At this time the available tag numbers in the user defined range of 5000 to 9999 have all been allocated. In December 2009 the Global Technical Committee Governance Board approved the use of tag numbers in the 20000 to 39999 range for use as user defined tags to be used bilaterally between parties. These tags do not need to be registered. The GTC Governance Board is working on a long term solution.
User fields in the range 8500-8999 are currently reserved for work-in-progress in China.
| Tag | Field / FIX MsgTypes / Description | Created by |
|---|
|
| 6000 | DiscretionUsedSw D,F,G,8 Indicates whether or not discretion should be used | Kevin Bilello Beta Systems |
| 6001 | AccountType D,F,G,8 Used to identify the account type | Kevin Bilello Beta Systems |
| 6002 | ReportedTradePrice D,F,G,8 Used to identify the reported trade price | Kevin Bilello Beta Systems |
| 6003 | ExchangeCode D,F,G,8 Used to identify the routing destination for an order or trade | Kevin Bilello Beta Systems |
| 6004 | ContraAccount D,F,G,8 Used to identify a contra account | Kevin Bilello Beta Systems |
| 6005 | ContraAccountType D,F,G,8 Used to identify the contra account type | Kevin Bilello Beta Systems |
| 6006 | AccountSource D,G,8 Field identifies the source of the account value | Kevin Bilello Beta Systems |
| 6007 | ContraAccountSource D,G,8 Field identifies the source of the contra account | Kevin Bilello Beta Systems |
| 6008 | CancelRebillReason D,F,G,8 Used to identify a cancel rebill reason | Kevin Bilello Beta Systems |
| 6009 | BasisPriceTradeInd D,F,G,8 Used to identify a basis price trade | Kevin Bilello Beta Systems |
| 6010 | BypassPrimeBrokerSw 8,D,Q Provides the ability on a prime broker trade to indicate that the trade occurred outside. | Kevin Bilello Beta Systems |
| 6011 | TTOSubNo 8,Q Used to validate a This Time Only Rep in a service bureau model | Kevin Bilello Beta Systems |
| 6012 | TRACEReportSw all Used to suppress order events from TRACE reporting
| Kevin Bilello Beta Systems |
| 6013 | ContraSubNo 8 Used to validate ContraAccount in a service bureau model | Kevin Bilello Beta Systems |
| 6014 | StandingInstOverride 8,D,G Standing instructions indicator used to override the account level code for the disposition of stock and money. | Kevin Bilello Beta Systems |
| 6015 | CSIItemNo D,8,G Cash Standing Instruction item number used in conjunction with tag 6014. | Kevin Bilello Beta Systems |
| 6016 | TTORepBranch D,8,Q This Time Only Rep Branch | Kevin Bilello Beta Systems |
| 6017 | TradeRefDate 8 Date of original trade | Rich Kiehl Beta Systems |
| 6018 | Gross D,F,G,8 Tag supports gross cents per share, gross percentage, and gross flat amounts | Kevin Bilello Beta Systems |
| 6019 | GrossCode D,F,G,8 Used to identify a gross code | Kevin Bilello Beta Systems |
| 6020 | Syndicate D,F,G,8 Used to identify a syndicate | Kevin Bilello Beta Systems |
| 6021 | SyndicateTakedown D,F,G,8 Used to identify a syndicate takedown | Kevin Bilello Beta Systems |
| 6022 | TTORep D,F,G,8 Used to identify a this time only rep | Kevin Bilello Beta Systems |
| 6023 | RegwayAccountType D,F,G,8 Used to identify a regular way account type | Kevin Bilello Beta Systems |
| 6024 | SpecialTypingCode D,F,G,8 Used to identify a special typing code. Repeating values are allowed for this tag. Values are to be delimited by space. | Kevin Bilello Beta Systems |
| 6025 | OddLotDiffInd D,F,G,8 Used to identify an odd lot differential | Kevin Bilello Beta Systems |
| 6026 | SellerCode D,F,G,8 Used to identify a seller code | Kevin Bilello Beta Systems |
| 6027 | ReinvestCode D,F,G,8 Used to identify a reinvest code | Kevin Bilello Beta Systems |
| 6028 | IOE D,F,G,8 Used to identify an investment objective exception
| Kevin Bilello Beta Systems |
| 6029 | OffsetCurrencyCode D,F,G,8 Used to identify an offset currency code | Kevin Bilello Beta Systems |
| 6030 | ConfirmNote D,F,G,8 Used to identify a confirm note | Kevin Bilello Beta Systems |
| 6031 | EnteringFirm D,F,G,8,Q,9 Used to identify a entering firm entity which may be a correspondent or subsidiary | Kevin Bilello Beta Systems |
| 6032 | UniqueTradeID D,F,G,8,Q,9 Used to identify a trade unique id | Kevin Bilello Beta Systems |
| 6033 | ConcessionType 8,Q Specifies whether the concession amount is cents per share or percent | Kevin Bilello Beta Systems |
| 6034 | ConcessionAmt 8,Q Specifies the amount of concession. | Kevin Bilello Beta Systems |
| 6035 | BondFactor 8,Q Specifies a bond factor. | Kevin Bilello Beta Systems |
| 6036 | FXCurrencyOffsetAmt 8,Q Used to specify the full 'TO' currency amount in FX trades to eliminate rounding error and/or account for markup. | Rich Kiehl Beta Systems |
| 6037 | OrderEnteredBy D,8,G,F Provides audit trail tracking who entered the order | Kevin Bilello Beta Systems |
| 6038 | OrderEnteredTime D,8,G,F Provides audit trail tracking the time the order was entered | Kevin Bilello Beta Systems |
| 6039 | OrderAcceptedBy D,8,G,F Provides audit trail tracking who accepted the order | Kevin Bilello Beta Systems |
| 6040 | OrderAcceptedTime D,8,G,F Provides audit trail tracking the time the order was accepted | Kevin Bilello Beta Systems |
| 6041 | NumberOfCxlReasons 8,Q Indicates how many cancel rebill reasons are included on a message | Kevin Bilello Beta Systems |
| 6042 | CxlReason 8,Q Indicates the valid cancel reason (repeating tag) | Kevin Bilello Beta Systems |
| 6043 | RebillValue 8,Q Indicates corresponding rebill value for the cancel reason (repeating tag) | Kevin Bilello Beta Systems |
| 6044 | CommissionScheduleOverride 8, Q Used to override existing commission schedule | Kevin Bilello Beta Systems |
| 6045 | AcceptedByDate D, F, G, 8 Provides audit trail tracking what date an order was accepted. | Kevin Bilello Thomson Beta Systems |
| 6046 | ALRXCode Already Executed Code A free form text field indicating that the order placed on a thrid party system has already been executed. | Rich Kiehl Beta Systems |
| 6047 | LOD Indicator 8 Limit Order Display indicator | Rich Kiehl Beta Systems |
| 6048 | VersusPurchaseSw D,F,G,8 Indicates whether an order or execution event is versus purchase. | Kevin Bilello Thomson Beta Systems |
| 6049 | OATSAcctType ndicates the account type for which an order is placed based on OATS definitions Valid Values:
R = Retail - an order received for the account of an investor, including institutional orders
W = Wholesale - an order received from another broker/dealer
P = Proprietary - an order placed by a firm for a proprietary account
E = Employee - an order received for the account of an employee or associated person of a member firm
C = Combined - an order placed for more than one type of account. | Rich Kiehl Beta Systems |
| 6050 | BidPx2 S The far leg bid in an FX swap | Matthew McNeil Barclays Capital |
| 6051 | OfferPx2 S This is the far leg offer for an FX swap | Matthew McNeil Barclays Capital |
| 6052 | BidSize2 S This is the far leg bid amount | Matthew McNeil Barclays Capital |
| 6053 | OfferSize2 S This is the far leg offer amount | Matthew McNeil Barclays Capital |
| 6054 | SecondaryQty 8 This is the calculated side amount on an FX swap | Matthew McNeil Barclays Capital |
| 6055 | SecondaryQty2 8 This is the second calculated side amount for an FX Swap | Matthew McNeil Barclays Capital |
| 6056 | CombinedPointsBid S Used for the Bid side of pre-caluclated combined points for FX-Swaps | Sandeep Patel Barclays Capital |
| 6057 | CombinedPointsOffer S Used for the Offer side of pre-caluclated combined points for FX-Swaps | Sandeep Patel Barclays Capital |
| 6058 | WhoseError 8 Determines the source of the error for t+n cancel requests | Kevin Bilello Thomson Beta Systems |
| 6059 | ErrorRequestor 8 Determines the requestor of the error for t+n cancel requests | Kevin Bilello Thomson Beta Systems |
| 6060 | Time0 | Vishal Sood Credit Suisse First Boston |
| 6061 | ExecServProduct D,E,G,8 (Char) – valid product code | Cindy Chan Credit Suisse First Boston |
| 6062 | StartTime D,E,G,8 Time of message transmission (always expressed in GMT) | Cindy Chan Credit Suisse First Boston |
| 6063 | EndTime D,E,G,8 Time of message transmission (always expressed in GMT) | Cindy Chan Credit Suisse First Boston |
| 6064 | MaxPctVolume D,E,G,8 (int) | Cindy Chan Credit Suisse First Boston |
| 6065 | ExecutionStyle D,E,G,8 (char) | Cindy Chan Credit Suisse First Boston |
| 6066 | DisplaySize D,E,G,8 (Qty) | Cindy Chan Credit Suisse First Boston |
| 6067 | MinPctVolume D,E,G,8 (int) | Cindy Chan Credit Suisse First Boston |
| 6068 | LongMoneyLimit D,E,G,8 Long exposure limit for pairs and portfolio trades | Bernard Baldwin Credit Suisse First Boston |
| 6069 | ShortMoneyLimit D,E,G,8 Short exposure limit for pairs and portfolio trades | Bernard Baldwin Credit Suisse First Boston |
| 6070 | PriceMultiplier D,E,G,8 Slope of the linear price constraint for pairs and portfolio trades | Bernard Baldwin Credit Suisse First Boston |
| 6071 | PriceIntercept D,E,G,8 Intercept of the linear price constraint for pairs and portfolio trades | Bernard Baldwin Credit Suisse First Boston |
| 6072 | PortfolioTactic D,E,G,8 Tactic for portfolio trades | Bernard Baldwin Credit Suisse First Boston |
| 6073 | TrackingIndex D,E,G,8 Tracking index | Bernard Baldwin Credit Suisse First Boston |
| 6074 | StopLossLimit | Vishal Sood Credit Suisse First Boston |
| 6075 | Time2 | Vishal Sood Credit Suisse First Boston |
| 6076 | Time3 | Vishal Sood Credit Suisse First Boston |
| 6077 | Time4 | Vishal Sood Credit Suisse First Boston |
| 6078 | Time5 | Vishal Sood Credit Suisse First Boston |
| 6079 | Time6 | Vishal Sood Credit Suisse First Boston |
| 6080 | Time7 | Vishal Sood Credit Suisse First Boston |
| 6081 | Time7.1 | Vishal Sood Credit Suisse First Boston |
| 6082 | Duration D,E,G | Vishal Sood Credit Suisse First Boston |
| 6083 | Time8 | Vishal Sood Credit Suisse First Boston |
| 6084 | Time9 D,E,G | Vishal Sood Credit Suisse First Boston |
| 6085 | RegisteredRep 8, D, F, G Rep related to a specific order or execution. | Kevin Bilello Thomson Beta Systems |
| 6086 | PegMode D,F,G,8 valid values: 1=Defensive, 2=Moderate, 3=Aggressive | Keir Wolfenden UBS Warburg |
| 6087 | ReferencePrice D,E,G,8 Arrival price for a strategy. | Sarah Bradley UBS Investment Bank |
| 6088 | Algo tag 1 D,E | Vishal Sood Credit Suisse First Boston |
| 6089 | Algo tag 2 D, E | Vishal Sood Credit Suisse First Boston |
| 6090 | Also tag 3 | Vishal Sood Credit Suisse First Boston |
| 6091 | Algo tag 4 | Vishal Sood Credit Suisse First Boston |
| 6092 | Algo tag 5 | Vishal Sood Credit Suisse First Boston |
| 6093 | Algo tag 6 | Vishal Sood Credit Suisse First Boston |
| 6094 | Algo tag 7 D,E | Vishal Sood Credit Suisse First Boston |
| 6095 | Algo tag 8 | Vishal Sood Credit Suisse First Boston |
| 6096 | Algo tag 9 | Vishal Sood Credit Suisse First Boston |
| 6097 | Algo tag 10 D, E | Vishal Sood Credit Suisse First Boston |
| 6098 | BuytoCoverIndicator D, E, G, H Order is a Buy to cover | Vishal Sood Credit Suisse First Boston |
| 6099 | test price Price ranges: 0 -9 | Mark Morcos Merco, Inc. |
| 6100 | AdjBasePx U Adjusted Base Price | Georgia Bilis The Nasdaq Stock Market |
| 6101 | Anonymity U Indicates wether a Firm wants to remain anonymous during order negotiations. Values are 'Y'- Yes, 'N'- No | Georgia Bilis The Nasdaq Stock Market |
| 6102 | BcastFilterFlag U To be used for filtering unwanted messages when requesting to recover lost broadcast messages. Values Y/N | Georgia Bilis The Nasdaq Stock Market |
| 6103 | BcastSeqNo U Sequence number for broadcast messages. | Georgia Bilis The Nasdaq Stock Market |
| 6104 | ClosePxType W Type of Closing Price. Values:
1- Last executed price of morning session. 2- Last executed price of morining session's closing auction. 3- No trades during morning session (base price for reference). 4- Last execution price for day. 5- Last execution price of afternoon closing auction. 6- No trades during day (Price is used for reference). | Georgia Bilis The Nasdaq Stock Market |
| 6105 | ExecObjType H, 8 Further defines the type of execution report. Values: Q- Quote, O- Order, N- Negotiated, X- Exchange Reported, A- All
| Georgia Bilis The Nasdaq Stock Market |
| 6106 | IndexCMV U Adjusted base price market value. | Georgia Bilis The Nasdaq Stock Market |
| 6107 | IndexID U Index identifier. | Georgia Bilis The Nasdaq Stock Market |
| 6108 | IndexMode 6108 State of the Index. Values: O - Open, N - Normal, C - Closed | Georgia Bilis The Nasdaq Stock Market |
| 6109 | IndexValue U Value of the Index. | Georgia Bilis The Nasdaq Stock Market |
| 6110 | IndustryCode d Industry classification | Georgia Bilis The Nasdaq Stock Market |
| 6111 | Margin U, D, 8, d Values: 0 - None, 1 - Buy, 2 - Sell, 3 - Both(buy and sell) | Georgia Bilis The Nasdaq Stock Market |
| 6112 | MarketID h, f, g, d, U Identifier for a group of securities. Values: A - Group A, B - Group B, C- Group C, D - Group D. | Georgia Bilis The Nasdaq Stock Market |
| 6113 | BookingRefID BookingReport (UB) Event reference for BookingReport | Wei Koek TradeWeb 10/21/2009 |
| 6114 | Marketsection d Identifies section of market. | Georgia Bilis The Nasdaq Stock Market |
| 6115 | MassCancelRequestType U Indicates type of mass cancel. Values: 1 - All orders for Firm, 2 - All orders for a Symbol, 3 - All orders for a ClientID, 4 - All orders for a Side, 5 - All orders for a Symbol and ClientID, 6 - All orders for a Symbol, ClientID and Side, 7 - All orders for a ClientID and Side, 8 - All orders for a Symbol and Side. | Georgia Bilis The Nasdaq Stock Market |
| 6116 | MVEntryType U Type of Market Movement statistics. Values: 1 - Most advanced, 2 - Most declined, 3 - Most active by volume, 4 - Most active by value, 5 - Most active by number of trades, 6 - cumulative volume | Georgia Bilis The Nasdaq Stock Market |
| 6117 | NetChg U Change of Index with reference to previous index value. | Georgia Bilis The Nasdaq Stock Market |
| 6118 | NetChgDirection U Indicates the direction of the NetChg. Values: 0 - Plus tick, 1 - Zero Plus Tick, 2 - Minus Tick, 3 - Zero Minus Tick, 4 - No change. | Georgia Bilis The Nasdaq Stock Market |
| 6119 | NetPctChg W, U Percentage value of the net change. | Georgia Bilis The Nasdaq Stock Market |
| 6120 | NoMQEntries U Count of market quote entries to follow. | Georgia Bilis The Nasdaq Stock Market |
| 6121 | NoMVEntries U Count of Market Movement entries to follow. | Georgia Bilis The Nasdaq Stock Market |
| 6122 | Notes U, 8 To be used for additional information. | Georgia Bilis The Nasdaq Stock Market |
| 6123 | OrdFillType D Used to further describe OrdType. Values: 0 - Partial Fill, 1 - Immediate of Cancel | Georgia Bilis The Nasdaq Stock Market |
| 6124 | OrdStatusRequestType H Defines the search criteria. Values: 0 - ClOrdID, 1 - By Symbol and Side, 2 - By Symbol, 3 - All. | Georgia Bilis The Nasdaq Stock Market |
| 6125 | OrigBidSize S The original buy side quantity of the quote as known to a Firm when sending a modification request. | Georgia Bilis The Nasdaq Stock Market |
| 6126 | OrigLeavesQty G The original quantity of the order as known to the user when sending a modification request. | Georgia Bilis The Nasdaq Stock Market |
| 6127 | OrigOfferSize S The original price of the order as known to the firm when sending a modification request. | Georgia Bilis The Nasdaq Stock Market |
| 6128 | OrigPrice G The original price of the order as known to the firm when sending a modification request. | Georgia Bilis The Nasdaq Stock Market |
| 6129 | ParValue d | Georgia Bilis The Nasdaq Stock Market |
| 6130 | PrevSesID h, f Id of previous trading session. | Georgia Bilis The Nasdaq Stock Market |
| 6131 | PxPctFlag 8 Values: P - Privious price, N - None. | Georgia Bilis The Nasdaq Stock Market |
| 6132 | QuoteAction S, U Describes the quote action to be taken. Values: A - Add, M- Modify, D - Delete. | Georgia Bilis The Nasdaq Stock Market |
| 6133 | QuoteRefID S, B, A, Z Quote Identifier assigned by the exchange. | Georgia Bilis The Nasdaq Stock Market |
| 6134 | QuoteStatusReqType A Defines search criteria for quotes. Values: 0 - QuoteID and Side, 1- Symbol and Side, 2 - Side, 3 - All. | Georgia Bilis The Nasdaq Stock Market |
| 6135 | ReplyMsgCount U Total count of messages making up reply. | Georgia Bilis The Nasdaq Stock Market |
| 6136 | ReqID U, a, H, 8 Unique Id for the request assigned by requesting party. | Georgia Bilis The Nasdaq Stock Market |
| 6137 | ThinlyTradedFlag d Values: Y - Yes, N - No. | Georgia Bilis The Nasdaq Stock Market |
| 6138 | TickSize d Minimum permitted price change. | Georgia Bilis The Nasdaq Stock Market |
| 6139 | TotalNumOfTrades W, U Total number of trades. | Georgia Bilis The Nasdaq Stock Market |
| 6140 | TotalTurnover W Total turnover. | Georgia Bilis The Nasdaq Stock Market |
| 6141 | TradeQty 8 Executed trade quantity. | Georgia Bilis The Nasdaq Stock Market |
| 6142 | TradeTypeFlag 8 Modifier flag. Values: V - VWAP, N - None. | Georgia Bilis The Nasdaq Stock Market |
| 6143 | TradeValue U Trade Value. | Georgia Bilis The Nasdaq Stock Market |
| 6144 | RejectQty Execution Report Willl contain the quantity that was rejected | Georgia Bilis The Nasdaq Stock Market |
| 6145 | OrigBidPx Quote The current price of the Bid side of the Quote | Lakshminarasimhan Rajabather SSI Technologies |
| 6146 | OrigBidPx Quote The current price of the Bid side of the Quote | Lakshminarasimhan Rajabather SSI Technologies |
| 6147 | OrigOfferPx Quote The current price of the Offer side of the Quote | Lakshminarasimhan Rajabather SSI Technologies |
| 6148 | ExpiryDuration Order Negotiation (User Defined) Duration for the validity of the Negotiated Order. Specified in minutes. If not specified (or) greater than market's default value, set to market's default value. | Lakshminarasimhan Rajabather SSI Technologies |
| 6149 | EndOfBatch Security Status Tag to indicate the end of a sequence of Security Status messages | Shirin Baluch Dresdner Kleinwort Wasserstein |
| 6150 | QSBaseBidPx Quote Shows the market/VWAP bid price in the instrument currency | Shirin Baluch Dresdner Kleinwort Wasserstein |
| 6151 | QSBaseOfferPx Quote Shows the market/VWAP offer price in the instrument currency | Shirin Baluch Dresdner Kleinwort Wasserstein |
| 6152 | StaticRefPx Market Data - Snapshot/Full Refresh | Lakshminarasimhan Rajabather SSI Technologies |
| 6153 | OwnerTraderID Execution Report Identifies the owner of the Order/Quote. Used when sending duplicate confirmations for execution, cancellation and expiry. | Lakshminarasimhan Rajabather SSI Technologies |
| 6154 | SecurityHaltType Security Status Describes the type of Security Halt: N - Normal, D - Dynamic, S - Static | Lakshminarasimhan Rajabather SSI Technologies |
| 6155 | OwnerTraderID Used to indicate the owner of the business object | Lakshminarasimhan Rajabather SSI Technologies |
| 6156 | SubjectID Indicates the ID of the subject that is being disseminated in the message. | Lakshminarasimhan Rajabather SSI Technologies |
| 6157 | AgreeDateTime Execution Report Used to indicate the Date and Time at which a Trade Report was agreed upon, between the Member Firm and its Client | Lakshminarasimhan Rajabather SSI Technologies |
| 6158 | QBroker Quote Broker For FIX4.2 , provides the broker that supplied or rejected the Quote. Replaced by PartyIDs in FIX4.3 | Rohit Lad Dresdner Kleinwort Wasserstein |
| 6159 | AvgPx2 8, Average Price of the far leg of a swap | Claire Williams
|
| 6160 | LastPx2 8 Price of the far leg of a swap | Claire Williams Bank of America |
| 6161 | LastSpotRate2 8 Spot Rate of the far leg of a swap | Claire Williams Bank of America |
| 6162 | BidSpotRate2 s,8 Bid Spot Rate of the far leg of a swap | Claire Williams Bank of America |
| 6163 | OfferSpotRate2 S,8 Offer Spot Rate of the far leg of a swap | Claire Williams Bank of America |
| 6164 | LeavesQty2 8 Leaves Quantity of the far leg of a swap | Claire Williams Bank of America |
| 6165 | CumQty2 8 the deal amount (order quantity) of a far leg of a swap. | Claire Williams Bank of America |
| 6166 | USDEquiv 8 USD Equivalent of the dealt currency | Claire Williams Bank of America |
| 6167 | USDEquiv2 8 USD Equivalent of the dealt currency for the far leg for Swaps | Claire Williams Bank of America |
| 6168 | Effective Time D,E,8,G For clients prior to FIX4.2 to indicate the effective time.
Requested execution Start date/time – UTC date/time yyyymmddhhmmss | Roseate L. Wagner Merrill Lynch |
| 6169 | DisseminationTime 8 Time of trade dissemination, for trades which dissemination is delayed. | Nasdaq/OMX 9/11/2008 |
| 6170 | FracToTrade D,E,F,G Fraction to Trade (Int) | Charlotte Copper ABN AMRO |
| 6171 | Strategy Style D,E,F,G 1 = Risk Aversion, 10 =Market Impact (int)
| Charlotte Copper ABN AMRO |
| 6172 | MaxCostFromStrike D,E,F,G Maximum cost from strike in basis points (int) | Charlotte Copper ABN AMRO |
| 6173 | ABNCust1 D,E,F,G | Charlotte Copper ABN AMRO |
| 6174 | ABNCust2 D,E,F,G | Charlotte Copper ABN AMRO |
| 6175 | ABNCust D,E,F,G | Charlotte Copper ABN AMRO |
| 6176 | EstimatedAmount float Teleinvest Custom Tag : Order Estimated Amount | Sorin Benea Teleinvest SA |
| 6177 | TiCustom2 float Teleinvest Custom Tag | Sorin Benea Teleinvest SA |
| 6178 | TiCustom3 float Teleinvest Custom Tag | Sorin Benea Teleinvest SA |
| 6179 | TiCustom4 float Teleinvest Custom Tag | Sorin Benea Teleinvest SA |
| 6180 | AMSessionPercent float Percentage of total quantity to be traded in the AM session. | Peter Murray UBS |
| 6181 | OnAMOpenPercent float Percentage of total quantity to be sent on AM Open. | Peter Murray UBS |
| 6182 | OnPMOpenPercent float Percentage of total quantity to be sent on PM Open. | Peter Murray UBS |
| 6183 | MaxPriceLevels int Maximum number of price levels | Peter Murray UBS |
| 6184 | MaxOrdersPerLevel int The maximum number of orders that can be placed at any one price level | Peter Murray UBS |
| 6185 | QtyRandomizationPercent float A randomization percentage | Peter Murray UBS |
| 6186 | MaxTimeDelay int Maximum delay in seconds | Peter Murray UBS |
| 6187 | StrategyComponent D,F,G,8 Base strategy identifier | Keir Wolfenden UBS Investment Bank |
| 6188 | CompletionPrice D,F,G,8 Price at which a strategy should become aggressive enough to complete | Keir Wolfenden UBS Investment Bank |
| 6189 | MOCType D,F,G,8 | Keir Wolfenden UBS Investment Bank |
| 6190 | MOCPercent D,F,G,8 | Keir Wolfenden UBS Investment Bank |
| 6191 | DarkOnlyIndic D,F,G,8 | Keir Wolfenden UBS Investment Bank |
| 6192 | TriggerPrice D,F,G,8 | Keir Wolfenden UBS Investment Bank |
| 6193 | HomeCcyEquivQty 8 Home Ccy Equivalent Quantity | Claire Williams Bank of America |
| 6194 | HomeCcyEquivRte 8 Home CCY Equivalent Rate | Claire Williams Bank of America |
| 6195 | HomeCcyEquivQty2 8 Home CCY Equivalent Quantity for the Far leg of a swap | Claire Williams Bank of America |
| 6196 | HomeCcyEquivRte2 8 Home Ccy Equivalent Rate for the far leg of a swap | Claire Williams Bank of America |
| 6197 | HomeCcy 8 Home currency | Claire Williams Bank of America |
| 6198 | BlockPrice D,F,G,8 | Keir Wolfenden UBS Investment Bank |
| 6199 | IOCIndic D,F,G,8 | Keir Wolfenden UBS Investment Bank |
| 6200 | MSCI IOI & Advert MSCI Industrial Classification Code of the instrument defined in Tag 48 SecurityID. | Gordon Mitchell Reuters Ltd |
| 6201 | FTSEIntl IOI & Advert FTSE International Industrial Classification Code of the instrument defined in Tag 48 SecurityID. | Gordon Mitchell Reuters Ltd |
| 6202 | DJSTOXX IOI & Advert Dow Jones STOXX Industrial Classification Code of the instrument defined in Tag 48 SecurityID. | Gordon Mitchell Reuters Ltd |
| 6203 | FixingDate 8 The fixing date of a non-deliverable forward (NDF) trade. | Scott Grunert Velocity Systems Ltd 3/19/2008 |
| 6204 | TimestampOwn 8 | Nasdaq/OMX 9/15/2008 |
| 6205 | TimestampCounterpart 8 | Nasdaq/OMX 9/15/2008 |
| 6206 | InternalExternal 8 Used to designate whether a trade being reported was executed on the exchange it is being reported to (Internal) or another exchange (External). | Nasdaq/OMX 9/15/2008 |
| 6207 | TradeCancelTime 8 | Nasdaq/OMX 9/15/2008 |
| 6208 | MDSecondaryCustomerSize W, X Customer quantity included in an order book entry. Only required if there are two customer categories for which the quantities have to be shown separately (see also 6709 MDCustomerSize) | Deutsche Börse Systems 10/7/2009 |
| 6209 | ClRefID 8, 9, D, F, AB, AC A client specified free format string reference field supplied on the order and echoed back on execution reports or cancel rejects. | Jeremy Sutton Patsystems llc |
| 6210 | RawPrice Order entry & report A natively entered Limit price from the source system that is passed onwards to the exchange without change. Used where price conversion and validation is not required because it might cause trailing/leading zeroes to be dropped. | Jeremy Sutton Patsystems llc |
| 6211 | RawStopPx orders As per 6210 only for Stop price. | Jeremy Sutton Patsystems llc |
| 6212 | RawLegPrice orders As per 6210 but for leg prices in multi-leg orders. | Jeremy Sutton Patsystems llc |
| 6213 | RawLastPx orders as per 6210 only for trade fill price | Jeremy Sutton Patsystems llc |
| 6214 | ESAReference orders Exchange adapter reference field, for passing things like ClOrdId or OrderId or other order reference codes. | Jeremy Sutton Patsystems llc |
| 6215 | TenorValue D, R, 8, AE Used in FX and Commodoties Orders and Executions in conjunction with SettlDate to identify the timebucket of the original order.
Valid Values: SP = Spot, SN = Spot Next, ON = Overnight, TN = Tomorrow Next, 1W = 1 Week, 2W = 2 Weeks, 3W = 3 Weeks, 1M = 1 Month, 2M = 2 Months, 3M = 3 Months, 6M = 6 Months, 1Y = 1 Year | Barclays Capital |
| 6216 | TenorValue2 D, R, 8, AE Secondary TenorValue for Swaps. Used in FX and Commodoties Orders and Executions in conjunction with SettlDate to identify the timebucket of the original order.
Valid Values: SP = Spot, SN = Spot Next, ON = Overnight, TN = Tomorrow Next, 1W = 1 Week, 2W = 2 Weeks, 3W = 3 Weeks, 1M = 1 Month, 2M = 2 Months, 3M = 3 Months, 6M = 6 Months, 1Y = 1 Year | Barclays Capital |
| 6217 | OrderChangeSourceID D,G,F,8 Order change source ID | Kevin Bilello Thomson Beta Systems |
| 6218 | ExecChangeSourceID D,G,F,8 Execution Change Source ID | Kevin Bilello Thomson Beta Systems |
| 6219 | APIMuser NewOrderSingle, Cancel/Replace Contains the Liffe APIM user code for black box user recognition. | Jeremy Sutton patsystems |
| 6220 | ICSNearLeg New Order Single, Cancel/Replace Specifially to handle the Liffe & eCBOT Inter Commodity Spread near and far leg pricing. For normal multi-leg orders use the NoLegs repeating group in FIX.4.4 | Jeremy Sutton patsystems |
| 6221 | ICSFarLeg New Order Single, Cancel/Replace Specifially to handle the Liffe & eCBOT Inter Commodity Spread near and far leg pricing. For normal multi-leg orders use the NoLegs repeating group in FIX.4.4 | Jeremy Sutton patsystems |
| 6222 | % Volume Overrides D, E, G, 8 Text field. Allows entry of multiple % volume Targets. | UBS Investment Bank |
| 6223 | NoUnderlyingReinvCoupon Repeating group count. Number of coupon reinvestments. Part of group (6223-6226) | Angus Ip Bloomberg L.P. 3/16/2009 |
| 6224 | UnderlyingReinvCouponDate Coupon reinvestment date. Part of group (6223-6226) | Angus Ip Bloomberg L.P. 3/16/2009 |
| 6225 | UnderlyingReinvCouponRate Rate at which the coupon is reinvested. Part of group (6223-6226) | Angus Ip Bloomberg L.P. 3/16/2009 |
| 6226 | UnderlyingReinvCouponAmt Coupon reinvestment amount. Part of group (6223-6226) | Angus Ip Bloomberg L.P. 5/29/2009 |
| 6227 | DisplayRange 8, AB, AC, D, E, G, s, t Used with MaxFloor for reserve orders. Randomises the quantity to replenish to to within 'DisplayRange' of the MaxFloor. (For example, a MaxFloor of 2000 shares and a DisplayRange value of 200 will replenish to anything from 1800 to 2200 shares.) | Tim Billinge
7/7/2009 |
| 6228 | CompletionIndicator <all responses to requests> Boolean. Indicates whether current response is the last message triggered by a single request. | Deutsche Börse Systems 9/11/2009 |
| 6229 | RequestCountIndicator <all responses to requests> Conveys impact of current response to the number of outstanding requests in the context of a throttle mechanism. 0 = Message counter unchanged (default), 1 = Message counter decreased. | Deutsche Börse Systems 9/11/2009 |
| 6230 | BlackoutStart NewOrderSingle, ExecutionReport Data type: UTCTimeOnly.
Beginning of period of time of business day within which order should not be executed. | Deutsche Bank 9/28/2009 |
| 6231 | BlackoutEnd NewOrderSingle, ExecutionReport Data type: UTCTimeOnly.
End of period of time of business day within which order should not be executed. | Deutsche Bank 9/28/2009 |
| 6232 | OrderTTL NewOrderSingle, ExecutionReport Data type: int.
Number of milliseconds within which exchange can try to execute order again, if it failed on previous attempt. | Deutsche Bank 9/28/2009 |
| 6233 | OrdStatusReqID H, 8 Data type: String. For FIX 4.3.
Can be used to uniquely identify a specific Order Status Request message. | Deutsche Bank 10/12/2009 |
| 6234 | NoChildMsgs int Generic field to describe number of nested child messages within a parent. | P Basu
|
| 6235 | Risk Aversion Risk Aversion Parameter | Kevin Skorzewski Bear Stearns & Co. |
| 6236 | Dollar Neutrality Limit Dollar neutrality limit | Kevin Skorzewski Bear Stearns & Co. |
| 6237 | Ratio Neutrality Limit Ratio neutrality limit in percent | Kevin Skorzewski Bear Stearns & Co. |
| 6238 | Beta Neutrality Limit beta neutrality limit in dollars | Kevin Skorzewski Bear Stearns & Co. |
| 6239 | Spread Formula Int Value | Kevin Skorzewski Bear Stearns & Co. |
| 6240 | Spread Float Value | Kevin Skorzewski Bear Stearns & Co. |
| 6241 | Order Ratio Decimal value | Kevin Skorzewski Bear Stearns & Co. |
| 6242 | Max Shares Int Value | Kevin Skorzewski Bear Stearns & Co. |
| 6243 | Spread Type Int Value | Kevin Skorzewski Bear Stearns & Co. |
| 6244 | Bid Difference Double Value | Kevin Skorzewski Bear Stearns & Co. |
| 6245 | Ask Difference Double Value | Kevin Skorzewski Bear Stearns & Co. |
| 6246 | MktTickSizeRatio Double Value | Kevin Skorzewski Bear Stearns & Co. |
| 6247 | LmtTickSizeRatio Double Value | Kevin Skorzewski Bear Stearns & Co. |
| 6248 | Cash Risk Arb Cash Value | Kevin Skorzewski Bear Stearns & Co. |
| 6249 | Dollar Neutral Boolean Value | Kevin Skorzewski Bear Stearns & Co. |
| 6250 | ConfigSet | John Prewett Lava Trading |
| 6251 | RefreshQty | John Prewett Lava Trading |
| 6252 | PriceInstruction | John Prewett Lava Trading |
| 6253 | PriceOffset | John Prewett Lava Trading |
| 6254 | StartTime | John Prewett Lava Trading |
| 6255 | EndTime | John Prewett Lava Trading |
| 6256 | Duration | John Prewett Lava Trading |
| 6257 | WorkDuration | John Prewett Lava Trading |
| 6258 | Strategy | John Prewett Lava Trading |
| 6259 | MinPctVol | John Prewett Lava Trading |
| 6260 | MaxPctVol | John Prewett Lava Trading |
| 6261 | ExecutionStyle | John Prewett Lava Trading |
| 6262 | PriceBenchmark | John Prewett Lava Trading |
| 6263 | CancelPrice | John Prewett Lava Trading |
| 6264 | ToleranceLimit1 | John Prewett Lava Trading |
| 6265 | ToleranceLimit2 | John Prewett Lava Trading |
| 6266 | ToleranceLimit3 | John Prewett Lava Trading |
| 6267 | NearFwdPoints W, 8 Forward Points of a Forward Outright trade or on the near leg of a Swap trade. | Deutsche Bank 4/24/2009 |
| 6268 | FarFwdPoints W, 8 Forward Points on the far leg of a Swap trade. | Deutsche Bank 4/24/2009 |
| 6269 | SwapPoints W, 8 Swap Points | Deutsche Bank 4/24/2009 |
| 6270 | WouldDark Y/N. Indicates that the user is willing to override any previous schedule or volume constraints on their Algo order if liquidity can be sourced from a dark pool. | Miles Dugmore
5/28/2009 |
| 6271 | AlgorithmicField1 | John Prewett Lava Trading |
| 6272 | AlgorithmicField2 | John Prewett Lava Trading |
| 6273 | AlgorithmicField3 | John Prewett Lava Trading |
| 6274 | AlgorithmicField4 | John Prewett Lava Trading |
| 6275 | AlgorithmicField5 | John Prewett Lava Trading |
| 6276 | AlgorithmicField6 | John Prewett Lava Trading |
| 6277 | AlgorithmicField7 | John Prewett Lava Trading |
| 6278 | AlgorithmicField8 | John Prewett Lava Trading |
| 6279 | AlgorithmicField9 | John Prewett Lava Trading |
| 6280 | AlgorithmicField10 | John Prewett Lava Trading |
| 6281 | AlgorithmicField11 | John Prewett Lava Trading |
| 6282 | AlgorithmicField12 | John Prewett Lava Trading |
| 6283 | AlgorithmicField13 | John Prewett Lava Trading |
| 6284 | AlgorithmicField14 | John Prewett Lava Trading |
| 6285 | AlgorithmicField15 | John Prewett Lava Trading |
| 6286 | BrokerOrderReceiveTime D;G;F OATS v3 tag indicating the time the broker first received the order from the customer.
This field is of type UTCTimeStamp. | John Prewett Lava Trading |
| 6287 | CustomerDirectedOrder D;G OATS v3 tag indicating if the customer directed this order to a specific execution venue (Y) or not (N).
This field is of type Boolean. | John Prewett Lava Trading |
| 6288 | DeskSpecialHandlingCode D, 8, F, G OATS v3 field for Desk Special Handling Code.
Values are: ‘FOK’, ‘AON’, ‘NH’, ‘IOC’, ‘MAO’, ‘LOC’, ‘MAC’, ‘MOO’, ‘MOC’, ‘OVD’, ‘SCL’, ‘WRK’, ‘PEG’, ‘MQT’, ‘TS’, ‘RSV’, ‘IO’, ‘LOO’,‘E.W’, ‘S.W’, ‘CNH’, ‘ADD’, ‘TMO’, or ‘DIR’.
Case sensitive, must be capital letters. | Christopher Acton Sungard Trading Systems |
| 6289 | ManualOrderIndicator D; G; ManualOrderIndicator=Y signifies that the order was entered manually. ManualOrderIndicator=N signifies that the order was entered electronically. If this field is missing, it should be assumed that the order was not manually entered. This field is of type Boolean. | John Prewett Lava Trading |
| 6290 | Active Boolean value, active or not | Kevin Skorzewski Bear Stearns & Co. |
| 6291 | VenueReferenceID 8 Reference number for executions that result from orders that are routed to a secondary destination. Will be sent when order status is 1 or 2. | Christopher Acton Sungard Brass |
| 6292 | LastMkt2 8 The real venue where the fill executed. | John Prewett Lava Trading 5/1/2008 |
| 6293 | UnderlyingStartAcrdIntAmt Underlying accrued interest amount at settlement | Angus Ip Bloomberg L.P. 3/23/2009 |
| 6294 | UnderlyingEndAcrdIntAmt Underlying accrued interest amount at termination | Angus Ip Bloomberg L.P. 3/23/2009 |
| 6295 | Discretion D, E, G, 8 To apply discretion to the placement of large orders in open and closing auction strategies. | UBS Investment Bank |
| 6296 | WouldIfNat D, E, G, 8 Parameter to control crossing of the order quantity relative to the target execution of the strategy. | UBS Investment Bank |
| 6297 | ResetEligibleVolOnAmend D,G,8 | sunilkumar T M UBS |
| 6298 | CountEligibleVolInLimitPx D,G,8 | sunilkumar T M UBS |
| 6299 | RetainVolumeCountHistory D,G,8 | sunilkumar T M UBS |
| 6300 | UnderlyingLowerRange D, G The lower range of the underlying price | Keir Wolfenden UBS Investment Bank |
| 6301 | UnderlyingUpperRange D, G The upper range of the underlying price | Keir Wolfenden UBS Investment Bank |
| 6302 | SliceMethod D, G Slice Method | Keir Wolfenden UBS Investment Bank |
| 6303 | MaxSliceSize D, G Maximum contracts per slice | Keir Wolfenden UBS Investment Bank |
| 6304 | TimeInterval D,G Integer. This integer will indicate time in seconds. Trade X number of calls/puts at defined N secs timeinterval between start and endtimes. | Rajarshi Ghosh
|
| 6305 | Delta D, G Value between 0 and 1 to 2 dp | Keir Wolfenden UBS Investment Bank |
| 6306 | SpotReference D, G Reference for Spot used in a delta calculation | Keir Wolfenden UBS Investment Bank |
| 6307 | SweepLevel D, G Depth under the NBBO | Keir Wolfenden UBS Investment Bank 5/5/2008 |
| 6308 | Tactic D,F,G,8 Underlying tactic to be applied | Keir Wolfenden UBS Investment Bank 5/20/2008 |
| 6309 | Bias D, G percentage value | Keir Wolfenden UBS Investment Bank 10/23/2008 |
| 6310 | BidPriceImpAmount Quote Amount by which the BidPx has been improved. | Robert Jones Merrill Lynch |
| 6311 | OfferPriceImpAmount Quote Amount by which the OfferPx has been improved. | Robert Jones Merrill Lynch |
| 6312 | Tolerance D, G Percentage value | Keir Wolfenden UBS Investment Bank 10/23/2008 |
| 6313 | UnderlyingAlgo D, G Base strategy identifier | Keir Wolfenden UBS Investment Bank 12/4/2008 |
| 6314 | Portfolio Style D,F,G,8 Indicates the type of portfolio to be traded | Keir Wolfenden UBS Investment Bank 12/11/2008 |
| 6315 | AlgoParameter D, G Reserved for future use. | Manju Swamy
8/18/2009 |
| 6316 | AlgoParameter D, G Reserved for future use. | Manju Swamy Capital Institutional Services 8/18/2009 |
| 6317 | AlgoParameter D, G Reserved for future use. | Manju Swamy Capital Institutional Services 8/18/2009 |
| 6318 | AlgoParameter D, G Reserved for future use. | Manju Swamy Capital Institutional Services 8/18/2009 |
| 6319 | AlgoParameter D, G Reserved for future use. | Manju Swamy Capital Institutional Services 8/18/2009 |
| 6320 | AlgoParameter D, G Reserved for future use. | Manju Swamy Capital Institutional Services 8/18/2009 |
| 6321 | OldRiskClass String Old Risk Class for allocation | P Basu
|
| 6322 | RiskClass String Risk class for a trade | P Basu
|
| 6323 | StartTime D, G The time at which the order becomes active. StartTime contains a date and time component that must be specified in 24-hour clock format (YYYYMMDDHH:MM:SS) and must use GMT time zone. | Manju Swamy Capital Institutional Services 8/18/2009 |
| 6324 | EndTime D, G The time by which an order must be completed. EndTime contains a date and time component that must be specified in 24-hour clock format (YYYYMMDDHH:MM:SS) and must use GMT time zone.
StartTime < EndTime. | Manju Swamy Capital Institutional Services 8/18/2009 |
| 6325 | ExecutionStyle D, G This parameter tells the engine how aggressively to work. Valid values include:
P = Passive
N = Normal
A = Aggressive | Manju Swamy Capital Institutional Services 8/18/2009 |
| 6326 | Start%Volume D, G The target percentage of volume that the algorithm will attempt to achieve at/or around the Benchmark price.
Valid values: 0-100. | Manju Swamy Capital Institutional Services 8/18/2009 |
| 6327 | Min%Volume D, G The minimum % of volume the algorithm will try to achieve. Valid values: 0-100.
Min%Volume < Max%Volume. | Manju Swamy Capital Institutional Services 8/18/2009 |
| 6328 | Max%Volume D, G The maximum % of volume the algorithm will try to achieve.
Valid values: 0-100.
Min%Volume < Max%Volume. | Manju Swamy Capital Institutional Services 8/18/2009 |
| 6329 | Target%Volume D, G Specifies the rate at which the order will be filled which affects the duration of the order and, ultimately, the end time of the order. | Manju Swamy Capital Institutional Services 8/18/2009 |
| 6330 | MinReqComp D, G The minimum percentage of the order that must be completed by EndTime. | Manju Swamy Capital Institutional Services 8/18/2009 |
| 6331 | WouldIfGood D, G When the “I Would price” is triggered, attempt to get done within the specified "I Would" limit. | Manju Swamy Capital Institutional Services 8/18/2009 |
| 6332 | DisplaySize D, G The number of shares displayed to the market. The value should not be less than 100 shares or over the order quantity. | Manju Swamy Capital Institutional Services 8/18/2009 |
| 6333 | RiskAversion D, G Controls the trading style for the order on a scale of 1 (passive) - 10 (aggressive). The higher the number the faster the order will trade. Valid values 1-10. | Manju Swamy Capital Institutional Services 8/18/2009 |
| 6334 | ExecutionView D, G Reflects the trader’s view of how he wants the algorithm to behave when the securities price moves favorable or unfavorable relative to the order. Valid values include:
1=Reversion
2=Symmetrical
3=Breakout
4=Collar | Manju Swamy Capital Institutional Services 8/18/2009 |
| 6335 | AlgoParameter D, G Reserved for future use. | Manju Swamy Capital Institutional Services 8/18/2009 |
| 6336 | Trading Session ID adoption of tag336 in FIX4.2 | Roseate Wagner Merill Lynch |
| 6337 | SessionType D,F,G,8 Session type (Open or Close) defined in the Trading Session ID | Keir Wolfenden UBS Investment Bank 9/8/2008 |
| 6338 | ExecutionID | Kunihiko Saito INTERTRADE Co., Ltd. |
| 6339 | OrderStartTime | Kunihiko Saito INTERTRADE Co., Ltd. |
| 6340 | QtyLimitRelease 0:no limit release
9:limit release | Kunihiko Saito INTERTRADE Co., Ltd. |
| 6341 | ReplacePrice 0:no replace
1:replace | Kunihiko Saito INTERTRADE Co., Ltd. |
| 6342 | ReplaceOrderQty 0:no replace
1:replace | Kunihiko Saito INTERTRADE Co., Ltd. |
| 6343 | ReplaceCashMargin 0:no replace
1:replace | Kunihiko Saito INTERTRADE Co., Ltd. |
| 6344 | ReplaceOrderCapacity 0:no replace
1:replace | Kunihiko Saito INTERTRADE Co., Ltd. |
| 6345 | ReplaceTimeInForce 0:no replace
1:replace | Kunihiko Saito INTERTRADE Co., Ltd. |
| 6346 | TimeInExecution 0:Continuous
2:Opening
7:Closing
D:Proportional Distribution | Kunihiko Saito INTERTRADE Co., Ltd. |
| 6347 | CounterpartyCompID | Kunihiko Saito INTERTRADE Co., Ltd. |
| 6348 | OnlineStartTime | Kunihiko Saito INTERTRADE Co., Ltd. |
| 6349 | OnlineCloseTime | Kunihiko Saito INTERTRADE Co., Ltd. |
| 6350 | TickRule D up tick/down tick rules. | Daniel Graham P E Lynch |
| 6351 | Position D 0 = Long, 1 = Short | Daniel Graham P E Lynch |
| 6352 | AutoHedgePrice D Auto Option Hedge Price | Daniel Graham P E Lynch |
| 6353 | RehedgePercent D Percentage to rehedge | Daniel Graham P E Lynch |
| 6354 | StrikePrice D 0 = CLOSE, 2 = ARRIVAL | Daniel Graham P E Lynch |
| 6355 | UpperPricePct D Dispersal Upper Limit | Daniel Graham P E Lynch |
| 6356 | LowerPricePct D Dispersal Percentage | Daniel Graham P E Lynch |
| 6357 | TrackSecurity D Other Equity to track with this order | Daniel Graham P E Lynch |
| 6358 | TrackUpperPct D Dispersion Percentage | Daniel Graham P E Lynch |
| 6359 | TrackLowerPct D Dispersion Percentage | Daniel Graham P E Lynch |
| 6360 | Sector D Sector to track | Daniel Graham P E Lynch |
| 6361 | SectorUpperPct D Dispersion Percentage | Daniel Graham P E Lynch |
| 6362 | SectorLowerPct D Dispersion Percentage | Daniel Graham P E Lynch |
| 6363 | Index D Index to track | Daniel Graham P E Lynch |
| 6364 | IndexUpperPct D Dispersion Percentage | Daniel Graham P E Lynch |
| 6365 | IndexLowerPct D Dispersion Percentage | Daniel Graham P E Lynch |
| 6366 | TrackUpperSIT D 1 = Switch If Touched (tm) | Daniel Graham P E Lynch |
| 6367 | TrackLowerSIT D 1 = Switch If Touched (tm) | Daniel Graham P E Lynch |
| 6368 | SectorUpperSIT D 1 = Switch If Touched (tm) | Daniel Graham P E Lynch |
| 6369 | SectorLowerSIT D 1 = Switch If Touched (tm) | Daniel Graham P E Lynch |
| 6370 | IndexUpperSIT D 1 = Switch If Touched (tm) | Daniel Graham P E Lynch |
| 6371 | IndexLowerSIT D 1 = Switch If Touched (tm) | Daniel Graham P E Lynch |
| 6372 | HighLimitSIT D 1 = Switch If Touched (tm) | Daniel Graham P E Lynch |
| 6373 | LowLimitSIT D 1 = Switch If Touched (tm) | Daniel Graham P E Lynch |
| 6374 | UpperPricePctSIT D 1 = Switch If Touched (tm) | Daniel Graham P E Lynch |
| 6375 | LowerPricePctSIT D 1 = Switch If Touched (tm) | Daniel Graham P E Lynch |
| 6376 | BasketName D Name of Basket to which order belongs. | Daniel Graham P E Lynch LLP |
| 6377 | Slices D Number of equal-sized sub orders to trade a TIME_SLICE order in. | Daniel Graham P E Lynch LLP |
| 6378 | BLPProgType D AE 8 Security Program Type | Sheetal Chainraj Bloomberg L.P 7/23/2008 |
| 6379 | AdjustedEndCash Ending cash consideration of a financing deal on the EndDate(917) adjusted for coupon and interest payments to the collateral
holder. | Angus Ip Bloomberg L.P. 6/10/2009 |
| 6380 | NonMemberAffiliate execution Indicates that the execution is on behalf of a non-member affiliate. | Marie Mouser Thomson Rueters 5/19/2008 |
| 6381 | EnteringSubsidiary execution Identifies the subsidiary firm associated with the execution. | Marie Mouser Thomson Rueters 5/19/2008 |
| 6382 | BuyTradeControlNumber 8 Used for Nordic Trade Reporting, this tag will carry the trade control number for the buy side of the trade. | Nasdaq/OMX 4/28/2009 |
| 6383 | SellTradeControlNumber 8 Used for Nordic Trade Reporting, this tag will carry the trade control number for the sell side of the trade. | Nasdaq/OMX 4/28/2009 |
| 6384 | CalcAgentLocation String Calcution Agent Location | Jayaprakash Katari Bloomberg 10/2/2009 |
| 6385 | MatrixAgreementType String Matrix Agreement Type | Jayaprakash Katari Bloomberg 10/2/2009 |
| 6386 | QtyVariance 8 Variance of a REPO trade, expressed as quantity of trade size. | Wei Koek TradeWeb 10/21/2009 |
| 6387 | Peg Difference 4.0 Allows a 4.0 session to send equivalent of a 4.2 tag: 211=Peg Difference | Denise Timmons Fidelity Capital Markets |
| 6388 | Discretion Instruction 4.0 Allows a 4.0 session to send the 4.2 tag 388.
Data type = Integer
Required field = no
Valid Values:
0=Related to displayed price
1=Related to market price
2=Related to primary price
4=Related to midpoint price
5=Related to trade price | Denise Timmons Fidelity Capital Markets |
| 6389 | Discretion Offset 4.0 Alls a 4.0 session to send a 4.3 tag.
Data type = Number
Required field = N
Valid Values = amount =/-
Whole nnumber portion = dollars, deciaml portion = cents, max two decimal places
| Denise Timmons Fidelity Capital Markets |
| 6390 | MDReqRejReason Market Data Request Reject = 100 - Other | ICAP 9/17/2008 |
| 6391 | PriceType Security Definition = 100 – Fractions (in Two-Fifty Sixths) | ICAP 9/17/2008 |
| 6392 | SecurityTradingStatus Security Status = 100 – Order entry session for repo cross
= 101 – Position scrubbing session for repo cross
= 102 – Position scrubbing session for repo cross
= 103 – Closing session for repo cross
= 104 - Suspended
| ICAP 9/17/2008 |
| 6393 | NewSubRank Security List Specifies the current sub rank of the security (for display ordering purposes). | ICAP 11/3/2008 |
| 6394 | PreviousSubRank Security List Specifies the previous sub rank of a security. Applicable if the sub rank of the security changes. | ICAP 11/3/2008 |
| 6395 | SourceIP various Optional field for source IP address identification and auditing perposes. | ICAP 8/6/2009 |
| 6396 | RejectCode To specify reject reason in user-defined FIX message types | Millennium Information Technologies |
| 6397 | OtherParty 8,s ITM of the trader for the matching half trade submitted separately
| Marc Abend NYSE Euronext 10/2/2009 |
| 6398 | StreamingQuoteTime R Used for enabling/disabling FX mkt data |
|
| 6399 | AccountCode D, s, E, I, 8 Type of Account | Marc Abend NYSE Euronext 10/2/2009 |
| 6400 | MLBenchmarkPrice D,E,8,G ML Benchmark Price
| Roseate L. Wagner Merrill Lynch |
| 6401 | MLExecService D,E,8,G ML Execution Service
| Roseate L. Wagner Merrill Lynch |
| 6402 | MLGuarant D,E,8,G ML Guaranteed Indicator
Y - Guaranteed Price
N - Not Guaranteed | Roseate L. Wagner Merrill Lynch |
| 6403 | MLMaxParticipate D,E,8,G ML Maximum Participation %
Max % market volume to participate in execution of order nnn (0-100) | Roseate L. Wagner Merrill Lynch |
| 6404 | MLTargetParticipate D,E,8,G ML Minimum Participation %
Min % market volume to participate in execution of order nnn (0-100) | Roseate L. Wagner Merrill Lynch |
| 6405 | MLPrimaryFlag D,E,8,G ML Primary or Composite flag
P – Primary
C -Composite
(Default = Primary) | Roseate L. Wagner Merrill Lynch |
| 6406 | MLPlanning D,E,8,G ML Planning indication | Roseate L. Wagner Merrill Lynch |
| 6407 | MLOrderCompletionInstr D,E,8,G ML Order Completion Instruction
1 - Trade to Completion
2 - Leave Residual | Roseate L. Wagner Merrill Lynch |
| 6408 | MLRiskFactor D,E,8,G ML Benchmark Rick Factor
| Roseate L. Wagner Merrill Lynch |
| 6409 | ML Special Order Type D,E,8,G Extensions to the FIX Ordertype fields to support various ECN order types.
| Roseate L. Wagner Merrill Lynch |
| 6410 | ML Speed Price D,E,8,G Target Price for Speed trading | Roseate L. Wagner Merrill Lynch |
| 6411 | ML Speed Target Percent D,E,8,G Target Percent for speed trading | Roseate L. Wagner Merrill Lynch |
| 6412 | ML Execution Instruction D,E,8,G This tag can contain multiple instructions, space delimited | Roseate L. Wagner Merrill Lynch |
| 6413 | ML Peg Option D,E,8,G Indication of pricing strategy
(Values:
0 = Market,
1 = Chase Market,
2 = Bid,
3 = Offer,
4 = Last,
5 = Mid ) | Eric Siciliano Merrill Lynch |
| 6414 | ML Block Threshold D,E,8,G When calculating volume profile, ignore any block prints that are greater than the "ML Block Threshold". | Eric Siciliano Merrill Lynch |
| 6415 | Open Auction Rate D,E,8,G Open auction participation expressed as a percentage (0-100). | Eric Siciliano Merrill Lynch |
| 6416 | Close Auction Rate D,E,8,G Close auction participation expressed as a percentage (0-100). | Eric Siciliano Merrill Lynch |
| 6417 | MOO2 Percent D,E,8,G Open auction rate for 2nd(pm)open for markets with 2 sessions. | Eric Siciliano Merrill Lynch |
| 6418 | MOC1 Percent D,E,8,G Close auction rate for 1st(am)close for markets with 2 sessions. | Eric Siciliano Merrill Lynch |
| 6419 | ML Transaction FundType 8 Transaction fund type | Merrill Lynch & Company |
| 6420 | CashRoundingIndicator D,E,8,G Indicate the rounding method when convert a cash base order to a share base order.
Required for Cash base order
U - Up
D - Down | Roseate L. Wagner Merrill Lynch |
| 6421 | NoOfExecutionDays D,E,8,G Indicate number of days for order to execute across. Can be used in conjuction with Market, GTC orders | Roseate L. Wagner Merrill Lynch |
| 6422 | PrimaryBookingID D,8,G, F Primary BookingID | Roseate L. Wagner Merrill Lynch |
| 6423 | SecondaryBookingID D,8,G,F Secondary Booking ID | Roseate L. Wagner Merrill Lynch |
| 6424 | SpeedRiskFactor D,E,8,G Risk Factor for the Speed trading | Roseate L. Wagner Merrill Lynch |
| 6425 | CriteriaCheckFlag D,E,8,G To indicate whether or not to apply criteria check to a strategy order | Roseate L. Wagner Merrill Lynch |
| 6426 | Underlying Security D,8,F,G Underlying security symbol for stock Options | Roseate L. Wagner Merrill Lynch |
| 6427 | MaxPostDest D,E,8,G Maxim number of destination/venues an order can be posted to
| Roseate L. Wagner Merrill Lynch |
| 6428 | PegDirection D,E,8,G Peg offset direction. Applying the pegging price if market moves into the applied direction:
1 - Up
2 - Down
3 - Either | Roseate L. Wagner Merrill Lynch |
| 6429 | Step size D,E,8,G Number of ticks to move a posted price | Roseate L. Wagner Merrill Lynch |
| 6430 | EvalueInterval D,E,8,G Number of seconds to wait between evaluation | Roseate L. Wagner Merrill Lynch |
| 6431 | ML UPDATEUSER 8 RAM update user | Merrill Lynch & Company |
| 6432 | ML S_USER 8 RAM s_user | Merrill Lynch & Company |
| 6433 | ExcludeDest 8,E,D,G Destination exclusion list.
| Roseate L. Wagner Merrill Lynch |
| 6434 | RelativeSecureID 8,E,D,G | Roseate L. Wagner Merrill Lynch |
| 6435 | RelativeIDSource 8,E,D,G | Roseate L. Wagner Merrill Lynch |
| 6436 | RelatviePrice 8,E,D,G | Roseate L. Wagner Merrill Lynch |
| 6437 | Annonymous 8, D, G, E | Roseate L. Wagner Merrill Lynch |
| 6438 | CrossExclusionIndicator | Roseate L. Wagner Merrill Lynch |
| 6439 | MinCrossQty | Roseate L. Wagner Merrill Lynch |
| 6440 | MaxCrossQty | Roseate L. Wagner Merrill Lynch |
| 6441 | CrossPrice | Roseate L. Wagner Merrill Lynch |
| 6442 | OrderBenchmarkPrice | Roseate L. Wagner Merrill Lynch |
| 6443 | CrossDest | Roseate L. Wagner Merrill Lynch |
| 6444 | CrossDestExclusion | Roseate L. Wagner Merrill Lynch |
| 6445 | PostResidual | Roseate L. Wagner Merrill Lynch |
| 6446 | CrossResidualRatio | Roseate L. Wagner Merrill Lynch |
| 6447 | CrossCategory | Roseate L. Wagner Merrill Lynch |
| 6448 | PrefDest | Roseate L. Wagner Merrill Lynch |
| 6449 | RegulationID | Roseate L. Wagner Merrill Lynch |
| 6450 | FidessaTradeFlags 8 MultipleValueString, containing a space separated list of trade flags. | Graham Pearce royalblue |
| 6451 | PairExecutionMethod | Roseate L. Wagner Merrill Lynch |
| 6452 | MLET 4 | Roseate L. Wagner Merrill Lynch |
| 6453 | MLET 5 | Roseate L. Wagner Merrill Lynch |
| 6454 | MLET 6 | Roseate L. Wagner Merrill Lynch |
| 6455 | MLET 7 | Roseate L. Wagner Merrill Lynch |
| 6456 | MLET 8 | Roseate L. Wagner Merrill Lynch |
| 6457 | MLET 9 | Roseate L. Wagner Merrill Lynch |
| 6458 | MLET 10 | Roseate L. Wagner Merrill Lynch |
| 6459 | MLET 11 | Roseate L. Wagner Merrill Lynch |
| 6460 | MLET 12 | Roseate L. Wagner Merrill Lynch |
| 6461 | Pair 1 | Roseate L. Wagner Merrill Lynch |
| 6462 | Pair 2 | Roseate L. Wagner Merrill Lynch |
| 6463 | pair 3 | Roseate L. Wagner Merrill Lynch |
| 6464 | Pair 4 | Roseate L. Wagner Merrill Lynch |
| 6465 | Pair 5 | Roseate L. Wagner Merrill Lynch |
| 6466 | RelativeLimitType | Roseate L. Wagner Merrill Lynch |
| 6467 | DistributionType D,8,G,F Identify the distribution type of Futures:
1 - Actual
2 - Underlying
| Roseate L. Wagner Merrill Lynch |
| 6468 | RelativeLimitInstruction | Roseate L. Wagner Merrill Lynch |
| 6469 | MLMinParticipant | Roseate L. Wagner Merrill Lynch |
| 6470 | ShowingFactor | Roseate Wagner Merill Lynch |
| 6471 | StartingPrice | Roseate Wagner Merill Lynch |
| 6472 | ReportFlowFlag 8 Controls reporting to various ML reporting systems. | Merrill Lynch & Company |
| 6473 | PrefPostDest | Roseate Wagner Merill Lynch |
| 6474 | ExcludePostDest | Roseate Wagner Merill Lynch |
| 6475 | ClientIndicator | Roseate Wagner Merill Lynch |
| 6476 | PassiveQty | Roseate L. Wagner Merrill Lynch |
| 6477 | DynamicDriverType | Roseate Wagner Merill Lynch |
| 6478 | SpeedRelSecurityID | Roseate Wagner Merill Lynch |
| 6479 | SpeedRelIDSource | Roseate Wagner Merill Lynch |
| 6480 | SpeedRelPrice | Roseate Wagner Merill Lynch |
| 6481 | SpeedRelTarget% | Roseate Wagner Merill Lynch |
| 6482 | SCAN Destination | Roseate L. Wagner Merrill Lynch |
| 6483 | SCAN Indicator | Roseate L. Wagner Merrill Lynch |
| 6484 | PariLegCoefficient | Roseate L. Wagner Merrill Lynch |
| 6485 | PairFormulaOffset | Roseate L. Wagner Merrill Lynch |
| 6486 | RelativeLimitDirection | Roseate L. Wagner Merrill Lynch |
| 6487 | Scan Level | Roseate L. Wagner Merrill Lynch |
| 6488 | Soft Limit Flag | Roseate L. Wagner Merrill Lynch |
| 6489 | Trigger Indicator | Roseate L. Wagner Merrill Lynch |
| 6490 | Indicative Order Type | Roseate L. Wagner Merrill Lynch |
| 6491 | RelativeLimitBase D, G Reference for a relative price limit | Keir Wolfenden UBS Investment Bank 5/30/2008 |
| 6492 | RelativeLimitOffset D, G Offset for a relative limit price | Keir Wolfenden UBS Investment Bank 5/30/2008 |
| 6493 | CleanUp | Roseate L. Wagner Merrill Lynch 6/11/2008 |
| 6494 | PairsSuspendStatus | Roseate L. Wagner Merrill Lynch 7/30/2009 |
| 6495 | PairsRebalanceThreshold | Roseate L. Wagner Merrill Lynch 7/30/2009 |
| 6496 | StopPxAnchor D, E, G Int: Identifies anchor price when stop price is specified in relative terms. | John Leung Lehman Brothers 6/12/2008 |
| 6497 | StopPxOffset D, E, G Float: Offset relative to selected anchor for relative stop price. | John Leung Lehman Brothers 6/12/2008 |
| 6498 | AnchorPxDirection D, E, G Int: Identifies units and direction of relative stop price offset. | John Leung Lehman Brothers 6/12/2008 |
| 6499 | ApplyRestriction D, AB, G, AC To turn ON/OFF restriction such as ERISA for an Order coming to TW. Boolean type (Y/N). If omitted in the message, default to 'Y'. | Wei Koek TradeWeb 10/21/2009 |
| 6500 | Commission Handling Instructions TBD Future Use | George Rosenberger BNY Brokerage |
| 6501 | Commission Treatment TBD Future Use | George Rosenberger BNY Brokerage |
| 6502 | TrailerNoteSuppressionInd Suppression indcator for trailer line | Joseph Young Thomson Reuters 10/1/2009 |
| 6503 | TrailerNote Allows trailer notes to be added to trades. | Joseph Young Thomson Reuters 10/1/2009 |
| 6504 | AllocAgreementDesc String Allocation account MCA type | Jayaprakash Katari Bloomberg 10/2/2009 |
| 6505 | AllocAgreementDate LocalMktDate Allocation account MCA Date | Jayaprakash Katari Bloomberg 10/2/2009 |
| 6506 | AllocCalcAgentLocation String Allocation calculation agent location | Jayaprakash Katari Bloomberg 10/2/2009 |
| 6507 | AllocMatrixAgreementType String Allocation account matrix agreement type | Jayaprakash Katari Bloomberg 10/2/2009 |
| 6508 | AllocMcaAnnexDate LocalMktDate Allocation MCA annex date | Jayaprakash Katari Bloomberg 10/2/2009 |
| 6509 | ParticipationRateOffSideAnchor D, F, G, 8 Reference price.
Values
Blank
1 - open
2 - prev close
3 - arrival
4 - other | Paul Rogers ICAP 10/13/2009 |
| 6510 | Any Price At Close D, G Indicates whether are willing to use a market order during the closing auction. | Miles Dugmore
2/16/2009 |
| 6511 | NumberOfWaves D, G Used specify the number of waves an order should be executed in. | Miles Dugmore
6/12/2009 |
| 6512 | QtyPerWave D, G Used to specify the quantity issued per wave. | Miles Dugmore
6/12/2009 |
| 6513 | ParticipationRate D, F, G, 8 Offside participation %
Values
Blank or 0.01 to 1.0 | Paul Rogers ICAP 10/13/2009 |
| 6514 | IncludeAuction D, F, G, 8 Values
Blank
1 - None
2 - Close
3 - Open
4 - All
| Paul Rogers ICAP 10/13/2009 |
| 6515 | NewsID B (News) The unique identifier of a textual message sent from the exchange and recorded on the newsboard. | Roger Maumenée SWX Swiss Exchange |
| 6516 | NewsValidUntil B (News) The date after which the associated information is no longer relevant / applicable. | Roger Maumenée SWX Swiss Exchange |
| 6517 | NewsEventDate B (News) The date on which the event referred to in the associated newsboard message occurred. | Roger Maumenée SWX Swiss Exchange |
| 6518 | NewsType B (News) Textual description of the news type or category. | Roger Maumenée SWX Swiss Exchange |
| 6519 | QuoteReqRefID R (Quote Request) Required for Cancel and Replace QuoteReqTransType messages | Roger Maumenée SWX Swiss Exchange |
| 6520 | TradeTypeCodeList D, 8, AE List of SIX Swiss Exchange Trade Type Codes. | Roger Maumenee SIX Swiss Exchange |
| 6521 | CounterpartyReference D, 8 The free text identification of a counterparty who is not a member of the
exchange. | Roger Maumenée SWX Swiss Exchange |
| 6522 | ClientDomicile D, 8 Client's domicile | Roger Maumenée SWX Swiss Exchange |
| 6523 | CounterpartyType D, 8 The unique Identifies of a Counterparty type.
ASSD (Associated Dealers), CUST (Customers),
EFFH (Effektenhändler),
MEMB (Member),
EXCH (Designated Exchange) | Roger Maumenée SWX Swiss Exchange |
| 6524 | TransactionType D, 8 Identifies an SWX specific transaction type.
0 = Order, 1 = Trade Confirmation, 2 = Bilateral Trade Reverse, 3 = Reported Trade, 4 = Unilateral Trade Reverse, 5 = Correction
| Roger Maumenée SWX Swiss Exchange |
| 6525 | SegrClearingAccountType D, 8 The segregated clearing account type. For example, Client Clearing Account or House Clearing Account.
0 = DF (Default), 1 = CL (Client = Risk is covered by client collateral), 2 = HO (House = Risk is covered by "In House" collateral) | Roger Maumenée SWX Swiss Exchange |
| 6526 | SegrSettleAccountType D, 8 The segregated settlement account type. For example, can be used to distinguish different taxation treatments in settlement.
0 = DF (Default) | Roger Maumenée SWX Swiss Exchange |
| 6527 | SettlementInst D, 8 Defines to which degree the clearing and settlement of an off order book trade should be automatically instructed. For example, settled manually, automatic clearing and settlement or only automatic settlement i.e. no clearing.
0=Automatic (Settlement & Clearing), 1 = Settlement only, 2 = Manual | Roger Maumenée SWX Swiss Exchange |
| 6528 | OrderCapacity D,G,8 Custom field for FIX 4.2 users that want to adopt the FIX 4.3 OrderCapacity field
Designates the capacity of the firm placing the order.
Valid values:
A = Agency
G = Proprietary
I = Individual
P = Principal (Note for CMS purposes, Principal includes Proprietary)
R = Riskless Principal
W = Agent for Other Member
(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions field)
(see Volume 1: "Glossary" for value definitions) | Jim Northey Chicago Board Options Exchange |
| 6529 | OrderRestrictions D,G,8 Custom field for FIX 4.2 users that want to adopt the FIX 4.3 field.
Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.
Valid values:
1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker or Specialist in the underlying security of a derivative security
7 = Foreign Entity (of foreign governmnet or regulatory jurisdiction)
8 = External Market Participant
9 = External Inter-connected Market Linkage
A = Riskless Arbitrage
| Jim Northey Chicago Board Options Exchange |
| 6530 | QuoteReqTransType R (QuoteRequest) Identifies Quote Request message transaction type
Data type: char
Valid values:
N = New
C = Cancel
R = Replace | Roger Maumenée SWX Swiss Exchange |
| 6531 | InclSettlementAmount D, 8, S An amount added to the calculated settlement amount. | Roger Maumenée SWX Swiss Exchange |
| 6532 | InclSettlementCurrencyCode D, 8, S Currency identifier of 6531 InclSettlementAmount | Roger Maumenée SWX Swiss Exchange |
| 6533 | PublicTradeTypeCodeList 8, S, X Published list of SWX trade type codes. | Roger Maumenée SWX Swiss Exchange |
| 6534 | CounterpartyClientDomicile D, 8 Counterparty Client's domicile | Roger Maumenée SWX Swiss Exchange |
| 6535 | CounterpartyClientReference D, 8 Counterparty Member Reference | Roger Maumenée SWX Swiss Exchange |
| 6536 | CounterpartyOrderCapacity D, G, 8 Custom field for FIX 4.2 users that want to adopt the FIX 4.3 OrderCapacity field Designates the capacity of the counterparty of the order. Valid values: A = Agency G = Proprietary I = Individual P = Principal (Note for CMS purposes, Principal includes Proprietary) R = Riskless Principal W = Agent for Other Member (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions field) (see Volume 1: "Glossary" for value definitions) | Roger Maumenée SWX Swiss Exchange |
| 6537 | PrimaryOnly D, F, G, 8 Used to specify Track Volume. Values: 1 - Primary, 2 - Consolidated | Paul Rogers ICAP 10/7/2009 |
| 6538 | IfIncomplete D, F, G, 8 Values
1 - cancel balance
2 - IS
3 - inline 10%
4 - inline 15%
5 - inline 20%
6 - inline 25%
7 - inline 30%
8 - VWAP 1 hour
9 - VWAP to close
10 - Target close
| Paul Rogers ICAP 10/7/2009 |
| 6539 | PriceReferenceId D, F, G, 8 Relative to instrument | Paul Rogers ICAP 10/7/2009 |
| 6540 | PriceOffset D, F, G, 8 Percentage. Values: 0 to 0.25 | Paul Rogers ICAP 10/7/2009 |
| 6541 | PriceReferenceAnchor D, F, G, 8 Values:
1 - none
2 - open
3 - prev close
4 - arrival
| Paul Rogers ICAP 10/7/2009 |
| 6542 | AuctionAway D, F, G, 8 Auction protection (% from cont last). Values: 0 to 0.7 | Paul Rogers ICAP 10/7/2009 |
| 6543 | Max2BX D, F, G, 8 Max of order to BlockCross (%)Percentage. Values: 0 to 100. | Paul Rogers ICAP 10/7/2009 |
| 6544 | TimeInBX D, F, G, 8 Values:
1 - zero
2 - indefinitely
3 - 5 min
4 - 45 min
5 - 1 hour
6 - until auction
7 - other
| Paul Rogers ICAP 10/7/2009 |
| 6545 | TimeInBXValue D, F, G, 8 Rest order in BX before printing for. Values: Null or > 5 | Paul Rogers ICAP 10/7/2009 |
| 6546 | TargAuctPart D, F, G, 8 Target auction participation (%). Values: 0.01 to 0.7 | Paul Rogers ICAP 10/7/2009 |
| 6547 | TargetDayVolAuction D, F, G, 8 Target % of days volume in auction. Values: 0.01 to 0.7 | Paul Rogers ICAP 10/7/2009 |
| 6548 | CrossID Adoption of 548 for FIX 4.2 & Prior FIX version users | Roseate L. Wagner Merrill Lynch |
| 6549 | CrossType Adoption of tag549 for FIX 4.2 & Prior FIX version users | Roseate L. Wagner Merrill Lynch |
| 6550 | ContMarketPart D, F, G, 8 continuous market participation (%). Values 0.01 to 0.7 | Paul Rogers ICAP 10/7/2009 |
| 6551 | PostInLit D, F, G, 8 Post for liquidity in ‘lit’ venues. Values: True, False | Paul Rogers ICAP 10/7/2009 |
| 6552 | NoSides Cross-orders Number of Side repeating group instances. Format=int. Custom field for FIX4.2 users that want to adopt FIX4.3 field 552. | Antonio Caroselli GATE Tecnologie Informatiche |
| 6553 | Username Logon Custom field for FIX4.2 users that want to adopt FIX4.3 field 553 | Jonathan Scott Future Dynamics Ltd |
| 6554 | Password Logon Custom field for FIX4.2 users that want to adopt FIX4.3 field 554 | Jonathan Scott Future Dynamics Ltd |
| 6555 | OrigTrdMatchID AE, AR, AK Trade id of the original trade. This is indicated when either a trade reversal or a nostro correction is transacted. | Roger Maumenée SWX Swiss Exchange |
| 6556 | BusinessTransactionType AE, AR Indication of the business transaction.
Valid value:
TradeAdvice
| Roger Maumenée SWX Swiss Exchange |
| 6557 | ConfirmReasonCode AK (Confirmation) The reason for this confirmation.
Valid values:
NCBC = BuyNostroCorrectionCancel
NCBR = BuyNostroCorrectionResend
CCPR = CCPRejection
ECCA = ExchangeControlCancel
ECIS = ExchangeControlISINChange
ECRS = ExchangeControlResend
ECRB = ExchangeControlResendBilateral
ORIG = OriginalTrade
PRHB = ProcessHeldBackTrade
NCSC = SellNostroCorrectionCancel
NCSR = SellNostroCorrectionResend
TREV = TradeReversal
| Roger Maumenée SWX Swiss Exchange |
| 6558 | ParticipantRoleIndicator AK (Confirmation) Indication of the participant's role in the context of a confirmation.
Valid values:
0 = Buyer
1 = SettlementAgentBuyersSide
2 = GCMBuyersSide
6 = GCMSellersSide
7 = SettlementAgentSellersSide
8 = Seller
| Roger Maumenée SWX Swiss Exchange |
| 6559 | CalcInclSettlCurrAmt AK (Confirmation) Is required if a commission has been entered by the trading participant.
The amount in the instrument's settlement currency added to the trade's settlement amount due to the Commission and CommCurrency.
| Roger Maumenée SWX Swiss Exchange |
| 6560 | InterestPaymentCurrency AK (Confirmation) The currency applicable to an accrued interest amount. | Roger Maumenée SWX Swiss Exchange |
| 6561 | SettlCurrAmtValid AK (Confirmation) Indicates how the settlement amount has been calculated.
Valid values:
NSAZ = NotCalculatedSettlAmountInvalid
NFWT = NotCalculatedStandardForwardTrade
NMIS = NotCalculatedStaticDataMissing
NTRD = NotCalculatedTradeDateMarketHoliday
NTPZ = NotCalculatedTradePriceInvalid
NTSZ = NotCalculatedTradeSizeInvalid
NVAD = NotCalculatedValueDateEntered
CALC = SettlementAmountCalculatedNormalCase | Roger Maumenée SWX Swiss Exchange |
| 6562 | SettlementChainControlCode AK (Confirmation) The unique identifier of a settlement chain control.
Valid values:
BAUT = BilateralAutomaticSettlementFlagOff
BCPO = BilateralClrgPreventionSettlOnly
BCPF = BilateralClrgPrevNoClrgNoSettl
BBRS = BilateralExchControlResendBilateral
BMCO = BilateralManualClearingTypeAS
BMCF = BilateralManualClearingTypeManual
BNCC = BilateralNoCCP
BNSA = BilateralNoSettlAmountCalculated
BNSC = BilateralNoSettlChainsDetermined
BOOC = BilateralOobClearingFlagOff
BOOT = BilateralOutsideClearingOpeningTime
MUSE = MultilateralViaCCP
| Roger Maumenée SWX Swiss Exchange |
| 6563 | SettlementStatusCode AK (Confirmation) The unique identifier of a settlement status.
Valid values:
CA = CancelAccepted
CP = CancelPending
CR = CancelRejected
CS = CancelSent
CN = CancelTechNOK
CW = CancelWithoutMsg
RN = ClrgRuleNotReady
IC = InterfaceClosed
MA = MissingAccruedInt
MC = MissingChangeFix
MS = MissingSettleDate
MD = MissingStaticData
NA = NoAutomaticCandS
SA = SettlMsgAccepted
SR = SettlMsgRejected
SS = SettlMsgSent
SN = SettlMsgTechNOK
| Roger Maumenée SWX Swiss Exchange |
| 6564 | IsCancelled B (News) Indicates whether or not a textual message, sent from the exchange has been cancelled by the exchange. | Roger Maumenée SWX Swiss Exchange |
| 6565 | SourceExchange B, X The exchange from where the news message or book information origins. | Roger Maumenée SWX Swiss Exchange |
| 6566 | NumberOfQuotes W, X Number of quotes in a book entry. | Roger Maumenée SWX Swiss Exchange |
| 6567 | ReferencePriceType W, X Indication of the reference price type which indicates the source of the corresponding reference price.
Valid values:
0 = Adjusted Price
1 = Adjustment Home Market
2 = Input Price
3 = Last Paid Price
4 = Mistrade Adjustment
5 = System Adjusted Price
| Roger Maumenée SWX Swiss Exchange |
| 6568 | RandomisedInterval h (TradingSessionStatus) Time spread for randomised transitions (of trading schedules).
Format HH:MM:SS.
| Roger Maumenée SWX Swiss Exchange |
| 6569 | TransitionStatus h (TradingSessionStatus) Status of a trading schedule transition.
Valid values:
0 = Pending
1 = Triggered
2 = Deleted
3 = Failed
| Roger Maumenée SWX Swiss Exchange |
| 6570 | BookCondition f (SecurityStatus) The current condition of a book.
Valid values:
0 = Delayed Opening
1 = Delayed Opening with Non Opening
2 = Non Opening
3 = None
4 = Stop Trading
5 = Stop Trading with Non Opening
6 = Underlying Condition
7 = Underlying Condition with Non Opening
| Roger Maumenée SWX Swiss Exchange |
| 6571 | MDExecDate X (MarketDataIncrementalRefresh) Execution date. | Roger Maumenée SWX Swiss Exchange |
| 6572 | MDExecTime X (MarketDataIncrementalRefresh) Execution time. | Roger Maumenée SWX Swiss Exchange |
| 6573 | NumberOfTrades X (MarketDataIncrementalRefresh) Number of trades cumulated in a message. | Roger Maumenée SWX Swiss Exchange |
| 6574 | TradeOrigin 8 System/Firm where the trade originated | Murari Cholappadi JPMorganChase 3/9/2009 |
| 6575 | StampTax 8 Stamp Tax when choosing to send an exclusive field instead of using MiscFee repeating group | Murari Cholappadi JPMorganChase 3/9/2009 |
| 6576 | Levy 8 Levy | Murari Cholappadi JPMorganChase 3/9/2009 |
| 6577 | Tariff 8 Tariff | Murari Cholappadi JPMorganChase 3/9/2009 |
| 6578 | BrokerDealerServiceFee 8 Broker Dealer Service Fee | Murari Cholappadi JPMorganChase 3/9/2009 |
| 6579 | SettlCommunicationService 8 Communication service required to instruct settlement - used to cater to situations where client specifies settlement instruction as part of the trade. | Murari Cholappadi JPMorganChase 3/9/2009 |
| 6580 | BeneficiaryName 8 Beneficiary Name required to instruct settlement - used to cater to situations where client specifies settlement instruction as part of the trade. | Murari Cholappadi JPMorganChase 3/9/2009 |
| 6581 | BeneficiaryCode 8 Beneficiary Code e.g. BIC etc required to instruct settlement - used to cater to situations where client specifies settlement instruction as part of the trade. | Murari Cholappadi JPMorganChase 3/9/2009 |
| 6582 | CustOrderCapacity 8,D,G Capacity of customer placing the order. FIX 4.3 tag 582 - included as a custom field for FIX 4.2 early adopters. | Jim Northey Chicago Board Options Exchange |
| 6583 | SpreadPremium D, E, F, G Spread premium in dollars. | John Leung
|
| 6584 | SpreadPctPremium D, E, F, G spread % premium | John Leung Lehman Brothers |
| 6585 | SpreadPctDiscount D, E, F, G Spread discount in percentage | John Leung Lehman Brothers |
| 6586 | CashOffset D, E, F, G cash offset amount | John Leung Lehman Brothers |
| 6587 | ExecutionMethod D, E, F, G 1 - Lean Buy
2 - Lean Sell | John Leung Lehman Brothers |
| 6588 | TradeClipShares D, E, F, G Trade clip in shares | John Leung Lehman Brothers |
| 6589 | TradeClipPct D, E, F, G Trade clip in percentage | John Leung Lehman Brothers |
| 6590 | TradeClip D, E, F, G Trade clip in dollars | John Leung Lehman Brothers |
| 6591 | BlockSeqNumber Block Sequence Number. | Mikael Vessgård Nasdaq OMX 8/28/2008 |
| 6592 | VersionID Version Identification in Block Header. | Mikael Vessgård Nasdaq OMX 8/28/2008 |
| 6593 | BeneficiaryAcctNum 8 Beneficiary Account Number required to instruct settlement - used to cater to situations where client specifies settlement instruction as part of the trade. | Murari Cholappadi JPMorganChase 3/9/2009 |
| 6594 | LocalAgentName 8 Local Agent Name required to instruct settlement - used to cater to situations where client specifies settlement instruction as part of the trade. | Murari Cholappadi JPMorganChase 3/9/2009 |
| 6595 | LocalAgentCode 8 Local Agent Code required to instruct settlement - used to cater to situations where client specifies settlement instruction as part of the trade. | Murari Cholappadi JPMorganChase 3/9/2009 |
| 6596 | LocalAgentAcctNum 8 Local Agent Account Number required to instruct settlement - used to cater to situations where client specifies settlement instruction as part of the trade. | Murari Cholappadi JPMorganChase 3/9/2009 |
| 6597 | GlobalAgentName 8 Global Agent Name required to instruct settlement - used to cater to situations where client specifies settlement instruction as part of the trade. | Murari Cholappadi JPMorganChase 3/9/2009 |
| 6598 | GlobalAgentCode 8 Global Agent Code required to instruct settlement - used to cater to situations where client specifies settlement instruction as part of the trade. | Murari Cholappadi JPMorganChase 3/9/2009 |
| 6599 | GlobalAgentAcctNum 8 Global Agent Account Number required to instruct settlement - used to cater to situations where client specifies settlement instruction as part of the trade. | Murari Cholappadi JPMorganChase 3/9/2009 |
| 6600 | TestMessageIndicator Logon Flags session as a Test rather than Production session
<p>
** ADDED TO FIX 4.3 AS TAG: 464 TestMessageIndicator ** | Wei Seong Koek TradeWeb LLC |
| 6601 | Password Optionally used in Logon message. | Wei Seong Koek TradeWeb LLC |
| 6602 | MultilegComponent 8 boolean. A value of Y indicates the trade is a component of a multi-part order - swap, switch, butterfly, cross etc. | Wei Seong Koek TradeWeb LLC |
| 6603 | LotSize Fill quantity increment above the initial fill size. | Wei Seong Koek TradeWeb LLC |
| 6604 | Replenish BOolean: Replenish trade quantity from OrderQty after the first fill. Used together with MaxFloor (111) for hidden-quantity trading. | Wei Seong Koek TradeWeb LLC |
| 6605 | Spread ExecutionReport Either swap spread or spread-to-benchmark
<p>
** ADDED TO FIX 4.3 AS TAG: 218 Spread ** | Wei Seong Koek TradeWeb LLC |
| 6606 | TraderID NewOrderSingle, ExecutionReport Buyside trader initiating the order
<p>
** ADDED TO FIX 4.3 through <Parties> component block ** | Wei Seong Koek TradeWeb LLC |
| 6607 | ExDividend [4.2] Boolean: Instrument is trading ex-dividend. Supported in [4.4] using SymbolSfx(65)=EX. | Wei Seong Koek TradeWeb LLC |
| 6608 | Yield ExecutionReport Yield percentage
<p>
** ADDED TO FIX 4.3 AS TAG: 236 Yield **
| Wei Seong Koek TradeWeb LLC |
| 6609 | SecurityTypeExtended NewOrderSingle, ExecutionReport, Allocation Extends FIX field 167 for Fixed Income
<p>** 167 SecurityType was extended in FIX 4.3 ** | Wei Seong Koek TradeWeb LLC |
| 6610 | BrokerClearingID Identifier of Broker’s clearing instructions. | Wei Seong Koek TradeWeb LLC |
| 6611 | TotalAccruedInterestAmt ExecutionReport, Allocation Block level accrued interest
<p>
** 540 TotalAccruedInterestAmt was added to appropriate messages in FIX 4.3 ** | Wei Seong Koek TradeWeb LLC |
| 6612 | NetMoney ExecutionReport, Allocation Block level net money<p>** 118 NetMoney was added to appropriate messages in FIX 4.3 ** | Wei Seong Koek TradeWeb LLC |
| 6613 | ProductExtended NewOrderSingle, ExecutionReport, Allocation Extends FIX field 460 for Fixed Income.<p>** 460 Product was extended in FIX 4.3 ** | Wei Seong Koek TradeWeb LLC |
| 6614 | PriceType NewOrderSingle, ExecutionReport, Allocation Specifies the how the price field is expressed1-Percentage, 4-Discount, 9-Spread<p>** Added to FIX 4.3 as tag: 423 PriceType ** | Wei Seong Koek TradeWeb LLC |
| 6615 | AllocStatus [4.2] Valid values
0: Accepted, Processed - allocations were sent to the counterparty.
3: Received, not yet processed - allocations have been saved but not sent.
In 4.4 as tag AllocStatus 87 | Wei Seong Koek TradeWeb LLC |
| 6616 | OrderCreateTime UTC timestamp when the order was created. | Wei Seong Koek TradeWeb LLC |
| 6617 | SecondaryOrdID The unique trade reference assigned by the ATS. UDF 6617 is needed only in the DontKnowTrade message. In all others use tag 198. | Wei Seong Koek TradeWeb LLC |
| 6618 | AllocGiveUpBroker [4.2] In an Allocation instance, identifier of the Prime Broker serving as Give-Up Firm. | Wei Seong Koek TradeWeb LLC |
| 6619 | AllocGTSBroker [4.2] In an Allocation instance, identifier of the Prime Broker providing General Trade Services. | Wei Seong Koek TradeWeb LLC |
| 6620 | IssueDate NewOrderSingle, ExecutionReport, Allocation Date bond was issued<p>** Added to FIX 4.3 as tag: 225 IssueDate ** | Wei Seong Koek TradeWeb LLC |
| 6621 | Factor NewOrderSingle, ExecutionReport, Allocation Fraction for deriving Current Value from Qty <p>** Added to FIX 4.3 as tag: 228 Factor ** | Wei Seong Koek TradeWeb LLC |
| 6622 | BenchmarkYield Yield of the benchmark security. | Wei Seong Koek TradeWeb LLC |
| 6623 | AssetSwapSpread The difference between the bond yield and the LIBOR curve, expressed in basis points. | Wei Seong Koek TradeWeb LLC |
| 6624 | ISpread The difference in basis points between a bond's yield-to-maturity and the projected/interpolated swap rate on the bond's maturity/workout date. | Wei Seong Koek TradeWeb LLC |
| 6625 | ZSpread The number of basis points one needs to apply to a series of zero rates such that, the present value of the bond, accounted for accrued interest, equals to the sum of all future cashflows discounted using the adjusted zero rate. | Wei Seong Koek TradeWeb LLC |
| 6626 | MDEntryHiddenSize W Hidden size (Qty) - shown only to the originating dealer | Wei Seong Koek TradeWeb LLC |
| 6627 | ContraFeesSw 8 Indicator used to determine if fees should be applied to contra side of trade. | Rich Kiehl Thomson Financial - BETA Systems |
| 6628 | NoYields ExecutionReport Number of yields. Allows repeating groups consisting of YieldType (235), Yield (236), and BasisFeatureDate (259). | Kevin Bilello Thomson Beta Systems |
| 6629 | YieldType ExecutionReport Specifies how Yield is expressed <p>** Added to FIX 4.3 as tag: 235 YieldType ** | Wei Seong Koek TradeWeb LLC |
| 6630 | ListID Customer-assigned identifier for List Orders. ListID(6630) is used in NewOrder and OrderReplace. Tag ListID(66) is used in ExecutionReport and AllocationReport. | Wei Seong Koek TradeWeb LLC |
| 6631 | Username [4.2] Used in Logon. Replaced in 4.4 by Username(533). | Wei Seong Koek TradeWeb LLC |
| 6632 | BenchmarkSecurityDesc Benchmark security description. | Wei Seong Koek TradeWeb LLC |
| 6633 | BenchmarkSymbolSfx "WI" if When Issued. | Wei Seong Koek TradeWeb LLC |
| 6634 | NoStipulations NewOrderSingle, ExecutionReport Number of stipulation entries<p>** Added to FIX 4.3 as tag: 232 NoStipulations ** | Wei Seong Koek TradeWeb LLC |
| 6635 | StipulationType NewOrderSingle, ExecutionReport Stipulation type – see 4.3 spec<p>** Added to FIX 4.3 as tag: 233 StipulationType ** | Wei Seong Koek TradeWeb LLC |
| 6636 | StipulationValue NewOrderSingle, ExecutionReport Structured stipulation value – see 4.3 spec<p>** Added to FIX 4.3 as tag: 234 StipulationValue ** | Wei Seong Koek TradeWeb LLC |
| 6637 | MaturityDate NewOrderSingle, ExecutionReport, Allocation Bond maturity date<p>** Added to FIX 4.3 as tag: 541 MaturityDate ** | Wei Seong Koek TradeWeb LLC |
| 6638 | AllocClearingFirm NewOrderSingle,Allocation For instructing and reporting allocation clearing for non-US issues<p>** Added to FIX 4.3 through <NestedParties> component block ** | Wei Seong Koek TradeWeb LLC |
| 6639 | LegLastParPx Last price for the leg expressed in percent-of-par. Conditionally required when LegLastPx is expressed in Yield, Spread, Discount or any other type and the product supports a percent-of-par price. | Wei Seong Koek TradeWeb LLC |
| 6640 | LastParPx ExecutionReport Price expressed in percent-of-par when ParPx is in discount or spread | Wei Seong Koek TradeWeb LLC |
| 6641 | BookingID BookingReport (UB) Event reference for BookingReport | Wei Seong Koek TradeWeb LLC |
| 6642 | BookingTransType BookingReport (UB) Enumeration: 0-New, 1-Cancel, 2-Correct | Wei Seong Koek TradeWeb LLC |
| 6643 | BookingStatus BookingReport (UB) Enumeration: 1-Affirmed, 2-Unknown account, 3-Missing settlement instructions, 4-Canceled | Wei Seong Koek TradeWeb LLC |
| 6644 | BenchmarkPrice [4.2] Specifies the price of the benchmark. | Wei Seong Koek TradeWeb LLC |
| 6645 | BenchmarkPriceType [4.2] Identifies the denomination of BenchmarkPrice(6645). Same values as PriceType(423).
| Wei Seong Koek TradeWeb LLC |
| 6646 | BenchmarkSecurityIDSource [4.2] Identifies the source of the Benchmark Security ID. Valid values are 1=CUSIP 2=SEDOL 4=ISIN
| Wei Seong Koek TradeWeb LLC |
| 6647 | FloatingRate Boolean: Identifies a Floating Rate Note. | Wei Seong Koek TradeWeb LLC |
| 6648 | AllocStepOutBroker [4.2] In an Allocation instance, identifier of the Prime Broker serving as Step-Out Firm. | Wei Seong Koek TradeWeb LLC |
| 6649 | PreFactored Boolean: Unlike TIPS, MBS or EUR-denominated Inflation Linked Bonds, GBP ILBs trade with the inflation ratio already factored into the price. PreFactored=Y clarifies that attribute. | Wei Seong Koek TradeWeb LLC |
| 6650 | MsgVersion Identifies the message version number, e.g. 1.0. | Wei Seong Koek TradeWeb LLC |
| 6651 | TerminationType [4.2] USRP Values
1=Overnight
2=Term
3=Flexible
4=Open
Replaced in 4.4 by tag 788. | Wei Seong Koek TradeWeb LLC |
| 6652 | NoUnderlyings [4.2] begins the Underlyings repeating group. | Wei Seong Koek TradeWeb LLC |
| 6653 | UnderlyingSecurityType Values: TREASURY MORTGAGE AGENCY OTHER
| Wei Seong Koek TradeWeb LLC |
| 6654 | UnderlyingSecuritySubtype [4.2] E.g. GENERAL | Wei Seong Koek TradeWeb LLC |
| 6655 | FinOrderQty Execution Report Final order quantity. Used to support an inquiry model where the final inquiry size may be different than the original order size (OrderQty). | Jessica Zahnow Market Axess |
| 6656 | NoUnderlyingStips [4.2] Begins the UnderlyingStips repeating group. | Wei Seong Koek TradeWeb LLC |
| 6657 | UnderlyingStipType [4.2] Stipulation type: Values include MATURITY TYPE SCHEDULE
| Wei Seong Koek TradeWeb LLC |
| 6658 | UnderlyingStipValue [4.2] MATURITY Values:
0Y-1Y - Less than 1 year
1Y-5Y - Less than 5 years
5Y-10Y - Less than 10 years
10Y-30Y - Less than 30 years
TYPE Value: STRIPS
SCHEDULE Value: Schedule ID, usually a digit
| Wei Seong Koek TradeWeb LLC |
| 6659 | DatedDate [4.2] The date the security is dated if different from the first IssueDate, in YYYYMMDD format. | Wei Seong Koek TradeWeb LLC |
| 6660 | LegDatedDate [4.2] The date the leg security is dated if different from the first LegIssueDate, in YYYYMMDD format. | Wei Seong Koek TradeWeb LLC |
| 6661 | GiveUpBroker [4.2] Identifier of the Prime Broker serving as Give-Up Firm. | Wei Seong Koek TradeWeb LLC |
| 6662 | GTSBroker [4.2] Identifier of the Prime Broker providing General Trade Services. | Wei Seong Koek TradeWeb LLC |
| 6663 | StepOutBroker [4.2] Identifier of the Prime Broker serving as Step-Out Firm. | Wei Seong Koek TradeWeb LLC |
| 6664 | Term Encoded term of a deposit or derivative trade: 1D, 3M, 10Y, etc. | Wei Seong Koek TradeWeb LLC |
| 6665 | NoLegs NewOrderSingle, ExecutionReport Number of Legs in a multi-issue trade<p>** Added to FIX 4.3 as tag: 555 NoLegs ** | Wei Seong Koek TradeWeb LLC |
| 6666 | LegSide NewOrderSingle, ExecutionReport Buy or Sell leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 624 LegSide ** | Wei Seong Koek TradeWeb LLC |
| 6667 | LegOrderQty NewOrderSingle, ExecutionReport Order quantity of one leg of a multi-issue trade | Wei Seong Koek TradeWeb LLC |
| 6668 | LegSwapType NewOrderSingle, ExecutionReport Substitute for LegOrderQty (6667) for one leg of a multi-issue trade: ParForPar, Duration, Risk, Proceeds | Wei Seong Koek TradeWeb LLC |
| 6669 | LegFactor NewOrderSingle, ExecutionReport Fraction for deriving current value from Qty for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 253 LegFactor ** | Wei Seong Koek TradeWeb LLC |
| 6670 | LegSecurityID NewOrderSingle, ExecutionReport CUSIP or ISIN of one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 602 LegSecurityID ** | Wei Seong Koek TradeWeb LLC |
| 6671 | LegIDSource NewOrderSingle, ExecutionReport Security ID source for one leg of a multi-issue trade - see values for IDSource<p>** Added to FIX 4.3 as tag: 603 LegIDSource ** | Wei Seong Koek TradeWeb LLC |
| 6672 | LegProduct NewOrderSingle, ExecutionReport Product for one leg of a multi-issue trade – see Product 6613<p>** Added to FIX 4.3 as tag: 607 LegProduct ** | Wei Seong Koek TradeWeb LLC |
| 6673 | LegSecurityType NewOrderSingle, ExecutionReport SecurityType for one leg of a multi-issue trade – see SecurityType 6609<p>** Added to FIX 4.3 as tag: 609 LegSecurityType ** | Wei Seong Koek TradeWeb LLC |
| 6674 | LegIssuer NewOrderSingle, ExecutionReport Issuer for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 617 LegIssuer ** | Wei Seong Koek TradeWeb LLC |
| 6675 | LegCouponRate NewOrderSingle, ExecutionReport Coupon rate for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 615 LegCouponRate ** | Wei Seong Koek TradeWeb LLC |
| 6676 | LegMaturityDate NewOrderSingle, ExecutionReport Maturity date for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 611 LegMaturityDate ** | Wei Seong Koek TradeWeb LLC |
| 6677 | LegSecurityDesc NewOrderSingle, ExecutionReport Security description for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 620 LegSecurityDesc ** | Wei Seong Koek TradeWeb LLC |
| 6678 | LegCurrency NewOrderSingle, ExecutionReport Currency for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 556 LegCurrency ** | Wei Seong Koek TradeWeb LLC |
| 6679 | LegSettlmntTyp NewOrderSingle, ExecutionReport Settlement type for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 587 LegSettlmntTyp ** | Wei Seong Koek TradeWeb LLC |
| 6680 | LegFutSettDate NewOrderSingle, ExecutionReport Future settlement date for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 588 LegFutSettDate ** | Wei Seong Koek TradeWeb LLC |
| 6681 | LegNoAllocs NewOrderSingle Number of allocations for one leg of a multi-issue trade | Wei Seong Koek TradeWeb LLC |
| 6682 | LegAllocAccount NewOrderSingle Allocation account for one leg of a multi-issue trade | Wei Seong Koek TradeWeb LLC |
| 6683 | LegAllocQty NewOrderSingle Allocation quantity for one leg of a multi-issue trade | Wei Seong Koek TradeWeb LLC |
| 6684 | LegAllocClearingFirm NewOrderSingle Allocation clearing firm for one leg of a multi-issue trade | Wei Seong Koek TradeWeb LLC |
| 6685 | MDAggressorSide W In MD Trade entries. Values: 1 = Take 2 = Hit | Wei Seong Koek TradeWeb LLC |
| 6686 | LegNoStipulations NewOrderSingle, ExecutionReport Number of stipulation entries for one leg of a multi-issue trade | Wei Seong Koek TradeWeb LLC |
| 6687 | LegStipulationType NewOrderSingle, ExecutionReport Stipulation type for one leg of a multi-issue trade – see 4.3 spec | Wei Seong Koek TradeWeb LLC |
| 6688 | LegStipulationValue NewOrderSingle, ExecutionReport Structured stipulation value for one leg of a multi-issue trade – see 4.3 spec | Wei Seong Koek TradeWeb LLC |
| 6689 | ContractSettlementMonth NewOrderSingle,ExecutionReport, Allocation Month that a TBA contract settles | Wei Seong Koek TradeWeb LLC |
| 6690 | LegContractSettlmntMonth NewOrderSingle, ExecutionReport Month that a TBA contract settles for one leg of a multi-issue trade | Wei Seong Koek TradeWeb LLC |
| 6691 | WhenIssued Boolean: Indicates that the instrument described by the CUSIP or ISIN on the order is being traded "when-issued". This attribute is supported in [4.4] through SymbolSfx(65)=WI | Wei Seong Koek TradeWeb LLC |
| 6692 | LegIssueDate NewOrderSingle, ExecutionReport Issue date for one leg of a multi-issue trade | Wei Seong Koek TradeWeb LLC |
| 6693 | BenchmarkSecurityID ExecutionReport CUSIP or ISIN of the benchmark instrument | Wei Seong Koek TradeWeb LLC |
| 6694 | LegClearingFirm NewOrderSingle, ExecutionReport Clearing firm for one leg of a multi-issue trade | Wei Seong Koek TradeWeb LLC |
| 6695 | InterestAtMaturity Execution Report, Allocations For communicating, at the block level, the interest payment at maturity for interest bearing CPs and CDs | Brook Path Partners, Inc. |
| 6696 | AllocInterestAtMaturity Allocations For communicating, at the allocation breakdown level, the interest payment at maturity for interest bearing CPs and CDs. | Brook Path Partners, Inc. |
| 6697 | BenchIDSource Execution Report To be used with Tag 6693 (BenchmarkSecurityID). ID Source of the benchmark security - same values as Tag 22 (SecurityIDSource) | Thomas Hill Market Axess |
| 6698 | CrossExecID Execution Report For fixed income cross/swap trades - ExecID of the Execution Report for the other side of a cross/swap trade | Thomas Hill Market Axess |
| 6699 | ApplicationQueueDepth All Custom header field that provides the number of application level 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 |
| 6700 | ApplicationQueueAction 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 |
| 6701 | ApplicationQueueResolution 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 |
| 6702 | InCompete 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. |
| 6703 | CompetitorCount AJ,R Competitive Rqeuest for Quote dealer count.
The total numnber of competitors in the quote request | Dwight Browne JPMorganChase |
| 6704 | CompetitionStatus AJ Used in a competitive RFQ response
Values: 0 - Done (if 694 =1), 1 - Tied, 2 - Cover, 3 - Traded Away, | Dwight Browne JPMorganChase |
| 6705 | CoverPrice AJ Required if 6704 = 0 | Dwight Browne JPMorganChase |
| 6706 | NoOfLegsList D,E,8,9 | Vivek Beniwal CBOE |
| 6707 | NestedPartyIdList D,E,8,9 | Vivek Beniwal CBOE |
| 6708 | LegMaturityDayList D,E,8,9 | Magic Magee Chicago Board Options Exchange 2/23/2009 |
| 6709 | MDCustomerSize W, X Indicates the customer quantity for Book feed from CBOE. | Vivek Beniwal CBOE 4/14/2009 |
| 6710 | MDProcessIndicator 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 |
| 6711 | LegSecurityTypeList D,E,8,9 | Vivek Beniwal CBOE |
| 6712 | LegSymbolList D,E,8,9 | Vivek Beniwal CBOE |
| 6713 | LegSecurityIdList D,E,8,9 | Vivek Beniwal CBOE |
| 6714 | LegSideList D,E,8,9 | Vivek Beniwal CBOE |
| 6715 | LegRatioQtyList D,E,8,9 | Vivek Beniwal CBOE |
| 6716 | LegPriceList D,E,8,9 | Vivek Beniwal CBOE |
| 6717 | LegMaturityMonthYearList D,E,8,9 | Vivek Beniwal CBOE |
| 6718 | LegStrikePriceList D,E,8,9 | Vivek Beniwal CBOE |
| 6719 | LegOptAttributeList D,E,8,9 | Vivek Beniwal CBOE |
| 6720 | LegCoveredUncoveredList D,E,8,9 | Vivek Beniwal CBOE |
| 6721 | LegPositionEffectList D,E,8,9 | Vivek Beniwal CBOE |
| 6722 | LegRefIdList D,E,8,9 | Vivek Beniwal CBOE |
| 6723 | LegGrossTradeAmt Gross principal amount of the trade leg. | Wei Seong Koek TradeWeb LLC 11/4/2008 |
| 6724 | LetAccruedInterestAmt Accrued interest of the trade leg. | Wei Seong Koek TradeWeb LLC 11/4/2008 |
| 6725 | LegNumDaysInterest Number of days accrued interest of the trade leg. | Wei Seong Koek TradeWeb LLC 11/4/2008 |
| 6726 | LegNetMoney Net money of the trade leg. | Wei Seong Koek TradeWeb LLC 11/4/2008 |
| 6727 | DestFirmID An optional routing identifier associated with the firm to which this message is directed. | Wei Seong Koek TradeWeb LLC 9/23/2008 |
| 6728 | DocType Name of the FpML document type in the embedded XML Message. | Wei Seong Koek TradeWeb LLC 9/17/2008 |
| 6729 | RelativeStart 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 |
| 6730 | MultilegPartNum 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 |
| 6731 | TradingSystemID The full ATS trade identifier. | Wei Seong Koek TradeWeb LLC |
| 6732 | DealerNote Free-form text to be sent to the dealer(s) participating in the trade during negotiation. | Wei Seong Koek TradeWeb LLC |
| 6733 | TaxStatus Tax Status of the buy-side customer: 0 = Clean (the default if omitted) 1 = Dirty
| Wei Seong Koek TradeWeb LLC |
| 6734 | LegRefID An optional unique reference assigned by the ordering customer to each leg of a swap or butterfly. | Wei Seong Koek TradeWeb LLC |
| 6735 | MultilegRefID 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 |
| 6736 | CalcFrequency Encoded IRS calculation period frequency: 3M, 6M, 1Y, T [term] etc. | Wei Seong Koek TradeWeb LLC |
| 6737 | RollConvention 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 |
| 6738 | LegRelativeStart 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 |
| 6739 | Compounding Boolean: IRS floating rate compounding - default 'N'. Values:
Y - flat compounding
N - no compounding
| Wei Seong Koek TradeWeb LLC |
| 6740 | LegTerm 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 |
| 6741 | LegEndDate Leg absolute termination date, e.g. 20100118. Mutually exclusive with LegTerm. | Wei Seong Koek TradeWeb LLC |
| 6742 | LegCalcFrequency IRS calculation period frequency for the trade leg. | Wei Seong Koek TradeWeb LLC |
| 6743 | LegRollConvention 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 |
| 6744 | LegFloatRatePayFrequency IRS floating rate stream payment frequency expressed as a period, e.g. 1Y, 3M or 1T. | Wei Seong Koek TradeWeb LLC |
| 6745 | LegCompounding Boolean: IRS floating rate compounding - default 'N'. Values:
Y - flat compounding
N - no compounding
| Wei Seong Koek TradeWeb LLC |
| 6746 | LegFixedRatePayFrequency IRS fixed rate stream payment frequency expressed as a period, e.g. 1Y, 3M or 1T. | Wei Seong Koek TradeWeb LLC |
| 6747 | LegFixedRateDayCount String: IRS fixed stream - payment day-count fraction. FpML values. | Wei Seong Koek TradeWeb LLC |
| 6748 | LegStartDate IRS absolute effective date, e.g. 20080818. Mutually exclusive with LegRelativeStart. | Wei Seong Koek TradeWeb LLC |
| 6749 | UpFrontFee 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 |
| 6750 | TSXAccountType 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 |
| 6751 | TSXUserId The trading system's user ID for a trader.
1*8AlphaNumeric ; no default
| John Lee TSX Group |
| 6752 | TSXNonResident
"Y" | "N" ; default is "N", TSX only
| John Lee TSX Group |
| 6753 | TSXSettlementTerms
"Cash"
"CT" | ; cash today
Date | ; delayed delivery date
"MS" | ; derivatives-related contingent
; equity trade
"NN" | ; non-net ,TSX only | John Lee TSX Group |
| 6754 | TSXBasketTrade The order is part of a basket trade.
BasketNumber | "N" ; default is "N" to indicate a program trade, TSX only | John Lee TSX Group |
| 6755 | TSXProgramTrade 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 |
| 6756 | TSXItemNumber OrderKey ; no default , TSX and TSXV
| John Lee TSX Group |
| 6757 | TSXJitney An order is marked as being executed on behalf of another broker
BrokerNumber | "N" ; default is "N" , TSX and TSXV | John Lee TSX Group |
| 6758 | TSXLotsOf 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 |
| 6759 | TSXMGFCandidate A marker as to whether an order is eligible for minimum guaranteed fill.
"Y" | "N" ; default is "Y" , TSX only
| John Lee TSX Group |
| 6760 | TSXActionSource Source of the action performed on an order.
1*3AlphaNumeric, TSX and TSXV | John Lee TSX Group |
| 6761 | TSXAnonymous Flag to indicate if order is anonymous
"Y" | "N" ; default "N", TSX and TSXV | John Lee TSX Group |
| 6762 | TSXExchangeUserId 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 |
| 6763 | TSXRegulationId 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 |
| 6764 | TSXMarketOnClose "Y" | "N" ; default is "N" , TSX only
| John Lee TSX Group |
| 6765 | TSXReferenceVolume The existing volume of the order that is to be OMRd
Volume ; no default , TSX and TSXV
| John Lee TSX Group |
| 6766 | TSXShortExempt
"Y" | "N" ; default is "N" , TSX only
| John Lee TSX Group |
| 6767 | TSXBuyAccountType 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 |
| 6768 | TSXSellAccountType 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 |
| 6769 | TSXBuyAccountId The buyer’s trading account identification.
1*15AlphaNumeric ; TSX and TSXV, no default | John Lee TSX Group |
| 6770 | TSXSellAccountId Te seller’s trading account identification
1*15AlphaNumeric ; TSX and TSXV, no default | John Lee TSX Group |
| 6771 | TSXBuyRegulationId 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 |
| 6772 | TSXSellRegulationId 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 |
| 6773 | TSXCrossType 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 |
| 6774 | TSXBrokerNumber An exchange assigned number identifying a member firm
1*3Digit ; no default , TSX and TSXV
| John Lee TSX Group |
| 6775 | TSXATSName The Alternative Trading System where the transaction originated
1*3Alphanumeric ; no default , TSX only
| John Lee TSX Group |
| 6776 | TSXPrincipleTrade 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 |
| 6777 | TSXWashTrade A trade that has occurred between proprietary accounts of the same member firm.
"Y" | "N" ; default is "N" , TSX only
| John Lee TSX Group |
| 6778 | TSXTradeCorrection 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 |
| 6779 | TSXErrorNumber The error number for an Error Response message.
1*4 Digits; 1-9999 (no default)
| John Lee TSX Group |
| 6780 | TSXExchangeAdmin 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 |
| 6781 | TSXBuyJitney An order is marked as being executed on behalf of another broker.
TSXBrokerNumber | "N" ; Default is N | John Lee TSX Group |
| 6782 | TSXSellJitney An order is marked as being executed on behalf of another broker.
TSXBrokerNumber | "N" ; Default is N | John Lee TSX Group |
| 6783 | TSXUDF | John Lee TSX Group |
| 6784 | TSXUDF | John Lee TSX Group |
| 6785 | TSXUDF | John Lee TSX Group |
| 6786 | TSXUDF | John Lee TSX Group |
| 6787 | TSXUDF | John Lee TSX Group |
| 6788 | TSXUDF | John Lee TSX Group |
| 6789 | TSXUDF | John Lee TSX Group |
| 6790 | TSXUDF | John Lee TSX Group |
| 6791 | TSXUDF | John Lee TSX Group |
| 6792 | TSXUDF | John Lee TSX Group |
| 6793 | TSXUDF | John Lee TSX Group |
| 6794 | TSXUDF | John Lee TSX Group |
| 6795 | TSXUDF | John Lee TSX Group |
| 6796 | TSXUDF | John Lee TSX Group |
| 6797 | TSXUDF | John Lee TSX Group |
| 6798 | TSXUDF | John Lee TSX Group |
| 6799 | TSXUDF | John Lee TSX Group |
| 6800 | NetworkRequestType MsgType = BC From FIX 4.4 Network Status message. Must be set to "1" - ie Snapshot. | Mark Reece London Stock Exchange |
| 6801 | NetworkRequestID MsgType = BC From FIX 4.4 Network Status Request message. | Mark Reece London Stock Exchange |
| 6802 | NetworkStatusResponseType MsgType = BD From Network Status Response message in FIX 4.4. Valid values 1=Full and 2=Incremental. | Mark Reece London Stock Exchange |
| 6803 | NetworkResponseID MsgType = BD From Network Status Response message in FIX 4.4. | Mark Reece London Stock Exchange |
| 6804 | NoCompIDs MsgType = BD Based on Network Status Response message from FIX 4.4. Count CompIDs being reported on. | Mark Reece London Stock Exchange |
| 6805 | RefCompID 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 |
| 6806 | StatusValue 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 |
| 6807 | Counter 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 |
| 6808 | LastQty2 8 Last Quantity for the far leg of a swap. | Merrill Lynch |
| 6809 | ExternalExchangeRef 8 External Exchange Reference | Merrill Lynch & Company |
| 6810 | ExternalCustomerName 8 ML customer name | Merrill Lynch & Company |
| 6811 | MLContraId 8 Merrill Lynch Contra Identifier | Merrill Lynch & Company |
| 6812 | DepoActionType FX deposit, values: N = New, R = Rollover. | Wenhuan Zhao Bloomberg L.P. 8/14/2009 |
| 6813 | DepoDayCount 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 |
| 6814 | Reserved FX Reserved | Wenhuan Zhao Bloomberg L.P. 8/14/2009 |
| 6815 | Reserved FX reserved | Wenhuan Zhao Bloomberg L.P. 8/14/2009 |
| 6816 | Reserved FX reserved | Wenhuan Zhao Bloomberg L.P. 8/14/2009 |
| 6817 | Reserved FX reserved | Wenhuan Zhao Bloomberg L.P. 8/14/2009 |
| 6818 | RoutingAwayBroker D, E, F, G This tag supports CBSX Order Routing Vendor Selection for Stock Linkage. | Vivek Beniwal CBOE 9/26/2008 |
| 6819 | TriggerQtyADVPct Strategy trigger quantity specified as a percentage of ADV. | John Shields Nomura Securities Co. 10/15/2009 |
| 6820 | TriggerQtyNotional Strategy trigger quantity specified as a notional value in local currency. | John Shields Nomura Securities Co. 10/15/2009 |
| 6821 | TriggerQtyOrderPct Strategy trigger quantity specified as a percentage of the order size. | John Shields Nomura Securities Co. 10/15/2009 |
| 6822 | CounterpartyTraderID Counter party trader id | Wei Koek TradeWeb 10/21/2009 |
| 6823 | TW Reserved | Wei Koek TradeWeb 10/21/2009 |
| 6824 | TW Reserved | Wei Koek TradeWeb 10/21/2009 |
| 6825 | TW Reserved | Wei Koek TradeWeb 10/21/2009 |
| 6826 | TW Reserved | Wei Koek TradeWeb 10/21/2009 |
| 6827 | TW Reserved | Wei Koek TradeWeb 10/21/2009 |
| 6828 | ManualOrderIndicatorClone 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 |
| 6829 | CustomerDirectedOrderClone 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 |
| 6830 | ReceivedDeptIDClone 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 |
| 6831 | CustOrderHandlingInstClone 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 |
| 6832 | OrderHandlingInstSourceClone 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 |
| 6833 | DeskTypeClone 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 |
| 6834 | DeskTypeSourceClone 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 |
| 6835 | DeskOrderHandlingInstClone 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 |
| 6836 | TrdRegTimestampClone 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 |
| 6837 | SISUpdOnlyTransaction 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 |
| 6838 | SISAddlinstructions G, D SIS Additional Instructions | Roger Douglass Broadridge Financial Solutions 12/18/2008 |
| 6839 | SISTrailerInd G, D A valid SIS trailer Indicator, Alphanumeric, 1 character length | Roger Douglass Broadridge Financial Solutions 12/18/2008 |
| 6840 | SISTrailer G, D Trailer text that can be up to a maximum of 30 characters | Roger Douglass Broadridge Financial Solutions 12/18/2008 |
| 6841 | SISEnhTrailer G, D Enhanced trailer codes. There can be up to 20 codes | Roger Douglass Broadridge Financial Solutions 12/18/2008 |
| 6842 | SISBopsind G, D BOPS Indicator Valid values:
Y = Make BOPS eligible
N = Is not BOPS eligible
| Roger Douglass Broadridge Financial Solutions 12/18/2008 |
| 6843 | SISVantraTrailer 8 SIS reply of CNESS floor trailer | Roger Douglass Broadridge Financial Solutions 2/26/2009 |
| 6844 | SISVerifyTerminal 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 |
| 6845 | Bank Clearance Type | Tao Shen Guosen Securities Co.,Ltd 1/31/2009 |
| 6846 | AutoPlace DE Auto place parameters | Max Shcherbakov Charles River Brokerage 3/12/2009 |
| 6847 | TotalNumOfParts Total number of parts or entries in QuoteRequest for list trading. | Wei Koek TradeWeb 10/21/2009 |
| 6848 | Bank Clearance ID | Tao Shen Guosen Securities Co.,Ltd 1/31/2009 |
| 6849 | PartNum Part number of the entry in QuoteRequest for list trading. | Wei Koek TradeWeb 10/21/2009 |
| 6850 | Bank Clearance Correspondant | Tao Shen Guosen Securities Co.,Ltd 1/31/2009 |
| 6851 | Bank Clearance Account | Tao Shen Guosen Securities Co.,Ltd 1/31/2009 |
| 6852 | Bank Clearance TransactTime | Tao Shen Guosen Securities Co.,Ltd 1/31/2009 |
| 6853 | Bank Clearance Fee | Tao Shen Guosen Securities Co.,Ltd 1/31/2009 |
| 6854 | Bank Clearance Fee Rate | Tao Shen Guosen Securities Co.,Ltd 1/31/2009 |
| 6855 | Bank Clearance LinkID | Tao Shen Guosen Securities Co.,Ltd 1/31/2009 |
| 6856 | Bank Clearance Delivery | Tao Shen Guosen Securities Co.,Ltd 1/31/2009 |
| 6857 | Bank Clearance Counterparty ID | Tao Shen Guosen Securities Co.,Ltd 1/31/2009 |
| 6858 | Bank Clearance Capacity | Tao Shen Guosen Securities Co.,Ltd 1/31/2009 |
| 6859 | Regulatory RptID | Tao Shen Guosen Securities Co.,Ltd 1/31/2009 |
| 6860 | Regulatory RptDate | Tao Shen Guosen Securities Co.,Ltd 1/31/2009 |
| 6861 | SpotTickSize W, 8 Size of Spot Tick | Deutsche Bank 4/29/2009 |
| 6862 | SpotPrecision W, 8 Minimum change of Spot Price | Deutsche Bank 4/24/2009 |
| 6863 | FwdTickSize 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 |
| 6864 | FwdPrecision W, 8 Minimum change of Forward Points | Deutsche Bank 4/24/2009 |
| 6865 | Regulatory RptStatus | Tao Shen Guosen Securities Co.,Ltd 1/31/2009 |
| 6866 | AAD 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 |
| 6867 | CancelOnDisconnect 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 |
| 6868 | NoTrdRegTimestampsClone 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 |
| 6869 | TrdRegTimestamp 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 |
| 6870 | TrdRegTimestampTypeClone 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 |
| 6871 | TrdRegTimestampOriginClone 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 |
| 6872 | Fiduciary 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 |
| 6873 | PosRejectReason 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 |
| 6874 | ProhibitedLocales 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 |
| 6875 | MDCumTradeSize W In MD Trade entries cumulative quantity negotiated (Qty) | Wei Seong Koek TradeWeb LLC 11/6/2008 |
| 6876 | MDWorkupState W In MD Trade entries. Values: 0 = Private 1 = Public | Wei Seong Koek TradeWeb LLC 11/6/2008 |
| 6877 | MDAvailBuySize W In MD Trade entries available buy quantity (Qty) | Wei Seong Koek TradeWeb LLC 11/6/2008 |
| 6878 | MDAvailSellSize W In MD Trade entries available sell quantity (Qty) | Wei Seong Koek TradeWeb LLC 11/6/2008 |
| 6879 | CPProgram Same usage as 4.4 CPProgram (875) | Wei Seong Koek TradeWeb LLC 11/6/2008 |
| 6880 | FirmAccount Firm trading account. | Tradeweb LLC |
| 6881 | Managed Boolean: Flags a managed trading account. | Tradeweb LLC |
| 6882 | PershingOrderReceiptTime Time the order was received at Pershing. | Tradeweb LLC |
| 6883 | PershingOrderReceiveFrom The person or entity placing the order. | Tradeweb LLC |
| 6884 | OfferType Offer type. | Tradeweb LLC |
| 6885 | ExecutionConcession The difference between the original dealer price sent on the order and the filled price. | Tradeweb LLC |
| 6886 | ValidSeconds Quote valid time expressed in seconds. | Tradeweb LLC |
| 6887 | DueInSeconds Quote due-in time expressed in seconds. | Tradeweb LLC |
| 6888 | ManagedAccount Boolean. Flags a managed account (DBAB). | Tradeweb LLC |
| 6889 | RelationToBroker Investor's relationship to broker. Required on new issue preferred. | Tradeweb LLC |
| 6890 | StateOfResidence Investor's state of residence: 2-character ISO 3166-2 abbreviation. | Tradeweb LLC |
| 6891 | NASDRegistered Boolean: Indicates whether investor is registered with NASD. | Tradeweb LLC |
| 6892 | PosQty Positive or negative position quantity. | Tradeweb LLC |
| 6893 | Profit Positive or negative profit amount. | Tradeweb LLC |
| 6894 | AvgCost Positive or negative average cost. | Tradeweb LLC |
| 6895 | DaysHeld Number of days the position was held in the account. | Tradeweb LLC |
| 6896 | SecuritySource 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 |
| 6897 | NoTWRPositions Number of entries in the TWRPositions repeating group. | Tradeweb LLC |
| 6898 | PendingSettl Boolean: Flags that the bond is pending factor reset. | Tradeweb LLC |
| 6899 | Occupation Occupation of investor identified in Account (1). Required on new issue preferred. | Tradeweb LLC |
| 6900 | DealRatio AB, AC, c, d Spread order deal ratio (float). | Walter Pitio Carlin Financial Group |
| 6901 | TradeRatio AB, AC, c, d Spread order trading ratio (float). | Walter Pitio Carlin Financial Group |
| 6902 | DealCash AB, AC, c, d Spread order deal cash component (Price). | Walter Pitio Carlin Financial Group |
| 6903 | SpreadSide AB, AC Spread order side or type (char). | Walter Pitio Carlin Financial Group |
| 6904 | SpreadLimit AB, AC Breach spread limit (Price). | Walter Pitio Carlin Financial Group |
| 6905 | BenchmarkCurvePoint2 D Denote the long float rate period of IRS Dollar Swap Basis Trade. | Wei Koek TradeWeb 10/21/2009 |
| 6906 | MaxHedge AB, AC Control of maximum allowed pending hedge orders (int). | Walter Pitio Carlin Financial Group |
| 6907 | SuppressOatsReport 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 |
| 6908 | AggressiveInTheMoney 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 |
| 6909 | DelayResponsibility 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 |
| 6910 | GapLimit AB, AC Delay parameter ofr routing new limit orders (int). | Walter Pitio Carlin Financial Group |
| 6911 | HaltBeforeClose AB, AC Control to halt spreads before market close (int). | Walter Pitio Carlin Financial Group |
| 6912 | PriceSensitivity AB, AC Price slippage control (char). | Walter Pitio Carlin Financial Group |
| 6913 | MarketMarketOn AB, AC Multiple market order enable (char). | Walter Pitio Carlin Financial Group |
| 6914 | SpreadRatio AB, AC Ratio fo dollar neutral spreads (float). | Walter Pitio Carlin Financial Group |
| 6915 | ReHedgeBase AB, AC Rehedge base selection (char). | Walter Pitio Carlin Financial Group |
| 6916 | LeadWith AB, AC Lead off order selection (char). | Walter Pitio Carlin Financial Group |
| 6917 | NotionalAmt To describe notional amount of Option trade. | Wei Koek TradeWeb 10/21/2009 |
| 6918 | RunHalt AB, AC Spread run control (char). | Walter Pitio Carlin Financial Group |
| 6919 | IndexPct y Percentage of the stock in an index. | Jochen Mielke de Lima BM&FBOVESPA 7/29/2009 |
| 6920 | OrderSize AB, AC Dollar neutral order size (Price). | Walter Pitio Carlin Financial Group |
| 6921 | LotSize AB, AC Dollar neutral order lot size control (Price). | Walter Pitio Carlin Financial Group |
| 6922 | GivePrice AB, AC Price movement threshold for automatic order cancel (Price). | Walter Pitio Carlin Financial Group |
| 6923 | LingerTime AB, AC Order cancel delay after un-breach (int). | Walter Pitio Carlin Financial Group |
| 6924 | DwellTime AB, AC Un-breach duration hysteresis control(int). | Walter Pitio Carlin Financial Group |
| 6925 | LegRoute AB, AC Routing destination for leg of spread order (char). | Walter Pitio Carlin Financial Group |
| 6926 | FlashDuration AB, AC Limit order flash time (int). | Walter Pitio Carlin Financial Group |
| 6927 | OrderOptions AB, AC Options for spread generated orders (MultipleValueString). | Walter Pitio Carlin Financial Group |
| 6928 | CounterPartyIpAddress 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 |
| 6929 | CounterPartyOSIdentifier Optional tag to relay counterparty OS identification (free-format string) for auditing purposes. | Jochen Mielke de Lima Bolsa de Mercadorias & Futuros |
| 6930 | ApplicationLogonRspCode Optional tag that relays information on the result of an application level logon process. | Jochen Mielke de Lima Bolsa de Mercadorias & Futuros |
| 6931 | DaysBeforePwdExpiration Optional tag indicating the number of days before a user password expires. | Jochen Mielke de Lima Bolsa de Mercadorias & Futuros |
| 6932 | NoReferentialPrices X, W Number of referential prices (price tunnels) in the referential prices repeating group. | Jochen Mielke de Lima Bolsa de Mercadorias & Futuros |
| 6933 | ReferentialPx X, W Referential Price, i.e. the price of a tunnel. | Jochen Mielke de Lima Bolsa de Mercadorias & Futuros |
| 6934 | ReferentialPxType 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 |
| 6935 | SecurityUpdatesSince 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 |
| 6936 | Language 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 |
| 6937 | Asset 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 |
| 6938 | SecurityValidityTimestamp 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 |
| 6939 | PriceBandType 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 |
| 6940 | NewsSource 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 |
| 6941 | MaxBidQty Indicates the maximum allowable quantity of an individual bid. | Jochen Mielke de Lima Bolsa de Mercadorias & Futuros 4/28/2008 |
| 6942 | MaxOfferQty Indicates the maximum allowable quantity of an individual offer. | Jochen Mielke de Lima Bolsa de Mercadorias & Futuros 4/28/2008 |
| 6943 | ImbalanceQty The imbalance of executed orders of a market participant, in total quantity. | Jochen Mielke de Lima Bolsa de Mercadorias & Futuros 4/28/2008 |
| 6944 | NoFirms Number of repeating group instances of brokerage firm identifiers. | Jochen Mielke de Lima Bolsa de Mercadorias & Futuros 4/28/2008 |
| 6945 | MDEntrySizeType 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 |
| 6946 | NoInstrumentLimitsConfig 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 |
| 6947 | EquivalentInstrument 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 |
| 6948 | NoEquivalentIxmLimitsConfig 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 |
| 6949 | AcctClassCode D,G relfects the account class type on an order | Rich Kiehl Thomson Financial - TTS 4/24/2008 |
| 6950 | Slippage D Maximum price slippage for orders.
(pips) | Kunihiko Saito INTERTRADE Co., Ltd. 4/24/2008 |
| 6951 | NoContractLimitsConfig 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 |
| 6952 | SettlText1 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 |
| 6953 | SettlText2 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 |
| 6954 | TrailerCode1 8 Trailer Code 1 | Murari Cholappadi JPMorganChase 3/9/2009 |
| 6955 | TrailerCode2 8 Trailer Code 2 | Murari Cholappadi JPMorganChase 3/9/2009 |
| 6956 | TrailerCode3 8 Trailer Code 3 | Murari Cholappadi JPMorganChase 3/9/2009 |
| 6957 | SettlPx Previous day's settlement price. | B2BITS 9/16/2009 |
| 6958 | ProductType Uf Product type. | B2BITS 9/16/2009 |
| 6959 | ProductStatus Uf Product status. | B2BITS 9/16/2009 |
| 6960 | ML ET Reserved | Roseate L. Wagner Merrill Lynch 6/22/2009 |
| 6961 | ML ET Reserved | Roseate L. Wagner Merrill Lynch 6/22/2009 |
| 6962 | ML ET Reserved | Roseate L. Wagner Merrill Lynch 6/22/2009 |
| 6963 | ML ET Reserved | Roseate L. Wagner Merrill Lynch 6/22/2009 |
| 6964 | ML ET Reserved | Roseate L. Wagner Merrill Lynch 6/22/2009 |
| 6965 | ML ET Reserved | Roseate L. Wagner Merrill Lynch 6/22/2009 |
| 6966 | ML ET Reserved | Roseate L. Wagner Merrill Lynch 6/22/2009 |
| 6967 | ML ET Reserved | Roseate L. Wagner Merrill Lynch 6/22/2009 |
| 6968 | ML ET Reserved | Roseate L. Wagner Merrill Lynch 6/22/2009 |
| 6969 | CustomOrderType 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. |
| 6970 | Trade 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. |
| 6971 | ML ET Reserved | Roseate L. Wagner Merrill Lynch 6/22/2009 |
| 6972 | ML ET Reserved | Roseate L. Wagner Merrill Lynch 6/22/2009 |
| 6973 | ML ET Reserved | Roseate L. Wagner Merrill Lynch 6/22/2009 |
| 6974 | ML ET Reserved | Roseate L. Wagner Merrill Lynch 6/22/2009 |
| 6975 | ML ET Reserved | Roseate L. Wagner Merrill Lynch 6/22/2009 |
| 6976 | ML ET Reserved | Roseate L. Wagner Merrill Lynch 6/22/2009 |
| 6977 | ML ET Reserved | Roseate L. Wagner Merrill Lynch 6/22/2009 |
| 6978 | ML ET Reserved | Roseate L. Wagner Merrill Lynch 6/22/2009 |
| 6979 | ML ET Reserved | Roseate L. Wagner Merrill Lynch 6/22/2009 |
| 6980 | HSFXTradeType String | Xiheng Xu Knight Capital Group 7/14/2008 |
| 6981 | Reserved by Doug | Xiheng Xu Knight Capital Group 7/14/2008 |
| 6982 | Reserved by Doug | Xiheng Xu
7/14/2008 |
| 6983 | HSFXBrokerage | Xiheng Xu
7/14/2008 |
| 6984 | HSFXOpenBalance | Xiheng Xu
7/14/2008 |
| 6985 | HSFXEffectiveOpenBalance | Xiheng Xu
7/14/2008 |
| 6986 | HSFXUnrealizedLockedPL | Xiheng Xu
7/14/2008 |
| 6987 | HSFXUnrealizedOpenPL | Xiheng Xu
7/14/2008 |
| 6988 | HSFXRealizedPL | Xiheng Xu
7/14/2008 |
| 6989 | HSFXAdjustmentAmt | Xiheng Xu
7/14/2008 |
| 6990 | HSFXWithdrawAmt | Xiheng Xu
7/14/2008 |
| 6991 | HSFXDepositAmt | Xiheng Xu
7/14/2008 |
| 6992 | HSFXFinanceAmt | Xiheng Xu
7/14/2008 |
| 6993 | HSFXInterest | Xiheng Xu
7/14/2008 |
| 6994 | HSFXCloseBalance | Xiheng Xu
7/14/2008 |
| 6995 | HSFXTotalBalance | Xiheng Xu
7/14/2008 |
| 6996 | HSFXUnrealizedLockedDayPL | Xiheng Xu
7/14/2008 |
| 6997 | HSFXCollateralID | Xiheng Xu
7/14/2008 |
| 6998 | HSFXUserID | Xiheng Xu
7/14/2008 |
| 6999 | OldQty New Order Single Must be equal to the currently remaining quantity and not the original order quantity | Priya Sampath Changepond Technologies |