User Defined Fields Repository

The table below summarizes currently used custom fields.

At this time the available tag numbers in the user defined range of 5000 to 9999 have all been allocated. In December 2009 the Global Technical Committee Governance Board approved the use of tag numbers in the 20000 to 39999 range for use as user defined tags to be used bilaterally between parties. These tags do not need to be registered. The GTC Governance Board is working on a long term solution.

Click here to download this table as an Excel spreadsheet.

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

TagField / FIX MsgTypes / DescriptionCreated by
7000Internalize
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
7001SettlLocation
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
7002AgentIDNumber
J
Identification number for the Agent.
Lisa Linton
The Depository Trust Company
7003AgentInternalAcct
J
The Agent's internal account number.
Lisa Linton
The Depository Trust Company
7004StepOutReasonCode1
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
7005StepOutReasonCode2
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
7006StepOutReasonCode3
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
7007StepOutText
J
Free-form text reason an institution is stepping out of an allocation.
Lisa Linton
The Depository Trust Company
7008CxlAfterMatching
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
7009MatchedIndicator
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
7010StepInClearingBkrID
J
The entity who will receive or deliver on behalf of the Step-in broker-dealer.
Lisa Linton
The Depository Trust Company
7011StepInClearingAcct
J
The step-in broker's account number at the step-in clearing broker.
Lisa Linton
The Depository Trust Company
7012ExecClearingBkrID
J
The entity who will receive or deliver on behalf of the executing broker.
Lisa Linton
The Depository Trust Company
7013ExecClearingBkrAcct
J
The executing broker's account number at the clearing broker.
Lisa Linton
The Depository Trust Company
7014RecipientRole
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
7015FidStrategyParameter
fidessa
9/26/2008
7016FidStrategyParameter
fidessa
9/26/2008
7017VolumeIndicator
X
Type of volume reported

CME Group
3/26/2009
7018SecuritySubType
D
Same usage as [4.4] SecuritySubType (762) for [4.2]
Wei Seong Koek
TradeWeb LLC
6/29/2009
7019DealerTradeID
D
Deposit CDs: Dealer's reference to the trade being rolled or closed.
Wei Seong Koek
TradeWeb LLC
6/29/2009
7020ClearingMember
D
4.2: Clearing member identifier.
Wei Seong Koek
TradeWeb LLC
6/29/2009
7021LegClearingMember
4.2: Clearing member identifier for a multi-leg trade.
Wei Seong Koek
TradeWeb LLC
6/29/2009
7022AllocClearingMember
4.2: Clearing member identifier in an allocation.
Wei Seong Koek
TradeWeb LLC
6/29/2009
7023LegAllocClearingMember
4.2: Clearing member identifier in an allocation of multileg trade.
Wei Seong Koek
TradeWeb LLC
6/29/2009
7024TradeEvent
8
Supplemental information about a derivative trade.
Wei Seong Koek
TradeWeb LLC
6/29/2009
7025EnhancedCxlRe
A
To enable enhanced Cancel Replace behavior for CBOE. Possible values 0 = OFF 1 = ON
Arun Ramachandran
Chicago Board Options Exchange
7026EndWorkUp
Execution Report
Indicates that workup has ended.

ICAP
2/20/2009
7027NoVolRules
Security List and Definition
Number of volume rules in repeating group.

ICAP
2/20/2009
7028VolRuleType
Security List and Definition
Volume rule type. Valid values are "NORMAL" and "NIM".

ICAP
2/20/2009
7029IsLastTrade
Trade Capture Report
The last trade you'll ever receive (for your last request anyway).

ICAP
2/10/2009
7030FIX reservedDavid Lam
Standard Chartered Bank
9/14/2009
7031FIX reservedDavid Lam
Standard Chartered Bank
9/14/2009
7032FIX reservedDavid Lam
Standard Chartered Bank
9/14/2009
7033FIX reservedDavid Lam
Standard Chartered Bank
9/14/2009
7034FIX reservedDavid Lam
Standard Chartered Bank
9/14/2009
7035FIX reservedDavid Lam
Standard Chartered Bank
9/14/2009
7036FIX reservedDavid Lam
Standard Chartered Bank
9/14/2009
7037FIX reservedDavid Lam
Standard Chartered Bank
9/14/2009
7038FIX reservedDavid Lam
Standard Chartered Bank
9/14/2009
7039FIX reservedDavid Lam
Standard Chartered Bank
9/14/2009
7040FIX reservedDavid Lam
Standard Chartered Bank
9/14/2009
7041FIX reservedDavid Lam
Standard Chartered Bank
9/14/2009
7042FIX reservedDavid Lam
Standard Chartered Bank
9/14/2009
7043FIX reservedDavid Lam
Standard Chartered Bank
9/14/2009
7044FIX reservedDavid Lam
Standard Chartered Bank
9/14/2009
7045FIX reservedDavid Lam
Standard Chartered Bank
9/14/2009
7046TimeSpanStartTimeDavid Lam
Standard Chartered Bank
9/14/2009
7047AllocPositionEffect
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
7048Customer Id
AE,J
This field is used to represent customer id for CBOE client identification purpose.
Indravadan Merai
CBOE
8/26/2008
7049TriggerList
D,F,G,8,s
Used to identify specific in-house tactics when running with GL Tactics. Valid values: a:VWAP; A/B:Linked Trigger Order on last price (A:last superior, B:last superior); h/i:Linked Trigger Order on underlying (h:underlying superior bid, i:underlying superior ask); j/k:Linked Trigger Order on underlying (j:underlying inferior bid, k:underlying inferior ask) C:Trailing Stop; D:Peg; E:Linked Peg; F:With A Tick; G:Market Phase; H:Time Trigger(unreleased); I:Iceberg; J:Iceberg Random; K:Iceberg Ghost; L:Countdown; M:MIT Last; N:MIT Ask; O:MIT Bid; S:Stop last; T:Stop Ask; U:Stop Bid; V:Stop Max Cap; W:TWAP(native); Y:Percentage Volume.
Gilles Bui
GL Trade
10/31/2008
7050WorkList
D,F,G,8,s
Used to identify specific ALGO when running with GL Tactics. Valid values: a=VWAP; D=Peg; E=Link Peg; F=WithATick; W=TWAP(native); Y=%Volume.
Gilles Bui
GL Trade
9/8/2008
7051WorkReferencePrice
D,F,G,8,s
Used for GL Tactics. Valid values: 1=Ask; 2=Bid; 3=Last; 4=Mid.
Gilles Bui
GL Trade
9/8/2008
7052WorkDoNotExceedReference
D,F,G,8,s
Used for GL Tactics. Valid value: 1=Market Limit.
Gilles Bui
GL Trade
9/8/2008
7053WorkGapPrice
D,F,G,8,s
Used for GL Tactics.
Gilles Bui
GL Trade
9/8/2008
7054WorkPriceGapType
D,F,G,8,s
Used for GL Tactics and with Fix Tag 7053. Valid values: 1=Percentage; 2=Tick; 3=Absolute.
Gilles Bui
GL Trade
9/8/2008
7055WorkDelay
D,F,G,8
Work max update delay : defines the maximum delay for sending the order (usually it should be a few minutes or seconds). Specific to GL Tactics.
Gilles Bui
GL Trade
9/8/2008
7056WorkSentQty
8
Indicates the quantity already sent in case of %Volume and TWAP algos. Specific for GL Tactics.
Gilles Bui
GL Trade
9/8/2008
7057WorkNbSentWaves
8
Indicates the number of waves alreday sent in case of algos %Volume and TWAP. Specific to GL Tactics.
Gilles Bui
GL Trade
9/8/2008
7058ClearingClCodType
D,F,G,8
GL clearing client code type. Valid values: 1=Client; 5=House.
Gilles Bui
GL Trade
9/8/2008
7059ClearingDest
D,F,G,8
GL Clearing destination.
Gilles Bui
GL Trade
9/8/2008
7060MidPointFlag
D,G,s,8
Flag to identify a midpoint order (specific XETRA). Valid values: 1=Yes; 2=No.
Gilles Bui
GL Trade
9/8/2008
7061ClearingOrderID
8
Indicates the reference of the clearing message. This reference is given by the exchange
Gilles Bui
GL Trade
9/8/2008
7062ContraCreationDate
8
Creation Date of a forward contra creation, mandatory for offset order.
Gilles Bui
GL Trade
9/8/2008
7063ContraCreationRef
8
Reference for a forward contra creation, mandatory for offset order.
Gilles Bui
GL Trade
9/8/2008
7064PreAllocPct
J,8
Percentage of the order quantity in case of a splitted (pre)allocation type message. Used for GL OMS.
Gilles Bui
GL Trade
9/8/2008
7065Quoting 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
7066Reserved
*
Sheetal Chainraj
Bloomberg L.P
11/19/2008
7067Reserved
*
Sheetal Chainraj
Bloomberg L.P
11/19/2008
7068Reserved
*
Sheetal Chainraj
Bloomberg L.P
11/19/2008
7069Reserved
*
Sheetal Chainraj
Bloomberg L.P
11/19/2008
7070RefSpotDate
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
7071ProductType
R, S, AG, Z, D, 8
Defines 360T specific product type.
Sven Stolz
360T
9/30/2008
7072DayCount
R,D
Defines day count convention for Money Market requests
Sven Stolz
360T
9/30/2008
7073Fiduciary
R, D
Flag indicating whether a deposit request is intended to be a fiduciary investment
Sven Stolz
360T
9/30/2008
7074IsInCompetition
R
360T sends this optional flag to indicate whether the market maker is in competition with others in a specific RFQ.
Sven Stolz
360T
9/30/2008
7075360T reservedSven Stolz
360T
9/30/2008
7076360T reservedSven Stolz
360T
9/30/2008
7077360T reservedSven Stolz
360T
9/30/2008
7078360T reservedSven Stolz
360T
9/30/2008
7079360T reservedSven Stolz
360T
9/30/2008
7080PrevDeskOrderID
D, 8
Field to map an order to the order version at a previous internal desk.
Daniel Pense
Raptor Trading Systems
6/4/2008
7081OrderContainerID
D, 8
Field to tie version of orders at various desks together.
Daniel Pense
Raptor Trading Systems
6/4/2008
7082LastSale
D, 8
Field to show the previous sale.
Daniel Pense
Raptor Trading Systems
6/4/2008
7083SrcOfExecution
D, 8
To identify an execution’s system source.
Daniel Pense
Raptor Trading Systems
6/4/2008
7084SUFICapacity
D, 8
To identify a capacity.
Daniel Pense
Raptor Trading Systems
6/4/2008
7085TraderName
D, 8
To identify a system login.
Daniel Pense
Raptor Trading Systems
6/4/2008
7086RoundLotInstrument
Security List and Definition
Used to associate given odd lot instrument with its associated round lot instrument. Field contains symbol of round lot instrument.

ICAP
2/20/2009
7087OddLotInstrument
Security List and Definition
Used to associate an odd lot instrument with a given round lot instrument. Field contains symbol of odd lot instrument.

ICAP
2/20/2009
7088NetPresentValue
8
Net present value of derivative contract.
Wei Koek
TradeWeb
10/21/2009
7089Price1
D, G, 8
Price Tier 1
Ronen Goldstein
RBC Capital Markets
8/1/2008
7090Price2
D, G, 8
Price Tier 2
Ronen Goldstein
RBC Capital Markets
8/1/2008
7091Price3
D, G, 8
Price Tier 3
Ronen Goldstein
RBC Capital Markets
8/1/2008
7092Price4
D, G, 8
Price Tier 4
Ronen Goldstein
RBC Capital Markets
8/1/2008
7093Price5
D, G, 8
Price Tier 5
Ronen Goldstein
RBC Capital Markets
8/1/2008
7094ParticipationRate1
D, G, 8
Participation Rate 1
Ronen Goldstein
RBC Capital Markets
8/1/2008
7095ParticipationRate2
D, G, 8
Participation Rate 2
Ronen Goldstein
RBC Capital Markets
8/1/2008
7096ParticipationRate3
D, G, 8
Participation Rate 3
Ronen Goldstein
RBC Capital Markets
8/1/2008
7097ParticipationRate4
D, G, 8
Participation Rate 4
Ronen Goldstein
RBC Capital Markets
8/1/2008
7098ParticipationRate5
D, G, 8
Participation Rate 5
Ronen Goldstein
RBC Capital Markets
8/1/2008
7099ParticipationRate6
D, G, 8
Participation Rate 6
Ronen Goldstein
RBC Capital Markets
8/1/2008
7100TW Equities Reserved Wei Koek
TradeWeb
10/21/2009
7101AllocationAcct
P
The internal account number used by the Institution to identify the client data type: char
Lisa Linton
The Depository Trust Company
7102DTCCMatchedIndicator
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
7103ConfirmType
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
7104ConfirmCancCorr
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
7105CancAftAck
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
7106DisaffirmInd
P
Indicates whether the trade was disaffirmed by the prime broker. Valid values: Y = Yes, N= No
Lisa Linton
The Depository Trust Company
7107MatchingVariance
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
7108VarianceDirection
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
7109AffirmationIndicator
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
7110FidStrategyParameterGraham Pearce
royalblue
7111FidStrategyParameterGraham Pearce
royalblue
7112FidStrategyParameterGraham Pearce
royalblue
7113FidStrategyParameterGraham Pearce
royalblue
7114FidStrategyParameterGraham Pearce
royalblue
7115FidStrategyParameterGraham Pearce
royalblue
7116FidStrategyParameterGraham Pearce
royalblue
7117FidStrategyParameterGraham Pearce
royalblue
7118FidStrategyParameterGraham Pearce
royalblue
7119FidStrategyParameterGraham Pearce
royalblue
7120FidStrategyParameterGraham Pearce
royalblue
7121FidStrategyParameterGraham Pearce
royalblue
7122FidStrategyParameterGraham Pearce
royalblue
7123FidStrategyParameterGraham Pearce
royalblue
7124FidStrategyParameterGraham Pearce
royalblue
7125FidStrategyParameterGraham Pearce
royalblue
7126FidStrategyParameterGraham Pearce
royalblue
7127FidStrategyParameterGraham Pearce
royalblue
7128FidStrategyParameterGraham Pearce
royalblue
7129FidStrategyParameterGraham Pearce
royalblue
7130FidStrategyParameterGraham Pearce
royalblue
7131FidStrategyParameterGraham Pearce
royalblue
7132FidStrategyParameterGraham Pearce
royalblue
7133FidStrategyParameterGraham Pearce
royalblue
7134FidStrategyParameterGraham Pearce
royalblue
7135FidStrategyParameterGraham Pearce
royalblue
7136FidStrategyParameterGraham Pearce
royalblue
7137FidStrategyParameterGraham Pearce
royalblue
7138FidStrategyParameterGraham Pearce
royalblue
7139FidStrategyParameterGraham Pearce
royalblue
7140FidStrategyParameterGraham Pearce
royalblue
7141FidStrategyParameterGraham Pearce
royalblue
7142FidStrategyParameterGraham Pearce
royalblue
7143FidStrategyParameterGraham Pearce
royalblue
7144FidStrategyParameterGraham Pearce
royalblue
7145FidStrategyParameterGraham Pearce
royalblue
7146FidStrategyParameterGraham Pearce
royalblue
7147FidStrategyParameterGraham Pearce
royalblue
7148FidStrategyParameterGraham Pearce
royalblue
7149FidStrategyParameterGraham Pearce
royalblue
7150FidStrategyParameterGraham Pearce
royalblue
7151FidStrategyParameterGraham Pearce
royalblue
7152FidStrategyParameterGraham Pearce
royalblue
7153FidStrategyParameterGraham Pearce
royalblue
7154FidStrategyParameterGraham Pearce
royalblue
7155FidStrategyParameterGraham Pearce
royalblue
7156FidStrategyParameterGraham Pearce
royalblue
7157FidStrategyParameterGraham Pearce
royalblue
7158FidStrategyParameterGraham Pearce
royalblue
7159FidStrategyParameterGraham Pearce
royalblue
7160RejectStatus
Trade Capture Report
Indicates whether the trade has been confirmed by the trader

ICAP
9/16/2008
7161PartyRole
Trade Capture Report
100 – Contra Account (Clearing) 101 – Owner 102 – Contra Owner

ICAP
9/16/2008
7162CommisionValue
Trade Capture Report
Commission - Dollar Value for the trade

ICAP
9/16/2008
7163CommissionType
Trade Capture Report
103 – Dollars per Million 104 – Dollars per Trade 105 – Basis per Million 106 – Cents per Contract 107 – By Basis Point 108 – Fixed Currency Units in Millions 109 – Fixed Basis Units in Millions

ICAP
9/16/2008
7164AdjustedConsideration
Trade Capture Report
Commission Adjusted Consideration

ICAP
9/16/2008
7165CommissionAdjLastPx
Trade Capture Report
Commission Adjusted Price

ICAP
9/16/2008
7166DirtyPrice
Trade Capture Report
Dirty price

ICAP
9/16/2008
7167SummaryStatus
Trade Capture Report
TradeCaptureReport Summary at end of Work-Up or Repo Auction

ICAP
9/16/2008
7168BinaryReporting
Trade Capture Report
Binary execution method applies to reported trade.

ICAP
9/16/2008
7169Consideration
Trade Capture Report
Consideration for financial deal

ICAP
9/16/2008
7170TradeError
Trade Capture Report
Specifies trade error reason

ICAP
9/16/2008
7171TradeSequence
Trade Capture Report
Sequence number of the trade

ICAP
9/16/2008
7172ETCMarketID
Trade Capture Report
ETC Market ID

ICAP
9/16/2008
7173TradeRequestType
Trade Capture Report Request
110 - Trades within the specified start and end trade sequence

ICAP
9/16/2008
7174StartTradeSequence
Trade Capture Report Request
Start Trade Sequence

ICAP
9/16/2008
7175EndTradeSequence
Trade Capture Report Request
End Trade Sequence

ICAP
9/16/2008
7176MarketID
Security List
Market Id where security is traded

ICAP
9/17/2008
7177Symbol
Security List
Symbol for security

ICAP
9/17/2008
7178Product
Security List
Product grouping for security.

ICAP
9/17/2008
7179SecurityType
Security List
Security type specifier

ICAP
9/17/2008
7180NoDisplayGroupEntries
Security List
Specifies the number of display groups sent in the repeating block of the logon message

ICAP
9/17/2008
7181DisplayGroup
Security List
Specifies the name of the display group

ICAP
9/17/2008
7182NoTBAGroupEntries
Security List
Specifies the number of TBA instrument groups sent in the repeating block of the logon message

ICAP
9/17/2008
7183TBAGroup
Security List
Specifies the name of the TBA group.

ICAP
9/17/2008
7184SecurityListResponseType
Security List
Indicates the type of response sent via the Security List message

ICAP
9/17/2008
7185TradeInfoID
Market Data Snapshot
Specifies the Trade information identifier. This identifier can be used by the client request for resends of trade information within the trading day

ICAP
9/17/2008
7186TradeInfoRequestID
Market Data Request
Client specified unique identifier when requesting for past trade information

ICAP
9/17/2008
7187NoBookStatusEntries
Market Data Snapshot
Number of book status entries sent in the repeating block

ICAP
9/17/2008
7188BookStatus
Market Data Snapshot
Indicates the status of the order book

ICAP
9/17/2008
7189WorkUpPhase
Market Data Snapshot
Indicates if the work up session is in private phase or public phase

ICAP
9/17/2008
7190BookStatusApplicableSide
Market Data Snapshot
Indicates to which side the BookStatus field is applicable

ICAP
9/17/2008
7191Ownership
Market Data Snapshot
Specifies the owner of the work up private phase

ICAP
9/17/2008
7192MDPriceUpdateType
Market Data Snapshot
Indicates the price update type

ICAP
9/17/2008
7193Action
Security List
Specifies the action to be taken on the symbol provided 0 = Add 1 = Change 2 = Remove

ICAP
9/17/2008
7194NewRank
Security List
Specifies the new rank of the security

ICAP
9/17/2008
7195PreviousRank
Security List
Specifies the previous rank of the security

ICAP
9/17/2008
7196TBAMonth
Security List
Indicates if the TBA instrument is back month or front month

ICAP
9/17/2008
7197TradeHistoryFlag
Market Data Snapshot
Indicates the trade information history data is included in message

ICAP
9/17/2008
7198MDEntryType
Market Data Request
= 100 – Total trade volume (for the day) = 101 – Total trades = 102 – Price Update (not applicable for market data incremental refresh message) = 103 – Trade history request (applicable only for the Market Data Request message)

ICAP
9/17/2008
7199SecurityListRequest
Security List Request
= 100 – Display group names = 101 - TBA group names = 102 – Display group content = 103 – TBA group content

ICAP
9/17/2008
7200AccountSell
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
7201AccountType
AccountType
Account Type of the Order. Used to support message translation between FIX-STAMP for Canadian Equities.
Stephen Plut
Integrated Transaction Systems Ltd
7202AccountTypeSell
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
7203ProgramTrade
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
7204BasketTrade
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
7205InternalCross
InternalCross
Designates order as an Internal Cross. Used to support message translation between FIX-STAMP for Canadian Equities.
Stephen Plut
Integrated Transaction Systems Ltd
7206OrderIDSell
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
7207MGF_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
7208Jitney
Jitney
Designates order as a Jitney. Used to support message translation between FIX-STAMP for Canadian Equities.
Stephen Plut
Integrated Transaction Systems Ltd
7209ShortExempt
ShortExempt
Designates order as being Short Exempt. Used to support message translation between FIX-STAMP for Canadian Equities.
Stephen Plut
Integrated Transaction Systems Ltd
7210CDNExchangeID
CDNExchangeID
Canadian Exchange ID of the order. Used to support message translation between FIX-STAMP for Canadian Equities.
Stephen Plut
Integrated Transaction Systems Ltd
7211UserMessageId
UserMessageId
User Message ID of the message. Used to support message translation between FIX-STAMP for Canadian Equities.
Stephen Plut
Integrated Transaction Systems Ltd
7212Anonymous
Anonymous
Order is marked as Anonymous. Used to support message translation between FIX-STAMP for Canadian Equities.
Stephen Plut
Integrated Transaction Systems Ltd
7213RegulationId
RegulationId
Order RegulationID. Used to support message translation between FIX-STAMP for Canadian Equities.
Stephen Plut
Integrated Transaction Systems Ltd
7214RegulationIdSell
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
7215TransferRejReason
Execution Report
Reason for reject of order transfer request

ICAP
2/20/2009
7216MDHiddenSize
Market Data Snapshot
Hidden size in market data update and snapshot

ICAP
2/20/2009
7217MDGatewayIDs
Security List
Indicates gateways that provide market data for given display group

ICAP
2/20/2009
7218NoDPFormatTags
Security List and Definition
Number of price formats for given security

ICAP
2/20/2009
7219DPFormatTag
Security List and Definition
Price formats applicable to security

ICAP
2/20/2009
7220PortfolioName
PortfolioName
Assigned the PortfolioName to an order. Used to support message translation between FIX-STAMP for Canadian Equities.
Stephen Plut
Integrated Transaction Systems Ltd
7221SettlementTerms
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
7222ItemNumber
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
7223HSFXTradeviewIterationsXiheng Xu
Knight Capital Group
11/14/2008
7224HSFXTradeviewChaseXiheng Xu
Knight Capital Group
11/14/2008
7225HSFXQuoteLayer
S
Type: integer in [1, n] Used in Streaming Quotes
Xiheng Xu
Knight Capital Group
11/14/2008
7226HSFXTradeStatus
8
Xiheng Xu
Knight Capital Group
11/14/2008
7227Reserved for Hotspot FXXiheng Xu
Knight Capital Group
11/14/2008
7228Reserved for Hotspot FXXiheng Xu
Knight Capital Group
11/14/2008
7229Reserved for Hotspot FXXiheng Xu
Knight Capital Group
11/14/2008
7230Reserved for Hotspot FXXiheng Xu
Knight Capital Group
11/14/2008
7231Reserved for Hotspot FXXiheng Xu
Knight Capital Group
11/14/2008
7232Reserved for Hotspot FXXiheng Xu
Knight Capital Group
11/14/2008
7233Reserved for Hotspot FXXiheng Xu
Knight Capital Group
11/14/2008
7234Reserved for Hotspot FXXiheng Xu
Knight Capital Group
11/14/2008
7235Reserved for Hotspot FXXiheng Xu
Knight Capital Group
11/14/2008
7236Reserved for Hotspot FXXiheng Xu
Knight Capital Group
11/14/2008
7237Reserved for Hotspot FXXiheng Xu
Knight Capital Group
11/14/2008
7238Reserved for Hotspot FXXiheng Xu
Knight Capital Group
11/14/2008
7239Reserved for Hotspot FXXiheng Xu
Knight Capital Group
11/14/2008
7240Reserved for Hotspot FXXiheng Xu
Knight Capital Group
11/14/2008
7241Reserved for Hotspot FXXiheng Xu
Knight Capital Group
11/14/2008
7242Reserved for Hotspot FXXiheng Xu
Knight Capital Group
11/14/2008
7243Reserved for Hotspot FXXiheng Xu
Knight Capital Group
11/14/2008
7244Reserved for Hotspot FXXiheng Xu
Knight Capital Group
11/14/2008
7245Reserved for Hotspot FXXiheng Xu
Knight Capital Group
11/14/2008
7246Reserved for Hotspot FXXiheng Xu
Knight Capital Group
11/14/2008
7247Reserved for Hotspot FXXiheng Xu
Knight Capital Group
11/14/2008
7248Reserved for Hotspot FXXiheng Xu
Knight Capital Group
11/14/2008
7249Reserved for Hotspot FXXiheng Xu
Knight Capital Group
11/14/2008
7250TenorCode
R,S,D,8
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 used. Possible values are : TOD = Today (T+0) TOM = Tomorrow (T+1) SP = Spot NEXT = Next Business Day after Spot xW = x weeks from spot xM = x months from spot xY = x years from spot
John Gill
Standard Chartered Bank
2/27/2008
7251LegTenorCode
R,S,D,8
Tenor code used in multileg instruments. This can be used instead of tag 588 (Leg Sett Date) in the repeating leg group section & has the same values as Tag 7250.
John Gill
Standard Chartered Bank
2/27/2008
7252LegMinBidSize
S
The minimum bid amount for this leg (used in multileg quotes). cf tag 647 MinBidSize
John Gill
Standard Chartered Bank
2/27/2008
7253LegBidSize
S
The maximum bid amount for this leg (used in multileg quotes). cf tag 134 BidSize
John Gill
Standard Chartered Bank
2/27/2008
7254LegMinOfferSize
S
The minimum offer amount for this leg (used in multileg quotes) cf tag 648 MinOfferSize
John Gill
Standard Chartered Bank
2/27/2008
7255LegOfferSize
S
The maximum offer amount for this leg (used in multileg quotes) cf tag 135 OfferSize
John Gill
Standard Chartered Bank
2/27/2008
7256SCB_FIX_ParameterJohn Gill
Standard Chartered Bank
2/27/2008
7257SCB_FIX_Parameter
John Gill
Standard Chartered Bank
2/27/2008
7258SCB_FIX_ParamaterJohn Gill
Standard Chartered Bank
2/27/2008
7259SCB_FIX_ParamaterJohn Gill
Standard Chartered Bank
2/27/2008
7260SCB_FIX_ParamaterJohn Gill
Standard Chartered Bank
2/27/2008
7261SCB_FIX_ParamaterJohn Gill
Standard Chartered Bank
2/27/2008
7262SCB_FIX_ParamaterJohn Gill
Standard Chartered Bank
2/27/2008
7263SCB_FIX_ParamaterJohn Gill
Standard Chartered Bank
2/27/2008
7264SCB_FIX_ParamaterJohn Gill
Standard Chartered Bank
2/27/2008
7265SCB_FIX_ParamaterJohn Gill
Standard Chartered Bank
2/27/2008
7266SCB_FIX_ParamaterJohn Gill
Standard Chartered Bank
2/27/2008
7267SCB_FIX_ParamaterJohn Gill
Standard Chartered Bank
2/27/2008
7268SCB_FIX_ParamaterJohn Gill
Standard Chartered Bank
2/27/2008
7269SCB_FIX_ParamaterJohn Gill
Standard Chartered Bank
2/27/2008
7270SCB_FIX_ParamaterJohn Gill
Standard Chartered Bank
2/27/2008
7271SCB_FIX_ParamaterJohn Gill
Standard Chartered Bank
2/27/2008
7272SCB_FIX_ParamaterJohn Gill
Standard Chartered Bank
2/27/2008
7273SCB_FIX_ParamaterJohn Gill
Standard Chartered Bank
2/27/2008
7274SCB_FIX_ParamaterJohn Gill
Standard Chartered Bank
2/27/2008
7275SCB_FIX_ParamaterJohn Gill
Standard Chartered Bank
2/27/2008
7276Manageability
New Order - Single
Indicates if the order is a managed order or a leave order

ICAP
9/16/2008
7277QuoteRepID
Quote Status Report
Unique identifier for a quote status report generated by the system

ICAP
9/16/2008
7278OrdActiveStatus
New Order - Single
Allows the client to submit inactive orders and to inactivate/activate live orders.

ICAP
9/16/2008
7279OTFQty
New Order - Single
Specifies the On The Follow quantity for managed orders.

ICAP
9/16/2008
7280ADOSA
New Order - Single
Enable or disable ADOSA qualifier.

ICAP
9/16/2008
7281PROSA
New Order - Single
Enable or disable PROSA qualifier

ICAP
9/16/2008
7282FaF
New Order - Single
Enable Fill and Follow qualifier.

ICAP
9/16/2008
7283TransferID
Order Transfer
Specifies the unique identifier assigned by the server to a transfer request

ICAP
9/16/2008
7284TransferAction
Order Transfer Request
Allows client to request, accept or reject the order transfer

ICAP
9/16/2008
7285TransferReason
Order Transfer Request
Client can specify the reason for the order transfer

ICAP
9/16/2008
7286Value
Execution Report
Used to specify the quoted value for discount rate traded instruments

ICAP
9/16/2008
7287ExecutedPrice
Execution Report
Specifies the executed price

ICAP
9/16/2008
7288ExecutedYield
Execution Report
Specifies the executed yield

ICAP
9/16/2008
7289WorkUpExecQty
Execution Report
States the executed quantity during a single work up session. Reset to zero on work up termination

ICAP
9/16/2008
7290AllocatedQty
Execution Report
States the quantity allocated for orders that are if/when cleared.

ICAP
9/16/2008
7291NegotiationPhase
Quote Status Report
States the private/public phase of the NIM session

ICAP
9/16/2008
7292TransferStatus
Order Transfer
Indicates if the transfer was initiated or if the transfer time has expired

ICAP
9/16/2008
7293QuoteType
Quote
= 100 – Hit/Lift = 101 – Pass (Reject) Enumeration allows the NIM initiator to accept or reject the counter NIM

ICAP
9/16/2008
7294QuoteStatus
Quote Status Report
= 100 – Counter = 101 – Pass (Reject) Enumeration is used to inform the NIM participant the NIM was countered

ICAP
9/16/2008
7295MassCancelRequestType
Order Mass Cancel Request
= 100 – Cancel all own orders = 101 – Cancel all firm’s orders Enumeration allows the client to cancel all own or all firm orders

ICAP
9/16/2008
7296MassStatusReqType
Order Status Request
= 100 - Status of own orders for a symbol = 101 - Cancel all own orders Enumeration allows traders to cancel all own orders or all own orders of a symbol

ICAP
9/16/2008
7297PartyRole
New Order - Single
= 101 - Owner Identifies the actual investor/owner of the order = 102 = Contra Owner Identifies the target owner in the order transfer request message

ICAP
9/16/2008
7298OrgTrdMatchID
Trade Capture Report
Original unique identifier assigned to a trade by the matching system.

ICAP
9/16/2008
7299TrdCptRepResult
Trade Capture Report
Result of Trade Capture Report sent to the client

ICAP
9/16/2008
7300OrderSource
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
7301PricePegType
New Order Single
Required for Euro-Millennium pegged order. Valid values:- B - Best Bid O - Best Offer L - Last Sell M - BBO Mid-Point
Daniel Mathews
NYFIX Euro-Millennium
7302BofA Algo ParamBen Liu
Bank of America
9/29/2008
7303BofA Algo ParamBen Liu
Bank of America
9/29/2008
7304BofA Algo ParamBen Liu
Bank of America
9/29/2008
7305BofA Algo ParamBen Liu
Bank of America
9/29/2008
7306BofA Algo ParamBen Liu
Bank of America
9/29/2008
7307BofA Algo ParamBen Liu
Bank of America
9/29/2008
7308BofA Algo ParamBen Liu
Bank of America
9/29/2008
7309BofA Algo ParamBen Liu
Bank of America
9/29/2008
7310Algo ParamBen Liu
Bank of America
9/29/2008
7311Algo ParamBen Liu
Bank of America
9/29/2008
7312Algo ParamBen Liu
Bank of America
9/29/2008
7313Algo ParamBen Liu
Bank of America
9/29/2008
7314Algo ParamBen Liu
Bank of America
9/29/2008
7315Algo ParamBen Liu
Bank of America
9/29/2008
7316Algo ParamBen Liu
Bank of America
9/29/2008
7317Algo ParamBen Liu
Bank of America
9/29/2008
7318Algo ParamBen Liu
Bank of America
9/29/2008
7319Algo ParamBen Liu
Bank of America
9/29/2008
7320Algo ParamBen Liu
Bank of America
9/29/2008
7321Algo ParamBen Liu
Bank of America
9/29/2008
7322OfficeCode
String
Represents the office code
P Basu
7323TradingSystemId
String
Trading System Id used for identifying the trading system.
Rishikesh Chaudhari
7324PositionId
String
Used to specify PositionId for APEX trading system

7325OmgeoIMVersionOfTradeSide
This field is present on response messages to help the Instructing Party determine if the trade information they are currently receiving is in sync with the prior version of the trade information they may have retrieved.
Dharmendra Makhijani
Omgeo LLC
6/23/2009
7326OmgeoEBVersionOfTradeSide
This field is present only on response messages to help the Executing Broker determine if the trade information they are currently receiving is in sync with the prior version of the trade information they may have retrieved.
Dharmendra Makhijani
Omgeo LLC
6/23/2009
7327OmgeoBySideCompleteIndicator
This field tells client that the trade requires no further action on their side, meaning if the Trade Side is NOT MATCH AGREED (NMAG) then some condition on the counterparty side of the trade is preventing it from going to MATCH AGREED (MAGR)
Dharmendra Makhijani
Omgeo LLC
8/31/2009
7328BlockErrorParamFlag
This is a flag to indicate the presence of one or multiple error parameter(s). This flag is specific for the Block trade.
DEBASHIS DAS
Omgeo LLC.
10/12/2009
7329AllocConfirmErrorParamFlag
This is a flag to indicate the presence of one or multiple error parameter(s). This flag is specific for the Allocation or Confirmation trade.
DEBASHIS DAS
Omgeo LLC.
10/12/2009
7330OmgeoOmnibusExpected
J, AS
Flag/Indicator which indicates that the client would be submitting an omnibus allocation for the given block trade.
DEBASHIS DAS
Omgeo LLC.
12/11/2008
7331OmgeoPoolReference
J, AS
This is the common Pool Reference Number which links the Omnibus allocation with its dependents.
DEBASHIS DAS
Omgeo LLC.
12/11/2008
7332OmgeoTotSettlInstructionNum
AS
This corresponds to the Total Number of Settlement Instructions for a specific Omnibus Allocation. This field corresponds to the SWIFT TOSE code.
DEBASHIS DAS
Omgeo LLC.
12/11/2008
7333OmgeoCurrSettlInstructionNum
AS
This corresponds to the Current Settlement Instruction Number for a Dependent/Omnibus Allocation. This field corresponds to the SWIFT SETT code.
DEBASHIS DAS
Omgeo LLC.
12/11/2008
7334OmgeoBlockSettlementIndicator
AS
Flag/Indicator (Y - only) which specifies whether a given allocation was eligible for Block Settlement.
DEBASHIS DAS
Omgeo LLC.
12/11/2008
7335NIMLotSize
Security List and Definition
Incremental order quantity of a NIM-enabled security

ICAP
5/13/2009
7336NIMMinimumSize
Security List and Definition
Minimum order quantity of a NIM-enabled security

ICAP
5/13/2009
7337AccruedDays
Number of days accrued
Wei Koek
TradeWeb
10/21/2009
7338IssuerLongName
IOI
Full name of the issuer
Wei Koek
TradeWeb
10/21/2009
7339TW ReservedWei Koek
TradeWeb
10/21/2009
7340OmgeoNoErrorParameter
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
7341OmgeoNoIndividualErrorParameter
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
7342OmgeoErrorParamValue
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
7343OmgeoIndividualErrorParamValue
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
7344OmgeoPremiumAmount
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
7345OmgeoInitialMarginTypeCode
J, AS, AE
Omgeo CTM FIX Interface specific field. This field defines the Initial Margin Type.
DEBASHIS DAS
Omgeo LLC.
7/16/2008
7346OmgeoInitialMarginAmount
J, AS, AE
Omgeo CTM FIX Interface specific field. This field indicates the Initial Margin Amount.
DEBASHIS DAS
Omgeo LLC.
7/16/2008
7347OmgeoNoSecurityTypeGroups
AD
Omgeo CTM FIX Interface specific field. This field denotes the Number of OmgeoSecurityTypeGroup.
DEBASHIS DAS
Omgeo LLC.
7/16/2008
7348OmgeoSecurityTypeGroup
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
7349OmgeoTypeOfPriceIndicator
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
7350OmgeoNoBlockChargesOrTaxes
J
Number of repeating groups of Charge or Tax types at the Block level.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7351OmgeoBlockChargesOrTaxesType
J
Field identifying the Block level Charge or Tax type.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7352OmgeoBlockChargesOrTaxesCurrency
J
Currency associated with the Block level Charge or Tax type.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7353OmgeoBlockChargesOrTaxesAmount
J
Amount associated with the Block level Charge or Tax type.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7354OmgeoMarkupMarkdown
AS, AK
Amount of MarkUp/MarkDown
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7355OmgeoBrokerRestrictions
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
7356OmgeoNoRegMemberships
AS, AK
Number of repeating groups of Regulatory Membership.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7357OmgeoBrokerRegMembership
AS, AK
Enumeration for Regulatory Memberships: 1=SIPC, 2=FINRA.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7358OmgeoNoDisclosures
AS, AK
Number of repeating groups of 10b-10 Disclosure Statement.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7359OmgeoDisclosureType
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
7360OmgeoDisclosureIndicator
AS, AK
Indicator (Y/N) for certain Disclosures namely Other Remuneration, Odd Lot Differential and Asset Backed.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7361OmgeoDisclosureStatement
AS, AK
10b-10 field to capture the Disclosure/Disclaimer statement.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7362OmgeoBrokerCapacity
AS
Broker Capacity on a trade.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7363OmgeoErrorFIXTag
AR, AQ, j, AE
FIX Tag which was cause of error at the Block level.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7364OmgeoIndividualErrorFIXTag
AU, j, AE
FIX Tag which was cause of error at the confirm level.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7365OmgeoAlertSettlementModelName
AS, AK
The ALERT Settlement Model Name used for ALERT settlement instruction lookup.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7366OmgeoContinuationString
AD, AQ, AE
Indicator to get more records when querying. Valid Values: Y/N.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7367OmgeoMinLastUpdateDateTime
AD
Used for querying to get all details from last time the query was executed.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7368OmgeoMoreFlag
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
7369OmgeoGoodThroughDateTime
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
7370OmgeoTLVersionOfTradeComponent
J, AE
Indicates the version number of a Block trade.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7371OmgeoTDVersionOfTradeComponent
J, AS, AE
Indicates the version number of a Confirm Trade.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7372OmgeoTLISITCRejectReasonCode
P, AR, J, AE
ISITC Reject Reason Code while rejecting a Block trade.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7373OmgeoTLRejectDateTime
J, AE
DateTime at which the Block trade is rejected.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7374OmgeoTDISITCRejectReasonCode
J, AE
ISITC Reject Reason Code while rejecting a Confirm trade.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7375OmgeoTDRejectDateTime
J, AE
DateTime at which the Confirmation trade is rejected.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7376OmgeoTLErrorSeverity
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
7377OmgeoTLErrorStatus
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
7378OmgeoTDErrorSeverity
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
7379OmgeoTDErrorStatus
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
7380OmgeoNoFieldComparisons
AE
Number of repeating groups of Block level Field Comparisons.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7381OmgeoTLInstructingPartyValue
AE
Investment Manager’s value of the Block level L2 Matching field.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7382OmgeoTLExecutingBrokerValue
AE
Match status of the Block level L2 matching field.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7383OmgeoTLFieldLevelMatchStatus
AE
Match status of the Block level L2 matching field.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7384OmgeoTLFieldLevelL2MatchRule
AE
Investment Manager set matching rule of the Block level L2 matching field.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7385OmgeoTDInstructingPartyValue
AE
Investment Manager’s value of the Allocation level L2 matching field.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7386OmgeoTDExecutingBrokerValue
AE
Executing Broker’s value of the Confirmation level L2 Matching field.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7387OmgeoTDFieldLevelMatchStatus
AE
Match status of the Confirmation level L2 Matching field.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7388OmgeoTDFieldLevelL2MatchRule
AE
Investment Manager set matching rule of the Allocation/Confirmation level L2 Matching field.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7389OmgeoTDMatchStatus
J, P, AE
Match Status of the Confirmation/Allocation trade.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7390OmgeoNoIndividualFieldComparison
AE
Number of repeating groups of Confirmation level Field Comparisons.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7391OmgeoCounterpartyTradeSideID
P, AR, AK, AE
Omgeo CTM assigned Counterparty Tradeside ID.
DEBASHIS DAS
Omgeo LLC.
4/15/2008
7392OmgeoTLRejectText
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
7393OmgeoTDRejectText
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
7394OmgeoTDCancelText
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
7395OmgeoConfirmCommissionReason
AS, AK
Omgeo CTM FIX interface specific field. Omgeo Commission Reason Code at the Confirmation level.
DEBASHIS DAS
Omgeo LLC.
4/16/2008
7396OmgeoConfirmCommissionType
AS, AK
Omgeo CTM FIX interface specific field. Omgeo Commission type at the Confirmation level.
DEBASHIS DAS
Omgeo LLC.
4/16/2008
7397OmgeoTradeAgreementMethod
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
7398OmgeoAllSecurityTypeGroups
AD
Omgeo CTM FIX Interface specific field. Used in the query message to query for ALL asset classes (Security Type Groups). Value: Boolean - Y/N
DEBASHIS DAS
Omgeo LLC.
7/16/2008
7399OmgeoAlternateCurrency
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
7400StratStartTime
D, E, F, G, 8
hh:mm
Simon Cornwell
Citigroup Global Markets Ltd
7401StratEndTime
D, E, F, G, 8
hh:mm
Simon Cornwell
Citigroup Global Markets Ltd
7402VwapPercent
D, E, F, G, 8
0-100 (max 2dp)
Simon Cornwell
Citigroup Global Markets Ltd
7403MinPctVol
D, E, F, G, 8
0-100 (max 2dp)
Simon Cornwell
Citigroup Global Markets Ltd
7404MaxPctVol
D, E, F, G, 8
0-100 (max 2dp)
Simon Cornwell
Citigroup Global Markets Ltd
7405PrcLmtBen
D,E,F,G,8
(Char) - valid product code
Simon Cornwell
Citigroup Global Markets Ltd
7406PrcLmtTol
D, E, F, G, 8
0-100 (max 2dp)
Simon Cornwell
Citigroup Global Markets Ltd
7407SectorLmtTol
D, E, F, G, 8
0-100 (max 2dp)
Simon Cornwell
Citigroup Global Markets Ltd
7408IndexLmt
D, E, F, G, 8
0-100 (max 2dp)
Simon Cornwell
Citigroup Global Markets Ltd
7409CatchUp
D, E, F, G, 8
char
Simon Cornwell
Citigroup Global Markets Ltd
7410TradingStyle
D, E, F, G, 8
int
Simon Cornwell
Citigroup Global Markets Ltd
7411SmartStrategy
D, E, F, G, 8
char - valid product code
Simon Cornwell
Citigroup Global Markets Ltd
7412MaxChildVol
D, E, F, G, 8
Int>=0
Simon Cornwell
Citigroup Global Markets Ltd
7413Duration
D,E, F, G, 8
Int
Simon Cornwell
Citigroup Global Markets Ltd
7414TW Equities Reserved Wei Koek
TradeWeb
10/21/2009
7415MaxAuction
D, E, F, G, 8
0-100 (max 2dp
Simon Cornwell
Citigroup Global Markets Ltd
7416CloseStrat
D, E, F, G, 8
char - valid product code
Simon Cornwell
Citigroup Global Markets Ltd
7417TargetPartAuction
D, E, F, G, 8
0-100 (max 2dp)
Simon Cornwell
Citigroup Global Markets Ltd
7418Duration
D, E, F, G, 8
Integer 15-510
Simon Cornwell
Citigroup Global Markets Ltd
7419TwapBuckets
D, E, F, G, 8
Integer 1-102
Simon Cornwell
Citigroup Global Markets Ltd
7420TradingStyle
D, E, F, G, 8
char - valid product code
Simon Cornwell
Citigroup Global Markets Ltd
7421StockBasketLimit
D, E, F, G, 8
Integer 0-100
Simon Cornwell
Citigroup Global Markets Ltd
7422IndexLMTBen
char, valid product code
Simon Cornwell
Citigroup Global Markets Ltd
7423OpenCloseFlag
char, valid product code
Simon Cornwell
Citigroup Global Markets Ltd
7424CompletionLimit
D E F G 8
.
Simon Cornwell
Citigroup Global Markets Ltd
7425OpportunisticVol
D E F G 8
.
Simon Cornwell
Citigroup Global Markets Ltd
7426MomentumFactor
D E F G 8
.
Simon Cornwell
Citigroup Global Markets Ltd
7427RiskAversion
D E F G 8
.
Simon Cornwell
Citigroup Global Markets Ltd
7428ExpectedAlpha
D E F G 8
.
Simon Cornwell
Citigroup Global Markets Ltd
7429CatchUpStop
D E F G 8
.
Simon Cornwell
Citigroup Global Markets Ltd
7430LimitvLast
D E F G 8
.
Simon Cornwell
Citigroup Global Markets Ltd
7431VolProfSkew
D E F G 8
as per spec
Simon Cornwell
Citigroup Global Markets Ltd
7432OneDayOnly
As per Spec
Simon Cornwell
Citigroup Global Markets Ltd
7433OverrideValidation
As per Spec
Simon Cornwell
Citigroup Global Markets Ltd
7434NIMEnabled
Security List and Definition
Indicates negotiate in the middle is enabled for security

ICAP
5/13/2009
7435Post Exchange
Options

Citigroup Global Markets Inc.
8/5/2009
7436LegRank
various
Support correct ranking of leg instruments within a synthetic.

ICAP
8/6/2009
7437BaseIndex
8
Tradeweb Base CPI @ Issuance - normally associated with TRSY TIPS.
Wei Koek
TradeWeb
10/21/2009
7438TW ReservedWei Koek
TradeWeb
10/21/2009
7439TradingVenueType
D, G
String with value within : "L"=light "D"=dark "M"=midpoint
Sebastien Mournetas
Credit Agricole Cheuvreux
10/13/2009
7440Cross Px Impr
Cross Price Improvement

Citigroup Global Markets Inc.
7441CrossPX Impr MinQty
Cross Price Improvement Min Quantity

Citigroup Global Markets Inc.
7442CrossPx Impr MaxQty
Cross Price Impovement Max Quantity

Citigroup Global Markets Inc.
7443PostingAction
D,8,E,s
Four character posting action code for the first 4 strategy legs
Marc Abend
NYSE Euronext
11/2/2009
74447444
7444

Angel Networks
7/17/2009
74457445 Reserved
7445
7445 Reserved

Angel Networks
7/17/2009
7446TW ReservedWei Koek
TradeWeb
10/21/2009
7447TW ReservedWei Koek
TradeWeb
10/21/2009
7448TW ReservedWei Koek
TradeWeb
10/21/2009
7449TW ReservedWei Koek
TradeWeb
10/21/2009
7450CrossMaxQty
Citigroup Global Markets Inc.
7451CrossDiscInstr
Citigroup Global Markets Inc.
7452CrossDiscIncrement
Citigroup Global Markets Inc.
7453Algo Field3
Citigroup Global Markets Inc.
7454CrossParentResPct
Citigroup Global Markets Inc.
7455CrossOversizeLimit
Citigroup Global Markets Inc.
7456CrossMinQty
Citigroup Global Markets Inc.
7457CrossDoNotCrossPrincipal
Citigroup Global Markets Inc.
7458Algo8
Citigroup Global Markets Inc.
7459Dark Book Rate
Citigroup Global Markets Inc.
7460Pairs ID
Citigroup Global Markets Inc.
7461Acq Ticker
Citigroup Global Markets Inc.
7462Target Ticker
Citigroup Global Markets Inc.
7463Stock Ratio
Citigroup Global Markets Inc.
7464Hedge Ratio
Citigroup Global Markets Inc.
7465Cash
Citigroup Global Markets Inc.
7466Spread
Citigroup Global Markets Inc.
7467Risk Tol
Citigroup Global Markets Inc.
7468Basket ID
Citigroup Global Markets Inc.
7469Max Spent
Citigroup Global Markets Inc.
7470Min Raised
Citigroup Global Markets Inc.
7471Cross Category
Citigroup Global Markets Inc.
7472DMA Order Type
Citigroup Global Markets Inc.
7473Max% - crossing
Citigroup Global Markets Inc.
7474Mode
Citigroup Global Markets Inc.
7475Pivot Rate
Citigroup Global Markets Inc.
7476Pivot Price
Citigroup Global Markets Inc.
7477Price Sensitivity
Citigroup Global Markets Inc.
7478TW ReservedWei Koek
TradeWeb
10/21/2009
7479TW ReservedWei Koek
TradeWeb
10/21/2009
7480% Price Offset From IAP CloseBen Valentine
Citigroup
7481MarketShareCapCloseBen Valentine
Citigroup
7482% From Last Price CapBen Valentine
Citigroup
7483% Price Offset From IAP OpenBen Valentine
Citigroup
7484MarketShareCapOpenBen Valentine
Citigroup
7485% From Close Price CapBen Valentine
Citigroup
7486Volume ProfileBen Valentine
Citigroup
7487Aussie Algo
Citigroup Global Markets Inc.
7488Aussie Algo
Citigroup Global Markets Inc.
7489OtherLegSecurityIDSource
8,s
Defines the value in OtherLegSecurityID (602)
Marc Abend
NYSE Euronext
11/2/2009
7490Pivot PriceGrace Lin
Citigroup
7491Custom Price 1Grace Lin
Citigroup
7492Custom Price 2Grace Lin
Citigroup
7493Custom Rate 1Grace Lin
Citigroup
7494Custom Rate 2Grace Lin
Citigroup
7495DiscIncr Type
$ %

Citigroup Global Markets Inc.
7496Min% LQFI
Min% LQFI

Citigroup Global Markets Inc.
7497DaggerTradingStyle
D
Dagger Trading Style
Simon Cornwell
Citigroup Global Markets Ltd
3/28/2008
7498BuyBack Rules
Citigroup Global Markets Inc.
2/10/2009
7499AOLM
New Order - Single
Enables agress-on-locked-market order feature

ICAP
2/20/2009
7500SrcSys
D,F,G,9
2 Characters - Identifies originating system where transaction was captured. (ex. "BA" = Block Allocation System)
Tom Grande
PaineWebber
7501NetTrdInd
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
7502MrkUp
D,F,G,J
Markup/Markdown - Numeric - Format: +/- 12345.4321
Tom Grande
PaineWebber
7503SaleCrdt
D,F,G,J
Sales Credit (Numeric) +/- 12345.1234
Tom Grande
PaineWebber
7504SaleCrdtType
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
7505OmgeoTLWorkflowType
AS, AE
Omgeo specific Block level field which would define the Workflow Type of the Block trade as been determined by CTM.
DEBASHIS DAS
Omgeo LLC.
1/20/2009
7506OmgeoTDWorkflowType
AS, AE
Omgeo specific Allocation/Confirmation level field which would define the Workflow Type of that Allocation/Confirmation as been determined by CTM.
DEBASHIS DAS
Omgeo LLC.
1/20/2009
7507OmgeoTLWorkflowModifier
AS, AE
Omgeo specific field which would define the Workflow Modifier of the Block trade as been determined by CTM.
DEBASHIS DAS
Omgeo LLC.
1/20/2009
7508OmgeoTDWorkflowModifier
AS, AE
Omgeo specific field which would define the Workflow Modifier of the Allocation/Confirmation trade as determined by CTM.
DEBASHIS DAS
Omgeo LLC.
1/20/2009
7509OmgeoNoTLWorkflowModifier
AS, AE
This would specify the Number of OmgeoTLWorkflowModifier which could be present within this NumInGroup field
DEBASHIS DAS
Omgeo LLC.
1/20/2009
7510OmgeoNoTDWorkflowModifier
AS, AE
This would specify the Number of OmgeoTDWorkflowModifier which could be present within this NumInGroup field
DEBASHIS DAS
Omgeo LLC.
1/20/2009
7511OmgeoSettlInstProcNarrative
AS, AE
This field would hold the entire SSI provided by Investment Manager or Executing Broker if 9048 or 7512=MANI
DEBASHIS DAS
Omgeo LLC.
1/20/2009
7512OmgeoCptySettlInstSourceInd
J
Indicates the source of Counterparty Settlement Instructions. Valid values: MANI = Manual entry ALRT = ALERT database
DEBASHIS DAS
Omgeo LLC.
1/20/2009
7513OmgeoCptyAlertCountryCode
J
Omgeo specific field used for Counterparty ALERT SSI lookup.
DEBASHIS DAS
Omgeo LLC.
1/20/2009
7514OmgeoCptyAlertMethodType
J
Omgeo specific field used for Counterparty ALERT SSI lookup.
DEBASHIS DAS
Omgeo LLC.
1/20/2009
7515OmgeoCptyAlertSecurityType
J
Omgeo specific field used for Counterparty ALERT SSI lookup.
DEBASHIS DAS
Omgeo LLC.
1/20/2009
7516OmgeoTLExpected
J, AE
Omgeo specific field which would indicate that whether CTM FIX clients would like to send a Block trade or would want CTM to construct the Block (pseudo-block) trade for them.
DEBASHIS DAS
Omgeo LLC.
1/20/2009
7517OmgeoTradeTimeQualifier
AS, AK, AE
Omgeo defined TradeTime types.
DEBASHIS DAS
Omgeo LLC.
1/20/2009
7518OmgeoTimeZoneIndicator
AS, AK, AE
Omgeo defined Timezone Indicator.
DEBASHIS DAS
Omgeo LLC.
1/20/2009
7519OmgeoNoWorkflowType
AD
Omgeo specific field which would specify the number of OmgeoTLWorkflowType.
DEBASHIS DAS
Omgeo LLC.
1/20/2009
7520OmgeoTLMessageFieldType
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
7521OmgeoTDMessageFieldType
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
7522OmgeoTLFieldName
AE
Omgeo CTM FIX Interface specific field. Denotes L1/L2 Field Name for a Block trade.
DEBASHIS DAS
Omgeo LLC.
7/31/2008
7523OmgeoTDFieldName
AE
Omgeo CTM FIX Interface specific field. Denotes L1/L2 Field Name for an Allocation/Confirmation trade.
DEBASHIS DAS
Omgeo LLC.
7/31/2008
7524OmgeoTLFieldMatchRuleDescription
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
7525OmgeoTDFieldMatchRuleDescription
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
7526OmgeoTLFieldLevelMatchRule
AE
Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule for a Block trade.
DEBASHIS DAS
Omgeo LLC.
7/31/2008
7527OmgeoTDFieldLevelMatchRule
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
7528BenchmarkCurveName
Name of benchmark curve - FIX 4.2
Wei Koek
TradeWeb
10/21/2009
7529OptionSettlType
[4.2] To describe TW derivative (option/future) settlement or delivery type: P = Physical C = Cash
Wei Koek
TradeWeb
10/21/2009
7530OriginatorType
All Order Types
Defines the type of order sender, i.e., Customer, Firm, Market Maker, etc.
Bill Harts
Harts and Company
6/21/2009
7531PricePctFixed
All Order Types
Defines whether the price specified is a fixed amount or a percentage of another security
Bill Harts
Harts and Company
6/21/2009
7532SettlementTime
All Option Order Types
A=AM Settlement P=PM Settlement
Bill Harts
Harts and Company
6/21/2009
7533ClientTier
R,S,D,8
This is used to identify which tier to map the quote request, or order to. Typical use would be for streaming prices to multiuser platforms.
John Gill
Standard Chartered Bank
8/20/2008
7534OptionStrategyType
Option Definitions
Complex option strategy type definitions, i.e., Call Spread, Straddle, Strangle, etc.
Bill Harts
Harts and Company
6/21/2009
7535LegRatio
Option Definitions
Ratio for an option leg
Bill Harts
Harts and Company
6/21/2009
7536RefHedgePriceType
Option Definitions
Attribute of RefHedgePrice field
Bill Harts
Harts and Company
6/21/2009
7537RefHedgePrice
Option Definitions
Reference or Hedge Price (see tag 7536)
Bill Harts
Harts and Company
6/21/2009
7538Delta
Option Definitions
-1.0 to +1.0
Bill Harts
Harts and Company
6/21/2009
7539IntentToCross
Option Definitions
N=False, Y=True
Bill Harts
Harts and Company
6/30/2009
7540StripLength
D, 8, AB, R, S, i, X, W
Indicates the Instrument is a strip of consecutive maturities. The MaturityDate or MaturityMonthYear field indicates the first maturity. E.g. a strip of 12 monthly options would have 7540=12.
Kent Vogel
Parity Energy, Inc.
6/5/2009
7541NoCompetitiveQuotesSven Stolz
360T
7/3/2009
7542360T reservedSven Stolz
360T
7/3/2009
7543360T reservedSven Stolz
360T
7/3/2009
7544360T reservedSven Stolz
360T
7/3/2009
7545360T reservedSven Stolz
360T
7/3/2009
7546360T reservedSven Stolz
360T
7/3/2009
7547360T reservedSven Stolz
360T
7/3/2009
7548360T reservedSven Stolz
360T
7/3/2009
7549360T reservedSven Stolz
360T
7/3/2009
7550BOATdelay
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
7551TradeReportVersion
Int
The version of a trade report

Cinnober Financial Technology AB
7552DelayToTime
UTCTimestamp
The time the trade report was/will be made public

Cinnober Financial Technology AB
7553OverrideDelay
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
7554TradeSeqNo
Int
Trade sequence number

Cinnober Financial Technology AB
7555TradeSeqNoSeries
Int
Trade sequence number series

Cinnober Financial Technology AB
7556TradeReportRefSystem
String
Reference to the Trade Report System of the previous version of the trade.

Cinnober Financial Technology AB
7557LiquidShare
Boolean
Indicates whether this instrument is a “liquid share” or not.

Cinnober Financial Technology AB
7558Sector
String
The ICB code for the sector that this share belongs to

Cinnober Financial Technology AB
7559BasisOfTrade
Int
1 = DMA 2 = Cash 3 = Proprietary 4 = Client interaction

Cinnober Financial Technology AB
7560SuspendReason
Char
E = End of day O = Other

Cinnober Financial Technology AB
7561SecondaryQuoteID
String
Contributor’s internal quote reference ID.

Cinnober Financial Technology AB
7562SecondaryTradeID
String
Contributor’s internal trade reference ID.

Cinnober Financial Technology AB
7563NoWarningReasons
Int
Number of warning reasons.

Cinnober Financial Technology AB
7564TradeReportWarningReason
Int
Trade report warning reasons

Cinnober Financial Technology AB
7565NoTradeSeqNoSeries
Int
Number of trade sequence number series.

Cinnober Financial Technology AB
7566TimezoneOffset
Int
Offset to the local time compared to UTC. E.g. -5 is Eastern time.

Cinnober Financial Technology AB
7567ReportedPxDiff
Boolean
Indicates if the price differs from the market price

Cinnober Financial Technology AB
7568ReportedPXReason
Char
Reason why price differs from market price: D = Market Condition N = Negotiated Trade A = Amended trade C = Cancelled Trade

Cinnober Financial Technology AB
7569RptSys
String
The system which has published the report.

Cinnober Financial Technology AB
7570RptTime
UTCTimestamp
The time the trade report will be published.

Cinnober Financial Technology AB
7571AVT
Int
The MiFID “average value of turnover” of the instrument.

Cinnober Financial Technology AB
7572AVTCurrency
Currency
The currency in which the AVT is expressed

Cinnober Financial Technology AB
7573ADT
Int
The MiFID “average daily turnover” of the instrument

Cinnober Financial Technology AB
7574ADTCurrency
Currency
The currency in which the ADT is expressed

Cinnober Financial Technology AB
7575SMS
Int
The MiFID “standard market size” of the instrument

Cinnober Financial Technology AB
7576SILiquidSharesReqID
String
The request ID in a SI Liquid Shares message.

Cinnober Financial Technology AB
7577SILiquidSharesStatus
Int
0 = accepted 1 = rejected

Cinnober Financial Technology AB
7578SILiquidSharesRejectReason
Int
Reason for reject

Cinnober Financial Technology AB
7579SuspendQuotingReqID
String
The request ID for suspend quoting.

Cinnober Financial Technology AB
7580SuspendQuotingStatus
Int
0 = Request accepted 1 = Request rejected

Cinnober Financial Technology AB
7581SuspendQuotingRejectReason
Int
Reason for reject

Cinnober Financial Technology AB
7582NoQuotableCurrencies
Int
Number of quotable currencies for an instrument.

Cinnober Financial Technology AB
7583QuotesClearedTime
UTCTimestamp
The timestamp when quotes where cleared in BOAT.

Cinnober Financial Technology AB
7584TradeReportSystem
String
The trade report system of a trade report.

Cinnober Financial Technology AB
7585TradeReportRefVersion
Int
The version of the previous trade report.

Cinnober Financial Technology AB
7586NoQuotableInstruments
Int
Number of quotable instruments.

Cinnober Financial Technology AB
7587ClientTrade
Boolean
Indicates if the trade is a Client Trade, i.e. eligible for delay.

Cinnober Financial Technology AB
7588QuotableInstrumentStatusReqID
String
ID of a Quotable Instrument Status request.

Cinnober Financial Technology AB
7589QuotableInstrStatusReqRejReason
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
7590ReceivedTime
UTCTimestamp
The timestamp when the trade was received by BOAT.

Cinnober Financial Technology AB
7591SecurityValidToTime
UTCTimestamp
The latest timestamp when the security is valid.

Cinnober Financial Technology AB
7592SecurityChangedTime
UTCTimestamp
Timestamp of Security Change.

Cinnober Financial Technology AB
7593SecurityValidFromTime
UTCTimestamp
The earliest timestamp when the security is valid.

Cinnober Financial Technology AB
7594LiquidityLevel
Int
The liquidity level of the instrument.

Cinnober Financial Technology AB
7595NoSharesIssued
Long
The number of shares issued.

Cinnober Financial Technology AB
7596PxQtyReviewed
Boolean
Indicates if the trade price and trade quantity have been reviewed.

Cinnober Financial Technology AB
7597QueriedTrade
Boolean
Indicates if the trade is queried, for example price or qty

Cinnober Financial Technology AB
7598SystemUTIRef
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
7599SystemUTI
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
7600WdnStrategyType
string
This is a required field!
Michael Mook
Weeden & Co. LP
7601WdnStrategyMode
string
Indicate value.
Michael Mook
Weeden & Co. LP
7602WdnStartTime
time
GMT, FIX standard format -- missing means start immediately.
Michael Mook
Weeden & Co.
7603WdnEndTime
time
GMT, FIX standard format -- missing means trade to market close.
Michael Mook
Weeden & Co.
7604WdnMOCFlag
string
Y or N -- missing means N.
Michael Mook
Weeden & Co. LP
7605WdnMaxParticipation
integer
missing is the same as zero.
Michael Mook
Weeden & Co. LP
7606WdnTargetParticipation
integer
this tag is ignored if value is missing or zero.
Michael Mook
Weeden & Co. LP
7607WdnStrategyParameter1
Michael Mook
Weeden & Co. LP
7608WdnStrategyParameter2Michael Mook
Weeden & Co. LP
7609WdnStrategyParameter3Michael Mook
Weeden & Co. LP
7610WdnStrategyParameter4Michael Mook
Weeden & Co. LP
7611WdnStrategyParameter5Michael Mook
Weeden & Co. LP
7612WdnStrategyParameter6Michael Mook
Weeden & Co. LP
7613WdnStrategyParameter7Michael Mook
Weeden & Co. LP
7614WdnStrategyParameter8Michael Mook
Weeden & Co.
7615WdnStrategyParameter9Michael Mook
Weeden & Co.
7616WdnStrategyParameter10Michael Mook
Weeden & Co.
7617WdnStrategyParameter11Michael Mook
Weeden & Co.
7618WdnStrategyParameter12Michael Mook
Weeden & Co.
7619WdnStrategyParameter13Michael Mook
Weeden & Co.
7620WdnStrategyParameter14Michael Mook
Weeden & Co.
7621WdnStrategyParameter15Michael Mook
Weeden & Co.
7622WdnStrategyParameter16Michael Mook
Weeden & Co.
7623WdnStrategyParameter17Michael Mook
Weeden & Co.
7624WdnStrategyParameter18Michael Mook
Weeden & Co.
7625WdnStrategyParameter19Michael Mook
Weeden & Co.
7626WdnStrategyParameter20Michael Mook
Weeden & Co.
7627WdnStrategyParameter21Michael Mook
Weeden & Co.
7628WdnStrategyParameter22Michael Mook
Weeden & Co.
7629WdnStrategyParameter23Michael Mook
Weeden & Co.
7630WdnStrategyParameter24Michael Mook
Weeden & Co.
7631WdnStrategyParameter25Michael Mook
Weeden & Co.
7632WdnStrategyParameter26Michael Mook
Weeden & Co.
7633WdnStrategyParameter27Michael Mook
Weeden & Co.
7634WdnStrategyParameter28Michael Mook
Weeden & Co.
7635WdnStrategyParameter29Michael Mook
Weeden & Co.
7636WdnStrategyParameter30Michael Mook
Weeden & Co.
7637WdnStrategyParameter31Michael Mook
Weeden & Co.
7638WdnStrategyParameter32Michael Mook
Weeden & Co.
7639WdnStrategyParameter33Michael Mook
Weeden & Co.
7640WdnStrategyParameter34Michael Mook
Weeden & Co.
7641WdnStrategyParameter35Michael Mook
Weeden & Co.
7642WdnStrategyParameter36Michael Mook
Weeden & Co.
7643WdnStrategyParameter37Michael Mook
Weeden & Co.
7644WdnStrategyParameter38Michael Mook
Weeden & Co.
7645WdnStrategyParameter39Michael Mook
Weeden & Co.
7646WdnStrategyParameter40Michael Mook
Weeden & Co.
7647WdnStrategyParameter41Michael Mook
Weeden & Co.
7648WdnStrategyParameter42Michael Mook
Weeden & Co.
7649WdnStrategyParameter43Michael Mook
Weeden & Co.
7650WdnStrategyParameter44Michael Mook
Weeden & Co.
7651WdnStrategyParameter45Michael Mook
Weeden & Co.
7652WdnStrategyParameter46Michael Mook
Weeden & Co.
7653WdnStrategyParameter47Michael Mook
Weeden & Co.
7654WdnStrategyParameter48Michael Mook
Weeden & Co.
7655WdnStrategyParameter49Michael Mook
Weeden & Co.
7656WdnStrategyParameter50Michael Mook
Weeden & Co.
7657WdnStrategyParameter51Michael Mook
Weeden & Co.
7658WdnStrategyParameter52Michael Mook
Weeden & Co.
7659WdnStrategyParameter53Michael Mook
Weeden & Co.
7660WdnStrategyParameter54Michael Mook
Weeden & Co.
7661Institutional ID
D,F,G,8,s
This field contains the institutional ID (length is 7 characters).
Gilles Bui
GL Trade
4/1/2008
7662Trader Group ID
D,F,G,8,s
This field contains the ID of the trader group.
Gilles Bui
GL Trade
4/1/2008
7663SettlAccType
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
7664Settlement 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
7665Member 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
7666Mandator ID
8
This field indicates the code of the mandator.
Gilles Bui
GL Trade
4/1/2008
7667Public 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
7668LastCounterpartExec
8
Indicates the counterpart of the last trade.
Gilles Bui
GL Trade
4/1/2008
7669MIFID 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
7670MIFID 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
7671User Dealer
D,F,G,8,P
This field indicates the User Dealer (set in GL OMS)
Gilles Bui
GL Trade
4/1/2008
7672User Sales
D,F,G,8,P
This field indicates the User Sales (set in GL OMS)
Gilles Bui
GL Trade
4/1/2008
7673OrigClientID
D,F,G,8,J,P
Original Client ID of the order before amendment of Client ID
Gilles Bui
GL Trade
4/1/2008
7674PrevOrdQty
D,F,G,8
Previous quantity of the order before amendment (used for GL OMS)
Gilles Bui
GL Trade
4/1/2008
7675PrevOrdPrice
D,F,G,8
Previous price of the order before amendment(used for GL OMS)
Gilles Bui
GL Trade
4/1/2008
7676FloorQtyDay
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
7677AllocExecID
J
Allocation ExecID used in Account Repeating Group (to link with Exec repeating Group)
Gilles Bui
GL Trade
4/1/2008
7678TotalRevCost
8,P
Used for GL SOM. Sum of all (MatchedQty*RevisedPrice)
Gilles Bui
GL Trade
4/1/2008
7679AvgRevPrice
8,P
Average Revised Price (Used for GL SOM)
Gilles Bui
GL Trade
4/1/2008
7680OTCInd
D,F,G,AB,AC,J,s
OTC (Off Exchange order) indicator. Used to set GL Class Order. Valid values: 0=On Exchange Order; 1= Off Exchange Order; 2=OTC Initial Trade Notification.
Gilles Bui
GL Trade
4/1/2008
7681TotalCostDay
8
Total cost of the day set by GL SOM for EDA orders.
Gilles Bui
GL Trade
6/6/2008
7682AvgPriceDay
8
Average Price of the day set by GL SOM (for EDA orders)
Gilles Bui
GL Trade
6/6/2008
7683CurrencyRate
D,F,G,s,8
This field indicates the rate between the currency used for the trade and the currency used by the counterpart
Gilles Bui
GL Trade
6/6/2008
7684ComplSettlement
D,F,G,s,8
Used to indicate a complementary information about the settlement
Gilles Bui
GL Trade
6/6/2008
7685ReminderInterval
D,F,G,8,s
Used for Jakarta Stock Exchange (required for Off-exchange)
Gilles Bui
GL Trade
6/6/2008
7686SuspensionInd
f
Suspension Indicator
Gilles Bui
GL Trade
6/6/2008
7687PercentageVar
f
Percentage Variation
Gilles Bui
GL Trade
6/6/2008
7688OTCSession
D,F,G,8,y
Indicates the period where the block can be traded.Valid values: 1=No; 1=Trading Hours; 2=After Hours; 3= Trading and After Hours.
Gilles Bui
GL Trade
6/6/2008
7689ThresholdExecQty
8
Indicates the maximum number contracts affected for an executed (used for XETRA best quote)
Gilles Bui
GL Trade
6/6/2008
7690LimitGap
D,F,G,8,s,AB,AC
Indicates the price delta relative to current market best price. Specific to XETRA market (best quote)
Gilles Bui
GL Trade
6/6/2008
7691ClientCapacity
D,F,G,8
Indicates the client capacity. Valid values: 1=Agent; 2=Principal; 3=Riksless principal; 4=Individual; 5=Member agent.
Gilles Bui
GL Trade
6/6/2008
7692SubClCodType
D,F,G,8
GL Sub Client Code Type (for clearing). Valid values: 1=Liquidity; 2=Specialist; 3=None; 4=Insider; 5=Shareholder.
Gilles Bui
GL Trade
6/6/2008
7693ClientAccID
D,F,G,8
GL client account ID (for clearing)
Gilles Bui
GL Trade
6/6/2008
7694SubAccount
D,F,G,8
Client sub-account (for clearing)
Gilles Bui
GL Trade
6/6/2008
7695CoverInd
D,F,G,8
GL Covered Indicator. Valid values: 1=Covered; 2=Uncovered.
Gilles Bui
GL Trade
6/6/2008
7696TrusteeID
D,F,G,8
Indicate a local reference ID.
Gilles Bui
GL Trade
6/6/2008
7697ShareGroupID
D,F,G,8
GL Share Group ID (for clearing)
Gilles Bui
GL Trade
6/6/2008
7698Netting
D,F,G,8
Indicates the condition used to group the orders. Valid values: 1=Amalgate same price; 2=Don't Amalgamate Against; 3=Amalgamate Manual average Price; 4=Amalgamate Automatic Average Price.
Gilles Bui
GL Trade
6/6/2008
7699NettingGroup
D,F,G,8
Only the orders with the same “Netting” letter will be amalgamated. This field allows differentiating all alphanumerical characters used.
Gilles Bui
GL Trade
6/6/2008
7700Book ID
D,F,G,8
Group of PorfolioID. Specific Kuwait Stock Exchange for back office.
Gilles Bui
GL Trade
6/6/2008
7701QuoteEntryDate
Date the quote was initiated by quote originator
Robert Allison
MarketAxess
7702QuoteEntryTime
Mass Quote
Time quote was entered by orginator
Robert Allison
MarketAxess
7703MarketSegment
Quote Request
The Market Segment allows the requester to set the Market Segment that will be sent in a Mass Quote Response
Robert Allison
MarketAxess
7704MIFID ClientCodeType
D,F,G,8,9,s
Defines the client type. Valid values: 1 Market Maker; 2 Eligible counterparty; 3 Investment Firms; 4 Retail.
Gilles Bui
GL Trade
9/30/2008
7705MIFIDTradeExchange
8,9,s
Contains the GL GLID of execution market
Gilles Bui
GL Trade
9/30/2008
7706OriginatorAcc
D,F,G,s,8
Indicates the member's own account to the end-client.
Gilles Bui
GL Trade
10/22/2008
7707NoDeposit
U1
Repeating Group Index for GL SPAN message
Gilles Bui
GL Trade
10/22/2008
7708UnderlyingRisk
U1
Risk level for the underlying symbol. (specific to GL SPAN message)
Gilles Bui
GL Trade
10/22/2008
7709MarginInit
U1
Initial deposit value (specific to GL SPAN message)
Gilles Bui
GL Trade
10/22/2008
7710TMX UDF
TSX Group
8/20/2008
7711TMX UDF
TSX Group
8/20/2008
7712TMX UDF
TSX Group
8/20/2008
7713TMX UDF
TSX Group
8/20/2008
7714TMX UDF
TSX Group
8/20/2008
7715TMX UDF
TSX Group
8/20/2008
7716TMX UDF
TSX Group
8/20/2008
7717TMX UDF
TSX Group
8/20/2008
7718TMX UDF
TSX Group
8/20/2008
7719TMX UDF
TSX Group
8/20/2008
7720TMX UDF
TSX Group
8/20/2008
7721TMX UDF
TSX Group
8/20/2008
7722TMX UDF
TSX Group
8/20/2008
7723TMX UDF
TSX Group
8/20/2008
7724TMX UDF
TSX Group
8/20/2008
7725TMX UDF
TSX Group
8/20/2008
7726TMX UDF
TSX Group
8/20/2008
7727TMX UDF
TSX Group
8/20/2008
7728TMX UDF
TSX Group
8/20/2008
7729TMX UDF
TSX Group
8/20/2008
7730TMX UDF
TSX Group
8/20/2008
7731TMX UDF
TSX Group
8/20/2008
7732TMX UDF
TSX Group
8/20/2008
7733TMX UDF
TSX Group
8/20/2008
7734TMX UDF
TSX Group
8/20/2008
7735TMX UDF
TSX Group
8/20/2008
7736TMX UDF
TSX Group
8/20/2008
7737TMX UDF
TSX Group
8/20/2008
7738TMX UDF
TSX Group
8/20/2008
7739TMX UDF
TSX Group
8/20/2008
7740CrossFlag
D, G, 8
Boolean Indicates whether or not the cross is allowed. Valid values: Y = OK to cross N = No cross (cross is forbidden)
Sebastien Mournetas
Credit Agricole Cheuvreux
7/3/2008
7741LegContraQty
8
Contra amount of the leg
Claire Williams
Bank of America
9/1/2008
7742OriginatorAccFinal
D,8
Indicates the account of the person who initiates the order.
Gilles Bui
GL Trade
6/11/2009
7743ClientIdSOM
D,F,G,s,8,9
Indicates the UserId set in GLSOM to identify the FIX Client.
Gilles Bui
GL Trade
6/11/2009
7744WorkChildMinQty
D,G,AB,8
Defines the quantity below which the price modification will be triggered. Specific to algos %Volume and WithATick when running with GL Tactics.
Gilles Bui
GL Trade
6/11/2009
7745TriggerDateTime
D,G,AB,8
Defines the date and time at which the order must be sent to the exchange. Specific to tactic Unreleased when running with GL Tactics.
Gilles Bui
GL Trade
6/11/2009
7746WorkMaxLimitPrice
A,G,AB,8
Defines the Work Maximum Limit Price (specific to algos PEG + Linked Peg for GL Tactics)
Gilles Bui
GL Trade
6/11/2009
7747WorkPrice
D,G,AB,8
Defines the Work Price (specific to algo Linked Peg for GL Tactics)
Gilles Bui
GL Trade
6/11/2009
7748WorkEndDate
D,G,AB,8
Defines the date and time of the last wave. Specific to algo TWAP(native) when running with GL Tactics.
Gilles Bui
GL Trade
6/11/2009
7749WorkRefVolume
8
Used with GL algo %Volume, this field indicates the volume at the beginning.
Gilles Bui
GL Trade
6/11/2009
7750BookingTypeCustom
Order
Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD) or similar. Valid values: 0 = Regular booking (DVP) 1 = CFD 2 = Swap 3 = Give Up 4 = Combined communication
Andrew Bowley
Lehman Brothers
7751SyntheticQtyType
0=Percentage 1=Quantity
Andrew Bowley
Lehman Brothers
7752NoSynthetics
Number of SyntheticType, SyntheticQty, and SyntheticBroker entries
Andrew Bowley
Lehman Brothers
7753SyntheticType
0=CFD 1=Swap 2=Give Up
Andrew Bowley
Lehman Brothers
7754SyntheticQty
A percentage or quantity of the order's quantity, as defined by SyntheticQtyType, that represents the associated SyntheticType
Andrew Bowley
Lehman Brothers
7755SyntheticBroker
Value representing the broker
Andrew Bowley
Lehman Brothers
7756WorkSymbol
D,G,AB,8
Contains the symbol used to trigger the order (specific Linked Peg for GL Tactics)
Gilles Bui
GL Trade
6/11/2009
7757WorkIDSource
D,G,AB,8
Contains the ID Source used to trigger the order (specific Linked Peg for GL Tactics)
Gilles Bui
GL Trade
6/11/2009
7758WorkSecurityIDSource
D,G,AB,8
Contains the Security ID Source used to trigger the order (specific Linked Peg for GL Tactics)
Gilles Bui
GL Trade
6/11/2009
7759RevisedFinal
8
Remaining payment due on any contract (specific to KMEFIC)
Gilles Bui
GL Trade
6/11/2009
7760Auction limit price
All
Limit price in % value terms
Natasha Bonner-Fomes
Lehman Brothers UK
7761QuoteRank
Execution Report
Added to the custom repeating group "NoDealers" (9690) for dealer responses assigning a numeric rank to a dealer quote.
Pomeli Ghosh
MarketAxess
12/8/2008
7762Exclude
New Order(Single,multi-leg,list)
A boolean flag to indicate exclusion within a repeating block. Example: Used in NoDealers custom block (9690) to indicate exclusion of a particular DealerID (9691) from an order. Value: 1/0
Pomeli Ghosh
MarketAxess
12/4/2008
7763RequestIn
Long
The time when application received request
Igor Tkachev
Deutsche Bank
3/31/2009
7764RequestOut
Long
The time when application sent request
Igor Tkachev
Deutsche Bank
3/31/2009
7765ResponseIn
Long
The time when application received response
Igor Tkachev
Deutsche Bank
3/31/2009
7766ResponseOut
Long
The time when application sent response
Igor Tkachev
Deutsche Bank
3/31/2009
7767IsRelative
String
It points that OrderQty is relative value (LeavesQty = LeavesQty - OrderQty).

Deutsche Bank
4/1/2009
7768OptionTradeType
TW Derivative Trade Type (Option/Future) 1 = Listed 2 = Flex 3 = Bilateral
Wei Koek
TradeWeb
10/21/2009
7769DeltaTransfer
Option Delta Transfer 1 = Delta Work 2 = Delta Exchange 3 = Risk
Wei Koek
TradeWeb
10/21/2009
7770LockedQty
8
Locked quantity

BATS Trading
8/3/2009
7771RouteOddToSlowExchange
D
Y = Route Odd Lot to slow* exchange N = Do no route Odd Lot to slow* exchange *some exhchanges incur extra delay for odd-lot processing or do not process odd lot IOCs
Paul Rose
BATS Trading
9/28/2009
7772CentralCounterParty
The Central Counterparty.
Martyn Thomas
BATS Trading
9/30/2009
7773OtherLegSecurityID
8,s
The AMR for the other component leg of an Asset Allocation or a Prof Trade / or / ISIN code for the underlying cash leg that is part of a Basis or Against Actuals trade
Marc Abend
NYSE Euronext
10/2/2009
7774OtherLegReferenceNo
8,s
For basis trades only. Free text field that provides a identifying reference for the cash leg
Marc Abend
NYSE Euronext
10/2/2009
7775OtherLegLastPx
8,s
For Basis and Against Actual trades only. Underlying cash leg price
Marc Abend
NYSE Euronext
10/2/2009
7776Volga
Quote
The Volga of an Option
Alexey Erekhinsky
Deutsche Bank
5/28/2008
7777LastMktBloomberg
ioi
Bloomberg recognized exchange code. This is a 2 character, alpha code.
Don Scheurer
BLOOMBERG LP.
7778SecurityExchangeBloomberg
new order single & ioi
Bloomberg recognized exchange code. 2 character alpha code.
Don Scheurer
BLOOMBERG LP.
7779Route to session
All
Used for fix-to-fix processing. No internal updates along the way. Strictly endpoint processing. Used to bypass local database updates.
Don Scheurer
Bloomberg
7780ReservedPaulo Lai
Object Trading
7/29/2008
7781ReservedPaulo Lai
Object Trading
7/29/2008
7782ReservedPaulo Lai
Object Trading
7/29/2008
7783ReservedPaulo Lai
Object Trading
7/29/2008
7784ReservedPaulo Lai
Object Trading
7/29/2008
7785ReservedPaulo Lai
Object Trading
7/29/2008
7786ReservedPaulo Lai
Object Trading
7/29/2008
7787ReservedPaulo Lai
Object Trading
7/29/2008
7788ReservedPaulo Lai
Object Trading
7/29/2008
7789ReservedPaulo Lai
Object Trading
7/29/2008
7790ReservedPaulo Lai
Object Trading
7/29/2008
7791ReservedPaulo Lai
Object Trading
7/29/2008
7792ReservedPaulo Lai
Object Trading
7/29/2008
7793ReservedPaulo Lai
Object Trading
7/29/2008
7794ReservedPaulo Lai
Object Trading
7/29/2008
7795ReservedPaulo Lai
Object Trading
7/29/2008
7796ReservedPaulo Lai
Object Trading
7/29/2008
7797Reserved
.
Paulo Lai
Object Trading
7/29/2008
7798ReservedPaulo Lai
Object Trading
7/29/2008
7799ReservedPaulo Lai
Object Trading
7/29/2008
7800Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7801SourceApplication
D, G, 8
Identifies Portfolio Trading flow (String)
Daniel Yu
JP Morgan
7802GroupName
D, G, 8
Group Identifier for Parent/Child orders(String)
Daniel Yu
JP Morgan
7803Strategy
D, G, 8
Indicates whether a strategy should be applied to a Program (String)
Daniel Yu
JP Morgan
7804Algo reserved
Algo reserved - APAC Product
Billy Zhao
Deutsche Bank
7805Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7806Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7807Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7808Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7809Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7810Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7811Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7812Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7813Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7814Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7815Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7816Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7817Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7818Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7819Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7820Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7821Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7822Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7823Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7824Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7825Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7826Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7827Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7828Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7829Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7830Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7831Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7832Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7833Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7834Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7835Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7836Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7837Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7838Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7839Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7840Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7841Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7842Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7843Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7844Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7845Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7846Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7847Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7848Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7849Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7850Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7851Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7852Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7853Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7854Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7855Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7856Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7857Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7858Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7859Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7860Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7861Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7862Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7863Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7864Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7865Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7866Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7867Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7868Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7869Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7870Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7871Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7872Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7873Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7874Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7875Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7876Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7877Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7878Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7879Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7880Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7881Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7882Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7883Algo reserved
Algo reserved - Would Criteria
Billy Zhao
Deutsche Bank
7884Algo reserved
Algo reserved - Perf Variation
Billy Zhao
Deutsche Bank
7885Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7886Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7887Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7888Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7889Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7890Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7891Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7892Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7893Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7894Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7895Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7896Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7897Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7898Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7899Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7900Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7901Algo reserved
Algo reserved - SOR
Billy Zhao
Deutsche Bank
7902Algo reserved
Algo reserved - SOR
Billy Zhao
Deutsche Bank
7903Algo reserved
Algo reserved - SOR
Billy Zhao
Deutsche Bank
7904Algo reserved
Algo reserved - SOR
Billy Zhao
Deutsche Bank
7905Algo reserved
Algo reserved
Billy Zhao
Deutsche Bank
7906CombinedOrdType
D,G,i
1 - Normal Order (controlled against NBBO) 2 - No NBBO controls 3 - No OLA routing
Jim Haworth
CMC
7907MarketPhase
D
Directing order to various market phases
daryll petrie
primeo
8/22/2008
7908MarketPhase
D
Directing order to various market phases
daryll petrie
primeo
8/26/2008
7909MarketPhase
D
Directing order to various market phases
daryll petrie
primeo
8/26/2008
7910DayCountFraction
8, J
Describes the method used for calculating accrued interest for a bond. A free text field, example values are: 1/1, 30/360, 30E/360, ACT/360, ACT/365.FIXED, ACT/ACT.AFB, ACT/ACT.ISDA, ACT/ACT.ISMA
George Macdonald
Macdonald Associates
7911LegTenorValue
R, AG
Tenor of a multi-leg trade
Claire Williams
Bank of America
7912LegBidSize
R, AG
Quoted amount of a multi-leg deal (repeating group)
Claire Williams
Bank of America
7913LegOfferSize
R, AG
Offer size of a multi-leg trade (repeating group)
Claire Williams
Bank of America
7914LegBidSpotRate
R, AG
Spot Rate bid for a multi-leg deal (repeating group)
Claire Williams
Bank of America
7915LegOfferSpotRate
R, AG
Spot Rate ask for a multi-leg trade (part of repeating group)
Claire Williams
Bank of America
7916LegUSDEquiv
8
USD Equivalent of the dealt currency (multi-leg)
Claire Williams
Bank of America
7917 LegHomeCcyQty
8
Client's home currency equivalent of the dealt currency (multi-leg)
Claire Williams
Bank of America
7918LegHomeCcyRate
8
Client's home currency rate against the dealt currency (Multi-leg)
Claire Williams
Bank of America
7919LegAvgPx
8
average all-in rate of a multi-leg trade
Claire Williams
Bank of America
7920ConvertedPriceIndicator
Char
Indicates whether the price and currency entered on the trade is the price and currency in which the transaction was dealt. Valid values 'Y', 'N' & ' '
Andrew Broughton
7921BargainCondition
String
Bargain condition of an order (GL).
James Talbot
7922BestExecutionUniverse
Int
List of Markets, Alternative Venues,DarkpooL, Internal systems (matching engine for OTC, Systematic Internalisator,...)

BNPPARIBAS EQ&D
7923ExchangeListCode
Indicate the code (number or name) of the list of exchanges authorized. This is created to allow to route orders when no destination is specified ( tag 100 or 207 empty, ...). This can be used to specify External Brokers (another region, another hub) , specify a list of limited exchanges for the client , ....

BNPPARIBAS EQ&D
7924DeltaAheadThresholdQty Eugen Sarbu
Lehman Brothers
5/6/2008
7925DeltaAheadThresholdValueEugen Sarbu
Lehman Brothers
5/6/2008
7926WorkingDeltaEugen Sarbu
Lehman Brothers
5/6/2008
7927AggressivePost
D,G
Boolean

Barclays Capital
11/5/2008
7928SelfTradePreventFlag
D, G
Use of this field will indicate that you do not wish to trade against yourself on the NYSE Arca Equities exchange. Will be available late 2nd Qtr./Early 3rd Qtr. 2009.
Marc Abend
NYSE Euronext
8/12/2008
7929CAPStrategyIndicatorMarc Abend
NYSE Euronext
8/12/2008
7930ServiceID
Mantara
7931VenueID
Venue of Target or Execution

Mantara
7932RouteToID
Destination when Routing Away

Mantara
7933BrokerID
Broker to Sponsor order

Mantara
7934FirmID
Mantara
7935DisplayInst
Mantara
7936UserID
Mantara
7937UserName
Mantara
7938BlotterID
Mantara
7939BlotterName
Mantara
7940StrategyID
Mantara
7941VenueStrategy
Mantara
7942CrossFirst
Mantara
7943CrossAfter
Mantara
7944RouteFirst
Mantara
7945TakeShown
Mantara
7946TakeWhenShown
Mantara
7947CanReprice
Mantara
7948PostOnly
Mantara
7949PostAwayTag
Mantara
7950RouteOut
Mantara
7951DialectID
Mantara
7952TradingDeskID
Mantara
7953RegionID
Mantara
7954MaxQtyPerLevel
Mantara
7955MaxPctRate
Mantara
7956MinPctRate
Mantara
7957Aggression
Mantara
7958ChildAggression
Mantara
7959AheadAllowed
Mantara
7960BehindAllowed
Mantara
7961Interval
Mantara
7962Alpha
Mantara
7963Lambda
Mantara
7964Beta
Mantara
7965Gamma
Mantara
7966Delta
Mantara
7967Theta
Mantara
7968Vega
Mantara
7969Omega
Mantara
7970Rho
Mantara
7971MinBlockSize
Mantara
7972MinBlockBasis
Mantara
7973CompleteOrder
Mantara
7974PreOpen
Mantara
7975OnOpenCross
Mantara
7976OnCloseCross
Mantara
7977OnCrossBasis
Mantara
7978DoNotCross
Mantara
7979ToBeRenameRx
Mantara
7980ToBeRenameTrigger
Mantara
7981CorpBuyback
Mantara
7982AdverseMoveAmt
Mantara
7983AdverseMoveRate
Mantara
7984FavorMoveAmt
Mantara
7985FavorMoveRate
Mantara
7986LegLimit
Mantara
7987LegRatio
Mantara
7988LegCash
Mantara
7989LeadingLeg
Mantara
7990PriceMultiplier
Mantara
7991PriceIntercept
Mantara
7992CashTolerance
Mantara
7993LongLimit
Mantara
7994ShortLimit
Mantara
7995Mantara1
Mantara
7996Mantara2
Mantara
7997Mantara3
Mantara
7998Mantara4
Mantara
7999Mantara5
Mantara