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User Defined Fields Repository

The table below summarizes currently used custom fields.

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.

Click here to download this table as an Excel spreadsheet.

User fields in the range 8500-8999 are currently reserved for work-in-progress in China.

TagField / FIX MsgTypes / DescriptionCreated by
6000DiscretionUsedSw
D,F,G,8
Indicates whether or not discretion should be used		Kevin Bilello
Beta Systems
6001AccountType
D,F,G,8
Used to identify the account type		Kevin Bilello
Beta Systems
6002ReportedTradePrice
D,F,G,8
Used to identify the reported trade price		Kevin Bilello
Beta Systems
6003ExchangeCode
D,F,G,8
Used to identify the routing destination for an order or trade		Kevin Bilello
Beta Systems
6004ContraAccount
D,F,G,8
Used to identify a contra account		Kevin Bilello
Beta Systems
6005ContraAccountType
D,F,G,8
Used to identify the contra account type		Kevin Bilello
Beta Systems
6006AccountSource
D,G,8
Field identifies the source of the account value		Kevin Bilello
Beta Systems
6007ContraAccountSource
D,G,8
Field identifies the source of the contra account		Kevin Bilello
Beta Systems
6008CancelRebillReason
D,F,G,8
Used to identify a cancel rebill reason		Kevin Bilello
Beta Systems
6009BasisPriceTradeInd
D,F,G,8
Used to identify a basis price trade		Kevin Bilello
Beta Systems
6010BypassPrimeBrokerSw
8,D,Q
Provides the ability on a prime broker trade to indicate that the trade occurred outside. 		Kevin Bilello
Beta Systems
6011TTOSubNo
8,Q
Used to validate a This Time Only Rep in a service bureau model		Kevin Bilello
Beta Systems
6012TRACEReportSw
all
Used to suppress order events from TRACE reporting 		Kevin Bilello
Beta Systems
6013ContraSubNo
8
Used to validate ContraAccount in a service bureau model		Kevin Bilello
Beta Systems
6014StandingInstOverride
8,D,G
Standing instructions indicator used to override the account level code for the disposition of stock and money.		Kevin Bilello
Beta Systems
6015CSIItemNo
D,8,G
Cash Standing Instruction item number used in conjunction with tag 6014.		Kevin Bilello
Beta Systems
6016TTORepBranch
D,8,Q
This Time Only Rep Branch		Kevin Bilello
Beta Systems
6017TradeRefDate
8
Date of original trade 		Rich Kiehl
Beta Systems
6018Gross
D,F,G,8
Tag supports gross cents per share, gross percentage, and gross flat amounts		Kevin Bilello
Beta Systems
6019GrossCode
D,F,G,8
Used to identify a gross code		Kevin Bilello
Beta Systems
6020Syndicate
D,F,G,8
Used to identify a syndicate		Kevin Bilello
Beta Systems
6021SyndicateTakedown
D,F,G,8
Used to identify a syndicate takedown		Kevin Bilello
Beta Systems
6022TTORep
D,F,G,8
Used to identify a this time only rep		Kevin Bilello
Beta Systems
6023RegwayAccountType
D,F,G,8
Used to identify a regular way account type		Kevin Bilello
Beta Systems
6024SpecialTypingCode
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
6025OddLotDiffInd
D,F,G,8
Used to identify an odd lot differential		Kevin Bilello
Beta Systems
6026SellerCode
D,F,G,8
Used to identify a seller code		Kevin Bilello
Beta Systems
6027ReinvestCode
D,F,G,8
Used to identify a reinvest code		Kevin Bilello
Beta Systems
6028IOE
D,F,G,8
Used to identify an investment objective exception 		Kevin Bilello
Beta Systems
6029OffsetCurrencyCode
D,F,G,8
Used to identify an offset currency code		Kevin Bilello
Beta Systems
6030ConfirmNote
D,F,G,8
Used to identify a confirm note		Kevin Bilello
Beta Systems
6031EnteringFirm
D,F,G,8,Q,9
Used to identify a entering firm entity which may be a correspondent or subsidiary		Kevin Bilello
Beta Systems
6032UniqueTradeID
D,F,G,8,Q,9
Used to identify a trade unique id		Kevin Bilello
Beta Systems
6033ConcessionType
8,Q
Specifies whether the concession amount is cents per share or percent		Kevin Bilello
Beta Systems
6034ConcessionAmt
8,Q
Specifies the amount of concession. 		Kevin Bilello
Beta Systems
6035BondFactor
8,Q
Specifies a bond factor.		Kevin Bilello
Beta Systems
6036FXCurrencyOffsetAmt
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
6037OrderEnteredBy
D,8,G,F
Provides audit trail tracking who entered the order		Kevin Bilello
Beta Systems
6038OrderEnteredTime
D,8,G,F
Provides audit trail tracking the time the order was entered		Kevin Bilello
Beta Systems
6039OrderAcceptedBy
D,8,G,F
Provides audit trail tracking who accepted the order		Kevin Bilello
Beta Systems
6040OrderAcceptedTime
D,8,G,F
Provides audit trail tracking the time the order was accepted		Kevin Bilello
Beta Systems
6041NumberOfCxlReasons
8,Q
Indicates how many cancel rebill reasons are included on a message		Kevin Bilello
Beta Systems
6042CxlReason
8,Q
Indicates the valid cancel reason (repeating tag)		Kevin Bilello
Beta Systems
6043RebillValue
8,Q
Indicates corresponding rebill value for the cancel reason (repeating tag)		Kevin Bilello
Beta Systems
6044CommissionScheduleOverride
8, Q
Used to override existing commission schedule		Kevin Bilello
Beta Systems
6045AcceptedByDate
D, F, G, 8
Provides audit trail tracking what date an order was accepted.		Kevin Bilello
Thomson Beta Systems
6046ALRXCode
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
6047LOD Indicator
8
Limit Order Display indicator		Rich Kiehl
Beta Systems
6048VersusPurchaseSw
D,F,G,8
Indicates whether an order or execution event is versus purchase.		Kevin Bilello
Thomson Beta Systems
6049OATSAcctType
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
6050BidPx2
S
The far leg bid in an FX swap 		Matthew McNeil
Barclays Capital
6051OfferPx2
S
This is the far leg offer for an FX swap		Matthew McNeil
Barclays Capital
6052BidSize2
S
This is the far leg bid amount		Matthew McNeil
Barclays Capital
6053OfferSize2
S
This is the far leg offer amount		Matthew McNeil
Barclays Capital
6054SecondaryQty
8
This is the calculated side amount on an FX swap		Matthew McNeil
Barclays Capital
6055SecondaryQty2
8
This is the second calculated side amount for an FX Swap		Matthew McNeil
Barclays Capital
6056CombinedPointsBid
S
Used for the Bid side of pre-caluclated combined points for FX-Swaps		Sandeep Patel
Barclays Capital
6057CombinedPointsOffer
S
Used for the Offer side of pre-caluclated combined points for FX-Swaps		Sandeep Patel
Barclays Capital
6058WhoseError
8
Determines the source of the error for t+n cancel requests		Kevin Bilello
Thomson Beta Systems
6059ErrorRequestor
8
Determines the requestor of the error for t+n cancel requests		Kevin Bilello
Thomson Beta Systems
6060Time0Vishal Sood
Credit Suisse First Boston
6061ExecServProduct
D,E,G,8
(Char) – valid product code		Cindy Chan
Credit Suisse First Boston
6062StartTime
D,E,G,8
Time of message transmission (always expressed in GMT) 		Cindy Chan
Credit Suisse First Boston
6063EndTime
D,E,G,8
Time of message transmission (always expressed in GMT) 		Cindy Chan
Credit Suisse First Boston
6064MaxPctVolume
D,E,G,8
(int)		Cindy Chan
Credit Suisse First Boston
6065ExecutionStyle
D,E,G,8
(char)		Cindy Chan
Credit Suisse First Boston
6066DisplaySize
D,E,G,8
(Qty)		Cindy Chan
Credit Suisse First Boston
6067MinPctVolume
D,E,G,8
(int)		Cindy Chan
Credit Suisse First Boston
6068LongMoneyLimit
D,E,G,8
Long exposure limit for pairs and portfolio trades		Bernard Baldwin
Credit Suisse First Boston
6069ShortMoneyLimit
D,E,G,8
Short exposure limit for pairs and portfolio trades		Bernard Baldwin
Credit Suisse First Boston
6070PriceMultiplier
D,E,G,8
Slope of the linear price constraint for pairs and portfolio trades		Bernard Baldwin
Credit Suisse First Boston
6071PriceIntercept
D,E,G,8
Intercept of the linear price constraint for pairs and portfolio trades		Bernard Baldwin
Credit Suisse First Boston
6072PortfolioTactic
D,E,G,8
Tactic for portfolio trades		Bernard Baldwin
Credit Suisse First Boston
6073TrackingIndex
D,E,G,8
Tracking index		Bernard Baldwin
Credit Suisse First Boston
6074StopLossLimitVishal Sood
Credit Suisse First Boston
6075Time2Vishal Sood
Credit Suisse First Boston
6076Time3Vishal Sood
Credit Suisse First Boston
6077Time4Vishal Sood
Credit Suisse First Boston
6078Time5Vishal Sood
Credit Suisse First Boston
6079Time6Vishal Sood
Credit Suisse First Boston
6080Time7Vishal Sood
Credit Suisse First Boston
6081Time7.1Vishal Sood
Credit Suisse First Boston
6082Duration
D,E,G		Vishal Sood
Credit Suisse First Boston
6083Time8Vishal Sood
Credit Suisse First Boston
6084Time9
D,E,G		Vishal Sood
Credit Suisse First Boston
6085RegisteredRep
8, D, F, G
Rep related to a specific order or execution.		Kevin Bilello
Thomson Beta Systems
6086PegMode
D,F,G,8
valid values: 1=Defensive, 2=Moderate, 3=Aggressive		Keir Wolfenden
UBS Warburg
6087ReferencePrice
D,E,G,8
Arrival price for a strategy.		Sarah Bradley
UBS Investment Bank
6088Algo tag 1
D,E		Vishal Sood
Credit Suisse First Boston
6089Algo tag 2
D, E		Vishal Sood
Credit Suisse First Boston
6090Also tag 3Vishal Sood
Credit Suisse First Boston
6091Algo tag 4Vishal Sood
Credit Suisse First Boston
6092Algo tag 5Vishal Sood
Credit Suisse First Boston
6093Algo tag 6Vishal Sood
Credit Suisse First Boston
6094Algo tag 7
D,E		Vishal Sood
Credit Suisse First Boston
6095Algo tag 8Vishal Sood
Credit Suisse First Boston
6096Algo tag 9Vishal Sood
Credit Suisse First Boston
6097Algo tag 10
D, E		Vishal Sood
Credit Suisse First Boston
6098BuytoCoverIndicator
D, E, G, H
Order is a Buy to cover 		Vishal Sood
Credit Suisse First Boston
6099test price
Price ranges: 0 -9		Mark Morcos
Merco, Inc.
6100AdjBasePx
U
Adjusted Base Price		Georgia Bilis
The Nasdaq Stock Market
6101Anonymity
U
Indicates wether a Firm wants to remain anonymous during order negotiations. Values are 'Y'- Yes, 'N'- No		Georgia Bilis
The Nasdaq Stock Market
6102BcastFilterFlag
U
To be used for filtering unwanted messages when requesting to recover lost broadcast messages. Values Y/N		Georgia Bilis
The Nasdaq Stock Market
6103BcastSeqNo
U
Sequence number for broadcast messages.		Georgia Bilis
The Nasdaq Stock Market
6104ClosePxType
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
6105ExecObjType
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
6106IndexCMV
U
Adjusted base price market value.		Georgia Bilis
The Nasdaq Stock Market
6107IndexID
U
Index identifier.		Georgia Bilis
The Nasdaq Stock Market
6108IndexMode
6108
State of the Index. Values: O - Open, N - Normal, C - Closed		Georgia Bilis
The Nasdaq Stock Market
6109IndexValue
U
Value of the Index.		Georgia Bilis
The Nasdaq Stock Market
6110IndustryCode
d
Industry classification		Georgia Bilis
The Nasdaq Stock Market
6111Margin
U, D, 8, d
Values: 0 - None, 1 - Buy, 2 - Sell, 3 - Both(buy and sell)		Georgia Bilis
The Nasdaq Stock Market
6112MarketID
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
6113BookingRefID
BookingReport (UB)
Event reference for BookingReport		Wei Koek
TradeWeb
10/21/2009
6114Marketsection
d
Identifies section of market.		Georgia Bilis
The Nasdaq Stock Market
6115MassCancelRequestType
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
6116MVEntryType
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
6117NetChg
U
Change of Index with reference to previous index value.		Georgia Bilis
The Nasdaq Stock Market
6118NetChgDirection
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
6119NetPctChg
W, U
Percentage value of the net change.		Georgia Bilis
The Nasdaq Stock Market
6120NoMQEntries
U
Count of market quote entries to follow.		Georgia Bilis
The Nasdaq Stock Market
6121NoMVEntries
U
Count of Market Movement entries to follow.		Georgia Bilis
The Nasdaq Stock Market
6122Notes
U, 8
To be used for additional information.		Georgia Bilis
The Nasdaq Stock Market
6123OrdFillType
D
Used to further describe OrdType. Values: 0 - Partial Fill, 1 - Immediate of Cancel		Georgia Bilis
The Nasdaq Stock Market
6124OrdStatusRequestType
H
Defines the search criteria. Values: 0 - ClOrdID, 1 - By Symbol and Side, 2 - By Symbol, 3 - All.		Georgia Bilis
The Nasdaq Stock Market
6125OrigBidSize
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
6126OrigLeavesQty
G
The original quantity of the order as known to the user when sending a modification request.		Georgia Bilis
The Nasdaq Stock Market
6127OrigOfferSize
S
The original price of the order as known to the firm when sending a modification request.		Georgia Bilis
The Nasdaq Stock Market
6128OrigPrice
G
The original price of the order as known to the firm when sending a modification request.		Georgia Bilis
The Nasdaq Stock Market
6129ParValue
d		Georgia Bilis
The Nasdaq Stock Market
6130PrevSesID
h, f
Id of previous trading session.		Georgia Bilis
The Nasdaq Stock Market
6131PxPctFlag
8
Values: P - Privious price, N - None.		Georgia Bilis
The Nasdaq Stock Market
6132QuoteAction
S, U
Describes the quote action to be taken. Values: A - Add, M- Modify, D - Delete.		Georgia Bilis
The Nasdaq Stock Market
6133QuoteRefID
S, B, A, Z
Quote Identifier assigned by the exchange.		Georgia Bilis
The Nasdaq Stock Market
6134QuoteStatusReqType
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
6135ReplyMsgCount
U
Total count of messages making up reply.		Georgia Bilis
The Nasdaq Stock Market
6136ReqID
U, a, H, 8
Unique Id for the request assigned by requesting party.		Georgia Bilis
The Nasdaq Stock Market
6137ThinlyTradedFlag
d
Values: Y - Yes, N - No.		Georgia Bilis
The Nasdaq Stock Market
6138TickSize
d
Minimum permitted price change.		Georgia Bilis
The Nasdaq Stock Market
6139TotalNumOfTrades
W, U
Total number of trades.		Georgia Bilis
The Nasdaq Stock Market
6140TotalTurnover
W
Total turnover.		Georgia Bilis
The Nasdaq Stock Market
6141TradeQty
8
Executed trade quantity.		Georgia Bilis
The Nasdaq Stock Market
6142TradeTypeFlag
8
Modifier flag. Values: V - VWAP, N - None.		Georgia Bilis
The Nasdaq Stock Market
6143TradeValue
U
Trade Value.		Georgia Bilis
The Nasdaq Stock Market
6144RejectQty
Execution Report
Willl contain the quantity that was rejected		Georgia Bilis
The Nasdaq Stock Market
6145OrigBidPx
Quote
The current price of the Bid side of the Quote		Lakshminarasimhan Rajabather
SSI Technologies
6146OrigBidPx
Quote
The current price of the Bid side of the Quote		Lakshminarasimhan Rajabather
SSI Technologies
6147OrigOfferPx
Quote
The current price of the Offer side of the Quote		Lakshminarasimhan Rajabather
SSI Technologies
6148ExpiryDuration
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
6149EndOfBatch
Security Status
Tag to indicate the end of a sequence of Security Status messages		Shirin Baluch
Dresdner Kleinwort Wasserstein
6150QSBaseBidPx
Quote
Shows the market/VWAP bid price in the instrument currency 		Shirin Baluch
Dresdner Kleinwort Wasserstein
6151QSBaseOfferPx
Quote
Shows the market/VWAP offer price in the instrument currency 		Shirin Baluch
Dresdner Kleinwort Wasserstein
6152StaticRefPx
Market Data - Snapshot/Full Refresh		Lakshminarasimhan Rajabather
SSI Technologies
6153OwnerTraderID
Execution Report
Identifies the owner of the Order/Quote. Used when sending duplicate confirmations for execution, cancellation and expiry.		Lakshminarasimhan Rajabather
SSI Technologies
6154SecurityHaltType
Security Status
Describes the type of Security Halt: N - Normal, D - Dynamic, S - Static		Lakshminarasimhan Rajabather
SSI Technologies
6155OwnerTraderID
Used to indicate the owner of the business object		Lakshminarasimhan Rajabather
SSI Technologies
6156SubjectID
Indicates the ID of the subject that is being disseminated in the message.		Lakshminarasimhan Rajabather
SSI Technologies
6157AgreeDateTime
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
6158QBroker
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
6159AvgPx2
8,
Average Price of the far leg of a swap		Claire Williams
6160LastPx2
8
Price of the far leg of a swap		Claire Williams
Bank of America
6161LastSpotRate2
8
Spot Rate of the far leg of a swap		Claire Williams
Bank of America
6162BidSpotRate2
s,8
Bid Spot Rate of the far leg of a swap		Claire Williams
Bank of America
6163OfferSpotRate2
S,8
Offer Spot Rate of the far leg of a swap		Claire Williams
Bank of America
6164LeavesQty2
8
Leaves Quantity of the far leg of a swap		Claire Williams
Bank of America
6165CumQty2
8
the deal amount (order quantity) of a far leg of a swap.		Claire Williams
Bank of America
6166USDEquiv
8
USD Equivalent of the dealt currency		Claire Williams
Bank of America
6167USDEquiv2
8
USD Equivalent of the dealt currency for the far leg for Swaps		Claire Williams
Bank of America
6168Effective 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
6169DisseminationTime
8
Time of trade dissemination, for trades which dissemination is delayed.
Nasdaq/OMX
9/11/2008
6170FracToTrade
D,E,F,G
Fraction to Trade (Int)		Charlotte Copper
ABN AMRO
6171Strategy Style
D,E,F,G
1 = Risk Aversion, 10 =Market Impact (int) 		Charlotte Copper
ABN AMRO
6172MaxCostFromStrike
D,E,F,G
Maximum cost from strike in basis points (int)		Charlotte Copper
ABN AMRO
6173ABNCust1
D,E,F,G		Charlotte Copper
ABN AMRO
6174ABNCust2
D,E,F,G		Charlotte Copper
ABN AMRO
6175ABNCust
D,E,F,G		Charlotte Copper
ABN AMRO
6176EstimatedAmount
float
Teleinvest Custom Tag : Order Estimated Amount		Sorin Benea
Teleinvest SA
6177TiCustom2
float
Teleinvest Custom Tag		Sorin Benea
Teleinvest SA
6178TiCustom3
float
Teleinvest Custom Tag		Sorin Benea
Teleinvest SA
6179TiCustom4
float
Teleinvest Custom Tag		Sorin Benea
Teleinvest SA
6180AMSessionPercent
float
Percentage of total quantity to be traded in the AM session. 		Peter Murray
UBS
6181OnAMOpenPercent
float
Percentage of total quantity to be sent on AM Open.		Peter Murray
UBS
6182OnPMOpenPercent
float
Percentage of total quantity to be sent on PM Open.		Peter Murray
UBS
6183MaxPriceLevels
int
Maximum number of price levels		Peter Murray
UBS
6184MaxOrdersPerLevel
int
The maximum number of orders that can be placed at any one price level		Peter Murray
UBS
6185QtyRandomizationPercent
float
A randomization percentage		Peter Murray
UBS
6186MaxTimeDelay
int
Maximum delay in seconds		Peter Murray
UBS
6187StrategyComponent
D,F,G,8
Base strategy identifier		Keir Wolfenden
UBS Investment Bank
6188CompletionPrice
D,F,G,8
Price at which a strategy should become aggressive enough to complete		Keir Wolfenden
UBS Investment Bank
6189MOCType
D,F,G,8		Keir Wolfenden
UBS Investment Bank
6190MOCPercent
D,F,G,8		Keir Wolfenden
UBS Investment Bank
6191DarkOnlyIndic
D,F,G,8		Keir Wolfenden
UBS Investment Bank
6192TriggerPrice
D,F,G,8		Keir Wolfenden
UBS Investment Bank
6193HomeCcyEquivQty
8
Home Ccy Equivalent Quantity		Claire Williams
Bank of America
6194HomeCcyEquivRte
8
Home CCY Equivalent Rate		Claire Williams
Bank of America
6195HomeCcyEquivQty2
8
Home CCY Equivalent Quantity for the Far leg of a swap		Claire Williams
Bank of America
6196HomeCcyEquivRte2
8
Home Ccy Equivalent Rate for the far leg of a swap		Claire Williams
Bank of America
6197HomeCcy
8
Home currency		Claire Williams
Bank of America
6198BlockPrice
D,F,G,8		Keir Wolfenden
UBS Investment Bank
6199IOCIndic
D,F,G,8		Keir Wolfenden
UBS Investment Bank
6200MSCI
IOI & Advert
MSCI Industrial Classification Code of the instrument defined in Tag 48 SecurityID.		Gordon Mitchell
Reuters Ltd
6201FTSEIntl
IOI & Advert
FTSE International Industrial Classification Code of the instrument defined in Tag 48 SecurityID.		Gordon Mitchell
Reuters Ltd
6202DJSTOXX
IOI & Advert
Dow Jones STOXX Industrial Classification Code of the instrument defined in Tag 48 SecurityID.		Gordon Mitchell
Reuters Ltd
6203FixingDate
8
The fixing date of a non-deliverable forward (NDF) trade.		Scott Grunert
Velocity Systems Ltd
3/19/2008
6204TimestampOwn
8
Nasdaq/OMX
9/15/2008
6205TimestampCounterpart
8
Nasdaq/OMX
9/15/2008
6206InternalExternal
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
6207TradeCancelTime
8
Nasdaq/OMX
9/15/2008
6208MDSecondaryCustomerSize
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
6209ClRefID
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
6210RawPrice
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
6211RawStopPx
orders
As per 6210 only for Stop price.		Jeremy Sutton
Patsystems llc
6212RawLegPrice
orders
As per 6210 but for leg prices in multi-leg orders.		Jeremy Sutton
Patsystems llc
6213RawLastPx
orders
as per 6210 only for trade fill price		Jeremy Sutton
Patsystems llc
6214ESAReference
orders
Exchange adapter reference field, for passing things like ClOrdId or OrderId or other order reference codes.		Jeremy Sutton
Patsystems llc
6215TenorValue
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
6216TenorValue2
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
6217OrderChangeSourceID
D,G,F,8
Order change source ID 		Kevin Bilello
Thomson Beta Systems
6218ExecChangeSourceID
D,G,F,8
Execution Change Source ID		Kevin Bilello
Thomson Beta Systems
6219APIMuser
NewOrderSingle, Cancel/Replace
Contains the Liffe APIM user code for black box user recognition.		Jeremy Sutton
patsystems
6220ICSNearLeg
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
6221ICSFarLeg
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
6223NoUnderlyingReinvCoupon
Repeating group count. Number of coupon reinvestments. Part of group (6223-6226)		Angus Ip
Bloomberg L.P.
3/16/2009
6224UnderlyingReinvCouponDate
Coupon reinvestment date. Part of group (6223-6226)		Angus Ip
Bloomberg L.P.
3/16/2009
6225UnderlyingReinvCouponRate
Rate at which the coupon is reinvested. Part of group (6223-6226)		Angus Ip
Bloomberg L.P.
3/16/2009
6226UnderlyingReinvCouponAmt
Coupon reinvestment amount. Part of group (6223-6226)		Angus Ip
Bloomberg L.P.
5/29/2009
6227DisplayRange
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
6228CompletionIndicator
<all responses to requests>
Boolean. Indicates whether current response is the last message triggered by a single request.
Deutsche Börse Systems
9/11/2009
6229RequestCountIndicator
<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
6230BlackoutStart
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
6231BlackoutEnd
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
6232OrderTTL
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
6233OrdStatusReqID
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
6234NoChildMsgs
int
Generic field to describe number of nested child messages within a parent.		P Basu
6235Risk Aversion
Risk Aversion Parameter		Kevin Skorzewski
Bear Stearns & Co.
6236Dollar Neutrality Limit
Dollar neutrality limit		Kevin Skorzewski
Bear Stearns & Co.
6237Ratio Neutrality Limit
Ratio neutrality limit in percent		Kevin Skorzewski
Bear Stearns & Co.
6238Beta Neutrality Limit
beta neutrality limit in dollars		Kevin Skorzewski
Bear Stearns & Co.
6239Spread Formula
Int Value		Kevin Skorzewski
Bear Stearns & Co.
6240Spread
Float Value		Kevin Skorzewski
Bear Stearns & Co.
6241Order Ratio
Decimal value		Kevin Skorzewski
Bear Stearns & Co.
6242Max Shares
Int Value		Kevin Skorzewski
Bear Stearns & Co.
6243Spread Type
Int Value		Kevin Skorzewski
Bear Stearns & Co.
6244Bid Difference
Double Value		Kevin Skorzewski
Bear Stearns & Co.
6245Ask Difference
Double Value		Kevin Skorzewski
Bear Stearns & Co.
6246MktTickSizeRatio
Double Value		Kevin Skorzewski
Bear Stearns & Co.
6247LmtTickSizeRatio
Double Value		Kevin Skorzewski
Bear Stearns & Co.
6248Cash
Risk Arb Cash Value		Kevin Skorzewski
Bear Stearns & Co.
6249Dollar Neutral
Boolean Value		Kevin Skorzewski
Bear Stearns & Co.
6250ConfigSetJohn Prewett
Lava Trading
6251RefreshQtyJohn Prewett
Lava Trading
6252PriceInstructionJohn Prewett
Lava Trading
6253PriceOffsetJohn Prewett
Lava Trading
6254StartTimeJohn Prewett
Lava Trading
6255EndTimeJohn Prewett
Lava Trading
6256DurationJohn Prewett
Lava Trading
6257WorkDurationJohn Prewett
Lava Trading
6258StrategyJohn Prewett
Lava Trading
6259MinPctVolJohn Prewett
Lava Trading
6260MaxPctVolJohn Prewett
Lava Trading
6261ExecutionStyleJohn Prewett
Lava Trading
6262PriceBenchmarkJohn Prewett
Lava Trading
6263CancelPriceJohn Prewett
Lava Trading
6264ToleranceLimit1John Prewett
Lava Trading
6265ToleranceLimit2John Prewett
Lava Trading
6266ToleranceLimit3John Prewett
Lava Trading
6267NearFwdPoints
W, 8
Forward Points of a Forward Outright trade or on the near leg of a Swap trade.
Deutsche Bank
4/24/2009
6268FarFwdPoints
W, 8
Forward Points on the far leg of a Swap trade.
Deutsche Bank
4/24/2009
6269SwapPoints
W, 8
Swap Points
Deutsche Bank
4/24/2009
6270WouldDark
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
6271AlgorithmicField1John Prewett
Lava Trading
6272AlgorithmicField2John Prewett
Lava Trading
6273AlgorithmicField3John Prewett
Lava Trading
6274AlgorithmicField4John Prewett
Lava Trading
6275AlgorithmicField5John Prewett
Lava Trading
6276AlgorithmicField6John Prewett
Lava Trading
6277AlgorithmicField7John Prewett
Lava Trading
6278AlgorithmicField8John Prewett
Lava Trading
6279AlgorithmicField9John Prewett
Lava Trading
6280AlgorithmicField10John Prewett
Lava Trading
6281AlgorithmicField11John Prewett
Lava Trading
6282AlgorithmicField12John Prewett
Lava Trading
6283AlgorithmicField13John Prewett
Lava Trading
6284AlgorithmicField14John Prewett
Lava Trading
6285AlgorithmicField15John Prewett
Lava Trading
6286BrokerOrderReceiveTime
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
6287CustomerDirectedOrder
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
6288DeskSpecialHandlingCode
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
6289ManualOrderIndicator
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
6290Active
Boolean value, active or not		Kevin Skorzewski
Bear Stearns & Co.
6291VenueReferenceID
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
6292LastMkt2
8
The real venue where the fill executed.		John Prewett
Lava Trading
5/1/2008
6293UnderlyingStartAcrdIntAmt
Underlying accrued interest amount at settlement 		Angus Ip
Bloomberg L.P.
3/23/2009
6294UnderlyingEndAcrdIntAmt
Underlying accrued interest amount at termination		Angus Ip
Bloomberg L.P.
3/23/2009
6295Discretion
D, E, G, 8
To apply discretion to the placement of large orders in open and closing auction strategies.
UBS Investment Bank
6296WouldIfNat
D, E, G, 8
Parameter to control crossing of the order quantity relative to the target execution of the strategy.
UBS Investment Bank
6297ResetEligibleVolOnAmend
D,G,8		sunilkumar T M
UBS
6298CountEligibleVolInLimitPx
D,G,8		sunilkumar T M
UBS
6299RetainVolumeCountHistory
D,G,8		sunilkumar T M
UBS
6300UnderlyingLowerRange
D, G
The lower range of the underlying price		Keir Wolfenden
UBS Investment Bank
6301UnderlyingUpperRange
D, G
The upper range of the underlying price		Keir Wolfenden
UBS Investment Bank
6302SliceMethod
D, G
Slice Method		Keir Wolfenden
UBS Investment Bank
6303MaxSliceSize
D, G
Maximum contracts per slice		Keir Wolfenden
UBS Investment Bank
6304TimeInterval
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
6305Delta
D, G
Value between 0 and 1 to 2 dp		Keir Wolfenden
UBS Investment Bank
6306SpotReference
D, G
Reference for Spot used in a delta calculation		Keir Wolfenden
UBS Investment Bank
6307SweepLevel
D, G
Depth under the NBBO		Keir Wolfenden
UBS Investment Bank
5/5/2008
6308Tactic
D,F,G,8
Underlying tactic to be applied		Keir Wolfenden
UBS Investment Bank
5/20/2008
6309Bias
D, G
percentage value		Keir Wolfenden
UBS Investment Bank
10/23/2008
6310BidPriceImpAmount
Quote
Amount by which the BidPx has been improved.		Robert Jones
Merrill Lynch
6311OfferPriceImpAmount
Quote
Amount by which the OfferPx has been improved.		Robert Jones
Merrill Lynch
6312Tolerance
D, G
Percentage value		Keir Wolfenden
UBS Investment Bank
10/23/2008
6313UnderlyingAlgo
D, G
Base strategy identifier		Keir Wolfenden
UBS Investment Bank
12/4/2008
6314Portfolio Style
D,F,G,8
Indicates the type of portfolio to be traded		Keir Wolfenden
UBS Investment Bank
12/11/2008
6315AlgoParameter
D, G
Reserved for future use.		Manju Swamy

8/18/2009
6316AlgoParameter
D, G
Reserved for future use.		Manju Swamy
Capital Institutional Services
8/18/2009
6317AlgoParameter
D, G
Reserved for future use.		Manju Swamy
Capital Institutional Services
8/18/2009
6318AlgoParameter
D, G
Reserved for future use.		Manju Swamy
Capital Institutional Services
8/18/2009
6319AlgoParameter
D, G
Reserved for future use.		Manju Swamy
Capital Institutional Services
8/18/2009
6320AlgoParameter
D, G
Reserved for future use.		Manju Swamy
Capital Institutional Services
8/18/2009
6321OldRiskClass
String
Old Risk Class for allocation		P Basu
6322RiskClass
String
Risk class for a trade		P Basu
6323StartTime
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
6324EndTime
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
6325ExecutionStyle
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
6326Start%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
6327Min%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
6328Max%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
6329Target%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
6330MinReqComp
D, G
The minimum percentage of the order that must be completed by EndTime.		Manju Swamy
Capital Institutional Services
8/18/2009
6331WouldIfGood
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
6332DisplaySize
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
6333RiskAversion
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
6334ExecutionView
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
6335AlgoParameter
D, G
Reserved for future use.		Manju Swamy
Capital Institutional Services
8/18/2009
6336Trading Session ID
adoption of tag336 in FIX4.2		Roseate Wagner
Merill Lynch
6337SessionType
D,F,G,8
Session type (Open or Close) defined in the Trading Session ID		Keir Wolfenden
UBS Investment Bank
9/8/2008
6338ExecutionIDKunihiko Saito
INTERTRADE Co., Ltd.
6339OrderStartTimeKunihiko Saito
INTERTRADE Co., Ltd.
6340QtyLimitRelease
0:no limit release 9:limit release		Kunihiko Saito
INTERTRADE Co., Ltd.
6341ReplacePrice
0:no replace 1:replace		Kunihiko Saito
INTERTRADE Co., Ltd.
6342ReplaceOrderQty
0:no replace 1:replace		Kunihiko Saito
INTERTRADE Co., Ltd.
6343ReplaceCashMargin
0:no replace 1:replace		Kunihiko Saito
INTERTRADE Co., Ltd.
6344ReplaceOrderCapacity
0:no replace 1:replace		Kunihiko Saito
INTERTRADE Co., Ltd.
6345ReplaceTimeInForce
0:no replace 1:replace		Kunihiko Saito
INTERTRADE Co., Ltd.
6346TimeInExecution
0:Continuous 2:Opening 7:Closing D:Proportional Distribution		Kunihiko Saito
INTERTRADE Co., Ltd.
6347CounterpartyCompIDKunihiko Saito
INTERTRADE Co., Ltd.
6348OnlineStartTimeKunihiko Saito
INTERTRADE Co., Ltd.
6349OnlineCloseTimeKunihiko Saito
INTERTRADE Co., Ltd.
6350TickRule
D
up tick/down tick rules.		Daniel Graham
P E Lynch
6351Position
D
0 = Long, 1 = Short		Daniel Graham
P E Lynch
6352AutoHedgePrice
D
Auto Option Hedge Price		Daniel Graham
P E Lynch
6353RehedgePercent
D
Percentage to rehedge		Daniel Graham
P E Lynch
6354StrikePrice
D
0 = CLOSE, 2 = ARRIVAL		Daniel Graham
P E Lynch
6355UpperPricePct
D
Dispersal Upper Limit		Daniel Graham
P E Lynch
6356LowerPricePct
D
Dispersal Percentage		Daniel Graham
P E Lynch
6357TrackSecurity
D
Other Equity to track with this order		Daniel Graham
P E Lynch
6358TrackUpperPct
D
Dispersion Percentage		Daniel Graham
P E Lynch
6359TrackLowerPct
D
Dispersion Percentage		Daniel Graham
P E Lynch
6360Sector
D
Sector to track		Daniel Graham
P E Lynch
6361SectorUpperPct
D
Dispersion Percentage		Daniel Graham
P E Lynch
6362SectorLowerPct
D
Dispersion Percentage		Daniel Graham
P E Lynch
6363Index
D
Index to track		Daniel Graham
P E Lynch
6364IndexUpperPct
D
Dispersion Percentage		Daniel Graham
P E Lynch
6365IndexLowerPct
D
Dispersion Percentage		Daniel Graham
P E Lynch
6366TrackUpperSIT
D
1 = Switch If Touched (tm)		Daniel Graham
P E Lynch
6367TrackLowerSIT
D
1 = Switch If Touched (tm)		Daniel Graham
P E Lynch
6368SectorUpperSIT
D
1 = Switch If Touched (tm)		Daniel Graham
P E Lynch
6369SectorLowerSIT
D
1 = Switch If Touched (tm)		Daniel Graham
P E Lynch
6370IndexUpperSIT
D
1 = Switch If Touched (tm)		Daniel Graham
P E Lynch
6371IndexLowerSIT
D
1 = Switch If Touched (tm)		Daniel Graham
P E Lynch
6372HighLimitSIT
D
1 = Switch If Touched (tm)		Daniel Graham
P E Lynch
6373LowLimitSIT
D
1 = Switch If Touched (tm)		Daniel Graham
P E Lynch
6374UpperPricePctSIT
D
1 = Switch If Touched (tm)		Daniel Graham
P E Lynch
6375LowerPricePctSIT
D
1 = Switch If Touched (tm)		Daniel Graham
P E Lynch
6376BasketName
D
Name of Basket to which order belongs.		Daniel Graham
P E Lynch LLP
6377Slices
D
Number of equal-sized sub orders to trade a TIME_SLICE order in.		Daniel Graham
P E Lynch LLP
6378BLPProgType
D AE 8
Security Program Type		Sheetal Chainraj
Bloomberg L.P
7/23/2008
6379AdjustedEndCash
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
6380NonMemberAffiliate
execution
Indicates that the execution is on behalf of a non-member affiliate. 		Marie Mouser
Thomson Rueters
5/19/2008
6381EnteringSubsidiary
execution
Identifies the subsidiary firm associated with the execution. 		Marie Mouser
Thomson Rueters
5/19/2008
6382BuyTradeControlNumber
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
6383SellTradeControlNumber
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
6384CalcAgentLocation
String
Calcution Agent Location		Jayaprakash Katari
Bloomberg
10/2/2009
6385MatrixAgreementType
String
Matrix Agreement Type		Jayaprakash Katari
Bloomberg
10/2/2009
6386QtyVariance
8
Variance of a REPO trade, expressed as quantity of trade size.		Wei Koek
TradeWeb
10/21/2009
6387Peg Difference
4.0
Allows a 4.0 session to send equivalent of a 4.2 tag: 211=Peg Difference 		Denise Timmons
Fidelity Capital Markets
6388Discretion 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
6389Discretion 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
6390MDReqRejReason
Market Data Request Reject
= 100 - Other
ICAP
9/17/2008
6391PriceType
Security Definition
= 100 – Fractions (in Two-Fifty Sixths)
ICAP
9/17/2008
6392SecurityTradingStatus
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
6393NewSubRank
Security List
Specifies the current sub rank of the security (for display ordering purposes).
ICAP
11/3/2008
6394PreviousSubRank
Security List
Specifies the previous sub rank of a security. Applicable if the sub rank of the security changes.
ICAP
11/3/2008
6395SourceIP
various
Optional field for source IP address identification and auditing perposes.
ICAP
8/6/2009
6396RejectCode
To specify reject reason in user-defined FIX message types
Millennium Information Technologies
6397OtherParty
8,s
ITM of the trader for the matching half trade submitted separately 		Marc Abend
NYSE Euronext
10/2/2009
6398StreamingQuoteTime
R
Used for enabling/disabling FX mkt data
6399AccountCode
D, s, E, I, 8
Type of Account		Marc Abend
NYSE Euronext
10/2/2009
6400MLBenchmarkPrice
D,E,8,G
ML Benchmark Price 		Roseate L. Wagner
Merrill Lynch
6401MLExecService
D,E,8,G
ML Execution Service 		Roseate L. Wagner
Merrill Lynch
6402MLGuarant
D,E,8,G
ML Guaranteed Indicator Y - Guaranteed Price N - Not Guaranteed		Roseate L. Wagner
Merrill Lynch
6403MLMaxParticipate
D,E,8,G
ML Maximum Participation % Max % market volume to participate in execution of order nnn (0-100)		Roseate L. Wagner
Merrill Lynch
6404MLTargetParticipate
D,E,8,G
ML Minimum Participation % Min % market volume to participate in execution of order nnn (0-100)		Roseate L. Wagner
Merrill Lynch
6405MLPrimaryFlag
D,E,8,G
ML Primary or Composite flag P – Primary C -Composite (Default = Primary)		Roseate L. Wagner
Merrill Lynch
6406MLPlanning
D,E,8,G
ML Planning indication		Roseate L. Wagner
Merrill Lynch
6407MLOrderCompletionInstr
D,E,8,G
ML Order Completion Instruction 1 - Trade to Completion 2 - Leave Residual		Roseate L. Wagner
Merrill Lynch
6408MLRiskFactor
D,E,8,G
ML Benchmark Rick Factor 		Roseate L. Wagner
Merrill Lynch
6409ML Special Order Type
D,E,8,G
Extensions to the FIX Ordertype fields to support various ECN order types. 		Roseate L. Wagner
Merrill Lynch
6410ML Speed Price
D,E,8,G
Target Price for Speed trading		Roseate L. Wagner
Merrill Lynch
6411ML Speed Target Percent
D,E,8,G
Target Percent for speed trading		Roseate L. Wagner
Merrill Lynch
6412ML Execution Instruction
D,E,8,G
This tag can contain multiple instructions, space delimited		Roseate L. Wagner
Merrill Lynch
6413ML 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
6414ML 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
6415Open Auction Rate
D,E,8,G
Open auction participation expressed as a percentage (0-100).		Eric Siciliano
Merrill Lynch
6416Close Auction Rate
D,E,8,G
Close auction participation expressed as a percentage (0-100).		Eric Siciliano
Merrill Lynch
6417MOO2 Percent
D,E,8,G
Open auction rate for 2nd(pm)open for markets with 2 sessions.		Eric Siciliano
Merrill Lynch
6418MOC1 Percent
D,E,8,G
Close auction rate for 1st(am)close for markets with 2 sessions. 		Eric Siciliano
Merrill Lynch
6419ML Transaction FundType
8
Transaction fund type
Merrill Lynch & Company
6420CashRoundingIndicator
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
6421NoOfExecutionDays
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
6422PrimaryBookingID
D,8,G, F
Primary BookingID		Roseate L. Wagner
Merrill Lynch
6423SecondaryBookingID
D,8,G,F
Secondary Booking ID		Roseate L. Wagner
Merrill Lynch
6424SpeedRiskFactor
D,E,8,G
Risk Factor for the Speed trading		Roseate L. Wagner
Merrill Lynch
6425CriteriaCheckFlag
D,E,8,G
To indicate whether or not to apply criteria check to a strategy order		Roseate L. Wagner
Merrill Lynch
6426Underlying Security
D,8,F,G
Underlying security symbol for stock Options		Roseate L. Wagner
Merrill Lynch
6427MaxPostDest
D,E,8,G
Maxim number of destination/venues an order can be posted to 		Roseate L. Wagner
Merrill Lynch
6428PegDirection
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
6429Step size
D,E,8,G
Number of ticks to move a posted price		Roseate L. Wagner
Merrill Lynch
6430EvalueInterval
D,E,8,G
Number of seconds to wait between evaluation		Roseate L. Wagner
Merrill Lynch
6431ML UPDATEUSER
8
RAM update user
Merrill Lynch & Company
6432ML S_USER
8
RAM s_user
Merrill Lynch & Company
6433ExcludeDest
8,E,D,G
Destination exclusion list. 		Roseate L. Wagner
Merrill Lynch
6434RelativeSecureID
8,E,D,G		Roseate L. Wagner
Merrill Lynch
6435RelativeIDSource
8,E,D,G		Roseate L. Wagner
Merrill Lynch
6436RelatviePrice
8,E,D,G		Roseate L. Wagner
Merrill Lynch
6437Annonymous
8, D, G, E		Roseate L. Wagner
Merrill Lynch
6438CrossExclusionIndicatorRoseate L. Wagner
Merrill Lynch
6439MinCrossQtyRoseate L. Wagner
Merrill Lynch
6440MaxCrossQtyRoseate L. Wagner
Merrill Lynch
6441CrossPriceRoseate L. Wagner
Merrill Lynch
6442OrderBenchmarkPriceRoseate L. Wagner
Merrill Lynch
6443CrossDestRoseate L. Wagner
Merrill Lynch
6444CrossDestExclusionRoseate L. Wagner
Merrill Lynch
6445PostResidualRoseate L. Wagner
Merrill Lynch
6446CrossResidualRatioRoseate L. Wagner
Merrill Lynch
6447CrossCategoryRoseate L. Wagner
Merrill Lynch
6448PrefDestRoseate L. Wagner
Merrill Lynch
6449RegulationIDRoseate L. Wagner
Merrill Lynch
6450FidessaTradeFlags
8
MultipleValueString, containing a space separated list of trade flags. 		Graham Pearce
royalblue
6451PairExecutionMethodRoseate L. Wagner
Merrill Lynch
6452MLET 4Roseate L. Wagner
Merrill Lynch
6453MLET 5Roseate L. Wagner
Merrill Lynch
6454MLET 6Roseate L. Wagner
Merrill Lynch
6455MLET 7Roseate L. Wagner
Merrill Lynch
6456MLET 8Roseate L. Wagner
Merrill Lynch
6457MLET 9Roseate L. Wagner
Merrill Lynch
6458MLET 10Roseate L. Wagner
Merrill Lynch
6459MLET 11Roseate L. Wagner
Merrill Lynch
6460MLET 12Roseate L. Wagner
Merrill Lynch
6461Pair 1Roseate L. Wagner
Merrill Lynch
6462Pair 2Roseate L. Wagner
Merrill Lynch
6463pair 3Roseate L. Wagner
Merrill Lynch
6464Pair 4Roseate L. Wagner
Merrill Lynch
6465Pair 5Roseate L. Wagner
Merrill Lynch
6466RelativeLimitTypeRoseate L. Wagner
Merrill Lynch
6467DistributionType
D,8,G,F
Identify the distribution type of Futures: 1 - Actual 2 - Underlying 		Roseate L. Wagner
Merrill Lynch
6468RelativeLimitInstructionRoseate L. Wagner
Merrill Lynch
6469MLMinParticipantRoseate L. Wagner
Merrill Lynch
6470ShowingFactorRoseate Wagner
Merill Lynch
6471StartingPriceRoseate Wagner
Merill Lynch
6472ReportFlowFlag
8
Controls reporting to various ML reporting systems.
Merrill Lynch & Company
6473PrefPostDestRoseate Wagner
Merill Lynch
6474ExcludePostDestRoseate Wagner
Merill Lynch
6475ClientIndicatorRoseate Wagner
Merill Lynch
6476PassiveQtyRoseate L. Wagner
Merrill Lynch
6477DynamicDriverTypeRoseate Wagner
Merill Lynch
6478SpeedRelSecurityIDRoseate Wagner
Merill Lynch
6479SpeedRelIDSourceRoseate Wagner
Merill Lynch
6480SpeedRelPriceRoseate Wagner
Merill Lynch
6481SpeedRelTarget%Roseate Wagner
Merill Lynch
6482SCAN DestinationRoseate L. Wagner
Merrill Lynch
6483SCAN IndicatorRoseate L. Wagner
Merrill Lynch
6484PariLegCoefficientRoseate L. Wagner
Merrill Lynch
6485PairFormulaOffsetRoseate L. Wagner
Merrill Lynch
6486RelativeLimitDirectionRoseate L. Wagner
Merrill Lynch
6487Scan LevelRoseate L. Wagner
Merrill Lynch
6488Soft Limit FlagRoseate L. Wagner
Merrill Lynch
6489Trigger IndicatorRoseate L. Wagner
Merrill Lynch
6490Indicative Order TypeRoseate L. Wagner
Merrill Lynch
6491RelativeLimitBase
D, G
Reference for a relative price limit		Keir Wolfenden
UBS Investment Bank
5/30/2008
6492RelativeLimitOffset
D, G
Offset for a relative limit price		Keir Wolfenden
UBS Investment Bank
5/30/2008
6493CleanUpRoseate L. Wagner
Merrill Lynch
6/11/2008
6494PairsSuspendStatusRoseate L. Wagner
Merrill Lynch
7/30/2009
6495PairsRebalanceThresholdRoseate L. Wagner
Merrill Lynch
7/30/2009
6496StopPxAnchor
D, E, G
Int: Identifies anchor price when stop price is specified in relative terms.		John Leung
Lehman Brothers
6/12/2008
6497StopPxOffset
D, E, G
Float: Offset relative to selected anchor for relative stop price.		John Leung
Lehman Brothers
6/12/2008
6498AnchorPxDirection
D, E, G
Int: Identifies units and direction of relative stop price offset.		John Leung
Lehman Brothers
6/12/2008
6499ApplyRestriction
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
6500Commission Handling Instructions
TBD
Future Use		George Rosenberger
BNY Brokerage
6501Commission Treatment
TBD
Future Use		George Rosenberger
BNY Brokerage
6502TrailerNoteSuppressionInd
Suppression indcator for trailer line 		Joseph Young
Thomson Reuters
10/1/2009
6503TrailerNote
Allows trailer notes to be added to trades.		Joseph Young
Thomson Reuters
10/1/2009
6504AllocAgreementDesc
String
Allocation account MCA type		Jayaprakash Katari
Bloomberg
10/2/2009
6505AllocAgreementDate
LocalMktDate
Allocation account MCA Date		Jayaprakash Katari
Bloomberg
10/2/2009
6506AllocCalcAgentLocation
String
Allocation calculation agent location		Jayaprakash Katari
Bloomberg
10/2/2009
6507AllocMatrixAgreementType
String
Allocation account matrix agreement type		Jayaprakash Katari
Bloomberg
10/2/2009
6508AllocMcaAnnexDate
LocalMktDate
Allocation MCA annex date		Jayaprakash Katari
Bloomberg
10/2/2009
6509ParticipationRateOffSideAnchor
D, F, G, 8
Reference price. Values Blank 1 - open 2 - prev close 3 - arrival 4 - other		Paul Rogers
ICAP
10/13/2009
6510Any Price At Close
D, G
Indicates whether are willing to use a market order during the closing auction.		Miles Dugmore

2/16/2009
6511NumberOfWaves
D, G
Used specify the number of waves an order should be executed in.		Miles Dugmore

6/12/2009
6512QtyPerWave
D, G
Used to specify the quantity issued per wave.		Miles Dugmore

6/12/2009
6513ParticipationRate
D, F, G, 8
Offside participation % Values Blank or 0.01 to 1.0		Paul Rogers
ICAP
10/13/2009
6514IncludeAuction
D, F, G, 8
Values Blank 1 - None 2 - Close 3 - Open 4 - All 		Paul Rogers
ICAP
10/13/2009
6515NewsID
B (News)
The unique identifier of a textual message sent from the exchange and recorded on the newsboard.		Roger Maumenée
SWX Swiss Exchange
6516NewsValidUntil
B (News)
The date after which the associated information is no longer relevant / applicable.		Roger Maumenée
SWX Swiss Exchange
6517NewsEventDate
B (News)
The date on which the event referred to in the associated newsboard message occurred.		Roger Maumenée
SWX Swiss Exchange
6518NewsType
B (News)
Textual description of the news type or category.		Roger Maumenée
SWX Swiss Exchange
6519QuoteReqRefID
R (Quote Request)
Required for Cancel and Replace QuoteReqTransType messages		Roger Maumenée
SWX Swiss Exchange
6520TradeTypeCodeList
D, 8, AE
List of SIX Swiss Exchange Trade Type Codes.		Roger Maumenee
SIX Swiss Exchange
6521CounterpartyReference
D, 8
The free text identification of a counterparty who is not a member of the exchange.		Roger Maumenée
SWX Swiss Exchange
6522ClientDomicile
D, 8
Client's domicile		Roger Maumenée
SWX Swiss Exchange
6523CounterpartyType
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
6524TransactionType
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
6525SegrClearingAccountType
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
6526SegrSettleAccountType
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
6527SettlementInst
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
6528OrderCapacity
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
6529OrderRestrictions
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
6530QuoteReqTransType
R (QuoteRequest)
Identifies Quote Request message transaction type Data type: char Valid values: N = New C = Cancel R = Replace 		Roger Maumenée
SWX Swiss Exchange
6531InclSettlementAmount
D, 8, S
An amount added to the calculated settlement amount.		Roger Maumenée
SWX Swiss Exchange
6532InclSettlementCurrencyCode
D, 8, S
Currency identifier of 6531 InclSettlementAmount		Roger Maumenée
SWX Swiss Exchange
6533PublicTradeTypeCodeList
8, S, X
Published list of SWX trade type codes.		Roger Maumenée
SWX Swiss Exchange
6534CounterpartyClientDomicile
D, 8
Counterparty Client's domicile 		Roger Maumenée
SWX Swiss Exchange
6535CounterpartyClientReference
D, 8
Counterparty Member Reference		Roger Maumenée
SWX Swiss Exchange
6536CounterpartyOrderCapacity
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
6537PrimaryOnly
D, F, G, 8
Used to specify Track Volume. Values: 1 - Primary, 2 - Consolidated		Paul Rogers
ICAP
10/7/2009
6538IfIncomplete
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
6539PriceReferenceId
D, F, G, 8
Relative to instrument		Paul Rogers
ICAP
10/7/2009
6540PriceOffset
D, F, G, 8
Percentage. Values: 0 to 0.25		Paul Rogers
ICAP
10/7/2009
6541PriceReferenceAnchor
D, F, G, 8
Values: 1 - none 2 - open 3 - prev close 4 - arrival 		Paul Rogers
ICAP
10/7/2009
6542AuctionAway
D, F, G, 8
Auction protection (% from cont last). Values: 0 to 0.7		Paul Rogers
ICAP
10/7/2009
6543Max2BX
D, F, G, 8
Max of order to BlockCross (%)Percentage. Values: 0 to 100.		Paul Rogers
ICAP
10/7/2009
6544TimeInBX
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
6545TimeInBXValue
D, F, G, 8
Rest order in BX before printing for. Values: Null or > 5		Paul Rogers
ICAP
10/7/2009
6546TargAuctPart
D, F, G, 8
Target auction participation (%). Values: 0.01 to 0.7		Paul Rogers
ICAP
10/7/2009
6547TargetDayVolAuction
D, F, G, 8
Target % of days volume in auction. Values: 0.01 to 0.7		Paul Rogers
ICAP
10/7/2009
6548CrossID
Adoption of 548 for FIX 4.2 & Prior FIX version users		Roseate L. Wagner
Merrill Lynch
6549CrossType
Adoption of tag549 for FIX 4.2 & Prior FIX version users		Roseate L. Wagner
Merrill Lynch
6550ContMarketPart
D, F, G, 8
continuous market participation (%). Values 0.01 to 0.7		Paul Rogers
ICAP
10/7/2009
6551PostInLit
D, F, G, 8
Post for liquidity in ‘lit’ venues. Values: True, False		Paul Rogers
ICAP
10/7/2009
6552NoSides
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
6553Username
Logon
Custom field for FIX4.2 users that want to adopt FIX4.3 field 553		Jonathan Scott
Future Dynamics Ltd
6554Password
Logon
Custom field for FIX4.2 users that want to adopt FIX4.3 field 554		Jonathan Scott
Future Dynamics Ltd
6555OrigTrdMatchID
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
6556BusinessTransactionType
AE, AR
Indication of the business transaction. Valid value: TradeAdvice 		Roger Maumenée
SWX Swiss Exchange
6557ConfirmReasonCode
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
6558ParticipantRoleIndicator
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
6559CalcInclSettlCurrAmt
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
6560InterestPaymentCurrency
AK (Confirmation)
The currency applicable to an accrued interest amount.		Roger Maumenée
SWX Swiss Exchange
6561SettlCurrAmtValid
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
6562SettlementChainControlCode
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
6563SettlementStatusCode
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
6564IsCancelled
B (News)
Indicates whether or not a textual message, sent from the exchange has been cancelled by the exchange.		Roger Maumenée
SWX Swiss Exchange
6565SourceExchange
B, X
The exchange from where the news message or book information origins.		Roger Maumenée
SWX Swiss Exchange
6566NumberOfQuotes
W, X
Number of quotes in a book entry.		Roger Maumenée
SWX Swiss Exchange
6567ReferencePriceType
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
6568RandomisedInterval
h (TradingSessionStatus)
Time spread for randomised transitions (of trading schedules). Format HH:MM:SS. 		Roger Maumenée
SWX Swiss Exchange
6569TransitionStatus
h (TradingSessionStatus)
Status of a trading schedule transition. Valid values: 0 = Pending 1 = Triggered 2 = Deleted 3 = Failed 		Roger Maumenée
SWX Swiss Exchange
6570BookCondition
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
6571MDExecDate
X (MarketDataIncrementalRefresh)
Execution date.		Roger Maumenée
SWX Swiss Exchange
6572MDExecTime
X (MarketDataIncrementalRefresh)
Execution time.		Roger Maumenée
SWX Swiss Exchange
6573NumberOfTrades
X (MarketDataIncrementalRefresh)
Number of trades cumulated in a message.		Roger Maumenée
SWX Swiss Exchange
6574TradeOrigin
8
System/Firm where the trade originated		Murari Cholappadi
JPMorganChase
3/9/2009
6575StampTax
8
Stamp Tax when choosing to send an exclusive field instead of using MiscFee repeating group		Murari Cholappadi
JPMorganChase
3/9/2009
6576Levy
8
Levy		Murari Cholappadi
JPMorganChase
3/9/2009
6577Tariff
8
Tariff		Murari Cholappadi
JPMorganChase
3/9/2009
6578BrokerDealerServiceFee
8
Broker Dealer Service Fee		Murari Cholappadi
JPMorganChase
3/9/2009
6579SettlCommunicationService
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
6580BeneficiaryName
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
6581BeneficiaryCode
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
6582CustOrderCapacity
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
6583SpreadPremium
D, E, F, G
Spread premium in dollars.		John Leung
6584SpreadPctPremium
D, E, F, G
spread % premium		John Leung
Lehman Brothers
6585SpreadPctDiscount
D, E, F, G
Spread discount in percentage		John Leung
Lehman Brothers
6586CashOffset
D, E, F, G
cash offset amount		John Leung
Lehman Brothers
6587ExecutionMethod
D, E, F, G
1 - Lean Buy 2 - Lean Sell		John Leung
Lehman Brothers
6588TradeClipShares
D, E, F, G
Trade clip in shares		John Leung
Lehman Brothers
6589TradeClipPct
D, E, F, G
Trade clip in percentage		John Leung
Lehman Brothers
6590TradeClip
D, E, F, G
Trade clip in dollars		John Leung
Lehman Brothers
6591BlockSeqNumber
Block Sequence Number.		Mikael Vessgård
Nasdaq OMX
8/28/2008
6592VersionID
Version Identification in Block Header.		Mikael Vessgård
Nasdaq OMX
8/28/2008
6593BeneficiaryAcctNum
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
6594LocalAgentName
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
6595LocalAgentCode
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
6596LocalAgentAcctNum
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
6597GlobalAgentName
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
6598GlobalAgentCode
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
6599GlobalAgentAcctNum
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
6600TestMessageIndicator
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
6601Password
Optionally used in Logon message.		Wei Seong Koek
TradeWeb LLC
6602MultilegComponent
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
6603LotSize
Fill quantity increment above the initial fill size.		Wei Seong Koek
TradeWeb LLC
6604Replenish
BOolean: Replenish trade quantity from OrderQty after the first fill. Used together with MaxFloor (111) for hidden-quantity trading.		Wei Seong Koek
TradeWeb LLC
6605Spread
ExecutionReport
Either swap spread or spread-to-benchmark <p> ** ADDED TO FIX 4.3 AS TAG: 218 Spread **		Wei Seong Koek
TradeWeb LLC
6606TraderID
NewOrderSingle, ExecutionReport
Buyside trader initiating the order <p> ** ADDED TO FIX 4.3 through &ltParties&gt component block **		Wei Seong Koek
TradeWeb LLC
6607ExDividend
[4.2] Boolean: Instrument is trading ex-dividend. Supported in [4.4] using SymbolSfx(65)=EX.		Wei Seong Koek
TradeWeb LLC
6608Yield
ExecutionReport
Yield percentage <p> ** ADDED TO FIX 4.3 AS TAG: 236 Yield ** 		Wei Seong Koek
TradeWeb LLC
6609SecurityTypeExtended
NewOrderSingle, ExecutionReport, Allocation
Extends FIX field 167 for Fixed Income <p>** 167 SecurityType was extended in FIX 4.3 **		Wei Seong Koek
TradeWeb LLC
6610BrokerClearingID
Identifier of Broker’s clearing instructions.		Wei Seong Koek
TradeWeb LLC
6611TotalAccruedInterestAmt
ExecutionReport, Allocation
Block level accrued interest <p> ** 540 TotalAccruedInterestAmt was added to appropriate messages in FIX 4.3 **		Wei Seong Koek
TradeWeb LLC
6612NetMoney
ExecutionReport, Allocation
Block level net money<p>** 118 NetMoney was added to appropriate messages in FIX 4.3 **		Wei Seong Koek
TradeWeb LLC
6613ProductExtended
NewOrderSingle, ExecutionReport, Allocation
Extends FIX field 460 for Fixed Income.<p>** 460 Product was extended in FIX 4.3 **		Wei Seong Koek
TradeWeb LLC
6614PriceType
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
6615AllocStatus
[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
6616OrderCreateTime
UTC timestamp when the order was created.		Wei Seong Koek
TradeWeb LLC
6617SecondaryOrdID
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
6618AllocGiveUpBroker
[4.2] In an Allocation instance, identifier of the Prime Broker serving as Give-Up Firm.		Wei Seong Koek
TradeWeb LLC
6619AllocGTSBroker
[4.2] In an Allocation instance, identifier of the Prime Broker providing General Trade Services.		Wei Seong Koek
TradeWeb LLC
6620IssueDate
NewOrderSingle, ExecutionReport, Allocation
Date bond was issued<p>** Added to FIX 4.3 as tag: 225 IssueDate **		Wei Seong Koek
TradeWeb LLC
6621Factor
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
6622BenchmarkYield
Yield of the benchmark security.		Wei Seong Koek
TradeWeb LLC
6623AssetSwapSpread
The difference between the bond yield and the LIBOR curve, expressed in basis points.		Wei Seong Koek
TradeWeb LLC
6624ISpread
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
6625ZSpread
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
6626MDEntryHiddenSize
W
Hidden size (Qty) - shown only to the originating dealer		Wei Seong Koek
TradeWeb LLC
6627ContraFeesSw
8
Indicator used to determine if fees should be applied to contra side of trade.		Rich Kiehl
Thomson Financial - BETA Systems
6628NoYields
ExecutionReport
Number of yields. Allows repeating groups consisting of YieldType (235), Yield (236), and BasisFeatureDate (259). 		Kevin Bilello
Thomson Beta Systems
6629YieldType
ExecutionReport
Specifies how Yield is expressed <p>** Added to FIX 4.3 as tag: 235 YieldType **		Wei Seong Koek
TradeWeb LLC
6630ListID
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
6631Username
[4.2] Used in Logon. Replaced in 4.4 by Username(533).		Wei Seong Koek
TradeWeb LLC
6632BenchmarkSecurityDesc
Benchmark security description.		Wei Seong Koek
TradeWeb LLC
6633BenchmarkSymbolSfx
"WI" if When Issued.		Wei Seong Koek
TradeWeb LLC
6634NoStipulations
NewOrderSingle, ExecutionReport
Number of stipulation entries<p>** Added to FIX 4.3 as tag: 232 NoStipulations **		Wei Seong Koek
TradeWeb LLC
6635StipulationType
NewOrderSingle, ExecutionReport
Stipulation type – see 4.3 spec<p>** Added to FIX 4.3 as tag: 233 StipulationType **		Wei Seong Koek
TradeWeb LLC
6636StipulationValue
NewOrderSingle, ExecutionReport
Structured stipulation value – see 4.3 spec<p>** Added to FIX 4.3 as tag: 234 StipulationValue **		Wei Seong Koek
TradeWeb LLC
6637MaturityDate
NewOrderSingle, ExecutionReport, Allocation
Bond maturity date<p>** Added to FIX 4.3 as tag: 541 MaturityDate **		Wei Seong Koek
TradeWeb LLC
6638AllocClearingFirm
NewOrderSingle,Allocation
For instructing and reporting allocation clearing for non-US issues<p>** Added to FIX 4.3 through &ltNestedParties&gt component block ** 		Wei Seong Koek
TradeWeb LLC
6639LegLastParPx
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
6640LastParPx
ExecutionReport
Price expressed in percent-of-par when ParPx is in discount or spread		Wei Seong Koek
TradeWeb LLC
6641BookingID
BookingReport (UB)
Event reference for BookingReport		Wei Seong Koek
TradeWeb LLC
6642BookingTransType
BookingReport (UB)
Enumeration: 0-New, 1-Cancel, 2-Correct		Wei Seong Koek
TradeWeb LLC
6643BookingStatus
BookingReport (UB)
Enumeration: 1-Affirmed, 2-Unknown account, 3-Missing settlement instructions, 4-Canceled		Wei Seong Koek
TradeWeb LLC
6644BenchmarkPrice
[4.2] Specifies the price of the benchmark.		Wei Seong Koek
TradeWeb LLC
6645BenchmarkPriceType
[4.2] Identifies the denomination of BenchmarkPrice(6645). Same values as PriceType(423). 		Wei Seong Koek
TradeWeb LLC
6646BenchmarkSecurityIDSource
[4.2] Identifies the source of the Benchmark Security ID. Valid values are 1=CUSIP 2=SEDOL 4=ISIN 		Wei Seong Koek
TradeWeb LLC
6647FloatingRate
Boolean: Identifies a Floating Rate Note.		Wei Seong Koek
TradeWeb LLC
6648AllocStepOutBroker
[4.2] In an Allocation instance, identifier of the Prime Broker serving as Step-Out Firm.		Wei Seong Koek
TradeWeb LLC
6649PreFactored
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
6650MsgVersion
Identifies the message version number, e.g. 1.0.		Wei Seong Koek
TradeWeb LLC
6651TerminationType
[4.2] USRP Values 1=Overnight 2=Term 3=Flexible 4=Open Replaced in 4.4 by tag 788.		Wei Seong Koek
TradeWeb LLC
6652NoUnderlyings
[4.2] begins the Underlyings repeating group.		Wei Seong Koek
TradeWeb LLC
6653UnderlyingSecurityType
Values: TREASURY MORTGAGE AGENCY OTHER 		Wei Seong Koek
TradeWeb LLC
6654UnderlyingSecuritySubtype
[4.2] E.g. GENERAL		Wei Seong Koek
TradeWeb LLC
6655FinOrderQty
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
6656NoUnderlyingStips
[4.2] Begins the UnderlyingStips repeating group.		Wei Seong Koek
TradeWeb LLC
6657UnderlyingStipType
[4.2] Stipulation type: Values include MATURITY TYPE SCHEDULE 		Wei Seong Koek
TradeWeb LLC
6658UnderlyingStipValue
[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
6659DatedDate
[4.2] The date the security is dated if different from the first IssueDate, in YYYYMMDD format.		Wei Seong Koek
TradeWeb LLC
6660LegDatedDate
[4.2] The date the leg security is dated if different from the first LegIssueDate, in YYYYMMDD format.		Wei Seong Koek
TradeWeb LLC
6661GiveUpBroker
[4.2] Identifier of the Prime Broker serving as Give-Up Firm.		Wei Seong Koek
TradeWeb LLC
6662GTSBroker
[4.2] Identifier of the Prime Broker providing General Trade Services.		Wei Seong Koek
TradeWeb LLC
6663StepOutBroker
[4.2] Identifier of the Prime Broker serving as Step-Out Firm.		Wei Seong Koek
TradeWeb LLC
6664Term
Encoded term of a deposit or derivative trade: 1D, 3M, 10Y, etc.		Wei Seong Koek
TradeWeb LLC
6665NoLegs
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
6666LegSide
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
6667LegOrderQty
NewOrderSingle, ExecutionReport
Order quantity of one leg of a multi-issue trade		Wei Seong Koek
TradeWeb LLC
6668LegSwapType
NewOrderSingle, ExecutionReport
Substitute for LegOrderQty (6667) for one leg of a multi-issue trade: ParForPar, Duration, Risk, Proceeds		Wei Seong Koek
TradeWeb LLC
6669LegFactor
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
6670LegSecurityID
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
6671LegIDSource
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
6672LegProduct
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
6673LegSecurityType
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
6674LegIssuer
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
6675LegCouponRate
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
6676LegMaturityDate
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
6677LegSecurityDesc
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
6678LegCurrency
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
6679LegSettlmntTyp
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
6680LegFutSettDate
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
6681LegNoAllocs
NewOrderSingle
Number of allocations for one leg of a multi-issue trade		Wei Seong Koek
TradeWeb LLC
6682LegAllocAccount
NewOrderSingle
Allocation account for one leg of a multi-issue trade		Wei Seong Koek
TradeWeb LLC
6683LegAllocQty
NewOrderSingle
Allocation quantity for one leg of a multi-issue trade		Wei Seong Koek
TradeWeb LLC
6684LegAllocClearingFirm
NewOrderSingle
Allocation clearing firm for one leg of a multi-issue trade		Wei Seong Koek
TradeWeb LLC
6685MDAggressorSide
W
In MD Trade entries. Values: 1 = Take 2 = Hit		Wei Seong Koek
TradeWeb LLC
6686LegNoStipulations
NewOrderSingle, ExecutionReport
Number of stipulation entries for one leg of a multi-issue trade		Wei Seong Koek
TradeWeb LLC
6687LegStipulationType
NewOrderSingle, ExecutionReport
Stipulation type for one leg of a multi-issue trade – see 4.3 spec		Wei Seong Koek
TradeWeb LLC
6688LegStipulationValue
NewOrderSingle, ExecutionReport
Structured stipulation value for one leg of a multi-issue trade – see 4.3 spec		Wei Seong Koek
TradeWeb LLC
6689ContractSettlementMonth
NewOrderSingle,ExecutionReport, Allocation
Month that a TBA contract settles		Wei Seong Koek
TradeWeb LLC
6690LegContractSettlmntMonth
NewOrderSingle, ExecutionReport
Month that a TBA contract settles for one leg of a multi-issue trade		Wei Seong Koek
TradeWeb LLC
6691WhenIssued
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
6692LegIssueDate
NewOrderSingle, ExecutionReport
Issue date for one leg of a multi-issue trade		Wei Seong Koek
TradeWeb LLC
6693BenchmarkSecurityID
ExecutionReport
CUSIP or ISIN of the benchmark instrument		Wei Seong Koek
TradeWeb LLC
6694LegClearingFirm
NewOrderSingle, ExecutionReport
Clearing firm for one leg of a multi-issue trade		Wei Seong Koek
TradeWeb LLC
6695InterestAtMaturity
Execution Report, Allocations
For communicating, at the block level, the interest payment at maturity for interest bearing CPs and CDs
Brook Path Partners, Inc.
6696AllocInterestAtMaturity
Allocations
For communicating, at the allocation breakdown level, the interest payment at maturity for interest bearing CPs and CDs.
Brook Path Partners, Inc.
6697BenchIDSource
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
6698CrossExecID
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
6699ApplicationQueueDepth
All
Custom header field that provides the number of application level events that are queued for processing behind this current message. For instance, the ApplicationQueueDepth > 0 on an Execution Report - indicates that there are still ApplicationQueueDepth # of reports that have to be generated and transmitted. This information is provided to help counterparties manage throughput and backlog issues.		Jim Northey
LTG
6700ApplicationQueueAction
All
Optional customer header field that indicates what action should be taken to resolve an Application queue (backlog). 0- No action taken 1- Flush Queue 2- Overlay last 3- End session		Jim Northey
LTG
6701ApplicationQueueResolution
All
Optional header field that is used to indicate to the message recipient the action that was taken in response to application messages being queued for delivery: 0-No Action Taken 1-Queue Flushed 2-Session will be disconnected 		Jim Northey
LTG
6702InCompete
Quote Request (MsgType=R)
Boolean field allowing the Quote Request (MsgType=R) initiator to indicate to respondent whether the quote request is in competition (i.e. quote request was also sent to other respondents). Default is "N" if field is not specified.
Brook Path Partners, Inc.
6703CompetitorCount
AJ,R
Competitive Rqeuest for Quote dealer count. The total numnber of competitors in the quote request 		Dwight Browne
JPMorganChase
6704CompetitionStatus
AJ
Used in a competitive RFQ response Values: 0 - Done (if 694 =1), 1 - Tied, 2 - Cover, 3 - Traded Away, 		Dwight Browne
JPMorganChase
6705CoverPrice
AJ
Required if 6704 = 0		Dwight Browne
JPMorganChase
6706NoOfLegsList
D,E,8,9		Vivek Beniwal
CBOE
6707NestedPartyIdList
D,E,8,9		Vivek Beniwal
CBOE
6708LegMaturityDayList
D,E,8,9		Magic Magee
Chicago Board Options Exchange
2/23/2009
6709MDCustomerSize
W, X
Indicates the customer quantity for Book feed from CBOE. 		Vivek Beniwal
CBOE
4/14/2009
6710MDProcessIndicator
W
Indicates if Snapshot can be ignored by the client, or if it definitely needs to be processed for processing Snapshot and Incremental book feed. 		Vivek Beniwal
CBOE
4/14/2009
6711LegSecurityTypeList
D,E,8,9		Vivek Beniwal
CBOE
6712LegSymbolList
D,E,8,9		Vivek Beniwal
CBOE
6713LegSecurityIdList
D,E,8,9		Vivek Beniwal
CBOE
6714LegSideList
D,E,8,9		Vivek Beniwal
CBOE
6715LegRatioQtyList
D,E,8,9		Vivek Beniwal
CBOE
6716LegPriceList
D,E,8,9		Vivek Beniwal
CBOE
6717LegMaturityMonthYearList
D,E,8,9		Vivek Beniwal
CBOE
6718LegStrikePriceList
D,E,8,9		Vivek Beniwal
CBOE
6719LegOptAttributeList
D,E,8,9		Vivek Beniwal
CBOE
6720LegCoveredUncoveredList
D,E,8,9		Vivek Beniwal
CBOE
6721LegPositionEffectList
D,E,8,9		Vivek Beniwal
CBOE
6722LegRefIdList
D,E,8,9		Vivek Beniwal
CBOE
6723LegGrossTradeAmt
Gross principal amount of the trade leg.		Wei Seong Koek
TradeWeb LLC
11/4/2008
6724LetAccruedInterestAmt
Accrued interest of the trade leg.		Wei Seong Koek
TradeWeb LLC
11/4/2008
6725LegNumDaysInterest
Number of days accrued interest of the trade leg.		Wei Seong Koek
TradeWeb LLC
11/4/2008
6726LegNetMoney
Net money of the trade leg.		Wei Seong Koek
TradeWeb LLC
11/4/2008
6727DestFirmID
An optional routing identifier associated with the firm to which this message is directed.		Wei Seong Koek
TradeWeb LLC
9/23/2008
6728DocType
Name of the FpML document type in the embedded XML Message.		Wei Seong Koek
TradeWeb LLC
9/17/2008
6729RelativeStart
Effective date expressed as a period relative to trade date, e.g. 1Y or 3M. Mutually exclusive with StartDate.		Wei Seong Koek
TradeWeb LLC
9/10/2008
6730MultilegPartNum
Trade number within a swap or butterfly plus the number of trades separated by "/". E.g. 9729=2/3 represents the body of a butterfly.		Wei Seong Koek
TradeWeb LLC
6731TradingSystemID
The full ATS trade identifier.		Wei Seong Koek
TradeWeb LLC
6732DealerNote
Free-form text to be sent to the dealer(s) participating in the trade during negotiation.		Wei Seong Koek
TradeWeb LLC
6733TaxStatus
Tax Status of the buy-side customer: 0 = Clean (the default if omitted) 1 = Dirty 		Wei Seong Koek
TradeWeb LLC
6734LegRefID
An optional unique reference assigned by the ordering customer to each leg of a swap or butterfly.		Wei Seong Koek
TradeWeb LLC
6735MultilegRefID
The optional unique reference assigned by the ordering customer to each leg of a swap or butterfly. Same as LegRefID but outside the NoLegs repeating group in ER, AR and Confirmation.		Wei Seong Koek
TradeWeb LLC
6736CalcFrequency
Encoded IRS calculation period frequency: 3M, 6M, 1Y, T [term] etc.		Wei Seong Koek
TradeWeb LLC
6737RollConvention
IRS roll convention for NewOrder - default 'STD'. Values: STD - standard product-based roll IMM - roll on IMM dates ECB - roll on ECB dates NONE - for bullet payments		Wei Seong Koek
TradeWeb LLC
6738LegRelativeStart
Leg effective date expressed as a period relative to trade date, e.g. 1Y or 3M. Mutually exclusive with LegStartDate.		Wei Seong Koek
TradeWeb LLC
6739Compounding
Boolean: IRS floating rate compounding - default 'N'. Values: Y - flat compounding N - no compounding 		Wei Seong Koek
TradeWeb LLC
6740LegTerm
Leg termination date expressed as a period relative to effective date, e.g. 1Y or 3M. Mutually exclusive with LegEndDate.		Wei Seong Koek
TradeWeb LLC
6741LegEndDate
Leg absolute termination date, e.g. 20100118. Mutually exclusive with LegTerm.		Wei Seong Koek
TradeWeb LLC
6742LegCalcFrequency
IRS calculation period frequency for the trade leg.		Wei Seong Koek
TradeWeb LLC
6743LegRollConvention
IRS roll convention - default 'STD'. Values: STD - standard product-based roll IMM - roll on IMM dates ECB - roll on ECB dates NONE - for bullet payments 		Wei Seong Koek
TradeWeb LLC
6744LegFloatRatePayFrequency
IRS floating rate stream payment frequency expressed as a period, e.g. 1Y, 3M or 1T.		Wei Seong Koek
TradeWeb LLC
6745LegCompounding
Boolean: IRS floating rate compounding - default 'N'. Values: Y - flat compounding N - no compounding 		Wei Seong Koek
TradeWeb LLC
6746LegFixedRatePayFrequency
IRS fixed rate stream payment frequency expressed as a period, e.g. 1Y, 3M or 1T.		Wei Seong Koek
TradeWeb LLC
6747LegFixedRateDayCount
String: IRS fixed stream - payment day-count fraction. FpML values.		Wei Seong Koek
TradeWeb LLC
6748LegStartDate
IRS absolute effective date, e.g. 20080818. Mutually exclusive with LegRelativeStart.		Wei Seong Koek
TradeWeb LLC
6749UpFrontFee
Additional payment for an IRS My Coupon RFQ – positive if from the dealer to the customer, negative if from the customer to the dealer. 		Wei Seong Koek
TradeWeb LLC
6750TSXAccountType
D
Determines the Type of Trading Account. Valid Values: NC=Non-Client (TSX and TSXV) CL=Client (TSX and TSXV) ST=Specialist (TSX Only) IN=Inventory (TSX and TSXV) MP=ME Pro (TSX Only) OF=Options Firm (TSX Only) OT=Options Market Maker (TSX and TSXV)		John Lee
TSX Group
6751TSXUserId
The trading system's user ID for a trader. 1*8AlphaNumeric ; no default 		John Lee
TSX Group
6752TSXNonResident
"Y" | "N" ; default is "N", TSX only 		John Lee
TSX Group
6753TSXSettlementTerms
"Cash" "CT" | ; cash today Date | ; delayed delivery date "MS" | ; derivatives-related contingent ; equity trade "NN" | ; non-net ,TSX only		John Lee
TSX Group
6754TSXBasketTrade
The order is part of a basket trade. BasketNumber | "N" ; default is "N" to indicate a program trade, TSX only		John Lee
TSX Group
6755TSXProgramTrade
The order is part of a specialized basket trade in securities comprising the TSX 100 Index or Toronto 35 Index to offset an options or futures position. "Y" | "N" ; default is "N" , TSX only 		John Lee
TSX Group
6756TSXItemNumber
OrderKey ; no default , TSX and TSXV 		John Lee
TSX Group
6757TSXJitney
An order is marked as being executed on behalf of another broker BrokerNumber | "N" ; default is "N" , TSX and TSXV		John Lee
TSX Group
6758TSXLotsOf
A special term for an order specifying that each fill must be divided into equal lots. TSXLotsOf must be a multiple of the OrderQty. Volume ; no default , TSX and TSXV 		John Lee
TSX Group
6759TSXMGFCandidate
A marker as to whether an order is eligible for minimum guaranteed fill. "Y" | "N" ; default is "Y" , TSX only 		John Lee
TSX Group
6760TSXActionSource
Source of the action performed on an order. 1*3AlphaNumeric, TSX and TSXV		John Lee
TSX Group
6761TSXAnonymous
Flag to indicate if order is anonymous "Y" | "N" ; default "N", TSX and TSXV		John Lee
TSX Group
6762TSXExchangeUserId
The user id for an exchange staff member (e.g., Customer Service Representative or Market Surveillance Officer) 1*8AlphaNumeric ; no default		John Lee
TSX Group
6763TSXRegulationId
Identification marker for UMIR specific designations to orders and Trades "IA" ; InsiderAccount "NA" ; Not Applicable, only used on CFO "SS" ; Significant Shareholder TSX and TSXV no default" 		John Lee
TSX Group
6764TSXMarketOnClose
"Y" | "N" ; default is "N" , TSX only 		John Lee
TSX Group
6765TSXReferenceVolume
The existing volume of the order that is to be OMRd Volume ; no default , TSX and TSXV 		John Lee
TSX Group
6766TSXShortExempt
"Y" | "N" ; default is "N" , TSX only 		John Lee
TSX Group
6767TSXBuyAccountType
The buyer’s type of the trading account. """NC"" | ; non-client, SAM, TSX* and TSXV* ""CL"" | ; client, SAM, TSX* and TSXV ""ST"" | ; equities specialist, TSX only ""IN"" | ; inventory, SAM, TSX and TSXV ""PT"" | ; professional trader, SAM only ""MP"" | ; ME pro order on TSX, TSX only ""OF"" | ; options firm account, TSX only ""OT"" | ; options market maker, TSX and TSXV only " 		John Lee
TSX Group
6768TSXSellAccountType
The seller’s type of trading account """NC"" | ; non-client, SAM, TSX* and TSXV* ""CL"" | ; client, SAM, TSX* and TSXV ""ST"" | ; equities specialist, TSX only ""IN"" | ; inventory, SAM, TSX and TSXV ""PT"" | ; professional trader, SAM only ""MP"" | ; ME pro order on TSX, TSX only ""OF"" | ; options firm account, TSX only ""OT"" | ; options market maker, TSX and TSXV only " 		John Lee
TSX Group
6769TSXBuyAccountId
The buyer’s trading account identification. 1*15AlphaNumeric ; TSX and TSXV, no default		John Lee
TSX Group
6770TSXSellAccountId
Te seller’s trading account identification 1*15AlphaNumeric ; TSX and TSXV, no default		John Lee
TSX Group
6771TSXBuyRegulationId
Identification marker for UMIR specific designations to orders and Trades """IA"" ; InsiderAccount ""NA"" ; Not Applicable, only used on CFO ""SS"" ; Significant Shareholder TSX and TSXV no default" 		John Lee
TSX Group
6772TSXSellRegulationId
Identification marker for UMIR specific designations to orders and Trades """IA"" ; InsiderAccount ""NA"" ; Not Applicable, only used on CFO ""SS"" ; Significant Shareholder TSX and TSXV no default" 		John Lee
TSX Group
6773TSXCrossType
Refers to one of five specialty cross types including Basis, VWAP, Contingent, Internal, and STS crosses. These crosses are treated differently from regular crosses with respect to interference and or price validation "Regular "" "" = Default Internal ""I"" Basis ""B"" Contgt ""C"" STS ""S"" VWAP ""V""" 		John Lee
TSX Group
6774TSXBrokerNumber
An exchange assigned number identifying a member firm 1*3Digit ; no default , TSX and TSXV 		John Lee
TSX Group
6775TSXATSName
The Alternative Trading System where the transaction originated 1*3Alphanumeric ; no default , TSX only 		John Lee
TSX Group
6776TSXPrincipleTrade
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. "Y" | "N" ; default is "N" , TSX only 		John Lee
TSX Group
6777TSXWashTrade
A trade that has occurred between proprietary accounts of the same member firm. "Y" | "N" ; default is "N" , TSX only 		John Lee
TSX Group
6778TSXTradeCorrection
An indicator as to whether the Fill report is a trade correction or a normal fill. "Y" | "N" ; default is "N" , TSX only 		John Lee
TSX Group
6779TSXErrorNumber
The error number for an Error Response message. 1*4 Digits; 1-9999 (no default) 		John Lee
TSX Group
6780TSXExchangeAdmin
An assigned marker to transmit information. "0*35 Alphanumeric (positions 4-35 not yet defined) Position 0; Trade Source 'T' - TSX or 'X' -TSXV Position 1; Order Classification 'A' - Active or 'P' - Passive Position 2; Trading Session 'O'-Opening or 'P' -Post Open or 'E'-Last Sale Trading Session Position 3; Responsible RT/Oddlot Trader for Stock 'Y'-UserId is the RT/Oddlot Trader for the stock and is the buyer and/or the seller or 'N'-UserId is not the RT/Oddlot Trader of the stock " 		John Lee
TSX Group
6781TSXBuyJitney
An order is marked as being executed on behalf of another broker. TSXBrokerNumber | "N" ; Default is N		John Lee
TSX Group
6782TSXSellJitney
An order is marked as being executed on behalf of another broker. TSXBrokerNumber | "N" ; Default is N		John Lee
TSX Group
6783TSXUDFJohn Lee
TSX Group
6784TSXUDFJohn Lee
TSX Group
6785TSXUDFJohn Lee
TSX Group
6786TSXUDFJohn Lee
TSX Group
6787TSXUDFJohn Lee
TSX Group
6788TSXUDFJohn Lee
TSX Group
6789TSXUDFJohn Lee
TSX Group
6790TSXUDFJohn Lee
TSX Group
6791TSXUDFJohn Lee
TSX Group
6792TSXUDFJohn Lee
TSX Group
6793TSXUDFJohn Lee
TSX Group
6794TSXUDFJohn Lee
TSX Group
6795TSXUDFJohn Lee
TSX Group
6796TSXUDFJohn Lee
TSX Group
6797TSXUDFJohn Lee
TSX Group
6798TSXUDFJohn Lee
TSX Group
6799TSXUDFJohn Lee
TSX Group
6800NetworkRequestType
MsgType = BC
From FIX 4.4 Network Status message. Must be set to "1" - ie Snapshot.		Mark Reece
London Stock Exchange
6801NetworkRequestID
MsgType = BC
From FIX 4.4 Network Status Request message.		Mark Reece
London Stock Exchange
6802NetworkStatusResponseType
MsgType = BD
From Network Status Response message in FIX 4.4. Valid values 1=Full and 2=Incremental.		Mark Reece
London Stock Exchange
6803NetworkResponseID
MsgType = BD
From Network Status Response message in FIX 4.4. 		Mark Reece
London Stock Exchange
6804NoCompIDs
MsgType = BD
Based on Network Status Response message from FIX 4.4. Count CompIDs being reported on.		Mark Reece
London Stock Exchange
6805RefCompID
MsgType = BD
Based on Network Status Response message in FIX 4.4 and CompID field in repeating group. Identifies CompID being reported on.		Mark Reece
London Stock Exchange
6806StatusValue
MsgType = BD
Based on Network Status Message in FIX 4.4. Valid values are 1=Connected, 3=Not Connected, 4=In Process.		Mark Reece
London Stock Exchange
6807Counter
MsgType=AJ
Indicates if counter is allowed on hit/lift. When this tag is not present, counter is not allowed on hit/lift. Default value is N. (Tradeweb Retail) Valid values: Y = Hit/lift can be countered N = Hit/lift cannot be countered. 		Wei Koek
TradeWeb
10/21/2009
6808LastQty2
8
Last Quantity for the far leg of a swap.
Merrill Lynch
6809ExternalExchangeRef
8
External Exchange Reference
Merrill Lynch & Company
6810ExternalCustomerName
8
ML customer name
Merrill Lynch & Company
6811MLContraId
8
Merrill Lynch Contra Identifier
Merrill Lynch & Company
6812DepoActionType
FX deposit, values: N = New, R = Rollover.		Wenhuan Zhao
Bloomberg L.P.
8/14/2009
6813DepoDayCount
FX Deposit day count fraction, values: 0=ACT/360, 1=ACT/360(Comp), 3=30/360, 5=ACT/365, 6=ACT/365(Comp), B=BIZ/252, C=BIZ/252(Comp)		Wenhuan Zhao
Bloomberg L.P.
8/14/2009
6814Reserved
FX Reserved 		Wenhuan Zhao
Bloomberg L.P.
8/14/2009
6815Reserved
FX reserved		Wenhuan Zhao
Bloomberg L.P.
8/14/2009
6816Reserved
FX reserved		Wenhuan Zhao
Bloomberg L.P.
8/14/2009
6817Reserved
FX reserved		Wenhuan Zhao
Bloomberg L.P.
8/14/2009
6818RoutingAwayBroker
D, E, F, G
This tag supports CBSX Order Routing Vendor Selection for Stock Linkage. 		Vivek Beniwal
CBOE
9/26/2008
6819TriggerQtyADVPct
Strategy trigger quantity specified as a percentage of ADV.		John Shields
Nomura Securities Co.
10/15/2009
6820TriggerQtyNotional
Strategy trigger quantity specified as a notional value in local currency.		John Shields
Nomura Securities Co.
10/15/2009
6821TriggerQtyOrderPct
Strategy trigger quantity specified as a percentage of the order size.		John Shields
Nomura Securities Co.
10/15/2009
6822CounterpartyTraderID
Counter party trader id		Wei Koek
TradeWeb
10/21/2009
6823TW ReservedWei Koek
TradeWeb
10/21/2009
6824TW ReservedWei Koek
TradeWeb
10/21/2009
6825TW ReservedWei Koek
TradeWeb
10/21/2009
6826TW ReservedWei Koek
TradeWeb
10/21/2009
6827TW ReservedWei Koek
TradeWeb
10/21/2009
6828ManualOrderIndicatorClone
Clone of FIX.4.4 tag 1028(ManualOrderIndicator) for use by firms / vendors who are unable to use the official tag.		John Prewett
Lava Trading
6829CustomerDirectedOrderClone
Clone of FIX.4.4 tag 1029(CustomerDirectedOrder) for use by firms / vendors who are unable to use the official tag.		John Prewett
Lava Trading
6830ReceivedDeptIDClone
Clone of FIX.4.4 tag 1030(ReceivedDeptID) for use by firms / vendors who are unable to use the official tag.		John Prewett
Lava Trading
6831CustOrderHandlingInstClone
Clone of FIX.4.4 tag 1031(CustOrderHandlingInst) for use by firms / vendors who are unable to use the official tag.		John Prewett
Lava Trading
6832OrderHandlingInstSourceClone
Clone of FIX.4.4 tag 1032(OrderHandlingInstSource) for use by firms / vendors who are unable to use the official tag.		John Prewett
Lava Trading
6833DeskTypeClone
Clone of FIX.4.4 tag 1033(DeskType) for use by firms / vendors who are unable to use the official tag.		John Prewett
Lava Trading
6834DeskTypeSourceClone
Clone of FIX.4.4 tag 1034(DeskTypeSource) for use by firms / vendors who are unable to use the official tag.		John Prewett
Lava Trading
6835DeskOrderHandlingInstClone
Clone of FIX.4.4 tag 1035(DeskOrderHandlingInst) for use by firms / vendors who are unable to use the official tag.		John Prewett
Lava Trading
6836TrdRegTimestampClone
Clone of FIX.4.4 component block TrdRegTimestamp for use by firms / vendors who are unable to use the official tag. Please read OATS v3 document.		John Prewett
Lava Trading
6837SISUpdOnlyTransaction
G
This transaction is to be used to update Broadridge SIS information only and will not be sent to an execution destination. Valid values: Y = Update only N = Cancel/Replace and Update both 		Roger Douglass
Broadridge Financial Solutions
12/18/2008
6838SISAddlinstructions
G, D
SIS Additional Instructions		Roger Douglass
Broadridge Financial Solutions
12/18/2008
6839SISTrailerInd
G, D
A valid SIS trailer Indicator, Alphanumeric, 1 character length		Roger Douglass
Broadridge Financial Solutions
12/18/2008
6840SISTrailer
G, D
Trailer text that can be up to a maximum of 30 characters		Roger Douglass
Broadridge Financial Solutions
12/18/2008
6841SISEnhTrailer
G, D
Enhanced trailer codes. There can be up to 20 codes		Roger Douglass
Broadridge Financial Solutions
12/18/2008
6842SISBopsind
G, D
BOPS Indicator Valid values: Y = Make BOPS eligible N = Is not BOPS eligible 		Roger Douglass
Broadridge Financial Solutions
12/18/2008
6843SISVantraTrailer
8
SIS reply of CNESS floor trailer		Roger Douglass
Broadridge Financial Solutions
2/26/2009
6844SISVerifyTerminal
D
Optional tag on New Order to indicate the Verify Terminal where the order will be send for verification.		Roger Douglass
Broadridge Financial Solutions
4/27/2009
6845Bank Clearance TypeTao Shen
Guosen Securities Co.,Ltd
1/31/2009
6846AutoPlace
DE
Auto place parameters		Max Shcherbakov
Charles River Brokerage
3/12/2009
6847TotalNumOfParts
Total number of parts or entries in QuoteRequest for list trading.		Wei Koek
TradeWeb
10/21/2009
6848Bank Clearance IDTao Shen
Guosen Securities Co.,Ltd
1/31/2009
6849PartNum
Part number of the entry in QuoteRequest for list trading.		Wei Koek
TradeWeb
10/21/2009
6850Bank Clearance CorrespondantTao Shen
Guosen Securities Co.,Ltd
1/31/2009
6851Bank Clearance AccountTao Shen
Guosen Securities Co.,Ltd
1/31/2009
6852Bank Clearance TransactTimeTao Shen
Guosen Securities Co.,Ltd
1/31/2009
6853Bank Clearance FeeTao Shen
Guosen Securities Co.,Ltd
1/31/2009
6854Bank Clearance Fee RateTao Shen
Guosen Securities Co.,Ltd
1/31/2009
6855Bank Clearance LinkIDTao Shen
Guosen Securities Co.,Ltd
1/31/2009
6856Bank Clearance DeliveryTao Shen
Guosen Securities Co.,Ltd
1/31/2009
6857Bank Clearance Counterparty IDTao Shen
Guosen Securities Co.,Ltd
1/31/2009
6858Bank Clearance CapacityTao Shen
Guosen Securities Co.,Ltd
1/31/2009
6859Regulatory RptIDTao Shen
Guosen Securities Co.,Ltd
1/31/2009
6860Regulatory RptDateTao Shen
Guosen Securities Co.,Ltd
1/31/2009
6861SpotTickSize
W, 8
Size of Spot Tick
Deutsche Bank
4/29/2009
6862SpotPrecision
W, 8
Minimum change of Spot Price
Deutsche Bank
4/24/2009
6863FwdTickSize
W, 8
Tick size of Forward points in the denomination of Spot price, so that Outright Price = Spot Price + Fwd Points * Fwd Tick Size
Deutsche Bank
4/24/2009
6864FwdPrecision
W, 8
Minimum change of Forward Points
Deutsche Bank
4/24/2009
6865Regulatory RptStatusTao Shen
Guosen Securities Co.,Ltd
1/31/2009
6866AAD
New Order Single
Auto-Aggress with Discretion price differential. Represents the maximum number of ticks an order's price may be improved to achieve a match with a contra-side resting order.
ICAP
10/22/2009
6867CancelOnDisconnect
A
If this field is set then it will mean that a mass cancellation of non-GTC orders, will be triggered on any type of logoff (ie logoff request, disconnection on failure, forced disconnection) 		Marc Abend
NYSE Euronext
11/2/2009
6868NoTrdRegTimestampsClone
Clone of FIX.4.4 tag 768(NoTrdRegTimestamps) for use by firms / vendors who are unable to use the official tag.		John Prewett
Lava Trading
6869TrdRegTimestamp
Clone of FIX.4.4 tag 769(TrdRegTimestamp) for use by firms / vendors who are unable to use the official tag.		John Prewett
Lava Trading
6870TrdRegTimestampTypeClone
Clone of FIX.4.4 tag 770(TrdRegTimestampType) for use by firms / vendors who are unable to use the official tag.		John Prewett
Lava Trading
6871TrdRegTimestampOriginClone
Clone of FIX.4.4 tag 771(TrdRegTimestampOrigin) for use by firms / vendors who are unable to use the official tag.		John Prewett
Lava Trading
6872Fiduciary
Boolean: Fiduciary Money Deposit. Values: 'Y' = Yes Fiduciary Money {omitted} NOS: apply user preferences. ER: Not Fiduciary Money 		Wei Seong Koek
TradeWeb LLC
11/6/2008
6873PosRejectReason
In Position Exception Notice the cause of the exception. Valid values: 1 = Account exists but position exists elsewhere 2 = Account does not exist and position exists elsewhere		Wei Seong Koek
TradeWeb LLC
11/6/2008
6874ProhibitedLocales
One or more comma-separated abbreviations of locales in which an investor is prohibited from owning the security. In the US it applies to some corporate bonds and CDs and ISO 3166-2 state abbreviations are used. AKA "Blue Sky Data"		Wei Seong Koek
TradeWeb LLC
11/6/2008
6875MDCumTradeSize
W
In MD Trade entries cumulative quantity negotiated (Qty)		Wei Seong Koek
TradeWeb LLC
11/6/2008
6876MDWorkupState
W
In MD Trade entries. Values: 0 = Private 1 = Public		Wei Seong Koek
TradeWeb LLC
11/6/2008
6877MDAvailBuySize
W
In MD Trade entries available buy quantity (Qty)		Wei Seong Koek
TradeWeb LLC
11/6/2008
6878MDAvailSellSize
W
In MD Trade entries available sell quantity (Qty)		Wei Seong Koek
TradeWeb LLC
11/6/2008
6879CPProgram
Same usage as 4.4 CPProgram (875)		Wei Seong Koek
TradeWeb LLC
11/6/2008
6880FirmAccount
Firm trading account.
Tradeweb LLC
6881Managed
Boolean: Flags a managed trading account.
Tradeweb LLC
6882PershingOrderReceiptTime
Time the order was received at Pershing.
Tradeweb LLC
6883PershingOrderReceiveFrom
The person or entity placing the order.
Tradeweb LLC
6884OfferType
Offer type.
Tradeweb LLC
6885ExecutionConcession
The difference between the original dealer price sent on the order and the filled price.
Tradeweb LLC
6886ValidSeconds
Quote valid time expressed in seconds.
Tradeweb LLC
6887DueInSeconds
Quote due-in time expressed in seconds.
Tradeweb LLC
6888ManagedAccount
Boolean. Flags a managed account (DBAB).
Tradeweb LLC
6889RelationToBroker
Investor's relationship to broker. Required on new issue preferred.
Tradeweb LLC
6890StateOfResidence
Investor's state of residence: 2-character ISO 3166-2 abbreviation.
Tradeweb LLC
6891NASDRegistered
Boolean: Indicates whether investor is registered with NASD.
Tradeweb LLC
6892PosQty
Positive or negative position quantity.
Tradeweb LLC
6893Profit
Positive or negative profit amount.
Tradeweb LLC
6894AvgCost
Positive or negative average cost.
Tradeweb LLC
6895DaysHeld
Number of days the position was held in the account.
Tradeweb LLC
6896SecuritySource
Where to obtain securities for trade. Values: C = Customer will deliver security. L = Security is Long in account. R = Receive Security vs Payment. B = Receive Security from Broker Dealer.
Tradeweb LLC
6897NoTWRPositions
Number of entries in the TWRPositions repeating group.
Tradeweb LLC
6898PendingSettl
Boolean: Flags that the bond is pending factor reset.
Tradeweb LLC
6899Occupation
Occupation of investor identified in Account (1). Required on new issue preferred.
Tradeweb LLC
6900DealRatio
AB, AC, c, d
Spread order deal ratio (float).		Walter Pitio
Carlin Financial Group
6901TradeRatio
AB, AC, c, d
Spread order trading ratio (float).		Walter Pitio
Carlin Financial Group
6902DealCash
AB, AC, c, d
Spread order deal cash component (Price).		Walter Pitio
Carlin Financial Group
6903SpreadSide
AB, AC
Spread order side or type (char).		Walter Pitio
Carlin Financial Group
6904SpreadLimit
AB, AC
Breach spread limit (Price).		Walter Pitio
Carlin Financial Group
6905BenchmarkCurvePoint2
D
Denote the long float rate period of IRS Dollar Swap Basis Trade.		Wei Koek
TradeWeb
10/21/2009
6906MaxHedge
AB, AC
Control of maximum allowed pending hedge orders (int).		Walter Pitio
Carlin Financial Group
6907SuppressOatsReport
D, 8, G, F
Possible values are 0 = NO 1 = YES Default value is 0. This field is used when OATS reporting is managed in one or many order management systems.		Greg Johnston
RBC Capital Markets
6908AggressiveInTheMoney
D
Dynamically adjusts the level of aggressiveness to a higher level of aggression when the security is trading at more favorable prices when AggressiveInTheMoney = "Y" (true)		Walter Pitio
RBC Capital Markets
12/18/2008
6909DelayResponsibility
AllocationInstruction (J)
FIXML: @DelayResp. Used to indicate which entity is responsible for a given delay in a specific situation. Currently being used to indicate who is responsible for the delay in allocation scenarios (int) Valid values (subject to expansion): 1 - Give-up Originator 2 - Give-up Recipient 3 - Exchange		Andrei Goldchleger
Bolsa de Mercadorias & Futuros
6/19/2009
6910GapLimit
AB, AC
Delay parameter ofr routing new limit orders (int).		Walter Pitio
Carlin Financial Group
6911HaltBeforeClose
AB, AC
Control to halt spreads before market close (int).		Walter Pitio
Carlin Financial Group
6912PriceSensitivity
AB, AC
Price slippage control (char).		Walter Pitio
Carlin Financial Group
6913MarketMarketOn
AB, AC
Multiple market order enable (char).		Walter Pitio
Carlin Financial Group
6914SpreadRatio
AB, AC
Ratio fo dollar neutral spreads (float).		Walter Pitio
Carlin Financial Group
6915ReHedgeBase
AB, AC
Rehedge base selection (char).		Walter Pitio
Carlin Financial Group
6916LeadWith
AB, AC
Lead off order selection (char).		Walter Pitio
Carlin Financial Group
6917NotionalAmt
To describe notional amount of Option trade.		Wei Koek
TradeWeb
10/21/2009
6918RunHalt
AB, AC
Spread run control (char).		Walter Pitio
Carlin Financial Group
6919IndexPct
y
Percentage of the stock in an index.		Jochen Mielke de Lima
BM&FBOVESPA
7/29/2009
6920OrderSize
AB, AC
Dollar neutral order size (Price).		Walter Pitio
Carlin Financial Group
6921LotSize
AB, AC
Dollar neutral order lot size control (Price).		Walter Pitio
Carlin Financial Group
6922GivePrice
AB, AC
Price movement threshold for automatic order cancel (Price).		Walter Pitio
Carlin Financial Group
6923LingerTime
AB, AC
Order cancel delay after un-breach (int).		Walter Pitio
Carlin Financial Group
6924DwellTime
AB, AC
Un-breach duration hysteresis control(int).		Walter Pitio
Carlin Financial Group
6925LegRoute
AB, AC
Routing destination for leg of spread order (char).		Walter Pitio
Carlin Financial Group
6926FlashDuration
AB, AC
Limit order flash time (int).		Walter Pitio
Carlin Financial Group
6927OrderOptions
AB, AC
Options for spread generated orders (MultipleValueString).		Walter Pitio
Carlin Financial Group
6928CounterPartyIpAddress
Optional tag used to relay the IP address (in the format nnn.nnn.nnn.nnn) of the connecting counterparty for auditing purposes. 		Jochen Mielke de Lima
Bolsa de Mercadorias & Futuros
6929CounterPartyOSIdentifier
Optional tag to relay counterparty OS identification (free-format string) for auditing purposes.		Jochen Mielke de Lima
Bolsa de Mercadorias & Futuros
6930ApplicationLogonRspCode
Optional tag that relays information on the result of an application level logon process. 		Jochen Mielke de Lima
Bolsa de Mercadorias & Futuros
6931DaysBeforePwdExpiration
Optional tag indicating the number of days before a user password expires.		Jochen Mielke de Lima
Bolsa de Mercadorias & Futuros
6932NoReferentialPrices
X, W
Number of referential prices (price tunnels) in the referential prices repeating group.		Jochen Mielke de Lima
Bolsa de Mercadorias & Futuros
6933ReferentialPx
X, W
Referential Price, i.e. the price of a tunnel.		Jochen Mielke de Lima
Bolsa de Mercadorias & Futuros
6934ReferentialPxType
X, W
The type of the referential price (6933). For example: - Adjustment price; - Reference price; - Upper limit - operational tunnel; - Lower limit - operational tunnel; etc.		Jochen Mielke de Lima
Bolsa de Mercadorias & Futuros
6935SecurityUpdatesSince
x
Optional field that indicates the response to this security list request should be only the list of securities modified/added since the timestamp indicated (in UTC format).		Jochen Mielke de Lima
Bolsa de Mercadorias & Futuros
6936Language
B
This field represents the ISO 639 standard code (2 letters) for a language. Used in News messages (and possibly others), and allows for specifying the language the news is in. 		Jochen Mielke de Lima
Bolsa de Mercadorias & Futuros
6937Asset
y
String field which indicates the asset of the security, for example BGI (cattle), DOL (USD), WIN (mini-Ibovespa Index), DI1 (1 day interbank deposit), etc. 		Jochen Mielke de Lima
Bolsa de Mercadorias & Futuros
3/25/2008
6938SecurityValidityTimestamp
y
UTCTimestamp field, containing the timestamp till which the instrument will be eligible to trade. 		Jochen Mielke de Lima
Bolsa de Mercadorias & Futuros
3/26/2008
6939PriceBandType
Indicates the type of price banding (tunnel), e.g. 0 = rejection tunnel, 1 = auction tunnel, etc.		Jochen Mielke de Lima
Bolsa de Mercadorias & Futuros
6/9/2008
6940NewsSource
B
String containing the news source for the News Message (e.g. "Market surveillance", "Media department", "RSS feed").		Jochen Mielke de Lima
Bolsa de Mercadorias & Futuros
6941MaxBidQty
Indicates the maximum allowable quantity of an individual bid.		Jochen Mielke de Lima
Bolsa de Mercadorias & Futuros
4/28/2008
6942MaxOfferQty
Indicates the maximum allowable quantity of an individual offer.		Jochen Mielke de Lima
Bolsa de Mercadorias & Futuros
4/28/2008
6943ImbalanceQty
The imbalance of executed orders of a market participant, in total quantity.		Jochen Mielke de Lima
Bolsa de Mercadorias & Futuros
4/28/2008
6944NoFirms
Number of repeating group instances of brokerage firm identifiers.		Jochen Mielke de Lima
Bolsa de Mercadorias & Futuros
4/28/2008
6945MDEntrySizeType
Market Data (snapshot-full refresh & incremental)
1 = explicit|2 = implied default value is 1 this tag will be used to differenciate a price that is explicit from a price that is implied. explicit prices are provided based on orders sitting in the central order book. implied prices are calculated based on explicit prices and are contingent (e.g. a spread combination may offer an implied bid price if the first leg has an explicit bid price and the second leg an ask explicit price).		Nicolas Cheronet
tradingbox ltd
6946NoInstrumentLimitsConfig
Indicates the number of repeating group instances containing pre-trade credit check configuration for an instrument.		Jochen Mielke de Lima
Bolsa de Mercadorias & Futuros
4/28/2008
6947EquivalentInstrument
String field which identifies the equivalent instrument of an instrument, for example, WIN (Ibovespa index mini) or DOL (USD minis + full size contracts).		Jochen Mielke de Lima
Bolsa de Mercadorias & Futuros
4/29/2008
6948NoEquivalentIxmLimitsConfig
NumInGroup which indicates the number of equivalent instrument trading limits configuration repeating group instances.		Jochen Mielke de Lima
Bolsa de Mercadorias & Futuros
4/29/2008
6949AcctClassCode
D,G
relfects the account class type on an order		Rich Kiehl
Thomson Financial - TTS
4/24/2008
6950Slippage
D
Maximum price slippage for orders. (pips)		Kunihiko Saito
INTERTRADE Co., Ltd.
4/24/2008
6951NoContractLimitsConfig
Indicates the number of repeating group instances containing information on default limits for a contract in pre-trade credit checks.		Jochen Mielke de Lima
Bolsa de Mercadorias & Futuros
6/9/2008
6952SettlText1
8
Settlement Text 1 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
6953SettlText2
8
Additional Settle Text 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
6954TrailerCode1
8
Trailer Code 1		Murari Cholappadi
JPMorganChase
3/9/2009
6955TrailerCode2
8
Trailer Code 2		Murari Cholappadi
JPMorganChase
3/9/2009
6956TrailerCode3
8
Trailer Code 3		Murari Cholappadi
JPMorganChase
3/9/2009
6957SettlPx
Previous day's settlement price.
B2BITS
9/16/2009
6958ProductType
Uf
Product type.
B2BITS
9/16/2009
6959ProductStatus
Uf
Product status.
B2BITS
9/16/2009
6960ML ET ReservedRoseate L. Wagner
Merrill Lynch
6/22/2009
6961ML ET ReservedRoseate L. Wagner
Merrill Lynch
6/22/2009
6962ML ET ReservedRoseate L. Wagner
Merrill Lynch
6/22/2009
6963ML ET ReservedRoseate L. Wagner
Merrill Lynch
6/22/2009
6964ML ET ReservedRoseate L. Wagner
Merrill Lynch
6/22/2009
6965ML ET ReservedRoseate L. Wagner
Merrill Lynch
6/22/2009
6966ML ET ReservedRoseate L. Wagner
Merrill Lynch
6/22/2009
6967ML ET ReservedRoseate L. Wagner
Merrill Lynch
6/22/2009
6968ML ET ReservedRoseate L. Wagner
Merrill Lynch
6/22/2009
6969CustomOrderType
D, G
This is allow order entry system to specify orders for Wofex that are not currently supported by FIX order type mix.		Walter Wong
Wofex, Inc.
6970Trade Origin
D,G
A text field to indicate the subscriber ID of the Wofex ATS when user sends in an order		Walter Wong
Wofex, Inc.
6971ML ET ReservedRoseate L. Wagner
Merrill Lynch
6/22/2009
6972ML ET ReservedRoseate L. Wagner
Merrill Lynch
6/22/2009
6973ML ET ReservedRoseate L. Wagner
Merrill Lynch
6/22/2009
6974ML ET ReservedRoseate L. Wagner
Merrill Lynch
6/22/2009
6975ML ET ReservedRoseate L. Wagner
Merrill Lynch
6/22/2009
6976ML ET ReservedRoseate L. Wagner
Merrill Lynch
6/22/2009
6977ML ET ReservedRoseate L. Wagner
Merrill Lynch
6/22/2009
6978ML ET ReservedRoseate L. Wagner
Merrill Lynch
6/22/2009
6979ML ET ReservedRoseate L. Wagner
Merrill Lynch
6/22/2009
6980HSFXTradeType
String		Xiheng Xu
Knight Capital Group
7/14/2008
6981Reserved by DougXiheng Xu
Knight Capital Group
7/14/2008
6982Reserved by DougXiheng Xu

7/14/2008
6983HSFXBrokerageXiheng Xu

7/14/2008
6984HSFXOpenBalanceXiheng Xu

7/14/2008
6985HSFXEffectiveOpenBalanceXiheng Xu

7/14/2008
6986HSFXUnrealizedLockedPLXiheng Xu

7/14/2008
6987HSFXUnrealizedOpenPLXiheng Xu

7/14/2008
6988HSFXRealizedPLXiheng Xu

7/14/2008
6989HSFXAdjustmentAmtXiheng Xu

7/14/2008
6990HSFXWithdrawAmtXiheng Xu

7/14/2008
6991HSFXDepositAmtXiheng Xu

7/14/2008
6992HSFXFinanceAmtXiheng Xu

7/14/2008
6993HSFXInterestXiheng Xu

7/14/2008
6994HSFXCloseBalanceXiheng Xu

7/14/2008
6995HSFXTotalBalanceXiheng Xu

7/14/2008
6996HSFXUnrealizedLockedDayPLXiheng Xu

7/14/2008
6997HSFXCollateralIDXiheng Xu

7/14/2008
6998HSFXUserIDXiheng Xu

7/14/2008
6999OldQty
New Order Single
Must be equal to the currently remaining quantity and not the original order quantity		Priya Sampath
Changepond Technologies