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 |
| 6000 | DiscretionUsedSw
D,F,G,8
Indicates whether or not discretion should be used | Kevin Bilello
Beta Systems |
| 6001 | AccountType
D,F,G,8
Used to identify the account type | Kevin Bilello
Beta Systems |
| 6002 | ReportedTradePrice
D,F,G,8
Used to identify the reported trade price | Kevin Bilello
Beta Systems |
| 6003 | ExchangeCode
D,F,G,8
Used to identify the routing destination for an order or trade | Kevin Bilello
Beta Systems |
| 6004 | ContraAccount
D,F,G,8
Used to identify a contra account | Kevin Bilello
Beta Systems |
| 6005 | ContraAccountType
D,F,G,8
Used to identify the contra account type | Kevin Bilello
Beta Systems |
| 6006 | AccountSource
D,G,8
Field identifies the source of the account value | Kevin Bilello
Beta Systems |
| 6007 | ContraAccountSource
D,G,8
Field identifies the source of the contra account | Kevin Bilello
Beta Systems |
| 6008 | CancelRebillReason
D,F,G,8
Used to identify a cancel rebill reason | Kevin Bilello
Beta Systems |
| 6009 | BasisPriceTradeInd
D,F,G,8
Used to identify a basis price trade | Kevin Bilello
Beta Systems |
| 6010 | BypassPrimeBrokerSw
8,D,Q
Provides the ability on a prime broker trade to indicate that the trade occurred outside. | Kevin Bilello
Beta Systems |
| 6011 | TTOSubNo
8,Q
Used to validate a This Time Only Rep in a service bureau model | Kevin Bilello
Beta Systems |
| 6012 | TRACEReportSw
all
Used to suppress order events from TRACE reporting
| Kevin Bilello
Beta Systems |
| 6013 | ContraSubNo
8
Used to validate ContraAccount in a service bureau model | Kevin Bilello
Beta Systems |
| 6014 | StandingInstOverride
8,D,G
Standing instructions indicator used to override the account level code for the disposition of stock and money. | Kevin Bilello
Beta Systems |
| 6015 | CSIItemNo
D,8,G
Cash Standing Instruction item number used in conjunction with tag 6014. | Kevin Bilello
Beta Systems |
| 6016 | TTORepBranch
D,8,Q
This Time Only Rep Branch | Kevin Bilello
Beta Systems |
| 6017 | TradeRefDate
8
Date of original trade | Rich Kiehl
Beta Systems |
| 6018 | Gross
D,F,G,8
Tag supports gross cents per share, gross percentage, and gross flat amounts | Kevin Bilello
Beta Systems |
| 6019 | GrossCode
D,F,G,8
Used to identify a gross code | Kevin Bilello
Beta Systems |
| 6020 | Syndicate
D,F,G,8
Used to identify a syndicate | Kevin Bilello
Beta Systems |
| 6021 | SyndicateTakedown
D,F,G,8
Used to identify a syndicate takedown | Kevin Bilello
Beta Systems |
| 6022 | TTORep
D,F,G,8
Used to identify a this time only rep | Kevin Bilello
Beta Systems |
| 6023 | RegwayAccountType
D,F,G,8
Used to identify a regular way account type | Kevin Bilello
Beta Systems |
| 6024 | SpecialTypingCode
D,F,G,8
Used to identify a special typing code. Repeating values are allowed for this tag. Values are to be delimited by space. | Kevin Bilello
Beta Systems |
| 6025 | OddLotDiffInd
D,F,G,8
Used to identify an odd lot differential | Kevin Bilello
Beta Systems |
| 6026 | SellerCode
D,F,G,8
Used to identify a seller code | Kevin Bilello
Beta Systems |
| 6027 | ReinvestCode
D,F,G,8
Used to identify a reinvest code | Kevin Bilello
Beta Systems |
| 6028 | IOE
D,F,G,8
Used to identify an investment objective exception
| Kevin Bilello
Beta Systems |
| 6029 | OffsetCurrencyCode
D,F,G,8
Used to identify an offset currency code | Kevin Bilello
Beta Systems |
| 6030 | ConfirmNote
D,F,G,8
Used to identify a confirm note | Kevin Bilello
Beta Systems |
| 6031 | EnteringFirm
D,F,G,8,Q,9
Used to identify a entering firm entity which may be a correspondent or subsidiary | Kevin Bilello
Beta Systems |
| 6032 | UniqueTradeID
D,F,G,8,Q,9
Used to identify a trade unique id | Kevin Bilello
Beta Systems |
| 6033 | ConcessionType
8,Q
Specifies whether the concession amount is cents per share or percent | Kevin Bilello
Beta Systems |
| 6034 | ConcessionAmt
8,Q
Specifies the amount of concession. | Kevin Bilello
Beta Systems |
| 6035 | BondFactor
8,Q
Specifies a bond factor. | Kevin Bilello
Beta Systems |
| 6036 | FXCurrencyOffsetAmt
8,Q
Used to specify the full 'TO' currency amount in FX trades to eliminate rounding error and/or account for markup. | Rich Kiehl
Beta Systems |
| 6037 | OrderEnteredBy
D,8,G,F
Provides audit trail tracking who entered the order | Kevin Bilello
Beta Systems |
| 6038 | OrderEnteredTime
D,8,G,F
Provides audit trail tracking the time the order was entered | Kevin Bilello
Beta Systems |
| 6039 | OrderAcceptedBy
D,8,G,F
Provides audit trail tracking who accepted the order | Kevin Bilello
Beta Systems |
| 6040 | OrderAcceptedTime
D,8,G,F
Provides audit trail tracking the time the order was accepted | Kevin Bilello
Beta Systems |
| 6041 | NumberOfCxlReasons
8,Q
Indicates how many cancel rebill reasons are included on a message | Kevin Bilello
Beta Systems |
| 6042 | CxlReason
8,Q
Indicates the valid cancel reason (repeating tag) | Kevin Bilello
Beta Systems |
| 6043 | RebillValue
8,Q
Indicates corresponding rebill value for the cancel reason (repeating tag) | Kevin Bilello
Beta Systems |
| 6044 | CommissionScheduleOverride
8, Q
Used to override existing commission schedule | Kevin Bilello
Beta Systems |
| 6045 | AcceptedByDate
D, F, G, 8
Provides audit trail tracking what date an order was accepted. | Kevin Bilello
Thomson Beta Systems |
| 6046 | ALRXCode
Already Executed Code
A free form text field indicating that the order placed on a thrid party system has already been executed. | Rich Kiehl
Beta Systems |
| 6047 | LOD Indicator
8
Limit Order Display indicator | Rich Kiehl
Beta Systems |
| 6048 | VersusPurchaseSw
D,F,G,8
Indicates whether an order or execution event is versus purchase. | Kevin Bilello
Thomson Beta Systems |
| 6049 | OATSAcctType
ndicates the account type for which an order is placed based on OATS definitions
Valid Values:
R = Retail - an order received for the account of an investor, including institutional orders
W = Wholesale - an order received from another broker/dealer
P = Proprietary - an order placed by a firm for a proprietary account
E = Employee - an order received for the account of an employee or associated person of a member firm
C = Combined - an order placed for more than one type of account. | Rich Kiehl
Beta Systems |
| 6050 | BidPx2
S
The far leg bid in an FX swap | Matthew McNeil
Barclays Capital |
| 6051 | OfferPx2
S
This is the far leg offer for an FX swap | Matthew McNeil
Barclays Capital |
| 6052 | BidSize2
S
This is the far leg bid amount | Matthew McNeil
Barclays Capital |
| 6053 | OfferSize2
S
This is the far leg offer amount | Matthew McNeil
Barclays Capital |
| 6054 | SecondaryQty
8
This is the calculated side amount on an FX swap | Matthew McNeil
Barclays Capital |
| 6055 | SecondaryQty2
8
This is the second calculated side amount for an FX Swap | Matthew McNeil
Barclays Capital |
| 6056 | CombinedPointsBid
S
Used for the Bid side of pre-caluclated combined points for FX-Swaps | Sandeep Patel
Barclays Capital |
| 6057 | CombinedPointsOffer
S
Used for the Offer side of pre-caluclated combined points for FX-Swaps | Sandeep Patel
Barclays Capital |
| 6058 | WhoseError
8
Determines the source of the error for t+n cancel requests | Kevin Bilello
Thomson Beta Systems |
| 6059 | ErrorRequestor
8
Determines the requestor of the error for t+n cancel requests | Kevin Bilello
Thomson Beta Systems |
| 6060 | Time0 | Vishal Sood
Credit Suisse First Boston |
| 6061 | ExecServProduct
D,E,G,8
(Char) – valid product code | Cindy Chan
Credit Suisse First Boston |
| 6062 | StartTime
D,E,G,8
Time of message transmission (always expressed in GMT) | Cindy Chan
Credit Suisse First Boston |
| 6063 | EndTime
D,E,G,8
Time of message transmission (always expressed in GMT) | Cindy Chan
Credit Suisse First Boston |
| 6064 | MaxPctVolume
D,E,G,8
(int) | Cindy Chan
Credit Suisse First Boston |
| 6065 | ExecutionStyle
D,E,G,8
(char) | Cindy Chan
Credit Suisse First Boston |
| 6066 | DisplaySize
D,E,G,8
(Qty) | Cindy Chan
Credit Suisse First Boston |
| 6067 | MinPctVolume
D,E,G,8
(int) | Cindy Chan
Credit Suisse First Boston |
| 6068 | LongMoneyLimit
D,E,G,8
Long exposure limit for pairs and portfolio trades | Bernard Baldwin
Credit Suisse First Boston |
| 6069 | ShortMoneyLimit
D,E,G,8
Short exposure limit for pairs and portfolio trades | Bernard Baldwin
Credit Suisse First Boston |
| 6070 | PriceMultiplier
D,E,G,8
Slope of the linear price constraint for pairs and portfolio trades | Bernard Baldwin
Credit Suisse First Boston |
| 6071 | PriceIntercept
D,E,G,8
Intercept of the linear price constraint for pairs and portfolio trades | Bernard Baldwin
Credit Suisse First Boston |
| 6072 | PortfolioTactic
D,E,G,8
Tactic for portfolio trades | Bernard Baldwin
Credit Suisse First Boston |
| 6073 | TrackingIndex
D,E,G,8
Tracking index | Bernard Baldwin
Credit Suisse First Boston |
| 6074 | StopLossLimit | Vishal Sood
Credit Suisse First Boston |
| 6075 | Time2 | Vishal Sood
Credit Suisse First Boston |
| 6076 | Time3 | Vishal Sood
Credit Suisse First Boston |
| 6077 | Time4 | Vishal Sood
Credit Suisse First Boston |
| 6078 | Time5 | Vishal Sood
Credit Suisse First Boston |
| 6079 | Time6 | Vishal Sood
Credit Suisse First Boston |
| 6080 | Time7 | Vishal Sood
Credit Suisse First Boston |
| 6081 | Time7.1 | Vishal Sood
Credit Suisse First Boston |
| 6082 | Duration
D,E,G | Vishal Sood
Credit Suisse First Boston |
| 6083 | Time8 | Vishal Sood
Credit Suisse First Boston |
| 6084 | Time9
D,E,G | Vishal Sood
Credit Suisse First Boston |
| 6085 | RegisteredRep
8, D, F, G
Rep related to a specific order or execution. | Kevin Bilello
Thomson Beta Systems |
| 6086 | PegMode
D,F,G,8
valid values: 1=Defensive, 2=Moderate, 3=Aggressive | Keir Wolfenden
UBS Warburg |
| 6087 | ReferencePrice
D,E,G,8
Arrival price for a strategy. | Sarah Bradley
UBS Investment Bank |
| 6088 | Algo tag 1
D,E | Vishal Sood
Credit Suisse First Boston |
| 6089 | Algo tag 2
D, E | Vishal Sood
Credit Suisse First Boston |
| 6090 | Also tag 3 | Vishal Sood
Credit Suisse First Boston |
| 6091 | Algo tag 4 | Vishal Sood
Credit Suisse First Boston |
| 6092 | Algo tag 5 | Vishal Sood
Credit Suisse First Boston |
| 6093 | Algo tag 6 | Vishal Sood
Credit Suisse First Boston |
| 6094 | Algo tag 7
D,E | Vishal Sood
Credit Suisse First Boston |
| 6095 | Algo tag 8 | Vishal Sood
Credit Suisse First Boston |
| 6096 | Algo tag 9 | Vishal Sood
Credit Suisse First Boston |
| 6097 | Algo tag 10
D, E | Vishal Sood
Credit Suisse First Boston |
| 6098 | BuytoCoverIndicator
D, E, G, H
Order is a Buy to cover | Vishal Sood
Credit Suisse First Boston |
| 6099 | test price
Price ranges: 0 -9 | Mark Morcos
Merco, Inc. |
| 6100 | AdjBasePx
U
Adjusted Base Price | Georgia Bilis
The Nasdaq Stock Market |
| 6101 | Anonymity
U
Indicates wether a Firm wants to remain anonymous during order negotiations. Values are 'Y'- Yes, 'N'- No | Georgia Bilis
The Nasdaq Stock Market |
| 6102 | BcastFilterFlag
U
To be used for filtering unwanted messages when requesting to recover lost broadcast messages. Values Y/N | Georgia Bilis
The Nasdaq Stock Market |
| 6103 | BcastSeqNo
U
Sequence number for broadcast messages. | Georgia Bilis
The Nasdaq Stock Market |
| 6104 | ClosePxType
W
Type of Closing Price. Values:
1- Last executed price of morning session. 2- Last executed price of morining session's closing auction. 3- No trades during morning session (base price for reference). 4- Last execution price for day. 5- Last execution price of afternoon closing auction. 6- No trades during day (Price is used for reference). | Georgia Bilis
The Nasdaq Stock Market |
| 6105 | ExecObjType
H, 8
Further defines the type of execution report. Values: Q- Quote, O- Order, N- Negotiated, X- Exchange Reported, A- All
| Georgia Bilis
The Nasdaq Stock Market |
| 6106 | IndexCMV
U
Adjusted base price market value. | Georgia Bilis
The Nasdaq Stock Market |
| 6107 | IndexID
U
Index identifier. | Georgia Bilis
The Nasdaq Stock Market |
| 6108 | IndexMode
6108
State of the Index. Values: O - Open, N - Normal, C - Closed | Georgia Bilis
The Nasdaq Stock Market |
| 6109 | IndexValue
U
Value of the Index. | Georgia Bilis
The Nasdaq Stock Market |
| 6110 | IndustryCode
d
Industry classification | Georgia Bilis
The Nasdaq Stock Market |
| 6111 | Margin
U, D, 8, d
Values: 0 - None, 1 - Buy, 2 - Sell, 3 - Both(buy and sell) | Georgia Bilis
The Nasdaq Stock Market |
| 6112 | MarketID
h, f, g, d, U
Identifier for a group of securities. Values: A - Group A, B - Group B, C- Group C, D - Group D. | Georgia Bilis
The Nasdaq Stock Market |
| 6113 | BookingRefID
BookingReport (UB)
Event reference for BookingReport | Wei Koek
TradeWeb
10/21/2009 |
| 6114 | Marketsection
d
Identifies section of market. | Georgia Bilis
The Nasdaq Stock Market |
| 6115 | MassCancelRequestType
U
Indicates type of mass cancel. Values: 1 - All orders for Firm, 2 - All orders for a Symbol, 3 - All orders for a ClientID, 4 - All orders for a Side, 5 - All orders for a Symbol and ClientID, 6 - All orders for a Symbol, ClientID and Side, 7 - All orders for a ClientID and Side, 8 - All orders for a Symbol and Side. | Georgia Bilis
The Nasdaq Stock Market |
| 6116 | MVEntryType
U
Type of Market Movement statistics. Values: 1 - Most advanced, 2 - Most declined, 3 - Most active by volume, 4 - Most active by value, 5 - Most active by number of trades, 6 - cumulative volume | Georgia Bilis
The Nasdaq Stock Market |
| 6117 | NetChg
U
Change of Index with reference to previous index value. | Georgia Bilis
The Nasdaq Stock Market |
| 6118 | NetChgDirection
U
Indicates the direction of the NetChg. Values: 0 - Plus tick, 1 - Zero Plus Tick, 2 - Minus Tick, 3 - Zero Minus Tick, 4 - No change. | Georgia Bilis
The Nasdaq Stock Market |
| 6119 | NetPctChg
W, U
Percentage value of the net change. | Georgia Bilis
The Nasdaq Stock Market |
| 6120 | NoMQEntries
U
Count of market quote entries to follow. | Georgia Bilis
The Nasdaq Stock Market |
| 6121 | NoMVEntries
U
Count of Market Movement entries to follow. | Georgia Bilis
The Nasdaq Stock Market |
| 6122 | Notes
U, 8
To be used for additional information. | Georgia Bilis
The Nasdaq Stock Market |
| 6123 | OrdFillType
D
Used to further describe OrdType. Values: 0 - Partial Fill, 1 - Immediate of Cancel | Georgia Bilis
The Nasdaq Stock Market |
| 6124 | OrdStatusRequestType
H
Defines the search criteria. Values: 0 - ClOrdID, 1 - By Symbol and Side, 2 - By Symbol, 3 - All. | Georgia Bilis
The Nasdaq Stock Market |
| 6125 | OrigBidSize
S
The original buy side quantity of the quote as known to a Firm when sending a modification request. | Georgia Bilis
The Nasdaq Stock Market |
| 6126 | OrigLeavesQty
G
The original quantity of the order as known to the user when sending a modification request. | Georgia Bilis
The Nasdaq Stock Market |
| 6127 | OrigOfferSize
S
The original price of the order as known to the firm when sending a modification request. | Georgia Bilis
The Nasdaq Stock Market |
| 6128 | OrigPrice
G
The original price of the order as known to the firm when sending a modification request. | Georgia Bilis
The Nasdaq Stock Market |
| 6129 | ParValue
d | Georgia Bilis
The Nasdaq Stock Market |
| 6130 | PrevSesID
h, f
Id of previous trading session. | Georgia Bilis
The Nasdaq Stock Market |
| 6131 | PxPctFlag
8
Values: P - Privious price, N - None. | Georgia Bilis
The Nasdaq Stock Market |
| 6132 | QuoteAction
S, U
Describes the quote action to be taken. Values: A - Add, M- Modify, D - Delete. | Georgia Bilis
The Nasdaq Stock Market |
| 6133 | QuoteRefID
S, B, A, Z
Quote Identifier assigned by the exchange. | Georgia Bilis
The Nasdaq Stock Market |
| 6134 | QuoteStatusReqType
A
Defines search criteria for quotes. Values: 0 - QuoteID and Side, 1- Symbol and Side, 2 - Side, 3 - All. | Georgia Bilis
The Nasdaq Stock Market |
| 6135 | ReplyMsgCount
U
Total count of messages making up reply. | Georgia Bilis
The Nasdaq Stock Market |
| 6136 | ReqID
U, a, H, 8
Unique Id for the request assigned by requesting party. | Georgia Bilis
The Nasdaq Stock Market |
| 6137 | ThinlyTradedFlag
d
Values: Y - Yes, N - No. | Georgia Bilis
The Nasdaq Stock Market |
| 6138 | TickSize
d
Minimum permitted price change. | Georgia Bilis
The Nasdaq Stock Market |
| 6139 | TotalNumOfTrades
W, U
Total number of trades. | Georgia Bilis
The Nasdaq Stock Market |
| 6140 | TotalTurnover
W
Total turnover. | Georgia Bilis
The Nasdaq Stock Market |
| 6141 | TradeQty
8
Executed trade quantity. | Georgia Bilis
The Nasdaq Stock Market |
| 6142 | TradeTypeFlag
8
Modifier flag. Values: V - VWAP, N - None. | Georgia Bilis
The Nasdaq Stock Market |
| 6143 | TradeValue
U
Trade Value. | Georgia Bilis
The Nasdaq Stock Market |
| 6144 | RejectQty
Execution Report
Willl contain the quantity that was rejected | Georgia Bilis
The Nasdaq Stock Market |
| 6145 | OrigBidPx
Quote
The current price of the Bid side of the Quote | Lakshminarasimhan Rajabather
SSI Technologies |
| 6146 | OrigBidPx
Quote
The current price of the Bid side of the Quote | Lakshminarasimhan Rajabather
SSI Technologies |
| 6147 | OrigOfferPx
Quote
The current price of the Offer side of the Quote | Lakshminarasimhan Rajabather
SSI Technologies |
| 6148 | ExpiryDuration
Order Negotiation (User Defined)
Duration for the validity of the Negotiated Order. Specified in minutes. If not specified (or) greater than market's default value, set to market's default value. | Lakshminarasimhan Rajabather
SSI Technologies |
| 6149 | EndOfBatch
Security Status
Tag to indicate the end of a sequence of Security Status messages | Shirin Baluch
Dresdner Kleinwort Wasserstein |
| 6150 | QSBaseBidPx
Quote
Shows the market/VWAP bid price in the instrument currency | Shirin Baluch
Dresdner Kleinwort Wasserstein |
| 6151 | QSBaseOfferPx
Quote
Shows the market/VWAP offer price in the instrument currency | Shirin Baluch
Dresdner Kleinwort Wasserstein |
| 6152 | StaticRefPx
Market Data - Snapshot/Full Refresh | Lakshminarasimhan Rajabather
SSI Technologies |
| 6153 | OwnerTraderID
Execution Report
Identifies the owner of the Order/Quote. Used when sending duplicate confirmations for execution, cancellation and expiry. | Lakshminarasimhan Rajabather
SSI Technologies |
| 6154 | SecurityHaltType
Security Status
Describes the type of Security Halt: N - Normal, D - Dynamic, S - Static | Lakshminarasimhan Rajabather
SSI Technologies |
| 6155 | OwnerTraderID
Used to indicate the owner of the business object | Lakshminarasimhan Rajabather
SSI Technologies |
| 6156 | SubjectID
Indicates the ID of the subject that is being disseminated in the message. | Lakshminarasimhan Rajabather
SSI Technologies |
| 6157 | AgreeDateTime
Execution Report
Used to indicate the Date and Time at which a Trade Report was agreed upon, between the Member Firm and its Client | Lakshminarasimhan Rajabather
SSI Technologies |
| 6158 | QBroker
Quote Broker
For FIX4.2 , provides the broker that supplied or rejected the Quote. Replaced by PartyIDs in FIX4.3 | Rohit Lad
Dresdner Kleinwort Wasserstein |
| 6159 | AvgPx2
8,
Average Price of the far leg of a swap | Claire Williams
|
| 6160 | LastPx2
8
Price of the far leg of a swap | Claire Williams
Bank of America |
| 6161 | LastSpotRate2
8
Spot Rate of the far leg of a swap | Claire Williams
Bank of America |
| 6162 | BidSpotRate2
s,8
Bid Spot Rate of the far leg of a swap | Claire Williams
Bank of America |
| 6163 | OfferSpotRate2
S,8
Offer Spot Rate of the far leg of a swap | Claire Williams
Bank of America |
| 6164 | LeavesQty2
8
Leaves Quantity of the far leg of a swap | Claire Williams
Bank of America |
| 6165 | CumQty2
8
the deal amount (order quantity) of a far leg of a swap. | Claire Williams
Bank of America |
| 6166 | USDEquiv
8
USD Equivalent of the dealt currency | Claire Williams
Bank of America |
| 6167 | USDEquiv2
8
USD Equivalent of the dealt currency for the far leg for Swaps | Claire Williams
Bank of America |
| 6168 | Effective Time
D,E,8,G
For clients prior to FIX4.2 to indicate the effective time.
Requested execution Start date/time – UTC date/time yyyymmddhhmmss | Roseate L. Wagner
Merrill Lynch |
| 6169 | DisseminationTime
8
Time of trade dissemination, for trades which dissemination is delayed. |
Nasdaq/OMX
9/11/2008 |
| 6170 | FracToTrade
D,E,F,G
Fraction to Trade (Int) | Charlotte Copper
ABN AMRO |
| 6171 | Strategy Style
D,E,F,G
1 = Risk Aversion, 10 =Market Impact (int)
| Charlotte Copper
ABN AMRO |
| 6172 | MaxCostFromStrike
D,E,F,G
Maximum cost from strike in basis points (int) | Charlotte Copper
ABN AMRO |
| 6173 | ABNCust1
D,E,F,G | Charlotte Copper
ABN AMRO |
| 6174 | ABNCust2
D,E,F,G | Charlotte Copper
ABN AMRO |
| 6175 | ABNCust
D,E,F,G | Charlotte Copper
ABN AMRO |
| 6176 | EstimatedAmount
float
Teleinvest Custom Tag : Order Estimated Amount | Sorin Benea
Teleinvest SA |
| 6177 | TiCustom2
float
Teleinvest Custom Tag | Sorin Benea
Teleinvest SA |
| 6178 | TiCustom3
float
Teleinvest Custom Tag | Sorin Benea
Teleinvest SA |
| 6179 | TiCustom4
float
Teleinvest Custom Tag | Sorin Benea
Teleinvest SA |
| 6180 | AMSessionPercent
float
Percentage of total quantity to be traded in the AM session. | Peter Murray
UBS |
| 6181 | OnAMOpenPercent
float
Percentage of total quantity to be sent on AM Open. | Peter Murray
UBS |
| 6182 | OnPMOpenPercent
float
Percentage of total quantity to be sent on PM Open. | Peter Murray
UBS |
| 6183 | MaxPriceLevels
int
Maximum number of price levels | Peter Murray
UBS |
| 6184 | MaxOrdersPerLevel
int
The maximum number of orders that can be placed at any one price level | Peter Murray
UBS |
| 6185 | QtyRandomizationPercent
float
A randomization percentage | Peter Murray
UBS |
| 6186 | MaxTimeDelay
int
Maximum delay in seconds | Peter Murray
UBS |
| 6187 | StrategyComponent
D,F,G,8
Base strategy identifier | Keir Wolfenden
UBS Investment Bank |
| 6188 | CompletionPrice
D,F,G,8
Price at which a strategy should become aggressive enough to complete | Keir Wolfenden
UBS Investment Bank |
| 6189 | MOCType
D,F,G,8 | Keir Wolfenden
UBS Investment Bank |
| 6190 | MOCPercent
D,F,G,8 | Keir Wolfenden
UBS Investment Bank |
| 6191 | DarkOnlyIndic
D,F,G,8 | Keir Wolfenden
UBS Investment Bank |
| 6192 | TriggerPrice
D,F,G,8 | Keir Wolfenden
UBS Investment Bank |
| 6193 | HomeCcyEquivQty
8
Home Ccy Equivalent Quantity | Claire Williams
Bank of America |
| 6194 | HomeCcyEquivRte
8
Home CCY Equivalent Rate | Claire Williams
Bank of America |
| 6195 | HomeCcyEquivQty2
8
Home CCY Equivalent Quantity for the Far leg of a swap | Claire Williams
Bank of America |
| 6196 | HomeCcyEquivRte2
8
Home Ccy Equivalent Rate for the far leg of a swap | Claire Williams
Bank of America |
| 6197 | HomeCcy
8
Home currency | Claire Williams
Bank of America |
| 6198 | BlockPrice
D,F,G,8 | Keir Wolfenden
UBS Investment Bank |
| 6199 | IOCIndic
D,F,G,8 | Keir Wolfenden
UBS Investment Bank |
| 6200 | MSCI
IOI & Advert
MSCI Industrial Classification Code of the instrument defined in Tag 48 SecurityID. | Gordon Mitchell
Reuters Ltd |
| 6201 | FTSEIntl
IOI & Advert
FTSE International Industrial Classification Code of the instrument defined in Tag 48 SecurityID. | Gordon Mitchell
Reuters Ltd |
| 6202 | DJSTOXX
IOI & Advert
Dow Jones STOXX Industrial Classification Code of the instrument defined in Tag 48 SecurityID. | Gordon Mitchell
Reuters Ltd |
| 6203 | FixingDate
8
The fixing date of a non-deliverable forward (NDF) trade. | Scott Grunert
Velocity Systems Ltd
3/19/2008 |
| 6204 | TimestampOwn
8 |
Nasdaq/OMX
9/15/2008 |
| 6205 | TimestampCounterpart
8 |
Nasdaq/OMX
9/15/2008 |
| 6206 | InternalExternal
8
Used to designate whether a trade being reported was executed on the exchange it is being reported to (Internal) or another exchange (External). |
Nasdaq/OMX
9/15/2008 |
| 6207 | TradeCancelTime
8 |
Nasdaq/OMX
9/15/2008 |
| 6208 | MDSecondaryCustomerSize
W, X
Customer quantity included in an order book entry. Only required if there are two customer categories for which the quantities have to be shown separately (see also 6709 MDCustomerSize) |
Deutsche Börse Systems
10/7/2009 |
| 6209 | ClRefID
8, 9, D, F, AB, AC
A client specified free format string reference field supplied on the order and echoed back on execution reports or cancel rejects. | Jeremy Sutton
Patsystems llc |
| 6210 | RawPrice
Order entry & report
A natively entered Limit price from the source system that is passed onwards to the exchange without change. Used where price conversion and validation is not required because it might cause trailing/leading zeroes to be dropped. | Jeremy Sutton
Patsystems llc |
| 6211 | RawStopPx
orders
As per 6210 only for Stop price. | Jeremy Sutton
Patsystems llc |
| 6212 | RawLegPrice
orders
As per 6210 but for leg prices in multi-leg orders. | Jeremy Sutton
Patsystems llc |
| 6213 | RawLastPx
orders
as per 6210 only for trade fill price | Jeremy Sutton
Patsystems llc |
| 6214 | ESAReference
orders
Exchange adapter reference field, for passing things like ClOrdId or OrderId or other order reference codes. | Jeremy Sutton
Patsystems llc |
| 6215 | TenorValue
D, R, 8, AE
Used in FX and Commodoties Orders and Executions in conjunction with SettlDate to identify the timebucket of the original order.
Valid Values: SP = Spot, SN = Spot Next, ON = Overnight, TN = Tomorrow Next, 1W = 1 Week, 2W = 2 Weeks, 3W = 3 Weeks, 1M = 1 Month, 2M = 2 Months, 3M = 3 Months, 6M = 6 Months, 1Y = 1 Year |
Barclays Capital |
| 6216 | TenorValue2
D, R, 8, AE
Secondary TenorValue for Swaps. Used in FX and Commodoties Orders and Executions in conjunction with SettlDate to identify the timebucket of the original order.
Valid Values: SP = Spot, SN = Spot Next, ON = Overnight, TN = Tomorrow Next, 1W = 1 Week, 2W = 2 Weeks, 3W = 3 Weeks, 1M = 1 Month, 2M = 2 Months, 3M = 3 Months, 6M = 6 Months, 1Y = 1 Year |
Barclays Capital |
| 6217 | OrderChangeSourceID
D,G,F,8
Order change source ID | Kevin Bilello
Thomson Beta Systems |
| 6218 | ExecChangeSourceID
D,G,F,8
Execution Change Source ID | Kevin Bilello
Thomson Beta Systems |
| 6219 | APIMuser
NewOrderSingle, Cancel/Replace
Contains the Liffe APIM user code for black box user recognition. | Jeremy Sutton
patsystems |
| 6220 | ICSNearLeg
New Order Single, Cancel/Replace
Specifially to handle the Liffe & eCBOT Inter Commodity Spread near and far leg pricing. For normal multi-leg orders use the NoLegs repeating group in FIX.4.4 | Jeremy Sutton
patsystems |
| 6221 | ICSFarLeg
New Order Single, Cancel/Replace
Specifially to handle the Liffe & eCBOT Inter Commodity Spread near and far leg pricing. For normal multi-leg orders use the NoLegs repeating group in FIX.4.4 | Jeremy Sutton
patsystems |
| 6222 | % Volume Overrides
D, E, G, 8
Text field. Allows entry of multiple % volume Targets. |
UBS Investment Bank |
| 6223 | NoUnderlyingReinvCoupon
Repeating group count. Number of coupon reinvestments. Part of group (6223-6226) | Angus Ip
Bloomberg L.P.
3/16/2009 |
| 6224 | UnderlyingReinvCouponDate
Coupon reinvestment date. Part of group (6223-6226) | Angus Ip
Bloomberg L.P.
3/16/2009 |
| 6225 | UnderlyingReinvCouponRate
Rate at which the coupon is reinvested. Part of group (6223-6226) | Angus Ip
Bloomberg L.P.
3/16/2009 |
| 6226 | UnderlyingReinvCouponAmt
Coupon reinvestment amount. Part of group (6223-6226) | Angus Ip
Bloomberg L.P.
5/29/2009 |
| 6227 | DisplayRange
8, AB, AC, D, E, G, s, t
Used with MaxFloor for reserve orders. Randomises the quantity to replenish to to within 'DisplayRange' of the MaxFloor. (For example, a MaxFloor of 2000 shares and a DisplayRange value of 200 will replenish to anything from 1800 to 2200 shares.) | Tim Billinge
7/7/2009 |
| 6228 | CompletionIndicator
<all responses to requests>
Boolean. Indicates whether current response is the last message triggered by a single request. |
Deutsche Börse Systems
9/11/2009 |
| 6229 | RequestCountIndicator
<all responses to requests>
Conveys impact of current response to the number of outstanding requests in the context of a throttle mechanism. 0 = Message counter unchanged (default), 1 = Message counter decreased. |
Deutsche Börse Systems
9/11/2009 |
| 6230 | BlackoutStart
NewOrderSingle, ExecutionReport
Data type: UTCTimeOnly.
Beginning of period of time of business day within which order should not be executed. |
Deutsche Bank
9/28/2009 |
| 6231 | BlackoutEnd
NewOrderSingle, ExecutionReport
Data type: UTCTimeOnly.
End of period of time of business day within which order should not be executed. |
Deutsche Bank
9/28/2009 |
| 6232 | OrderTTL
NewOrderSingle, ExecutionReport
Data type: int.
Number of milliseconds within which exchange can try to execute order again, if it failed on previous attempt. |
Deutsche Bank
9/28/2009 |
| 6233 | OrdStatusReqID
H, 8
Data type: String. For FIX 4.3.
Can be used to uniquely identify a specific Order Status Request message. |
Deutsche Bank
10/12/2009 |
| 6234 | NoChildMsgs
int
Generic field to describe number of nested child messages within a parent. | P Basu
|
| 6235 | Risk Aversion
Risk Aversion Parameter | Kevin Skorzewski
Bear Stearns & Co. |
| 6236 | Dollar Neutrality Limit
Dollar neutrality limit | Kevin Skorzewski
Bear Stearns & Co. |
| 6237 | Ratio Neutrality Limit
Ratio neutrality limit in percent | Kevin Skorzewski
Bear Stearns & Co. |
| 6238 | Beta Neutrality Limit
beta neutrality limit in dollars | Kevin Skorzewski
Bear Stearns & Co. |
| 6239 | Spread Formula
Int Value | Kevin Skorzewski
Bear Stearns & Co. |
| 6240 | Spread
Float Value | Kevin Skorzewski
Bear Stearns & Co. |
| 6241 | Order Ratio
Decimal value | Kevin Skorzewski
Bear Stearns & Co. |
| 6242 | Max Shares
Int Value | Kevin Skorzewski
Bear Stearns & Co. |
| 6243 | Spread Type
Int Value | Kevin Skorzewski
Bear Stearns & Co. |
| 6244 | Bid Difference
Double Value | Kevin Skorzewski
Bear Stearns & Co. |
| 6245 | Ask Difference
Double Value | Kevin Skorzewski
Bear Stearns & Co. |
| 6246 | MktTickSizeRatio
Double Value | Kevin Skorzewski
Bear Stearns & Co. |
| 6247 | LmtTickSizeRatio
Double Value | Kevin Skorzewski
Bear Stearns & Co. |
| 6248 | Cash
Risk Arb Cash Value | Kevin Skorzewski
Bear Stearns & Co. |
| 6249 | Dollar Neutral
Boolean Value | Kevin Skorzewski
Bear Stearns & Co. |
| 6250 | ConfigSet | John Prewett
Lava Trading |
| 6251 | RefreshQty | John Prewett
Lava Trading |
| 6252 | PriceInstruction | John Prewett
Lava Trading |
| 6253 | PriceOffset | John Prewett
Lava Trading |
| 6254 | StartTime | John Prewett
Lava Trading |
| 6255 | EndTime | John Prewett
Lava Trading |
| 6256 | Duration | John Prewett
Lava Trading |
| 6257 | WorkDuration | John Prewett
Lava Trading |
| 6258 | Strategy | John Prewett
Lava Trading |
| 6259 | MinPctVol | John Prewett
Lava Trading |
| 6260 | MaxPctVol | John Prewett
Lava Trading |
| 6261 | ExecutionStyle | John Prewett
Lava Trading |
| 6262 | PriceBenchmark | John Prewett
Lava Trading |
| 6263 | CancelPrice | John Prewett
Lava Trading |
| 6264 | ToleranceLimit1 | John Prewett
Lava Trading |
| 6265 | ToleranceLimit2 | John Prewett
Lava Trading |
| 6266 | ToleranceLimit3 | John Prewett
Lava Trading |
| 6267 | NearFwdPoints
W, 8
Forward Points of a Forward Outright trade or on the near leg of a Swap trade. |
Deutsche Bank
4/24/2009 |
| 6268 | FarFwdPoints
W, 8
Forward Points on the far leg of a Swap trade. |
Deutsche Bank
4/24/2009 |
| 6269 | SwapPoints
W, 8
Swap Points |
Deutsche Bank
4/24/2009 |
| 6270 | WouldDark
Y/N. Indicates that the user is willing to override any previous schedule or volume constraints on their Algo order if liquidity can be sourced from a dark pool. | Miles Dugmore
5/28/2009 |
| 6271 | AlgorithmicField1 | John Prewett
Lava Trading |
| 6272 | AlgorithmicField2 | John Prewett
Lava Trading |
| 6273 | AlgorithmicField3 | John Prewett
Lava Trading |
| 6274 | AlgorithmicField4 | John Prewett
Lava Trading |
| 6275 | AlgorithmicField5 | John Prewett
Lava Trading |
| 6276 | AlgorithmicField6 | John Prewett
Lava Trading |
| 6277 | AlgorithmicField7 | John Prewett
Lava Trading |
| 6278 | AlgorithmicField8 | John Prewett
Lava Trading |
| 6279 | AlgorithmicField9 | John Prewett
Lava Trading |
| 6280 | AlgorithmicField10 | John Prewett
Lava Trading |
| 6281 | AlgorithmicField11 | John Prewett
Lava Trading |
| 6282 | AlgorithmicField12 | John Prewett
Lava Trading |
| 6283 | AlgorithmicField13 | John Prewett
Lava Trading |
| 6284 | AlgorithmicField14 | John Prewett
Lava Trading |
| 6285 | AlgorithmicField15 | John Prewett
Lava Trading |
| 6286 | BrokerOrderReceiveTime
D;G;F
OATS v3 tag indicating the time the broker first received the order from the customer.
This field is of type UTCTimeStamp. | John Prewett
Lava Trading |
| 6287 | CustomerDirectedOrder
D;G
OATS v3 tag indicating if the customer directed this order to a specific execution venue (Y) or not (N).
This field is of type Boolean. | John Prewett
Lava Trading |
| 6288 | DeskSpecialHandlingCode
D, 8, F, G
OATS v3 field for Desk Special Handling Code.
Values are: ‘FOK’, ‘AON’, ‘NH’, ‘IOC’, ‘MAO’, ‘LOC’, ‘MAC’, ‘MOO’, ‘MOC’, ‘OVD’, ‘SCL’, ‘WRK’, ‘PEG’, ‘MQT’, ‘TS’, ‘RSV’, ‘IO’, ‘LOO’,‘E.W’, ‘S.W’, ‘CNH’, ‘ADD’, ‘TMO’, or ‘DIR’.
Case sensitive, must be capital letters. | Christopher Acton
Sungard Trading Systems |
| 6289 | ManualOrderIndicator
D; G;
ManualOrderIndicator=Y signifies that the order was entered manually. ManualOrderIndicator=N signifies that the order was entered electronically. If this field is missing, it should be assumed that the order was not manually entered. This field is of type Boolean. | John Prewett
Lava Trading |
| 6290 | Active
Boolean value, active or not | Kevin Skorzewski
Bear Stearns & Co. |
| 6291 | VenueReferenceID
8
Reference number for executions that result from orders that are routed to a secondary destination. Will be sent when order status is 1 or 2. | Christopher Acton
Sungard Brass |
| 6292 | LastMkt2
8
The real venue where the fill executed. | John Prewett
Lava Trading
5/1/2008 |
| 6293 | UnderlyingStartAcrdIntAmt
Underlying accrued interest amount at settlement | Angus Ip
Bloomberg L.P.
3/23/2009 |
| 6294 | UnderlyingEndAcrdIntAmt
Underlying accrued interest amount at termination | Angus Ip
Bloomberg L.P.
3/23/2009 |
| 6295 | Discretion
D, E, G, 8
To apply discretion to the placement of large orders in open and closing auction strategies. |
UBS Investment Bank |
| 6296 | WouldIfNat
D, E, G, 8
Parameter to control crossing of the order quantity relative to the target execution of the strategy. |
UBS Investment Bank |
| 6297 | ResetEligibleVolOnAmend
D,G,8 | sunilkumar T M
UBS |
| 6298 | CountEligibleVolInLimitPx
D,G,8 | sunilkumar T M
UBS |
| 6299 | RetainVolumeCountHistory
D,G,8 | sunilkumar T M
UBS |
| 6300 | UnderlyingLowerRange
D, G
The lower range of the underlying price | Keir Wolfenden
UBS Investment Bank |
| 6301 | UnderlyingUpperRange
D, G
The upper range of the underlying price | Keir Wolfenden
UBS Investment Bank |
| 6302 | SliceMethod
D, G
Slice Method | Keir Wolfenden
UBS Investment Bank |
| 6303 | MaxSliceSize
D, G
Maximum contracts per slice | Keir Wolfenden
UBS Investment Bank |
| 6304 | TimeInterval
D,G
Integer. This integer will indicate time in seconds. Trade X number of calls/puts at defined N secs timeinterval between start and endtimes. | Rajarshi Ghosh
|
| 6305 | Delta
D, G
Value between 0 and 1 to 2 dp | Keir Wolfenden
UBS Investment Bank |
| 6306 | SpotReference
D, G
Reference for Spot used in a delta calculation | Keir Wolfenden
UBS Investment Bank |
| 6307 | SweepLevel
D, G
Depth under the NBBO | Keir Wolfenden
UBS Investment Bank
5/5/2008 |
| 6308 | Tactic
D,F,G,8
Underlying tactic to be applied | Keir Wolfenden
UBS Investment Bank
5/20/2008 |
| 6309 | Bias
D, G
percentage value | Keir Wolfenden
UBS Investment Bank
10/23/2008 |
| 6310 | BidPriceImpAmount
Quote
Amount by which the BidPx has been improved. | Robert Jones
Merrill Lynch |
| 6311 | OfferPriceImpAmount
Quote
Amount by which the OfferPx has been improved. | Robert Jones
Merrill Lynch |
| 6312 | Tolerance
D, G
Percentage value | Keir Wolfenden
UBS Investment Bank
10/23/2008 |
| 6313 | UnderlyingAlgo
D, G
Base strategy identifier | Keir Wolfenden
UBS Investment Bank
12/4/2008 |
| 6314 | Portfolio Style
D,F,G,8
Indicates the type of portfolio to be traded | Keir Wolfenden
UBS Investment Bank
12/11/2008 |
| 6315 | AlgoParameter
D, G
Reserved for future use. | Manju Swamy
8/18/2009 |
| 6316 | AlgoParameter
D, G
Reserved for future use. | Manju Swamy
Capital Institutional Services
8/18/2009 |
| 6317 | AlgoParameter
D, G
Reserved for future use. | Manju Swamy
Capital Institutional Services
8/18/2009 |
| 6318 | AlgoParameter
D, G
Reserved for future use. | Manju Swamy
Capital Institutional Services
8/18/2009 |
| 6319 | AlgoParameter
D, G
Reserved for future use. | Manju Swamy
Capital Institutional Services
8/18/2009 |
| 6320 | AlgoParameter
D, G
Reserved for future use. | Manju Swamy
Capital Institutional Services
8/18/2009 |
| 6321 | OldRiskClass
String
Old Risk Class for allocation | P Basu
|
| 6322 | RiskClass
String
Risk class for a trade | P Basu
|
| 6323 | StartTime
D, G
The time at which the order becomes active. StartTime contains a date and time component that must be specified in 24-hour clock format (YYYYMMDDHH:MM:SS) and must use GMT time zone. | Manju Swamy
Capital Institutional Services
8/18/2009 |
| 6324 | EndTime
D, G
The time by which an order must be completed. EndTime contains a date and time component that must be specified in 24-hour clock format (YYYYMMDDHH:MM:SS) and must use GMT time zone.
StartTime < EndTime. | Manju Swamy
Capital Institutional Services
8/18/2009 |
| 6325 | ExecutionStyle
D, G
This parameter tells the engine how aggressively to work. Valid values include:
P = Passive
N = Normal
A = Aggressive | Manju Swamy
Capital Institutional Services
8/18/2009 |
| 6326 | Start%Volume
D, G
The target percentage of volume that the algorithm will attempt to achieve at/or around the Benchmark price.
Valid values: 0-100. | Manju Swamy
Capital Institutional Services
8/18/2009 |
| 6327 | Min%Volume
D, G
The minimum % of volume the algorithm will try to achieve. Valid values: 0-100.
Min%Volume < Max%Volume. | Manju Swamy
Capital Institutional Services
8/18/2009 |
| 6328 | Max%Volume
D, G
The maximum % of volume the algorithm will try to achieve.
Valid values: 0-100.
Min%Volume < Max%Volume. | Manju Swamy
Capital Institutional Services
8/18/2009 |
| 6329 | Target%Volume
D, G
Specifies the rate at which the order will be filled which affects the duration of the order and, ultimately, the end time of the order. | Manju Swamy
Capital Institutional Services
8/18/2009 |
| 6330 | MinReqComp
D, G
The minimum percentage of the order that must be completed by EndTime. | Manju Swamy
Capital Institutional Services
8/18/2009 |
| 6331 | WouldIfGood
D, G
When the “I Would price” is triggered, attempt to get done within the specified "I Would" limit. | Manju Swamy
Capital Institutional Services
8/18/2009 |
| 6332 | DisplaySize
D, G
The number of shares displayed to the market. The value should not be less than 100 shares or over the order quantity. | Manju Swamy
Capital Institutional Services
8/18/2009 |
| 6333 | RiskAversion
D, G
Controls the trading style for the order on a scale of 1 (passive) - 10 (aggressive). The higher the number the faster the order will trade. Valid values 1-10. | Manju Swamy
Capital Institutional Services
8/18/2009 |
| 6334 | ExecutionView
D, G
Reflects the trader’s view of how he wants the algorithm to behave when the securities price moves favorable or unfavorable relative to the order. Valid values include:
1=Reversion
2=Symmetrical
3=Breakout
4=Collar | Manju Swamy
Capital Institutional Services
8/18/2009 |
| 6335 | AlgoParameter
D, G
Reserved for future use. | Manju Swamy
Capital Institutional Services
8/18/2009 |
| 6336 | Trading Session ID
adoption of tag336 in FIX4.2 | Roseate Wagner
Merill Lynch |
| 6337 | SessionType
D,F,G,8
Session type (Open or Close) defined in the Trading Session ID | Keir Wolfenden
UBS Investment Bank
9/8/2008 |
| 6338 | ExecutionID | Kunihiko Saito
INTERTRADE Co., Ltd. |
| 6339 | OrderStartTime | Kunihiko Saito
INTERTRADE Co., Ltd. |
| 6340 | QtyLimitRelease
0:no limit release
9:limit release | Kunihiko Saito
INTERTRADE Co., Ltd. |
| 6341 | ReplacePrice
0:no replace
1:replace | Kunihiko Saito
INTERTRADE Co., Ltd. |
| 6342 | ReplaceOrderQty
0:no replace
1:replace | Kunihiko Saito
INTERTRADE Co., Ltd. |
| 6343 | ReplaceCashMargin
0:no replace
1:replace | Kunihiko Saito
INTERTRADE Co., Ltd. |
| 6344 | ReplaceOrderCapacity
0:no replace
1:replace | Kunihiko Saito
INTERTRADE Co., Ltd. |
| 6345 | ReplaceTimeInForce
0:no replace
1:replace | Kunihiko Saito
INTERTRADE Co., Ltd. |
| 6346 | TimeInExecution
0:Continuous
2:Opening
7:Closing
D:Proportional Distribution | Kunihiko Saito
INTERTRADE Co., Ltd. |
| 6347 | CounterpartyCompID | Kunihiko Saito
INTERTRADE Co., Ltd. |
| 6348 | OnlineStartTime | Kunihiko Saito
INTERTRADE Co., Ltd. |
| 6349 | OnlineCloseTime | Kunihiko Saito
INTERTRADE Co., Ltd. |
| 6350 | TickRule
D
up tick/down tick rules. | Daniel Graham
P E Lynch |
| 6351 | Position
D
0 = Long, 1 = Short | Daniel Graham
P E Lynch |
| 6352 | AutoHedgePrice
D
Auto Option Hedge Price | Daniel Graham
P E Lynch |
| 6353 | RehedgePercent
D
Percentage to rehedge | Daniel Graham
P E Lynch |
| 6354 | StrikePrice
D
0 = CLOSE, 2 = ARRIVAL | Daniel Graham
P E Lynch |
| 6355 | UpperPricePct
D
Dispersal Upper Limit | Daniel Graham
P E Lynch |
| 6356 | LowerPricePct
D
Dispersal Percentage | Daniel Graham
P E Lynch |
| 6357 | TrackSecurity
D
Other Equity to track with this order | Daniel Graham
P E Lynch |
| 6358 | TrackUpperPct
D
Dispersion Percentage | Daniel Graham
P E Lynch |
| 6359 | TrackLowerPct
D
Dispersion Percentage | Daniel Graham
P E Lynch |
| 6360 | Sector
D
Sector to track | Daniel Graham
P E Lynch |
| 6361 | SectorUpperPct
D
Dispersion Percentage | Daniel Graham
P E Lynch |
| 6362 | SectorLowerPct
D
Dispersion Percentage | Daniel Graham
P E Lynch |
| 6363 | Index
D
Index to track | Daniel Graham
P E Lynch |
| 6364 | IndexUpperPct
D
Dispersion Percentage | Daniel Graham
P E Lynch |
| 6365 | IndexLowerPct
D
Dispersion Percentage | Daniel Graham
P E Lynch |
| 6366 | TrackUpperSIT
D
1 = Switch If Touched (tm) | Daniel Graham
P E Lynch |
| 6367 | TrackLowerSIT
D
1 = Switch If Touched (tm) | Daniel Graham
P E Lynch |
| 6368 | SectorUpperSIT
D
1 = Switch If Touched (tm) | Daniel Graham
P E Lynch |
| 6369 | SectorLowerSIT
D
1 = Switch If Touched (tm) | Daniel Graham
P E Lynch |
| 6370 | IndexUpperSIT
D
1 = Switch If Touched (tm) | Daniel Graham
P E Lynch |
| 6371 | IndexLowerSIT
D
1 = Switch If Touched (tm) | Daniel Graham
P E Lynch |
| 6372 | HighLimitSIT
D
1 = Switch If Touched (tm) | Daniel Graham
P E Lynch |
| 6373 | LowLimitSIT
D
1 = Switch If Touched (tm) | Daniel Graham
P E Lynch |
| 6374 | UpperPricePctSIT
D
1 = Switch If Touched (tm) | Daniel Graham
P E Lynch |
| 6375 | LowerPricePctSIT
D
1 = Switch If Touched (tm) | Daniel Graham
P E Lynch |
| 6376 | BasketName
D
Name of Basket to which order belongs. | Daniel Graham
P E Lynch LLP |
| 6377 | Slices
D
Number of equal-sized sub orders to trade a TIME_SLICE order in. | Daniel Graham
P E Lynch LLP |
| 6378 | BLPProgType
D AE 8
Security Program Type | Sheetal Chainraj
Bloomberg L.P
7/23/2008 |
| 6379 | AdjustedEndCash
Ending cash consideration of a financing deal on the EndDate(917) adjusted for coupon and interest payments to the collateral
holder. | Angus Ip
Bloomberg L.P.
6/10/2009 |
| 6380 | NonMemberAffiliate
execution
Indicates that the execution is on behalf of a non-member affiliate. | Marie Mouser
Thomson Rueters
5/19/2008 |
| 6381 | EnteringSubsidiary
execution
Identifies the subsidiary firm associated with the execution. | Marie Mouser
Thomson Rueters
5/19/2008 |
| 6382 | BuyTradeControlNumber
8
Used for Nordic Trade Reporting, this tag will carry the trade control number for the buy side of the trade. |
Nasdaq/OMX
4/28/2009 |
| 6383 | SellTradeControlNumber
8
Used for Nordic Trade Reporting, this tag will carry the trade control number for the sell side of the trade. |
Nasdaq/OMX
4/28/2009 |
| 6384 | CalcAgentLocation
String
Calcution Agent Location | Jayaprakash Katari
Bloomberg
10/2/2009 |
| 6385 | MatrixAgreementType
String
Matrix Agreement Type | Jayaprakash Katari
Bloomberg
10/2/2009 |
| 6386 | QtyVariance
8
Variance of a REPO trade, expressed as quantity of trade size. | Wei Koek
TradeWeb
10/21/2009 |
| 6387 | Peg Difference
4.0
Allows a 4.0 session to send equivalent of a 4.2 tag: 211=Peg Difference | Denise Timmons
Fidelity Capital Markets |
| 6388 | Discretion Instruction
4.0
Allows a 4.0 session to send the 4.2 tag 388.
Data type = Integer
Required field = no
Valid Values:
0=Related to displayed price
1=Related to market price
2=Related to primary price
4=Related to midpoint price
5=Related to trade price | Denise Timmons
Fidelity Capital Markets |
| 6389 | Discretion Offset
4.0
Alls a 4.0 session to send a 4.3 tag.
Data type = Number
Required field = N
Valid Values = amount =/-
Whole nnumber portion = dollars, deciaml portion = cents, max two decimal places
| Denise Timmons
Fidelity Capital Markets |
| 6390 | MDReqRejReason
Market Data Request Reject
= 100 - Other |
ICAP
9/17/2008 |
| 6391 | PriceType
Security Definition
= 100 – Fractions (in Two-Fifty Sixths) |
ICAP
9/17/2008 |
| 6392 | SecurityTradingStatus
Security Status
= 100 – Order entry session for repo cross
= 101 – Position scrubbing session for repo cross
= 102 – Position scrubbing session for repo cross
= 103 – Closing session for repo cross
= 104 - Suspended
|
ICAP
9/17/2008 |
| 6393 | NewSubRank
Security List
Specifies the current sub rank of the security (for display ordering purposes). |
ICAP
11/3/2008 |
| 6394 | PreviousSubRank
Security List
Specifies the previous sub rank of a security. Applicable if the sub rank of the security changes. |
ICAP
11/3/2008 |
| 6395 | SourceIP
various
Optional field for source IP address identification and auditing perposes. |
ICAP
8/6/2009 |
| 6396 | RejectCode
To specify reject reason in user-defined FIX message types |
Millennium Information Technologies |
| 6397 | OtherParty
8,s
ITM of the trader for the matching half trade submitted separately
| Marc Abend
NYSE Euronext
10/2/2009 |
| 6398 | StreamingQuoteTime
R
Used for enabling/disabling FX mkt data |
|
| 6399 | AccountCode
D, s, E, I, 8
Type of Account | Marc Abend
NYSE Euronext
10/2/2009 |
| 6400 | MLBenchmarkPrice
D,E,8,G
ML Benchmark Price
| Roseate L. Wagner
Merrill Lynch |
| 6401 | MLExecService
D,E,8,G
ML Execution Service
| Roseate L. Wagner
Merrill Lynch |
| 6402 | MLGuarant
D,E,8,G
ML Guaranteed Indicator
Y - Guaranteed Price
N - Not Guaranteed | Roseate L. Wagner
Merrill Lynch |
| 6403 | MLMaxParticipate
D,E,8,G
ML Maximum Participation %
Max % market volume to participate in execution of order nnn (0-100) | Roseate L. Wagner
Merrill Lynch |
| 6404 | MLTargetParticipate
D,E,8,G
ML Minimum Participation %
Min % market volume to participate in execution of order nnn (0-100) | Roseate L. Wagner
Merrill Lynch |
| 6405 | MLPrimaryFlag
D,E,8,G
ML Primary or Composite flag
P – Primary
C -Composite
(Default = Primary) | Roseate L. Wagner
Merrill Lynch |
| 6406 | MLPlanning
D,E,8,G
ML Planning indication | Roseate L. Wagner
Merrill Lynch |
| 6407 | MLOrderCompletionInstr
D,E,8,G
ML Order Completion Instruction
1 - Trade to Completion
2 - Leave Residual | Roseate L. Wagner
Merrill Lynch |
| 6408 | MLRiskFactor
D,E,8,G
ML Benchmark Rick Factor
| Roseate L. Wagner
Merrill Lynch |
| 6409 | ML Special Order Type
D,E,8,G
Extensions to the FIX Ordertype fields to support various ECN order types.
| Roseate L. Wagner
Merrill Lynch |
| 6410 | ML Speed Price
D,E,8,G
Target Price for Speed trading | Roseate L. Wagner
Merrill Lynch |
| 6411 | ML Speed Target Percent
D,E,8,G
Target Percent for speed trading | Roseate L. Wagner
Merrill Lynch |
| 6412 | ML Execution Instruction
D,E,8,G
This tag can contain multiple instructions, space delimited | Roseate L. Wagner
Merrill Lynch |
| 6413 | ML Peg Option
D,E,8,G
Indication of pricing strategy
(Values:
0 = Market,
1 = Chase Market,
2 = Bid,
3 = Offer,
4 = Last,
5 = Mid ) | Eric Siciliano
Merrill Lynch |
| 6414 | ML Block Threshold
D,E,8,G
When calculating volume profile, ignore any block prints that are greater than the "ML Block Threshold". | Eric Siciliano
Merrill Lynch |
| 6415 | Open Auction Rate
D,E,8,G
Open auction participation expressed as a percentage (0-100). | Eric Siciliano
Merrill Lynch |
| 6416 | Close Auction Rate
D,E,8,G
Close auction participation expressed as a percentage (0-100). | Eric Siciliano
Merrill Lynch |
| 6417 | MOO2 Percent
D,E,8,G
Open auction rate for 2nd(pm)open for markets with 2 sessions. | Eric Siciliano
Merrill Lynch |
| 6418 | MOC1 Percent
D,E,8,G
Close auction rate for 1st(am)close for markets with 2 sessions. | Eric Siciliano
Merrill Lynch |
| 6419 | ML Transaction FundType
8
Transaction fund type |
Merrill Lynch & Company |
| 6420 | CashRoundingIndicator
D,E,8,G
Indicate the rounding method when convert a cash base order to a share base order.
Required for Cash base order
U - Up
D - Down | Roseate L. Wagner
Merrill Lynch |
| 6421 | NoOfExecutionDays
D,E,8,G
Indicate number of days for order to execute across. Can be used in conjuction with Market, GTC orders | Roseate L. Wagner
Merrill Lynch |
| 6422 | PrimaryBookingID
D,8,G, F
Primary BookingID | Roseate L. Wagner
Merrill Lynch |
| 6423 | SecondaryBookingID
D,8,G,F
Secondary Booking ID | Roseate L. Wagner
Merrill Lynch |
| 6424 | SpeedRiskFactor
D,E,8,G
Risk Factor for the Speed trading | Roseate L. Wagner
Merrill Lynch |
| 6425 | CriteriaCheckFlag
D,E,8,G
To indicate whether or not to apply criteria check to a strategy order | Roseate L. Wagner
Merrill Lynch |
| 6426 | Underlying Security
D,8,F,G
Underlying security symbol for stock Options | Roseate L. Wagner
Merrill Lynch |
| 6427 | MaxPostDest
D,E,8,G
Maxim number of destination/venues an order can be posted to
| Roseate L. Wagner
Merrill Lynch |
| 6428 | PegDirection
D,E,8,G
Peg offset direction. Applying the pegging price if market moves into the applied direction:
1 - Up
2 - Down
3 - Either | Roseate L. Wagner
Merrill Lynch |
| 6429 | Step size
D,E,8,G
Number of ticks to move a posted price | Roseate L. Wagner
Merrill Lynch |
| 6430 | EvalueInterval
D,E,8,G
Number of seconds to wait between evaluation | Roseate L. Wagner
Merrill Lynch |
| 6431 | ML UPDATEUSER
8
RAM update user |
Merrill Lynch & Company |
| 6432 | ML S_USER
8
RAM s_user |
Merrill Lynch & Company |
| 6433 | ExcludeDest
8,E,D,G
Destination exclusion list.
| Roseate L. Wagner
Merrill Lynch |
| 6434 | RelativeSecureID
8,E,D,G | Roseate L. Wagner
Merrill Lynch |
| 6435 | RelativeIDSource
8,E,D,G | Roseate L. Wagner
Merrill Lynch |
| 6436 | RelatviePrice
8,E,D,G | Roseate L. Wagner
Merrill Lynch |
| 6437 | Annonymous
8, D, G, E | Roseate L. Wagner
Merrill Lynch |
| 6438 | CrossExclusionIndicator | Roseate L. Wagner
Merrill Lynch |
| 6439 | MinCrossQty | Roseate L. Wagner
Merrill Lynch |
| 6440 | MaxCrossQty | Roseate L. Wagner
Merrill Lynch |
| 6441 | CrossPrice | Roseate L. Wagner
Merrill Lynch |
| 6442 | OrderBenchmarkPrice | Roseate L. Wagner
Merrill Lynch |
| 6443 | CrossDest | Roseate L. Wagner
Merrill Lynch |
| 6444 | CrossDestExclusion | Roseate L. Wagner
Merrill Lynch |
| 6445 | PostResidual | Roseate L. Wagner
Merrill Lynch |
| 6446 | CrossResidualRatio | Roseate L. Wagner
Merrill Lynch |
| 6447 | CrossCategory | Roseate L. Wagner
Merrill Lynch |
| 6448 | PrefDest | Roseate L. Wagner
Merrill Lynch |
| 6449 | RegulationID | Roseate L. Wagner
Merrill Lynch |
| 6450 | FidessaTradeFlags
8
MultipleValueString, containing a space separated list of trade flags. | Graham Pearce
royalblue |
| 6451 | PairExecutionMethod | Roseate L. Wagner
Merrill Lynch |
| 6452 | MLET 4 | Roseate L. Wagner
Merrill Lynch |
| 6453 | MLET 5 | Roseate L. Wagner
Merrill Lynch |
| 6454 | MLET 6 | Roseate L. Wagner
Merrill Lynch |
| 6455 | MLET 7 | Roseate L. Wagner
Merrill Lynch |
| 6456 | MLET 8 | Roseate L. Wagner
Merrill Lynch |
| 6457 | MLET 9 | Roseate L. Wagner
Merrill Lynch |
| 6458 | MLET 10 | Roseate L. Wagner
Merrill Lynch |
| 6459 | MLET 11 | Roseate L. Wagner
Merrill Lynch |
| 6460 | MLET 12 | Roseate L. Wagner
Merrill Lynch |
| 6461 | Pair 1 | Roseate L. Wagner
Merrill Lynch |
| 6462 | Pair 2 | Roseate L. Wagner
Merrill Lynch |
| 6463 | pair 3 | Roseate L. Wagner
Merrill Lynch |
| 6464 | Pair 4 | Roseate L. Wagner
Merrill Lynch |
| 6465 | Pair 5 | Roseate L. Wagner
Merrill Lynch |
| 6466 | RelativeLimitType | Roseate L. Wagner
Merrill Lynch |
| 6467 | DistributionType
D,8,G,F
Identify the distribution type of Futures:
1 - Actual
2 - Underlying
| Roseate L. Wagner
Merrill Lynch |
| 6468 | RelativeLimitInstruction | Roseate L. Wagner
Merrill Lynch |
| 6469 | MLMinParticipant | Roseate L. Wagner
Merrill Lynch |
| 6470 | ShowingFactor | Roseate Wagner
Merill Lynch |
| 6471 | StartingPrice | Roseate Wagner
Merill Lynch |
| 6472 | ReportFlowFlag
8
Controls reporting to various ML reporting systems. |
Merrill Lynch & Company |
| 6473 | PrefPostDest | Roseate Wagner
Merill Lynch |
| 6474 | ExcludePostDest | Roseate Wagner
Merill Lynch |
| 6475 | ClientIndicator | Roseate Wagner
Merill Lynch |
| 6476 | PassiveQty | Roseate L. Wagner
Merrill Lynch |
| 6477 | DynamicDriverType | Roseate Wagner
Merill Lynch |
| 6478 | SpeedRelSecurityID | Roseate Wagner
Merill Lynch |
| 6479 | SpeedRelIDSource | Roseate Wagner
Merill Lynch |
| 6480 | SpeedRelPrice | Roseate Wagner
Merill Lynch |
| 6481 | SpeedRelTarget% | Roseate Wagner
Merill Lynch |
| 6482 | SCAN Destination | Roseate L. Wagner
Merrill Lynch |
| 6483 | SCAN Indicator | Roseate L. Wagner
Merrill Lynch |
| 6484 | PariLegCoefficient | Roseate L. Wagner
Merrill Lynch |
| 6485 | PairFormulaOffset | Roseate L. Wagner
Merrill Lynch |
| 6486 | RelativeLimitDirection | Roseate L. Wagner
Merrill Lynch |
| 6487 | Scan Level | Roseate L. Wagner
Merrill Lynch |
| 6488 | Soft Limit Flag | Roseate L. Wagner
Merrill Lynch |
| 6489 | Trigger Indicator | Roseate L. Wagner
Merrill Lynch |
| 6490 | Indicative Order Type | Roseate L. Wagner
Merrill Lynch |
| 6491 | RelativeLimitBase
D, G
Reference for a relative price limit | Keir Wolfenden
UBS Investment Bank
5/30/2008 |
| 6492 | RelativeLimitOffset
D, G
Offset for a relative limit price | Keir Wolfenden
UBS Investment Bank
5/30/2008 |
| 6493 | CleanUp | Roseate L. Wagner
Merrill Lynch
6/11/2008 |
| 6494 | PairsSuspendStatus | Roseate L. Wagner
Merrill Lynch
7/30/2009 |
| 6495 | PairsRebalanceThreshold | Roseate L. Wagner
Merrill Lynch
7/30/2009 |
| 6496 | StopPxAnchor
D, E, G
Int: Identifies anchor price when stop price is specified in relative terms. | John Leung
Lehman Brothers
6/12/2008 |
| 6497 | StopPxOffset
D, E, G
Float: Offset relative to selected anchor for relative stop price. | John Leung
Lehman Brothers
6/12/2008 |
| 6498 | AnchorPxDirection
D, E, G
Int: Identifies units and direction of relative stop price offset. | John Leung
Lehman Brothers
6/12/2008 |
| 6499 | ApplyRestriction
D, AB, G, AC
To turn ON/OFF restriction such as ERISA for an Order coming to TW. Boolean type (Y/N). If omitted in the message, default to 'Y'. | Wei Koek
TradeWeb
10/21/2009 |
| 6500 | Commission Handling Instructions
TBD
Future Use | George Rosenberger
BNY Brokerage |
| 6501 | Commission Treatment
TBD
Future Use | George Rosenberger
BNY Brokerage |
| 6502 | TrailerNoteSuppressionInd
Suppression indcator for trailer line | Joseph Young
Thomson Reuters
10/1/2009 |
| 6503 | TrailerNote
Allows trailer notes to be added to trades. | Joseph Young
Thomson Reuters
10/1/2009 |
| 6504 | AllocAgreementDesc
String
Allocation account MCA type | Jayaprakash Katari
Bloomberg
10/2/2009 |
| 6505 | AllocAgreementDate
LocalMktDate
Allocation account MCA Date | Jayaprakash Katari
Bloomberg
10/2/2009 |
| 6506 | AllocCalcAgentLocation
String
Allocation calculation agent location | Jayaprakash Katari
Bloomberg
10/2/2009 |
| 6507 | AllocMatrixAgreementType
String
Allocation account matrix agreement type | Jayaprakash Katari
Bloomberg
10/2/2009 |
| 6508 | AllocMcaAnnexDate
LocalMktDate
Allocation MCA annex date | Jayaprakash Katari
Bloomberg
10/2/2009 |
| 6509 | ParticipationRateOffSideAnchor
D, F, G, 8
Reference price.
Values
Blank
1 - open
2 - prev close
3 - arrival
4 - other | Paul Rogers
ICAP
10/13/2009 |
| 6510 | Any Price At Close
D, G
Indicates whether are willing to use a market order during the closing auction. | Miles Dugmore
2/16/2009 |
| 6511 | NumberOfWaves
D, G
Used specify the number of waves an order should be executed in. | Miles Dugmore
6/12/2009 |
| 6512 | QtyPerWave
D, G
Used to specify the quantity issued per wave. | Miles Dugmore
6/12/2009 |
| 6513 | ParticipationRate
D, F, G, 8
Offside participation %
Values
Blank or 0.01 to 1.0 | Paul Rogers
ICAP
10/13/2009 |
| 6514 | IncludeAuction
D, F, G, 8
Values
Blank
1 - None
2 - Close
3 - Open
4 - All
| Paul Rogers
ICAP
10/13/2009 |
| 6515 | NewsID
B (News)
The unique identifier of a textual message sent from the exchange and recorded on the newsboard. | Roger Maumenée
SWX Swiss Exchange |
| 6516 | NewsValidUntil
B (News)
The date after which the associated information is no longer relevant / applicable. | Roger Maumenée
SWX Swiss Exchange |
| 6517 | NewsEventDate
B (News)
The date on which the event referred to in the associated newsboard message occurred. | Roger Maumenée
SWX Swiss Exchange |
| 6518 | NewsType
B (News)
Textual description of the news type or category. | Roger Maumenée
SWX Swiss Exchange |
| 6519 | QuoteReqRefID
R (Quote Request)
Required for Cancel and Replace QuoteReqTransType messages | Roger Maumenée
SWX Swiss Exchange |
| 6520 | TradeTypeCodeList
D, 8, AE
List of SIX Swiss Exchange Trade Type Codes. | Roger Maumenee
SIX Swiss Exchange |
| 6521 | CounterpartyReference
D, 8
The free text identification of a counterparty who is not a member of the
exchange. | Roger Maumenée
SWX Swiss Exchange |
| 6522 | ClientDomicile
D, 8
Client's domicile | Roger Maumenée
SWX Swiss Exchange |
| 6523 | CounterpartyType
D, 8
The unique Identifies of a Counterparty type.
ASSD (Associated Dealers), CUST (Customers),
EFFH (Effektenhändler),
MEMB (Member),
EXCH (Designated Exchange) | Roger Maumenée
SWX Swiss Exchange |
| 6524 | TransactionType
D, 8
Identifies an SWX specific transaction type.
0 = Order, 1 = Trade Confirmation, 2 = Bilateral Trade Reverse, 3 = Reported Trade, 4 = Unilateral Trade Reverse, 5 = Correction
| Roger Maumenée
SWX Swiss Exchange |
| 6525 | SegrClearingAccountType
D, 8
The segregated clearing account type. For example, Client Clearing Account or House Clearing Account.
0 = DF (Default), 1 = CL (Client = Risk is covered by client collateral), 2 = HO (House = Risk is covered by "In House" collateral) | Roger Maumenée
SWX Swiss Exchange |
| 6526 | SegrSettleAccountType
D, 8
The segregated settlement account type. For example, can be used to distinguish different taxation treatments in settlement.
0 = DF (Default) | Roger Maumenée
SWX Swiss Exchange |
| 6527 | SettlementInst
D, 8
Defines to which degree the clearing and settlement of an off order book trade should be automatically instructed. For example, settled manually, automatic clearing and settlement or only automatic settlement i.e. no clearing.
0=Automatic (Settlement & Clearing), 1 = Settlement only, 2 = Manual | Roger Maumenée
SWX Swiss Exchange |
| 6528 | OrderCapacity
D,G,8
Custom field for FIX 4.2 users that want to adopt the FIX 4.3 OrderCapacity field
Designates the capacity of the firm placing the order.
Valid values:
A = Agency
G = Proprietary
I = Individual
P = Principal (Note for CMS purposes, Principal includes Proprietary)
R = Riskless Principal
W = Agent for Other Member
(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions field)
(see Volume 1: "Glossary" for value definitions) | Jim Northey
Chicago Board Options Exchange |
| 6529 | OrderRestrictions
D,G,8
Custom field for FIX 4.2 users that want to adopt the FIX 4.3 field.
Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.
Valid values:
1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker or Specialist in the underlying security of a derivative security
7 = Foreign Entity (of foreign governmnet or regulatory jurisdiction)
8 = External Market Participant
9 = External Inter-connected Market Linkage
A = Riskless Arbitrage
| Jim Northey
Chicago Board Options Exchange |
| 6530 | QuoteReqTransType
R (QuoteRequest)
Identifies Quote Request message transaction type
Data type: char
Valid values:
N = New
C = Cancel
R = Replace | Roger Maumenée
SWX Swiss Exchange |
| 6531 | InclSettlementAmount
D, 8, S
An amount added to the calculated settlement amount. | Roger Maumenée
SWX Swiss Exchange |
| 6532 | InclSettlementCurrencyCode
D, 8, S
Currency identifier of 6531 InclSettlementAmount | Roger Maumenée
SWX Swiss Exchange |
| 6533 | PublicTradeTypeCodeList
8, S, X
Published list of SWX trade type codes. | Roger Maumenée
SWX Swiss Exchange |
| 6534 | CounterpartyClientDomicile
D, 8
Counterparty Client's domicile | Roger Maumenée
SWX Swiss Exchange |
| 6535 | CounterpartyClientReference
D, 8
Counterparty Member Reference | Roger Maumenée
SWX Swiss Exchange |
| 6536 | CounterpartyOrderCapacity
D, G, 8
Custom field for FIX 4.2 users that want to adopt the FIX 4.3 OrderCapacity field Designates the capacity of the counterparty of the order. Valid values: A = Agency G = Proprietary I = Individual P = Principal (Note for CMS purposes, Principal includes Proprietary) R = Riskless Principal W = Agent for Other Member (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions field) (see Volume 1: "Glossary" for value definitions) | Roger Maumenée
SWX Swiss Exchange |
| 6537 | PrimaryOnly
D, F, G, 8
Used to specify Track Volume. Values: 1 - Primary, 2 - Consolidated | Paul Rogers
ICAP
10/7/2009 |
| 6538 | IfIncomplete
D, F, G, 8
Values
1 - cancel balance
2 - IS
3 - inline 10%
4 - inline 15%
5 - inline 20%
6 - inline 25%
7 - inline 30%
8 - VWAP 1 hour
9 - VWAP to close
10 - Target close
| Paul Rogers
ICAP
10/7/2009 |
| 6539 | PriceReferenceId
D, F, G, 8
Relative to instrument | Paul Rogers
ICAP
10/7/2009 |
| 6540 | PriceOffset
D, F, G, 8
Percentage. Values: 0 to 0.25 | Paul Rogers
ICAP
10/7/2009 |
| 6541 | PriceReferenceAnchor
D, F, G, 8
Values:
1 - none
2 - open
3 - prev close
4 - arrival
| Paul Rogers
ICAP
10/7/2009 |
| 6542 | AuctionAway
D, F, G, 8
Auction protection (% from cont last). Values: 0 to 0.7 | Paul Rogers
ICAP
10/7/2009 |
| 6543 | Max2BX
D, F, G, 8
Max of order to BlockCross (%)Percentage. Values: 0 to 100. | Paul Rogers
ICAP
10/7/2009 |
| 6544 | TimeInBX
D, F, G, 8
Values:
1 - zero
2 - indefinitely
3 - 5 min
4 - 45 min
5 - 1 hour
6 - until auction
7 - other
| Paul Rogers
ICAP
10/7/2009 |
| 6545 | TimeInBXValue
D, F, G, 8
Rest order in BX before printing for. Values: Null or > 5 | Paul Rogers
ICAP
10/7/2009 |
| 6546 | TargAuctPart
D, F, G, 8
Target auction participation (%). Values: 0.01 to 0.7 | Paul Rogers
ICAP
10/7/2009 |
| 6547 | TargetDayVolAuction
D, F, G, 8
Target % of days volume in auction. Values: 0.01 to 0.7 | Paul Rogers
ICAP
10/7/2009 |
| 6548 | CrossID
Adoption of 548 for FIX 4.2 & Prior FIX version users | Roseate L. Wagner
Merrill Lynch |
| 6549 | CrossType
Adoption of tag549 for FIX 4.2 & Prior FIX version users | Roseate L. Wagner
Merrill Lynch |
| 6550 | ContMarketPart
D, F, G, 8
continuous market participation (%). Values 0.01 to 0.7 | Paul Rogers
ICAP
10/7/2009 |
| 6551 | PostInLit
D, F, G, 8
Post for liquidity in ‘lit’ venues. Values: True, False | Paul Rogers
ICAP
10/7/2009 |
| 6552 | NoSides
Cross-orders
Number of Side repeating group instances. Format=int. Custom field for FIX4.2 users that want to adopt FIX4.3 field 552. | Antonio Caroselli
GATE Tecnologie Informatiche |
| 6553 | Username
Logon
Custom field for FIX4.2 users that want to adopt FIX4.3 field 553 | Jonathan Scott
Future Dynamics Ltd |
| 6554 | Password
Logon
Custom field for FIX4.2 users that want to adopt FIX4.3 field 554 | Jonathan Scott
Future Dynamics Ltd |
| 6555 | OrigTrdMatchID
AE, AR, AK
Trade id of the original trade. This is indicated when either a trade reversal or a nostro correction is transacted. | Roger Maumenée
SWX Swiss Exchange |
| 6556 | BusinessTransactionType
AE, AR
Indication of the business transaction.
Valid value:
TradeAdvice
| Roger Maumenée
SWX Swiss Exchange |
| 6557 | ConfirmReasonCode
AK (Confirmation)
The reason for this confirmation.
Valid values:
NCBC = BuyNostroCorrectionCancel
NCBR = BuyNostroCorrectionResend
CCPR = CCPRejection
ECCA = ExchangeControlCancel
ECIS = ExchangeControlISINChange
ECRS = ExchangeControlResend
ECRB = ExchangeControlResendBilateral
ORIG = OriginalTrade
PRHB = ProcessHeldBackTrade
NCSC = SellNostroCorrectionCancel
NCSR = SellNostroCorrectionResend
TREV = TradeReversal
| Roger Maumenée
SWX Swiss Exchange |
| 6558 | ParticipantRoleIndicator
AK (Confirmation)
Indication of the participant's role in the context of a confirmation.
Valid values:
0 = Buyer
1 = SettlementAgentBuyersSide
2 = GCMBuyersSide
6 = GCMSellersSide
7 = SettlementAgentSellersSide
8 = Seller
| Roger Maumenée
SWX Swiss Exchange |
| 6559 | CalcInclSettlCurrAmt
AK (Confirmation)
Is required if a commission has been entered by the trading participant.
The amount in the instrument's settlement currency added to the trade's settlement amount due to the Commission and CommCurrency.
| Roger Maumenée
SWX Swiss Exchange |
| 6560 | InterestPaymentCurrency
AK (Confirmation)
The currency applicable to an accrued interest amount. | Roger Maumenée
SWX Swiss Exchange |
| 6561 | SettlCurrAmtValid
AK (Confirmation)
Indicates how the settlement amount has been calculated.
Valid values:
NSAZ = NotCalculatedSettlAmountInvalid
NFWT = NotCalculatedStandardForwardTrade
NMIS = NotCalculatedStaticDataMissing
NTRD = NotCalculatedTradeDateMarketHoliday
NTPZ = NotCalculatedTradePriceInvalid
NTSZ = NotCalculatedTradeSizeInvalid
NVAD = NotCalculatedValueDateEntered
CALC = SettlementAmountCalculatedNormalCase | Roger Maumenée
SWX Swiss Exchange |
| 6562 | SettlementChainControlCode
AK (Confirmation)
The unique identifier of a settlement chain control.
Valid values:
BAUT = BilateralAutomaticSettlementFlagOff
BCPO = BilateralClrgPreventionSettlOnly
BCPF = BilateralClrgPrevNoClrgNoSettl
BBRS = BilateralExchControlResendBilateral
BMCO = BilateralManualClearingTypeAS
BMCF = BilateralManualClearingTypeManual
BNCC = BilateralNoCCP
BNSA = BilateralNoSettlAmountCalculated
BNSC = BilateralNoSettlChainsDetermined
BOOC = BilateralOobClearingFlagOff
BOOT = BilateralOutsideClearingOpeningTime
MUSE = MultilateralViaCCP
| Roger Maumenée
SWX Swiss Exchange |
| 6563 | SettlementStatusCode
AK (Confirmation)
The unique identifier of a settlement status.
Valid values:
CA = CancelAccepted
CP = CancelPending
CR = CancelRejected
CS = CancelSent
CN = CancelTechNOK
CW = CancelWithoutMsg
RN = ClrgRuleNotReady
IC = InterfaceClosed
MA = MissingAccruedInt
MC = MissingChangeFix
MS = MissingSettleDate
MD = MissingStaticData
NA = NoAutomaticCandS
SA = SettlMsgAccepted
SR = SettlMsgRejected
SS = SettlMsgSent
SN = SettlMsgTechNOK
| Roger Maumenée
SWX Swiss Exchange |
| 6564 | IsCancelled
B (News)
Indicates whether or not a textual message, sent from the exchange has been cancelled by the exchange. | Roger Maumenée
SWX Swiss Exchange |
| 6565 | SourceExchange
B, X
The exchange from where the news message or book information origins. | Roger Maumenée
SWX Swiss Exchange |
| 6566 | NumberOfQuotes
W, X
Number of quotes in a book entry. | Roger Maumenée
SWX Swiss Exchange |
| 6567 | ReferencePriceType
W, X
Indication of the reference price type which indicates the source of the corresponding reference price.
Valid values:
0 = Adjusted Price
1 = Adjustment Home Market
2 = Input Price
3 = Last Paid Price
4 = Mistrade Adjustment
5 = System Adjusted Price
| Roger Maumenée
SWX Swiss Exchange |
| 6568 | RandomisedInterval
h (TradingSessionStatus)
Time spread for randomised transitions (of trading schedules).
Format HH:MM:SS.
| Roger Maumenée
SWX Swiss Exchange |
| 6569 | TransitionStatus
h (TradingSessionStatus)
Status of a trading schedule transition.
Valid values:
0 = Pending
1 = Triggered
2 = Deleted
3 = Failed
| Roger Maumenée
SWX Swiss Exchange |
| 6570 | BookCondition
f (SecurityStatus)
The current condition of a book.
Valid values:
0 = Delayed Opening
1 = Delayed Opening with Non Opening
2 = Non Opening
3 = None
4 = Stop Trading
5 = Stop Trading with Non Opening
6 = Underlying Condition
7 = Underlying Condition with Non Opening
| Roger Maumenée
SWX Swiss Exchange |
| 6571 | MDExecDate
X (MarketDataIncrementalRefresh)
Execution date. | Roger Maumenée
SWX Swiss Exchange |
| 6572 | MDExecTime
X (MarketDataIncrementalRefresh)
Execution time. | Roger Maumenée
SWX Swiss Exchange |
| 6573 | NumberOfTrades
X (MarketDataIncrementalRefresh)
Number of trades cumulated in a message. | Roger Maumenée
SWX Swiss Exchange |
| 6574 | TradeOrigin
8
System/Firm where the trade originated | Murari Cholappadi
JPMorganChase
3/9/2009 |
| 6575 | StampTax
8
Stamp Tax when choosing to send an exclusive field instead of using MiscFee repeating group | Murari Cholappadi
JPMorganChase
3/9/2009 |
| 6576 | Levy
8
Levy | Murari Cholappadi
JPMorganChase
3/9/2009 |
| 6577 | Tariff
8
Tariff | Murari Cholappadi
JPMorganChase
3/9/2009 |
| 6578 | BrokerDealerServiceFee
8
Broker Dealer Service Fee | Murari Cholappadi
JPMorganChase
3/9/2009 |
| 6579 | SettlCommunicationService
8
Communication service required to instruct settlement - used to cater to situations where client specifies settlement instruction as part of the trade. | Murari Cholappadi
JPMorganChase
3/9/2009 |
| 6580 | BeneficiaryName
8
Beneficiary Name required to instruct settlement - used to cater to situations where client specifies settlement instruction as part of the trade. | Murari Cholappadi
JPMorganChase
3/9/2009 |
| 6581 | BeneficiaryCode
8
Beneficiary Code e.g. BIC etc required to instruct settlement - used to cater to situations where client specifies settlement instruction as part of the trade. | Murari Cholappadi
JPMorganChase
3/9/2009 |
| 6582 | CustOrderCapacity
8,D,G
Capacity of customer placing the order. FIX 4.3 tag 582 - included as a custom field for FIX 4.2 early adopters. | Jim Northey
Chicago Board Options Exchange |
| 6583 | SpreadPremium
D, E, F, G
Spread premium in dollars. | John Leung
|
| 6584 | SpreadPctPremium
D, E, F, G
spread % premium | John Leung
Lehman Brothers |
| 6585 | SpreadPctDiscount
D, E, F, G
Spread discount in percentage | John Leung
Lehman Brothers |
| 6586 | CashOffset
D, E, F, G
cash offset amount | John Leung
Lehman Brothers |
| 6587 | ExecutionMethod
D, E, F, G
1 - Lean Buy
2 - Lean Sell | John Leung
Lehman Brothers |
| 6588 | TradeClipShares
D, E, F, G
Trade clip in shares | John Leung
Lehman Brothers |
| 6589 | TradeClipPct
D, E, F, G
Trade clip in percentage | John Leung
Lehman Brothers |
| 6590 | TradeClip
D, E, F, G
Trade clip in dollars | John Leung
Lehman Brothers |
| 6591 | BlockSeqNumber
Block Sequence Number. | Mikael Vessgård
Nasdaq OMX
8/28/2008 |
| 6592 | VersionID
Version Identification in Block Header. | Mikael Vessgård
Nasdaq OMX
8/28/2008 |
| 6593 | BeneficiaryAcctNum
8
Beneficiary Account Number required to instruct settlement - used to cater to situations where client specifies settlement instruction as part of the trade. | Murari Cholappadi
JPMorganChase
3/9/2009 |
| 6594 | LocalAgentName
8
Local Agent Name required to instruct settlement - used to cater to situations where client specifies settlement instruction as part of the trade. | Murari Cholappadi
JPMorganChase
3/9/2009 |
| 6595 | LocalAgentCode
8
Local Agent Code required to instruct settlement - used to cater to situations where client specifies settlement instruction as part of the trade. | Murari Cholappadi
JPMorganChase
3/9/2009 |
| 6596 | LocalAgentAcctNum
8
Local Agent Account Number required to instruct settlement - used to cater to situations where client specifies settlement instruction as part of the trade. | Murari Cholappadi
JPMorganChase
3/9/2009 |
| 6597 | GlobalAgentName
8
Global Agent Name required to instruct settlement - used to cater to situations where client specifies settlement instruction as part of the trade. | Murari Cholappadi
JPMorganChase
3/9/2009 |
| 6598 | GlobalAgentCode
8
Global Agent Code required to instruct settlement - used to cater to situations where client specifies settlement instruction as part of the trade. | Murari Cholappadi
JPMorganChase
3/9/2009 |
| 6599 | GlobalAgentAcctNum
8
Global Agent Account Number required to instruct settlement - used to cater to situations where client specifies settlement instruction as part of the trade. | Murari Cholappadi
JPMorganChase
3/9/2009 |
| 6600 | TestMessageIndicator
Logon
Flags session as a Test rather than Production session
<p>
** ADDED TO FIX 4.3 AS TAG: 464 TestMessageIndicator ** | Wei Seong Koek
TradeWeb LLC |
| 6601 | Password
Optionally used in Logon message. | Wei Seong Koek
TradeWeb LLC |
| 6602 | MultilegComponent
8
boolean. A value of Y indicates the trade is a component of a multi-part order - swap, switch, butterfly, cross etc. | Wei Seong Koek
TradeWeb LLC |
| 6603 | LotSize
Fill quantity increment above the initial fill size. | Wei Seong Koek
TradeWeb LLC |
| 6604 | Replenish
BOolean: Replenish trade quantity from OrderQty after the first fill. Used together with MaxFloor (111) for hidden-quantity trading. | Wei Seong Koek
TradeWeb LLC |
| 6605 | Spread
ExecutionReport
Either swap spread or spread-to-benchmark
<p>
** ADDED TO FIX 4.3 AS TAG: 218 Spread ** | Wei Seong Koek
TradeWeb LLC |
| 6606 | TraderID
NewOrderSingle, ExecutionReport
Buyside trader initiating the order
<p>
** ADDED TO FIX 4.3 through <Parties> component block ** | Wei Seong Koek
TradeWeb LLC |
| 6607 | ExDividend
[4.2] Boolean: Instrument is trading ex-dividend. Supported in [4.4] using SymbolSfx(65)=EX. | Wei Seong Koek
TradeWeb LLC |
| 6608 | Yield
ExecutionReport
Yield percentage
<p>
** ADDED TO FIX 4.3 AS TAG: 236 Yield **
| Wei Seong Koek
TradeWeb LLC |
| 6609 | SecurityTypeExtended
NewOrderSingle, ExecutionReport, Allocation
Extends FIX field 167 for Fixed Income
<p>** 167 SecurityType was extended in FIX 4.3 ** | Wei Seong Koek
TradeWeb LLC |
| 6610 | BrokerClearingID
Identifier of Broker’s clearing instructions. | Wei Seong Koek
TradeWeb LLC |
| 6611 | TotalAccruedInterestAmt
ExecutionReport, Allocation
Block level accrued interest
<p>
** 540 TotalAccruedInterestAmt was added to appropriate messages in FIX 4.3 ** | Wei Seong Koek
TradeWeb LLC |
| 6612 | NetMoney
ExecutionReport, Allocation
Block level net money<p>** 118 NetMoney was added to appropriate messages in FIX 4.3 ** | Wei Seong Koek
TradeWeb LLC |
| 6613 | ProductExtended
NewOrderSingle, ExecutionReport, Allocation
Extends FIX field 460 for Fixed Income.<p>** 460 Product was extended in FIX 4.3 ** | Wei Seong Koek
TradeWeb LLC |
| 6614 | PriceType
NewOrderSingle, ExecutionReport, Allocation
Specifies the how the price field is expressed1-Percentage, 4-Discount, 9-Spread<p>** Added to FIX 4.3 as tag: 423 PriceType ** | Wei Seong Koek
TradeWeb LLC |
| 6615 | AllocStatus
[4.2] Valid values
0: Accepted, Processed - allocations were sent to the counterparty.
3: Received, not yet processed - allocations have been saved but not sent.
In 4.4 as tag AllocStatus 87 | Wei Seong Koek
TradeWeb LLC |
| 6616 | OrderCreateTime
UTC timestamp when the order was created. | Wei Seong Koek
TradeWeb LLC |
| 6617 | SecondaryOrdID
The unique trade reference assigned by the ATS. UDF 6617 is needed only in the DontKnowTrade message. In all others use tag 198. | Wei Seong Koek
TradeWeb LLC |
| 6618 | AllocGiveUpBroker
[4.2] In an Allocation instance, identifier of the Prime Broker serving as Give-Up Firm. | Wei Seong Koek
TradeWeb LLC |
| 6619 | AllocGTSBroker
[4.2] In an Allocation instance, identifier of the Prime Broker providing General Trade Services. | Wei Seong Koek
TradeWeb LLC |
| 6620 | IssueDate
NewOrderSingle, ExecutionReport, Allocation
Date bond was issued<p>** Added to FIX 4.3 as tag: 225 IssueDate ** | Wei Seong Koek
TradeWeb LLC |
| 6621 | Factor
NewOrderSingle, ExecutionReport, Allocation
Fraction for deriving Current Value from Qty <p>** Added to FIX 4.3 as tag: 228 Factor ** | Wei Seong Koek
TradeWeb LLC |
| 6622 | BenchmarkYield
Yield of the benchmark security. | Wei Seong Koek
TradeWeb LLC |
| 6623 | AssetSwapSpread
The difference between the bond yield and the LIBOR curve, expressed in basis points. | Wei Seong Koek
TradeWeb LLC |
| 6624 | ISpread
The difference in basis points between a bond's yield-to-maturity and the projected/interpolated swap rate on the bond's maturity/workout date. | Wei Seong Koek
TradeWeb LLC |
| 6625 | ZSpread
The number of basis points one needs to apply to a series of zero rates such that, the present value of the bond, accounted for accrued interest, equals to the sum of all future cashflows discounted using the adjusted zero rate. | Wei Seong Koek
TradeWeb LLC |
| 6626 | MDEntryHiddenSize
W
Hidden size (Qty) - shown only to the originating dealer | Wei Seong Koek
TradeWeb LLC |
| 6627 | ContraFeesSw
8
Indicator used to determine if fees should be applied to contra side of trade. | Rich Kiehl
Thomson Financial - BETA Systems |
| 6628 | NoYields
ExecutionReport
Number of yields. Allows repeating groups consisting of YieldType (235), Yield (236), and BasisFeatureDate (259). | Kevin Bilello
Thomson Beta Systems |
| 6629 | YieldType
ExecutionReport
Specifies how Yield is expressed <p>** Added to FIX 4.3 as tag: 235 YieldType ** | Wei Seong Koek
TradeWeb LLC |
| 6630 | ListID
Customer-assigned identifier for List Orders. ListID(6630) is used in NewOrder and OrderReplace. Tag ListID(66) is used in ExecutionReport and AllocationReport. | Wei Seong Koek
TradeWeb LLC |
| 6631 | Username
[4.2] Used in Logon. Replaced in 4.4 by Username(533). | Wei Seong Koek
TradeWeb LLC |
| 6632 | BenchmarkSecurityDesc
Benchmark security description. | Wei Seong Koek
TradeWeb LLC |
| 6633 | BenchmarkSymbolSfx
"WI" if When Issued. | Wei Seong Koek
TradeWeb LLC |
| 6634 | NoStipulations
NewOrderSingle, ExecutionReport
Number of stipulation entries<p>** Added to FIX 4.3 as tag: 232 NoStipulations ** | Wei Seong Koek
TradeWeb LLC |
| 6635 | StipulationType
NewOrderSingle, ExecutionReport
Stipulation type – see 4.3 spec<p>** Added to FIX 4.3 as tag: 233 StipulationType ** | Wei Seong Koek
TradeWeb LLC |
| 6636 | StipulationValue
NewOrderSingle, ExecutionReport
Structured stipulation value – see 4.3 spec<p>** Added to FIX 4.3 as tag: 234 StipulationValue ** | Wei Seong Koek
TradeWeb LLC |
| 6637 | MaturityDate
NewOrderSingle, ExecutionReport, Allocation
Bond maturity date<p>** Added to FIX 4.3 as tag: 541 MaturityDate ** | Wei Seong Koek
TradeWeb LLC |
| 6638 | AllocClearingFirm
NewOrderSingle,Allocation
For instructing and reporting allocation clearing for non-US issues<p>** Added to FIX 4.3 through <NestedParties> component block ** | Wei Seong Koek
TradeWeb LLC |
| 6639 | LegLastParPx
Last price for the leg expressed in percent-of-par. Conditionally required when LegLastPx is expressed in Yield, Spread, Discount or any other type and the product supports a percent-of-par price. | Wei Seong Koek
TradeWeb LLC |
| 6640 | LastParPx
ExecutionReport
Price expressed in percent-of-par when ParPx is in discount or spread | Wei Seong Koek
TradeWeb LLC |
| 6641 | BookingID
BookingReport (UB)
Event reference for BookingReport | Wei Seong Koek
TradeWeb LLC |
| 6642 | BookingTransType
BookingReport (UB)
Enumeration: 0-New, 1-Cancel, 2-Correct | Wei Seong Koek
TradeWeb LLC |
| 6643 | BookingStatus
BookingReport (UB)
Enumeration: 1-Affirmed, 2-Unknown account, 3-Missing settlement instructions, 4-Canceled | Wei Seong Koek
TradeWeb LLC |
| 6644 | BenchmarkPrice
[4.2] Specifies the price of the benchmark. | Wei Seong Koek
TradeWeb LLC |
| 6645 | BenchmarkPriceType
[4.2] Identifies the denomination of BenchmarkPrice(6645). Same values as PriceType(423).
| Wei Seong Koek
TradeWeb LLC |
| 6646 | BenchmarkSecurityIDSource
[4.2] Identifies the source of the Benchmark Security ID. Valid values are 1=CUSIP 2=SEDOL 4=ISIN
| Wei Seong Koek
TradeWeb LLC |
| 6647 | FloatingRate
Boolean: Identifies a Floating Rate Note. | Wei Seong Koek
TradeWeb LLC |
| 6648 | AllocStepOutBroker
[4.2] In an Allocation instance, identifier of the Prime Broker serving as Step-Out Firm. | Wei Seong Koek
TradeWeb LLC |
| 6649 | PreFactored
Boolean: Unlike TIPS, MBS or EUR-denominated Inflation Linked Bonds, GBP ILBs trade with the inflation ratio already factored into the price. PreFactored=Y clarifies that attribute. | Wei Seong Koek
TradeWeb LLC |
| 6650 | MsgVersion
Identifies the message version number, e.g. 1.0. | Wei Seong Koek
TradeWeb LLC |
| 6651 | TerminationType
[4.2] USRP Values
1=Overnight
2=Term
3=Flexible
4=Open
Replaced in 4.4 by tag 788. | Wei Seong Koek
TradeWeb LLC |
| 6652 | NoUnderlyings
[4.2] begins the Underlyings repeating group. | Wei Seong Koek
TradeWeb LLC |
| 6653 | UnderlyingSecurityType
Values: TREASURY MORTGAGE AGENCY OTHER
| Wei Seong Koek
TradeWeb LLC |
| 6654 | UnderlyingSecuritySubtype
[4.2] E.g. GENERAL | Wei Seong Koek
TradeWeb LLC |
| 6655 | FinOrderQty
Execution Report
Final order quantity. Used to support an inquiry model where the final inquiry size may be different than the original order size (OrderQty). | Jessica Zahnow
Market Axess |
| 6656 | NoUnderlyingStips
[4.2] Begins the UnderlyingStips repeating group. | Wei Seong Koek
TradeWeb LLC |
| 6657 | UnderlyingStipType
[4.2] Stipulation type: Values include MATURITY TYPE SCHEDULE
| Wei Seong Koek
TradeWeb LLC |
| 6658 | UnderlyingStipValue
[4.2] MATURITY Values:
0Y-1Y - Less than 1 year
1Y-5Y - Less than 5 years
5Y-10Y - Less than 10 years
10Y-30Y - Less than 30 years
TYPE Value: STRIPS
SCHEDULE Value: Schedule ID, usually a digit
| Wei Seong Koek
TradeWeb LLC |
| 6659 | DatedDate
[4.2] The date the security is dated if different from the first IssueDate, in YYYYMMDD format. | Wei Seong Koek
TradeWeb LLC |
| 6660 | LegDatedDate
[4.2] The date the leg security is dated if different from the first LegIssueDate, in YYYYMMDD format. | Wei Seong Koek
TradeWeb LLC |
| 6661 | GiveUpBroker
[4.2] Identifier of the Prime Broker serving as Give-Up Firm. | Wei Seong Koek
TradeWeb LLC |
| 6662 | GTSBroker
[4.2] Identifier of the Prime Broker providing General Trade Services. | Wei Seong Koek
TradeWeb LLC |
| 6663 | StepOutBroker
[4.2] Identifier of the Prime Broker serving as Step-Out Firm. | Wei Seong Koek
TradeWeb LLC |
| 6664 | Term
Encoded term of a deposit or derivative trade: 1D, 3M, 10Y, etc. | Wei Seong Koek
TradeWeb LLC |
| 6665 | NoLegs
NewOrderSingle, ExecutionReport
Number of Legs in a multi-issue trade<p>** Added to FIX 4.3 as tag: 555 NoLegs ** | Wei Seong Koek
TradeWeb LLC |
| 6666 | LegSide
NewOrderSingle, ExecutionReport
Buy or Sell leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 624 LegSide ** | Wei Seong Koek
TradeWeb LLC |
| 6667 | LegOrderQty
NewOrderSingle, ExecutionReport
Order quantity of one leg of a multi-issue trade | Wei Seong Koek
TradeWeb LLC |
| 6668 | LegSwapType
NewOrderSingle, ExecutionReport
Substitute for LegOrderQty (6667) for one leg of a multi-issue trade: ParForPar, Duration, Risk, Proceeds | Wei Seong Koek
TradeWeb LLC |
| 6669 | LegFactor
NewOrderSingle, ExecutionReport
Fraction for deriving current value from Qty for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 253 LegFactor ** | Wei Seong Koek
TradeWeb LLC |
| 6670 | LegSecurityID
NewOrderSingle, ExecutionReport
CUSIP or ISIN of one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 602 LegSecurityID ** | Wei Seong Koek
TradeWeb LLC |
| 6671 | LegIDSource
NewOrderSingle, ExecutionReport
Security ID source for one leg of a multi-issue trade - see values for IDSource<p>** Added to FIX 4.3 as tag: 603 LegIDSource ** | Wei Seong Koek
TradeWeb LLC |
| 6672 | LegProduct
NewOrderSingle, ExecutionReport
Product for one leg of a multi-issue trade – see Product 6613<p>** Added to FIX 4.3 as tag: 607 LegProduct ** | Wei Seong Koek
TradeWeb LLC |
| 6673 | LegSecurityType
NewOrderSingle, ExecutionReport
SecurityType for one leg of a multi-issue trade – see SecurityType 6609<p>** Added to FIX 4.3 as tag: 609 LegSecurityType ** | Wei Seong Koek
TradeWeb LLC |
| 6674 | LegIssuer
NewOrderSingle, ExecutionReport
Issuer for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 617 LegIssuer ** | Wei Seong Koek
TradeWeb LLC |
| 6675 | LegCouponRate
NewOrderSingle, ExecutionReport
Coupon rate for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 615 LegCouponRate ** | Wei Seong Koek
TradeWeb LLC |
| 6676 | LegMaturityDate
NewOrderSingle, ExecutionReport
Maturity date for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 611 LegMaturityDate ** | Wei Seong Koek
TradeWeb LLC |
| 6677 | LegSecurityDesc
NewOrderSingle, ExecutionReport
Security description for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 620 LegSecurityDesc ** | Wei Seong Koek
TradeWeb LLC |
| 6678 | LegCurrency
NewOrderSingle, ExecutionReport
Currency for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 556 LegCurrency ** | Wei Seong Koek
TradeWeb LLC |
| 6679 | LegSettlmntTyp
NewOrderSingle, ExecutionReport
Settlement type for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 587 LegSettlmntTyp ** | Wei Seong Koek
TradeWeb LLC |
| 6680 | LegFutSettDate
NewOrderSingle, ExecutionReport
Future settlement date for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 588 LegFutSettDate ** | Wei Seong Koek
TradeWeb LLC |
| 6681 | LegNoAllocs
NewOrderSingle
Number of allocations for one leg of a multi-issue trade | Wei Seong Koek
TradeWeb LLC |
| 6682 | LegAllocAccount
NewOrderSingle
Allocation account for one leg of a multi-issue trade | Wei Seong Koek
TradeWeb LLC |
| 6683 | LegAllocQty
NewOrderSingle
Allocation quantity for one leg of a multi-issue trade | Wei Seong Koek
TradeWeb LLC |
| 6684 | LegAllocClearingFirm
NewOrderSingle
Allocation clearing firm for one leg of a multi-issue trade | Wei Seong Koek
TradeWeb LLC |
| 6685 | MDAggressorSide
W
In MD Trade entries. Values: 1 = Take 2 = Hit | Wei Seong Koek
TradeWeb LLC |
| 6686 | LegNoStipulations
NewOrderSingle, ExecutionReport
Number of stipulation entries for one leg of a multi-issue trade | Wei Seong Koek
TradeWeb LLC |
| 6687 | LegStipulationType
NewOrderSingle, ExecutionReport
Stipulation type for one leg of a multi-issue trade – see 4.3 spec | Wei Seong Koek
TradeWeb LLC |
| 6688 | LegStipulationValue
NewOrderSingle, ExecutionReport
Structured stipulation value for one leg of a multi-issue trade – see 4.3 spec | Wei Seong Koek
TradeWeb LLC |
| 6689 | ContractSettlementMonth
NewOrderSingle,ExecutionReport, Allocation
Month that a TBA contract settles | Wei Seong Koek
TradeWeb LLC |
| 6690 | LegContractSettlmntMonth
NewOrderSingle, ExecutionReport
Month that a TBA contract settles for one leg of a multi-issue trade | Wei Seong Koek
TradeWeb LLC |
| 6691 | WhenIssued
Boolean: Indicates that the instrument described by the CUSIP or ISIN on the order is being traded "when-issued". This attribute is supported in [4.4] through SymbolSfx(65)=WI | Wei Seong Koek
TradeWeb LLC |
| 6692 | LegIssueDate
NewOrderSingle, ExecutionReport
Issue date for one leg of a multi-issue trade | Wei Seong Koek
TradeWeb LLC |
| 6693 | BenchmarkSecurityID
ExecutionReport
CUSIP or ISIN of the benchmark instrument | Wei Seong Koek
TradeWeb LLC |
| 6694 | LegClearingFirm
NewOrderSingle, ExecutionReport
Clearing firm for one leg of a multi-issue trade | Wei Seong Koek
TradeWeb LLC |
| 6695 | InterestAtMaturity
Execution Report, Allocations
For communicating, at the block level, the interest payment at maturity for interest bearing CPs and CDs |
Brook Path Partners, Inc. |
| 6696 | AllocInterestAtMaturity
Allocations
For communicating, at the allocation breakdown level, the interest payment at maturity for interest bearing CPs and CDs. |
Brook Path Partners, Inc. |
| 6697 | BenchIDSource
Execution Report
To be used with Tag 6693 (BenchmarkSecurityID). ID Source of the benchmark security - same values as Tag 22 (SecurityIDSource) | Thomas Hill
Market Axess |
| 6698 | CrossExecID
Execution Report
For fixed income cross/swap trades - ExecID of the Execution Report for the other side of a cross/swap trade | Thomas Hill
Market Axess |
| 6699 | ApplicationQueueDepth
All
Custom header field that provides the number of application level even
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