The table below summarizes currently used custom fields.
Members of the FIX community who make use of custom fields may want to register and log in so they can add their fields on this page in an effort to avoid duplicate FieldIDs.
User fields in the range 8000-8999 are currently reserved for work-in-progress in Japan and China.
| Tag | Field / FIX MsgTypes / Description | Created by |
|---|
|
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 6321 | OldRiskClass
String
Old Risk Class for allocation | P Basu
|
| 6322 | RiskClass
String
Risk class for a trade | P Basu
|
| 6336 | Trading Session ID
adoption of tag336 in FIX4.2 |
Merill Lynch |
| 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 |
Bloomberg L.P
7/23/2008 |
| 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 |
| 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 |
| 6396 | RejectCode
To specify reject reason in user-defined FIX message types |
Millennium Information Technologies |
| 6398 | StreamingQuoteTime
R
Used for enabling/disabling FX mkt data |
|
| 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 |
Merill Lynch |
| 6471 | StartingPrice |
Merill Lynch |
| 6472 | ReportFlowFlag
8
Controls reporting to various ML reporting systems. |
Merrill Lynch & Company |
| 6473 | PrefPostDest |
Merill Lynch |
| 6474 | ExcludePostDest |
Merill Lynch |
| 6475 | ClientIndicator |
Merill Lynch |
| 6476 | PassiveQty | Roseate L. Wagner
Merrill Lynch |
| 6477 | DynamicDriverType |
Merill Lynch |
| 6478 | SpeedRelSecurityID |
Merill Lynch |
| 6479 | SpeedRelIDSource |
Merill Lynch |
| 6480 | SpeedRelPrice |
Merill Lynch |
| 6481 | SpeedRelTarget% |
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 |
| 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 |
| 6500 | Commission Handling Instructions
TBD
Future Use | George Rosenberger
BNY Brokerage |
| 6501 | Commission Treatment
TBD
Future Use | George Rosenberger
BNY Brokerage |
| 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 SWX trade type codes. | Roger Maumenée
SWX 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 |
| 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 |
| 6552 | NoSides |
