User Defined Fields Repository

The table below summarizes currently used custom fields. Members of the FIX community who make use of custom fields may want to register and log in so they can add their fields on this page in an effort to avoid duplicate FieldIDs.

User fields in the range 8000-8999 are currently reserved for work-in-progress in Japan and China.

TagField / FIX MsgTypes / DescriptionCreated by
6000DiscretionUsedSw
D,F,G,8
Indicates whether or not discretion should be used
Kevin Bilello
Beta Systems
6001AccountType
D,F,G,8
Used to identify the account type
Kevin Bilello
Beta Systems
6002ReportedTradePrice
D,F,G,8
Used to identify the reported trade price
Kevin Bilello
Beta Systems
6003ExchangeCode
D,F,G,8
Used to identify the routing destination for an order or trade
Kevin Bilello
Beta Systems
6004ContraAccount
D,F,G,8
Used to identify a contra account
Kevin Bilello
Beta Systems
6005ContraAccountType
D,F,G,8
Used to identify the contra account type
Kevin Bilello
Beta Systems
6006AccountSource
D,G,8
Field identifies the source of the account value
Kevin Bilello
Beta Systems
6007ContraAccountSource
D,G,8
Field identifies the source of the contra account
Kevin Bilello
Beta Systems
6008CancelRebillReason
D,F,G,8
Used to identify a cancel rebill reason
Kevin Bilello
Beta Systems
6009BasisPriceTradeInd
D,F,G,8
Used to identify a basis price trade
Kevin Bilello
Beta Systems
6010BypassPrimeBrokerSw
8,D,Q
Provides the ability on a prime broker trade to indicate that the trade occurred outside.
Kevin Bilello
Beta Systems
6011TTOSubNo
8,Q
Used to validate a This Time Only Rep in a service bureau model
Kevin Bilello
Beta Systems
6012TRACEReportSw
all
Used to suppress order events from TRACE reporting
Kevin Bilello
Beta Systems
6013ContraSubNo
8
Used to validate ContraAccount in a service bureau model
Kevin Bilello
Beta Systems
6014StandingInstOverride
8,D,G
Standing instructions indicator used to override the account level code for the disposition of stock and money.
Kevin Bilello
Beta Systems
6015CSIItemNo
D,8,G
Cash Standing Instruction item number used in conjunction with tag 6014.
Kevin Bilello
Beta Systems
6016TTORepBranch
D,8,Q
This Time Only Rep Branch
Kevin Bilello
Beta Systems
6017TradeRefDate
8
Date of original trade
Rich Kiehl
Beta Systems
6018Gross
D,F,G,8
Tag supports gross cents per share, gross percentage, and gross flat amounts
Kevin Bilello
Beta Systems
6019GrossCode
D,F,G,8
Used to identify a gross code
Kevin Bilello
Beta Systems
6020Syndicate
D,F,G,8
Used to identify a syndicate
Kevin Bilello
Beta Systems
6021SyndicateTakedown
D,F,G,8
Used to identify a syndicate takedown
Kevin Bilello
Beta Systems
6022TTORep
D,F,G,8
Used to identify a this time only rep
Kevin Bilello
Beta Systems
6023RegwayAccountType
D,F,G,8
Used to identify a regular way account type
Kevin Bilello
Beta Systems
6024SpecialTypingCode
D,F,G,8
Used to identify a special typing code. Repeating values are allowed for this tag. Values are to be delimited by space.
Kevin Bilello
Beta Systems
6025OddLotDiffInd
D,F,G,8
Used to identify an odd lot differential
Kevin Bilello
Beta Systems
6026SellerCode
D,F,G,8
Used to identify a seller code
Kevin Bilello
Beta Systems
6027ReinvestCode
D,F,G,8
Used to identify a reinvest code
Kevin Bilello
Beta Systems
6028IOE
D,F,G,8
Used to identify an investment objective exception
Kevin Bilello
Beta Systems
6029OffsetCurrencyCode
D,F,G,8
Used to identify an offset currency code
Kevin Bilello
Beta Systems
6030ConfirmNote
D,F,G,8
Used to identify a confirm note
Kevin Bilello
Beta Systems
6031EnteringFirm
D,F,G,8,Q,9
Used to identify a entering firm entity which may be a correspondent or subsidiary
Kevin Bilello
Beta Systems
6032UniqueTradeID
D,F,G,8,Q,9
Used to identify a trade unique id
Kevin Bilello
Beta Systems
6033ConcessionType
8,Q
Specifies whether the concession amount is cents per share or percent
Kevin Bilello
Beta Systems
6034ConcessionAmt
8,Q
Specifies the amount of concession.
Kevin Bilello
Beta Systems
6035BondFactor
8,Q
Specifies a bond factor.
Kevin Bilello
Beta Systems
6036FXCurrencyOffsetAmt
8,Q
Used to specify the full 'TO' currency amount in FX trades to eliminate rounding error and/or account for markup.
Rich Kiehl
Beta Systems
6037OrderEnteredBy
D,8,G,F
Provides audit trail tracking who entered the order
Kevin Bilello
Beta Systems
6038OrderEnteredTime
D,8,G,F
Provides audit trail tracking the time the order was entered
Kevin Bilello
Beta Systems
6039OrderAcceptedBy
D,8,G,F
Provides audit trail tracking who accepted the order
Kevin Bilello
Beta Systems
6040OrderAcceptedTime
D,8,G,F
Provides audit trail tracking the time the order was accepted
Kevin Bilello
Beta Systems
6041NumberOfCxlReasons
8,Q
Indicates how many cancel rebill reasons are included on a message
Kevin Bilello
Beta Systems
6042CxlReason
8,Q
Indicates the valid cancel reason (repeating tag)
Kevin Bilello
Beta Systems
6043RebillValue
8,Q
Indicates corresponding rebill value for the cancel reason (repeating tag)
Kevin Bilello
Beta Systems
6044CommissionScheduleOverride
8, Q
Used to override existing commission schedule
Kevin Bilello
Beta Systems
6045AcceptedByDate
D, F, G, 8
Provides audit trail tracking what date an order was accepted.
Kevin Bilello
Thomson Beta Systems
6046ALRXCode
Already Executed Code
A free form text field indicating that the order placed on a thrid party system has already been executed.
Rich Kiehl
Beta Systems
6047LOD Indicator
8
Limit Order Display indicator
Rich Kiehl
Beta Systems
6048VersusPurchaseSw
D,F,G,8
Indicates whether an order or execution event is versus purchase.
Kevin Bilello
Thomson Beta Systems
6049OATSAcctType
ndicates the account type for which an order is placed based on OATS definitions
Valid Values: R = Retail - an order received for the account of an investor, including institutional orders W = Wholesale - an order received from another broker/dealer P = Proprietary - an order placed by a firm for a proprietary account E = Employee - an order received for the account of an employee or associated person of a member firm C = Combined - an order placed for more than one type of account.
Rich Kiehl
Beta Systems
6050BidPx2
S
The far leg bid in an FX swap
Matthew McNeil
Barclays Capital
6051OfferPx2
S
This is the far leg offer for an FX swap
Matthew McNeil
Barclays Capital
6052BidSize2
S
This is the far leg bid amount
Matthew McNeil
Barclays Capital
6053OfferSize2
S
This is the far leg offer amount
Matthew McNeil
Barclays Capital
6054SecondaryQty
8
This is the calculated side amount on an FX swap
Matthew McNeil
Barclays Capital
6055SecondaryQty2
8
This is the second calculated side amount for an FX Swap
Matthew McNeil
Barclays Capital
6056CombinedPointsBid
S
Used for the Bid side of pre-caluclated combined points for FX-Swaps
Sandeep Patel
Barclays Capital
6057CombinedPointsOffer
S
Used for the Offer side of pre-caluclated combined points for FX-Swaps
Sandeep Patel
Barclays Capital
6058WhoseError
8
Determines the source of the error for t+n cancel requests
Kevin Bilello
Thomson Beta Systems
6059ErrorRequestor
8
Determines the requestor of the error for t+n cancel requests
Kevin Bilello
Thomson Beta Systems
6060Time0Vishal Sood
Credit Suisse First Boston
6061ExecServProduct
D,E,G,8
(Char) – valid product code
Cindy Chan
Credit Suisse First Boston
6062StartTime
D,E,G,8
Time of message transmission (always expressed in GMT)
Cindy Chan
Credit Suisse First Boston
6063EndTime
D,E,G,8
Time of message transmission (always expressed in GMT)
Cindy Chan
Credit Suisse First Boston
6064MaxPctVolume
D,E,G,8
(int)
Cindy Chan
Credit Suisse First Boston
6065ExecutionStyle
D,E,G,8
(char)
Cindy Chan
Credit Suisse First Boston
6066DisplaySize
D,E,G,8
(Qty)
Cindy Chan
Credit Suisse First Boston
6067MinPctVolume
D,E,G,8
(int)
Cindy Chan
Credit Suisse First Boston
6068LongMoneyLimit
D,E,G,8
Long exposure limit for pairs and portfolio trades
Bernard Baldwin
Credit Suisse First Boston
6069ShortMoneyLimit
D,E,G,8
Short exposure limit for pairs and portfolio trades
Bernard Baldwin
Credit Suisse First Boston
6070PriceMultiplier
D,E,G,8
Slope of the linear price constraint for pairs and portfolio trades
Bernard Baldwin
Credit Suisse First Boston
6071PriceIntercept
D,E,G,8
Intercept of the linear price constraint for pairs and portfolio trades
Bernard Baldwin
Credit Suisse First Boston
6072PortfolioTactic
D,E,G,8
Tactic for portfolio trades
Bernard Baldwin
Credit Suisse First Boston
6073TrackingIndex
D,E,G,8
Tracking index
Bernard Baldwin
Credit Suisse First Boston
6074StopLossLimitVishal Sood
Credit Suisse First Boston
6075Time2Vishal Sood
Credit Suisse First Boston
6076Time3Vishal Sood
Credit Suisse First Boston
6077Time4Vishal Sood
Credit Suisse First Boston
6078Time5Vishal Sood
Credit Suisse First Boston
6079Time6Vishal Sood
Credit Suisse First Boston
6080Time7Vishal Sood
Credit Suisse First Boston
6081Time7.1Vishal Sood
Credit Suisse First Boston
6082Duration
D,E,G
Vishal Sood
Credit Suisse First Boston
6083Time8Vishal Sood
Credit Suisse First Boston
6084Time9
D,E,G
Vishal Sood
Credit Suisse First Boston
6085RegisteredRep
8, D, F, G
Rep related to a specific order or execution.
Kevin Bilello
Thomson Beta Systems
6086PegMode
D,F,G,8
valid values: 1=Defensive, 2=Moderate, 3=Aggressive
Keir Wolfenden
UBS Warburg
6087ReferencePrice
D,E,G,8
Arrival price for a strategy.
Sarah Bradley
UBS Investment Bank
6088Algo tag 1
D,E
Vishal Sood
Credit Suisse First Boston
6089Algo tag 2
D, E
Vishal Sood
Credit Suisse First Boston
6090Also tag 3Vishal Sood
Credit Suisse First Boston
6091Algo tag 4Vishal Sood
Credit Suisse First Boston
6092Algo tag 5Vishal Sood
Credit Suisse First Boston
6093Algo tag 6Vishal Sood
Credit Suisse First Boston
6094Algo tag 7
D,E
Vishal Sood
Credit Suisse First Boston
6095Algo tag 8Vishal Sood
Credit Suisse First Boston
6096Algo tag 9Vishal Sood
Credit Suisse First Boston
6097Algo tag 10
D, E
Vishal Sood
Credit Suisse First Boston
6098BuytoCoverIndicator
D, E, G, H
Order is a Buy to cover
Vishal Sood
Credit Suisse First Boston
6099test price
Price ranges: 0 -9
Mark Morcos
Merco, Inc.
6100AdjBasePx
U
Adjusted Base Price
Georgia Bilis
The Nasdaq Stock Market
6101Anonymity
U
Indicates wether a Firm wants to remain anonymous during order negotiations. Values are 'Y'- Yes, 'N'- No
Georgia Bilis
The Nasdaq Stock Market
6102BcastFilterFlag
U
To be used for filtering unwanted messages when requesting to recover lost broadcast messages. Values Y/N
Georgia Bilis
The Nasdaq Stock Market
6103BcastSeqNo
U
Sequence number for broadcast messages.
Georgia Bilis
The Nasdaq Stock Market
6104ClosePxType
W
Type of Closing Price. Values: 1- Last executed price of morning session. 2- Last executed price of morining session's closing auction. 3- No trades during morning session (base price for reference). 4- Last execution price for day. 5- Last execution price of afternoon closing auction. 6- No trades during day (Price is used for reference).
Georgia Bilis
The Nasdaq Stock Market
6105ExecObjType
H, 8
Further defines the type of execution report. Values: Q- Quote, O- Order, N- Negotiated, X- Exchange Reported, A- All
Georgia Bilis
The Nasdaq Stock Market
6106IndexCMV
U
Adjusted base price market value.
Georgia Bilis
The Nasdaq Stock Market
6107IndexID
U
Index identifier.
Georgia Bilis
The Nasdaq Stock Market
6108IndexMode
6108
State of the Index. Values: O - Open, N - Normal, C - Closed
Georgia Bilis
The Nasdaq Stock Market
6109IndexValue
U
Value of the Index.
Georgia Bilis
The Nasdaq Stock Market
6110IndustryCode
d
Industry classification
Georgia Bilis
The Nasdaq Stock Market
6111Margin
U, D, 8, d
Values: 0 - None, 1 - Buy, 2 - Sell, 3 - Both(buy and sell)
Georgia Bilis
The Nasdaq Stock Market
6112MarketID
h, f, g, d, U
Identifier for a group of securities. Values: A - Group A, B - Group B, C- Group C, D - Group D.
Georgia Bilis
The Nasdaq Stock Market
6114Marketsection
d
Identifies section of market.
Georgia Bilis
The Nasdaq Stock Market
6115MassCancelRequestType
U
Indicates type of mass cancel. Values: 1 - All orders for Firm, 2 - All orders for a Symbol, 3 - All orders for a ClientID, 4 - All orders for a Side, 5 - All orders for a Symbol and ClientID, 6 - All orders for a Symbol, ClientID and Side, 7 - All orders for a ClientID and Side, 8 - All orders for a Symbol and Side.
Georgia Bilis
The Nasdaq Stock Market
6116MVEntryType
U
Type of Market Movement statistics. Values: 1 - Most advanced, 2 - Most declined, 3 - Most active by volume, 4 - Most active by value, 5 - Most active by number of trades, 6 - cumulative volume
Georgia Bilis
The Nasdaq Stock Market
6117NetChg
U
Change of Index with reference to previous index value.
Georgia Bilis
The Nasdaq Stock Market
6118NetChgDirection
U
Indicates the direction of the NetChg. Values: 0 - Plus tick, 1 - Zero Plus Tick, 2 - Minus Tick, 3 - Zero Minus Tick, 4 - No change.
Georgia Bilis
The Nasdaq Stock Market
6119NetPctChg
W, U
Percentage value of the net change.
Georgia Bilis
The Nasdaq Stock Market
6120NoMQEntries
U
Count of market quote entries to follow.
Georgia Bilis
The Nasdaq Stock Market
6121NoMVEntries
U
Count of Market Movement entries to follow.
Georgia Bilis
The Nasdaq Stock Market
6122Notes
U, 8
To be used for additional information.
Georgia Bilis
The Nasdaq Stock Market
6123OrdFillType
D
Used to further describe OrdType. Values: 0 - Partial Fill, 1 - Immediate of Cancel
Georgia Bilis
The Nasdaq Stock Market
6124OrdStatusRequestType
H
Defines the search criteria. Values: 0 - ClOrdID, 1 - By Symbol and Side, 2 - By Symbol, 3 - All.
Georgia Bilis
The Nasdaq Stock Market
6125OrigBidSize
S
The original buy side quantity of the quote as known to a Firm when sending a modification request.
Georgia Bilis
The Nasdaq Stock Market
6126OrigLeavesQty
G
The original quantity of the order as known to the user when sending a modification request.
Georgia Bilis
The Nasdaq Stock Market
6127OrigOfferSize
S
The original price of the order as known to the firm when sending a modification request.
Georgia Bilis
The Nasdaq Stock Market
6128OrigPrice
G
The original price of the order as known to the firm when sending a modification request.
Georgia Bilis
The Nasdaq Stock Market
6129ParValue
d
Georgia Bilis
The Nasdaq Stock Market
6130PrevSesID
h, f
Id of previous trading session.
Georgia Bilis
The Nasdaq Stock Market
6131PxPctFlag
8
Values: P - Privious price, N - None.
Georgia Bilis
The Nasdaq Stock Market
6132QuoteAction
S, U
Describes the quote action to be taken. Values: A - Add, M- Modify, D - Delete.
Georgia Bilis
The Nasdaq Stock Market
6133QuoteRefID
S, B, A, Z
Quote Identifier assigned by the exchange.
Georgia Bilis
The Nasdaq Stock Market
6134QuoteStatusReqType
A
Defines search criteria for quotes. Values: 0 - QuoteID and Side, 1- Symbol and Side, 2 - Side, 3 - All.
Georgia Bilis
The Nasdaq Stock Market
6135ReplyMsgCount
U
Total count of messages making up reply.
Georgia Bilis
The Nasdaq Stock Market
6136ReqID
U, a, H, 8
Unique Id for the request assigned by requesting party.
Georgia Bilis
The Nasdaq Stock Market
6137ThinlyTradedFlag
d
Values: Y - Yes, N - No.
Georgia Bilis
The Nasdaq Stock Market
6138TickSize
d
Minimum permitted price change.
Georgia Bilis
The Nasdaq Stock Market
6139TotalNumOfTrades
W, U
Total number of trades.
Georgia Bilis
The Nasdaq Stock Market
6140TotalTurnover
W
Total turnover.
Georgia Bilis
The Nasdaq Stock Market
6141TradeQty
8
Executed trade quantity.
Georgia Bilis
The Nasdaq Stock Market
6142TradeTypeFlag
8
Modifier flag. Values: V - VWAP, N - None.
Georgia Bilis
The Nasdaq Stock Market
6143TradeValue
U
Trade Value.
Georgia Bilis
The Nasdaq Stock Market
6144RejectQty
Execution Report
Willl contain the quantity that was rejected
Georgia Bilis
The Nasdaq Stock Market
6145OrigBidPx
Quote
The current price of the Bid side of the Quote
Lakshminarasimhan Rajabather
SSI Technologies
6146OrigBidPx
Quote
The current price of the Bid side of the Quote
Lakshminarasimhan Rajabather
SSI Technologies
6147OrigOfferPx
Quote
The current price of the Offer side of the Quote
Lakshminarasimhan Rajabather
SSI Technologies
6148ExpiryDuration
Order Negotiation (User Defined)
Duration for the validity of the Negotiated Order. Specified in minutes. If not specified (or) greater than market's default value, set to market's default value.
Lakshminarasimhan Rajabather
SSI Technologies
6149EndOfBatch
Security Status
Tag to indicate the end of a sequence of Security Status messages
Shirin Baluch
Dresdner Kleinwort Wasserstein
6150QSBaseBidPx
Quote
Shows the market/VWAP bid price in the instrument currency
Shirin Baluch
Dresdner Kleinwort Wasserstein
6151QSBaseOfferPx
Quote
Shows the market/VWAP offer price in the instrument currency
Shirin Baluch
Dresdner Kleinwort Wasserstein
6152StaticRefPx
Market Data - Snapshot/Full Refresh
Lakshminarasimhan Rajabather
SSI Technologies
6153OwnerTraderID
Execution Report
Identifies the owner of the Order/Quote. Used when sending duplicate confirmations for execution, cancellation and expiry.
Lakshminarasimhan Rajabather
SSI Technologies
6154SecurityHaltType
Security Status
Describes the type of Security Halt: N - Normal, D - Dynamic, S - Static
Lakshminarasimhan Rajabather
SSI Technologies
6155OwnerTraderID
Used to indicate the owner of the business object
Lakshminarasimhan Rajabather
SSI Technologies
6156SubjectID
Indicates the ID of the subject that is being disseminated in the message.
Lakshminarasimhan Rajabather
SSI Technologies
6157AgreeDateTime
Execution Report
Used to indicate the Date and Time at which a Trade Report was agreed upon, between the Member Firm and its Client
Lakshminarasimhan Rajabather
SSI Technologies
6158QBroker
Quote Broker
For FIX4.2 , provides the broker that supplied or rejected the Quote. Replaced by PartyIDs in FIX4.3
Rohit Lad
Dresdner Kleinwort Wasserstein
6159AvgPx2
8,
Average Price of the far leg of a swap
Claire Williams
6160LastPx2
8
Price of the far leg of a swap
Claire Williams
Bank of America
6161LastSpotRate2
8
Spot Rate of the far leg of a swap
Claire Williams
Bank of America
6162BidSpotRate2
s,8
Bid Spot Rate of the far leg of a swap
Claire Williams
Bank of America
6163OfferSpotRate2
S,8
Offer Spot Rate of the far leg of a swap
Claire Williams
Bank of America
6164LeavesQty2
8
Leaves Quantity of the far leg of a swap
Claire Williams
Bank of America
6165CumQty2
8
the deal amount (order quantity) of a far leg of a swap.
Claire Williams
Bank of America
6166USDEquiv
8
USD Equivalent of the dealt currency
Claire Williams
Bank of America
6167USDEquiv2
8
USD Equivalent of the dealt currency for the far leg for Swaps
Claire Williams
Bank of America
6168Effective Time
D,E,8,G
For clients prior to FIX4.2 to indicate the effective time. Requested execution Start date/time – UTC date/time yyyymmddhhmmss
Roseate L. Wagner
Merrill Lynch
6170FracToTrade
D,E,F,G
Fraction to Trade (Int)
Charlotte Copper
ABN AMRO
6171Strategy Style
D,E,F,G
1 = Risk Aversion, 10 =Market Impact (int)
Charlotte Copper
ABN AMRO
6172MaxCostFromStrike
D,E,F,G
Maximum cost from strike in basis points (int)
Charlotte Copper
ABN AMRO
6173ABNCust1
D,E,F,G
Charlotte Copper
ABN AMRO
6174ABNCust2
D,E,F,G
Charlotte Copper
ABN AMRO
6175ABNCust
D,E,F,G
Charlotte Copper
ABN AMRO
6176EstimatedAmount
float
Teleinvest Custom Tag : Order Estimated Amount
Sorin Benea
Teleinvest SA
6177TiCustom2
float
Teleinvest Custom Tag
Sorin Benea
Teleinvest SA
6178TiCustom3
float
Teleinvest Custom Tag
Sorin Benea
Teleinvest SA
6179TiCustom4
float
Teleinvest Custom Tag
Sorin Benea
Teleinvest SA
6180AMSessionPercent
float
Percentage of total quantity to be traded in the AM session.
Peter Murray
UBS
6181OnAMOpenPercent
float
Percentage of total quantity to be sent on AM Open.
Peter Murray
UBS
6182OnPMOpenPercent
float
Percentage of total quantity to be sent on PM Open.
Peter Murray
UBS
6183MaxPriceLevels
int
Maximum number of price levels
Peter Murray
UBS
6184MaxOrdersPerLevel
int
The maximum number of orders that can be placed at any one price level
Peter Murray
UBS
6185QtyRandomizationPercent
float
A randomization percentage
Peter Murray
UBS
6186MaxTimeDelay
int
Maximum delay in seconds
Peter Murray
UBS
6187StrategyComponent
D,F,G,8
Base strategy identifier
Keir Wolfenden
UBS Investment Bank
6188CompletionPrice
D,F,G,8
Price at which a strategy should become aggressive enough to complete
Keir Wolfenden
UBS Investment Bank
6189MOCType
D,F,G,8
Keir Wolfenden
UBS Investment Bank
6190MOCPercent
D,F,G,8
Keir Wolfenden
UBS Investment Bank
6191DarkOnlyIndic
D,F,G,8
Keir Wolfenden
UBS Investment Bank
6192TriggerPrice
D,F,G,8
Keir Wolfenden
UBS Investment Bank
6193HomeCcyEquivQty
8
Home Ccy Equivalent Quantity
Claire Williams
Bank of America
6194HomeCcyEquivRte
8
Home CCY Equivalent Rate
Claire Williams
Bank of America
6195HomeCcyEquivQty2
8
Home CCY Equivalent Quantity for the Far leg of a swap
Claire Williams
Bank of America
6196HomeCcyEquivRte2
8
Home Ccy Equivalent Rate for the far leg of a swap
Claire Williams
Bank of America
6197HomeCcy
8
Home currency
Claire Williams
Bank of America
6198BlockPrice
D,F,G,8
Keir Wolfenden
UBS Investment Bank
6199IOCIndic
D,F,G,8
Keir Wolfenden
UBS Investment Bank
6200MSCI
IOI & Advert
MSCI Industrial Classification Code of the instrument defined in Tag 48 SecurityID.
Gordon Mitchell
Reuters Ltd
6201FTSEIntl
IOI & Advert
FTSE International Industrial Classification Code of the instrument defined in Tag 48 SecurityID.
Gordon Mitchell
Reuters Ltd
6202DJSTOXX
IOI & Advert
Dow Jones STOXX Industrial Classification Code of the instrument defined in Tag 48 SecurityID.
Gordon Mitchell
Reuters Ltd
6203FixingDate
8
The fixing date of a non-deliverable forward (NDF) trade.
Scott Grunert
Velocity Systems Ltd
3/19/2008
6209ClRefID
8, 9, D, F, AB, AC
A client specified free format string reference field supplied on the order and echoed back on execution reports or cancel rejects.
Jeremy Sutton
Patsystems llc
6210RawPrice
Order entry & report
A natively entered Limit price from the source system that is passed onwards to the exchange without change. Used where price conversion and validation is not required because it might cause trailing/leading zeroes to be dropped.
Jeremy Sutton
Patsystems llc
6211RawStopPx
orders
As per 6210 only for Stop price.
Jeremy Sutton
Patsystems llc
6212RawLegPrice
orders
As per 6210 but for leg prices in multi-leg orders.
Jeremy Sutton
Patsystems llc
6213RawLastPx
orders
as per 6210 only for trade fill price
Jeremy Sutton
Patsystems llc
6214ESAReference
orders
Exchange adapter reference field, for passing things like ClOrdId or OrderId or other order reference codes.
Jeremy Sutton
Patsystems llc
6215TenorValue
D, R, 8, AE
Used in FX and Commodoties Orders and Executions in conjunction with SettlDate to identify the timebucket of the original order. Valid Values: SP = Spot, SN = Spot Next, ON = Overnight, TN = Tomorrow Next, 1W = 1 Week, 2W = 2 Weeks, 3W = 3 Weeks, 1M = 1 Month, 2M = 2 Months, 3M = 3 Months, 6M = 6 Months, 1Y = 1 Year

Barclays Capital
6216TenorValue2
D, R, 8, AE
Secondary TenorValue for Swaps. Used in FX and Commodoties Orders and Executions in conjunction with SettlDate to identify the timebucket of the original order. Valid Values: SP = Spot, SN = Spot Next, ON = Overnight, TN = Tomorrow Next, 1W = 1 Week, 2W = 2 Weeks, 3W = 3 Weeks, 1M = 1 Month, 2M = 2 Months, 3M = 3 Months, 6M = 6 Months, 1Y = 1 Year

Barclays Capital
6217OrderChangeSourceID
D,G,F,8
Order change source ID
Kevin Bilello
Thomson Beta Systems
6218ExecChangeSourceID
D,G,F,8
Execution Change Source ID
Kevin Bilello
Thomson Beta Systems
6219APIMuser
NewOrderSingle, Cancel/Replace
Contains the Liffe APIM user code for black box user recognition.
Jeremy Sutton
patsystems
6220ICSNearLeg
New Order Single, Cancel/Replace
Specifially to handle the Liffe & eCBOT Inter Commodity Spread near and far leg pricing. For normal multi-leg orders use the NoLegs repeating group in FIX.4.4
Jeremy Sutton
patsystems
6221ICSFarLeg
New Order Single, Cancel/Replace
Specifially to handle the Liffe & eCBOT Inter Commodity Spread near and far leg pricing. For normal multi-leg orders use the NoLegs repeating group in FIX.4.4
Jeremy Sutton
patsystems
6222% Volume Overrides
D, E, G, 8
Text field. Allows entry of multiple % volume Targets.

UBS Investment Bank
6234NoChildMsgs
int
Generic field to describe number of nested child messages within a parent.
P Basu
6235Risk Aversion
Risk Aversion Parameter
Kevin Skorzewski
Bear Stearns & Co.
6236Dollar Neutrality Limit
Dollar neutrality limit
Kevin Skorzewski
Bear Stearns & Co.
6237Ratio Neutrality Limit
Ratio neutrality limit in percent
Kevin Skorzewski
Bear Stearns & Co.
6238Beta Neutrality Limit
beta neutrality limit in dollars
Kevin Skorzewski
Bear Stearns & Co.
6239Spread Formula
Int Value
Kevin Skorzewski
Bear Stearns & Co.
6240Spread
Float Value
Kevin Skorzewski
Bear Stearns & Co.
6241Order Ratio
Decimal value
Kevin Skorzewski
Bear Stearns & Co.
6242Max Shares
Int Value
Kevin Skorzewski
Bear Stearns & Co.
6243Spread Type
Int Value
Kevin Skorzewski
Bear Stearns & Co.
6244Bid Difference
Double Value
Kevin Skorzewski
Bear Stearns & Co.
6245Ask Difference
Double Value
Kevin Skorzewski
Bear Stearns & Co.
6246MktTickSizeRatio
Double Value
Kevin Skorzewski
Bear Stearns & Co.
6247LmtTickSizeRatio
Double Value
Kevin Skorzewski
Bear Stearns & Co.
6248Cash
Risk Arb Cash Value
Kevin Skorzewski
Bear Stearns & Co.
6249Dollar Neutral
Boolean Value
Kevin Skorzewski
Bear Stearns & Co.
6250ConfigSetJohn Prewett
Lava Trading
6251RefreshQtyJohn Prewett
Lava Trading
6252PriceInstructionJohn Prewett
Lava Trading
6253PriceOffsetJohn Prewett
Lava Trading
6254StartTimeJohn Prewett
Lava Trading
6255EndTimeJohn Prewett
Lava Trading
6256DurationJohn Prewett
Lava Trading
6257WorkDurationJohn Prewett
Lava Trading
6258StrategyJohn Prewett
Lava Trading
6259MinPctVolJohn Prewett
Lava Trading
6260MaxPctVolJohn Prewett
Lava Trading
6261ExecutionStyleJohn Prewett
Lava Trading
6262PriceBenchmarkJohn Prewett
Lava Trading
6263CancelPriceJohn Prewett
Lava Trading
6264ToleranceLimit1John Prewett
Lava Trading
6265ToleranceLimit2John Prewett
Lava Trading
6266ToleranceLimit3John Prewett
Lava Trading
6271AlgorithmicField1John Prewett
Lava Trading
6272AlgorithmicField2John Prewett
Lava Trading
6273AlgorithmicField3John Prewett
Lava Trading
6274AlgorithmicField4John Prewett
Lava Trading
6275AlgorithmicField5John Prewett
Lava Trading
6276AlgorithmicField6John Prewett
Lava Trading
6277AlgorithmicField7John Prewett
Lava Trading
6278AlgorithmicField8John Prewett
Lava Trading
6279AlgorithmicField9John Prewett
Lava Trading
6280AlgorithmicField10John Prewett
Lava Trading
6281AlgorithmicField11John Prewett
Lava Trading
6282AlgorithmicField12John Prewett
Lava Trading
6283AlgorithmicField13John Prewett
Lava Trading
6284AlgorithmicField14John Prewett
Lava Trading
6285AlgorithmicField15John Prewett
Lava Trading
6286BrokerOrderReceiveTime
D;G;F
OATS v3 tag indicating the time the broker first received the order from the customer. This field is of type UTCTimeStamp.
John Prewett
Lava Trading
6287CustomerDirectedOrder
D;G
OATS v3 tag indicating if the customer directed this order to a specific execution venue (Y) or not (N). This field is of type Boolean.
John Prewett
Lava Trading
6288DeskSpecialHandlingCode
D, 8, F, G
OATS v3 field for Desk Special Handling Code. Values are: ‘FOK’, ‘AON’, ‘NH’, ‘IOC’, ‘MAO’, ‘LOC’, ‘MAC’, ‘MOO’, ‘MOC’, ‘OVD’, ‘SCL’, ‘WRK’, ‘PEG’, ‘MQT’, ‘TS’, ‘RSV’, ‘IO’, ‘LOO’,‘E.W’, ‘S.W’, ‘CNH’, ‘ADD’, ‘TMO’, or ‘DIR’. Case sensitive, must be capital letters.
Christopher Acton
Sungard Trading Systems
6289ManualOrderIndicator
D; G;
ManualOrderIndicator=Y signifies that the order was entered manually. ManualOrderIndicator=N signifies that the order was entered electronically. If this field is missing, it should be assumed that the order was not manually entered. This field is of type Boolean.
John Prewett
Lava Trading
6290Active
Boolean value, active or not
Kevin Skorzewski
Bear Stearns & Co.
6291VenueReferenceID
8
Reference number for executions that result from orders that are routed to a secondary destination. Will be sent when order status is 1 or 2.
Christopher Acton
Sungard Brass
6292LastMkt2
8
The real venue where the fill executed.
John Prewett
Lava Trading
5/1/2008
6295Discretion
D, E, G, 8
To apply discretion to the placement of large orders in open and closing auction strategies.

UBS Investment Bank
6296WouldIfNat
D, E, G, 8
Parameter to control crossing of the order quantity relative to the target execution of the strategy.

UBS Investment Bank
6297ResetEligibleVolOnAmend
D,G,8
sunilkumar T M
UBS
6298CountEligibleVolInLimitPx
D,G,8
sunilkumar T M
UBS
6299RetainVolumeCountHistory
D,G,8
sunilkumar T M
UBS
6300UnderlyingLowerRange
D, G
The lower range of the underlying price
Keir Wolfenden
UBS Investment Bank
6301UnderlyingUpperRange
D, G
The upper range of the underlying price
Keir Wolfenden
UBS Investment Bank
6302SliceMethod
D, G
Slice Method
Keir Wolfenden
UBS Investment Bank
6303MaxSliceSize
D, G
Maximum contracts per slice
Keir Wolfenden
UBS Investment Bank
6304TimeInterval
D,G
Integer. This integer will indicate time in seconds. Trade X number of calls/puts at defined N secs timeinterval between start and endtimes.
Rajarshi Ghosh
6305Delta
D, G
Value between 0 and 1 to 2 dp
Keir Wolfenden
UBS Investment Bank
6306SpotReference
D, G
Reference for Spot used in a delta calculation
Keir Wolfenden
UBS Investment Bank
6307SweepLevel
D, G
Depth under the NBBO
Keir Wolfenden
UBS Investment Bank
5/5/2008
6308Tactic
D,F,G,8
Underlying tactic to be applied
Keir Wolfenden
UBS Investment Bank
5/20/2008
6310BidPriceImpAmount
Quote
Amount by which the BidPx has been improved.
Robert Jones
Merrill Lynch
6311OfferPriceImpAmount
Quote
Amount by which the OfferPx has been improved.
Robert Jones
Merrill Lynch
6321OldRiskClass
String
Old Risk Class for allocation
P Basu
6322RiskClass
String
Risk class for a trade
P Basu
6336Trading Session ID
adoption of tag336 in FIX4.2

Merill Lynch
6338ExecutionIDKunihiko Saito
INTERTRADE Co., Ltd.
6339OrderStartTimeKunihiko Saito
INTERTRADE Co., Ltd.
6340QtyLimitRelease
0:no limit release 9:limit release
Kunihiko Saito
INTERTRADE Co., Ltd.
6341ReplacePrice
0:no replace 1:replace
Kunihiko Saito
INTERTRADE Co., Ltd.
6342ReplaceOrderQty
0:no replace 1:replace
Kunihiko Saito
INTERTRADE Co., Ltd.
6343ReplaceCashMargin
0:no replace 1:replace
Kunihiko Saito
INTERTRADE Co., Ltd.
6344ReplaceOrderCapacity
0:no replace 1:replace
Kunihiko Saito
INTERTRADE Co., Ltd.
6345ReplaceTimeInForce
0:no replace 1:replace
Kunihiko Saito
INTERTRADE Co., Ltd.
6346TimeInExecution
0:Continuous 2:Opening 7:Closing D:Proportional Distribution
Kunihiko Saito
INTERTRADE Co., Ltd.
6347CounterpartyCompIDKunihiko Saito
INTERTRADE Co., Ltd.
6348OnlineStartTimeKunihiko Saito
INTERTRADE Co., Ltd.
6349OnlineCloseTimeKunihiko Saito
INTERTRADE Co., Ltd.
6350TickRule
D
up tick/down tick rules.
Daniel Graham
P E Lynch
6351Position
D
0 = Long, 1 = Short
Daniel Graham
P E Lynch
6352AutoHedgePrice
D
Auto Option Hedge Price
Daniel Graham
P E Lynch
6353RehedgePercent
D
Percentage to rehedge
Daniel Graham
P E Lynch
6354StrikePrice
D
0 = CLOSE, 2 = ARRIVAL
Daniel Graham
P E Lynch
6355UpperPricePct
D
Dispersal Upper Limit
Daniel Graham
P E Lynch
6356LowerPricePct
D
Dispersal Percentage
Daniel Graham
P E Lynch
6357TrackSecurity
D
Other Equity to track with this order
Daniel Graham
P E Lynch
6358TrackUpperPct
D
Dispersion Percentage
Daniel Graham
P E Lynch
6359TrackLowerPct
D
Dispersion Percentage
Daniel Graham
P E Lynch
6360Sector
D
Sector to track
Daniel Graham
P E Lynch
6361SectorUpperPct
D
Dispersion Percentage
Daniel Graham
P E Lynch
6362SectorLowerPct
D
Dispersion Percentage
Daniel Graham
P E Lynch
6363Index
D
Index to track
Daniel Graham
P E Lynch
6364IndexUpperPct
D
Dispersion Percentage
Daniel Graham
P E Lynch
6365IndexLowerPct
D
Dispersion Percentage
Daniel Graham
P E Lynch
6366TrackUpperSIT
D
1 = Switch If Touched (tm)
Daniel Graham
P E Lynch
6367TrackLowerSIT
D
1 = Switch If Touched (tm)
Daniel Graham
P E Lynch
6368SectorUpperSIT
D
1 = Switch If Touched (tm)
Daniel Graham
P E Lynch
6369SectorLowerSIT
D
1 = Switch If Touched (tm)
Daniel Graham
P E Lynch
6370IndexUpperSIT
D
1 = Switch If Touched (tm)
Daniel Graham
P E Lynch
6371IndexLowerSIT
D
1 = Switch If Touched (tm)
Daniel Graham
P E Lynch
6372HighLimitSIT
D
1 = Switch If Touched (tm)
Daniel Graham
P E Lynch
6373LowLimitSIT
D
1 = Switch If Touched (tm)
Daniel Graham
P E Lynch
6374UpperPricePctSIT
D
1 = Switch If Touched (tm)
Daniel Graham
P E Lynch
6375LowerPricePctSIT
D
1 = Switch If Touched (tm)
Daniel Graham
P E Lynch
6376BasketName
D
Name of Basket to which order belongs.
Daniel Graham
P E Lynch LLP
6377Slices
D
Number of equal-sized sub orders to trade a TIME_SLICE order in.
Daniel Graham
P E Lynch LLP
6378BLPProgType
D AE 8
Security Program Type

Bloomberg L.P
7/23/2008
6380NonMemberAffiliate
execution
Indicates that the execution is on behalf of a non-member affiliate.
Marie Mouser
Thomson Rueters
5/19/2008
6381EnteringSubsidiary
execution
Identifies the subsidiary firm associated with the execution.
Marie Mouser
Thomson Rueters
5/19/2008
6387Peg Difference
4.0
Allows a 4.0 session to send equivalent of a 4.2 tag: 211=Peg Difference
Denise Timmons
Fidelity Capital Markets
6388Discretion Instruction
4.0
Allows a 4.0 session to send the 4.2 tag 388. Data type = Integer Required field = no Valid Values: 0=Related to displayed price 1=Related to market price 2=Related to primary price 4=Related to midpoint price 5=Related to trade price
Denise Timmons
Fidelity Capital Markets
6389Discretion Offset
4.0
Alls a 4.0 session to send a 4.3 tag. Data type = Number Required field = N Valid Values = amount =/- Whole nnumber portion = dollars, deciaml portion = cents, max two decimal places
Denise Timmons
Fidelity Capital Markets
6396RejectCode
To specify reject reason in user-defined FIX message types

Millennium Information Technologies
6398StreamingQuoteTime
R
Used for enabling/disabling FX mkt data

6400MLBenchmarkPrice
D,E,8,G
ML Benchmark Price
Roseate L. Wagner
Merrill Lynch
6401MLExecService
D,E,8,G
ML Execution Service
Roseate L. Wagner
Merrill Lynch
6402MLGuarant
D,E,8,G
ML Guaranteed Indicator Y - Guaranteed Price N - Not Guaranteed
Roseate L. Wagner
Merrill Lynch
6403MLMaxParticipate
D,E,8,G
ML Maximum Participation % Max % market volume to participate in execution of order nnn (0-100)
Roseate L. Wagner
Merrill Lynch
6404MLTargetParticipate
D,E,8,G
ML Minimum Participation % Min % market volume to participate in execution of order nnn (0-100)
Roseate L. Wagner
Merrill Lynch
6405MLPrimaryFlag
D,E,8,G
ML Primary or Composite flag P – Primary C -Composite (Default = Primary)
Roseate L. Wagner
Merrill Lynch
6406MLPlanning
D,E,8,G
ML Planning indication
Roseate L. Wagner
Merrill Lynch
6407MLOrderCompletionInstr
D,E,8,G
ML Order Completion Instruction 1 - Trade to Completion 2 - Leave Residual
Roseate L. Wagner
Merrill Lynch
6408MLRiskFactor
D,E,8,G
ML Benchmark Rick Factor
Roseate L. Wagner
Merrill Lynch
6409ML Special Order Type
D,E,8,G
Extensions to the FIX Ordertype fields to support various ECN order types.
Roseate L. Wagner
Merrill Lynch
6410ML Speed Price
D,E,8,G
Target Price for Speed trading
Roseate L. Wagner
Merrill Lynch
6411ML Speed Target Percent
D,E,8,G
Target Percent for speed trading
Roseate L. Wagner
Merrill Lynch
6412ML Execution Instruction
D,E,8,G
This tag can contain multiple instructions, space delimited
Roseate L. Wagner
Merrill Lynch
6413ML Peg Option
D,E,8,G
Indication of pricing strategy (Values: 0 = Market, 1 = Chase Market, 2 = Bid, 3 = Offer, 4 = Last, 5 = Mid )
Eric Siciliano
Merrill Lynch
6414ML Block Threshold
D,E,8,G
When calculating volume profile, ignore any block prints that are greater than the "ML Block Threshold".
Eric Siciliano
Merrill Lynch
6415Open Auction Rate
D,E,8,G
Open auction participation expressed as a percentage (0-100).
Eric Siciliano
Merrill Lynch
6416Close Auction Rate
D,E,8,G
Close auction participation expressed as a percentage (0-100).
Eric Siciliano
Merrill Lynch
6417MOO2 Percent
D,E,8,G
Open auction rate for 2nd(pm)open for markets with 2 sessions.
Eric Siciliano
Merrill Lynch
6418MOC1 Percent
D,E,8,G
Close auction rate for 1st(am)close for markets with 2 sessions.
Eric Siciliano
Merrill Lynch
6419ML Transaction FundType
8
Transaction fund type

Merrill Lynch & Company
6420CashRoundingIndicator
D,E,8,G
Indicate the rounding method when convert a cash base order to a share base order. Required for Cash base order U - Up D - Down
Roseate L. Wagner
Merrill Lynch
6421NoOfExecutionDays
D,E,8,G
Indicate number of days for order to execute across. Can be used in conjuction with Market, GTC orders
Roseate L. Wagner
Merrill Lynch
6422PrimaryBookingID
D,8,G, F
Primary BookingID
Roseate L. Wagner
Merrill Lynch
6423SecondaryBookingID
D,8,G,F
Secondary Booking ID
Roseate L. Wagner
Merrill Lynch
6424SpeedRiskFactor
D,E,8,G
Risk Factor for the Speed trading
Roseate L. Wagner
Merrill Lynch
6425CriteriaCheckFlag
D,E,8,G
To indicate whether or not to apply criteria check to a strategy order
Roseate L. Wagner
Merrill Lynch
6426Underlying Security
D,8,F,G
Underlying security symbol for stock Options
Roseate L. Wagner
Merrill Lynch
6427MaxPostDest
D,E,8,G
Maxim number of destination/venues an order can be posted to
Roseate L. Wagner
Merrill Lynch
6428PegDirection
D,E,8,G
Peg offset direction. Applying the pegging price if market moves into the applied direction: 1 - Up 2 - Down 3 - Either
Roseate L. Wagner
Merrill Lynch
6429Step size
D,E,8,G
Number of ticks to move a posted price
Roseate L. Wagner
Merrill Lynch
6430EvalueInterval
D,E,8,G
Number of seconds to wait between evaluation
Roseate L. Wagner
Merrill Lynch
6431ML UPDATEUSER
8
RAM update user

Merrill Lynch & Company
6432ML S_USER
8
RAM s_user

Merrill Lynch & Company
6433ExcludeDest
8,E,D,G
Destination exclusion list.
Roseate L. Wagner
Merrill Lynch
6434RelativeSecureID
8,E,D,G
Roseate L. Wagner
Merrill Lynch
6435RelativeIDSource
8,E,D,G
Roseate L. Wagner
Merrill Lynch
6436RelatviePrice
8,E,D,G
Roseate L. Wagner
Merrill Lynch
6437Annonymous
8, D, G, E
Roseate L. Wagner
Merrill Lynch
6438CrossExclusionIndicatorRoseate L. Wagner
Merrill Lynch
6439MinCrossQtyRoseate L. Wagner
Merrill Lynch
6440MaxCrossQtyRoseate L. Wagner
Merrill Lynch
6441CrossPriceRoseate L. Wagner
Merrill Lynch
6442OrderBenchmarkPriceRoseate L. Wagner
Merrill Lynch
6443CrossDestRoseate L. Wagner
Merrill Lynch
6444CrossDestExclusionRoseate L. Wagner
Merrill Lynch
6445PostResidualRoseate L. Wagner
Merrill Lynch
6446CrossResidualRatioRoseate L. Wagner
Merrill Lynch
6447CrossCategoryRoseate L. Wagner
Merrill Lynch
6448PrefDestRoseate L. Wagner
Merrill Lynch
6449RegulationIDRoseate L. Wagner
Merrill Lynch
6450FidessaTradeFlags
8
MultipleValueString, containing a space separated list of trade flags.
Graham Pearce
royalblue
6451PairExecutionMethodRoseate L. Wagner
Merrill Lynch
6452MLET 4Roseate L. Wagner
Merrill Lynch
6453MLET 5Roseate L. Wagner
Merrill Lynch
6454MLET 6Roseate L. Wagner
Merrill Lynch
6455MLET 7Roseate L. Wagner
Merrill Lynch
6456MLET 8Roseate L. Wagner
Merrill Lynch
6457MLET 9Roseate L. Wagner
Merrill Lynch
6458MLET 10Roseate L. Wagner
Merrill Lynch
6459MLET 11Roseate L. Wagner
Merrill Lynch
6460MLET 12Roseate L. Wagner
Merrill Lynch
6461Pair 1Roseate L. Wagner
Merrill Lynch
6462Pair 2Roseate L. Wagner
Merrill Lynch
6463pair 3Roseate L. Wagner
Merrill Lynch
6464Pair 4Roseate L. Wagner
Merrill Lynch
6465Pair 5Roseate L. Wagner
Merrill Lynch
6466RelativeLimitTypeRoseate L. Wagner
Merrill Lynch
6467DistributionType
D,8,G,F
Identify the distribution type of Futures: 1 - Actual 2 - Underlying
Roseate L. Wagner
Merrill Lynch
6468RelativeLimitInstructionRoseate L. Wagner
Merrill Lynch
6469MLMinParticipantRoseate L. Wagner
Merrill Lynch
6470ShowingFactor
Merill Lynch
6471StartingPrice
Merill Lynch
6472ReportFlowFlag
8
Controls reporting to various ML reporting systems.

Merrill Lynch & Company
6473PrefPostDest
Merill Lynch
6474ExcludePostDest
Merill Lynch
6475ClientIndicator
Merill Lynch
6476PassiveQtyRoseate L. Wagner
Merrill Lynch
6477DynamicDriverType
Merill Lynch
6478SpeedRelSecurityID
Merill Lynch
6479SpeedRelIDSource
Merill Lynch
6480SpeedRelPrice
Merill Lynch
6481SpeedRelTarget%
Merill Lynch
6482SCAN DestinationRoseate L. Wagner
Merrill Lynch
6483SCAN IndicatorRoseate L. Wagner
Merrill Lynch
6484PariLegCoefficientRoseate L. Wagner
Merrill Lynch
6485PairFormulaOffsetRoseate L. Wagner
Merrill Lynch
6486RelativeLimitDirectionRoseate L. Wagner
Merrill Lynch
6487Scan LevelRoseate L. Wagner
Merrill Lynch
6488Soft Limit FlagRoseate L. Wagner
Merrill Lynch
6489Trigger IndicatorRoseate L. Wagner
Merrill Lynch
6490Indicative Order TypeRoseate L. Wagner
Merrill Lynch
6491RelativeLimitBase
D, G
Reference for a relative price limit
Keir Wolfenden
UBS Investment Bank
5/30/2008
6492RelativeLimitOffset
D, G
Offset for a relative limit price
Keir Wolfenden
UBS Investment Bank
5/30/2008
6493CleanUpRoseate L. Wagner
Merrill Lynch
6/11/2008
6496StopPxAnchor
D, E, G
Int: Identifies anchor price when stop price is specified in relative terms.
John Leung
Lehman Brothers
6/12/2008
6497StopPxOffset
D, E, G
Float: Offset relative to selected anchor for relative stop price.
John Leung
Lehman Brothers
6/12/2008
6498AnchorPxDirection
D, E, G
Int: Identifies units and direction of relative stop price offset.
John Leung
Lehman Brothers
6/12/2008
6500Commission Handling Instructions
TBD
Future Use
George Rosenberger
BNY Brokerage
6501Commission Treatment
TBD
Future Use
George Rosenberger
BNY Brokerage
6515NewsID
B (News)
The unique identifier of a textual message sent from the exchange and recorded on the newsboard.
Roger Maumenée
SWX Swiss Exchange
6516NewsValidUntil
B (News)
The date after which the associated information is no longer relevant / applicable.
Roger Maumenée
SWX Swiss Exchange
6517NewsEventDate
B (News)
The date on which the event referred to in the associated newsboard message occurred.
Roger Maumenée
SWX Swiss Exchange
6518NewsType
B (News)
Textual description of the news type or category.
Roger Maumenée
SWX Swiss Exchange
6519QuoteReqRefID
R (Quote Request)
Required for Cancel and Replace QuoteReqTransType messages
Roger Maumenée
SWX Swiss Exchange
6520TradeTypeCodeList
D, 8, AE
List of SWX trade type codes.
Roger Maumenée
SWX Swiss Exchange
6521CounterpartyReference
D, 8
The free text identification of a counterparty who is not a member of the exchange.
Roger Maumenée
SWX Swiss Exchange
6522ClientDomicile
D, 8
Client's domicile
Roger Maumenée
SWX Swiss Exchange
6523CounterpartyType
D, 8
The unique Identifies of a Counterparty type. ASSD (Associated Dealers), CUST (Customers), EFFH (Effektenhändler), MEMB (Member), EXCH (Designated Exchange)
Roger Maumenée
SWX Swiss Exchange
6524TransactionType
D, 8
Identifies an SWX specific transaction type. 0 = Order, 1 = Trade Confirmation, 2 = Bilateral Trade Reverse, 3 = Reported Trade, 4 = Unilateral Trade Reverse, 5 = Correction
Roger Maumenée
SWX Swiss Exchange
6525SegrClearingAccountType
D, 8
The segregated clearing account type. For example, Client Clearing Account or House Clearing Account. 0 = DF (Default), 1 = CL (Client = Risk is covered by client collateral), 2 = HO (House = Risk is covered by "In House" collateral)
Roger Maumenée
SWX Swiss Exchange
6526SegrSettleAccountType
D, 8
The segregated settlement account type. For example, can be used to distinguish different taxation treatments in settlement. 0 = DF (Default)
Roger Maumenée
SWX Swiss Exchange
6527SettlementInst
D, 8
Defines to which degree the clearing and settlement of an off order book trade should be automatically instructed. For example, settled manually, automatic clearing and settlement or only automatic settlement i.e. no clearing. 0=Automatic (Settlement & Clearing), 1 = Settlement only, 2 = Manual
Roger Maumenée
SWX Swiss Exchange
6528OrderCapacity
D,G,8
Custom field for FIX 4.2 users that want to adopt the FIX 4.3 OrderCapacity field Designates the capacity of the firm placing the order. Valid values: A = Agency G = Proprietary I = Individual P = Principal (Note for CMS purposes, Principal includes Proprietary) R = Riskless Principal W = Agent for Other Member (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions field) (see Volume 1: "Glossary" for value definitions)
Jim Northey
Chicago Board Options Exchange
6529OrderRestrictions
D,G,8
Custom field for FIX 4.2 users that want to adopt the FIX 4.3 field. Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space. Valid values: 1 = Program Trade 2 = Index Arbitrage 3 = Non-Index Arbitrage 4 = Competing Market Maker 5 = Acting as Market Maker or Specialist in the security 6 = Acting as Market Maker or Specialist in the underlying security of a derivative security 7 = Foreign Entity (of foreign governmnet or regulatory jurisdiction) 8 = External Market Participant 9 = External Inter-connected Market Linkage A = Riskless Arbitrage
Jim Northey
Chicago Board Options Exchange
6530QuoteReqTransType
R (QuoteRequest)
Identifies Quote Request message transaction type Data type: char Valid values: N = New C = Cancel R = Replace
Roger Maumenée
SWX Swiss Exchange
6531InclSettlementAmount
D, 8, S
An amount added to the calculated settlement amount.
Roger Maumenée
SWX Swiss Exchange
6532InclSettlementCurrencyCode
D, 8, S
Currency identifier of 6531 InclSettlementAmount
Roger Maumenée
SWX Swiss Exchange
6533PublicTradeTypeCodeList
8, S, X
Published list of SWX trade type codes.
Roger Maumenée
SWX Swiss Exchange
6534CounterpartyClientDomicile
D, 8
Counterparty Client's domicile
Roger Maumenée
SWX Swiss Exchange
6535CounterpartyClientReference
D, 8
Counterparty Member Reference
Roger Maumenée
SWX Swiss Exchange
6536CounterpartyOrderCapacity
D, G, 8
Custom field for FIX 4.2 users that want to adopt the FIX 4.3 OrderCapacity field Designates the capacity of the counterparty of the order. Valid values: A = Agency G = Proprietary I = Individual P = Principal (Note for CMS purposes, Principal includes Proprietary) R = Riskless Principal W = Agent for Other Member (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions field) (see Volume 1: "Glossary" for value definitions)
Roger Maumenée
SWX Swiss Exchange
6548CrossID
Adoption of 548 for FIX 4.2 & Prior FIX version users
Roseate L. Wagner
Merrill Lynch
6549CrossType
Adoption of tag549 for FIX 4.2 & Prior FIX version users
Roseate L. Wagner
Merrill Lynch
6552NoSides