At this time the available tag numbers in the user defined range of 5000 to 9999 have all been allocated. In December 2009 the Global Technical Committee Governance Board approved the use of tag numbers in the 20000 to 39999 range for use as user defined tags to be used bilaterally between parties. These tags do not need to be registered. The GTC Governance Board is working on a long term solution.
User fields in the range 8500-8999 are currently reserved for work-in-progress in China.
| Tag | Field / FIX MsgTypes / Description | Created by |
|---|
|
| 7000 | Internalize
D, G, 8
Flag denoting whether to Internalize the order (Y) or not (N). Tag not being present is assumed to be Internalize = N. |
Millennium Information Technolog
7/9/2008 |
| 7001 | SettlLocation
J
Country or Depository in which the security will be settled.
valid values:
BRC = Broker Custody
CED = CEDEL
DTC = DTCC
EUR = Euroclear
FED = Federal Reserve Bank of NY
FNB = First Nat'l. Bank of Chicago
PTC = Participant's Trust Company
US = US Physical | Lisa Linton
The Depository Trust Company |
| 7002 | AgentIDNumber
J
Identification number for the Agent. | Lisa Linton
The Depository Trust Company |
| 7003 | AgentInternalAcct
J
The Agent's internal account number. | Lisa Linton
The Depository Trust Company |
| 7004 | StepOutReasonCode1
J
The reason an institution is stepping out of an allocation.
valid values:
000 = unspecified
001 = research
002 = client directed
003 = client recapture
004 = liquidation
005 = soft dollar
006 = client soft dollar
007 = contracted services
008 = minority firm
009 = custodial expenses | Lisa Linton
The Depository Trust Company |
| 7005 | StepOutReasonCode2
J
The reason an institution is stepping out of an allocation.
valid values:
000 = unspecified
001 = research
002 = client directed
003 = client recapture
004 = liquidation
005 = soft dollar
006 = client soft dollar
007 = contracted services
008 = minority firm
009 = custodial expenses | Lisa Linton
The Depository Trust Company |
| 7006 | StepOutReasonCode3
J
The reason an institution is stepping out of an allocation.
valid values:
000 = unspecified
001 = research
002 = client directed
003 = client recapture
004 = liquidation
005 = soft dollar
006 = client soft dollar
007 = contracted services
008 = minority firm
009 = custodial expenses | Lisa Linton
The Depository Trust Company |
| 7007 | StepOutText
J
Free-form text reason an institution is stepping out of an allocation. | Lisa Linton
The Depository Trust Company |
| 7008 | CxlAfterMatching
J
This indicator is used if the institution has attempted to cancel an allocation after at least one of the sub-accounts has matched to a confirmation. | Lisa Linton
The Depository Trust Company |
| 7009 | MatchedIndicator
J
Indicates whether the allocation has matched the trade input.
valid values:
0 = not destined for matching
1 = destined for matching
2 = allocation has matched
3 = unmatched allocation | Lisa Linton
The Depository Trust Company |
| 7010 | StepInClearingBkrID
J
The entity who will receive or deliver on behalf of the Step-in broker-dealer. | Lisa Linton
The Depository Trust Company |
| 7011 | StepInClearingAcct
J
The step-in broker's account number at the step-in clearing broker. | Lisa Linton
The Depository Trust Company |
| 7012 | ExecClearingBkrID
J
The entity who will receive or deliver on behalf of the executing broker. | Lisa Linton
The Depository Trust Company |
| 7013 | ExecClearingBkrAcct
J
The executing broker's account number at the clearing broker. | Lisa Linton
The Depository Trust Company |
| 7014 | RecipientRole
J
The recipient's role in the allocation.
valid values:
03 = executing broker-dealer
08 = executing broker-dealer's clearing broker
21 = submitting institution
23 = executing broker-dealer's branch
25 = step-in broker-dealer
27 = step-in broker-dealer's branch
31 = step-in broker-dealer's clearing broker | Lisa Linton
The Depository Trust Company |
| 7015 | FidStrategyParameter |
fidessa
9/26/2008 |
| 7016 | FidStrategyParameter |
fidessa
9/26/2008 |
| 7017 | VolumeIndicator
X
Type of volume reported |
CME Group
3/26/2009 |
| 7018 | SecuritySubType
D
Same usage as [4.4] SecuritySubType (762) for [4.2] | Wei Seong Koek
TradeWeb LLC
6/29/2009 |
| 7019 | DealerTradeID
D
Deposit CDs: Dealer's reference to the trade being rolled or closed. | Wei Seong Koek
TradeWeb LLC
6/29/2009 |
| 7020 | ClearingMember
D
4.2: Clearing member identifier. | Wei Seong Koek
TradeWeb LLC
6/29/2009 |
| 7021 | LegClearingMember
4.2: Clearing member identifier for a multi-leg trade. | Wei Seong Koek
TradeWeb LLC
6/29/2009 |
| 7022 | AllocClearingMember
4.2: Clearing member identifier in an allocation. | Wei Seong Koek
TradeWeb LLC
6/29/2009 |
| 7023 | LegAllocClearingMember
4.2: Clearing member identifier in an allocation of multileg trade. | Wei Seong Koek
TradeWeb LLC
6/29/2009 |
| 7024 | TradeEvent
8
Supplemental information about a derivative trade. | Wei Seong Koek
TradeWeb LLC
6/29/2009 |
| 7025 | EnhancedCxlRe
A
To enable enhanced Cancel Replace behavior for CBOE. Possible values
0 = OFF
1 = ON
| Arun Ramachandran
Chicago Board Options Exchange |
| 7026 | EndWorkUp
Execution Report
Indicates that workup has ended. |
ICAP
2/20/2009 |
| 7027 | NoVolRules
Security List and Definition
Number of volume rules in repeating group. |
ICAP
2/20/2009 |
| 7028 | VolRuleType
Security List and Definition
Volume rule type. Valid values are "NORMAL" and "NIM". |
ICAP
2/20/2009 |
| 7029 | IsLastTrade
Trade Capture Report
The last trade you'll ever receive (for your last request anyway). |
ICAP
2/10/2009 |
| 7030 | FIX reserved | David Lam
Standard Chartered Bank
9/14/2009 |
| 7031 | FIX reserved | David Lam
Standard Chartered Bank
9/14/2009 |
| 7032 | FIX reserved | David Lam
Standard Chartered Bank
9/14/2009 |
| 7033 | FIX reserved | David Lam
Standard Chartered Bank
9/14/2009 |
| 7034 | FIX reserved | David Lam
Standard Chartered Bank
9/14/2009 |
| 7035 | FIX reserved | David Lam
Standard Chartered Bank
9/14/2009 |
| 7036 | FIX reserved | David Lam
Standard Chartered Bank
9/14/2009 |
| 7037 | FIX reserved | David Lam
Standard Chartered Bank
9/14/2009 |
| 7038 | FIX reserved | David Lam
Standard Chartered Bank
9/14/2009 |
| 7039 | FIX reserved | David Lam
Standard Chartered Bank
9/14/2009 |
| 7040 | FIX reserved | David Lam
Standard Chartered Bank
9/14/2009 |
| 7041 | FIX reserved | David Lam
Standard Chartered Bank
9/14/2009 |
| 7042 | FIX reserved | David Lam
Standard Chartered Bank
9/14/2009 |
| 7043 | FIX reserved | David Lam
Standard Chartered Bank
9/14/2009 |
| 7044 | FIX reserved | David Lam
Standard Chartered Bank
9/14/2009 |
| 7045 | FIX reserved | David Lam
Standard Chartered Bank
9/14/2009 |
| 7046 | TimeSpanStartTime | David Lam
Standard Chartered Bank
9/14/2009 |
| 7047 | AllocPositionEffect
AE,J
Added this to include Position Effect for each of the Allocations in repeating TradeAllocGroup | Venkat rao
CHICAGO BOARD OPTIONS EXCHANGE
8/13/2008 |
| 7048 | Customer Id
AE,J
This field is used to represent customer id for CBOE client identification purpose. | Indravadan Merai
CBOE
8/26/2008 |
| 7049 | TriggerList
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 |
| 7050 | WorkList
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 |
| 7051 | WorkReferencePrice
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 |
| 7052 | WorkDoNotExceedReference
D,F,G,8,s
Used for GL Tactics. Valid value: 1=Market Limit. | Gilles Bui
GL Trade
9/8/2008 |
| 7053 | WorkGapPrice
D,F,G,8,s
Used for GL Tactics. | Gilles Bui
GL Trade
9/8/2008 |
| 7054 | WorkPriceGapType
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 |
| 7055 | WorkDelay
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 |
| 7056 | WorkSentQty
8
Indicates the quantity already sent in case of %Volume and TWAP algos. Specific for GL Tactics. | Gilles Bui
GL Trade
9/8/2008 |
| 7057 | WorkNbSentWaves
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 |
| 7058 | ClearingClCodType
D,F,G,8
GL clearing client code type. Valid values: 1=Client; 5=House.
| Gilles Bui
GL Trade
9/8/2008 |
| 7059 | ClearingDest
D,F,G,8
GL Clearing destination. | Gilles Bui
GL Trade
9/8/2008 |
| 7060 | MidPointFlag
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 |
| 7061 | ClearingOrderID
8
Indicates the reference of the clearing message.
This reference is given by the exchange
| Gilles Bui
GL Trade
9/8/2008 |
| 7062 | ContraCreationDate
8
Creation Date of a forward contra creation, mandatory for offset order. | Gilles Bui
GL Trade
9/8/2008 |
| 7063 | ContraCreationRef
8
Reference for a forward contra creation, mandatory for offset order. | Gilles Bui
GL Trade
9/8/2008 |
| 7064 | PreAllocPct
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 |
| 7065 | Quoting Duration
R
Quoting Duration is a user defined integer field for users to specify the type of quoting or quote streaming desired from the price making system. Valid Values:
0 = One-shot Quoting (RFQ) (A maximum of only one Quote is allowed per Quote Request. If the price maker withdraws a quoted price, the Quote Request associated with that transaction will be terminated. Price taker decision to accept or reject the quote will also terminate the process)
>0 = Auction Period Streaming (The price maker can quote as often as it likes within a specified time period. Each new quote intended to replace the previous. In this case, price maker withdrawals of a previous quoted price will not terminate the Quote Request process. Only an explicit request to abort the Quote Request by the price maker will terminate the process. Price taker decision to accept or reject the quote will also terminate the process.)
. -1 = Stream Till Done (Similar to Auction Period Streaming model with the exception that there is no pre-defined auction period. Price taker decision to accept or reject the quote will also terminate the process)
-2 = Stream Till Cancelled (Similar to the Stream Till Done model with the exception that when the price taker accepts a given quote it does not result in the termination of the quoting process. Quoting continues indefinitely until one of the parties explicitly cancels the Quote Request transaction). | Matthew Whitaker
Velocity Systems International |
| 7066 | Reserved
* | Sheetal Chainraj
Bloomberg L.P
11/19/2008 |
| 7067 | Reserved
* | Sheetal Chainraj
Bloomberg L.P
11/19/2008 |
| 7068 | Reserved
* | Sheetal Chainraj
Bloomberg L.P
11/19/2008 |
| 7069 | Reserved
* | Sheetal Chainraj
Bloomberg L.P
11/19/2008 |
| 7070 | RefSpotDate
R
Defines the spot date in the Financial Calendar of the requesting party. Used to verify that both sides define an identical spot date. | Sven Stolz
360T
2/20/2008 |
| 7071 | ProductType
R, S, AG, Z, D, 8
Defines 360T specific product type. | Sven Stolz
360T
9/30/2008 |
| 7072 | DayCount
R,D
Defines day count convention for Money Market requests | Sven Stolz
360T
9/30/2008 |
| 7073 | Fiduciary
R, D
Flag indicating whether a deposit request is intended to be a fiduciary investment | Sven Stolz
360T
9/30/2008 |
| 7074 | IsInCompetition
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 |
| 7075 | 360T reserved | Sven Stolz
360T
9/30/2008 |
| 7076 | 360T reserved | Sven Stolz
360T
9/30/2008 |
| 7077 | 360T reserved | Sven Stolz
360T
9/30/2008 |
| 7078 | 360T reserved | Sven Stolz
360T
9/30/2008 |
| 7079 | 360T reserved | Sven Stolz
360T
9/30/2008 |
| 7080 | PrevDeskOrderID
D, 8
Field to map an order to the order version at a previous internal desk. | Daniel Pense
Raptor Trading Systems
6/4/2008 |
| 7081 | OrderContainerID
D, 8
Field to tie version of orders at various desks together. | Daniel Pense
Raptor Trading Systems
6/4/2008 |
| 7082 | LastSale
D, 8
Field to show the previous sale. | Daniel Pense
Raptor Trading Systems
6/4/2008 |
| 7083 | SrcOfExecution
D, 8
To identify an execution’s system source. | Daniel Pense
Raptor Trading Systems
6/4/2008 |
| 7084 | SUFICapacity
D, 8
To identify a capacity. | Daniel Pense
Raptor Trading Systems
6/4/2008 |
| 7085 | TraderName
D, 8
To identify a system login. | Daniel Pense
Raptor Trading Systems
6/4/2008 |
| 7086 | RoundLotInstrument
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 |
| 7087 | OddLotInstrument
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 |
| 7088 | NetPresentValue
8
Net present value of derivative contract. | Wei Koek
TradeWeb
10/21/2009 |
| 7089 | Price1
D, G, 8
Price Tier 1 | Ronen Goldstein
RBC Capital Markets
8/1/2008 |
| 7090 | Price2
D, G, 8
Price Tier 2 | Ronen Goldstein
RBC Capital Markets
8/1/2008 |
| 7091 | Price3
D, G, 8
Price Tier 3 | Ronen Goldstein
RBC Capital Markets
8/1/2008 |
| 7092 | Price4
D, G, 8
Price Tier 4 | Ronen Goldstein
RBC Capital Markets
8/1/2008 |
| 7093 | Price5
D, G, 8
Price Tier 5 | Ronen Goldstein
RBC Capital Markets
8/1/2008 |
| 7094 | ParticipationRate1
D, G, 8
Participation Rate 1 | Ronen Goldstein
RBC Capital Markets
8/1/2008 |
| 7095 | ParticipationRate2
D, G, 8
Participation Rate 2 | Ronen Goldstein
RBC Capital Markets
8/1/2008 |
| 7096 | ParticipationRate3
D, G, 8
Participation Rate 3 | Ronen Goldstein
RBC Capital Markets
8/1/2008 |
| 7097 | ParticipationRate4
D, G, 8
Participation Rate 4 | Ronen Goldstein
RBC Capital Markets
8/1/2008 |
| 7098 | ParticipationRate5
D, G, 8
Participation Rate 5 | Ronen Goldstein
RBC Capital Markets
8/1/2008 |
| 7099 | ParticipationRate6
D, G, 8
Participation Rate 6 | Ronen Goldstein
RBC Capital Markets
8/1/2008 |
| 7100 | TW Equities Reserved | Wei Koek
TradeWeb
10/21/2009 |
| 7101 | AllocationAcct
P
The internal account number used by the Institution to identify the client
data type: char | Lisa Linton
The Depository Trust Company |
| 7102 | DTCCMatchedIndicator
P
Indicates the matching status of the trade.
Valid Values: 0 = Not intended for matching, 1 = Intended for matching ut unmatched, 2 = Trade has matched Institution Instructions (Allocation)
| Lisa Linton
The Depository Trust Company |
| 7103 | ConfirmType
P
Indicates the type of confirmation transaction.
Valid Values: 1 = New Confirmation, 3 = Cancellation, 4 = Resubmission, 6 = Affirm/Confirm reversal
| Lisa Linton
The Depository Trust Company |
| 7104 | ConfirmCancCorr
P
Indicates whether an Advice of Correction/Cancellation has been received from the Institution.
Valid Values: Y = Yes, N = No | Lisa Linton
The Depository Trust Company |
| 7105 | CancAftAck
P
Indicates that an attempt to cancel a trade was made after an affirmation has been received.
Value Values: Y = Yes, N = No | Lisa Linton
The Depository Trust Company |
| 7106 | DisaffirmInd
P
Indicates whether the trade was disaffirmed by the prime broker.
Valid values: Y = Yes, N= No
| Lisa Linton
The Depository Trust Company |
| 7107 | MatchingVariance
P
The difference between the net amount of the trade and the net amount of the matching allocation.
data type: float | Lisa Linton
The Depository Trust Company |
| 7108 | VarianceDirection
P
The direction of the Matching Variance.
Valid Values: I = Allocation net amount is greater than Trade Input, B = Broker Trade Input net amount is greater than Institution net amount, E = Institution net amount equals broker net amount, or confirm not intended for matching | Lisa Linton
The Depository Trust Company |
| 7109 | AffirmationIndicator
P
Indicates the role of the party affirming the trade.
Valid Values: 0 = Trade not yet affirmed (in confirmation stage), 1 = trade affirmed by Agent, 2 = trade affirmed by Institution, 3 = affirming party not specified (trade affirmed by Agent as determined by DTCC), 4 = affirming party not specified (trade affirmed by Institution as determined by DTCC), 5 = trade affirmed by customer or interested party | Lisa Linton
The Depository Trust Company |
| 7110 | FidStrategyParameter | Graham Pearce
royalblue |
| 7111 | FidStrategyParameter | Graham Pearce
royalblue |
| 7112 | FidStrategyParameter | Graham Pearce
royalblue |
| 7113 | FidStrategyParameter | Graham Pearce
royalblue |
| 7114 | FidStrategyParameter | Graham Pearce
royalblue |
| 7115 | FidStrategyParameter | Graham Pearce
royalblue |
| 7116 | FidStrategyParameter | Graham Pearce
royalblue |
| 7117 | FidStrategyParameter | Graham Pearce
royalblue |
| 7118 | FidStrategyParameter | Graham Pearce
royalblue |
| 7119 | FidStrategyParameter | Graham Pearce
royalblue |
| 7120 | FidStrategyParameter | Graham Pearce
royalblue |
| 7121 | FidStrategyParameter | Graham Pearce
royalblue |
| 7122 | FidStrategyParameter | Graham Pearce
royalblue |
| 7123 | FidStrategyParameter | Graham Pearce
royalblue |
| 7124 | FidStrategyParameter | Graham Pearce
royalblue |
| 7125 | FidStrategyParameter | Graham Pearce
royalblue |
| 7126 | FidStrategyParameter | Graham Pearce
royalblue |
| 7127 | FidStrategyParameter | Graham Pearce
royalblue |
| 7128 | FidStrategyParameter | Graham Pearce
royalblue |
| 7129 | FidStrategyParameter | Graham Pearce
royalblue |
| 7130 | FidStrategyParameter | Graham Pearce
royalblue |
| 7131 | FidStrategyParameter | Graham Pearce
royalblue |
| 7132 | FidStrategyParameter | Graham Pearce
royalblue |
| 7133 | FidStrategyParameter | Graham Pearce
royalblue |
| 7134 | FidStrategyParameter | Graham Pearce
royalblue |
| 7135 | FidStrategyParameter | Graham Pearce
royalblue |
| 7136 | FidStrategyParameter | Graham Pearce
royalblue |
| 7137 | FidStrategyParameter | Graham Pearce
royalblue |
| 7138 | FidStrategyParameter | Graham Pearce
royalblue |
| 7139 | FidStrategyParameter | Graham Pearce
royalblue |
| 7140 | FidStrategyParameter | Graham Pearce
royalblue |
| 7141 | FidStrategyParameter | Graham Pearce
royalblue |
| 7142 | FidStrategyParameter | Graham Pearce
royalblue |
| 7143 | FidStrategyParameter | Graham Pearce
royalblue |
| 7144 | FidStrategyParameter | Graham Pearce
royalblue |
| 7145 | FidStrategyParameter | Graham Pearce
royalblue |
| 7146 | FidStrategyParameter | Graham Pearce
royalblue |
| 7147 | FidStrategyParameter | Graham Pearce
royalblue |
| 7148 | FidStrategyParameter | Graham Pearce
royalblue |
| 7149 | FidStrategyParameter | Graham Pearce
royalblue |
| 7150 | FidStrategyParameter | Graham Pearce
royalblue |
| 7151 | FidStrategyParameter | Graham Pearce
royalblue |
| 7152 | FidStrategyParameter | Graham Pearce
royalblue |
| 7153 | FidStrategyParameter | Graham Pearce
royalblue |
| 7154 | FidStrategyParameter | Graham Pearce
royalblue |
| 7155 | FidStrategyParameter | Graham Pearce
royalblue |
| 7156 | FidStrategyParameter | Graham Pearce
royalblue |
| 7157 | FidStrategyParameter | Graham Pearce
royalblue |
| 7158 | FidStrategyParameter | Graham Pearce
royalblue |
| 7159 | FidStrategyParameter | Graham Pearce
royalblue |
| 7160 | RejectStatus
Trade Capture Report
Indicates whether the trade has been confirmed by the trader |
ICAP
9/16/2008 |
| 7161 | PartyRole
Trade Capture Report
100 – Contra Account (Clearing)
101 – Owner
102 – Contra Owner
|
ICAP
9/16/2008 |
| 7162 | CommisionValue
Trade Capture Report
Commission - Dollar Value for the trade |
ICAP
9/16/2008 |
| 7163 | CommissionType
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 |
| 7164 | AdjustedConsideration
Trade Capture Report
Commission Adjusted Consideration |
ICAP
9/16/2008 |
| 7165 | CommissionAdjLastPx
Trade Capture Report
Commission Adjusted Price |
ICAP
9/16/2008 |
| 7166 | DirtyPrice
Trade Capture Report
Dirty price |
ICAP
9/16/2008 |
| 7167 | SummaryStatus
Trade Capture Report
TradeCaptureReport Summary at end of Work-Up or Repo Auction |
ICAP
9/16/2008 |
| 7168 | BinaryReporting
Trade Capture Report
Binary execution method applies to reported trade. |
ICAP
9/16/2008 |
| 7169 | Consideration
Trade Capture Report
Consideration for financial deal |
ICAP
9/16/2008 |
| 7170 | TradeError
Trade Capture Report
Specifies trade error reason |
ICAP
9/16/2008 |
| 7171 | TradeSequence
Trade Capture Report
Sequence number of the trade |
ICAP
9/16/2008 |
| 7172 | ETCMarketID
Trade Capture Report
ETC Market ID |
ICAP
9/16/2008 |
| 7173 | TradeRequestType
Trade Capture Report Request
110 - Trades within the specified start and end trade sequence |
ICAP
9/16/2008 |
| 7174 | StartTradeSequence
Trade Capture Report Request
Start Trade Sequence |
ICAP
9/16/2008 |
| 7175 | EndTradeSequence
Trade Capture Report Request
End Trade Sequence |
ICAP
9/16/2008 |
| 7176 | MarketID
Security List
Market Id where security is traded |
ICAP
9/17/2008 |
| 7177 | Symbol
Security List
Symbol for security |
ICAP
9/17/2008 |
| 7178 | Product
Security List
Product grouping for security. |
ICAP
9/17/2008 |
| 7179 | SecurityType
Security List
Security type specifier |
ICAP
9/17/2008 |
| 7180 | NoDisplayGroupEntries
Security List
Specifies the number of display groups sent in the repeating block of the logon message |
ICAP
9/17/2008 |
| 7181 | DisplayGroup
Security List
Specifies the name of the display group |
ICAP
9/17/2008 |
| 7182 | NoTBAGroupEntries
Security List
Specifies the number of TBA instrument groups sent in the repeating block of the logon message |
ICAP
9/17/2008 |
| 7183 | TBAGroup
Security List
Specifies the name of the TBA group. |
ICAP
9/17/2008 |
| 7184 | SecurityListResponseType
Security List
Indicates the type of response sent via the Security List message |
ICAP
9/17/2008 |
| 7185 | TradeInfoID
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 |
| 7186 | TradeInfoRequestID
Market Data Request
Client specified unique identifier when requesting for past trade information |
ICAP
9/17/2008 |
| 7187 | NoBookStatusEntries
Market Data Snapshot
Number of book status entries sent in the repeating block |
ICAP
9/17/2008 |
| 7188 | BookStatus
Market Data Snapshot
Indicates the status of the order book |
ICAP
9/17/2008 |
| 7189 | WorkUpPhase
Market Data Snapshot
Indicates if the work up session is in private phase or public phase |
ICAP
9/17/2008 |
| 7190 | BookStatusApplicableSide
Market Data Snapshot
Indicates to which side the BookStatus field is applicable |
ICAP
9/17/2008 |
| 7191 | Ownership
Market Data Snapshot
Specifies the owner of the work up private phase |
ICAP
9/17/2008 |
| 7192 | MDPriceUpdateType
Market Data Snapshot
Indicates the price update type |
ICAP
9/17/2008 |
| 7193 | Action
Security List
Specifies the action to be taken on the symbol provided
0 = Add
1 = Change
2 = Remove |
ICAP
9/17/2008 |
| 7194 | NewRank
Security List
Specifies the new rank of the security
|
ICAP
9/17/2008 |
| 7195 | PreviousRank
Security List
Specifies the previous rank of the security |
ICAP
9/17/2008 |
| 7196 | TBAMonth
Security List
Indicates if the TBA instrument is back month or front month |
ICAP
9/17/2008 |
| 7197 | TradeHistoryFlag
Market Data Snapshot
Indicates the trade information history data is included in message |
ICAP
9/17/2008 |
| 7198 | MDEntryType
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 |
| 7199 | SecurityListRequest
Security List Request
= 100 – Display group names
= 101 - TBA group names
= 102 – Display group content
= 103 – TBA group content
|
ICAP
9/17/2008 |
| 7200 | AccountSell
AccountSell
Account of the Sell Side of a Cross.
Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7201 | AccountType
AccountType
Account Type of the Order.
Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7202 | AccountTypeSell
AccountTypeSell
Account Type of the Sell Side of a Cross Message.
Used to support message translation between FIX-STAMP for Canadian Equities.
| Stephen Plut
Integrated Transaction Systems Ltd |
| 7203 | ProgramTrade
ProgramTrade
Designates order as part of a program trade.
Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7204 | BasketTrade
BasketTrade
Designates order as part of a basket trade.
Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7205 | InternalCross
InternalCross
Designates order as an Internal Cross.
Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7206 | OrderIDSell
OrderIDSell
OrderID of the Sell Side of a Cross.
Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7207 | MGF_Candidate
MGF_Candidate
Defines if order is eligble as a MGF Candidate.
Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7208 | Jitney
Jitney
Designates order as a Jitney.
Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7209 | ShortExempt
ShortExempt
Designates order as being Short Exempt.
Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7210 | CDNExchangeID
CDNExchangeID
Canadian Exchange ID of the order.
Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7211 | UserMessageId
UserMessageId
User Message ID of the message.
Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7212 | Anonymous
Anonymous
Order is marked as Anonymous. Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7213 | RegulationId
RegulationId
Order RegulationID. Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7214 | RegulationIdSell
RegulationIdSell
RegulationID of the Sell Side for a Cross message. Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7215 | TransferRejReason
Execution Report
Reason for reject of order transfer request |
ICAP
2/20/2009 |
| 7216 | MDHiddenSize
Market Data Snapshot
Hidden size in market data update and snapshot |
ICAP
2/20/2009 |
| 7217 | MDGatewayIDs
Security List
Indicates gateways that provide market data for given display group |
ICAP
2/20/2009 |
| 7218 | NoDPFormatTags
Security List and Definition
Number of price formats for given security |
ICAP
2/20/2009 |
| 7219 | DPFormatTag
Security List and Definition
Price formats applicable to security |
ICAP
2/20/2009 |
| 7220 | PortfolioName
PortfolioName
Assigned the PortfolioName to an order. Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7221 | SettlementTerms
SettlementTerms
Provides the required Settlement Terms for the order. Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7222 | ItemNumber
ItemNumber
SpecialTerms ItemNumber to allow trading against Special Terms market. Used to support message translation between FIX-STAMP for Canadian Equities. | Stephen Plut
Integrated Transaction Systems Ltd |
| 7223 | HSFXTradeviewIterations | Xiheng Xu
Knight Capital Group
11/14/2008 |
| 7224 | HSFXTradeviewChase | Xiheng Xu
Knight Capital Group
11/14/2008 |
| 7225 | HSFXQuoteLayer
S
Type: integer in [1, n]
Used in Streaming Quotes | Xiheng Xu
Knight Capital Group
11/14/2008 |
| 7226 | HSFXTradeStatus
8 | Xiheng Xu
Knight Capital Group
11/14/2008 |
| 7227 | Reserved for Hotspot FX | Xiheng Xu
Knight Capital Group
11/14/2008 |
| 7228 | Reserved for Hotspot FX | Xiheng Xu
Knight Capital Group
11/14/2008 |
| 7229 | Reserved for Hotspot FX | Xiheng Xu
Knight Capital Group
11/14/2008 |
| 7230 | Reserved for Hotspot FX | Xiheng Xu
Knight Capital Group
11/14/2008 |
| 7231 | Reserved for Hotspot FX | Xiheng Xu
Knight Capital Group
11/14/2008 |
| 7232 | Reserved for Hotspot FX | Xiheng Xu
Knight Capital Group
11/14/2008 |
| 7233 | Reserved for Hotspot FX | Xiheng Xu
Knight Capital Group
11/14/2008 |
| 7234 | Reserved for Hotspot FX | Xiheng Xu
Knight Capital Group
11/14/2008 |
| 7235 | Reserved for Hotspot FX | Xiheng Xu
Knight Capital Group
11/14/2008 |
| 7236 | Reserved for Hotspot FX | Xiheng Xu
Knight Capital Group
11/14/2008 |
| 7237 | Reserved for Hotspot FX | Xiheng Xu
Knight Capital Group
11/14/2008 |
| 7238 | Reserved for Hotspot FX | Xiheng Xu
Knight Capital Group
11/14/2008 |
| 7239 | Reserved for Hotspot FX | Xiheng Xu
Knight Capital Group
11/14/2008 |
| 7240 | Reserved for Hotspot FX | Xiheng Xu
Knight Capital Group
11/14/2008 |
| 7241 | Reserved for Hotspot FX | Xiheng Xu
Knight Capital Group
11/14/2008 |
| 7242 | Reserved for Hotspot FX | Xiheng Xu
Knight Capital Group
11/14/2008 |
| 7243 | Reserved for Hotspot FX | Xiheng Xu
Knight Capital Group
11/14/2008 |
| 7244 | Reserved for Hotspot FX | Xiheng Xu
Knight Capital Group
11/14/2008 |
| 7245 | Reserved for Hotspot FX | Xiheng Xu
Knight Capital Group
11/14/2008 |
| 7246 | Reserved for Hotspot FX | Xiheng Xu
Knight Capital Group
11/14/2008 |
| 7247 | Reserved for Hotspot FX | Xiheng Xu
Knight Capital Group
11/14/2008 |
| 7248 | Reserved for Hotspot FX | Xiheng Xu
Knight Capital Group
11/14/2008 |
| 7249 | Reserved for Hotspot FX | Xiheng Xu
Knight Capital Group
11/14/2008 |
| 7250 | TenorCode
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 |
| 7251 | LegTenorCode
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 |
| 7252 | LegMinBidSize
S
The minimum bid amount for this leg (used in multileg quotes). cf tag 647 MinBidSize | John Gill
Standard Chartered Bank
2/27/2008 |
| 7253 | LegBidSize
S
The maximum bid amount for this leg (used in multileg quotes). cf tag 134 BidSize | John Gill
Standard Chartered Bank
2/27/2008 |
| 7254 | LegMinOfferSize
S
The minimum offer amount for this leg (used in multileg quotes) cf tag 648 MinOfferSize | John Gill
Standard Chartered Bank
2/27/2008 |
| 7255 | LegOfferSize
S
The maximum offer amount for this leg (used in multileg quotes) cf tag 135 OfferSize
| John Gill
Standard Chartered Bank
2/27/2008 |
| 7256 | SCB_FIX_Parameter | John Gill
Standard Chartered Bank
2/27/2008 |
| 7257 | SCB_FIX_Parameter
| John Gill
Standard Chartered Bank
2/27/2008 |
| 7258 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7259 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7260 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7261 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7262 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7263 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7264 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7265 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7266 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7267 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7268 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7269 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7270 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7271 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7272 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7273 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7274 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7275 | SCB_FIX_Paramater | John Gill
Standard Chartered Bank
2/27/2008 |
| 7276 | Manageability
New Order - Single
Indicates if the order is a managed order or a leave order |
ICAP
9/16/2008 |
| 7277 | QuoteRepID
Quote Status Report
Unique identifier for a quote status report generated by the system |
ICAP
9/16/2008 |
| 7278 | OrdActiveStatus
New Order - Single
Allows the client to submit inactive orders and to inactivate/activate live orders. |
ICAP
9/16/2008 |
| 7279 | OTFQty
New Order - Single
Specifies the On The Follow quantity for managed orders. |
ICAP
9/16/2008 |
| 7280 | ADOSA
New Order - Single
Enable or disable ADOSA qualifier. |
ICAP
9/16/2008 |
| 7281 | PROSA
New Order - Single
Enable or disable PROSA qualifier |
ICAP
9/16/2008 |
| 7282 | FaF
New Order - Single
Enable Fill and Follow qualifier. |
ICAP
9/16/2008 |
| 7283 | TransferID
Order Transfer
Specifies the unique identifier assigned by the server to a transfer request |
ICAP
9/16/2008 |
| 7284 | TransferAction
Order Transfer Request
Allows client to request, accept or reject the order transfer |
ICAP
9/16/2008 |
| 7285 | TransferReason
Order Transfer Request
Client can specify the reason for the order transfer |
ICAP
9/16/2008 |
| 7286 | Value
Execution Report
Used to specify the quoted value for discount rate traded instruments |
ICAP
9/16/2008 |
| 7287 | ExecutedPrice
Execution Report
Specifies the executed price |
ICAP
9/16/2008 |
| 7288 | ExecutedYield
Execution Report
Specifies the executed yield |
ICAP
9/16/2008 |
| 7289 | WorkUpExecQty
Execution Report
States the executed quantity during a single work up session. Reset to zero on work up termination |
ICAP
9/16/2008 |
| 7290 | AllocatedQty
Execution Report
States the quantity allocated for orders that are if/when cleared. |
ICAP
9/16/2008 |
| 7291 | NegotiationPhase
Quote Status Report
States the private/public phase of the NIM session |
ICAP
9/16/2008 |
| 7292 | TransferStatus
Order Transfer
Indicates if the transfer was initiated or if the transfer time has expired |
ICAP
9/16/2008 |
| 7293 | QuoteType
Quote
= 100 – Hit/Lift
= 101 – Pass (Reject)
Enumeration allows the NIM initiator to accept or reject the counter NIM
|
ICAP
9/16/2008 |
| 7294 | QuoteStatus
Quote Status Report
= 100 – Counter
= 101 – Pass (Reject)
Enumeration is used to inform the NIM participant the NIM was countered
|
ICAP
9/16/2008 |
| 7295 | MassCancelRequestType
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 |
| 7296 | MassStatusReqType
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 |
| 7297 | PartyRole
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 |
| 7298 | OrgTrdMatchID
Trade Capture Report
Original unique identifier assigned to a trade by the matching system. |
ICAP
9/16/2008 |
| 7299 | TrdCptRepResult
Trade Capture Report
Result of Trade Capture Report sent to the client |
ICAP
9/16/2008 |
| 7300 | OrderSource
New Order - Single, Execution Report, Order Cancel/Replace Request
0 - broker on behalf of a client
1 - broker trading on behalf of themself or a firm
2 - any trade by a foreign party
3 - large institutional investor
4 - securities issuer
5 - exchange control
6 - insider of a security
| Dennis Wiatzka
Computershare |
| 7301 | PricePegType
New Order Single
Required for Euro-Millennium pegged order. Valid values:-
B - Best Bid
O - Best Offer
L - Last Sell
M - BBO Mid-Point | Daniel Mathews
NYFIX Euro-Millennium |
| 7302 | BofA Algo Param | Ben Liu
Bank of America
9/29/2008 |
| 7303 | BofA Algo Param | Ben Liu
Bank of America
9/29/2008 |
| 7304 | BofA Algo Param | Ben Liu
Bank of America
9/29/2008 |
| 7305 | BofA Algo Param | Ben Liu
Bank of America
9/29/2008 |
| 7306 | BofA Algo Param | Ben Liu
Bank of America
9/29/2008 |
| 7307 | BofA Algo Param | Ben Liu
Bank of America
9/29/2008 |
| 7308 | BofA Algo Param | Ben Liu
Bank of America
9/29/2008 |
| 7309 | BofA Algo Param | Ben Liu
Bank of America
9/29/2008 |
| 7310 | Algo Param | Ben Liu
Bank of America
9/29/2008 |
| 7311 | Algo Param | Ben Liu
Bank of America
9/29/2008 |
| 7312 | Algo Param | Ben Liu
Bank of America
9/29/2008 |
| 7313 | Algo Param | Ben Liu
Bank of America
9/29/2008 |
| 7314 | Algo Param | Ben Liu
Bank of America
9/29/2008 |
| 7315 | Algo Param | Ben Liu
Bank of America
9/29/2008 |
| 7316 | Algo Param | Ben Liu
Bank of America
9/29/2008 |
| 7317 | Algo Param | Ben Liu
Bank of America
9/29/2008 |
| 7318 | Algo Param | Ben Liu
Bank of America
9/29/2008 |
| 7319 | Algo Param | Ben Liu
Bank of America
9/29/2008 |
| 7320 | Algo Param | Ben Liu
Bank of America
9/29/2008 |
| 7321 | Algo Param | Ben Liu
Bank of America
9/29/2008 |
| 7322 | OfficeCode
String
Represents the office code | P Basu
|
| 7323 | TradingSystemId
String
Trading System Id used for identifying the trading system. | Rishikesh Chaudhari
|
| 7324 | PositionId
String
Used to specify PositionId for APEX trading system |
|
| 7325 | OmgeoIMVersionOfTradeSide
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 |
| 7326 | OmgeoEBVersionOfTradeSide
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 |
| 7327 | OmgeoBySideCompleteIndicator
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 |
| 7328 | BlockErrorParamFlag
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 |
| 7329 | AllocConfirmErrorParamFlag
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 |
| 7330 | OmgeoOmnibusExpected
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 |
| 7331 | OmgeoPoolReference
J, AS
This is the common Pool Reference Number which links the Omnibus allocation with its dependents. | DEBASHIS DAS
Omgeo LLC.
12/11/2008 |
| 7332 | OmgeoTotSettlInstructionNum
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 |
| 7333 | OmgeoCurrSettlInstructionNum
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 |
| 7334 | OmgeoBlockSettlementIndicator
AS
Flag/Indicator (Y - only) which specifies whether a given allocation was eligible for Block Settlement. | DEBASHIS DAS
Omgeo LLC.
12/11/2008 |
| 7335 | NIMLotSize
Security List and Definition
Incremental order quantity of a NIM-enabled security |
ICAP
5/13/2009 |
| 7336 | NIMMinimumSize
Security List and Definition
Minimum order quantity of a NIM-enabled security |
ICAP
5/13/2009 |
| 7337 | AccruedDays
Number of days accrued | Wei Koek
TradeWeb
10/21/2009 |
| 7338 | IssuerLongName
IOI
Full name of the issuer | Wei Koek
TradeWeb
10/21/2009 |
| 7339 | TW Reserved | Wei Koek
TradeWeb
10/21/2009 |
| 7340 | OmgeoNoErrorParameter
AR, AQ, j, AE
Omgeo CTM FIX Interface specific field. A Composite of fields used to denote the Number of Error Parameters and their details for a Block trade. | DEBASHIS DAS
Omgeo LLC.
6/27/2008 |
| 7341 | OmgeoNoIndividualErrorParameter
AU, j, AE,AT
Omgeo CTM FIX Interface specific field. A Composite of fields used to denote the Number of Error Parameters and their details for a Allocation/Confirmation trade. | DEBASHIS DAS
Omgeo LLC.
6/27/2008 |
| 7342 | OmgeoErrorParamValue
AR, AQ, j, AE
Omgeo CTM FIX Interface specific field. This field would give the detailed value for an ErrorParameter of Type=Value for a Block trade. | DEBASHIS DAS
Omgeo LLC.
6/27/2008 |
| 7343 | OmgeoIndividualErrorParamValue
AU, j, AE,AT
Omgeo CTM FIX Interface specific field. This field would give the detailed value for an ErrorParameter of Type=Value for an Allocation/Confirmation trade. | DEBASHIS DAS
Omgeo LLC.
6/27/2008 |
| 7344 | OmgeoPremiumAmount
J, AS, AE
Omgeo CTM FIX Interface specific field. The amount paid by the buyer to the seller of the contract. This amount is calculated from the execution price and the number of contracts. | DEBASHIS DAS
Omgeo LLC.
7/16/2008 |
| 7345 | OmgeoInitialMarginTypeCode
J, AS, AE
Omgeo CTM FIX Interface specific field. This field defines the Initial Margin Type. | DEBASHIS DAS
Omgeo LLC.
7/16/2008 |
| 7346 | OmgeoInitialMarginAmount
J, AS, AE
Omgeo CTM FIX Interface specific field. This field indicates the Initial Margin Amount. | DEBASHIS DAS
Omgeo LLC.
7/16/2008 |
| 7347 | OmgeoNoSecurityTypeGroups
AD
Omgeo CTM FIX Interface specific field. This field denotes the Number of OmgeoSecurityTypeGroup. | DEBASHIS DAS
Omgeo LLC.
7/16/2008 |
| 7348 | OmgeoSecurityTypeGroup
AD, AE, J, AS
Omgeo CTM FIX Interface specific field. This field is used to denote the SecurityTypeGroup (Asset Class). | DEBASHIS DAS
Omgeo LLC.
7/16/2008 |
| 7349 | OmgeoTypeOfPriceIndicator
J, AS, AE
Omgeo CTM FIX Interface specific field. Used to denote the Price type. Possible values are: AVER - Average, EXEC - Execution. | DEBASHIS DAS
Omgeo LLC.
7/16/2008 |
| 7350 | OmgeoNoBlockChargesOrTaxes
J
Number of repeating groups of Charge or Tax types at the Block level. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7351 | OmgeoBlockChargesOrTaxesType
J
Field identifying the Block level Charge or Tax type. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7352 | OmgeoBlockChargesOrTaxesCurrency
J
Currency associated with the Block level Charge or Tax type. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7353 | OmgeoBlockChargesOrTaxesAmount
J
Amount associated with the Block level Charge or Tax type. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7354 | OmgeoMarkupMarkdown
AS, AK
Amount of MarkUp/MarkDown | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7355 | OmgeoBrokerRestrictions
AS
Indicates restrictions on a Broker confirm trade. Following are the enumerations:
1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker of Specialist in the underlying security of a derivative security
7 = Foreign Entity (of foreign government or regulatory jurisdiction)
8 = External Market Participant
9 = External Inter-connected Market Linkage
A = Riskless Arbitrage
| DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7356 | OmgeoNoRegMemberships
AS, AK
Number of repeating groups of Regulatory Membership. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7357 | OmgeoBrokerRegMembership
AS, AK
Enumeration for Regulatory Memberships: 1=SIPC, 2=FINRA. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7358 | OmgeoNoDisclosures
AS, AK
Number of repeating groups of 10b-10 Disclosure Statement. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7359 | OmgeoDisclosureType
AS, AK
Enumeration for 10b-10 Disclosure Statement :
1 = Other Remuneration, 2 = Odd Lot, 3 = Order Flow, 4 = Redemption, 5 = Asset backed.
| DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7360 | OmgeoDisclosureIndicator
AS, AK
Indicator (Y/N) for certain Disclosures namely Other Remuneration, Odd Lot Differential and Asset Backed. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7361 | OmgeoDisclosureStatement
AS, AK
10b-10 field to capture the Disclosure/Disclaimer statement. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7362 | OmgeoBrokerCapacity
AS
Broker Capacity on a trade. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7363 | OmgeoErrorFIXTag
AR, AQ, j, AE
FIX Tag which was cause of error at the Block level. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7364 | OmgeoIndividualErrorFIXTag
AU, j, AE
FIX Tag which was cause of error at the confirm level. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7365 | OmgeoAlertSettlementModelName
AS, AK
The ALERT Settlement Model Name used for ALERT settlement instruction lookup. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7366 | OmgeoContinuationString
AD, AQ, AE
Indicator to get more records when querying. Valid Values: Y/N. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7367 | OmgeoMinLastUpdateDateTime
AD
Used for querying to get all details from last time the query was executed. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7368 | OmgeoMoreFlag
AQ, AE
Indicates in the query response if there are additional records when querying. Valid Values: Y/N. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7369 | OmgeoGoodThroughDateTime
AQ, AE
Used to indicate on a query response all records retrieved till a certain time when the response was returned. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7370 | OmgeoTLVersionOfTradeComponent
J, AE
Indicates the version number of a Block trade. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7371 | OmgeoTDVersionOfTradeComponent
J, AS, AE
Indicates the version number of a Confirm Trade. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7372 | OmgeoTLISITCRejectReasonCode
P, AR, J, AE
ISITC Reject Reason Code while rejecting a Block trade. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7373 | OmgeoTLRejectDateTime
J, AE
DateTime at which the Block trade is rejected. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7374 | OmgeoTDISITCRejectReasonCode
J, AE
ISITC Reject Reason Code while rejecting a Confirm trade. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7375 | OmgeoTDRejectDateTime
J, AE
DateTime at which the Confirmation trade is rejected. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7376 | OmgeoTLErrorSeverity
AE
Severity of the Asynchronous Error for the Broker’s Block trade. Valid values are: INFO, WARN and FATL. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7377 | OmgeoTLErrorStatus
AE
Status of Asynchronous Error for the Broker’s Block. Valid values are: OPEN (Open) and CLSD (Closed). | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7378 | OmgeoTDErrorSeverity
AE
Severity of the Asynchronous Error for the Broker’s Confirmation trade. Valid values are: INFO, WARN and FATL. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7379 | OmgeoTDErrorStatus
AE
Status of Asynchronous Error for the Broker’s Confirmation trade. Valid values are: OPEN (Open) and CLSD (Closed). | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7380 | OmgeoNoFieldComparisons
AE
Number of repeating groups of Block level Field Comparisons. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7381 | OmgeoTLInstructingPartyValue
AE
Investment Manager’s value of the Block level L2 Matching field. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7382 | OmgeoTLExecutingBrokerValue
AE
Match status of the Block level L2 matching field. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7383 | OmgeoTLFieldLevelMatchStatus
AE
Match status of the Block level L2 matching field. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7384 | OmgeoTLFieldLevelL2MatchRule
AE
Investment Manager set matching rule of the Block level L2 matching field. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7385 | OmgeoTDInstructingPartyValue
AE
Investment Manager’s value of the Allocation level L2 matching field. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7386 | OmgeoTDExecutingBrokerValue
AE
Executing Broker’s value of the Confirmation level L2 Matching field. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7387 | OmgeoTDFieldLevelMatchStatus
AE
Match status of the Confirmation level L2 Matching field. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7388 | OmgeoTDFieldLevelL2MatchRule
AE
Investment Manager set matching rule of the Allocation/Confirmation level L2 Matching field. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7389 | OmgeoTDMatchStatus
J, P, AE
Match Status of the Confirmation/Allocation trade. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7390 | OmgeoNoIndividualFieldComparison
AE
Number of repeating groups of Confirmation level Field Comparisons. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7391 | OmgeoCounterpartyTradeSideID
P, AR, AK, AE
Omgeo CTM assigned Counterparty Tradeside ID. | DEBASHIS DAS
Omgeo LLC.
4/15/2008 |
| 7392 | OmgeoTLRejectText
J, AE
Omgeo CTM FIX interface specific field. This would have any Reject Reason Text at the Block level. | DEBASHIS DAS
Omgeo LLC.
4/16/2008 |
| 7393 | OmgeoTDRejectText
J, AE
Omgeo CTM FIX interface specific field. This would have any Reject Reason Text at the Confirmation level. | DEBASHIS DAS
Omgeo LLC.
4/16/2008 |
| 7394 | OmgeoTDCancelText
J, AE
Omgeo CTM FIX interface specific field. This would have any Cancel Reason Text at the Confirmation level. | DEBASHIS DAS
Omgeo LLC.
4/16/2008 |
| 7395 | OmgeoConfirmCommissionReason
AS, AK
Omgeo CTM FIX interface specific field. Omgeo Commission Reason Code at the Confirmation level. | DEBASHIS DAS
Omgeo LLC.
4/16/2008 |
| 7396 | OmgeoConfirmCommissionType
AS, AK
Omgeo CTM FIX interface specific field. Omgeo Commission type at the Confirmation level. | DEBASHIS DAS
Omgeo LLC.
4/16/2008 |
| 7397 | OmgeoTradeAgreementMethod
J, AS, AE
Omgeo CTM FIX Interface specific field. Used to denote the Trade agreement method. Possible values: ELEC - electronic, VOIC - voice. | DEBASHIS DAS
Omgeo LLC.
7/16/2008 |
| 7398 | OmgeoAllSecurityTypeGroups
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 |
| 7399 | OmgeoAlternateCurrency
J, AS
Omgeo CTM FIX Interface specific field. Alternate Currency code corresponding to the Alternate Cash Account of IM with the Custodian as defined by Omgeo ALERT SSI. | DEBASHIS DAS
Omgeo LLC.
7/24/2008 |
| 7400 | StratStartTime
D, E, F, G, 8
hh:mm | Simon Cornwell
Citigroup Global Markets Ltd |
| 7401 | StratEndTime
D, E, F, G, 8
hh:mm | Simon Cornwell
Citigroup Global Markets Ltd |
| 7402 | VwapPercent
D, E, F, G, 8
0-100 (max 2dp) | Simon Cornwell
Citigroup Global Markets Ltd |
| 7403 | MinPctVol
D, E, F, G, 8
0-100 (max 2dp) | Simon Cornwell
Citigroup Global Markets Ltd |
| 7404 | MaxPctVol
D, E, F, G, 8
0-100 (max 2dp) | Simon Cornwell
Citigroup Global Markets Ltd |
| 7405 | PrcLmtBen
D,E,F,G,8
(Char) - valid product code | Simon Cornwell
Citigroup Global Markets Ltd |
| 7406 | PrcLmtTol
D, E, F, G, 8
0-100 (max 2dp) | Simon Cornwell
Citigroup Global Markets Ltd |
| 7407 | SectorLmtTol
D, E, F, G, 8
0-100 (max 2dp) | Simon Cornwell
Citigroup Global Markets Ltd |
| 7408 | IndexLmt
D, E, F, G, 8
0-100 (max 2dp) | Simon Cornwell
Citigroup Global Markets Ltd |
| 7409 | CatchUp
D, E, F, G, 8
char | Simon Cornwell
Citigroup Global Markets Ltd |
| 7410 | TradingStyle
D, E, F, G, 8
int | Simon Cornwell
Citigroup Global Markets Ltd |
| 7411 | SmartStrategy
D, E, F, G, 8
char - valid product code | Simon Cornwell
Citigroup Global Markets Ltd |
| 7412 | MaxChildVol
D, E, F, G, 8
Int>=0 | Simon Cornwell
Citigroup Global Markets Ltd |
| 7413 | Duration
D,E, F, G, 8
Int | Simon Cornwell
Citigroup Global Markets Ltd |
| 7414 | TW Equities Reserved | Wei Koek
TradeWeb
10/21/2009 |
| 7415 | MaxAuction
D, E, F, G, 8
0-100 (max 2dp | Simon Cornwell
Citigroup Global Markets Ltd |
| 7416 | CloseStrat
D, E, F, G, 8
char - valid product code | Simon Cornwell
Citigroup Global Markets Ltd |
| 7417 | TargetPartAuction
D, E, F, G, 8
0-100 (max 2dp) | Simon Cornwell
Citigroup Global Markets Ltd |
| 7418 | Duration
D, E, F, G, 8
Integer 15-510 | Simon Cornwell
Citigroup Global Markets Ltd |
| 7419 | TwapBuckets
D, E, F, G, 8
Integer 1-102 | Simon Cornwell
Citigroup Global Markets Ltd |
| 7420 | TradingStyle
D, E, F, G, 8
char - valid product code | Simon Cornwell
Citigroup Global Markets Ltd |
| 7421 | StockBasketLimit
D, E, F, G, 8
Integer 0-100 | Simon Cornwell
Citigroup Global Markets Ltd |
| 7422 | IndexLMTBen
char, valid product code | Simon Cornwell
Citigroup Global Markets Ltd |
| 7423 | OpenCloseFlag
char, valid product code | Simon Cornwell
Citigroup Global Markets Ltd |
| 7424 | CompletionLimit
D E F G 8
. | Simon Cornwell
Citigroup Global Markets Ltd |
| 7425 | OpportunisticVol
D E F G 8
. | Simon Cornwell
Citigroup Global Markets Ltd |
| 7426 | MomentumFactor
D E F G 8
. | Simon Cornwell
Citigroup Global Markets Ltd |
| 7427 | RiskAversion
D E F G 8
. | Simon Cornwell
Citigroup Global Markets Ltd |
| 7428 | ExpectedAlpha
D E F G 8
. | Simon Cornwell
Citigroup Global Markets Ltd |
| 7429 | CatchUpStop
D E F G 8
.
| Simon Cornwell
Citigroup Global Markets Ltd |
| 7430 | LimitvLast
D E F G 8
. | Simon Cornwell
Citigroup Global Markets Ltd |
| 7431 | VolProfSkew
D E F G 8
as per spec | Simon Cornwell
Citigroup Global Markets Ltd |
| 7432 | OneDayOnly
As per Spec | Simon Cornwell
Citigroup Global Markets Ltd |
| 7433 | OverrideValidation
As per Spec | Simon Cornwell
Citigroup Global Markets Ltd |
| 7434 | NIMEnabled
Security List and Definition
Indicates negotiate in the middle is enabled for security |
ICAP
5/13/2009 |
| 7435 | Post Exchange
Options |
Citigroup Global Markets Inc.
8/5/2009 |
| 7436 | LegRank
various
Support correct ranking of leg instruments within a synthetic. |
ICAP
8/6/2009 |
| 7437 | BaseIndex
8
Tradeweb Base CPI @ Issuance - normally associated with TRSY TIPS. | Wei Koek
TradeWeb
10/21/2009 |
| 7438 | TW Reserved | Wei Koek
TradeWeb
10/21/2009 |
| 7439 | TradingVenueType
D, G
String with value within :
"L"=light
"D"=dark
"M"=midpoint
| Sebastien Mournetas
Credit Agricole Cheuvreux
10/13/2009 |
| 7440 | Cross Px Impr
Cross Price Improvement |
Citigroup Global Markets Inc. |
| 7441 | CrossPX Impr MinQty
Cross Price Improvement Min Quantity |
Citigroup Global Markets Inc. |
| 7442 | CrossPx Impr MaxQty
Cross Price Impovement Max Quantity |
Citigroup Global Markets Inc. |
| 7443 | PostingAction
D,8,E,s
Four character posting action code for the first 4 strategy legs
| Marc Abend
NYSE Euronext
11/2/2009 |
| 7444 | 7444
7444 |
Angel Networks
7/17/2009 |
| 7445 | 7445 Reserved
7445
7445 Reserved |
Angel Networks
7/17/2009 |
| 7446 | TW Reserved | Wei Koek
TradeWeb
10/21/2009 |
| 7447 | TW Reserved | Wei Koek
TradeWeb
10/21/2009 |
| 7448 | TW Reserved | Wei Koek
TradeWeb
10/21/2009 |
| 7449 | TW Reserved | Wei Koek
TradeWeb
10/21/2009 |
| 7450 | CrossMaxQty |
Citigroup Global Markets Inc. |
| 7451 | CrossDiscInstr |
Citigroup Global Markets Inc. |
| 7452 | CrossDiscIncrement |
Citigroup Global Markets Inc. |
| 7453 | Algo Field3 |
Citigroup Global Markets Inc. |
| 7454 | CrossParentResPct |
Citigroup Global Markets Inc. |
| 7455 | CrossOversizeLimit |
Citigroup Global Markets Inc. |
| 7456 | CrossMinQty |
Citigroup Global Markets Inc. |
| 7457 | CrossDoNotCrossPrincipal |
Citigroup Global Markets Inc. |
| 7458 | Algo8 |
Citigroup Global Markets Inc. |
| 7459 | Dark Book Rate |
Citigroup Global Markets Inc. |
| 7460 | Pairs ID |
Citigroup Global Markets Inc. |
| 7461 | Acq Ticker |
Citigroup Global Markets Inc. |
| 7462 | Target Ticker |
Citigroup Global Markets Inc. |
| 7463 | Stock Ratio |
Citigroup Global Markets Inc. |
| 7464 | Hedge Ratio |
Citigroup Global Markets Inc. |
| 7465 | Cash |
Citigroup Global Markets Inc. |
| 7466 | Spread |
Citigroup Global Markets Inc. |
| 7467 | Risk Tol |
Citigroup Global Markets Inc. |
| 7468 | Basket ID |
Citigroup Global Markets Inc. |
| 7469 | Max Spent |
Citigroup Global Markets Inc. |
| 7470 | Min Raised |
Citigroup Global Markets Inc. |
| 7471 | Cross Category |
Citigroup Global Markets Inc. |
| 7472 | DMA Order Type |
Citigroup Global Markets Inc. |
| 7473 | Max% - crossing |
Citigroup Global Markets Inc. |
| 7474 | Mode |
Citigroup Global Markets Inc. |
| 7475 | Pivot Rate |
Citigroup Global Markets Inc. |
| 7476 | Pivot Price |
Citigroup Global Markets Inc. |
| 7477 | Price Sensitivity |
Citigroup Global Markets Inc. |
| 7478 | TW Reserved | Wei Koek
TradeWeb
10/21/2009 |
| 7479 | TW Reserved | Wei Koek
TradeWeb
10/21/2009 |
| 7480 | % Price Offset From IAP Close | Ben Valentine
Citigroup |
| 7481 | MarketShareCapClose | Ben Valentine
Citigroup |
| 7482 | % From Last Price Cap | Ben Valentine
Citigroup |
| 7483 | % Price Offset From IAP Open | Ben Valentine
Citigroup |
| 7484 | MarketShareCapOpen | Ben Valentine
Citigroup |
| 7485 | % From Close Price Cap | Ben Valentine
Citigroup |
| 7486 | Volume Profile | Ben Valentine
Citigroup |
| 7487 | Aussie Algo |
Citigroup Global Markets Inc. |
| 7488 | Aussie Algo |
Citigroup Global Markets Inc. |
| 7489 | OtherLegSecurityIDSource
8,s
Defines the value in OtherLegSecurityID (602) | Marc Abend
NYSE Euronext
11/2/2009 |
| 7490 | Pivot Price | Grace Lin
Citigroup |
| 7491 | Custom Price 1 | Grace Lin
Citigroup |
| 7492 | Custom Price 2 | Grace Lin
Citigroup |
| 7493 | Custom Rate 1 | Grace Lin
Citigroup |
| 7494 | Custom Rate 2 | Grace Lin
Citigroup |
| 7495 | DiscIncr Type
$
% |
Citigroup Global Markets Inc. |
| 7496 | Min% LQFI
Min% LQFI |
Citigroup Global Markets Inc. |
| 7497 | DaggerTradingStyle
D
Dagger Trading Style | Simon Cornwell
Citigroup Global Markets Ltd
3/28/2008 |
| 7498 | BuyBack Rules |
Citigroup Global Markets Inc.
2/10/2009 |
| 7499 | AOLM
New Order - Single
Enables agress-on-locked-market order feature |
ICAP
2/20/2009 |
| 7500 | SrcSys
D,F,G,9
2 Characters - Identifies originating system where transaction was captured. (ex. "BA" = Block Allocation System) | Tom Grande
PaineWebber |
| 7501 | NetTrdInd
D,F,G,J
Net Trade Indicator = whether correspondent/principal firm wants processed as Net Trade - 1 char - Yes/No (y/n) | Tom Grande
PaineWebber |
| 7502 | MrkUp
D,F,G,J
Markup/Markdown - Numeric - Format: +/- 12345.4321 | Tom Grande
PaineWebber |
| 7503 | SaleCrdt
D,F,G,J
Sales Credit (Numeric) +/- 12345.1234 | Tom Grande
PaineWebber |
| 7504 | SaleCrdtType
D, F, G, J
Similar to Fix 4.2 tag 13 CommType. Valid values: 1 = per share, 2 = percentage, 3 = absolute. Use in conjunction with tag 7503 as you would use tag 12. This field identifies sales credit type. | Greg Johnston
RBC Capital Markets |
| 7505 | OmgeoTLWorkflowType
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 |
| 7506 | OmgeoTDWorkflowType
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 |
| 7507 | OmgeoTLWorkflowModifier
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 |
| 7508 | OmgeoTDWorkflowModifier
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 |
| 7509 | OmgeoNoTLWorkflowModifier
AS, AE
This would specify the Number of OmgeoTLWorkflowModifier which could be present within this NumInGroup field | DEBASHIS DAS
Omgeo LLC.
1/20/2009 |
| 7510 | OmgeoNoTDWorkflowModifier
AS, AE
This would specify the Number of OmgeoTDWorkflowModifier which could be present within this NumInGroup field | DEBASHIS DAS
Omgeo LLC.
1/20/2009 |
| 7511 | OmgeoSettlInstProcNarrative
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 |
| 7512 | OmgeoCptySettlInstSourceInd
J
Indicates the source of Counterparty Settlement Instructions. Valid values:
MANI = Manual entry
ALRT = ALERT database
| DEBASHIS DAS
Omgeo LLC.
1/20/2009 |
| 7513 | OmgeoCptyAlertCountryCode
J
Omgeo specific field used for Counterparty ALERT SSI lookup.
| DEBASHIS DAS
Omgeo LLC.
1/20/2009 |
| 7514 | OmgeoCptyAlertMethodType
J
Omgeo specific field used for Counterparty ALERT SSI lookup. | DEBASHIS DAS
Omgeo LLC.
1/20/2009 |
| 7515 | OmgeoCptyAlertSecurityType
J
Omgeo specific field used for Counterparty ALERT SSI lookup. | DEBASHIS DAS
Omgeo LLC.
1/20/2009 |
| 7516 | OmgeoTLExpected
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 |
| 7517 | OmgeoTradeTimeQualifier
AS, AK, AE
Omgeo defined TradeTime types. | DEBASHIS DAS
Omgeo LLC.
1/20/2009 |
| 7518 | OmgeoTimeZoneIndicator
AS, AK, AE
Omgeo defined Timezone Indicator. | DEBASHIS DAS
Omgeo LLC.
1/20/2009 |
| 7519 | OmgeoNoWorkflowType
AD
Omgeo specific field which would specify the number of OmgeoTLWorkflowType. | DEBASHIS DAS
Omgeo LLC.
1/20/2009 |
| 7520 | OmgeoTLMessageFieldType
AE
Omgeo CTM FIX Interface specific field. Denotes the Field Type - i.e. L1 (Pairing) or L2 (Matching) for a Block trade. | DEBASHIS DAS
Omgeo LLC.
7/31/2008 |
| 7521 | OmgeoTDMessageFieldType
AE
Omgeo CTM FIX Interface specific field. Denotes the Field Type - i.e. L1 (Pairing) or L2 (Matching) for a Allocation/Confirmation trade. | DEBASHIS DAS
Omgeo LLC.
7/31/2008 |
| 7522 | OmgeoTLFieldName
AE
Omgeo CTM FIX Interface specific field. Denotes L1/L2 Field Name for a Block trade. | DEBASHIS DAS
Omgeo LLC.
7/31/2008 |
| 7523 | OmgeoTDFieldName
AE
Omgeo CTM FIX Interface specific field. Denotes L1/L2 Field Name for an Allocation/Confirmation trade. | DEBASHIS DAS
Omgeo LLC.
7/31/2008 |
| 7524 | OmgeoTLFieldMatchRuleDescription
AE
Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule description for a Block trade. | DEBASHIS DAS
Omgeo LLC.
7/31/2008 |
| 7525 | OmgeoTDFieldMatchRuleDescription
AE
Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule description for an Allocation/Confirmation trade. | DEBASHIS DAS
Omgeo LLC.
7/31/2008 |
| 7526 | OmgeoTLFieldLevelMatchRule
AE
Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule for a Block trade. | DEBASHIS DAS
Omgeo LLC.
7/31/2008 |
| 7527 | OmgeoTDFieldLevelMatchRule
AE
Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule for an Allocation/Confirmation trade. | DEBASHIS DAS
Omgeo LLC.
7/31/2008 |
| 7528 | BenchmarkCurveName
Name of benchmark curve - FIX 4.2 | Wei Koek
TradeWeb
10/21/2009 |
| 7529 | OptionSettlType
[4.2] To describe TW derivative (option/future) settlement or delivery type:
P = Physical
C = Cash | Wei Koek
TradeWeb
10/21/2009 |
| 7530 | OriginatorType
All Order Types
Defines the type of order sender, i.e., Customer, Firm, Market Maker, etc. | Bill Harts
Harts and Company
6/21/2009 |
| 7531 | PricePctFixed
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 |
| 7532 | SettlementTime
All Option Order Types
A=AM Settlement
P=PM Settlement | Bill Harts
Harts and Company
6/21/2009 |
| 7533 | ClientTier
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 |
| 7534 | OptionStrategyType
Option Definitions
Complex option strategy type definitions, i.e., Call Spread, Straddle, Strangle, etc. | Bill Harts
Harts and Company
6/21/2009 |
| 7535 | LegRatio
Option Definitions
Ratio for an option leg | Bill Harts
Harts and Company
6/21/2009 |
| 7536 | RefHedgePriceType
Option Definitions
Attribute of RefHedgePrice field | Bill Harts
Harts and Company
6/21/2009 |
| 7537 | RefHedgePrice
Option Definitions
Reference or Hedge Price (see tag 7536) | Bill Harts
Harts and Company
6/21/2009 |
| 7538 | Delta
Option Definitions
-1.0 to +1.0 | Bill Harts
Harts and Company
6/21/2009 |
| 7539 | IntentToCross
Option Definitions
N=False, Y=True | Bill Harts
Harts and Company
6/30/2009 |
| 7540 | StripLength
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 |
| 7541 | NoCompetitiveQuotes | Sven Stolz
360T
7/3/2009 |
| 7542 | 360T reserved | Sven Stolz
360T
7/3/2009 |
| 7543 | 360T reserved | Sven Stolz
360T
7/3/2009 |
| 7544 | 360T reserved | Sven Stolz
360T
7/3/2009 |
| 7545 | 360T reserved | Sven Stolz
360T
7/3/2009 |
| 7546 | 360T reserved | Sven Stolz
360T
7/3/2009 |
| 7547 | 360T reserved | Sven Stolz
360T
7/3/2009 |
| 7548 | 360T reserved | Sven Stolz
360T
7/3/2009 |
| 7549 | 360T reserved | Sven Stolz
360T
7/3/2009 |
| 7550 | BOATdelay
Boolean
Flag set when a trade report has been kept a certain amount of time in the BOAT system, before being published. The time limit applied is system specific.
The tag is used in Market Data Message Incremental Refresh (Message type = “X”)
|
Cinnober Financial Technology AB |
| 7551 | TradeReportVersion
Int
The version of a trade report |
Cinnober Financial Technology AB |
| 7552 | DelayToTime
UTCTimestamp
The time the trade report was/will be made public |
Cinnober Financial Technology AB |
| 7553 | OverrideDelay
Boolean
If TRUE (Y), the trade report will be published immediately, if FALSE (N), the system evaluates if the trade should be delayed |
Cinnober Financial Technology AB |
| 7554 | TradeSeqNo
Int
Trade sequence number |
Cinnober Financial Technology AB |
| 7555 | TradeSeqNoSeries
Int
Trade sequence number series |
Cinnober Financial Technology AB |
| 7556 | TradeReportRefSystem
String
Reference to the Trade Report System of the previous version of the trade. |
Cinnober Financial Technology AB |
| 7557 | LiquidShare
Boolean
Indicates whether this instrument is a “liquid share” or not. |
Cinnober Financial Technology AB |
| 7558 | Sector
String
The ICB code for the sector that this share belongs to |
Cinnober Financial Technology AB |
| 7559 | BasisOfTrade
Int
1 = DMA
2 = Cash
3 = Proprietary
4 = Client interaction
|
Cinnober Financial Technology AB |
| 7560 | SuspendReason
Char
E = End of day
O = Other
|
Cinnober Financial Technology AB |
| 7561 | SecondaryQuoteID
String
Contributor’s internal quote reference ID. |
Cinnober Financial Technology AB |
| 7562 | SecondaryTradeID
String
Contributor’s internal trade reference ID. |
Cinnober Financial Technology AB |
| 7563 | NoWarningReasons
Int
Number of warning reasons. |
Cinnober Financial Technology AB |
| 7564 | TradeReportWarningReason
Int
Trade report warning reasons |
Cinnober Financial Technology AB |
| 7565 | NoTradeSeqNoSeries
Int
Number of trade sequence number series. |
Cinnober Financial Technology AB |
| 7566 | TimezoneOffset
Int
Offset to the local time compared to UTC. E.g. -5 is Eastern time. |
Cinnober Financial Technology AB |
| 7567 | ReportedPxDiff
Boolean
Indicates if the price differs from the market price |
Cinnober Financial Technology AB |
| 7568 | ReportedPXReason
Char
Reason why price differs from market price:
D = Market Condition
N = Negotiated Trade
A = Amended trade
C = Cancelled Trade
|
Cinnober Financial Technology AB |
| 7569 | RptSys
String
The system which has published the report. |
Cinnober Financial Technology AB |
| 7570 | RptTime
UTCTimestamp
The time the trade report will be published. |
Cinnober Financial Technology AB |
| 7571 | AVT
Int
The MiFID “average value of turnover” of the instrument. |
Cinnober Financial Technology AB |
| 7572 | AVTCurrency
Currency
The currency in which the AVT is expressed |
Cinnober Financial Technology AB |
| 7573 | ADT
Int
The MiFID “average daily turnover” of the instrument |
Cinnober Financial Technology AB |
| 7574 | ADTCurrency
Currency
The currency in which the ADT is expressed |
Cinnober Financial Technology AB |
| 7575 | SMS
Int
The MiFID “standard market size” of the instrument |
Cinnober Financial Technology AB |
| 7576 | SILiquidSharesReqID
String
The request ID in a SI Liquid Shares message. |
Cinnober Financial Technology AB |
| 7577 | SILiquidSharesStatus
Int
0 = accepted
1 = rejected
|
Cinnober Financial Technology AB |
| 7578 | SILiquidSharesRejectReason
Int
Reason for reject |
Cinnober Financial Technology AB |
| 7579 | SuspendQuotingReqID
String
The request ID for suspend quoting. |
Cinnober Financial Technology AB |
| 7580 | SuspendQuotingStatus
Int
0 = Request accepted
1 = Request rejected
|
Cinnober Financial Technology AB |
| 7581 | SuspendQuotingRejectReason
Int
Reason for reject |
Cinnober Financial Technology AB |
| 7582 | NoQuotableCurrencies
Int
Number of quotable currencies for an instrument. |
Cinnober Financial Technology AB |
| 7583 | QuotesClearedTime
UTCTimestamp
The timestamp when quotes where cleared in BOAT. |
Cinnober Financial Technology AB |
| 7584 | TradeReportSystem
String
The trade report system of a trade report. |
Cinnober Financial Technology AB |
| 7585 | TradeReportRefVersion
Int
The version of the previous trade report. |
Cinnober Financial Technology AB |
| 7586 | NoQuotableInstruments
Int
Number of quotable instruments. |
Cinnober Financial Technology AB |
| 7587 | ClientTrade
Boolean
Indicates if the trade is a Client Trade, i.e. eligible for delay. |
Cinnober Financial Technology AB |
| 7588 | QuotableInstrumentStatusReqID
String
ID of a Quotable Instrument Status request. |
Cinnober Financial Technology AB |
| 7589 | QuotableInstrStatusReqRejReason
Int
Reason for reject.
1 = Duplicate request ID
2 = Insufficient permissions
94 = Not allowed on current state
98 = Service not available
99 = Other
|
Cinnober Financial Technology AB |
| 7590 | ReceivedTime
UTCTimestamp
The timestamp when the trade was received by BOAT. |
Cinnober Financial Technology AB |
| 7591 | SecurityValidToTime
UTCTimestamp
The latest timestamp when the security is valid. |
Cinnober Financial Technology AB |
| 7592 | SecurityChangedTime
UTCTimestamp
Timestamp of Security Change. |
Cinnober Financial Technology AB |
| 7593 | SecurityValidFromTime
UTCTimestamp
The earliest timestamp when the security is valid. |
Cinnober Financial Technology AB |
| 7594 | LiquidityLevel
Int
The liquidity level of the instrument. |
Cinnober Financial Technology AB |
| 7595 | NoSharesIssued
Long
The number of shares issued. |
Cinnober Financial Technology AB |
| 7596 | PxQtyReviewed
Boolean
Indicates if the trade price and trade quantity have been reviewed. |
Cinnober Financial Technology AB |
| 7597 | QueriedTrade
Boolean
Indicates if the trade is queried, for example price or qty |
Cinnober Financial Technology AB |
| 7598 | SystemUTIRef
String
Unique system specific trade indentifier reference. Required in Trade Capture Report (Message type = “AE”) for cancellations (ExecType=H) or amendments (ExecType=0 and 7556, 572, and 7585 submitted). References a SystemUTI. |
Cinnober Financial Technology AB |
| 7599 | SystemUTI
String
Unique system specific trade indentifier. Returned in Trade Capture Report Ack (Message type = “AR”) when the trade report is accepted. |
Cinnober Financial Technology AB |
| 7600 | WdnStrategyType
string
This is a required field! | Michael Mook
Weeden & Co. LP |
| 7601 | WdnStrategyMode
string
Indicate value. | Michael Mook
Weeden & Co. LP |
| 7602 | WdnStartTime
time
GMT, FIX standard format -- missing means start immediately. | Michael Mook
Weeden & Co. |
| 7603 | WdnEndTime
time
GMT, FIX standard format -- missing means trade to market close. | Michael Mook
Weeden & Co. |
| 7604 | WdnMOCFlag
string
Y or N -- missing means N. | Michael Mook
Weeden & Co. LP |
| 7605 | WdnMaxParticipation
integer
missing is the same as zero. | Michael Mook
Weeden & Co. LP |
| 7606 | WdnTargetParticipation
integer
this tag is ignored if value is missing or zero. | Michael Mook
Weeden & Co. LP |
| 7607 | WdnStrategyParameter1
| Michael Mook
Weeden & Co. LP |
| 7608 | WdnStrategyParameter2 | Michael Mook
Weeden & Co. LP |
| 7609 | WdnStrategyParameter3 | Michael Mook
Weeden & Co. LP |
| 7610 | WdnStrategyParameter4 | Michael Mook
Weeden & Co. LP |
| 7611 | WdnStrategyParameter5 | Michael Mook
Weeden & Co. LP |
| 7612 | WdnStrategyParameter6 | Michael Mook
Weeden & Co. LP |
| 7613 | WdnStrategyParameter7 | Michael Mook
Weeden & Co. LP |
| 7614 | WdnStrategyParameter8 | Michael Mook
Weeden & Co. |
| 7615 | WdnStrategyParameter9 | Michael Mook
Weeden & Co. |
| 7616 | WdnStrategyParameter10 | Michael Mook
Weeden & Co. |
| 7617 | WdnStrategyParameter11 | Michael Mook
Weeden & Co. |
| 7618 | WdnStrategyParameter12 | Michael Mook
Weeden & Co. |
| 7619 | WdnStrategyParameter13 | Michael Mook
Weeden & Co. |
| 7620 | WdnStrategyParameter14 | Michael Mook
Weeden & Co. |
| 7621 | WdnStrategyParameter15 | Michael Mook
Weeden & Co. |
| 7622 | WdnStrategyParameter16 | Michael Mook
Weeden & Co. |
| 7623 | WdnStrategyParameter17 | Michael Mook
Weeden & Co. |
| 7624 | WdnStrategyParameter18 | Michael Mook
Weeden & Co. |
| 7625 | WdnStrategyParameter19 | Michael Mook
Weeden & Co. |
| 7626 | WdnStrategyParameter20 | Michael Mook
Weeden & Co. |
| 7627 | WdnStrategyParameter21 | Michael Mook
Weeden & Co. |
| 7628 | WdnStrategyParameter22 | Michael Mook
Weeden & Co. |
| 7629 | WdnStrategyParameter23 | Michael Mook
Weeden & Co. |
| 7630 | WdnStrategyParameter24 | Michael Mook
Weeden & Co. |
| 7631 | WdnStrategyParameter25 | Michael Mook
Weeden & Co. |
| 7632 | WdnStrategyParameter26 | Michael Mook
Weeden & Co. |
| 7633 | WdnStrategyParameter27 | Michael Mook
Weeden & Co. |
| 7634 | WdnStrategyParameter28 | Michael Mook
Weeden & Co. |
| 7635 | WdnStrategyParameter29 | Michael Mook
Weeden & Co. |
| 7636 | WdnStrategyParameter30 | Michael Mook
Weeden & Co. |
| 7637 | WdnStrategyParameter31 | Michael Mook
Weeden & Co. |
| 7638 | WdnStrategyParameter32 | Michael Mook
Weeden & Co. |
| 7639 | WdnStrategyParameter33 | Michael Mook
Weeden & Co. |
| 7640 | WdnStrategyParameter34 | Michael Mook
Weeden & Co. |
| 7641 | WdnStrategyParameter35 | Michael Mook
Weeden & Co. |
| 7642 | WdnStrategyParameter36 | Michael Mook
Weeden & Co. |
| 7643 | WdnStrategyParameter37 | Michael Mook
Weeden & Co. |
| 7644 | WdnStrategyParameter38 | Michael Mook
Weeden & Co. |
| 7645 | WdnStrategyParameter39 | Michael Mook
Weeden & Co. |
| 7646 | WdnStrategyParameter40 | Michael Mook
Weeden & Co. |
| 7647 | WdnStrategyParameter41 | Michael Mook
Weeden & Co. |
| 7648 | WdnStrategyParameter42 | Michael Mook
Weeden & Co. |
| 7649 | WdnStrategyParameter43 | Michael Mook
Weeden & Co. |
| 7650 | WdnStrategyParameter44 | Michael Mook
Weeden & Co. |
| 7651 | WdnStrategyParameter45 | Michael Mook
Weeden & Co. |
| 7652 | WdnStrategyParameter46 | Michael Mook
Weeden & Co. |
| 7653 | WdnStrategyParameter47 | Michael Mook
Weeden & Co. |
| 7654 | WdnStrategyParameter48 | Michael Mook
Weeden & Co. |
| 7655 | WdnStrategyParameter49 | Michael Mook
Weeden & Co. |
| 7656 | WdnStrategyParameter50 | Michael Mook
Weeden & Co. |
| 7657 | WdnStrategyParameter51 | Michael Mook
Weeden & Co. |
| 7658 | WdnStrategyParameter52 | Michael Mook
Weeden & Co. |
| 7659 | WdnStrategyParameter53 | Michael Mook
Weeden & Co. |
| 7660 | WdnStrategyParameter54 | Michael Mook
Weeden & Co. |
| 7661 | Institutional ID
D,F,G,8,s
This field contains the institutional ID (length is 7 characters).
| Gilles Bui
GL Trade
4/1/2008 |
| 7662 | Trader Group ID
D,F,G,8,s
This field contains the ID of the trader group. | Gilles Bui
GL Trade
4/1/2008 |
| 7663 | SettlAccType
D,F,G,8,s
This field indicates the settlement account type. Valid values: 1=Standing; 2=House; 3=Client. | Gilles Bui
GL Trade
4/1/2008 |
| 7664 | Settlement Venue
D,F,G,8,s
Currently all London Stock Exchange instruments are applicable to a single settlement venue. | Gilles Bui
GL Trade
4/1/2008 |
| 7665 | Member Code Counterpart
D,F,G,8,s
This field indicates the Member code counterpart. For a cross order the possible values are: INTRAFIRM or NONMEMBER.
| Gilles Bui
GL Trade
4/1/2008 |
| 7666 | Mandator ID
8
This field indicates the code of the mandator. | Gilles Bui
GL Trade
4/1/2008 |
| 7667 | Public Order Code
8
This field contains the public order code (i.e. the order code for the displayed quantity).
| Gilles Bui
GL Trade
4/1/2008 |
| 7668 | LastCounterpartExec
8
Indicates the counterpart of the last trade. | Gilles Bui
GL Trade
4/1/2008 |
| 7669 | MIFID Order Type
D,F,G,8,s
Indicates the client order type in case the order is sent to the client matching engine.
Valid values: 1=Mid price (matching engine will maintain the price in real time as mid-price); 2= Soft limit (matching engine will manage an internal limit, and an external or exchange limit). | Gilles Bui
GL Trade
4/1/2008 |
| 7670 | MIFID Internal Limite
D,F,G,8,s
In case the order type is soft-limit, this field indicates the internal limit.
| Gilles Bui
GL Trade
4/1/2008 |
| 7671 | User Dealer
D,F,G,8,P
This field indicates the User Dealer (set in GL OMS) | Gilles Bui
GL Trade
4/1/2008 |
| 7672 | User Sales
D,F,G,8,P
This field indicates the User Sales (set in GL OMS) | Gilles Bui
GL Trade
4/1/2008 |
| 7673 | OrigClientID
D,F,G,8,J,P
Original Client ID of the order before amendment of Client ID
| Gilles Bui
GL Trade
4/1/2008 |
| 7674 | PrevOrdQty
D,F,G,8
Previous quantity of the order before amendment (used for GL OMS) | Gilles Bui
GL Trade
4/1/2008 |
| 7675 | PrevOrdPrice
D,F,G,8
Previous price of the order before amendment(used for GL OMS) | Gilles Bui
GL Trade
4/1/2008 |
| 7676 | FloorQtyDay
8
Floor quantity of the day. Used for GL SOM to indicate the executed quantity for client order, at the end of the day. | Gilles Bui
GL Trade
4/1/2008 |
| 7677 | AllocExecID
J
Allocation ExecID used in Account Repeating Group (to link with Exec repeating Group) | Gilles Bui
GL Trade
4/1/2008 |
| 7678 | TotalRevCost
8,P
Used for GL SOM. Sum of all (MatchedQty*RevisedPrice) | Gilles Bui
GL Trade
4/1/2008 |
| 7679 | AvgRevPrice
8,P
Average Revised Price (Used for GL SOM) | Gilles Bui
GL Trade
4/1/2008 |
| 7680 | OTCInd
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 |
| 7681 | TotalCostDay
8
Total cost of the day set by GL SOM for EDA orders. | Gilles Bui
GL Trade
6/6/2008 |
| 7682 | AvgPriceDay
8
Average Price of the day set by GL SOM (for EDA orders)
| Gilles Bui
GL Trade
6/6/2008 |
| 7683 | CurrencyRate
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 |
| 7684 | ComplSettlement
D,F,G,s,8
Used to indicate a complementary information about the settlement | Gilles Bui
GL Trade
6/6/2008 |
| 7685 | ReminderInterval
D,F,G,8,s
Used for Jakarta Stock Exchange (required for Off-exchange) | Gilles Bui
GL Trade
6/6/2008 |
| 7686 | SuspensionInd
f
Suspension Indicator | Gilles Bui
GL Trade
6/6/2008 |
| 7687 | PercentageVar
f
Percentage Variation | Gilles Bui
GL Trade
6/6/2008 |
| 7688 | OTCSession
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 |
| 7689 | ThresholdExecQty
8
Indicates the maximum number contracts affected for an executed (used for XETRA best quote) | Gilles Bui
GL Trade
6/6/2008 |
| 7690 | LimitGap
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 |
| 7691 | ClientCapacity
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 |
| 7692 | SubClCodType
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 |
| 7693 | ClientAccID
D,F,G,8
GL client account ID (for clearing) | Gilles Bui
GL Trade
6/6/2008 |
| 7694 | SubAccount
D,F,G,8
Client sub-account (for clearing) | Gilles Bui
GL Trade
6/6/2008 |
| 7695 | CoverInd
D,F,G,8
GL Covered Indicator. Valid values: 1=Covered; 2=Uncovered. | Gilles Bui
GL Trade
6/6/2008 |
| 7696 | TrusteeID
D,F,G,8
Indicate a local reference ID. | Gilles Bui
GL Trade
6/6/2008 |
| 7697 | ShareGroupID
D,F,G,8
GL Share Group ID (for clearing) | Gilles Bui
GL Trade
6/6/2008 |
| 7698 | Netting
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 |
| 7699 | NettingGroup
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 |
| 7700 | Book ID
D,F,G,8
Group of PorfolioID. Specific Kuwait Stock Exchange for back office. | Gilles Bui
GL Trade
6/6/2008 |
| 7701 | QuoteEntryDate
Date the quote was initiated by quote originator | Robert Allison
MarketAxess |
| 7702 | QuoteEntryTime
Mass Quote
Time quote was entered by orginator | Robert Allison
MarketAxess |
| 7703 | MarketSegment
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 |
| 7704 | MIFID 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 |
| 7705 | MIFIDTradeExchange
8,9,s
Contains the GL GLID of execution market | Gilles Bui
GL Trade
9/30/2008 |
| 7706 | OriginatorAcc
D,F,G,s,8
Indicates the member's own account to the end-client. | Gilles Bui
GL Trade
10/22/2008 |
| 7707 | NoDeposit
U1
Repeating Group Index for GL SPAN message | Gilles Bui
GL Trade
10/22/2008 |
| 7708 | UnderlyingRisk
U1
Risk level for the underlying symbol. (specific to GL SPAN message) | Gilles Bui
GL Trade
10/22/2008 |
| 7709 | MarginInit
U1
Initial deposit value (specific to GL SPAN message) | Gilles Bui
GL Trade
10/22/2008 |
| 7710 | TMX UDF |
TSX Group
8/20/2008 |
| 7711 | TMX UDF |
TSX Group
8/20/2008 |
| 7712 | TMX UDF |
TSX Group
8/20/2008 |
| 7713 | TMX UDF |
TSX Group
8/20/2008 |
| 7714 | TMX UDF |
TSX Group
8/20/2008 |
| 7715 | TMX UDF |
TSX Group
8/20/2008 |
| 7716 | TMX UDF |
TSX Group
8/20/2008 |
| 7717 | TMX UDF |
TSX Group
8/20/2008 |
| 7718 | TMX UDF |
TSX Group
8/20/2008 |
| 7719 | TMX UDF |
TSX Group
8/20/2008 |
| 7720 | TMX UDF |
TSX Group
8/20/2008 |
| 7721 | TMX UDF |
TSX Group
8/20/2008 |
| 7722 | TMX UDF |
TSX Group
8/20/2008 |
| 7723 | TMX UDF |
TSX Group
8/20/2008 |
| 7724 | TMX UDF |
TSX Group
8/20/2008 |
| 7725 | TMX UDF |
TSX Group
8/20/2008 |
| 7726 | TMX UDF |
TSX Group
8/20/2008 |
| 7727 | TMX UDF |
TSX Group
8/20/2008 |
| 7728 | TMX UDF |
TSX Group
8/20/2008 |
| 7729 | TMX UDF |
TSX Group
8/20/2008 |
| 7730 | TMX UDF |
TSX Group
8/20/2008 |
| 7731 | TMX UDF |
TSX Group
8/20/2008 |
| 7732 | TMX UDF |
TSX Group
8/20/2008 |
| 7733 | TMX UDF |
TSX Group
8/20/2008 |
| 7734 | TMX UDF |
TSX Group
8/20/2008 |
| 7735 | TMX UDF |
TSX Group
8/20/2008 |
| 7736 | TMX UDF |
TSX Group
8/20/2008 |
| 7737 | TMX UDF |
TSX Group
8/20/2008 |
| 7738 | TMX UDF |
TSX Group
8/20/2008 |
| 7739 | TMX UDF |
TSX Group
8/20/2008 |
| 7740 | CrossFlag
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 |
| 7741 | LegContraQty
8
Contra amount of the leg | Claire Williams
Bank of America
9/1/2008 |
| 7742 | OriginatorAccFinal
D,8
Indicates the account of the person who initiates the order. | Gilles Bui
GL Trade
6/11/2009 |
| 7743 | ClientIdSOM
D,F,G,s,8,9
Indicates the UserId set in GLSOM to identify the FIX Client. | Gilles Bui
GL Trade
6/11/2009 |
| 7744 | WorkChildMinQty
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 |
| 7745 | TriggerDateTime
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 |
| 7746 | WorkMaxLimitPrice
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 |
| 7747 | WorkPrice
D,G,AB,8
Defines the Work Price (specific to algo Linked Peg for GL Tactics) | Gilles Bui
GL Trade
6/11/2009 |
| 7748 | WorkEndDate
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 |
| 7749 | WorkRefVolume
8
Used with GL algo %Volume, this field indicates the volume at the beginning. | Gilles Bui
GL Trade
6/11/2009 |
| 7750 | BookingTypeCustom
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 |
| 7751 | SyntheticQtyType
0=Percentage
1=Quantity | Andrew Bowley
Lehman Brothers |
| 7752 | NoSynthetics
Number of SyntheticType, SyntheticQty, and SyntheticBroker entries | Andrew Bowley
Lehman Brothers |
| 7753 | SyntheticType
0=CFD
1=Swap
2=Give Up | Andrew Bowley
Lehman Brothers |
| 7754 | SyntheticQty
A percentage or quantity of the order's quantity, as defined by SyntheticQtyType, that represents the associated SyntheticType | Andrew Bowley
Lehman Brothers |
| 7755 | SyntheticBroker
Value representing the broker | Andrew Bowley
Lehman Brothers |
| 7756 | WorkSymbol
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 |
| 7757 | WorkIDSource
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 |
| 7758 | WorkSecurityIDSource
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 |
| 7759 | RevisedFinal
8
Remaining payment due on any contract (specific to KMEFIC) | Gilles Bui
GL Trade
6/11/2009 |
| 7760 | Auction limit price
All
Limit price in % value terms | Natasha Bonner-Fomes
Lehman Brothers UK |
| 7761 | QuoteRank
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 |
| 7762 | Exclude
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 |
| 7763 | RequestIn
Long
The time when application received request | Igor Tkachev
Deutsche Bank
3/31/2009 |
| 7764 | RequestOut
Long
The time when application sent request | Igor Tkachev
Deutsche Bank
3/31/2009 |
| 7765 | ResponseIn
Long
The time when application received response | Igor Tkachev
Deutsche Bank
3/31/2009 |
| 7766 | ResponseOut
Long
The time when application sent response | Igor Tkachev
Deutsche Bank
3/31/2009 |
| 7767 | IsRelative
String
It points that OrderQty is relative value (LeavesQty = LeavesQty - OrderQty). |
Deutsche Bank
4/1/2009 |
| 7768 | OptionTradeType
TW Derivative Trade Type (Option/Future)
1 = Listed
2 = Flex
3 = Bilateral | Wei Koek
TradeWeb
10/21/2009 |
| 7769 | DeltaTransfer
Option Delta Transfer
1 = Delta Work
2 = Delta Exchange
3 = Risk | Wei Koek
TradeWeb
10/21/2009 |
| 7770 | LockedQty
8
Locked quantity |
BATS Trading
8/3/2009 |
| 7771 | RouteOddToSlowExchange
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 |
| 7772 | CentralCounterParty
The Central Counterparty. | Martyn Thomas
BATS Trading
9/30/2009 |
| 7773 | OtherLegSecurityID
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 |
| 7774 | OtherLegReferenceNo
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 |
| 7775 | OtherLegLastPx
8,s
For Basis and Against Actual trades only. Underlying cash leg price | Marc Abend
NYSE Euronext
10/2/2009 |
| 7776 | Volga
Quote
The Volga of an Option | Alexey Erekhinsky
Deutsche Bank
5/28/2008 |
| 7777 | LastMktBloomberg
ioi
Bloomberg recognized exchange code. This is a 2 character, alpha code. | Don Scheurer
BLOOMBERG LP. |
| 7778 | SecurityExchangeBloomberg
new order single & ioi
Bloomberg recognized exchange code. 2 character alpha code. | Don Scheurer
BLOOMBERG LP. |
| 7779 | Route 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 |
| 7780 | Reserved | Paulo Lai
Object Trading
7/29/2008 |
| 7781 | Reserved | Paulo Lai
Object Trading
7/29/2008 |
| 7782 | Reserved | Paulo Lai
Object Trading
7/29/2008 |
| 7783 | Reserved | Paulo Lai
Object Trading
7/29/2008 |
| 7784 | Reserved | Paulo Lai
Object Trading
7/29/2008 |
| 7785 | Reserved | Paulo Lai
Object Trading
7/29/2008 |
| 7786 | Reserved | Paulo Lai
Object Trading
7/29/2008 |
| 7787 | Reserved | Paulo Lai
Object Trading
7/29/2008 |
| 7788 | Reserved | Paulo Lai
Object Trading
7/29/2008 |
| 7789 | Reserved | Paulo Lai
Object Trading
7/29/2008 |
| 7790 | Reserved | Paulo Lai
Object Trading
7/29/2008 |
| 7791 | Reserved | Paulo Lai
Object Trading
7/29/2008 |
| 7792 | Reserved | Paulo Lai
Object Trading
7/29/2008 |
| 7793 | Reserved | Paulo Lai
Object Trading
7/29/2008 |
| 7794 | Reserved | Paulo Lai
Object Trading
7/29/2008 |
| 7795 | Reserved | Paulo Lai
Object Trading
7/29/2008 |
| 7796 | Reserved | Paulo Lai
Object Trading
7/29/2008 |
| 7797 | Reserved
. | Paulo Lai
Object Trading
7/29/2008 |
| 7798 | Reserved | Paulo Lai
Object Trading
7/29/2008 |
| 7799 | Reserved | Paulo Lai
Object Trading
7/29/2008 |
| 7800 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7801 | SourceApplication
D, G, 8
Identifies Portfolio Trading flow (String) | Daniel Yu
JP Morgan |
| 7802 | GroupName
D, G, 8
Group Identifier for Parent/Child orders(String) | Daniel Yu
JP Morgan |
| 7803 | Strategy
D, G, 8
Indicates whether a strategy should be applied to a Program (String) | Daniel Yu
JP Morgan |
| 7804 | Algo reserved
Algo reserved - APAC Product | Billy Zhao
Deutsche Bank |
| 7805 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7806 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7807 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7808 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7809 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7810 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7811 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7812 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7813 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7814 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7815 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7816 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7817 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7818 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7819 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7820 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7821 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7822 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7823 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7824 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7825 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7826 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7827 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7828 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7829 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7830 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7831 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7832 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7833 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7834 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7835 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7836 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7837 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7838 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7839 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7840 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7841 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7842 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7843 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7844 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7845 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7846 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7847 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7848 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7849 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7850 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7851 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7852 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7853 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7854 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7855 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7856 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7857 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7858 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7859 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7860 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7861 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7862 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7863 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7864 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7865 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7866 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7867 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7868 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7869 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7870 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7871 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7872 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7873 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7874 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7875 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7876 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7877 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7878 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7879 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7880 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7881 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7882 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7883 | Algo reserved
Algo reserved - Would Criteria | Billy Zhao
Deutsche Bank |
| 7884 | Algo reserved
Algo reserved - Perf Variation | Billy Zhao
Deutsche Bank |
| 7885 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7886 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7887 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7888 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7889 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7890 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7891 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7892 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7893 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7894 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7895 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7896 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7897 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7898 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7899 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7900 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7901 | Algo reserved
Algo reserved - SOR | Billy Zhao
Deutsche Bank |
| 7902 | Algo reserved
Algo reserved - SOR | Billy Zhao
Deutsche Bank |
| 7903 | Algo reserved
Algo reserved - SOR | Billy Zhao
Deutsche Bank |
| 7904 | Algo reserved
Algo reserved - SOR | Billy Zhao
Deutsche Bank |
| 7905 | Algo reserved
Algo reserved | Billy Zhao
Deutsche Bank |
| 7906 | CombinedOrdType
D,G,i
1 - Normal Order (controlled against NBBO)
2 - No NBBO controls
3 - No OLA routing | Jim Haworth
CMC |
| 7907 | MarketPhase
D
Directing order to various market phases | daryll petrie
primeo
8/22/2008 |
| 7908 | MarketPhase
D
Directing order to various market phases | daryll petrie
primeo
8/26/2008 |
| 7909 | MarketPhase
D
Directing order to various market phases | daryll petrie
primeo
8/26/2008 |
| 7910 | DayCountFraction
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 |
| 7911 | LegTenorValue
R, AG
Tenor of a multi-leg trade | Claire Williams
Bank of America |
| 7912 | LegBidSize
R, AG
Quoted amount of a multi-leg deal (repeating group) | Claire Williams
Bank of America |
| 7913 | LegOfferSize
R, AG
Offer size of a multi-leg trade (repeating group) | Claire Williams
Bank of America |
| 7914 | LegBidSpotRate
R, AG
Spot Rate bid for a multi-leg deal (repeating group) | Claire Williams
Bank of America |
| 7915 | LegOfferSpotRate
R, AG
Spot Rate ask for a multi-leg trade (part of repeating group) | Claire Williams
Bank of America |
| 7916 | LegUSDEquiv
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 |
| 7918 | LegHomeCcyRate
8
Client's home currency rate against the dealt currency (Multi-leg) | Claire Williams
Bank of America |
| 7919 | LegAvgPx
8
average all-in rate of a multi-leg trade | Claire Williams
Bank of America |
| 7920 | ConvertedPriceIndicator
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
|
| 7921 | BargainCondition
String
Bargain condition of an order (GL). | James Talbot
|
| 7922 | BestExecutionUniverse
Int
List of Markets, Alternative Venues,DarkpooL, Internal systems (matching engine for OTC, Systematic Internalisator,...) |
BNPPARIBAS EQ&D |
| 7923 | ExchangeListCode
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 |
| 7924 | DeltaAheadThresholdQty | Eugen Sarbu
Lehman Brothers
5/6/2008 |
| 7925 | DeltaAheadThresholdValue | Eugen Sarbu
Lehman Brothers
5/6/2008 |
| 7926 | WorkingDelta | Eugen Sarbu
Lehman Brothers
5/6/2008 |
| 7927 | AggressivePost
D,G
Boolean |
Barclays Capital
11/5/2008 |
| 7928 | SelfTradePreventFlag
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 |
| 7929 | CAPStrategyIndicator | Marc Abend
NYSE Euronext
8/12/2008 |
| 7930 | ServiceID |
Mantara |
| 7931 | VenueID
Venue of Target or Execution |
Mantara |
| 7932 | RouteToID
Destination when Routing Away |
Mantara |
| 7933 | BrokerID
Broker to Sponsor order |
Mantara |
| 7934 | FirmID |
Mantara |
| 7935 | DisplayInst |
Mantara |
| 7936 | UserID |
Mantara |
| 7937 | UserName |
Mantara |
| 7938 | BlotterID |
Mantara |
| 7939 | BlotterName |
Mantara |
| 7940 | StrategyID |
Mantara |
| 7941 | VenueStrategy |
Mantara |
| 7942 | CrossFirst |
Mantara |
| 7943 | CrossAfter |
Mantara |
| 7944 | RouteFirst |
Mantara |
| 7945 | TakeShown |
Mantara |
| 7946 | TakeWhenShown |
Mantara |
| 7947 | CanReprice |
Mantara |
| 7948 | PostOnly |
Mantara |
| 7949 | PostAwayTag |
Mantara |
| 7950 | RouteOut |
Mantara |
| 7951 | DialectID |
Mantara |
| 7952 | TradingDeskID |
Mantara |
| 7953 | RegionID |
Mantara |
| 7954 | MaxQtyPerLevel |
Mantara |
| 7955 | MaxPctRate |
Mantara |
| 7956 | MinPctRate |
Mantara |
| 7957 | Aggression |
Mantara |
| 7958 | ChildAggression |
Mantara |
| 7959 | AheadAllowed |
Mantara |
| 7960 | BehindAllowed |
Mantara |
| 7961 | Interval |
Mantara |
| 7962 | Alpha |
Mantara |
| 7963 | Lambda |
Mantara |
| 7964 | Beta |
Mantara |
| 7965 | Gamma |
Mantara |
| 7966 | Delta |
Mantara |
| 7967 | Theta |
Mantara |
| 7968 | Vega |
Mantara |
| 7969 | Omega |
Mantara |
| 7970 | Rho |
Mantara |
| 7971 | MinBlockSize |
Mantara |
| 7972 | MinBlockBasis |
Mantara |
| 7973 | CompleteOrder |
Mantara |
| 7974 | PreOpen |
Mantara |
| 7975 | OnOpenCross |
Mantara |
| 7976 | OnCloseCross |
Mantara |
| 7977 | OnCrossBasis |
Mantara |
| 7978 | DoNotCross |
Mantara |
| 7979 | ToBeRenameRx |
Mantara |
| 7980 | ToBeRenameTrigger |
Mantara |
| 7981 | CorpBuyback |
Mantara |
| 7982 | AdverseMoveAmt |
Mantara |
| 7983 | AdverseMoveRate |
Mantara |
| 7984 | FavorMoveAmt |
Mantara |
| 7985 | FavorMoveRate |
Mantara |
| 7986 | LegLimit |
Mantara |
| 7987 | LegRatio |
Mantara |
| 7988 | LegCash |
Mantara |
| 7989 | LeadingLeg |
Mantara |
| 7990 | PriceMultiplier |
Mantara |
| 7991 | PriceIntercept |
Mantara |
| 7992 | CashTolerance |
Mantara |
| 7993 | LongLimit |
Mantara |
| 7994 | ShortLimit |
Mantara |
| 7995 | Mantara1 |
Mantara |
| 7996 | Mantara2 |
Mantara |
| 7997 | Mantara3 |
Mantara |
| 7998 | Mantara4 |
Mantara |
| 7999 | Mantara5 |
Mantara |
