multiplier for an Improvement Quote
Integer | Terril Bisnauthsing
OM Group |
| 5003 | OfferVolMultiplier
Offer Volume Multiplier for an Improvement Quote
Integer
| Terril Bisnauthsing
OM Group |
| 5004 | BidVolLimit
Bid Volume Limit for an Improvement Quote
Integer | Terril Bisnauthsing
OM Group |
| 5005 | OfferVolLimit
Offer Volume Limit for an Improvement Quote
Integer | Terril Bisnauthsing
OM Group |
| 5006 | QuoteStatusReqType
Discriminates between a Price Quote Status Request (=0), and an Improvement Quote Status Request (=1).
Char
| Terril Bisnauthsing
OM Group |
| 5007 | LockStatus
Indicates whether an order is locked (temporarily) on the orderbook.
Boolean | Terril Bisnauthsing
OM Group |
| 5008 | DepositoryID
Clearing house security ID
| Terril Bisnauthsing
OM Group |
| 5009 | DepositoryIDSource
Type of Clearing house security ID: =1 (CUSIP)
=2 (SEDOL)
=4 (ISIN)
String
| Terril Bisnauthsing
OM Group |
| 5010 | SecuritySuspended
Indicates whether the security is suspended from trading
Boolean
| Terril Bisnauthsing
OM Group |
| 5011 | OrderMaxValue
Maximum order value
Price | Terril Bisnauthsing
OM Group |
| 5012 | OrderMinValue
Minimum order value
Price | Terril Bisnauthsing
OM Group |
| 5013 | TradeSequence
When the deal is created during the day:=2 (trade entered by operations/administration staff)
=101 (normal trading)
=102 (traded out of sequence; used for trades that have been hedged)
Integer
| Terril Bisnauthsing
OM Group |
| 5014 | TradeMode
Trade type. =1 (Standard. The trade is a normally registered trade).
Other values (2-8) reserved for future use.
Char
| Terril Bisnauthsing
OM Group |
| 5015 | TickBandLow
Tick band low price
Price | Terril Bisnauthsing
OM Group |
| 5016 | TickBandHigh
Tick band high price
Price | Terril Bisnauthsing
OM Group |
| 5017 | TickBandType
Tick band type: =1 (DAY orders)
=2 (quotes and IOC orders)
Char
| Terril Bisnauthsing
OM Group |
| 5018 | OrderBookID
The identity of a market place partition.
String
| Terril Bisnauthsing
OM Group |
| 5019 | TradingSessionID2
The identity of a group of instruments which share trading session characteristics, e.g. when their state changes from Waiting to Trading
String
| Terril Bisnauthsing
OM Group |
| 5020 | SettlDate
The settlement date for a trade.
UTCDateOnly
| Terril Bisnauthsing
OM Group |
| 5021 | ReportToOCS
8,Q
Specifies if a block order average price trade is to be reported to OCS (Overnight Comparison System) | Kevin Bilello
Beta Systems |
| 5022 | NoTickBands
Number of tick bands in the following repeating group.
Integer
| Terril Bisnauthsing
OM Group |
| 5023 | TickSize
Tick size
Price
| Terril Bisnauthsing
OM Group |
| 5024 | InternalSeqNo
message header
This tag is to support internal sequence checking between front-end FIX session modules and back-office FIX application engines | Kevin Bilello
Beta Systems |
| 5025 | InternalAcknowledgementSw
message header
Used to allow front-end session modules communicate to back-end
application modules that the required acknowledgement for a given message
has already been generated in order to improve asyncronous processing.
| Kevin Bilello
Beta Systems |
| 5026 | DaylightSavingSw
message header
Used to allow front-end session modules communicate to back-end application modules whether we are observing daylight saving time. | Kevin Bilello
Beta Systems |
| 5027 | ExchangeSymbolName
Security Definition
Symbol name used to identify instrument on a local exchange. | Terril Bisnauthsing
OM Group |
| 5028 | BlkOrderDesk
8,Q
Specifies the desk for a block order average price trade
| Kevin Bilello
Beta Systems |
| 5029 | BlkOrderDeskNo
8,Q
Specifies the desk number for a block order average price trade | Kevin Bilello
Beta Systems |
| 5030 | BlockOrderID
D,8,Q,9,G,F
This identifies a block order ID for grouping orders (i.e. orders for a queue and release system) | Kevin Bilello
Beta Systems |
| 5031 | ExpireTime
New Order
This field should contain the number of days from today, for which the order should be valid. The value must be less than six as GTD orders can only be valid for five days according to CSE (Colombo Stock Exchange)trading rules. Further this field is required only if TimeInForce is GTD. | Priya Sampath
Changepond Technologies |
| 5032 | SecurityType
New Order Single
Possible values are:
1 = Normal Board
2 = Odd lot Board
3 = Crossings board
4 = All or None board
Default value is Normal Board | Priya Sampath
Changepond Technologies |
| 5033 | IsForeignBroker
Ner Order Single
Possible values are
0 = NO
1 = YES
Default value is No | Priya Sampath
Changepond Technologies |
| 5034 | IsTaxable
New Order Single
Possible values are
0 = No
1 = Yes
Default value is No.
| Priya Sampath
Changepond Technologies |
| 5035 | Custodian Code
New Order Single
Three character Custodian Code | Priya Sampath
Changepond Technologies |
| 5036 | OldQty
New Order Single
Must be equal to the currently remaining quantity and not the original order quantity | Priya Sampath
Changepond Technologies |
| 5037 | OldPrice
New Order Single
Must be equal to the original Price
| Priya Sampath
Changepond Technologies |
| 5038 | CMSText
all order related messages
The CMS message text equivalent with or without unprintable characters replaced by spaces | Kevin Bilello
Beta Systems |
| 5039 | ClientOrderIDFormat
D,Q,8,F,G
Allows the 2 sides to communicate what format the Client Order ID and Orig Client Order ID will be used to construct the tag(s). NOTE: Valid values must be agreed upon by both sender and target comps. | Kevin Bilello
Beta Systems |
| 5040 | JIWAYTradingStatus
Indicates the current trading status of stocks listed on the Jiway Exchange. | Michael Thompson
OM |
| 5041 | ExchangeTradingStatus
The trading status of stocks listed on 'other' exchanges. | Michael Thompson
OM |
| 5042 | MatchMultipleQty
Executed quantity must be a multiple of this quantity. | Lawrence Kastel
GL Trade |
| 5043 | AltHandlInst
Handling Instructions. Contains the same information as Tag-21, but possible values are 0, 1, and 2. No FIX message should contain both tags 21 and 5043.
0=Automated execution order, private, no Broker intervention
1=Automated execution order, public, Broker intervention OK
2=Manual order, best execution | Lawrence Kastel
GL Trade |
| 5044 | Long Name
This field is a string, consisting of a branch number and an account id. | Lawrence Kastel
GL Trade |
| 5045 | Password
The password of a dealer or account. | Lawrence Kastel
GL Trade |
| 5046 | SLEUID
D, F, G, AB, AC, 8, 9
GL-Trade User ID.
Integer, 0-999 | Lawrence Kastel
GL Trade |
| 5047 | AllocBrokerAccountID
Allocation
Allocation level. Used to match allocation account in the broker's settlement system to the client's account, where the client and broker account naming systems differ. | Yemi Oluwi
UBS Warburg |
| 5048 | OrdSubStatus
8, 9
Substatus of an order | Lawrence Kastel
GL Trade |
| 5049 | Deal Link Reference
DealLinkRef
This is a trade reference that is common to all Executions / Transaction Reporting Only and Settlement Only Transactions for a particular Order | John Carroll
Merrill Lynch |
| 5050 | TransStampStat
Char
Indicates if Stamp Liability / No Stampo Liability | John Carroll
Merrill Lynch International |
| 5051 | InstructNoInstruct
Y/N
Indicates whether or not a trade needs to be instructed for Settlement | John Carroll
Merrill Lynch International |
| 5052 | Maturity
D, 8
Complete maturity date for Fixed Income trades. YYYYMMDD | Brian Gay
Bloomberg |
| 5053 | TradeType2
?
Describes Trade Types in more details
Values:
1. Stock & Cash DVP(Delivery versus Payment
2. Book to Book Transfer
3 Stock & Cash FOP (Free of Payment)
4. Foreign Exchange Trade
5 Reporting Only Transaction 6 Settlement Only Transaction | John Carroll
Merrill Lynch International |
| 5054 | ClientMarketInd
C or M
Transaction reporting tag to establish the Side of the transaction that we are reporting:
C for Client Side
M for Market Side | John Carroll
Merrill Lynch International |
| 5055 | TransReport
Yes (Y) or No (N)
Indicates that a trade needs to be transaction reported to the relevant regulatory body like the FSA, SFA, SEC etc etc. | John Carroll
Merrill Lynch International |
| 5056 | ClientCharID
8-10 digits in length. Numeric only
Client Charity ID indicates the Client is exempt from paying stamp duty because of their Charity status - this needs to be reported to the Inland Revenue. | John Carroll
Merrill Lynch International |
| 5057 | AvgPxInd
C = Average Price on SETS, A = Average Price off SETS, Blank Indicates - not an average Price
The indicator denotes if / where the average price has been generated. This is an SFA Transaction Reporting Rule. | John Carroll
Merrill Lynch International |
| 5058 | StampConsid
GBP Cash Amount / Value
This is the Stampable Consideration on a trade. It must always be displayed in GBP and will consist of Price multiplied by Quantity for Agency Trades. For Principal Trades, the Stampable Consideration will be equal to Price multiplied by Quantity plus Commissions & fees (but not including the Stamp Amount) | John Carroll
Merrill Lynch International |
| 5059 | Coupon
Float
For Fixed Income; Coupon rate of the bond. Will be zero for step-up bonds. | Daniel Doscas
Merrill Lynch |
| 5060 | PSBidPrice
The current price source bid price | Paul Radbone
Boot computers |
| 5061 | PSOfferPrice
The current price source offer price | Paul Radbone
Boot computers |
| 5062 | PriceSource
Indicates where the price has originated; H for House, M for Market | Paul Radbone
Boot computers |
| 5063 | FundingCharge
Execution Report
The funding charge applied to the price on extended settlement.
Datatype - Float | Ashley Coates
Boot Computers Limited |
| 5064 | FundingConsideration
Execution Report
The funding consideration on extended settlement | Ashley Coates
Boot Computers Limited |
| 5065 | BidFundingCharge
Quote
The funding charge applied to the bid price on extended settlement | Ashley Coates
Boot Computers Limited |
| 5066 | BidFundingConsideration
Quote
The bid funding consideration on extended settlement | Ashley Coates
Boot Computers Limited |
| 5067 | DropID
8,Q
Provides front-end flexibility to control message level drop copy processing. | Kevin Bilello
Thomson Beta Systems |
| 5068 | OfferFundingCharge
Quote
The funding charge applied to the offer price on extended settlement | Ashley Coates
Boot Computers Limited |
| 5069 | OfferFundingConsideration
Quote
The offer funding consideration on extended settlement | Ashley Coates
Boot Computers Limited |
| 5070 | UseSettlement
Indicates whether or not settlement is requested.
Boolean 'Y' or 'N' | Jose Tomas
. |
| 5071 | TickBandNoDecPlaces
Number of decimal places in premium price. Integer. | Jose Tomas
. |
| 5072 | ExchangeName
Security Definition
The name of the exchange that
lists this security. String. | Jose Tomas
. |
| 5073 | SpreadMonicker
Describes the Spread Type. STD=Straddle, STG=Strangle, BUL= Call Vertical, BLT=Call Calendar, BER=Put Vertical, BRT=Put Calendar | Jon Dahl
Liquidity Direct |
| 5074 | FundCommissionOption
Allows the broker to specify the commission option to be used for a fund deal request. | Richard Lockett
Boot |
| 5075 | FundCommissionWaiver
Any commission that the broker wishes to sacrifice. This figure is expressed as a amount to be deducted from the default commission. | Richard Lockett
Boot |
| 5076 | FundReInvestIncome
Allows client to specify that any income gained from a holding should be re-invested into that holding. | Richard Lockett
Boot |
| 5077 | FundNomineeAccount
A facility to allow clients to group their fund holdings in a logical and meaningful way. | Richard Lockett
Boot |
| 5078 | FundSpecialDealDiscount
Future functionality; option to invoke pre-agreed discount per client. | Richard Lockett
Boot |
| 5079 | FundSellAll
Specifies that the client wishes to sell all holdings relating to the combination of fund, broker, nominee account and customer designation. | Richard Lockett
Boot |
| 5080 | AsOfIndicator
Specifies whether a trade is an As/Of Trade. Data type is Boolean. |
Millennium Information Technologies |
| 5081 | AsOfTime
Specifies the date and time an As/Of Trade took place. Data type is UTCTimestamp. |
Millennium Information Technologies |
| 5082 | QuoteType
Indicates whether a price is indicative or executable.
Valid Values:
1 = Indicative pricing
2 = Executable pricing
| Diana Ding
Bloomberg |
| 5083 | DripInterval
The time interval for releasing drip qty. DataType is Integer. Specifies drip interval in seconds | Mithila Somasiri
Millennium Information Technologies Limited |
| 5084 | DripQty
Quantity released per drip interval. Data type is integer. | Mithila Somasiri
Millennium Information Technologies Limited |
| 5085 | FundValuationDate
The date on which a fund deal transaction will be valued. | Richard Lockett
Boot |
| 5086 | FundValuationSSM
The time at which a fund deal transaction will be valued. | Richard Lockett
Boot |
| 5087 | FundExternalRef
If a fund deal response has been provided by an external RSP then their reference will be provided within this field | Richard Lockett
Boot |
| 5088 | BidDelta
The bid delta price - for FX SPOT | Diana Ding
Bloomberg |
| 5089 | AskDelta
The ask delta price - for FX SPOT | Diana Ding
Bloomberg |
| 5090 | FundInitialCharge
The total of all commission and other charges applied against an executed fund deal transaction. | Richard Lockett
Boot |
| 5091 | AllocationIndicator
Determines whether an order should be "Public" allocated or "Crowd" Allocated during a parity allocation process. data Type is integer.
Valid Values:1- Crowd, 2 - Public | Mithila Somasiri
Millennium Information Technologies Limited |
| 5092 | CrossVariant
Identifies specific variant of defined cross type.
Data Type is Integer.
Valid Values 1=Cross, 2=Cross Only, 3=Mid point Cross, 4=IOC Cross, 5=PNP Cross) | Mithila Somasiri
Millennium Information Technologies Limited |
| 5093 | CrossQualifier
Identifies the cross qualifier. Data type in integer.
Valid values:1=CNP, 2=None | Mithila Somasiri
Millennium Information Technologies Limited |
| 5094 | AmntBought
Indicates the number of shares bought. | Indika Ranamuggedara
Millennuim IT |
| 5095 | AmntSold
Indicates the number of shares sold. | Indika Ranamuggedara
Millennuim IT |
| 5096 | DeltaAmnt
The change in position for a given instrument. Expressed as the number of shares, number of option series contracts etc. | Indika Ranamuggedara
Millennuim IT |
| 5097 | NoParam
The number of parameters in the repeating group | Indika Ranamuggedara
Millennuim IT |
| 5098 | ParamType
Parameter identifier/description. | Indika Ranamuggedara
Millennuim IT |
| 5099 | ParamValue
The value of the parameter. | Indika Ranamuggedara
Millennuim IT |
| 5100 | FundSecurityType
Specifies the type of security that this is. | Richard Lockett
Boot |
| 5101 | FundManagerName
The name of the fund manager for this fund instrument. | Richard Lockett
Boot |
| 5102 | FundUnitType
accumulated or income - indicates whether income from the fund should be re-invested | Richard Lockett
Boot |
| 5103 | FundBuyableFromDate
Date from which fund may be bought. | Richard Lockett
Boot |
| 5104 | FundBuyableToDate
Date to which fund may be bought. | Richard Lockett
Boot |
| 5105 | FundValuationPoint
Free-format text - indicates when a given fund is valued. | Richard Lockett
Boot |
| 5106 | FundDesignation
Designation against which a
fund deal transaction is to be executed. | Richard Lockett
Boot |
| 5107 | FundGroup1Units
D,8,F
Group 1 Cofunds traded quantity | Paul Radbone
Boot computers |
| 5108 | FundGroup2Units
D,8,F
Group 2 Cofunds traded quantity | Paul Radbone
Boot computers |
| 5109 | WaitPrimaryExchange
D, G
Wait for the Primary Exchange to open before trading this order. | Tad Knowles
NASDAQ |
| 5110 | QuoteDepthOfMarket
Quote
Informs the client how many quote contributers there were is determining the quote | Matthew McNeil
Barclays Capital |
| 5111 | Contributor
Quote
A field identifying the quote provider | Matthew McNeil
Barclays Capital |
| 5112 | IssueDenomination
Quote
The denomination of the issue | Matthew McNeil
Barclays Capital |
| 5113 | CreditRatingAgency
Instrument
CreditRatingAgency
Instrument
Format: int Research Agency provided Credit Rating evaluation. Used in conjunction with CreditRating field ( tag 256 ) Beacon values: 0 - S&P 1 - Moody's 2 - Fitch |
Beacon Capital Strategies |
| 5114 | NoCreditRating
Instrument
Format: NumInGroup
Number of repeating CreditRating ( 255 )
and CreditRatingAgency ( 5113 )
entries.
use NoCreditRating == 0
when CreditRatingAgency and CreditRating is not provided. |
Beacon Capital Strategies, LLC |
| 5115 | UnderlyingCreditRatingAgency
Underlying Instrument
Format: int
Research Agency provided Credit Rating evaluation.
Used in conjunction with
UnderlyingCreditRating field ( tag 256 )
Beacon values:
0 - S&P
1 - Moody's
2 - Fitch |
Beacon Capital Strategies |
| 5116 | NoUnderlyingCreditRating
Underlying Instrument
Format: NumInGroup Number of repeating UnderlyingCreditRating ( 256 ) and UnderlyingCreditRatingAgency ( 5115 ) entries. use NoUnderlyingCreditRating == 0 when UnderlyingCreditRatingAgency and UnderlyingCreditRating is not provided. |
Beacon Capital Strategies |
| 5117 | LegCreditRatingAgency
Leg Instrument
Format: int Research Agency provided Leg Credit Rating evaluation. Used in conjunction with LegCreditRating field ( tag 257 ) Beacon values: 0 - S&P 1 - Moody's 2 - Fitch |
Beacon Capital Strategies |
| 5118 | NoLegCreditRating
Leg Instrument
Format: NumInGroup Number of repeating LegCreditRating ( 257 ) and LegCreditRatingAgency ( 5117 ) entries. use NoLegCreditRating == 0 when LegCreditRatingAgency and LegCreditRating is not provided. |
Beacon Capital Strategies |
| 5119 | NoRFQs
int
Specifies the number of RFQRequests.
Market data field |
Beacon Capital Strategies |
| 5120 | FilterSource
Request
Format: String
FilterSource specifies which language type supported to create a Filter ( 5121 ).
valid values
"SQL",
"REGEX",
"JAVASCRIPT",
"XPATH",...
used in conjunction with
Filter(5121),
FilterReqID(5122). |
Beacon Capital Strategies |
| 5121 | Filter
Request
Format: String
specifies algorithm source using language type specified in FilterSource ( 5120 ). |
Beacon Capital Strategies |
| 5122 | FilterReqID
Request
Format: int
filter requester ID
see FilterID generated by filter provider to used to
cancel/update filters. |
Beacon Capital Strategies |
| 5123 | FilterID
Response
Format: int ID provider echo FilterReqID(5122), new generated ID by provider for
Requested Filter.
Used to cancel/update filters. |
Beacon Capital Strategies |
| 5124 | ConversionTick
Used for CAP DI orders. Valid Values:
1 - Destabilising (Convert only on Destabilising tick)
2 - Stabilising (Convert only on Stabilising tick) | Mithila Somasiri
Millennium Information Technologies Limited |
| 5125 | TradeNotificationID
Unique Identifier Assigned to the trade notification open for allocation. | Mithila Somasiri
Millennium Information Technologies Limited |
| 5126 | CMSInternalData
Internal data specific to CMS. | Mithila Somasiri
Millennium Information Technologies Limited |
| 5127 | Post
Trading Post ID for the security. | Mithila Somasiri
Millennium Information Technologies Limited |
| 5128 | TurnAroundNumber
Turn Around Number assigned for the order. | Mithila Somasiri
Millennium Information Technologies Limited |
| 5129 | NoIOIs
int
Used in IOIList.
Market data field |
Beacon Capital Strategies |
| 5130 | TotNoIOIs
int
Used in IOIList, SecurityList, SecurityStatus
Number of Indications currently alive ( not expired based on validUntilTime )
Market data field |
Beacon Capital Strategies |
| 5131 | PendingAllocation
Execution Report
Indicates whether the entering trader is responsible to allocate the execution and report allocations to the exchange in order to complete the transaction.
Valid Values : Y - YES, N- NO | Mithila Somasiri
Millennium Information Technologies Limited |
| 5132 | ContraOrderOrigin
Execution Report, Trade capture
Indicates the type of the contra order. Possible values.
1 - Firm Order
2 - BARS Order
3 - Specialist Quote
4 - Market Maker Quote
5 - Away Market Inbound
6 - Away Market Outbound | Mithila Somasiri
Millennium Information Technologies Limited |
| 5133 | Omnibus
ExecutionReport
Indicates whether the contra party is an omnibus name or not.
| Mithila Somasiri
Millennium Information Technologies Limited |
| 5134 | MaxBestBidSize
Security Status
Specifies the maximum number of shares to buy for which the sender can quote at their best price. | Shirin Baluch
Dresdner Kleinwort Wasserstein |
| 5135 | MaxBestOfferSize
Security Status
Specifies the maximum number of shares to sell for which the sender can quote at their best price. | Shirin Baluch
Dresdner Kleinwort Wasserstein |
| 5136 | MaxQuotableBidSize
Security Status
Specifies the maximum number of shares to buy for which the sender will quote | Shirin Baluch
Dresdner Kleinwort Wasserstein |
| 5137 | MaxQuotableOfferSize
Security Status
Specifies the maximum number of shares to sell for which the sender will quote | Shirin Baluch
Dresdner Kleinwort Wasserstein |
| 5138 | SingleConversionQty
New Order, Execution report
Single conversion quantity of a CAP-DI order | Mithila Somasiri
Millennium Information Technologies Limited |
| 5139 | AggregateConversionQty
New order, Execution Report.
Aggregate conversion quantity of a CAP-DI order. | Mithila Somasiri
Millennium Information Technologies Limited |
| 5140 | ExecBy
Execution report, Trade Capture
Executing system/Person ID for order executions. Information generally used by back-office billing. | Mithila Somasiri
Millennium Information Technologies Limited |
| 5141 | PriceImprovementSide
New Order
Specifies the side to be price improved in a cross order.
Valid Values:
1 - Buy only
2 - Sell only
3 - Buy and Sell | Mithila Somasiri
Millennium Information Technologies Limited |
| 5142 | AltRule80A
D, G, AB, AC
Rule80A with user-defined values and meanings. | Lawrence Kastel
GL Trade |
| 5143 | CCPTradeSuffixNumber
8
Extra Trade Identification Number on XETRA. | Lawrence Kastel
GL Trade |
| 5144 | CCPOrderCompletionFlag
8
Used for XETRA market. 'P' if the order has been partially filled, 'F' if completely filled. | Lawrence Kastel
GL Trade |
| 5145 | NettingLevel
D, 8
Describes the level of netting assigned to an order. | Guillaume Jamin
GL Trade |
| 5146 | DealInstBroker
D
Describes the instruction assigned from a dealer to a broker | Guillaume Jamin
GL Trade |
| 5147 | NumExec
8
Indicates the number of market executions. | Guillaume Jamin
GL Trade |
| 5148 | TradOrdNum
D,G
This field is optional and contains the number assigned by the trader. This information is just conveyed in the Trade Leg Creation message. | Guillaume Jamin
GL Trade |
| 5149 | Memo
D,G,8
Free format text field sent to the market. | Guillaume Jamin
GL Trade |
| 5150 | UserIDCmd
8
Indicates the original GL User ID who has submited the order command. | Guillaume Jamin
GL Trade |
| 5151 | TickSizeDenominator
D,G,8
Tick denominator used to calculate the price for Liffe market. | Guillaume Jamin
GL Trade |
| 5152 | BoothID
Booth ID to which the request should be routed.
| Mithila Somasiri
Millennium Information Technologies Limited |
| 5153 | SalesInstBroker
D,F,G,8
Describes the instruction assigned from a sales to a broker | Guillaume Jamin
GL TRADE |
| 5154 | CXFlag
D,F,G,8
Indicates when a broker buys/sells shares because a client did not deliver scrip or pay on time for the original trade.
| Guillaume Jamin
GL TRADE |
| 5155 | InstitutionID
D,F,G,8
Specifies institution ID as assigned to the exchange. | Guillaume Jamin
GL TRADE |
| 5156 | UnreleasedDate
D,F,G,8,9
Indicates the date for an unreleased order (order sent to exchange but inserted into the book at the indicated date). | Guillaume Jamin
GL TRADE |
| 5157 | UnreleasedTime
D,F,G,8,9
Indicates the date/time for an unreleased order (order sent to exchange but inserted into the book at the indicated date and time). | Guillaume Jamin
GL TRADE |
| 5158 | UnreleasedText
D,F,G,8,9
Indicates instructions for an unreleased order. | Guillaume Jamin
GL TRADE |
| 5159 | ClearingCode
D,F,G,8,9
Indicates the code of the clearer. | Guillaume Jamin
GL TRADE |
| 5160 | ClearingAccountNDS
D,F,G,8,9
Indicates the National Depositery of Securities clearer account. | Guillaume Jamin
GL TRADE |
| 5161 | AccountNDS
D,F,G,8,9
Indicates the National Depositery of Securities client account. | Guillaume Jamin
GL TRADE |
| 5162 | TriggerType
D,F,G,8,9
Indicates specific trigger conditions applied to the order. | Guillaume Jamin
GL TRADE |
| 5163 | StabilisationPx
D,F,G,8
When an underwriter who tries to prevent a recent offering from dropping below the offering price by placing buy orders slightly above that price. Valid values: S=Stablisation, T=Takeover | Guillaume Jamin
GL TRADE |
| 5164 | SecondaryTransactTime
8
Time of execution at the exchange level when TransactTime is already used by the broker order management system. | Guillaume Jamin
GL TRADE |
| 5165 | SettlInstBroker
J,P
Describes the settlement instruction assigned from a sales to a broker. | Guillaume Jamin
GL TRADE |
| 5166 | NoTriggers
D,G,AB,AC
Number of triggers applied on an order. | Guillaume Jamin
GL TRADE |
| 5167 | TriggerPrice
D,G,AB,AC
Price applied for the trigger type | Guillaume Jamin
GL TRADE |
| 5168 | TriggerMaxFloor
D,G,AB
Minimum quantity to be displayed | Guillaume Jamin
GL TRADE |
| 5169 | TriggerDate
D,G,AB
Date of order activation. | Guillaume Jamin
GL TRADE |
| 5170 | TriggerDelay
D,G,AB
Count down to activate the order. | Guillaume Jamin
GL TRADE |
| 5171 | TriggerTradSesStat
D,G,AB
Trading session value used to trigger the order. | Guillaume Jamin
GL TRADE |
| 5172 | TriggerSymbol
D,G,AB
Contains the symbol used to trigger the order | Guillaume Jamin
GL TRADE |
| 5173 | TriggerIDSource
D,G,AB
Security source used to trigger the order. | Guillaume Jamin
GL TRADE |
| 5174 | TriggerSecurityIDSource
D,G,AB
Security ID used to trigger the order | Guillaume Jamin
GL TRADE |
| 5175 | Recycle
D,G,AB
Used to recycle a rejected order | Guillaume Jamin
GL TRADE |
| 5176 | ExTransactionType
8
Identifies transaction type
Valid Values: 20=4 - Distinguishes balances that will be reported to the FXBB system by a version of an ExecReport(35=8) message.
, 20=5 - Balance report ack message used to respond to balance report. 20=6 - Will be sent back if a balance is covered by the FX system.
| Zara Munir
Bloomberg |
| 5177 | Source
8
Identifies the system source. This tag will be a string i.e. "Tradebook" | Zara Munir
Bloomberg |
| 5178 | Dealer
8 - STRING
Bank or the dealer that a trade was done with (This will be an optional field). | Zara Munir
Bloomberg |
| 5179 | TradeTime
New Order, Execution Report
Time at which the trade was negotiated between the parties. | Mithila Somasiri
Millennium Information Technologies Limited
3/24/2008 |
| 5180 | CATStrategy
INT
CAPIS Algorithmic Trading Strategy (1=VWAP, 2=TWAP, etc...) | Rocky Sexton
Capital Institutional Services |
| 5181 | CATExecStyle
CHAR
CAPIS Algorithmic Trading Execution Style (N = Normal, P = Patient, A = Aggressive) | Rocky Sexton
Capital Institutional Services |
| 5182 | MaxPercentVol
INT
Used with CAT Strategies. Valid Values: 0-99. | Rocky Sexton
Capital Institutional Services |
| 5183 | MinPercentVol
INT
Used with CAT Strategies. Valid Values: 0-50. | Rocky Sexton
Capital Institutional Services |
| 5184 | PingAllECN
D, G
Ping All ECN before sending the order to NYSE/ADOT. | Tad Knowles
NASDAQ |
| 5185 | AutoReplace
D, G
When order is direct to NYSE/ADOT, perform an Cancel/Replace before 5 minutes is reached. | Tad Knowles
NASDAQ |
| 5186 | CheapECN
D, G
For none directed orders, try accessing the CheapECN first. | Tad Knowles
NASDAQ |
| 5187 | Reserved |
ICAP
5/8/2008 |
| 5188 | BidForwardPointsDelta | Don Scheurer
Bloomberg |
| 5189 | OfferForwardPointsDelta | Don Scheurer
Bloomberg |
| 5190 | LegLastSpotRate
LegLastSpotRate - Similar to tag 194 "LastSpotRate" but
for the Far leg of a FX Swap deal.
| Don Scheurer
Bloomberg |
| 5191 | LegLastForwardPoints
Leg Last Forward Points - Same as Tag 195 "LastForwardPoints" but for the Far leg of a FX Swap Deal.
| Don Scheurer
Bloomberg |
| 5192 | LegSplitTradeFlag
Leg Split Trade Flag - Similar to tag 9101 "SplitTradeFlag"
but for the far leg of a FX Swap deal.
| Don Scheurer
Bloomberg |
| 5193 | LegMarketType
Leg Market Type - Similar to tag 9102 "MarketType" but for
the far leg of a FX Swap leg.
| Don Scheurer
Bloomberg |
| 5194 | NYSE Direct +
D, G
DirectPlus eligible order. Route to DirectPlus if enabled and Requirements for DirectPlus are satisfied. | Tad Knowles
NASDAQ |
| 5195 | FMCNOE
all
It is the Notice of Execution Refernce Number | Zul Kagalwalla
Financial Models Company. |
| 5196 | PrevFMCNOE
all
Used as reference for cancellation and correction of messages sent to FMC | Zul Kagalwalla
Financial Models Company. |
| 5197 | GUID
all
Global UID | Zul Kagalwalla
Financial Models Company. |
| 5198 | FMC Trade Block number
all
Account name for Trade Block | Zul Kagalwalla
Financial Models Company. |
| 5199 | FMC Settlement Block
all
FMC Settlement block number | Zul Kagalwalla
Financial Models Company. |
| 5200 | IOIAvailQty
6
Amount of an IOI offering (IOIQty) that is currently available to the sales force. | David Case
Thomson BETA Systems |
| 5201 | AutoExSize
8,D
Maximum order size eligible for automated execution | Donald Mendelson
Capital Markets Consulting |
| 5202 | TradeThruTime
D
The time of a trade-through event | Donald Mendelson
Capital Markets Consulting |
| 5203 | TradeThruSize
D
Size of the trade causing a trade through | Donald Mendelson
Capital Markets Consulting |
| 5204 | TradeThruPrice
D
Price of the trade causing a trade through | Donald Mendelson
Capital Markets Consulting |
| 5205 | AdjustedPriceInd
8
Indicates an adjusted price on a satisfaction order due to a block trade | Donald Mendelson
Capital Markets Consulting |
| 5206 | SatisfactionOrdDisp
8
Indicates the disposition of a satisfaction order. Valid values are:
0 = Satisfied as specified in the order (default)
1 = Pro rata satisfaction distribution (partial cancellation of Satisfaction order)
2 = Satisfaction order requested size is greater than trade-through size
| Donald Mendelson
Capital Markets Consulting |
| 5207 | ExecReceiptTime
Q
Receipt time of the Execution Report being rejected by DK Trade | Donald Mendelson
Capital Markets Consulting |
| 5208 | OriginalOrderTime
Q
Specified in DK Trade if reason is Stale Execution | Donald Mendelson
Capital Markets Consulting |
| 5209 | OLAOrdRejReason
8
Reason for order rejection specific to Options Linkage Authority | Donald Mendelson
Capital Markets Consulting |
| 5210 | NonDirectedBrokerFINS1
D
FINS number of 1st broker not allowed to execute order (up to 6 characters) | Thomas Galvin
Bank of America |
| 5211 | NonDirectedBrokerFINS2
D
FINS number of 2nd broker not allowed to execute order (up to 6 characters) | Thomas Galvin
Bank of America |
| 5212 | ExecBrokerFINS
8
FINS number of broker executing the order (up to 6 characters) | Thomas Galvin
Bank of America |
| 5213 | OrderOrigin
Execution Report, Trade Capture
Indicates the origina of the order. Possible values. 1 - Firm Order 2 - BARS Order 3 - Specialist Quote 4 - Market Maker Quote 5 - Away Market Inbound 6 - Away Market Outbound | Mithila Somasiri
Millennium Information Technologies Limited |
| 5214 | MKTXTargetLevel
NewOrder
Optional indication of sought target-level.
|
MarketAxess |
| 5215 | MKTXAllowPartialFill
NewOrder
Optional flag indicating client's desire to allow a partial-fill (not the same as MinQty). |
MarketAxess |
| 5216 | MKTXSpottingProcess
NewOrder
Enumeration defining the types of benchmark-spotting workflows used to arrive at the final price of fixed-income trades. |
MarketAxess |
| 5217 | StateSecurityID
Instrument block
State Securities Identification Number. |
B2BITS
5/21/2008 |
| 5218 | MKTXInquiryTimerDuration
Integer representing the number of minutes through which the specified MKTXInquiryTimerType will down-count to expiry. |
MarketAxess |
| 5219 | MKTXRevealNumberOfDealers
NewOrder, Boolean
Optional flag indicating client's desire to reveal to each dealer to which this inquiry is addressed the number of dealers to which the inquiry is addressed. |
MarketAxess |
| 5220 | ValidateOrd
D, 8
Indicates that a new order message should only be validated versus business edits and not accepted as a new order by the receiving party. (Y = Validate) | David Case
Thomson BETA Systems |
| 5221 | MKTXDesiredDueAtTime
NewOrder, UTCTimestamp
Time of day indicating the time at which the client desires to see dealer responses |
MarketAxess |
| 5222 | MKTXActualDueAtTime
NewOrder, UTCTimestamp
Time of day indicating the time at which the client will see dealer responses |
MarketAxess |
| 5223 | ApplyIOIEdits
D, 8
Instructs order receiving firm when to apply standard IOI offering edits to determine whether the order should be accepted or rejected. (Y = Apply all edits, N = Do not apply edits, B = Apply only Broker/Dealer edits) | David Case
Thomson BETA Systems |
| 5224 | CircleInd
D, F, G, 8
Indicates that the order message type received should be treated as a circle request instead of a live order. (Y = circle request) | David Case
Thomson BETA Systems |
| 5225 | SACrossType
D, 8
Text field for Cross Type option used with Agent order types. | Christopher Acton
Sungard Brass |
| 5226 | FutSettDate
X, V
Settlement date for near leg. | Lincoln Corcoran
Velocity Systems International |
| 5227 | FutSettDate2
X, V, AE
Same as FutSettDate (tag 5226) but for the far leg of a FX Swap. | Lincoln Corcoran
Velocity Systems International |
| 5228 | BidForwardPoints
X
Near leg forward points | Lincoln Corcoran
Velocity Systems International |
| 5229 | OfferForwardPoints
X
Near leg forward points. | Lincoln Corcoran
Velocity Systems International |
| 5230 | BidForwardPoints2
X
Far leg forward points. | Lincoln Corcoran
Velocity Systems International |
| 5231 | OfferForwardPoints2
X
Far leg forward points. | Lincoln Corcoran
Velocity Systems International |
| 5232 | Currency
V
Specifies the denomination of the quantity fields. | Lincoln Corcoran
Velocity Systems International |
| 5233 | OrderQty
V
A notional dealt amount for an Outright (single legged), or the near dealt amount of a Swap. | Lincoln Corcoran
Velocity Systems International |
| 5234 | OrderQty2
V
Applicable when subscribing for Swap prices. Represents the far dealt amount of the Swap. | Lincoln Corcoran
Velocity Systems International |
| 5235 | SpotRate
X
Spot rate represented in repeating group. | Lincoln Corcoran
Velocity Systems International
2/20/2008 |
| 5236 | MKTXLegBenchmarkSecurityID
QuoteRequest, Quote, etc.
Identifies a leg-specific benchmark security in multi-legged fixed-income trading |
MarketAxess |
| 5237 | MKTXLegBenchmarkSecurityIDSource
QuoteRequest, Quote, etc.
Designates the source of the identifier of a leg-specific benchmark security in multi-legged fixed-income trading |
MarketAxess |
| 5238 | MKTXLegTargetLevel
QuoteRequest, etc.
Optionally specifies the desired target level sought by the client in multi-leg fixed-income trading. |
MarketAxess |
| 5239 | Reserved |
ICAP
5/8/2008 |
| 5240 | OrderSequence
Counter of order changes | Gregor Malensek
Novita
4/3/2008 |
| 5241 | Reserved |
ICAP
5/8/2008 |
| 5242 | Reserved |
ICAP
5/8/2008 |
| 5243 | Reserved |
ICAP
5/8/2008 |
| 5244 | Reserved |
ICAP
5/8/2008 |
| 5245 | Reserved |
ICAP
5/8/2008 |
| 5246 | Reserved |
ICAP
5/8/2008 |
| 5247 | Reserved |
ICAP
5/8/2008 |
| 5248 | Reserved |
ICAP
5/8/2008 |
| 5249 | SpotOptions
String
Use to store Stot Options | Jenny Yeung
Lehman Brothers |
| 5250 | CustomerType
D,E,G,S,i
Indicates the type of the subject who
commissioned the order/quote. Format=int. Valid values: 21=Member;22=Institutional customer (interconnected);23=Private customer (interconnected);24=Organizational unit (interconnected). | Antonio Caroselli
GATE Tecnologie Informatiche |
| 5251 | TimeInForce
D,E,G,S,i
Specifies how long the order remains in effect. Absence of this field is interpreted as Good Till Cancel. Format=char.
Valid values:
0=Day;
1=Good Till Cancel (GTC);
2=At the Opening (OPG);
3=Immediate or Cancel (IOC);
4=Fill or Kill (FOK);
6=Good Till Date(GTD);
7=At the Close;
8=Deferred Display (DD);
9=Display On Book (DOB);
A=Good in Closing Auction (GCA);
B=Good Till Maturity (GTM);
C=Good for Intra-Day Auction (GFX);
D=Good for Auction (GFA).
E=Good Till Session (GTS) | Antonio Caroselli
GATE Tecnologie Informatiche |
| 5252 | QtyParam
D,E,G,S,i
Expresses the quantity condition on which the security is to be traded. Format=char. Valid values: 4=Fill Minimum Quantity(FMQ);A=Odd Lot(ODL). | Antonio Caroselli
GATE Tecnologie Informatiche |
| 5253 | OrdTypeExt
D,E,G,S,i
Order type with added values. Format=char. Valid values:
1=Market;
2=Limit;
3=Stop;
4=Stop Limit;
J=Market If Touched (MIT);
K=Market with Leftover as Limit;
Q=Market at Any Price with Leftover as Limit;
R=Interbank;
S=Market Limit If Touched (MIT);
T=Committed Principal Order. | Antonio Caroselli
GATE Tecnologie Informatiche |
| 5254 | OrigOrderID
8
OrderID of the previous order (NOT the initial order of the day) as assigned by the market. Format=String. | Antonio Caroselli
GATE Tecnologie Informatiche |
| 5255 | StopPxCondition
D,G
Stop condition. Format=char. 0=Last Trade price.1=Best Bid Price;2=Best Ask Price; | Antonio Caroselli
GATE Tecnologie Informatiche |
| 5256 | AccountOriginType
D, G, 8
Segregated or non-segregated origin types for Futures order.
1 = Segregated- An account established by the clearing member solely for the purpose of clearing transactions on behalf of its customers.
2= Non-Segregated - An account established by the clearing member solely for the purpose of clearing transactions through proprietary accounts.
|
Philadelphia Stock Exchange |
| 5257 | NoPrompts
d (Security Definition)
Number of Valid Prompt Dates (Futures) or expiry dates (options) |
Millennium Information Technolog
6/10/2008 |
| 5258 | SLCptyNetCredit | Gurvinder Singh
Indus Valley Partners |
| 5259 | SLCptyGrossCredit | Gurvinder Singh
Indus Valley Partners |
| 5260 | SLCptyID | Gurvinder Singh
Indus Valley Partners |
| 5261 | SLSecClassification | Gurvinder Singh
Indus Valley Partners |
| 5262 | SLRate | Gurvinder Singh
Indus Valley Partners |
| 5263 | SLTerm | Gurvinder Singh
Indus Valley Partners |
| 5264 | SLMargin | Gurvinder Singh
Indus Valley Partners |
| 5265 | SLRnd | Gurvinder Singh
Indus Valley Partners |
| 5266 | SLLocateID | Gurvinder Singh
Indus Valley Partners |
| 5267 | SLPositionID | Gurvinder Singh
Indus Valley Partners |
| 5268 | Reserved |
ICAP
5/8/2008 |
| 5269 | Reserved |
ICAP
5/8/2008 |
| 5270 | IsSLMessage | Gurvinder Singh
Indus Valley Partners |
| 5271 | SLMsgType | Gurvinder Singh
Indus Valley Partners |
| 5272 | SLBasis | Gurvinder Singh
Indus Valley Partners |
| 5273 | SLFee | Gurvinder Singh
Indus Valley Partners |
| 5274 | SLOfferID | Gurvinder Singh
Indus Valley Partners |
| 5275 | SLMsgID | Gurvinder Singh
Indus Valley Partners |
| 5276 | SLQuoteType | Gurvinder Singh
Indus Valley Partners |
| 5277 | Reserved |
ICAP
5/8/2008 |
| 5278 | Reserved |
ICAP
5/8/2008 |
| 5279 | Reserved |
ICAP
5/8/2008 |
| 5280 | FXall MDFilterInd1
V
Filter market data according to specified criteria | Zissis Perdikis
FXall |
| 5281 | FXall MDFilterInd2
V
Users may request filtering of Market Data as per predefined parameters | Zissis Perdikis
FXall |
| 5282 | FXall CrossExclusionInd
d, G
Exclude submitted order from crossing with certain orders | Zissis Perdikis
FXall |
| 5283 | FXall ContingentInd
8
Indicates if ER represents a contingent order. | Zissis Perdikis
FXall |
| 5284 | FXall Indicator_4 | Zissis Perdikis
FXall |
| 5285 | FXall Indicator_5 | Zissis Perdikis
FXall |
| 5286 | FXall Indicator_6 | Zissis Perdikis
FXall |
| 5287 | FXall Indicator_7 | Zissis Perdikis
FXall |
| 5288 | FXall Indicator_8 | Zissis Perdikis
FXall |
| 5289 | FXall Indicator_9 | Zissis Perdikis
FXall |
| 5290 | ShortCode
d (Security Definition)
A defined set of codes used to represent specific Prompt Dates (Futures) or Expiry Dates (options) |
Millennium Information Technolog
6/10/2008 |
| 5291 | FXall Indicator_11 | Zissis Perdikis
FXall |
| 5292 | BidMarketSize
W, X
Aggregated quantity of Bid market orders. | Magnus Kling
OMX |
| 5293 | AskMarketSize
W, X
Aggregated quantity of Ask market orders. | Magnus Kling
OMX |
| 5294 | NoOfMarketMakers
W, X
The number of Market Makers that are quoting in the series on the side with the largest number of quotes. | Magnus Kling
OMX |
| 5295 | UnderlyingNumber
W, X
16-bit Integer identifying the Underlying | Magnus Kling
OMX |
| 5296 | SeriesNumber
W, X
16-bit Integer identifying the Series. Used together with the UnderlyingNumber (5295) to uniquely identify a Series. | Magnus Kling
OMX |
| 5297 | SendingTimeJavaEpoch
W, X, f
Time when the message is sent. 64-bit integer expressing the number of milliseconds since midnight January 1, 1970. | Magnus Kling
OMX |
| 5298 | 4WayAgreement
D, G, 8
Indicates the presence of a four way agreement between clients |
Millennium Information Technolog
6/11/2008 |
| 5299 | MustRefresh
Market Data Snapshot
Indicates whether the market data recipient is required to process the message and refresh the order book. The data type is Boolean. |
Millennium Information Technologies |
| 5300 | ContraID
Execution Report
This Alphanumeric field will contain the Order ID of the contra order that matched against with the order in focus. |
Millennium Information Technolog |
| 5301 | PSMM Flag
U
Indicates the pssive market making status of market participant on an Issue/security. | Pavan Kumar R B
SSIT |
| 5302 | MM Quote Open Time
U
Time at which market maker quote will be opened for neotiation. | Pavan Kumar R B
SSIT |
| 5303 | MM Quote Close Time
U
Time at which the quote of a market maker is closed for negotiation.
Should always be in hh:mm format | Pavan Kumar R B
SSIT |
| 5304 | MM First Effective Date
U
The date from which market maker will be effective.
Should be in UTCDate format. | Pavan Kumar R B
SSIT |
| 5305 | MM Last Effective Date
U
The date after which market maker will no longer be effective.
Should always be in UTCDate format | Pavan Kumar R B
SSIT |
| 5306 | MM Aut o Quote Refresh Parameter.
U
Indicates the action to be taken on a replinshed Quote.
| Pavan Kumar R B
SSIT |
| 5307 | Lock /Cross Indicator
U
Used to indicate whether the Quote has resulted in a lock or cross or none(Neither lock/cross) condition. | Pavan Kumar R B
SSIT |
| 5308 | Reserved |
ICAP
5/8/2008 |
| 5309 | Reserved |
ICAP
5/8/2008 |
| 5310 | MMBidSize
Size of Bid side of the Quote for the Market Maker (Type - Qty) | Lakshminarasimhan Rajabather
SSI Technologies |
| 5311 | MMOfferSize
Size of Offer side of the Quote for Market Maker (Type - Qty) | Lakshminarasimhan Rajabather
SSI Technologies |
| 5312 | MMBidSizeType
Type of Market Maker Bid's size.
Data Type: Boolean
Valid Values:
Y = Size is percentage
N = Size is value | Lakshminarasimhan Rajabather
SSI Technologies |
| 5313 | MMOfferSizeType
Type of Market Maker's Offer size.
Data Type: Boolean
Valid Values:
Y = Size is percentage
N = Size is value | Lakshminarasimhan Rajabather
SSI Technologies |
| 5314 | BDBidSize
Broker-Dealer Bid Size.
Data Type: Qty | Lakshminarasimhan Rajabather
SSI Technologies |
| 5315 | BDBidSizeType
Type of Broker-Dealer Bid Size.
Data Type: Boolean
Valide Values:
Y = Size is percentage
N = Size is value | Lakshminarasimhan Rajabather
SSI Technologies |
| 5316 | BDOfferSize
Broker-Dealer Offer Size.
Data Type: Qty | Lakshminarasimhan Rajabather
SSI Technologies |
| 5317 | BDOfferSizeType
Type of Broker-Dealer Offer Size.
Data Type: Boolean
Valid Values:
Y = Size is percentage
N = Size is value | Lakshminarasimhan Rajabather
SSI Technologies |
| 5318 | Branch
Source of the Order.
Data Type: String[4] | Lakshminarasimhan Rajabather
SSI Technologies |
| 5319 | CrossMktProtection
Indicated whether Cross-Market-Protection is on or off.
Data Type: Boolean
Valid Values:
Y = Protection type is 'Crossed'
N = Protection type is not 'Crossed' | Lakshminarasimhan Rajabather
SSI Technologies |
| 5320 | CustBidSizeType
Type of Customer Bid Size.
Data Type: Boolean
Valid Values:
Y = Size is percentage
N = Size is value | Lakshminarasimhan Rajabather
SSI Technologies |
| 5321 | CustOfferSizeType
Type of the customer offer size.
Data Type: Boolean
Valid Values:
Y = Size is percentage
N = Size is value | Lakshminarasimhan Rajabather
SSI Technologies |
| 5322 | FirmID
Firm's ID.
Data Type: String[40] | Lakshminarasimhan Rajabather
SSI Technologies |
| 5323 | IssueID
Issue ID.
Data Type: int | Lakshminarasimhan Rajabather
SSI Technologies |
| 5324 | IsVolOnePct
Setting for first level of volume for NBBO Step-up configuration | Lakshminarasimhan Rajabather
SSI Technologies |
| 5325 | IsVolTwoPct
Setting for second level of voulme in NBBO Step-up configuration.
Data Type: Boolean
Valid Values:
Y = Percent
N = Not Percent | Lakshminarasimhan Rajabather
SSI Technologies |
| 5326 | LockMktProtection
Setting for locked market protection.
Data Type: Boolean
Valid Values:
Y = Protection type is 'Locked'
N = Protection type is not "Locked" | Lakshminarasimhan Rajabather
SSI Technologies |
| 5327 | AORThreshold
Automatic Opening Rotation Threshold (Type - int) | Lakshminarasimhan Rajabather
SSI Technologies |
| 5328 | AutoReplace
Used for Automotic re-initiation of NBBO step-ups.
Data Type: Boolean
Valid Values:
Y = Yes
N = No | Lakshminarasimhan Rajabather
SSI Technologies |
| 5329 | MinPxVar
Minimum price variation.
Data Type: long | Lakshminarasimhan Rajabather
SSI Technologies |
| 5330 | OrigQuoteID
QuoteID of the current quote.
Data Type: long | Lakshminarasimhan Rajabather
SSI Technologies |
| 5331 | OwnerID
User ID of the owner.
Data Type: String[40] | Lakshminarasimhan Rajabather
SSI Technologies |
| 5332 | ScriptLevel
Number of levels
Data Type: int | Lakshminarasimhan Rajabather
SSI Technologies |
| 5333 | SeriesID
Series ID.
Data Type: long | Lakshminarasimhan Rajabather
SSI Technologies |
| 5334 | IssueStatus
Status indicator for the issue.
Data Type: int
Valid Values:
1 = Pre-Open
2 = Ready to Trade
3 = Not available for Trading
4 = Trading Halt
5 = Testing
6 = Electronic Book Execution
7 = Maintenance
8 = Closed - but GTC orders allowed
9 = Expired | Lakshminarasimhan Rajabather
SSI Technologies |
| 5335 | Tick
Pricing Increment.
Data Type: int | Lakshminarasimhan Rajabather
SSI Technologies |
| 5336 | UnderlyingID
ID of the underlying to which the issue belongs.
Data Type: int | Lakshminarasimhan Rajabather
SSI Technologies |
| 5337 | UpperLimit
Upper limit in the range.
Data Type: long | Lakshminarasimhan Rajabather
SSI Technologies |
| 5338 | OPRAClassCode
OPRA Class Code.
Data Tye: char | Lakshminarasimhan Rajabather
SSI Technologies |
| 5339 | OriginalSize
Current Order/Quote Size.
Data Tye: int | Lakshminarasimhan Rajabather
SSI Technologies |
| 5340 | NBBOStepUpMode
NBBO Step Up Mode.
Data Type: Char
Valid Values:
1 = New
2 = Cancel
4 = Get By Owner & Series
5 = NBBO Reinitiate Response | Lakshminarasimhan Rajabather
SSI Technologies |
| 5341 | MPRequestID
Unique ID of the request.
Data Type: String[40] | Lakshminarasimhan Rajabather
SSI Technologies |
| 5342 | NoSteps
Number of steps (NBBO Configuration).
Data Type: int | Lakshminarasimhan Rajabather
SSI Technologies |
| 5343 | DisseminatedStatus
Set Dissemination of NBBO for all series.
Data Type: Boolean
Valid Values:
Y = Disseminate
N = Do not disseminate | Lakshminarasimhan Rajabather
SSI Technologies |
| 5344 | StepPosition
Step Position (NBBO Step Up configuration).
Data Type: int | Lakshminarasimhan Rajabather
SSI Technologies |
| 5345 | SecDefnReqType
Type of the Security Definition Request.
Data Type: Char
Valid Values:
1 = Issue ID
2 = Series by Series ID
3 = Series by Issue ID
4 = Series ID | Lakshminarasimhan Rajabather
SSI Technologies |
| 5346 | NonCustSize
Non-customer size (aggregated) at a particular price break
Data Type: Qty | Lakshminarasimhan Rajabather
SSI Technologies |
| 5347 | NoExchanges
Number of exchanges in the repeating group.
Data Type: int | Lakshminarasimhan Rajabather
SSI Technologies |
| 5348 | QuoteScriptDataType
Quote Script Data Type.
Data Type: Char
Valid Values:
1 = Send Quote Size Table
2 = Cancel Quote Size Table | Lakshminarasimhan Rajabather
SSI Technologies |
| 5349 | QuoteStatusRequestType
Type of the Quote Status Request.
Data Type: Char
Valid Values:
1 = Get Simple Quotes by User
2 = Get Quote Size Table by Owner and Series | Lakshminarasimhan Rajabather
SSI Technologies |
| 5350 | ReinitiateConfig
Setting for re-initiation of NBBO Step-Up Configuration.
Data Type: Boolean
Valid Values:
Y = Reinitiate NBBO Steu-Up Configuration
N = Do not Reinitiate NBBO Step-Up Configuration | Lakshminarasimhan Rajabather
SSI Technologies |
| 5351 | OPRAStrikeCode
Code used by OPRA (Options Price Reporting Authority) to identify series. Concatenation of option symbol, strike code.
Data Type: String[7] | Lakshminarasimhan Rajabather
SSI Technologies |
| 5352 | PCXQuoteID
PCX generated ID for the Quote.
Data Type: int | Lakshminarasimhan Rajabather
SSI Technologies |
| 5353 | IsFastFirm
Indicates whether BBO is coming from an exchange declared as Fast Firm
Data Type: Boolean
Valid Values:
Y = Fast Firm
N = Not Fast Firm | Lakshminarasimhan Rajabather
SSI Technologies |
| 5354 | OptPxDenominator
Denominator used to get actual option price. | Lakshminarasimhan Rajabather
SSI Technologies |
| 5355 | NoTick
No of elements in the repeating group(Ticks)
Data Type: int | Lakshminarasimhan Rajabather
SSI Technologies |
| 5356 | OrderReqType
Type of the Order Request.
Data Type: Char
Valid Values:
0 = Modify Orders
1 = Cancel Orders | Lakshminarasimhan Rajabather
SSI Technologies |
| 5357 | NoQuoteSizes
Number of elements in the repeating group (Quote Sizes)
Data Type: int | Lakshminarasimhan Rajabather
SSI Technologies |
| 5358 | ResponseID
ID sent by PCX in some acknowledgements/notifications | Lakshminarasimhan Rajabather
SSI Technologies |
| 5359 | MktSize
Volume in other exchange.
Data Type: Qty | Lakshminarasimhan Rajabather
SSI Technologies |
| 5360 | OrigOwnerID
Used to indicate the ID of the original owner.
Data Type: String | Lakshminarasimhan Rajabather
SSI Technologies |
| 5361 | NoScriptLevel
Indicates the number of nested levels for step-up configuration data.
Data Type: Int | Lakshminarasimhan Rajabather
SSI Technologies |
| 5362 | FMCNETTradeNumber
all
Unique Trade Number | Zul Kagalwalla
Financial Models Company. |
| 5363 | PrevFMCNETTradeNumber
all
Previous FMCNET trade Number | Zul Kagalwalla
Financial Models Company. |
| 5364 | MemberName
Descriptive name of the member firm | Mithila Somasiri
Millennium Information Technologies Limited
4/15/2008 |
| 5365 | MemberAddress
Mailing address of the member | Mithila Somasiri
Millennium Information Technologies Limited
4/15/2008 |
| 5366 | ContactFax
Contact FAX number | Mithila Somasiri
Millennium Information Technologies Limited
4/15/2008 |
| 5367 | AltPhone1
First Alternative Phone number | Mithila Somasiri
Millennium Information Technologies Limited
4/15/2008 |
| 5368 | AltPhone2
Second Alternative phone number | Mithila Somasiri
Millennium Information Technologies Limited
4/15/2008 |
| 5369 | NoBranch
Number of Branches | Mithila Somasiri
Millennium Information Technologies Limited
4/15/2008 |
| 5370 | BranchID
Unique Branch office ID | Mithila Somasiri
Millennium Information Technologies Limited
4/15/2008 |
| 5371 | Reserved |
ICAP
5/8/2008 |
| 5372 | Reserved |
ICAP
5/8/2008 |
| 5373 | Reserved |
ICAP
5/8/2008 |
| 5374 | Reserved |
ICAP
5/8/2008 |
| 5375 | Reserved |
ICAP
5/8/2008 |
| 5376 | Reserved |
ICAP
5/8/2008 |
| 5377 | Reserved |
ICAP
5/8/2008 |
| 5378 | Reserved |
ICAP
5/8/2008 |
| 5379 | Reserved |
ICAP
5/8/2008 |
| 5380 | Reserved |
ICAP
5/8/2008 |
| 5381 | ShortSecurityDesc
Instrument block
Short security description. |
B2BITS
5/22/2008 |
| 5382 | EncodedShortSecurityDescLen
Instrument block
Byte length of encoded (non-ASCII characters) EncodedShortSecurityDesc (5383) field. |
B2BITS
5/22/2008 |
| 5383 | EncodedShortSecurityDesc
Instrument block
Encoded (non-ASCII characters) representation of the ShortSecurityDesc (5381) field in the encoded format specified via the MessageEncoding (347) field. |
B2BITS
5/22/2008 |
| 5384 | AccruedInterestAmt
W, X
Amount of accrued interest. |
B2BITS
6/23/2008 |
| 5385 | MarketCode
Security Definition
Code of market where instrument is traded. |
B2BITS
7/10/2008 |
| 5386 | MinPriceIncrement
Security Definition
Used in pre-5.0 versions to provide same functionality as 5.0's MinPriceIncrement(969). |
B2BITS
7/10/2008 |
| 5387 | MktShareLimit
Security Definition
Market share limit. |
B2BITS
7/11/2008 |
| 5388 | MktShareThreshold
Security Definition
Market share limit threshold. |
B2BITS
7/11/2008 |
| 5389 | MaxOrdersVolume
Security Definition
Maximum summary volume of active buy and sell orders. |
B2BITS
7/11/2008 |
| 5390 | SettlVenue
A three character code representing a valid Settlement Venue | Piero Cima
GATE T.I.
6/6/2008 |
| 5391 | SettlAccType
Settlement account type.
Valid values:
1 = Standing
2 = House
3 = Client.
| Piero Cima
GATE T.I.
6/9/2008 |
| 5392 | SenderGroupID
Assigned value used to identify specific message originator group. | Piero Cima
GATE T.I.
6/10/2008 |
| 5393 | Reserved | Piero Cima
GATE T.I.
6/10/2008 |
| 5394 | Reserved | Piero Cima
GATE T.I.
6/10/2008 |
| 5395 | Reserved | Piero Cima
GATE T.I.
6/10/2008 |
| 5396 | Reserved | Piero Cima
GATE T.I.
6/10/2008 |
| 5397 | Reserved | Piero Cima
GATE T.I.
6/10/2008 |
| 5398 | Reserved | Piero Cima
GATE T.I.
6/10/2008 |
| 5399 | Reserved | Piero Cima
GATE T.I.
6/10/2008 |
| 5400 | CashOrCredit
New Order - Single
Custom field for users that want to electronically submit a NewOrder-Single for the Korea Stock Exchange Market.
10-Cash
21-Margin Buying by Brokers' Credit
22-Liquidation of Margin Buying by Brokers' Credit
23-Short Sale by Brokers' Credit
24-Liquidation of Short Sale by Brokers' Credit
31-Margin Buying by The Korea Securities Finance Corporation(KSFC)'s Credit
32-Liquidation of Margin Buying by KSFC's Credit
33-Short Sale by KSFC's Credit
34-Liquidation of Short Sale by KSFC's Credit | Kimyung Song
Korea Stock Exchange |
| 5401 | TradeType
New order-single
Identify the type of trade on the Korea Stock Exchange
3: Reported Block Trading
9: Trading of Treasury Stocks
72: After-hour Block Trading
79: After-hour Block Trading of Treasury Stocks
80: After-hour Basket Trading
| Kyuha Yang
Korea Stock Exchange |
| 5402 | LocalOrForeign
New order-single
Identify whether client is local or foreign investor
0: Local Investor
1: Foreign Investor
| Kyuha Yang
Korea Stock Exchange |
| 5403 | ForeignerID | Kyuha Yang
Korea Stock Exchange |
| 5404 | ClassiOfForInv
New order-single
Indicates the type of foreign investors
1: Non-resident Individuals
2: Non-resident Bank
3: Non-resident Insurance Company
4: Non-resident Securities Company
5: Non-resident Investment Company
6: Non-resident Investment Trust Company
7: Non-resident Other Company
8: Non-resident Korean with Permanent Foreign Residence
9: Non-resident Pension Fund
10: Resident
11: Resident Individuals
12: Resident Bank
13: Resident Insurance Company
14: Resident Securities Company
15: Resident Other Entity
20: Foreign Direct Invesment
21: FDI Individuals
22: FDI Bank
23: FDI Insurance Company
24: FDI Securities Company
25: FDI Other Company
30: Other
31: Acquirer of Korean Papers
| Kyuha Yang
Korea Stock Exchange |
| 5405 | ExecPrice
New order-single
Indicates the price at which client buys or sells and uses for reported block trading
1: Opening Price, 3: Closing Price
| Kyuha Yang
Korea Stock Exchange |
| 5406 | InvestorCode
New order-single
Indicate the type of investors to place order
1000: Securities Company
2000: Insurance Company
3000: Investment & Management Company
4000: Bank
5000: Merchant Bank
6000: Pension Fund
7000: Other Company
8000: Individuals
9000: Foreigner
| Kyuha Yang
Korea Stock Exchange |
| 5407 | Non-memberID
New order-single
Assigned value to identify specific non-member that passes client order to member company.
| Kyuha Yang
Korea Stock Exchange |
| 5408 | ProgramTrade
New order-single
Indicates the type of program trade
0: Regular, 1: Arbitrage, 2: Non-arbitrage
| Kyuha Yang
Korea Stock Exchange |
| 5409 | ShortSaleType
New order-single
Indicates the type of short sale
0: Regular, 1: ShortSale with Price Restriction, 2: ShortSale without Price Restriction
| Kyuha Yang
Korea Stock Exchange |
| 5410 | OrderRoutingMethod
New order-single
Indicates the means through which a customer routes orders to broker
1: Sale Office Terminal, 2: Wire Communication, 3: Wireless Communication, 4: HTS, 5: Others
| Kyuha Yang
Korea Stock Exchange |
| 5411 | PriceIndi
New order-single
Uses for futures spread trade and indicates as "0", "+" or "-"
| Kyuha Yang
Korea Stock Exchange |
| 5412 | TradePurpose
New order-single
Indicates the purpose of futures and option trade
1: arbitrage, 2: Hedge, 3: Others | Kyuha Yang
Korea Stock Exchange |
| 5413 | ReceiptTime
Execution Report
Indicates time of order receipt in local time | Kyuha Yang
Korea Stock Exchange |
| 5414 | NearestSeies Price
Execution Report
Uses for futures spread trade and indicates contract price of the nearest month series | Kyuha Yang
Korea Stock Exchange |
| 5415 | FurthestSeriesPrice
Execution Report
Uses for futures spread trade and indicates furthest series price | Kyuha Yang
Korea Stock Exchange |
| 5416 | OrderDate
NewOrder-single
Indicate the order placing date in local time (YYYYMMDD) | Kimyung Song
Korea Stock Exchange |
| 5417 | AccountType
NewOrder-Single
0=Accounts for participants in securities saving plans
1= Accounts for non-participants in securities saving plans | Kimyung Song
Korea Stock Exchange |
| 5418 | ContractTime
NewOrder-Single
Indicate the local time in HHMMSSss that futures and options contract have been completed | Kimyung Song
Korea Stock Exchange |
| 5419 | BasketID
NewOrder-Single
Unique identifier for basket orders | Kimyung Song
Korea Stock Exchange |
| 5420 | CouponFrequency
IOI Message
This field indicates coupon frequency of Fixed Income securities. | Jenny Yeung
Lehman Brothers |
| 5421 | CallDate
IOI Message
This field indicates the call date of Agency Callables in Fixed Income. | Jenny Yeung
Lehman Brothers |
| 5422 | ReliabilityIndicator
IOI Message
This field indicates the reliability of a security. | Jenny Yeung
Lehman Brothers |
| 5423 | ModelType
Quote Message | Jenny Yeung
Lehman Brothers |
| 5424 | PortfolioID
Quote Message
This field indicates the portfolio ID | Jenny Yeung
Lehman Brothers |
| 5425 | SerialNo
String
2nd Part of unique Bloomberg serial number. (The 1st part of unique Bloomberg serial number is WorkStation) | Jenny Yeung
Lehman Brothers |
| 5426 | BrokerSeqNo
String
Broker Sequence Number | Jenny Yeung
Lehman Brothers |
| 5427 | InstrAttribType
String
"I" - Interest
"D" - Discount | Jenny Yeung
Lehman Brothers |
| 5428 | AdjTargetLevel
float
adjusted target level | Jenny Yeung
Lehman Brothers |
| 5429 | NumberItems
number
Number of items/quote on the list | Jenny Yeung
Lehman Brothers |
| 5430 | SpotPrice
float
Treasury Price | Jenny Yeung
Lehman Brothers |
| 5431 | SpotYield
float
Treasury Yield | Jenny Yeung
Lehman Brothers |
| 5432 | CurveName
String
Curve Name
e.g. LIBOR | Jenny Yeung
Lehman Brothers |
| 5433 | CurvePoint
float
Curve Point is the point on the benchmark curve | Jenny Yeung
Lehman Brothers |
| 5434 | AdjSpread
float
Broker Fee-Adjusted Spread | Jenny Yeung
Lehman Brothers |
| 5435 | FeeAdjToSpread
float
Fee adjustment to spread | Jenny Yeung
Lehman Brothers |
| 5436 | AdjYield
float
Fee-adjusted Yield | Jenny Yeung
Lehman Brothers |
| 5437 | OldPrice
New Order Single
Must be equal to the original Price
| Priya Sampath
Changepond Technologies |
| 5438 | ReferenceID
Trade Capture Report
Tape print regional reference ID associated with a Trade report | Mithila Somasiri
Millennium Information Technologies Limited |
| 5439 | OldReferenceID
Trade Capture Reports
Original Reference ID of a correction/Cancellation Print sent to tape associated with a cancel/correct trade report | Mithila Somasiri
Millennium Information Technologies Limited |
| 5440 | ClearingStatus
Execution Report
Indicate the clearing status of the trade as communicated by the clearing house. | Mithila Somasiri
Millennium Information Technologies Limited
3/25/2008 |
| 5441 | ClearingMatchID
Execution Report
Unique Match ID assigned by the clearing system | Mithila Somasiri
Millennium Information Technologies Limited
3/25/2008 |
| 5442 | MatchingSlipID
Execution Report
Unique Slip ID assigned by the matching system | Mithila Somasiri
Millennium Information Technologies Limited
3/25/2008 |
| 5443 | ClearingSlipID
Execution Report
Unique Slip ID assigned by the Clearing System | Mithila Somasiri
Millennium Information Technologies Limited
3/25/2008 |
| 5444 | LegReport
Execution Report
Indicate whether the execution report is generated for a multi-leg order or an individual leg of a multi-leg order | Mithila Somasiri
Millennium Information Technologies Limited
3/25/2008 |
| 5445 | DownloadRequestID
Unique ID assigned to a data download request. | Mithila Somasiri
Millennium Information Technologies Limited
3/26/2008 |
| 5446 | RequestType
Download Request Type | Mithila Somasiri
Millennium Information Technologies Limited
3/26/2008 |
| 5447 | RequestID
Download Request ID | Mithila Somasiri
Millennium Information Technologies Limited
3/26/2008 |
| 5448 | NumMsg
Number of messages resulting from a download request. | Mithila Somasiri
Millennium Information Technologies Limited
3/26/2008 |
| 5449 | ReqResponseTo
Indicate the Type of request being responded to | Mithila Somasiri
Millennium Information Technologies Limited
3/26/2008 |
| 5450 | MDElementName (string data type)
The field is defined as a set of enumerated values providing one to one mapping of market data elements to entries in FIX messages. | Igor Nagirner
EBS |
| 5451 | MDStatScope (int data type)
MDSnapshot, MDIncremental
Describes a time dimension when distributing market data statistics. Values include: 1= current day, 2 = previous day, 3 = 1 minute, 4 = 10 seconds |
Brook Path Partners, Inc. |
| 5452 | MDCountType
MDSnapshot, MDIncremental
Describes the count type in MDCount in relation to MDStatScope. Values include:
1 = Peak, 2 = Record, 3 = Time interval, 4 = Running count |
Brook Path Partners, Inc. |
| 5453 | TraderCount
MDSnapshot, MDIncremental
Number of unique traders quoting at a particular price level. |
Brook Path Partners, Inc. |
| 5454 | MarketZone
MDSnapshot, MDIncremental
Code identifying the market center/zone where market data entry originated from. |
Brook Path Partners, Inc. |
| 5455 | SmoothRateSrc
MDSnapshot, MDIncremental
The source that published the smooth rate. |
Brook Path Partners, Inc. |
| 5456 | MDStdDeviation
MDSnapshot, MDIncremental
The margin of error, confidence factor or standard deviation of a rate/price. |
Brook Path Partners, Inc. |
| 5457 | PriceTimestamp
MDSnapshot, MDIncremental
The timestamp (UTC) of when the statistic is calculated. This may be different from the time the statistic is published (as indicated in MDEntryTime and MDEntryDate). |
Brook Path Partners, Inc. |
| 5458 | MDDelayed
MDIncremental, MDSnapshot
Indicates whether the market data entry is being published on a delayed basis. Default is "N". (Boolean field) |
Brook Path Partners, Inc. |
| 5459 | SettlType
All where needed
This custom field is used in pre-5.0 versions of FIX to support the FX tenor expressions as defined in 5.0. Maps directly to 5.0's SettlType (63) inclusive of definition, all enums and patterns. |
Brook Path Partners, Inc. |
| 5460 | AggressorIndicator
TCR & where needed
Custom field to support identifying aggressor (taker) in a trade in pre-5.0 versions of FIX. This field maps directly to 5.0's tag 1057 inclusive of definition and datatype. |
Brook Path Partners, Inc. |
| 5461 | TicketStatus |
Brook Path Partners, Inc. |
| 5462 | PrimeDealIndicator |
Brook Path Partners, Inc. |
| 5463 | TradeID
TCR
For use in pre-5.0 versions to provide same information as TradeID (1003) in 5.0. |
Brook Path Partners, Inc. |
| 5464 | SecondaryTradeID
TCR
Used in pre-5.0 versions to provide same functionality as 5.0's SecondaryTradeID (1040) |
Brook Path Partners, Inc. |
| 5465 | CstmApplVerID |
Brook Path Partners, Inc. |
| 5466 | MDBookType
MD messages
This is used in pre-5.0 to allow the identification of book type. Same definition and usage as FIX 5.0's MDBookType (1021). |
Brook Path Partners, Inc. |
| 5467 | MDPriceLevel
MD messages
This is used in pre-5.0. Same definition and usage as FIX 5.0's MDPriceLevel (1023). |
Brook Path Partners, Inc. |
| 5468 | MDCount
MD messages |
Brook Path Partners, Inc. |
| 5469 | ReqResponseStatus
Processing Status of a download request | Mithila Somasiri
Millennium Information Technologies Limited
3/26/2008 |
| 5470 | PriceMvmLimit
Security Definition
Maximum deviation of prices from settlement price. |
B2BITS
7/11/2008 |
| 5471 | CalculatedCcyLastQty
AE
FX Deal Feed Field |
ICAP
5/8/2008 |
| 5472 | PriceMvmLimitT1
Security Definition
Maximum deviation of prices from settlement price at T+1. |
B2BITS
7/11/2008 |
| 5473 | MguIndicator
Custom
Indicates whether a trade notification is generated as a result of a MGU order execution.
Valid values:
1 - MGU Execution
0 - Other | Mithila Somasiri
Millennium Information Technologies Limited |
| 5474 | AbbreviatedPrice
New Order, Execution Report
Contract Price
Price of the leg can be expressed as
(a) Explicit Price (e.g. 7589)
Explicit Price is a positive number without any prefix.
(b) A price code expression (e.g. S + 10 which means settlement price plus ten)
Valid price codes are S, YS, C, V ,M & B (basis)
(c) A differential (e.g. -10 which means ten units lower than the price of the first leg)
A valid differential is a number prefixed with either (+) or( - )
| Mithila Somasiri
Millennium Information Technologies Limited
3/24/2008 |
| 5475 | PromptDate
New Order, Execution Report
Expiry(options) / Delivery(Futures) date of the contract
For Futures this is either entered as an explicit date in DDMMYY or as an abbreviated date code (e.g. T – Tomorrow, c – Two days, 3 – 3 months, MMMYY - Monthly).
For Options contracts, this field will be populated by the expiry month code in MMMYY
| Mithila Somasiri
Millennium Information Technologies Limited
3/24/2008 |
| 5476 | PrivateReference
New Order, Execution Report
Free form text up to 80 characters. | Mithila Somasiri
Millennium Information Technologies Limited
3/24/2008 |
| 5477 | PublicReferece
New Order, Execution Report
Free form text up to 80 characters | Mithila Somasiri
Millennium Information Technologies Limited
3/24/2008 |
| 5478 | CrossIndicator
New Order, Execution Report
Indicates a single trade half or a cross.
Value Meaning
0 Single Trade Half
1 Cross
| Mithila Somasiri
Millennium Information Technologies Limited
3/24/2008 |
| 5479 | CarryIndicator
New Order, Execution Report
Indicates whether this message contains a single trade half/cross or a carry trade half/cross.
Value Meaning
0 Outright
1 Carry
| Mithila Somasiri
Millennium Information Technologies Limited
3/24/2008 |
| 5480 | YieldTo
String
Yield to value = M.C. P&A | Jenny Yeung
Lehman Brothers |
| 5481 | CleanPx
float
Clean Price is Fee adjusted price | Jenny Yeung
Lehman Brothers |
| 5482 | GrossPx
float
Gross Price is Trade price without brokerage fee | Jenny Yeung
Lehman Brothers |
| 5483 | ProceedsCalBy
String
Dealer that calculates the trade proceeds | Jenny Yeung
Lehman Brothers |
| 5484 | Principal
float
fee-adjusted principal | Jenny Yeung
Lehman Brothers |
| 5485 | DealerPrincipal
float
trade principal without brokerage fee | Jenny Yeung
Lehman Brothers |
| 5486 | dealerNetMoney
float
trade net money without brokerage fee | Jenny Yeung
Lehman Brothers |
| 5487 | NoDealers
integer
number of dealers | Jenny Yeung
Lehman Brothers |
| 5488 | ListID
String
the unique identifier of the multi-quote or Inquiry list | Jenny Yeung
Lehman Brothers |
| 5489 | Direction
String
"F" - Forward
"R" - Reverse Inquiry | Jenny Yeung
Lehman Brothers |
| 5490 | LongName
String
Client Long Name | Jenny Yeung
Lehman Brothers |
| 5491 | YieldAdjustment
float
Yield Adjustment | Jenny Yeung
Lehman Brothers |
| 5492 | QuoteYieldTo
String
Quote Yield To | Jenny Yeung
Lehman Brothers |
| 5493 | GrossCover
float
Gross Cover | Jenny Yeung
Lehman Brothers |
| 5494 | LastTrader
String
Last Trader | Jenny Yeung
Lehman Brothers |
| 5495 | STATE
String
state of the trading flow | Jenny Yeung
Lehman Brothers |
| 5496 | LastYield
float
Last Yield | Jenny Yeung
Lehman Brothers |
| 5497 | DaysToSettlement
int
number of business days to settlement date | Jenny Yeung
Lehman Brothers |
| 5498 | BindIndicator
String
This is the holding bind indicator for Corporate Bonds. The value options are "Y" - Yes, and "N" - No. | Jenny Yeung
Lehman Brothers |
| 5499 | OrdStatus
number
1 = Accept
2 = Reject
3 = Expire
4 = Cancel
6 = Counter
9 = Pass
| Jenny Yeung
Lehman Brothers |
| 5500 | DivReinvest
Y or N
To specify whether to reinvest the dividend or not.
Y(Yes) or N(No) value. | Murali Takkalapati
Performance Technologies, Inc. |
| 5501 | TransFeeIncluded
Y or N
To specify whether the transaction fee is included in the amount (Y), or not (N) | Murali Takkalapati
Performance Technologies, Inc. |
| 5502 | DIVINST
Dividend Instructions -RR, CC , CR, CI
The following types of instructions are possible
1. Reinvest Dividends and Capital Gains (RR) - default
2.Pay Dividends and Capital Gains in Cash (CC)
3.Pay Dividends in Cash and Reinvest Capital Gains (CR)
4.Current Instructions (CI)
| Murali Takkalapati
Performance Technologies, Inc. |
| 5503 | NumLinks
Number of Links - Linked Trades
Specifies the number of links in the particular trade. | Murali Takkalapati
Performance Technologies, Inc. |
| 5504 | LinkSymbol
Linked Trades
The NumLinks should be specified before using the LinkSymbol.
LinkSymbol and LinkPercent are children of NumLinks | Murali Takkalapati
Performance Technologies, Inc. |
| 5505 | LinkPercent
Linked/Exchange/Swap Trades
The NumLinks should be specified before using the LinkPercent.
LinkPercent and LinkSymbol are children of NumLinks | Murali Takkalapati
Performance Technologies, Inc. |
| 5506 | LinkPercent
Linked/Exchange/Swap Trades
The NumLinks should be specified before using the LinkPercent.
LinkPercent and LinkSymbol are children of NumLinks | Murali Takkalapati
Performance Technologies, Inc. |
| 5507 | TrdMatchTime
Execution Report
date, time at which the trade was matched. format DDMMYYYY-HHMMSS | Mithila Somasiri
Millennium Information Technologies Limited
3/28/2008 |
| 5508 | FaceValue
Security Definition
Face value of security. |
B2BITS
7/11/2008 |
| 5509 | AuctionIndicator
Security Status
Indicates whether or not the auction is being held for the security. |
B2BITS
7/13/2008 |
| 5510 | ChgFromWAPrice
W, X
Indicates change from previous day's weighted average price vs. last traded price. |
B2BITS
7/13/2008 |
| 5511 | ChgOpenInterest
W, X
Indicates change from previous day's open interest. |
B2BITS
7/13/2008 |
| 5512 | FirstEligibleTradeDate
Security Definition
First eligible trade date. |
B2BITS
7/13/2008 |
| 5513 | LastEligibleTradeDate
Security Definition
Last eligible trade date. Similar to EventDate(866) with EventType(865) = '7'. |
B2BITS
7/13/2008 |
| 5514 | InstrumentPricePrecision
Security Definition
Number of decimals in prices. Similar to InstrAttribValue(872) with InstrAttribType(871) = '27'. |
B2BITS
7/13/2008 |
| 5515 | Counterparty Account
D, 8
Account identifier of a counterparty for Fixed Income orders & executions. | Brian Gay
Bloomberg |
| 5516 | MemberVolume
Custom
Volume traded by a particular member | Mithila Somasiri
Millennium Information Technologies Limited
8/19/2008 |
| 5517 | MasterAccount
AE
Master account identifier | Gleb Skayansky
Bloomberg LLP. |
| 5518 | AssumedCoupon
AE
Mortgage/assest backed security assumed coupon | Gleb Skayansky
Bloomberg LLP. |
| 5519 | PrepaymentSpeed
AE
Mortgage prepayment speed | Gleb Skayansky
Bloomberg LLP. |
| 5520 | BenchmarkOfferPx
S
Benchmark offer price for quote messages that inclue the SpreadOrBenchmarkCurveData component block. | Joseph Fruchter
Bloomberg LP
6/5/2008 |
| 5521 | BenchmarkBidYield
S
Benchmark bid yield for quote messages that inclue the SpreadOrBenchmarkCurveData component block. | Joseph Fruchter
Bloomberg LP
6/5/2008 |
| 5522 | BenchmarkOfferYield
S
Benchmark offer yield for quote messages that inclue the SpreadOrBenchmarkCurveData component block. | Joseph Fruchter
Bloomberg LP
6/5/2008 |
| 5523 | BenchmarkOfferSpread
S
Benchmark offer spread for quote messages that inclue the SpreadOrBenchmarkCurveData component block. | Joseph Fruchter
Bloomberg LP
6/5/2008 |
| 5524 | OriginalDestination
8, J
To specify the original destination of a Drop copy message. Can be a platform, exchange or anything - Mutually agreed upon. | Sheetal Chainraj
Bloomberg L.P |
| 5525 | Haircut
Execution Reports
This term describes the way brokers and clients protect themselves from market risk in doing repos. | Sheetal Chainraj
|
| 5526 | AllInPrice
Execution Reports | Sheetal Chainraj
|
| 5527 | AllocationIndicator
Execution Reports
Indicates if allocations are to follow (Most likely a Allocation Instruction FIX Message) for the trade indicated by this Execution Report.
Possible Values:
1 - No Allocations. 2 or More - Allocations Will follow. (They could indicate the possible number of accounts the allocations will occur to.) | Sheetal Chainraj
|
| 5528 | SalesBook
8 = Execution Report
Identify the book for the salesperson doing the trade. | Sheetal Chainraj
|
| 5529 | NoInvPositions
6
Repeating group count. No of Inventory positions advertised. Part of group (5529-5531) | Sheetal Chainraj
Bloomberg L.P |
| 5530 | InvPositionDate
6
Date of the inventory position. LocalMmktDate. Part of group (5529-5531) | Sheetal Chainraj
Bloomberg L.P |
| 5531 | InvPositionQty
6
The available amount associated with the InvPositionDate, expressed as par value. A short position will be specified as a negative par value. Part of group (5529-5531) | Sheetal Chainraj
Bloomberg L.P |
| 5532 | RateEffectiveDate
6
The date (last reset date) from which the coupon rate is effective for Variable Rate Demand Note and tender option bonds. Type= LocalMmktDate | Sheetal Chainraj
Bloomberg L.P |
| 5533 | TradeCorrectType
AE, 8
Indicates the type of correct sent in the Trade Capture or Execution Report. (Ex: Material change or not) | Sheetal Chainraj
Bloomberg L.P |
| 5534 | AllocAccountSubID1
J
Sub identifier for the Allocation Accounts. Will be part of the NoAllocs group. | Sheetal Chainraj
Bloomberg L.P |
| 5535 | AllocAccountSubID2
J
Sub identifiers #2 for Allocation Accounts. Will be part of the NoAllocs group. | Sheetal Chainraj
Bloomberg L.P |
| 5536 | AllocAccountSubID3
J
Sub identifier #3 for Allocation accounts. Will be part of the NoAllocs group. | Sheetal Chainraj
Bloomberg L.P |
| 5537 | CurrentFace
8, J
Current face for Mortgages, ABS, CMO, CMBS etc. (Original face * Factor). | Sheetal Chainraj
Bloomberg L.P |
| 5538 | AllocCurrentFace
J, AS
Current Face allocated to this Allocation account. For MTGEs only. Part of "NoAllocs" repeating group. | Sheetal Chainraj
Bloomberg L.P |
| 5539 | AllocGrossTradeAmt
J, AS
Gross trade amount allocated to the Allocation account. Part of the "NoAllocs" repeating group. | Sheetal Chainraj
Bloomberg L.P |
| 5540 | CurveDateRate1 | Sheetal Chainraj
Bloomberg L.P |
| 5541 | CurveDateRate2 | Sheetal Chainraj
Bloomberg L.P |
| 5542 | AllocGrossTradeAmt | Sheetal Chainraj
Bloomberg L.P |
| 5543 | FirmAmount
IOI
Firm offering quantity for Municipal Commercial Paper. | Sheetal Chainraj
Bloomberg L.P |
| 5544 | SecondaryCurrency
Execution Report (8)
The denomination of the SecondaryQty (6054) field. |
Deutsche Bank
3/28/2008 |
| 5545 | BWitemID
New Order, Execution Report
Bids Wanted Item ID. | Sheetal Chainraj
Bloomberg L.P |
| 5546 | AllocGrossTradeAmt-New | Sheetal Chainraj
Bloomberg L.P
3/25/2008 |
| 5547 | AllocCurrentFace-New | Sheetal Chainraj
Bloomberg L.P
3/25/2008 |
| 5548 | AdjustedSwapPoints
Execution Report (8)
(Deprecated) Swap points of a trade, adjusted to the Spot price denomination (multiplied by the forward tick size) |
Deutsche Bank
3/28/2008 |
| 5549 | ClientFullName
Execution Report (8)
Full name of a client that has executed the trade |
Deutsche Bank
3/28/2008 |
| 5550 | BalanceGroupID
New Order Single
Specifies the Unique Identifier of the BalanceGroup to which this Order should be assigned to. | Kiran K Pingali
JapanCross Securities |
| 5551 | BuyLimit
New Order Single, New Order List
Describes the BuyLimit for that Balance Group | Kiran K Pingali
JapanCross Securities |
| 5552 | SellLimit
New Order Single, New Order List
Specifies the SellLimit of the BalanceGroup, of which this order is part of. The Identifier of the BalanceGroup is specified in the BalanceGroupID Tag. | Kiran K Pingali
JapanCross Securities |
| 5553 | MinimumValueType
New Order Single, New Order List
(To be used if MinQty– Tag 110 is used)
Valid values
‘S’ – Shares
‘V’ – Value | Kiran K Pingali
JapanCross Securities |
| 5554 | RolloverFlag
New Order-List
Speicies how long the Order would be valid in the books of the Crossing System. Vaild values:
blank - No rollovers
S - same cross until good-through date has expired
U - Unlimited
n - (1-9) rollover to the next cross, decrement n until 0
| Kiran K Pingali
JapanCross Securities |
| 5555 | ReturnCode
all message types
This field will be used to indicate a specific error message or informational message that may or may not exist in the Text tag (58) of an acknowledgement response. NOTE: This field may contain repeating values delimited by a hexidecimal '40' character. | Kevin Bilello
Beta Systems |
| 5556 | BaseSwapPx
Instrument block
Base SWAP price. |
B2BITS
9/1/2008 |
| 5557 | AggregatedOrderExecRefIDs
Execution Report (8)
Comma separated list of aggregated trades ids |
Deutsche Bank
9/19/2008 |
| 5558 | BuyBackPx
Instrument block
Buy back price. |
B2BITS
10/1/2008 |
| 5559 | BuyBackDate
Instrument block
Buy back date. |
B2BITS
10/1/2008 |
| 5560 | Reserved |
ICAP |
| 5561 | Reserved |
ICAP |
| 5562 | Reserved |
ICAP |
| 5563 | Reserved |
ICAP |
| 5564 | Reserved |
ICAP |
| 5565 | Reserved |
ICAP |
| 5566 | Reserved |
ICAP |
| 5567 | Reserved |
ICAP |
| 5568 | Reserved |
ICAP |
| 5569 | Reserved |
ICAP |
| 5570 | Reserved |
ICAP |
| 5571 | Reserved |
ICAP |
| 5572 | Reserved |
ICAP |
| 5573 | Reserved |
ICAP |
| 5574 | Reserved |
ICAP |
| 5575 | Reserved |
ICAP |
| 5576 | Reserved |
ICAP |
| 5577 | Reserved |
ICAP |
| 5578 | Reserved |
ICAP |
| 5579 | Reserved |
ICAP |
| 5580 | Reserved |
ICAP |
| 5581 | Reserved |
ICAP |
| 5582 | Reserved |
ICAP |
| 5583 | Reserved |
ICAP |
| 5584 | Reserved |
ICAP |
| 5585 | Reserved |
ICAP |
| 5586 | Reserved |
ICAP |
| 5587 | Reserved |
ICAP |
| 5588 | Reserved |
ICAP |
| 5589 | Reserved |
ICAP |
| 5590 | Reserved |
ICAP |
| 5591 | Reserved |
ICAP |
| 5592 | Reserved |
ICAP |
| 5593 | Reserved |
ICAP |
| 5594 | Reserved |
ICAP |
| 5595 | Reserved |
ICAP |
| 5596 | Reserved |
ICAP |
| 5597 | Reserved |
ICAP |
| 5598 | Reserved |
ICAP |
| 5599 | Reserved |
ICAP |
| 5600 | Thomson UDF | Matthew Godin
Thomson |
| 5601 | Thomson UDF | Matthew Godin
Thomson |
| 5602 | Thomson UDF | Matthew Godin
Thomson |
| 5603 | Thomson UDF | Matthew Godin
Thomson |
| 5604 | Thomson UDF | Matthew Godin
Thomson |
| 5605 | Thomson UDF | Matthew Godin
Thomson |
| 5606 | Thomson UDF | Matthew Godin
Thomson |
| 5607 | Thomson UDF | Matthew Godin
Thomson |
| 5608 | Thomson UDF | Matthew Godin
Thomson |
| 5609 | Thomson UDF | Matthew Godin
Thomson |
| 5610 | Thomson UDF | Matthew Godin
Thomson |
| 5611 | Start Time
Start time for an algorithmic order |
|
| 5612 | End Time
End time for an algorithmic order |
|
| 5613 | Urgency
Urgency or aggressiveness for an algorithmic order |
|
| 5614 | NumberOfSlices
Number of slices for an algorithmic order |
|
| 5615 | IncludeMarketOpen
Indicates whether or not an algorithmic order should participate in opening crosses |
|
| 5616 | IncludeMarketClose
Indicates whether or not an algorithmic order should participate in closing crosses |
|
| 5617 | MinPctParticipation
Indicates the minimum participation rate for an algorithmic order |
|
| 5618 | TgtPctParticipation
Indicates the target participation rate for an algorithmic order |
|
| 5619 | MaxPctParticipation
Indicates the maximum participation rate for an algorithmic order |
|
| 5620 | TargetPrice
Indicates the target price for an algorithmic order |
|
| 5621 | DisplaySize
Indicates the quantity to be displayed on an algorithmic order |
|
| 5622 | SweepType
Type of sweep algorithm to be employed prior to routing the order to a broker or exchange. |
|
| 5623 | SweepPriceEnum
Pricing algorithm to be employed when sweeping an order. |
|
| 5624 | SuppTacticsFlag
Supplemental flags to implement specific algorithm features. |
|
| 5625 | MKTXInquiryType
QuoteRequest
Enumeration used to indicate MarkeAxess Quote Release model.
Supported Values: 1-ASAP, 2-Holding Bin | Daniel Jacobson
MarketAxess |
| 5626 | MKTXPricingProcess
QuoteRequest,QuoteStatusReport
Enumeration defining the types of benchmark-spotting workflows used to arrive at the final price of fixed-income trades.
Supported Values:1 = Manual,2 = Phone, 3 = Auto, 4 = OneStep, 5 = Standard
| Daniel Jacobson
MarketAxess |
| 5627 | MKTXInquiryState
Quote, QuoteStatusReport
Enumeration indicating MarketAxess Inquiry States | Daniel Jacobson
MarketAxess |
| 5628 | MKTXReleaseTime
QuoteRequest
UTCTimestamp
Time of day indicating the time at which the client will see dealer responses | Daniel Jacobson
MarketAxess |
| 5629 | MKTXQuoteReponseRejectReason
QuoteResponseReject
Text indicating rejection reason
e.g. “Action invalid in this state” | Daniel Jacobson
MarketAxess |
| 5630 | MKTXAvailableActions
Quote,QuoteStatusReport
Comma separated list of available actions, e.g.
“CANCEL”
“PASS,ACCEPT,COUNTER”
“NONE”
| Daniel Jacobson
MarketAxess |
| 5631 | MKTXListType
custom
Indicates the type of MarketAxess inquiry-list.
Valid values are:
1 = High Grade
2 = High Yield
3 = Euro (Spread)
4 = Euro (Price)
5 = Emerging Markets
| Daniel Jacobson
MarketAxess |
| 5632 | MKTXListComment
ListQuoteRequest
Client-trader’s comment to dealers | Daniel Jacobson
MarketAxess |
| 5633 | MKTXListRejectMode
ListQuoteRequest
Indicates whether MarketAxess should reject all list-items or only invalid list-items, if list contains invalid items.
Values:
1 = RejectInvalidItemsOnly
2 = RejectAllItems
The client OMS can use this field to control the action that MarketAxess will take, if MarketAxess validation finds that the list contains one or more invalid list-items. | Daniel Jacobson
MarketAxess |
| 5634 | MKTXListName
custom
Names an inquirty-list | Daniel Jacobson
MarketAxess |
| 5635 | MADataID
W
Numeric field identifying each traded security in MarketAxess system. Unique per trade being reported in BTDS feed |
MarketAxess |
| 5636 | DataSource
W
Identifier of system sending the market data.
DataType=String
|
MarketAxess |
| 5637 | MDEntryTransType
W
Trade Type reported in Market Data, used when MDEntryType = 2(Trade).
DataType=char
Values: 0=Done (New Trade), 1=Cancel, 2=Corrected
|
MarketAxess |
| 5638 | BTDSSaleCondition
W
Sale condition code for trades as reported by FINRA
DataType=char
Values: @ = Regular Trade
C = Cash Trade
N = Next Day
R = Sellers Option
A = Trades outside market hours
W = Weighted Average Price
Z = Sold Late
S = No special condition applied |
MarketAxess |
| 5639 | BTDSCommissionIndicator
W
Boolean field indicating if the price is inclusive of dealer commission. |
MarketAxess |
| 5640 | BTDSQuantityIndicator
W
Indicates in Quantity reported is actual or estimated.
DataType=Char
Values: A=Actual, E=Estimated
|
MarketAxess |
| 5641 | BTDSSecondModifier
W
Indicates whether there is a second sale condition that is
applicable to the trade.
DataType=char
Values: A = Trades outside the market hours
Z =Sold Late (Out of Sequence)
S = No Second Modifier Applicable
|
MarketAxess |
| 5642 | BTDSPriceChangeCode
W
Describes the summary price change(s) the transaction
caused for the issue traded.
DataType=char
Values: 0 = No Price/Yield Changed
1 = Last Price/Yield Changed
2 = Low Price-Yield Changed
3 = Last Price/Yield and Low Price/Yield Changed
4 = High Price/Yield Changed
5 = Last Price/Yield and High/Price/Yield Changed
6 = High Price/Yield and Low Price/Yield Changed
7 = All Prices/Yields Changed
|
MarketAxess |
| 5643 | BTDSSpecialPriceIndicator
W
Boolean field indicating whether the transaction is a ‘Special
Price Trade’ or not
|
MarketAxess |
| 5644 | BTDSReportingPartySide
MarketData Full Snapshot
One character field to describe the side of trade being reported. Values: B=dealer bought securities from the customer, S= dealer sold securities to the customer, D= inter-dealer transaction (always from the sell side) | Pomeli Ghosh
MarketAxess
10/17/2008 |
| 5645 | OASSpread
W
MarketAxess estimated option adjusted spread for the traded security. Datatype=float |
MarketAxess |
| 5646 | ParSpread
W
MarketAxess estimated par spread for the traded security. Datatype=float |
MarketAxess |
| 5647 | MktSpread
W
MarketAxess estimated market spread for the traded security. Datatype=float |
MarketAxess |
| 5648 | SuspectTradeIndicator
W
Boolean flag indicating if trade is a suspect trade. |
MarketAxess |
| 5649 | OrigBCastSeqNo
W
Exists for a Cancel (5637=1) or Corrected (5637=2) trade report.
This field contains the BCastSeqNo (tag 6103) of the trade that is being cancelled or corrected.
DataType=SeqNum
|
MarketAxess |
| 5650 | MKTXEstimatedQuantity
W
Reports the MarketAxess estimated quantity for a trade where tag 5640=E, i.e. the quantity falls beyond the range disseminated by FINRA for High Grade and High Yield bonds.
DataType=Qty
|
MarketAxess |
| 5651 | MKTXDeltaDaySpread
W
Day over day change in spread to treasury with respect to comparable size trade. If the bond did not trade during the prior day, no value is reported. Change computed against last trade from prior day.
DataType=float
|
MarketAxess |
| 5652 | MKTXDeltaWeekSpread
W
Week over week change in spread to treasury with respect to comparable size trade. If the bond did not trade during the prior week, no value is reported. Change computed against last trade from prior week.
DataType=float
|
MarketAxess |
| 5653 | MKTXDeltaMtdSpread
W
Month-to-date change in spread to treasury with respect to comparable size trade. If the bond did not trade during the prior month, no value is reported. Change computed against last trade from prior month.
DataType=float
|
MarketAxess |
| 5654 | MKTXDeltaWeekPrice
W
Week over week change in price with respect to comparable size trade. If the bond did not trade during the prior week, no value is reported. Change computed against last trade from prior week.
DataType=float
|
MarketAxess |
| 5655 | MKTXDeltaDayPrice
W
Day over day change in price with respect to comparable size trade. If the bond did not trade during the prior day, no value is reported. Change computed against last trade from prior day.
DataType=float
|
MarketAxess |
| 5656 | MKTXDeltaMtdPrice
W
Month-to-date change in price with respect to comparable size trade. If the bond did not trade during the prior month, no value is reported. Change computed against last trade from prior month.
DataType=float |
MarketAxess |
| 5657 | MKTXDeltaDayYield
W
Day over day change in yield with respect to comparable size trade. If the bond did not trade during the prior day, no value is reported. Change computed against last trade from prior day.
DataType=float |
MarketAxess |
| 5658 | MKTXDeltaWeekYield
W
Week over week change in yield with respect to comparable size trade. If the bond did not trade during the prior week, no value is reported. Change computed against last trade from prior week.
DataType=float |
MarketAxess |
| 5659 | MKTXDeltaMtdYield
W
Month-to-date change in yield with respect to comparable size trade. If the bond did not trade during the prior month, no value is reported. Change computed against last trade from prior month.
DataType=float |
MarketAxess |
| 5660 | IncludeSIs
Quote Request, New Order
Valid Values = Y or N.
For quote requests or orders that are submitted to multiple Retail Service Providers (RSPs) for best execution, this field specifies whether RSPs acting as Systematic Internalizers (SIs) should be included (Y) or not included (N). | Stephen Irwin
Thomson Financial |
| 5661 | NoMKTXCostAnalysis
ExecutionReport
Repeating Custom Block for showing MKTX cost analysis calcs to clients.
Exists if at least one type of cost analysis data is available.
DataType: NumInGroup
Value: 1..N, for number of cost analysis information provided
| Pomeli Ghosh
MarketAxess
5/6/2008 |
| 5662 | MKTXAnalysisTo
ExecutionReport
Req’d field if 5661 exists.
Defines the value against which cost analysis is being reported.
DataType: String
Defined Values are:
Cover, Avg, BondTicker
| Pomeli Ghosh
MarketAxess
5/6/2008 |
| 5663 | MKTXBenefit
ExecutionReport
Difference between Traded Principle and calculated principle for the value of “MKTXAnalysisTo” (Cover, Avg, BondTicker)
DataType: Amt
Value: float field with 2 decimal point precision
| Pomeli Ghosh
MarketAxess
5/6/2008 |
| 5664 | MKTXComparisonPrice
ExecutionReport
Price for the value of “MKTXAnalysisTo” (Cover, Avg, BondTicker)
DataType: Price
Value: float field with 4 decimal point precision
| Pomeli Ghosh
MarketAxess
5/6/2008 |
| 5665 | MKTXPriceDiff
ExecutionReport
Difference between Traded Price and calculated price for the value of “MKTXAnalysisTo” (Cover, Avg, BondTicker)
DataType: Price
Value: float field with 4 decimal point precision | Pomeli Ghosh
MarketAxess
5/6/2008 |
| 5666 | MaturitySize
6 - IOI
Size available corresponding to Maturity range.
Part of NoDateRates (5538) repeating group. | Sheetal Chainraj
Bloomberg L.P
11/19/2008 |
| 5667 | MatDatStartYield
6 - IOI
Yield corresponding to Maturity start date.
Part of NoDateRates (5538) repeating group. | Sheetal Chainraj
Bloomberg L.P
11/19/2008 |
| 5668 | MatDatEndYield
6 - IOI
Yield corresponding to Maturity end date.
Part of NoDateRates (5538) repeating group. | Sheetal Chainraj
Bloomberg L.P
11/19/2008 |
| 5669 | FillOrKillAmount
6 - IOI
Fill or Kill Quantity. | Sheetal Chainraj
Bloomberg L.P
11/19/2008 |
| 5670 | PositionAccount
6 - IOI
Account / Fund / Book name of the position. | Sheetal Chainraj
Bloomberg L.P
11/19/2008 |
| 5671 | FOKPosition
6
FOK Position in an account. | Sheetal Chainraj
Bloomberg L.P
11/19/2008 |
| 5672 | SecondaryIndividualAllocID
J
Secondary Alloc ID per allocation account. | Sheetal Chainraj
Bloomberg L.P
11/19/2008 |
| 5673 | SettlCurrAccruedInterestAmt
8, J
Accrued Interest in the Settlement currency. | Sheetal Chainraj
Bloomberg L.P
11/19/2008 |
| 5674 | SettlCurrNetMoney
8, J
Net money in Settlment Currency. | Sheetal Chainraj
Bloomberg L.P
11/19/2008 |
| 5675 | TaxRate
AE
Tax rate. | Sheetal Chainraj
Bloomberg L.P
11/19/2008 |
| 5676 | Reserved | Sheetal Chainraj
Bloomberg L.P
11/19/2008 |
| 5677 | Repo2Px
Instrument block
Price of the second part of REPO. |
B2BITS
10/1/2008 |
| 5678 | ReceivePendings
Logon (MsgType = A)
Used to indicate that the receipt of Execution Reports pending confirmation is required or not, that is those Execution Reports with OrdStatus [39] = A (Pending New), E (Pending Replace) or 6 (Pending Cancel) | Francesc Prats
MEFF |
| 5679 | FixEngineName
Logon (MsgType = A)
A string value that contains a descriptive chain of software used by the client for the FIX connection. Only used for informative purposes. | Francesc Prats
MEFF |
| 5680 | ProprietaryFixProtocolVersion
Logon (MsgType = A)
Exact identification of the protocol used and expected by the initiator (String) | Francesc Prats
MEFF |
| 5681 | ExchangeTradeType
Execution Report (Msg Type = 8)
Exchange defined type of trade(String) | Francesc Prats
MEFF |
| 5682 | NewSecuritySubscription
Security List Request (MsgType = x)
Specifies whether to subscribe to "New Securities" (Char) | Francesc Prats
MEFF |
| 5683 | SecondaryConfirmStatus
Confirmation (MsgType = AK)
Describes the Give-up state (Char)
| Francesc Prats
MEFF |
| 5684 | TotalBustedQty
Execution Report
Total number of shares busted. |
B2BITS
12/5/2008 |
| 5685 | Ordered Quantity Leg 2
Ordered quantity for leg 2 of a 2-legged strategy. | Amit Chilgunde
Barclays Capital |
| 5686 | InWorkup
Market Data Snapshot
Indicates that an order is tradable in a workup that is currently in progress. |
ICAP
3/12/2009 |
| 5687 | Executed Quantity Leg2
Executed quantity on fills for leg 2 of a 2-legged strategy. | Amit Chilgunde
Barclays Capital |
| 5688 | Draft Algo Flag
D,F,G,8
Indicating draft algo status | Tao Shen
Guosen Securities Co.,Ltd
1/31/2009 |
| 5689 | VersionID
D,F,G,8
Version identifier tag | Tao Shen
Guosen Securities Co.,Ltd
1/31/2009 |
| 5690 | TargetStrategy
D,F,G,8
Base strategy | Tao Shen
Guosen Securities Co.,Ltd
1/31/2009 |
| 5691 | ReferencePrice
D,G
Reference price for an algo, not binding as limit price | Tao Shen
Guosen Securities Co.,Ltd
1/31/2009 |
| 5692 | ReferenceVolume
D,G
Referred volume of char type.Valid value: A)total market volume;B)market volume with given limitpx; | Tao Shen
Guosen Securities Co.,Ltd
1/31/2009 |
| 5693 | Strategy Category
D,8
1 = Sell Side Strategy
2 = Alpha Generation Strategy
3 = Product Maintenance Strategy | Tao Shen
Guosen Securities Co.,Ltd
1/31/2009 |
| 5694 | Security Delivery
1 = T+0
2 = T+1
3 = T+3 | Tao Shen
Guosen Securities Co.,Ltd
1/31/2009 |
| 5695 | Front End Name
D
buy side platform | Tao Shen
Guosen Securities Co.,Ltd
1/31/2009 |
| 5696 | Customer Category
8
classification of customer, internal use | Tao Shen
Guosen Securities Co.,Ltd
1/31/2009 |
| 5697 | IPO Subscription Venue
D,8
1 = Online
2 = Offline | Tao Shen
Guosen Securities Co.,Ltd
1/31/2009 |
| 5698 | Desk
confirm, confirm request |
Fidelity Investments
2/28/2008 |
| 5699 | Restricted Brokers
New Order Single, Cancel/Replace
used with aggregator connections to confirm counterparties a security cannot be traded with |
Fidelity Investments |
| 5700 | LocateBroker
NASD Rule 3370 (Short Sell Rule) requires that every short sell order specify a Locate (Tag 114=Y), identifying which broker has loaned the stock to settle the short sale. | Joel Greenwood
RBC Capital Markets |
| 5701 | LocateIdentifier
The actual locate identifier/reference provided by the LocateBroker (5700).
|
American Century Investments |
| 5702 | PreBorrowQty
D
Share quantity in pre-borrow agreement. Used with 5700 and 5701 to resolve Threshold-list Short Sell locates. | Kevin Maroney
Piper Jaffray |
| 5703 | OriginalSource
ExecutionReport
The field indicates the trade source | Andrey Tapekha
Deutsche Bank
5/27/2008 |
| 5704 | BusinessLine
String
The field indicates the business line owner of orders. |
Deutsche Bank
6/18/2008 |
| 5705 | NIMAllowed
Security List and Definition
Indicates whether NIM is allowed for this instrument. |
ICAP
3/19/2009 |
| 5706 | FixedRate
floating
fixed rate in Swap | Jenny Yeung
Lehman Brothers
6/6/2008 |
| 5707 | PayPeriodMultiplier
integer
period multiplier of payment dates | Jenny Yeung
Lehman Brothers
6/5/2008 |
| 5708 | AdjDayRegion
String
business center of the adjusted business Day convention used in Swap. | Jenny Yeung
Lehman Brothers
6/5/2008 |
| 5709 | ADJSDT
Date
accrual period start Day adjustment convention | Jenny Yeung
Lehman Brothers
6/4/2008 |
| 5710 | PnlLocation
String
the location of PnL:
NY - New York
LD - London
TK - Tokyo | Jenny Yeung
Lehman Brothers
6/4/2008 |
| 5711 | AckStatus
two int value options:
1 : Accept
2 : Reject | Jenny Yeung
Lehman Brothers |
| 5712 | AckType
String representing the Bloomberg Ack Name | Jenny Yeung
Lehman Brothers |
| 5713 | TicketStatus
QuoteRequest
TicketStatus represents the internal status of the ticket.
Possible Status:
New - The client requested a quote
Quoted - The trader sent a quote
CustDone - The client accepted within the OTW time
CustDoneConfirmed - Bloomberg confirmed the client accepted within the OTW
CustEnd - The client passed
Subject - The client accepted outside the OTW time
DealerDone - The trader accepted
DealerEnd - The trader passed
CustTimeOut - The ticket timed out on the client
DealerTimeOut - The ticket timed out on the trader | Jenny Yeung
Lehman Brothers |
| 5714 | TicketTraders
QuoteRequest
represents a list of traders (comma delimited) who received the ticket | Jenny Yeung
Lehman Brothers |
| 5715 | TicketOwner
QuoteRequest
Represents the trader who too ownership of the ticket | Jenny Yeung
Lehman Brothers |
| 5716 | TimespanToQuote
QuoteRequest
This field would contain the time (in seconds) the trader has to submit his quote. | Jenny Yeung
Lehman Brothers |
| 5717 | ExpireBy
String Type. Valid values: Client, Dealer | Jenny Yeung
Lehman Brothers |
| 5718 | BBRespType
this is an integer field. | Jenny Yeung
Lehman Brothers |
| 5719 | StartPaymentDate
ExecutionReport
date format. This indicates the starting payment date of interest rate. | Jenny Yeung
Lehman Brothers |
| 5720 | EndPaymentDate
ExecutionReport
Date Type. GMT format. this is the end payment date of interest rate in SWAP | Jenny Yeung
Lehman Brothers |
| 5721 | FloatingPaymentFreq
Quote
data type: int.
this is the payment frequency of floating interest rates in interest rate swap. | Jenny Yeung
Lehman Brothers |
| 5722 | FixedPaymentFreq
Quote
Data Type: int
this is the payment frequency of Fixed interest rate payment in Interest Rate Swap | Jenny Yeung
Lehman Brothers |
| 5723 | behaviour
String type
D - Drain
A - Abort | Jenny Yeung
Lehman Brothers |
| 5724 | readyToPrice
int
0-yes
1-no | Jenny Yeung
Lehman Brothers |
| 5725 | readyToTrade
integer type:
0-yes
1-no | Jenny Yeung
Lehman Brothers |
| 5726 | U_QuoteRespType
Quote Response
This tag inherits all properties of QuoteRespType in FIX, and has an additional value option "100 - DoingAway" | Jenny Yeung
Lehman Brothers |
| 5727 | PPT Override
execution
Allow user to override a Prevent Principal Trade edit. | Rich Kiehl
Thomson Financial - TTS |
| 5728 | BenchmarkSecurityAltID | Jenny Yeung
Lehman Brothers |
| 5729 | AuctionDate
TIME
Indicates the auction date of the security when it's initially issued. | Jenny Yeung
Lehman Brothers |
| 5730 | CompQuote
Float
Composite Quote | Jenny Yeung
Lehman Brothers |
| 5731 | DV01
float
Dollar Price change per basis point in Yield | Jenny Yeung
Lehman Brothers |
| 5732 | AdjMidPx
float
adjusted mid price | Jenny Yeung
Lehman Brothers |
| 5733 | Requotable
String
Valid Values:
Y - allow the other party to re-quote
N - re-quote is not allowed | Jenny Yeung
Lehman Brothers |
| 5734 | MrkupQuote | Jenny Yeung
Lehman Brothers
2/13/2008 |
| 5735 | BAMT
The dollar amount that will be recovered from the dealer as a customer execution fee
| Jenny Yeung
Lehman Brothers
2/13/2008 |
| 5736 | PBRKR
String
The prime broker's dealer acronym
| Jenny Yeung
Lehman Brothers
2/13/2008 |
| 5737 | PBSVC
String
The prime broker service. Values: Give-UP, GTS
| Jenny Yeung
Lehman Brothers
2/13/2008 |
| 5738 | PBRESP
String
The prime broker's advice status. Values: PENDGIVEUP, ACCEPT
| Jenny Yeung
Lehman Brothers
2/13/2008 |
| 5739 | BoblBid | Jenny Yeung
Lehman Brothers
2/20/2008 |
| 5740 | boblask | Jenny Yeung
Lehman Brothers
2/20/2008 |
| 5741 | bundsBid | Jenny Yeung
Lehman Brothers
2/20/2008 |
| 5742 | bundsask | Jenny Yeung
Lehman Brothers
2/20/2008 |
| 5743 | schatzBid | Jenny Yeung
Lehman Brothers
2/20/2008 |
| 5744 | schatzask | Jenny Yeung
Lehman Brothers
2/20/2008 |
| 5745 | MTKT
number
number of tickets/account trade requires | Jenny Yeung
Lehman Brothers
2/21/2008 |
| 5746 | IRSTYPE
String
Valid Values: BMK, IMM or OIM | Jenny Yeung
Lehman Brothers
2/22/2008 |
| 5747 | IRSEOM
String
end of month roll. possible value: YES or NO | Jenny Yeung
Lehman Brothers
2/22/2008 |
| 5748 | ROLLSON
String
The convention for determining the sequence of calculation period end dates. Valid Values: 1 to 31, EOM, or IMM | Jenny Yeung
Lehman Brothers
2/22/2008 |
| 5749 | ADJDT
String
Termination(END) date business day adjustment convention. Possible values: MODFOLLOW | Jenny Yeung
Lehman Brothers
2/22/2008 |
| 5750 | MATDTADJ
Datetime
Adjusted maturity (Termination) date | Jenny Yeung
Lehman Brothers
2/22/2008 |
| 5751 | VSPDate
Allocation; 35=J
Used on allocation to match to the original date of the order - Citigroup Inc. | Martin Jiang
Citigroup Inc |
| 5752 | VSPPrice
Allocation, 35=J
Used on allocation to match to the original price of the order - Citigroup Inc. | Martin Jiang
|
| 5753 | DECPLCS
String
Maximum number of decimal places to be used for Rate | Jenny Yeung
Lehman Brothers
2/22/2008 |
| 5754 | DECRND
String
The quote in the QUOTE message must be divisible by the amount specified by this field. | Jenny Yeung
Lehman Brothers
2/22/2008 |
| 5755 | CMPND
String
Indicates whether the floating leg of the trade is compounding or not. Considered NO if not present. | Jenny Yeung
Lehman Brothers
2/22/2008 |
| 5756 | CMPB
Floating
Composite quote at the time of QUOTE REQUEST | Jenny Yeung
Lehman Brothers
2/22/2008 |
| 5757 | CMPA
Floating
Composite pay rate for an USD Interest Rate Swap switch | Jenny Yeung
Lehman Brothers
2/22/2008 |
| 5758 | CMPM
Floating
composite receiving rate for an USD Insterest Rate Swap Switch | Jenny Yeung
Lehman Brothers
2/22/2008 |
| 5759 | CMPSP
Floating
composite spread contributed by the dealers for an DSWP (USD Interest Rate Swap) benchmark trade | Jenny Yeung
Lehman Brothers
2/22/2008 |
| 5760 | ADJDTCP
String
Calculation (Accrual) Period Business Day Adjustment Convention. Possible values Floating Leg: MODFOLLOW
| Jenny Yeung
Lehman Brothers
2/22/2008 |
| 5761 | ADJDTPD
String
Payment date business day adjustment convention.
Possible values Floating leg: MODFOLLOW | Jenny Yeung
Lehman Brothers
2/22/2008 |
| 5762 | ADJDTRES
String
Required for Floating Rate Leg. Reset Date business day adjustment convention. Possible Values Floating leg: MODFOLLOW | Jenny Yeung
Lehman Brothers
2/22/2008 |
| 5763 | DYCTBAS
String
Day count basis. leg values: 30/360, 30E/360, ACT/360. Floating Leg values: ACT/360 | Jenny Yeung
Lehman Brothers
2/22/2008 |
| 5764 | FRREF
String
Required for Floating Rate Leg. Floating rate reference. Values: LIBOR3M
| Jenny Yeung
Lehman Brothers
2/22/2008 |
| 5765 | FRESDAYS
Number
Required for Floating Rate Leg. Reset Days for floating payments. Values: 2
| Jenny Yeung
Lehman Brothers
2/22/2008 |
| 5766 | IRSSWTYPE
String | Jenny Yeung
Lehman Brothers
2/27/2008 |
| 5767 | SWSPRD
String
This is the diference in the rates for each side of the switch. For benchmark trades it is the composite spread at the time of trade. Max precision 5 decimal places, rounded to .00125 for benchmark spreads, .0001 for switches.
| Jenny Yeung
Lehman Brothers
2/27/2008 |
| 5768 | CNFCO
String | Jenny Yeung
Lehman Brothers
2/27/2008 |
| 5769 | fe
String
reserved | Jenny Yeung
Lehman Brothers
2/27/2008 |
| 5770 | PriceRatio
d
Used for price calculation in spread and leg pricing.
|
Chicago Mercantile Exchange
6/20/2008 |
| 5771 | ECV
String
Electronic confirmation vendor - values None, Parallel or Tradeweb
| Jenny Yeung
Lehman Brothers
2/27/2008 |
| 5772 | ISMN
String
Forward months for OIS forward runs and forward starting swaps | Jenny Yeung
Lehman Brothers
3/20/2008 |
| 5773 | ISDY
Integer
Number of months in the tenor (0, 3, 6, 12, 24, etc) | Jenny Yeung
Lehman Brothers
3/20/2008 |
| 5774 | reserved
| Jenny Yeung
Lehman Brothers
3/20/2008 |
| 5775 | FixedLegDayCount
String
Fixed leg day-count basis. 30/360, ACT/360, ACT/ACTM or ACT/ACTD
| Jenny Yeung
Lehman Brothers
3/20/2008 |
| 5776 | FloatingLegDayCount
String
Floating leg day-count basis. ACT/360
| Jenny Yeung
Lehman Brothers
3/20/2008 |
| 5777 | CUSTPRC
string
Yes Indicates whether this is a customer bid/ask trade. Value: NO
| Jenny Yeung
Lehman Brothers
4/2/2008 |
| 5778 | AORGID
String
The accountNet organization identifier of the customer. present for AccountNet-enabled customers only. | Jenny Yeung
Lehman Brothers
4/29/2008 |
| 5779 | AORGID
String
the accountNet organization identifier of the customer. Present for AccountNet enabled customers only | Jenny Yeung
Lehman Brothers
4/29/2008 |
| 5780 | ACODE
String
AccountNet ACODE. Present for AccountNet-enabled customers only. | Jenny Yeung
Lehman Brothers
4/29/2008 |
| 5781 | ACCTACR
String
Account Acronym assigned by the dealer. | Jenny Yeung
Lehman Brothers
4/29/2008 |
| 5782 | BRKNA
String
Breakdown active indicator used in allocation instruction message. | Jenny Yeung
Lehman Brothers
4/29/2008 |
| 5783 | Exchange Gateway ID
The gateway id (or name) for the exchange in the broker system. (one exchange can have multiple gateways from a broker system) |
Barclays Capital
6/3/2008 |
| 5784 | EndPointExchangeOrderId
Mostly for algo orders. Exchangeorderid of the child order. |
Barclays Capital
7/10/2008 |
| 5785 | EndpointExchangeExecutionId
Mostly for algo orders. ExchangeExecutionId of the child order. |
Barclays Capital
7/10/2008 |
| 5786 | NIMTimeRemaining
Quote Status Report
Number of seconds remaining in the current phase of the NIM. |
ICAP
3/19/2009 |
| 5787 | ClearingQType
Execution Report
Indicates whether allocated qty was executed in the IF-CLEARED or WHEN-CLEARED queue. Valid values are "I" for IF-CLEARED and "W" for WHEN-CLEARED. |
ICAP
3/19/2009 |
| 5788 | QueryToken
Order Mass Status Rqst & ER
Token used to maintain query context for result paging. |
ICAP
3/23/2009 |
| 5789 | ClientInfo
New Order - Single, Execution Rp
Free form string containing client-specific information associated with an order. Information is provided in New Order Single, and Order Cancel Replace messages. Trading system will return ClientInfo in Execution Report. |
ICAP
3/20/2009 |
| 5790 | FixingBraket
X
Identifies the time braket the fixing price is for. |
CME Group
6/30/2008 |
| 5791 | TotalVolume
x
Total volume for a given security, cross venues. |
CME Group
6/30/2008 |
| 5792 | OpenInterestQty
x
Quantity of the open interest in a given security. |
CME Group
6/30/2008 |
| 5793 | MassQuoteMessagesCount
b
Total number of mass quote messages received in a given time interval. |
CME Group
6/30/2008 |
| 5794 | QuoteEntriesCount
b
Total number of quote entries received in a given time interval. |
CME Group
6/30/2008 |
| 5795 | LegSecurityGroup
InstrumentLeg
Multileg instrument's individual security's group.
See SecurityGroup (1151) field for description |
CME Group
6/30/2008 |
| 5796 | TradingReferenceDate
D
Contains the date to which the TradingReferencePrice correspond. |
CME Group
6/30/2008 |
| 5797 | AggressorSide
X
Aggressor side of a trade in a central order book.
1: Buyer
2: Seller |
CME Group
6/30/2008 |
| 5798 | DayCount
f
Day count used to calculate interest rates. |
CME Group
6/30/2008 |
| 5799 | MatchEventStartIndicator
35=X
Boolean to indicate the beginning of a match event for a central order book system. |
CME Group
6/26/2008 |
| 5800 | CDNAccountType
CDNAccountType
Indicates the type of the trading account. Valid values include:"NC" non-client (ME, TSX*, TSXV*)"CL" client (ME, TSX, TSXV)"ST" equities specialist (TSX)"IN" inventory (ME, TSX, TSXV)"OF" options firm account (TSX) "OT" options market maker (TSX, TSXV)Notes: * Indicates default exchange.There is no default for a Trade Modification from the ME. | Tom May
RBC |
| 5801 | CDNAnonymous
CDNAnonymous
An order flagged as Anonymous is forwarded to the exchange where they are published to the market without the members firm id.Valid values include "Y" | "N".Default is "N".TSX only. | Tom May
RBC |
| 5802 | CDNInternalCross
CDNInternalCross
A trade originating from a Participating Organization between managed accounts that have the same manager. Valid values include "Y" | "N".Default "N".TSX and TSXV. | Tom May
RBC |
| 5803 | CDNLotsOf
CDNLotsOf
A special term for an order specifying that each fill must be divided into equal lots. Total volume of order must be a multiple of LotsOf. LotsOf = Volume.No defaultTSX and TSXV. | Tom May
RBC |
| 5804 | CDNNonResident
CDNNonResident
A terms marker indicating that trade participant is not a Canadian resident. Valid values include "Y" | "N"Default is "N".TSX only. | Tom May
RBC |
| 5805 | CDNPrincipalTrade
CDNPrincipalTrade
A transaction where the member as principal sells securities to or buys securities from its particular customer; i.e. a cross between a client and another account type. A.K.A. – DF MarkerValid values include "Y" | "N".Default "N".TSX and TSXV. | Tom May
RBC |
| 5806 | CDNUserId
CDNUserId
The trading system’s user id for a trader.No default.TSX and TSXV. | Tom May
RBC |
| 5807 | CDNBasketTrade
A five digit number identifying the basket number for Toronto Stock Exchange, default is "N" | Tom Tsai
Cap-Mart, Inc. |
| 5808 | CDNSettlementTerm
To specify to TSX the settelement term for an order. Valid values are Cash, CT (Cash today), YYYYMMDD, DD (Delayed delivery), MS (contingent equity trade), NN (non-net) | Tom Tsai
Cap-Mart, Inc. |
| 5809 | CDNShortExempt
To indicate to the TSX trading engine that short sell order is exempt from the short selling rule. | Tom Tsai
Cap-Mart, Inc. |
| 5810 | CDNRTAutoFill
A TSX fill report marker to indicate a system generated autofill against the responsible Equities Specialists account | Tom Tsai
Cap-Mart, Inc. |
| 5811 | CDNProgramTrade
To indicate to the TSX trading engine that this order is generated by a program. Valid values are Y or N | Tom Tsai
Cap-Mart, Inc. |
| 5812 | CDNMGFCandidate
To indicate to the Toronto Stock Exchange that this order is
entitled to the minimum guaranteed fill. Its value can be either "Y" or "N" | Tom Tsai
Cap-Mart, Inc. |
| 5813 | CDNJitney
To specify an order to the Toronto Stock Exchange that it is executed on behalf of another broker. | Tom Tsai
Cap-Mart, Inc. |
| 5814 | CDNMarketOnClose
To specify this order is to be excuted on the TSX end of day closing auction. Possible values Y or N | Tom Tsai
Cap-Mart, Inc. |
| 5815 | SubMkt
8
Submarket code |
Nasdaq/OMX
8/26/2008 |
| 5816 | ClearingVenue
8
string |
Nasdaq/OMX
8/26/2008 |
| 5817 | ContraOrderRestrictions
8 |
Nasdaq/OMX
9/4/2008 |
| 5818 | DecayQuantity
35=d
Indicates the quantity a contract will decay by once the decay start date is reached. |
CME Group
11/17/2008 |
| 5819 | DecayStartDate
35=d
The date at which a decaying product begins to decay. |
CME Group
11/17/2008 |
| 5820 | LekSecuritiesCustomField1 | stephen jose
Lek Securities Corp |
| 5821 | LekSecuritiesCustomField2 | stephen jose
Lek Securities Corp |
| 5822 | LekSecuritiesCustomField3 | stephen jose
Lek Securities Corp |
| 5823 | CounterParty
String
account of the step in counter party in Swap/swaption | Jenny Yeung
Lehman Brothers
7/3/2008 |
| 5824 | CounterParty1
String
account of the step out counter party in swap or swaption | Jenny Yeung
Lehman Brothers
7/3/2008 |
| 5825 | remainingParty
String
account of the remaining counter party in swap or swaption | Jenny Yeung
Lehman Brothers
7/3/2008 |
| 5826 | ClTrdIDRefType
string | Jenny Yeung
Lehman Brothers
7/7/2008 |
| 5827 | OutstandingQty
Floating
out standing quantity in partial unwind or assignments | Jenny Yeung
Lehman Brothers
7/7/2008 |
| 5828 | RemainingParty1
String | Jenny Yeung
Lehman Brothers
7/7/2008 |
| 5829 | RESERVED
string | Jenny Yeung
Lehman Brothers
7/7/2008 |
| 5830 | MiscFeeCCY
String
currency of payment | Jenny Yeung
Lehman Brothers
7/21/2008 |
| 5831 | StAllocType
String
allocation type. Valid Values:
101 - Block
102 - New Allocation
103 - Full Unwind
104 - Partial Unwind
105 - Step-in Assignment
106 - Full RP Assignment
107 - Partial RP Assignment
108 - Full Internal Assignment
109 - Partial Internal Assignment
110 - Full 4-way Assignment
111 - Partial 4-way Assignment | Jenny Yeung
Lehman Brothers
7/21/2008 |
| 5832 | StraddleInd
String
Indicates if it's straddle or not.
Y - Straddle
N - not | Jenny Yeung
Lehman Brothers
7/21/2008 |
| 5833 | ThirdPartyFullCalcPeriod
string | Jenny Yeung
Lehman Brothers
7/21/2008 |
| 5834 | FirstPaymentDate
date
first payment date of additional payments on IRS Swap | Jenny Yeung
Lehman Brothers
7/21/2008 |
| 5835 | MiscFeeReceiver
STring
fee receiver | Jenny Yeung
Lehman Brothers
7/21/2008 |
| 5836 | MiscFeePayer
string | Jenny Yeung
Lehman Brothers
7/21/2008 |
| 5837 | RiskID
String | Jenny Yeung
Lehman Brothers
7/21/2008 |
| 5838 | RESERVED | Jenny Yeung
Lehman Brothers
7/21/2008 |
| 5839 | AllocRefEventID
String | Jenny Yeung
Lehman Brothers
7/21/2008 |
| 5840 | RESERVED | Jenny Yeung
Lehman Brothers
7/22/2008 |
| 5841 | RESERVED
String | Jenny Yeung
Lehman Brothers
7/22/2008 |
| 5842 | RESERVED | Jenny Yeung
Lehman Brothers
7/22/2008 |
| 5843 | RemainingParty1
String | Jenny Yeung
Lehman Brothers
7/24/2008 |
| 5844 | PremiumFee
Floating
premium fee for swaption | Jenny Yeung
Lehman Brothers
8/20/2008 |
| 5845 | PremiumPayer
String
the payer of premium payer in swaption | Jenny Yeung
Lehman Brothers
8/21/2008 |
| 5846 | CreditRating
<Instrument>
To be used with Repeating group 5114 - NoCreditRating. Data type is same as standard tag 255. Used to show ratings associated with RatingAgency (5113) | Pomeli Ghosh
MarketAxess
1/29/2009 |
| 5847 | TargetStrategy
Clone of Tag 847 from FIX 4.4. Introduced by the FIX Algorithmic Trading Working Party. | Chris Sims
Gartmore |
| 5848 | TargetStrategyParameters
Clone of Tag 848 from FIX 4.4. Introduced by the Algorithmic Trading Working Party. | Chris Sims
Gartmore |
| 5849 | OriginalContractSize
35=d
TBD. |
CME Group
11/17/2008 |
| 5850 | OrigIssueAmt
<Instrument>
Face value of the original issuance of a bond. DataType: Amt | Pomeli Ghosh
MarketAxess
1/29/2009 |
| 5851 | DB Algo | Billy Zhao
Deutsche Bank |
| 5852 | InsuranceCode
<Instrument>
Insurance Code Identifier
DataType: String | Pomeli Ghosh
MarketAxess
2/27/2009 |
| 5853 | NewIssueIndicator
<Instrument>
Boolean flag indicating if a corporate or municipal bond is a new issue | Pomeli Ghosh
MarketAxess
2/27/2009 |
| 5854 | DB Algo | Billy Zhao
Deutsche Bank |
| 5855 | QueryDirection
Order Mass Status Rqst
Indicates direction of query relative to QueryToken context. Valid values are either "1" to indicate the next result page or "-1" to indicate the previous result page. |
ICAP
3/23/2009 |
| 5856 | DB Algo | Billy Zhao
Deutsche Bank |
| 5857 | DB Algo | Billy Zhao
Deutsche Bank |
| 5858 | DB Algo | Billy Zhao
Deutsche Bank |
| 5859 | BidPostedQty
Execution Report
Quantity available for further execution on bid side. |
ICAP
3/23/2009 |
| 5860 | DB Algo | Billy Zhao
Deutsche Bank |
| 5861 | OfrPostedQty
Execution Report
Quantity available for further execution on the offer side. |
ICAP
3/23/2009 |
| 5862 | UpdateReason
8
Update Reason returned by GL SOM (for client EDA orders) | Gilles Bui
GL Trade
3/26/2009 |
| 5863 | DB Algo | Billy Zhao
Deutsche Bank |
| 5864 | DB Algo | Billy Zhao
Deutsche Bank |
| 5865 | Testing select tag
test
testo |
7/15/2009 |
| 5866 | DB Algo | Billy Zhao
Deutsche Bank |
| 5867 | DB Algo | Billy Zhao
Deutsche Bank |
| 5868 | DB Algo | Billy Zhao
Deutsche Bank |
| 5869 | DB Algo | Billy Zhao
Deutsche Bank |
| 5870 | DB Algo | Billy Zhao
Deutsche Bank |
| 5871 | DB Algo | Billy Zhao
Deutsche Bank |
| 5872 | DB Algo | Billy Zhao
Deutsche Bank |
| 5873 | DB Algo | Billy Zhao
Deutsche Bank |
| 5874 | DB Algo | Billy Zhao
Deutsche Bank |
| 5875 | DB Algo | Billy Zhao
Deutsche Bank |
| 5876 | DB Algo | Billy Zhao
Deutsche Bank |
| 5877 | DB Algo | Billy Zhao
Deutsche Bank |
| 5878 | DB Algo | Billy Zhao
Deutsche Bank |
| 5879 | DB Algo | Billy Zhao
Deutsche Bank |
| 5880 | DB Algo | Billy Zhao
Deutsche Bank |
| 5881 | DB Algo | Billy Zhao
Deutsche Bank |
| 5882 | DB Algo | Billy Zhao
Deutsche Bank |
| 5883 | PackageID
8,s
Trade Package Identifier
| Marc Abend
NYSE Euronext
11/2/2009 |
| 5884 | Target | Billy Zhao
Deutsche Bank |
| 5885 | DB Algo | Billy Zhao
Deutsche Bank |
| 5886 | DB Algo | Billy Zhao
Deutsche Bank |
| 5887 | DB Algo | Billy Zhao
Deutsche Bank |
| 5888 | DB Algo | Billy Zhao
Deutsche Bank |
| 5889 | DB Algo | Billy Zhao
Deutsche Bank |
| 5890 | DB Algo | Billy Zhao
Deutsche Bank |
| 5891 | DB Algo | Billy Zhao
Deutsche Bank |
| 5892 | DB Algo | Billy Zhao
Deutsche Bank |
| 5893 | Execution Report Detail
Execution Report
1 - ExecutionReport Log
2 - ExecutionReport Trade
3 - Others | Pablo Felipe
2/13/2009 |
| 5894 | Reserved
Reserved
Reserved | Pablo Felipe
2/13/2009 |
| 5899 | SpotDate
8
Spot Value Date |
Deutsche Bank
3/25/2009 |
| 5900 | TargetStrategy
EASE Electronic Trading Services Order
1=Volume Weighted Average Price (VWAP),
2=Target Volume (TVOL),
1001=Volume Weighted Average Price (VWAP) [same as 1],
1002=Target Volume (TVOL) [same as 2],
1003=Order Staging Model (OSM),
1004=Sensitivity (SENS),
1005=Time Weighted Average Price (TWAP),
1006=Arrival Price (AP),
1999=Custom (CUST)
N.B. This is a required field! | Erik Friis
Banc of America Securities |
| 5901 | TargetStrategyParameters
EASE Electronic Trading Services Order
Reserved for future use. | Erik Friis
Banc of America Securities |
| 5902 | EffectiveTime
EASE Electronic Trading Services Order
Starting time as a UTC timestamp. | Erik Friis
Banc of America Securities |
| 5903 | ExpireTime
EASE Electronic Trading Services Order
Ending time as a UTC timestamp. | Erik Friis
Banc of America Securities |
| 5904 | Duration
EASE Electronic Trading Services Order
Duration in minutes. Valid values: (1 - 390, for US markets) | Erik Friis
Banc of America Securities |
| 5905 | ParticipationRate
EASE Electronic Trading Services Order
When TargetStrategy is TVOL (5900=2), this parameter represents the target participation rate. For other values, this parameter represents a volume limit.
Valid values: a percentage (0 - 100). | Erik Friis
Banc of America Securities |
| 5906 | ExecutionMode
EASE Electronic Trading Services Order
Execution mode. Valid values: 0 = neutral, 1 = passive, 2 = aggressive. | Erik Friis
Banc of America Securities |
| 5907 | LEKInternationalOrderTypes
Used to designate special order types for International Exchanges | stephen jose
Lek Securities Corp
3/27/2009 |
| 5908 | LEKInternationalOrderParams1
Parameters for order types for International Exchanges | stephen jose
Lek Securities Corp
3/27/2009 |
| 5909 | LEKInternationalOrderParams2
Parameters for order types for International Exchanges | stephen jose
Lek Securities Corp
3/27/2009 |
| 5910 | TriggerStopGap
D,F,AB,AC
Number of ticks between day low (for buy order) or day high (for sell order) and trigger price | Guillaume Jamin
GL TRADE |
| 5911 | TriggerLimitGap
D,F,AB,AC
Number of ticks between day low (for buy order) or day high (for sell order) and limit price | Guillaume Jamin
GL TRADE |
| 5912 | TriggerMinQty
D,F,AB,AC
Minimum quantity to trigger | Guillaume Jamin
GL TRADE |
| 5913 | AllowHiddenSize
Security List and Definition
Allow hidden size for given symbol |
ICAP
5/21/2009 |
| 5914 | MinNoDecimals
Security List and Definition
Minimum number of decimals to display |
ICAP
5/21/2009 |
| 5915 | MaxNoDecimals
Security List and Definition
Maximum number of decimals to display |
ICAP
5/21/2009 |
| 5916 | NIMPrivateDuration
Security List and Definition
Duration of NIM private phase in milliseconds. |
ICAP
5/21/2009 |
| 5917 | NIMPublicDuration
Security List and Definition
Duration of NIM public phase in milliseconds. |
ICAP
5/21/2009 |
| 5918 | TradeConvention
Security List and Definition
Price or yield |
ICAP
5/21/2009 |
| 5919 | LastFragment
W
Used in pre-4.4 versions to provide same functionality as 4.4's LastFragment(893).
Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation.
Valid values: 'Y' (Last message), 'N' (Not last message). |
B2BITS
7/8/2009 |
| 5920 | ExclusiveFlag
S
Values: R, A, or B. Determines whether the offering is exclusive to the Rep, ATS, or both. | Joseph Fruchter
Bloomberg LP
10/28/2008 |
| 5921 | ExternalMarkUp
S
Specifies trader's mark up over the offering price. | Joseph Fruchter
Bloomberg LP
10/28/2008 |
| 5922 | AllowLimits
S
Values: Y/N. | Joseph Fruchter
Bloomberg LP
10/28/2008 |
| 5923 | BidPriceForDiscountQuotes
S
This field will contain the bid dollar price for discount-quoted securities. | Joseph Fruchter
Bloomberg LP
11/3/2008 |
| 5924 | OfferPriceForDiscountQuotes
S
This field will contain the offer dollar price for discount-quoted securities. | Joseph Fruchter
Bloomberg LP
11/3/2008 |
| 5925 | IndexRatio
S
This field is the Index Ratio. | Joseph Fruchter
Bloomberg LP
11/3/2008 |
| 5926 | OfferYTC
S
Offer Yield-to-call. | Joseph Fruchter
Bloomberg LP
12/2/2008 |
| 5927 | BidYTM
S
Bid Yield-to-maturity. | Joseph Fruchter
Bloomberg LP
12/2/2008 |
| 5928 | OfferYTM
S
Offer Yield-to-maturity. | Joseph Fruchter
Bloomberg LP
12/2/2008 |
| 5929 | YieldFlag
S
This is the Yield Flag. | Joseph Fruchter
Bloomberg LP
12/2/2008 |
| 5930 | StoryField
S
This is the story field. | Joseph Fruchter
Bloomberg LP
1/20/2009 |
| 5931 | MinAnytimeQty
Qty
Minimum anytime fill quantity on an order, for subsequent fills. Works alongside tag 110 as MinQty (which effectively acts as minimum initial quantity).
|
Nomura International Plc
3/4/2009 |
| 5932 | MinLeavesQty
Qty
Minimum order quantity to be left on an order. Potential fills which take LeavesQty (tag 151) below this value will not be executed. |
Nomura International Plc
3/4/2009 |
| 5933 | GeneralLedgerAccount
S
This is the General Legder Account field. | Joseph Fruchter
Bloomberg LP
4/21/2009 |
| 5934 | ClearingRefNo
8
A unique reference number assigned by the clearing system |
Millennium Information Technolog
4/27/2009 |
| 5935 | MatchRefNo
8
A unique reference number assigned by the matching system |
Millennium Information Technolog
4/27/2009 |
| 5936 | ExplicitPromptDate
8
Displays the explicit date that is derived from a prompt date code |
Millennium Information Technolog
4/27/2009 |
| 5937 | Reserved |
Millennium Information Technolog
4/27/2009 |
| 5938 | Reserved |
Millennium Information Technolog
4/27/2009 |
| 5939 | Reserved |
Millennium Information Technolog
4/27/2009 |
| 5940 | Reserved |
Millennium Information Technolog
4/27/2009 |
| 5941 | DPIFirm
Specify "Directed Price Improvement" firm | Magic Magee
Chicago Board Options Exchange
2/6/2009 |
| 5942 | MinDeltaNeutrality
Percentage
The percentage change in long position minus the percentage change in short position |
Nomura
7/3/2009 |
| 5943 | MaxDeltaNeutrality
Percentage
The percentage change in long position minus the percentage change in short position has to be less than this value. |
Nomura
7/3/2009 |
| 5944 | InitialDisplayQty
8
Initial display quantity of a reserve order that can be returned in an ExecutionReport in addition to the currently displayed quantity contained in 1138 DisplayQty. It is intended as an echo of the input.
|
Deutsche Boerse
7/10/2009 |
| 5945 | TargetVolumeReference
The target volume specification to be used in reference to primary market volume profile, or primary plus alternate market volume profiles |
Nomura
7/15/2009 |
| 5946 | PendingReason
8
Explanation for a pending ExecType (150) value (Pending New, Pending
Replace, Pending Cancel) being returned (String). |
Deutsche Börse Systems
7/21/2009 |
| 5947 | ExecInst
Same as ExecInst (tag 18). Added as a user-defined field in case ExecInst cannot be used. | John Shields
Nomura Securities Co.
9/3/2009 |
| 5948 | PartitionID
BU, BV, BW, BX
Identifier for a system partition that processes requests for a subset of all tradable entities. |
Deutsche Börse Systems
9/11/2009 |
| 5949 | BinID
BU, BV
Identifier of market maker bin comprising one or more products. |
Deutsche Börse Systems
9/11/2009 |
| 5950 | Slope
D, G, 8
Indicates a slope to be used for TWAP | David Tong
RBC Capital Markets
2/23/2009 |
| 5951 | RemainingPortfolioNetDeltaMin
Integer dollar value
for portfolio strategies, this field would indicate the min delta in dollar terms for the remaining portfolio |
Nomura
8/6/2009 |
| 5952 | RemainingPortfolioNetDeltaMax
Integer dollar value
for portfolio strategies, this field would indicate the max delta in dollar terms for the remaining portfolio |
Nomura
8/6/2009 |
| 5953 | TradingPortfolioNetDeltaMin
Integer Dollar Value
for portfolio strategies, this field would indicate the min delta in dollar terms for the overall portfolio |
Nomura
8/6/2009 |
| 5954 | TradingPortfolioNetDeltaMax
Integer dollar value
for portfolio strategies, this field would indicate the max delta in dollar terms for the overall portfolio |
Nomura
8/6/2009 |
| 5955 | SchedulingDays
Positive Integer
No. of days for which a trade is scheduled to trade |
Nomura
8/6/2009 |
| 5956 | Dark Block Limit Price
Price
valid limit price for dark block posting |
Nomura
8/20/2009 |
| 5957 | NoStrategyParameters
Indicates number of strategy parameters. Intended as alternative to new 957 tag introduced by the algorithmic trading working group. | Chris Sims
Gartmore |
| 5958 | StrategyParameterName
Name of parameter. Intended as an alternative to the new 958 tag introduced by the Algorithmic Trading Working Group. | Chris Sims
Gartmore |
| 5959 | StrategyParameterType
Datatype of the parameter. Intended as an alternative to the new 959 tag introduced by the Algorithmic Trading Working Group. | Chris Sims
Gartmore |
| 5960 | StrategyParameterValue
Value of the parameter. Intended as an alternative to the new 960 tag introduced by the Algorithmic Trading Working Group. | Chris Sims
Gartmore |
| 5961 | TradingProtocol
8, AB, D,E
The trading workflow used to negotiate the order. | Thomas Hill
Market Axess |
| 5962 | BidActivity
Quote
Indicates if the Bid Price is within the Price volatility band. |
Belgrade Stock Exchange
4/16/2009 |
| 5963 | OfferActivity
QuoteStatusReport
Indicates if the Offer Price is within the Price volatility band. |
Belgrade Stock Exchange
4/16/2009 |
| 5964 | NoPartitionIDs
A, CB
Repeating group of partition information |
Deutsche Börse Systems
9/11/2009 |
| 5965 | LocateSource
8
Indicates the source of Locate,whether the Security is located from another broker or pre-borrowed or loacte details are not required. | Sumeet Nagar
UBS Investment Bank
7/24/2009 |
| 5966 | AllocQty2
Amount of allocation in dealt currency on far leg of a swap. | Martin Long
Thomson Reuters
8/27/2009 |
| 5967 | CalculatedAllocQty
Amount of allocation in contra currency on near leg. | Martin Long
Thomson Reuters
8/27/2009 |
| 5968 | CalculatedAllocQty2
Amount of allocation in contra currency on far leg of a swap. | Martin Long
Thomson Reuters
8/27/2009 |
| 5969 | PartitionStatus
A, CB
Status of system partition identified by PartitionID (5948) |
Deutsche Börse Systems
9/11/2009 |
| 5970 | LegCalculatedCcyLastQty
Execution Report (8)
The quantity of the other side in FX swap trade. | Joshua Yoo
|
| 5971 | CalculatedCcyLastQty
Execution Report (8)
The quantity of the other side in FX trade. | Joshua Yoo
|
| 5972 | STPOrderType
D, AB
Citi-FX custom OrderType to support orders for FX ECommerce. | Joshua Yoo
|
| 5973 | STPExecType
D, AB
Citi-FX custom ExecType to support orders for FX ECommerce. | Joshua Yoo
|
| 5974 | STPFixingName
D, AB, 8
Citi-FX. Fixing Name. | Joshua Yoo
|
| 5975 | OrderLinkID
Execution Report (8)
Citi-FX. Permits order originators to tie together groups of trades in which trades resulting from orders are associated for a specific purpose. | Joshua Yoo
|
| 5976 | NoUserData
all
Number of following pairs of UserDataName(5977) and UserDataValue(5978). | Joshua Yoo
|
| 5977 | UserDataName
all
User data name part. | Joshua Yoo
|
| 5978 | UserDataValue
all
User data value part.
| Joshua Yoo
|
| 5979 | RequestTime
<all reponses to requests>
Information carried on a response to convey the time (UTCTimestamp) when the request was received that led to this response. RequestTime and SendingTime are part of the response, use the same system clock and allow the recipient of the response to calculate the processing time for his request. |
Deutsche Börse Systems
9/11/2009 |
| 5980 | AltExDestination
D, E, S
Internal field to capture ExDestination when an order is routed internally via fix. | Greg Johnston
RBC Capital Markets |
| 5981 | IOILink
6
IOI Fix Link | Greg Johnston
RBC Capital Markets |
| 5982 | GroupID
D,F,G,8 | Ionel Vasilescu
4/17/2008 |
| 5983 | InstrumentID
D,F,G,8 | Ionel Vasilescu
4/17/2008 |
| 5984 | QuoteID | Ionel Vasilescu
4/17/2008 |
| 5985 | LegOrdStatus | Ionel Vasilescu
4/17/2008 |
| 5986 | LegErrorCode | Ionel Vasilescu
4/17/2008 |
| 5987 | LegErrorMsg | Ionel Vasilescu
4/17/2008 |
| 5988 | QuantitySign | Ionel Vasilescu
4/17/2008 |
| 5989 | AllinPriceFlag
S
This flag (Y/N) indicates whether it's an all-in price. | Joseph Fruchter
Bloomberg LP
5/11/2009 |
| 5990 | PriceActivity
ExecutionReport
Indicates if the order price is within the volatility band. N = Not active, A = Active | Tanja Risovic
Belgrade Stock Exchange |
| 5991 | SumBidQuantity
Market data
Total bid quantity in the order book (all prices - active orders only) | Tanja Risovic
Belgrade Stock Exchange |
| 5992 | SumOfferQuantity
Market data incremental refresh
Total offer quantity in the order book (all prices - active orders only) | Tanja Risovic
Belgrade Stock Exchange |
| 5993 | UpperVolatilityBand
Security List
Upper volatility band boundary (absolute value) | Tanja Risovic
Belgrade Stock Exchange |
| 5994 | LowerVolatilityBand
Security List
Lower volatility ban boundary (absolute value) | Tanja Risovic
Belgrade Stock Exchange |
| 5995 | ExtendedVolatilityBand
Security List
Percentage of refernce price by which volatility bands can be extended in intra-day auction | Tanja Risovic
Belgrade Stock Exchange |
| 5996 | TradingMethod
Security List
Indicates trading method for security.
Values: MKT - Continuous trading, MPC - Fixing, MPP - Proportional, MVC - Multiple price fixing, MKP - Continuous selling, MMC - Minimum price
| Tanja Risovic
Belgrade Stock Exchange |
| 5997 | NoTradePriceConditions
X,W,AE,AR,AD
Number of trade price conditions associated that apply to a trade whose price is different than the current market price (MiFID) |
The LaSalle Technology Group
2/12/2008 |
| 5998 | TradePriceCondition
X,W,AE,AR,AD
Conditions, such as corporate actions or events or trade type that caused a trade price to differ from the market price. Integer enumerated fields - currently populated with Bargain Conditions defined by the LSE (MiFID) |
The LaSalle Technology Group
2/12/2008 |
| 5999 | EaseBaseTag
EASE Electronic Trading Services Order
Reserved for future use. | Erik Friis
Banc of America Securities |
