The table below summarizes currently used custom fields.
Members of the FIX community who make use of custom fields may want to register and log in so they can add their fields on this page in an effort to avoid duplicate FieldIDs.
User fields in the range 8000-8999 are currently reserved for work-in-progress in Japan and China.
| Tag | Field / FIX MsgTypes / Description | Created by |
|---|
|
| 7000 | Internalize
D, G, 8
Flag denoting whether to Internalize the order (Y) or not (N). Tag not being present is assumed to be Internalize = N. |
Millennium Information Technolog
7/9/2008 |
| 7001 | SettlLocation
J
Country or Depository in which the security will be settled.
valid values:
BRC = Broker Custody
CED = CEDEL
DTC = DTCC
EUR = Euroclear
FED = Federal Reserve Bank of NY
FNB = First Nat'l. Bank of Chicago
PTC = Participant's Trust Company
US = US Physical | Lisa Linton
The Depository Trust Company |
| 7002 | AgentIDNumber
J
Identification number for the Agent. | Lisa Linton
The Depository Trust Company |
| 7003 | AgentInternalAcct
J
The Agent's internal account number. | Lisa Linton
The Depository Trust Company |
| 7004 | StepOutReasonCode1
J
The reason an institution is stepping out of an allocation.
valid values:
000 = unspecified
001 = research
002 = client directed
003 = client recapture
004 = liquidation
005 = soft dollar
006 = client soft dollar
007 = contracted services
008 = minority firm
009 = custodial expenses | Lisa Linton
The Depository Trust Company |
| 7005 | StepOutReasonCode2
J
The reason an institution is stepping out of an allocation.
valid values:
000 = unspecified
001 = research
002 = client directed
003 = client recapture
004 = liquidation
005 = soft dollar
006 = client soft dollar
007 = contracted services
008 = minority firm
009 = custodial expenses | Lisa Linton
The Depository Trust Company |
| 7006 | StepOutReasonCode3
J
The reason an institution is stepping out of an allocation.
valid values:
000 = unspecified
001 = research
002 = client directed
003 = client recapture
004 = liquidation
005 = soft dollar
006 = client soft dollar
007 = contracted services
008 = minority firm
009 = custodial expenses | Lisa Linton
The Depository Trust Company |
| 7007 | StepOutText
J
Free-form text reason an institution is stepping out of an allocation. | Lisa Linton
The Depository Trust Company |
| 7008 | CxlAfterMatching
J
This indicator is used if the institution has attempted to cancel an allocation after at least one of the sub-accounts has matched to a confirmation. | Lisa Linton
The Depository Trust Company |
| 7009 | MatchedIndicator
J
Indicates whether the allocation has matched the trade input.
valid values:
0 = not destined for matching
1 = destined for matching
2 = allocation has matched
3 = unmatched allocation | Lisa Linton
The Depository Trust Company |
| 7010 | StepInClearingBkrID
J
The entity who will receive or deliver on behalf of the Step-in broker-dealer. | Lisa Linton
The Depository Trust Company |
| 7011 | StepInClearingAcct
J
The step-in broker's account number at the step-in clearing broker. | Lisa Linton
The Depository Trust Company |
| 7012 | ExecClearingBkrID
J
The entity who will receive or deliver on behalf of the executing broker. | Lisa Linton
The Depository Trust Company |
| 7013 | ExecClearingBkrAcct
J
The executing broker's account number at the clearing broker. | Lisa Linton
The Depository Trust Company |
| 7014 | RecipientRole
J
The recipient's role in the allocation.
valid values:
03 = executing broker-dealer
08 = executing broker-dealer's clearing broker
21 = submitting institution
23 = executing broker-dealer's branch
25 = step-in broker-dealer
27 = step-in broker-dealer's branch
31 = step-in broker-dealer's clearing broker | Lisa Linton
The Depository Trust Company |
| 7025 | EnhancedCxlRe
A
To enable enhanced Cancel Replace behavior for CBOE. Possible values
0 = OFF
1 = ON
| Arun Ramachandran
Chicago Board Options Exchange |
| 7047 | AllocPositionEffect
AE,J
Added this to include Position Effect for each of the Allocations in repeating TradeAllocGroup | Venkat rao
CHICAGO BOARD OPTIONS EXCHANGE
8/13/2008 |
| 7048 | Customer Id
AE,J
This field is used to represent customer id for CBOE client identification purpose. | Indravadan Merai
CBOE
8/26/2008 |
| 7065 | Quoting Duration
R
Quoting Duration is a user defined integer field for users to specify the type of quoting or quote streaming desired from the price making system. Valid Values:
0 = One-shot Quoting (RFQ) (A maximum of only one Quote is allowed per Quote Request. If the price maker withdraws a quoted price, the Quote Request associated with that transaction will be terminated. Price taker decision to accept or reject the quote will also terminate the process)
>0 = Auction Period Streaming (The price maker can quote as often as it likes within a specified time period. Each new quote intended to replace the previous. In this case, price maker withdrawals of a previous quoted price will not terminate the Quote Request process. Only an explicit request to abort the Quote Request by the price maker will terminate the process. Price taker decision to accept or reject the quote will also terminate the process.)
. -1 = Stream Till Done (Similar to Auction Period Streaming model with the exception that there is no pre-defined auction period. Price taker decision to accept or reject the quote will also terminate the process)
-2 = Stream Till Cancelled (Similar to the Stream Till Done model with the exception that when the price taker accepts a given quote it does not result in the termination of the quoting process. Quoting continues indefinitely until one of the parties explicitly cancels the Quote Request transaction). | Matthew Whitaker
Velocity Systems International |
| 7070 | RefSpotDate
R
Defines the spot date in the Financial Calendar of the requesting party. Used to verify that both sides define an identical spot date. | Sven Stolz
360T
2/20/2008 |
| 7080 | PrevDeskOrderID
D, 8
Field to map an order to the order version at a previous internal desk. |
Raptor Trading Systems
6/4/2008 |
| 7081 | OrderContainerID
D, 8
Field to tie version of orders at various desks together. |
Raptor Trading Systems
6/4/2008 |
| 7082 | LastSale
D, 8
Field to show the previous sale. |
Raptor Trading Systems
6/4/2008 |
| 7083 | SrcOfExecution
D, 8
To identify an execution’s system source. |
Raptor Trading Systems
6/4/2008 |
| 7084 | SUFICapacity
D, 8
To identify a capacity. |
Raptor Trading Systems
6/4/2008 |
| 7085 | TraderName
D, 8
To identify a system login. |
Raptor Trading Systems
6/4/2008 |
| 7089 | Price1
D, G, 8
Price Tier 1 | Ronen Goldstein
RBC Capital Markets
8/1/2008 |
| 7090 | Price2
D, G, 8
Price Tier 2 | Ronen Goldstein
RBC Capital Markets
8/1/2008 |
| 7091 | Price3
D, G, 8
Price Tier 3 | Ronen Goldstein
RBC Capital Markets
8/1/2008 |
| 7092 | Price4
D, G, 8
Price Tier 4 | Ronen Goldstein
RBC Capital Markets
8/1/2008 |
| 7093 | Price5
D, G, 8
Price Tier 5 | Ronen Goldstein
RBC Capital Markets
8/1/2008 |
| 7094 | ParticipationRate1
D, G, 8
Participation Rate 1 | Ronen Goldstein
RBC Capital Markets
8/1/2008 |
| 7095 | ParticipationRate2
D, G, 8
Participation Rate 2 | Ronen Goldstein
RBC Capital Markets
8/1/2008 |
| 7096 | ParticipationRate3
D, G, 8
Participation Rate 3 | Ronen Goldstein
RBC Capital Markets
8/1/2008 |
| 7097 | ParticipationRate4
D, G, 8
Participation Rate 4 | Ronen Goldstein
RBC Capital Markets
8/1/2008 |
| 7098 | ParticipationRate5
D, G, 8
Participation Rate 5 | Ronen Goldstein
RBC Capital Markets
8/1/2008 |
| 7099 | ParticipationRate6
D, G, 8
Participation Rate 6 | Ronen Goldstein
RBC Capital Markets
8/1/2008 |
| 7101 | AllocationAcct
P
The internal account number used by the Institution to identify the client
data type: char | Lisa Linton
The Depository Trust Company |
| 7102 | DTCCMatchedIndicator
P
Indicates the matching status of the trade.
Valid Values: 0 = Not intended for matching, 1 = Intended for matching ut unmatched, 2 = Trade has matched Institution Instructions (Allocation)
| Lisa Linton
The Depository Trust Company |
| 7103 | ConfirmType
P
Indicates the type of confirmation transaction.
Valid Values: 1 = New Confirmation, 3 = Cancellation, 4 = Resubmission, 6 = Affirm/Confirm reversal
| Lisa Linton
The Depository Trust Company |
| 7104 | ConfirmCancCorr
P
Indicates whether an Advice of Correction/Cancellation has been received from the Institution.
Valid Values: Y = Yes, N = No | Lisa Linton
The Depository Trust Company |
| 7105 | CancAftAck
P
Indicates that an attempt to cancel a trade was made after an affirmation has been received.
Value Values: Y = Yes, N = No | Lisa Linton
The Depository Trust Company |
| 7106 | DisaffirmInd
P
Indicates whether the trade was disaffirmed by the prime broker.
Valid values: Y = Yes, N= No
| Lisa Linton
The Depository Trust Company |
| 7107 | MatchingVariance
P
The difference between the net amount of the trade and the net amount of the matching allocation.
data type: float | Lisa Linton
The Depository Trust Company |
| 7108 | VarianceDirection
P
The direction of the Matching Variance.
Valid Values: I = Allocation net amount is greater than Trade Input, B = Broker Trade Input net amount is greater than Institution net amount, E = Institution net amount equals broker net amount, or confirm not intended for matching | Lisa Linton
The Depository Trust Company |
| 7109 | AffirmationIndicator
P
Indicates the role of the party affirming the trade.
Valid Values: 0 = Trade not yet affirmed (in confirmation stage), 1 = trade affirmed by Agent, 2 = trade affirmed by Institution, 3 = affirming party not specified (trade affirmed by Agent as determined by DTCC), 4 = affirming party not specified (trade affirmed by Institution as determined by DTCC), 5 = trade affirmed by customer or interested party | Lisa Linton
The Depository Trust Company |
| 7110 | FidStrategyParameter | Graham Pearce
royalblue |
| 7111 | FidStrategyParameter | Graham Pearce
royalblue |
| 7112 | FidStrategyParameter | Graham Pearce
royalblue |
| 7113 | FidStrategyParameter | Graham Pearce
royalblue |
| 7114 | FidStrategyParameter | Graham Pearce
royalblue |
| 7115 | FidStrategyParameter | Graham Pearce
royalblue |
| 7116 | FidStrategyParameter | Graham Pearce
royalblue |
| 7117 | FidStrategyParameter | Graham Pearce
royalblue |
| 7118 | FidStrategyParameter | Graham Pearce
royalblue |
| 7119 | FidStrategyParameter | Graham Pearce
royalblue |
| 7120 | FidStrategyParameter | Graham Pearce
royalblue |
| 7121 | FidStrategyParameter | Graham Pearce
royalblue |
| 7122 | FidStrategyParameter | Graham Pearce
royalblue |
| 7123 | FidStrategyParameter | Graham Pearce
royalblue |
| 7124 | FidStrategyParameter | Graham Pearce
royalblue |
| 7125 | FidStrategyParameter | Graham Pearce
royalblue |
| 7126 | FidStrategyParameter | Graham Pearce
royalblue |
| 7127 | FidStrategyParameter | Graham Pearce
royalblue |
| 7128 | FidStrategyParameter | Graham Pearce
royalblue |
| 7129 | FidStrategyParameter | Graham Pearce
royalblue |
| 7130 | FidStrategyParameter | Graham Pearce
royalblue |
| 7131 | FidStrategyParameter | Graham Pearce
royalblue |
| 7132 | FidStrategyParameter | Graham Pearce
royalblue |
| 7133 | FidStrategyParameter | Graham Pearce
royalblue |
| 7134 | FidStrategyParameter | Graham Pearce
royalblue |
| 7135 | FidStrategyParameter | Graham Pearce
royalblue |
| 7136 | FidStrategyParameter | Graham Pearce
royalblue |
| 7137 | FidStrategyParameter | Graham Pearce
royalblue |
| 7138 | FidStrategyParameter | Graham Pearce
royalblue |
| 7139 | FidStrategyParameter | Graham Pearce
royalblue |
| 7140 | FidStrategyParameter | Graham Pearce
royalblue |
| 7141 | FidStrategyParameter | Graham Pearce
royalblue |
| 7142 | FidStrategyParameter | Graham Pearce
royalblue |
| 7143 | FidStrategyParameter | Graham Pearce
royalblue |
| 7144 | FidStrategyParameter | Graham Pearce
royalblue |
| 7145 | FidStrategyParameter | Graham Pearce
royalblue |
| 7146 | FidStrategyParameter | Graham Pearce
royalblue |
| 7147 | FidStrategyParameter | Graham Pearce
royalblue |
| 7148 | FidStrategyParameter | Graham Pearce
royalblue |
| 7149 | FidStrategyParameter | Graham Pearce
royalblue |
| 7150 | FidStrategyParameter | Graham Pearce
royalblue |
| 7151 | FidStrategyParameter | Graham Pearce
royalblue |
| 7152 | FidStrategyParameter | Graham Pearce
royalblue |
| 7153 | FidStrategyParameter | Graham Pearce
royalblue |
| 7154 | FidStrategyParameter | Graham Pearce
royalblue |
| 7155 | FidStrategyParameter | Graham Pearce
royalblue |
| 7156 | FidStrategyParameter | Graham Pearce
royalblue |
| 7157 | FidStrategyParameter | Graham Pearce
royalblue |
| 7158 | FidStrategyParameter | Graham Pearce
royalblue |
| 7159 | FidStrategyParameter | Graham Pearce
royalblue |
| 7163 | SettlAccType
D,F,G,8,s
Indicates the settlement account type.
Valid values:
1=Standing;
2=House;
3=Client. | Gilles Bui
GL Trade
4/1/2008 |
| 7200 | AccountSell
AccountSell
Account of the Sell Side of a Cross.
Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7201 | AccountType
AccountType
Account Type of the Order.
Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7202 | AccountTypeSell
AccountTypeSell
Account Type of the Sell Side of a Cross Message.
Used to support message translation between FIX-STAMP for Canadian Equities.
| Stephen Plut
Integrated Transaction Systems Ltd |
| 7203 | ProgramTrade
ProgramTrade
Designates order as part of a program trade.
Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7204 | BasketTrade
BasketTrade
Designates order as part of a basket trade.
Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7205 | InternalCross
InternalCross
Designates order as an Internal Cross.
Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7206 | OrderIDSell
OrderIDSell
OrderID of the Sell Side of a Cross.
Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7207 | MGF_Candidate
MGF_Candidate
Defines if order is eligble as a MGF Candidate.
Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7208 | Jitney
Jitney
Designates order as a Jitney.
Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7209 | ShortExempt
ShortExempt
Designates order as being Short Exempt.
Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7210 | CDNExchangeID
CDNExchangeID
Canadian Exchange ID of the order.
Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7211 | UserMessageId
UserMessageId
User Message ID of the message.
Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7212 | Anonymous
Anonymous
Order is marked as Anonymous. Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7213 | RegulationId
RegulationId
Order RegulationID. Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7214 | RegulationIdSell
RegulationIdSell
RegulationID of the Sell Side for a Cross message. Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7220 | PortfolioName
PortfolioName
Assigned the PortfolioName to an order. Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7221 | SettlementTerms
SettlementTerms
Provides the required Settlement Terms for the order. Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7222 | ItemNumber
ItemNumber
SpecialTerms ItemNumber to allow trading against Special Terms market. Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7250 | TenorCode
R
Indicates type of Tenor requested & can be used instead of Tag 64 for all common value dates and ensures the appropriate SCB value date is returned in the Quote.
Possible values are :
TOD - Today,
TOM – Tomorrow,
SP – Spot,
NXT - Next business date after Spot,
nW – meaning n Weeks,
nM - meaning n Months,
nY - meaning n Years
| John Gill
Standard Chartered Bank
2/27/2008 |
| 7251 | LegTenorCode
R
Tenor code used in Swaps.
This can be used instead of tag 588 (Leg Sett Date) in the repeating group section for Swaps & has the same values as Tag 7250. | John Gill
Standard Chartered Bank
2/27/2008 |
| 7252 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7253 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7254 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7255 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7256 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7257 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7258 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7259 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7260 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7261 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7262 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7263 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7264 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7265 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7266 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7267 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7268 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7269 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7270 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7271 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7272 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7273 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7274 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7275 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7300 | OrderSource
New Order - Single, Execution Report, Order Cancel/Replace Request
0 - broker on behalf of a client
1 - broker trading on behalf of themself or a firm
2 - any trade by a foreign party
3 - large institutional investor
4 - securities issuer
5 - exchange control
6 - insider of a security
| Dennis Wiatzka
Computershare |
| 7301 | PricePegType
New Order Single
Required for Euro-Millennium pegged order. Valid values:-
B - Best Bid
O - Best Offer
L - Last Sell
M - BBO Mid-Point |
NYFIX Euro-Millennium |
| 7322 | OfficeCode
String
Represents the office code | P Basu
|
| 7323 | TradingSystemId
String
Trading System Id used for identifying the trading system. | Rishikesh Chaudhari
|
| 7324 | PositionId
String
Used to specify PositionId for APEX trading system |
|
| 7340 | OmgeoNoErrorParameter
AR, AQ, j, AE
Omgeo CTM FIX Interface specific field. A Composite of fields used to denote the Number of Error Parameters and their details for a Block trade. | DEBASHIS DAS
Omgeo LLC.
6/27/2008 |
| 7341 | OmgeoNoIndividualErrorParameter
AU, j, AE,AT
Omgeo CTM FIX Interface specific field. A Composite of fields used to denote the Number of Error Parameters and their details for a Allocation/Confirmation trade. | DEBASHIS DAS
Omgeo LLC.
6/27/2008 |
| 7342 | OmgeoErrorParamValue
AR, AQ, j, AE
Omgeo CTM FIX Interface specific field. This field would give the detailed value for an ErrorParameter of Type=Value for a Block trade. | DEBASHIS DAS
Omgeo LLC.
6/27/2008 |
| 7343 | OmgeoIndividualErrorParamValue
AU, j, AE,AT
Omgeo CTM FIX Interface specific field. This field would give the detailed value for an ErrorParameter of Type=Value for an Allocation/Confirmation trade. | DEBASHIS DAS
Omgeo LLC.
6/27/2008 |
| 7344 | OmgeoPremiumAmount
J, AS, AE
Omgeo CTM FIX Interface specific field. The amount paid by the buyer to the seller of the contract. This amount is calculated from the execution price and the number of contracts. | DEBASHIS DAS
Omgeo LLC.
7/16/2008 |
| 7345 | OmgeoInitialMarginTypeCode
J, AS, AE
Omgeo CTM FIX Interface specific field. This field defines the Initial Margin Type. | DEBASHIS DAS
Omgeo LLC.
7/16/2008 |
| 7346 | OmgeoInitialMarginAmount
J, AS, AE
Omgeo CTM FIX Interface specific field. This field indicates the Initial Margin Amount. | DEBASHIS DAS
Omgeo LLC.
7/16/2008 |
| 7347 | OmgeoNoSecurityTypeGroup
AD
Omgeo CTM FIX Interface specific field. This field denotes the Number of OmgeoSecurityTypeGroup. | DEBASHIS DAS
Omgeo LLC.
7/16/2008 |
| 7348 | OmgeoSecurityTypeGroup
AD, AE, J, AS
Omgeo CTM FIX Interface specific field. This field is used to denote the SecurityTypeGroup (Asset Class). | DEBASHIS DAS
Omgeo LLC.
7/16/2008 |
| 7349 | OmgeoTypeOfPriceIndicator
J, AS, AE
Omgeo CTM FIX Interface specific field. Used to denote the Price type. Possible values are: AVER - Average, EXEC - Execution. | DEBASHIS DAS
Omgeo LLC.
7/16/2008 |
| 7350 | OmgeoNoBlockChargesOrTaxes
J
Number of repeating groups of Charge or Tax types at the Block level. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7351 | OmgeoBlockChargesOrTaxesType
J
Field identifying the Block level Charge or Tax type. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7352 | OmgeoBlockChargesOrTaxesCurrency
J
Currency associated with the Block level Charge or Tax type. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7353 | OmgeoBlockChargesOrTaxesAmount
J
Amount associated with the Block level Charge or Tax type. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7354 | OmgeoMarkupMarkdown
AS, AK
Amount of MarkUp/MarkDown | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7355 | OmgeoBrokerRestrictions
AS
Indicates restrictions on a Broker confirm trade. Following are the enumerations:
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 of Specialist in the underlying security of a derivative security
7 = Foreign Entity (of foreign government or regulatory jurisdiction)
8 = External Market Participant
9 = External Inter-connected Market Linkage
A = Riskless Arbitrage
| DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7356 | OmgeoNoRegMembership
AS, AK
Number of repeating groups of Regulatory Membership. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7357 | OmgeoBrokerRegMembership
AS, AK
Enumeration for Regulatory Memberships: 1=SIPC, 2=FINRA. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7358 | OmgeoNoDisclosures
AS, AK
Number of repeating groups of 10b-10 Disclosure Statement. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7359 | OmgeoDisclosureType
AS, AK
Enumeration for 10b-10 Disclosure Statement :
1 = Other Remuneration, 2 = Odd Lot, 3 = Order Flow, 4 = Redemption, 5 = Asset backed.
| DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7360 | OmgeoDisclosureIndicator
AS, AK
Indicator (Y/N) for certain Disclosures namely Other Remuneration, Odd Lot Differential and Asset Backed. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7361 | OmgeoDisclosureStatement
AS, AK
10b-10 field to capture the Disclosure/Disclaimer statement. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7362 | OmgeoBrokerCapacity
AS
Broker Capacity on a trade. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7363 | OmgeoErrorFIXTag
AR, AQ, j, AE
FIX Tag which was cause of error at the Block level. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7364 | OmgeoIndividualErrorFIXTag
AU, j, AE
FIX Tag which was cause of error at the confirm level. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7365 | OmgeoAlertSettlementModelName
AS, AK
The ALERT Settlement Model Name used for ALERT settlement instruction lookup. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7366 | OmgeoContinuationString
AD, AQ, AE
Indicator to get more records when querying. Valid Values: Y/N. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7367 | OmgeoMinLastUpdateDateTime
AD
Used for querying to get all details from last time the query was executed. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7368 | OmgeoMoreFlag
AQ, AE
Indicates in the query response if there are additional records when querying. Valid Values: Y/N. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7369 | OmgeoGoodThroughDateTime
AQ, AE
Used to indicate on a query response all records retrieved till a certain time when the response was returned. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7370 | OmgeoTLVersionOfTradeComponent
J, AE
Indicates the version number of a Block trade. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7371 | OmgeoTDVersionOfTradeComponent
J, AS, AE
Indicates the version number of a Confirm Trade. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7372 | OmgeoTLISITCRejectReasonCode
P, AR, J, AE
ISITC Reject Reason Code while rejecting a Block trade. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7373 | OmgeoTLRejectDateTime
J, AE
DateTime at which the Block trade is rejected. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7374 | OmgeoTDISITCRejectReasonCode
J, AE
ISITC Reject Reason Code while rejecting a Confirm trade. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7375 | OmgeoTDRejectDateTime
J, AE
DateTime at which the Confirmation trade is rejected. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7376 | OmgeoTLErrorSeverity
AE
Severity of the Asynchronous Error for the Broker’s Block trade. Valid values are: INFO, WARN and FATL. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7377 | OmgeoTLErrorStatus
AE
Status of Asynchronous Error for the Broker’s Block. Valid values are: OPEN (Open) and CLSD (Closed). | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7378 | OmgeoTDErrorSeverity
AE
Severity of the Asynchronous Error for the Broker’s Confirmation trade. Valid values are: INFO, WARN and FATL. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7379 | OmgeoTDErrorStatus
AE
Status of Asynchronous Error for the Broker’s Confirmation trade. Valid values are: OPEN (Open) and CLSD (Closed). | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7380 | OmgeoNoFieldComparisons
AE
Number of repeating groups of Block level Field Comparisons. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7381 | OmgeoTLInstructingPartyValue
AE
Investment Manager’s value of the Block level L2 Matching field. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7382 | OmgeoTLExecutingBrokerValue
AE
Match status of the Block level L2 matching field. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7383 | OmgeoTLFieldLevelMatchStatus
AE
Match status of the Block level L2 matching field. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7384 | OmgeoTLFieldLevelL2MatchRule
AE
Investment Manager set matching rule of the Block level L2 matching field. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7385 | OmgeoTDInstructingPartyValue
AE
Investment Manager’s value of the Allocation level L2 matching field. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7386 | OmgeoTDExecutingBrokerValue
AE
Executing Broker’s value of the Confirmation level L2 Matching field. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7387 | OmgeoTDFieldLevelMatchStatus
AE
Match status of the Confirmation level L2 Matching field. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7388 | OmgeoTDFieldLevelL2MatchRule
AE
Investment Manager set matching rule of the Allocation/Confirmation level L2 Matching field. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7389 | OmgeoTDMatchStatus
J, P, AE
Match Status of the Confirmation/Allocation trade. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7390 | OmgeoNoIndividualFieldComparison
AE
Number of repeating groups of Confirmation level Field Comparisons. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7391 | OmgeoCounterpartyTradeSideID
P, AR, AK, AE
Omgeo CTM assigned Counterparty Tradeside ID. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7392 | OmgeoTLRejectText
J, AE
Omgeo CTM FIX interface specific field. This would have any Reject Reason Text at the Block level. | DEBASHIS DAS
Omgeo LLC.
4/16/2008 |
| 7393 | OmgeoTDRejectText
J, AE
Omgeo CTM FIX interface specific field. This would have any Reject Reason Text at the Confirmation level. | DEBASHIS DAS
Omgeo LLC.
4/16/2008 |
| 7394 | OmgeoTDCancelText
J, AE
Omgeo CTM FIX interface specific field. This would have any Cancel Reason Text at the Confirmation level. | DEBASHIS DAS
Omgeo LLC.
4/16/2008 |
| 7395 | OmgeoConfirmCommissionReason
AS, AK
Omgeo CTM FIX interface specific field. Omgeo Commission Reason Code at the Confirmation level. | DEBASHIS DAS
Omgeo LLC.
4/16/2008 |
| 7396 | OmgeoConfirmCommissionType
AS, AK
Omgeo CTM FIX interface specific field. Omgeo Commission type at the Confirmation level. | DEBASHIS DAS
Omgeo LLC.
4/16/2008 |
| 7397 | OmgeoTradeAgreementMethod
J, AS, AE
Omgeo CTM FIX Interface specific field. Used to denote the Trade agreement method. Possible values: ELEC - electronic, VOIC - voice. | DEBASHIS DAS
Omgeo LLC.
7/16/2008 |
| 7398 | OmgeoAllSecurityTypeGroup
AD
Omgeo CTM FIX Interface specific field. Used in the query message to query for ALL asset classes (Security Type Group). Value: Boolean - Y/N | DEBASHIS DAS
Omgeo LLC.
7/16/2008 |
| 7399 | OmgeoAlternateCurrency
J, AS
Omgeo CTM FIX Interface specific field. Alternate Currency code corresponding to the Alternate Cash Account of IM with the Custodian as defined by Omgeo ALERT SSI. | DEBASHIS DAS
Omgeo LLC.
7/24/2008 |
| 7400 | StratStartTime
D, E, F, G, 8
hh:mm |
Citigroup Global Markets Ltd |
| 7401 | StratEndTime
D, E, F, G, 8
hh:mm |
Citigroup Global Markets Ltd |
| 7402 | VwapPercent
D, E, F, G, 8
0-100 (max 2dp) |
Citigroup Global Markets Ltd |
| 7403 | MinPctVol
D, E, F, G, 8
0-100 (max 2dp) |
Citigroup Global Markets Ltd |
| 7404 | MaxPctVol
D, E, F, G, 8
0-100 (max 2dp) |
Citigroup Global Markets Ltd |
| 7405 | PrcLmtBen
D,E,F,G,8
(Char) - valid product code |
Citigroup Global Markets Ltd |
| 7406 | PrcLmtTol
D, E, F, G, 8
0-100 (max 2dp) |
Citigroup Global Markets Ltd |
| 7407 | SectorLmtTol
D, E, F, G, 8
0-100 (max 2dp) |
Citigroup Global Markets Ltd |
| 7408 | IndexLmt
D, E, F, G, 8
0-100 (max 2dp) |
Citigroup Global Markets Ltd |
| 7409 | CatchUp
D, E, F, G, 8
char |
Citigroup Global Markets Ltd |
| 7410 | TradingStyle
D, E, F, G, 8
int |
Citigroup Global Markets Ltd |
| 7411 | SmartStrategy
D, E, F, G, 8
char - valid product code |
Citigroup Global Markets Ltd |
| 7412 | MaxChildVol
D, E, F, G, 8
Int>=0 |
Citigroup Global Markets Ltd |
| 7413 | Duration
D,E, F, G, 8
Int |
Citigroup Global Markets Ltd |
| 7415 | MaxAuction
D, E, F, G, 8
0-100 (max 2dp |
Citigroup Global Markets Ltd |
| 7416 | CloseStrat
D, E, F, G, 8
char - valid product code |
Citigroup Global Markets Ltd |
| 7417 | TargetPartAuction
D, E, F, G, 8
0-100 (max 2dp) |
Citigroup Global Markets Ltd |
| 7418 | Duration
D, E, F, G, 8
Integer 15-510 |
Citigroup Global Markets Ltd |
| 7419 | TwapBuckets
D, E, F, G, 8
Integer 1-102 |
Citigroup Global Markets Ltd |
| 7420 | TradingStyle
D, E, F, G, 8
char - valid product code |
Citigroup Global Markets Ltd |
| 7421 | StockBasketLimit
D, E, F, G, 8
Integer 0-100 |
Citigroup Global Markets Ltd |
| 7422 | IndexLMTBen
char, valid product code |
Citigroup Global Markets Ltd |
| 7423 | OpenCloseFlag
char, valid product code |
Citigroup Global Markets Ltd |
| 7424 | CompletionLimit
D E F G 8
. |
Citigroup Global Markets Ltd |
| 7425 | OpportunisticVol
D E F G 8
. |
Citigroup Global Markets Ltd |
| 7426 | MomentumFactor
D E F G 8
. |
Citigroup Global Markets Ltd |
| 7427 | RiskAversion
D E F G 8
. |
Citigroup Global Markets Ltd |
| 7428 | ExpectedAlpha
D E F G 8
. |
Citigroup Global Markets Ltd |
| 7429 | CatchUpStop
D E F G 8
.
|
Citigroup Global Markets Ltd |
| 7430 | LimitvLast
D E F G 8
. |
Citigroup Global Markets Ltd |
| 7431 | VolProfSkew
D E F G 8
as per spec |
Citigroup Global Markets Ltd |
| 7432 | OneDayOnly
As per Spec |
Citigroup Global Markets Ltd |
| 7433 | OverrideValidation
As per Spec |
Citigroup Global Markets Ltd |
| 7440 | Cross Px Impr
Cross Price Improvement |
Citigroup Global Markets Inc. |
| 7441 | CrossPX Impr MinQty
Cross Price Improvement Min Quantity |
Citigroup Global Markets Inc. |
| 7442 | CrossPx Impr MaxQty
Cross Price Impovement Max Quantity |
Citigroup Global Markets Inc. |
| 7450 | Algo Field0 |
Citigroup Global Markets Inc. |
| 7451 | Algo Field1 |
Citigroup Global Markets Inc. |
| 7452 | Algo Field2 |
Citigroup Global Markets Inc. |
| 7453 | Algo Field3 |
Citigroup Global Markets Inc. |
| 7454 | Algo Field4 |
Citigroup Global Markets Inc. |
| 7455 | Algo Field5 |
Citigroup Global Markets Inc. |
| 7456 | Algo Field6 |
Citigroup Global Markets Inc. |
| 7457 | Algo Field7 |
Citigroup Global Markets Inc. |
| 7458 | Algo8 |
Citigroup Global Markets Inc. |
| 7459 | Dark Book Rate |
Citigroup Global Markets Inc. |
| 7460 | Pairs ID |
Citigroup Global Markets Inc. |
| 7461 | Acq Ticker |
Citigroup Global Markets Inc. |
| 7462 | Target Ticker |
Citigroup Global Markets Inc. |
| 7463 | Stock Ratio |
Citigroup Global Markets Inc. |
| 7464 | Hedge Ratio |
Citigroup Global Markets Inc. |
| 7465 | Cash |
Citigroup Global Markets Inc. |
| 7466 | Spread |
Citigroup Global Markets Inc. |
| 7467 | Risk Tol |
Citigroup Global Markets Inc. |
| 7468 | Basket ID |
Citigroup Global Markets Inc. |
| 7469 | Max Spent |
Citigroup Global Markets Inc. |
| 7470 | Min Raised |
Citigroup Global Markets Inc. |
| 7471 | Cross Category |
Citigroup Global Markets Inc. |
| 7472 | DMA Order Type |
Citigroup Global Markets Inc. |
| 7473 | Max% - crossing |
Citigroup Global Markets Inc. |
| 7474 | Mode |
Citigroup Global Markets Inc. |
| 7475 | Pivot Rate |
Citigroup Global Markets Inc. |
| 7476 | Pivot Price |
Citigroup Global Markets Inc. |
| 7477 | Price Sensitivity |
Citigroup Global Markets Inc. |
| 7480 | % Price Offset From IAP Close |
Citigroup |
| 7481 | MarketShareCapClose |
Citigroup |
| 7482 | % From Last Price Cap |
Citigroup |
| 7483 | % Price Offset From IAP Open |
Citigroup |
| 7484 | MarketShareCapOpen |
Citigroup |
| 7485 | % From Close Price Cap |
Citigroup |
| 7486 | Volume Profile |
Citigroup |
| 7487 | Aussie Algo |
Citigroup Global Markets Inc. |
| 7488 | Aussie Algo |
Citigroup Global Markets Inc. |
| 7490 | Pivot Price | Grace Lin
Citigroup |
| 7491 | Custom Price 1 | Grace Lin
Citigroup |
| 7492 | Custom Price 2 | Grace Lin
Citigroup |
| 7493 | Custom Rate 1 | Grace Lin
Citigroup |
| 7494 | Custom Rate 2 | Grace Lin
Citigroup |
| 7495 | DiscIncr Type
$
% |
Citigroup Global Markets Inc. |
| 7496 | Min% LQFI
Min% LQFI |
Citigroup Global Markets Inc. |
| 7497 | DaggerTradingStyle
D
Dagger Trading Style |
Citigroup Global Markets Ltd
3/28/2008 |
| 7500 | SrcSys
D,F,G,9
2 Characters - Identifies originating system where transaction was captured. (ex. "BA" = Block Allocation System) | Tom Grande
PaineWebber |
| 7501 | NetTrdInd
D,F,G,J
Net Trade Indicator = whether correspondent/principal firm wants processed as Net Trade - 1 char - Yes/No (y/n) | Tom Grande
PaineWebber |
| 7502 | MrkUp
D,F,G,J
Markup/Markdown - Numeric - Format: +/- 12345.4321 | Tom Grande
PaineWebber |
| 7503 | SaleCrdt
D,F,G,J
Sales Credit (Numeric) +/- 12345.1234 | Tom Grande
PaineWebber |
| 7504 | SaleCrdtType
D, F, G, J
Similar to Fix 4.2 tag 13 CommType. Valid values: 1 = per share, 2 = percentage, 3 = absolute. Use in conjunction with tag 7503 as you would use tag 12. This field identifies sales credit type. | Greg Johnston
RBC Capital Markets |
| 7520 | OmgeoTLMessageFieldType
AE
Omgeo CTM FIX Interface specific field. Denotes the Field Type - i.e. L1 (Pairing) or L2 (Matching) for a Block trade. | DEBASHIS DAS
Omgeo LLC.
7/31/2008 |
| 7521 | OmgeoTDMessageFieldType
AE
Omgeo CTM FIX Interface specific field. Denotes the Field Type - i.e. L1 (Pairing) or L2 (Matching) for a Allocation/Confirmation trade. | DEBASHIS DAS
Omgeo LLC.
7/31/2008 |
| 7522 | OmgeoTLFieldName
AE
Omgeo CTM FIX Interface specific field. Denotes L1/L2 Field Name for a Block trade. | DEBASHIS DAS
Omgeo LLC.
7/31/2008 |
| 7523 | OmgeoTDFieldName
AE
Omgeo CTM FIX Interface specific field. Denotes L1/L2 Field Name for an Allocation/Confirmation trade. | DEBASHIS DAS
Omgeo LLC.
7/31/2008 |
| 7524 | OmgeoTLFieldMatchRuleDescription
AE
Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule description for a Block trade. | DEBASHIS DAS
Omgeo LLC.
7/31/2008 |
| 7525 | OmgeoTDFieldMatchRuleDescription
AE
Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule description for an Allocation/Confirmation trade. | DEBASHIS DAS
Omgeo LLC.
7/31/2008 |
| 7526 | OmgeoTLFieldLevelMatchRule
AE
Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule for a Block trade. | DEBASHIS DAS
Omgeo LLC.
7/31/2008 |
| 7527 | OmgeoTDFieldLevelMatchRule
AE
Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule for an Allocation/Confirmation trade. | DEBASHIS DAS
Omgeo LLC.
7/31/2008 |
| 7533 | Client_Tier
R
Used for ESP to determine which price tier will be invoked to return streaming prices to a client. | John Gill
Standard Chartered Bank
8/20/2008 |
| 7550 | BOATdelay
Boolean
Flag set when a trade report has been kept a certain amount of time in the BOAT system, before being published. The time limit applied is system specific.
The tag is used in Market Data Message Incremental Refresh (Message type = “X”)
|
Cinnober Financial Technology AB |
| 7551 | TradeReportVersion
Int
The version of a trade report |
Cinnober Financial Technology AB |
| 7552 | DelayToTime
UTCTimestamp
The time the trade report was/will be made public |
Cinnober Financial Technology AB |
| 7553 | OverrideDelay
Boolean
If TRUE (Y), the trade report will be published immediately, if FALSE (N), the system evaluates if the trade should be delayed |
Cinnober Financial Technology AB |
| 7554 | TradeSeqNo
Int
Trade sequence number |
Cinnober Financial Technology AB |
| 7555 | TradeSeqNoSeries
Int
Trade sequence number series |
Cinnober Financial Technology AB |
| 7556 | TradeReportRefSystem
String
Reference to the Trade Report System of the previous version of the trade. |
Cinnober Financial Technology AB |
| 7557 | LiquidShare
Boolean
Indicates whether this instrument is a “liquid share” or not. |
Cinnober Financial Technology AB |
| 7558 | Sector
String
The ICB code for the sector that this share belongs to |
Cinnober Financial Technology AB |
| 7559 | BasisOfTrade
Int
1 = DMA
2 = Cash
3 = Proprietary
4 = Client interaction
|
Cinnober Financial Technology AB |
| 7560 | SuspendReason
Char
E = End of day
O = Other
|
Cinnober Financial Technology AB |
| 7561 | SecondaryQuoteID
String
Contributor’s internal quote reference ID. |
Cinnober Financial Technology AB |
| 7562 | SecondaryTradeID
String
Contributor’s internal trade reference ID. |
Cinnober Financial Technology AB |
| 7563 | NoWarningReasons
Int
Number of warning reasons. |
Cinnober Financial Technology AB |
| 7564 | TradeReportWarningReason
Int
Trade report warning reasons |
Cinnober Financial Technology AB |
| 7565 | NoTradeSeqNoSeries
Int
Number of trade sequence number series. |
Cinnober Financial Technology AB |
| 7566 | TimezoneOffset
Int
Offset to the local time compared to UTC. E.g. -5 is Eastern time. |
Cinnober Financial Technology AB |
| 7567 | ReportedPxDiff
Boolean
Indicates if the price differs from the market price |
Cinnober Financial Technology AB |
| 7568 | ReportedPXReason
Char
Reason why price differs from market price:
D = Market Condition
N = Negotiated Trade
A = Amended trade
C = Cancelled Trade
|
Cinnober Financial Technology AB |
| 7569 | RptSys
String
The system which has published the report. |
Cinnober Financial Technology AB |
| 7570 | RptTime
UTCTimestamp
The time the trade report will be published. |
Cinnober Financial Technology AB |
| 7571 | AVT
Int
The MiFID “average value of turnover” of the instrument. |
Cinnober Financial Technology AB |
| 7572 | AVTCurrency
Currency
The currency in which the AVT is expressed |
Cinnober Financial Technology AB |
| 7573 | ADT
Int
The MiFID “average daily turnover” of the instrument |
Cinnober Financial Technology AB |
| 7574 | ADTCurrency
Currency
The currency in which the ADT is expressed |
Cinnober Financial Technology AB |
| 7575 | SMS
Int
The MiFID “standard market size” of the instrument |
Cinnober Financial Technology AB |
| 7576 | SILiquidSharesReqID
String
The request ID in a SI Liquid Shares message. |
Cinnober Financial Technology AB |
| 7577 | SILiquidSharesStatus
Int
0 = accepted
1 = rejected
|
Cinnober Financial Technology AB |
| 7578 | SILiquidSharesRejectReason
Int
Reason for reject |
Cinnober Financial Technology AB |
| 7579 | SuspendQuotingReqID
String
The request ID for suspend quoting. |
Cinnober Financial Technology AB |
| 7580 | SuspendQuotingStatus
Int
0 = Request accepted
1 = Request rejected
|
Cinnober Financial Technology AB |
| 7581 | SuspendQuotingRejectReason
Int
Reason for reject |
Cinnober Financial Technology AB |
| 7582 | NoQuotableCurrencies
Int
Number of quotable currencies for an instrument. |
Cinnober Financial Technology AB |
| 7583 | QuotesClearedTime
UTCTimestamp
The timestamp when quotes where cleared in BOAT. |
Cinnober Financial Technology AB |
| 7584 | TradeReportSystem
String
The trade report system of a trade report. |
Cinnober Financial Technology AB |
| 7585 | TradeReportRefVersion
Int
The version of the previous trade report. |
Cinnober Financial Technology AB |
| 7586 | NoQuotableInstruments
Int
Number of quotable instruments. |
Cinnober Financial Technology AB |
| 7587 | ClientTrade
Boolean
Indicates if the trade is a Client Trade, i.e. eligible for delay. |
Cinnober Financial Technology AB |
| 7588 | QuotableInstrumentStatusReqID
String
ID of a Quotable Instrument Status request. |
Cinnober Financial Technology AB |
| 7589 | QuotableInstrStatusReqRejReason
Int
Reason for reject.
1 = Duplicate request ID
2 = Insufficient permissions
94 = Not allowed on current state
98 = Service not available
99 = Other
|
Cinnober Financial Technology AB |
| 7590 | ReceivedTime
UTCTimestamp
The timestamp when the trade was received by BOAT. |
Cinnober Financial Technology AB |
| 7591 | SecurityValidToTime
UTCTimestamp
The latest timestamp when the security is valid. |
Cinnober Financial Technology AB |
| 7592 | SecurityChangedTime
UTCTimestamp
Timestamp of Security Change. |
Cinnober Financial Technology AB |
| 7593 | SecurityValidFromTime
UTCTimestamp
The earliest timestamp when the security is valid. |
Cinnober Financial Technology AB |
| 7594 | LiquidityLevel
Int
The liquidity level of the instrument. |
Cinnober Financial Technology AB |
| 7595 | NoSharesIssued
Long
The number of shares issued. |
Cinnober Financial Technology AB |
| 7596 | PxQtyReviewed
Boolean
Indicates if the trade price and trade quantity have been reviewed. |
Cinnober Financial Technology AB |
| 7597 | QueriedTrade
Boolean
Indicates if the trade is queried, for example price or qty |
Cinnober Financial Technology AB |
| 7598 | SystemUTIRef
String
Unique system specific trade indentifier reference. Required in Trade Capture Report (Message type = “AE”) for cancellations (ExecType=H) or amendments (ExecType=0 and 7556, 572, and 7585 submitted). References a SystemUTI. |
Cinnober Financial Technology AB |
| 7599 | SystemUTI
String
Unique system specific trade indentifier. Returned in Trade Capture Report Ack (Message type = “AR”) when the trade report is accepted. |
Cinnober Financial Technology AB |
| 7600 | WdnStrategyType
string
This is a required field! | Michael Mook
Weeden & Co. LP |
| 7601 | WdnStrategyMode
string
Indicate value. | Michael Mook
Weeden & Co. LP |
| 7602 | WdnStartTime
time
GMT, FIX standard format -- missing means start immediately. | Vincent Manna
Weeden & Co. |
| 7603 | WdnEndTime
time
GMT, FIX standard format -- missing means trade to market close. | Vincent Manna
Weeden & Co. |
| 7604 | WdnMOCFlag
string
Y or N -- missing means N. | Michael Mook
Weeden & Co. LP |
| 7605 | WdnMaxParticipation
integer
missing is the same as zero. | Michael Mook
Weeden & Co. LP |
| 7606 | WdnTargetParticipation
integer
this tag is ignored if value is missing or zero. | Michael Mook
Weeden & Co. LP |
| 7607 | WdnStrategyParameter1
| Michael Mook
Weeden & Co. LP |
| 7608 | WdnStrategyParameter2 | Michael Mook
Weeden & Co. LP |
| 7609 | WdnStrategyParameter3 | Michael Mook
Weeden & Co. LP |
| 7610 | WdnStrategyParameter4 | Michael Mook
Weeden & Co. LP |
| 7611 | WdnStrategyParameter5 | Michael Mook
Weeden & Co. LP |
| 7612 | WdnStrategyParameter6 | Michael Mook
Weeden & Co. LP |
| 7613 | WdnStrategyParameter7 | Michael Mook
Weeden & Co. LP |
| 7614 | WdnStrategyParameter8 | Vincent Manna
Weeden & Co. |
| 7615 | WdnStrategyParameter9 | Vincent Manna
Weeden & Co. |
| 7616 | WdnStrategyParameter10 | Vincent Manna
Weeden & Co. |
| 7617 | WdnStrategyParameter11 | Vincent Manna
Weeden & Co. |
| 7618 | WdnStrategyParameter12 | Vincent Manna
Weeden & Co. |
| 7619 | WdnStrategyParameter13 | Vincent Manna
Weeden & Co. |
| 7620 | WdnStrategyParameter14 | Vincent Manna
Weeden & Co. |
| 7621 | WdnStrategyParameter15 | Vincent Manna
Weeden & Co. |
| 7622 | WdnStrategyParameter16 | Vincent Manna
Weeden & Co. |
| 7623 | WdnStrategyParameter17 | Vincent Manna
Weeden & Co. |
| 7624 | WdnStrategyParameter18 | Vincent Manna
Weeden & Co. |
| 7625 | WdnStrategyParameter19 | Vincent Manna
Weeden & Co. |
| 7626 | WdnStrategyParameter20 | Vincent Manna
Weeden & Co. |
| 7627 | WdnStrategyParameter21 | Vincent Manna
Weeden & Co. |
| 7628 | WdnStrategyParameter22 | Vincent Manna
Weeden & Co. |
| 7629 | WdnStrategyParameter23 | Vincent Manna
Weeden & Co. |
| 7630 | WdnStrategyParameter24 | Vincent Manna
Weeden & Co. |
| 7631 | WdnStrategyParameter25 | Vincent Manna
Weeden & Co. |
| 7632 | WdnStrategyParameter26 | Vincent Manna
Weeden & Co. |
| 7633 | WdnStrategyParameter27 | Vincent Manna
Weeden & Co. |
| 7634 | WdnStrategyParameter28 | Vincent Manna
Weeden & Co. |
| 7635 | WdnStrategyParameter29 | Vincent Manna
Weeden & Co. |
| 7636 | WdnStrategyParameter30 | Vincent Manna
Weeden & Co. |
| 7637 | WdnStrategyParameter31 | Vincent Manna
Weeden & Co. |
| 7638 | WdnStrategyParameter32 | Vincent Manna
Weeden & Co. |
| 7639 | WdnStrategyParameter33 | Vincent Manna
Weeden & Co. |
| 7640 | WdnStrategyParameter34 | Vincent Manna
Weeden & Co. |
| 7641 | WdnStrategyParameter35 | Vincent Manna
Weeden & Co. |
| 7642 | WdnStrategyParameter36 | Vincent Manna
Weeden & Co. |
| 7643 | WdnStrategyParameter37 | Vincent Manna
Weeden & Co. |
| 7644 | WdnStrategyParameter38 | Vincent Manna
Weeden & Co. |
| 7645 | WdnStrategyParameter39 | Vincent Manna
Weeden & Co. |
| 7646 | WdnStrategyParameter40 | Vincent Manna
Weeden & Co. |
| 7647 | WdnStrategyParameter41 | Vincent Manna
Weeden & Co. |
| 7648 | WdnStrategyParameter42 | Vincent Manna
Weeden & Co. |
| 7649 | WdnStrategyParameter43 | Vincent Manna
Weeden & Co. |
| 7650 | WdnStrategyParameter44 | Vincent Manna
Weeden & Co. |
| 7651 | WdnStrategyParameter45 | Vincent Manna
Weeden & Co. |
| 7652 | WdnStrategyParameter46 | Vincent Manna
Weeden & Co. |
| 7653 | WdnStrategyParameter47 | Vincent Manna
Weeden & Co. |
| 7654 | WdnStrategyParameter48 | Vincent Manna
Weeden & Co. |
| 7655 | WdnStrategyParameter49 | Vincent Manna
Weeden & Co. |
| 7656 | WdnStrategyParameter50 | Vincent Manna
Weeden & Co. |
| 7657 | WdnStrategyParameter51 | Vincent Manna
Weeden & Co. |
| 7658 | WdnStrategyParameter52 | Vincent Manna
Weeden & Co. |
| 7659 | WdnStrategyParameter53 | Vincent Manna
Weeden & Co. |
| 7660 | WdnStrategyParameter54 | Vincent Manna
Weeden & Co. |
| 7661 | Institutional ID
D,F,G,8,s
This field contains the institutional ID (length is 7 characters).
| Gilles Bui
GL Trade
4/1/2008 |
| 7662 | Trader Group ID
D,F,G,8,s
This field contains the ID of the trader group. | Gilles Bui
GL Trade
4/1/2008 |
| 7663 | SettlAccType
D,F,G,8,s
This field indicates the settlement account type. Valid values: 1=Standing; 2=House; 3=Client. | Gilles Bui
GL Trade
4/1/2008 |
| 7664 | Settlement Venue
D,F,G,8,s
Currently all London Stock Exchange instruments are applicable to a single settlement venue. | Gilles Bui
GL Trade
4/1/2008 |
| 7665 | Member Code Counterpart
D,F,G,8,s
This field indicates the Member code counterpart. For a cross order the possible values are: INTRAFIRM or NONMEMBER.
| Gilles Bui
GL Trade
4/1/2008 |
| 7666 | Mandator ID
8
This field indicates the code of the mandator. | Gilles Bui
GL Trade
4/1/2008 |
| 7667 | Public Order Code
8
This field contains the public order code (i.e. the order code for the displayed quantity).
| Gilles Bui
GL Trade
4/1/2008 |
| 7668 | LastCounterpartExec
8
Indicates the counterpart of the last trade. | Gilles Bui
GL Trade
4/1/2008 |
| 7669 | MIFID Order Type
D,F,G,8,s
Indicates the client order type in case the order is sent to the client matching engine.
Valid values: 1=Mid price (matching engine will maintain the price in real time as mid-price); 2= Soft limit (matching engine will manage an internal limit, and an external or exchange limit). | Gilles Bui
GL Trade
4/1/2008 |
| 7670 | MIFID Internal Limite
D,F,G,8,s
In case the order type is soft-limit, this field indicates the internal limit.
| Gilles Bui
GL Trade
4/1/2008 |
| 7671 | User Dealer
D,F,G,8,P
This field indicates the User Dealer (set in GL OMS) | Gilles Bui
GL Trade
4/1/2008 |
| 7672 | User Sales
D,F,G,8,P
This field indicates the User Sales (set in GL OMS) | Gilles Bui
GL Trade
4/1/2008 |
| 7673 | OrigClientID
D,F,G,8,J,P
Original Client ID of the order before amendment of Client ID
| Gilles Bui
GL Trade
4/1/2008 |
| 7674 | PrevOrdQty
D,F,G,8
Previous quantity of the order before amendment (used for GL OMS) | Gilles Bui
GL Trade
4/1/2008 |
| 7675 | PrevOrdPrice
D,F,G,8
Previous price of the order before amendment(used for GL OMS) | Gilles Bui
GL Trade
4/1/2008 |
| 7676 | FloorQtyDay
8
Floor quantity of the day. Used for GL SOM to indicate the executed quantity for client order, at the end of the day. | Gilles Bui
GL Trade
4/1/2008 |
| 7677 | AllocExecID
J
Allocation ExecID used in Account Repeating Group (to link with Exec repeating Group) | Gilles Bui
GL Trade
4/1/2008 |
| 7678 | TotalRevCost
8,P
Used for GL SOM. Sum of all (MatchedQty*RevisedPrice) | Gilles Bui
GL Trade
4/1/2008 |
