The table below summarizes currently used custom fields.
Members of the FIX community who make use of custom fields may want to register and log in so they can add their fields on this page in an effort to avoid duplicate FieldIDs.
User fields in the range 8000-8999 are currently reserved for work-in-progress in Japan and 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 |
Capital Markets Consulting |
| 5202 | TradeThruTime
D
The time of a trade-through event |
Capital Markets Consulting |
| 5203 | TradeThruSize
D
Size of the trade causing a trade through |
Capital Markets Consulting |
| 5204 | TradeThruPrice
D
Price of the trade causing a trade through |
Capital Markets Consulting |
| 5205 | AdjustedPriceInd
8
Indicates an adjusted price on a satisfaction order due to a block trade |
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
|
Capital Markets Consulting |
| 5207 | ExecReceiptTime
Q
Receipt time of the Execution Report being rejected by DK Trade |
Capital Markets Consulting |
| 5208 | OriginalOrderTime
Q
Specified in DK Trade if reason is Stale Execution |
Capital Markets Consulting |
| 5209 | OLAOrdRejReason
8
Reason for order rejection specific to Options Linkage Authority |
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). | 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 agreements 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 |
