The table below summarizes currently used custom fields.
At this time the available tag numbers in the user defined range of 5000 to 9999 have all been allocated. In December 2009 the Global Technical Committee Governance Board approved the use of tag numbers in the 20000 to 39999 range for use as user defined tags to be used bilaterally between parties. These tags do not need to be registered. The GTC Governance Board is working on a long term solution.
User fields in the range 8000-8999 are currently reserved for work-in-progress in Japan and China.
| Tag | Field / FIX MsgTypes / Description | Created by |
|---|
|
| 9000 | InvestorAdvisorCode
D
a.k.a - RR Code, Salesman Code, Representative Code | Oleg Volossetski
RoaylBlue Corporation |
| 9001 | MaxShow
D
Order: Inform broker the amount of the order to be shown via IOIs
<p>
** ADDED TO FIX 4.1 AS TAG: 210 (MaxShow) ** | Charles Paclat
State Street/ Lattice |
| 9002 | CrossSeqNum
AE - TradeCaptureReport
Sequence number of cross trade being reported to an exchange. The field can contain alpha-numeric values. | Tad Knowles
SunGard Trading Systems |
| 9003 | UDFSupportIndicator
Valid Values
1- Supports UDF in the message
2- Supports UDF in repeating groups | Santhanakrishnan Sundaresan
Chicago Board Of Options Exchange |
| 9004 | CustomerSize
W
Indicates the number of contracts that are customer in the top of the market message. | Santhanakrishnan Sundaresan
Chicago Board Of Options Exchange |
| 9005 | ProfessionalSize
W
Indicates the number of contracts that are professional (non-ICM)in the top of the market message. | Santhanakrishnan Sundaresan
Chicago Board Of Options Exchange |
| 9006 | QuoteUpdateControlId
MassQuote [35=i]
An Integer ID per quote for a product in the Mass Quote Message. | Santhanakrishnan Sundaresan
Chicago Board Of Options Exchange |
| 9007 | NoSettDays
Number of Settlement Days
For FIX4.2 . Defines the number of Settlement Days. Format is 1-25. This is used when SettlmntType is too restrictive. | Rohit Lad
Dresdner Kleinwort Wasserstein |
| 9008 | QuoteText
Text on Quote
For FIX4.2. Quote msg does not have Text. | Rohit Lad
Dresdner Kleinwort Wasserstein |
| 9009 | Trading System Ticket Number
8,J
Propritary Trading system Ticket number | Don Scheurer
Bloomberg |
| 9010 | Trading System Reference Ticket Number
8,J
Referernce number for Proprietary trading system ticket number | Don Scheurer
Bloomberg |
| 9011 | BLP Allocation ticket number
J,P
Inside the repeating group for allocations. This is unique to BLP Trading systems. | Don Scheurer
Bloomberg |
| 9012 | BLP Allocation ref. ticket number
J,P
UNique to BLP Trading system. Inside repeating group for allocations. | Don Scheurer
Bloomberg |
| 9013 | ADPBlotterCode
ADP Blotter Code | Neal Ramasamy
Instinet |
| 9014 | BlotOrderStatus
8
State of the order on the blot screens.
0 = Sent
1 = Sent Ack
2 = Priced
3 = Covered
4 = Accepted
5 – Rejected
6 = Canceled
7 = Passed
8 = Traded Away
9 = Tied Traded Away
| Don Scheurer
Bloomberg |
| 9015 | ExecDeltaHedge
RFQ, Quote, Order Execution
Denotes whether a Delta Hedge trade should be booked to offset the risk of an option trade. | Kenneth Bromberg
Bloomberg L.P. |
| 9016 | HedgeTradeType
RFQ, Quote, Order Execution
Indicates a type of hedge trade to be executed for offset of option risk. Possible values: 1=Spot; 2=Forward | Kenneth Bromberg
Bloomberg L.P. |
| 9017 | LegNotionalCurrency
RFQ, Quote, Order Execution
The currency which the LegNotionalAmount field refers to, for an FX Option. | Kenneth Bromberg
Bloomberg L.P. |
| 9018 | LegNotionalAmount
RFQ, Quote, Order Execution
The number of units of currency that are being traded in a given leg of an FX Option. The currency being traded is denoted by the LegNotionalCurrency field, tag 9017. | Kenneth Bromberg
Bloomberg L.P. |
| 9019 | FXOptionStyle
RFQ, Quote, Order Execution
The style of FX Option. Possible values: 1=American; 2=European | Kenneth Bromberg
Bloomberg L.P. |
| 9020 | EQIQuoteResponseLevel
Quote
Indicates the level of acknowledgement expected for each quote that is submitted to NYSE as a Quote Advisory. Possible values:(0), or if the tag is not in the message, NYSE will not send any acknowledgement whatsoever for this message. (1), NYSE will send an acknowledgements only if this message fails one of NYSE validations.(2), NYSE will acknowledge this message in any case (rejection or acceptance). | Jochen de Lima
SIAC |
| 9021 | EQIAdvisoryType
Indicates what kind of information is embedded in a quote advisory message.(0)Updated fully accepted quote.(1)Updated partially accepted quote.(2)Accepted quote but not updated.(3)Partially accepted quote but not updated.(4)Rejected quote | Jochen de Lima
SIAC |
| 9022 | NYSELiquidityBidPx
Quote
NYSE Liquidity Quote Bid Price.
| Jochen de Lima
SIAC |
| 9023 | NYSELiquidityBidSize
Quote
NYSE Liquidity Quote bid size. | Jochen de Lima
SIAC |
| 9024 | NYSELiquidityOfferPx
Quote
NYSE Liquidity Quote offer price. | Jochen de Lima
SIAC |
| 9025 | NYSELiquidityOfferSize
Quote
NYSE Liquidity Quote offer size. | Jochen de Lima
SIAC |
| 9026 | EQIQuoteOrigin
Indicates origin of the quote:whether the quote was generated by NYSE Display Book or by a quote submitted from the firm.(‘E’)The quote was generated because of a quote submitted by the firm.(‘D’)The quote was generated by NYSE DBK(e.g. manual quote entered by specialist). | Jochen de Lima
SIAC |
| 9027 | NYSEQuoteRefId
Provides support for cross-referencing the quote in a Quote Advisory message to a quote submitted to NYSE. This tag contains the Quote ID of the quote sent by the firm that caused the Quote Advisory.It will be present only if the original quote submission EQIQuoteResponseLevel is 1 (if the submission failed some validation) or 2 (in all cases). | Jochen de Lima
SIAC |
| 9028 | NYSENoQuoteErrors
The number of errors in quote validation that are present in a Quote Advisory message (used for repeating group). | Jochen de Lima
SIAC |
| 9029 | NYSEQuoteFieldCode
Contains the indication of which quote element failed validation, and will be used in conjunction with the NYSEQuoteErrorCode tag to specify the complete error. Possible values:(0) Best Quote bid.(1) Best Quote offer.(2)Liquidity Quote bid.(3)Liquidity Quote offer.(4)Error not due to the quote data itself,but due to some generic reason(trading halt, stock frozen, etc). | Jochen de Lima
SIAC |
| 9030 | NYSEQuoteErrorCode
Indicates the quote validation error code in a partially accepted or rejected quote submission(e.g. NYSE Xpress order restriction,auto quote suspended on side,invalid price,discarded due to throttling,etc) . | Jochen de Lima
SIAC |
| 9031 | QuoteUpdateRequestID
Unique identifier issued for each Quote Update Request message in a connection(request to subscribe/unsubscribe for quotes). | Jochen de Lima
SIAC |
| 9032 | UpdateRequestRejectReason
Indicates the encoded reason why the subscription/unsubscription request failed. | Jochen de Lima
SIAC |
| 9033 | EQIRole
Identifies the role of an entering party in a Quote Submission. | Jochen de Lima
SIAC |
| 9034 | CallPutCurrency
RFQ, Quote, Order Execution
Denotes what currency a given leg of an FX Option is operating on. Works in conjunction with CallOrPut tag. | Kenneth Bromberg
Bloomberg L.P. |
| 9035 | OmgeoNoTDBusinessExceptionCodes
AS
Omgeo CTM specific field. Number of repeating groups for TradeDetail business exceptions. |
Omgeo |
| 9036 | OmgeoTDBusinessExceptionCode
AS
Omgeo CTM specific field. A reason code for TradeDetail business exceptions. |
Omgeo |
| 9037 | OmgeoTDHighestErrorSeverity
AS
Omgeo CTM specific field. The highest Error Severity code within the Trade detail. |
Omgeo |
| 9038 | OmgeoTLBusinessExceptionCode
AS
Omgeo CTM specific field. A reason code for business exceptions. |
Omgeo |
| 9039 | OmgeoNoTLBusinessExceptionCodes
AS
Omgeo CTM specific field. Number of repeating groups for business exceptions |
Omgeo |
| 9040 | OmgeoShowHiddenFieldsIndicator
J
Omgeo CTM specific field. An indicator for hiding data from the counter party. |
Omgeo |
| 9041 | OmgeoL2MatchingProfileName
J
Omgeo CTM specific field. Specifies the name of the L2 matching profile. |
Omgeo |
| 9042 | OmgeoNoTradeTransCondIndicators
J, AS
Omgeo CTM specific field. Number of repeating OmgeoTradeTransactionIndicator entries. |
Omgeo |
| 9043 | OmgeoTradeTransCondIndicator
J, AS
Omgeo CTM specific field. Indicates the bargain conditions vfor the trade. |
Omgeo |
| 9044 | OmgeoNoSettlTransCondIndicators
J, AS
Omgeo CTM specific field. Number of repeating OmgeoSettlementTransactionIndicator entries. |
Omgeo |
| 9045 | OmgeoSettlTransCondIndicator
J, AS
Omgeo CTM specific field. Indicates the bargain conditions for the trade. |
Omgeo |
| 9046 | OmgeoTradeLevelMasterReference
J, AS
Omgeo CTM specific field. A unique identifier for the trade side that is supplied by the client. |
Omgeo |
| 9047 | OmgeoTradeDetailTradeAmount
J, AS
Omgeo CTM specific field. Indicates the trade (deal) amount for the trade detail (i.e., the account allocation). |
Omgeo |
| 9048 | OmgeoSettlInstrSourceIndicator
J, AS
Omgeo CTM specific field. Indicates the source of settlement instructions. If not present, settlement instructions will not be enriched and manual settlement instructions included in the message will not be processed. |
Omgeo |
| 9049 | OmgeoAlertCountryCode
J, AS
Omgeo ALERT specific field. Used for ALERT settlement instruction lookup. Codes are not ISO country codes. |
Omgeo |
| 9050 | OmgeoAlertMethodType
J, AS
Omgeo ALERT specific field. The ALERT clearing method type, used for ALERT settlement instruction lookup. |
Omgeo |
| 9051 | OmgeoAlertSecurityType
J, AS
Omgeo ALERT specific field. The ALERT security type code used for ALERT settlement instruction lookup. |
Omgeo |
| 9052 | OmgeoTradeSideID
J, AS, P
Omgeo CTM specific field. A unique identifier for a trade side that is generated by CTM. |
Omgeo |
| 9053 | OmgeoSettlementViewIndicator
AS
Omgeo CTM specific field. Indicates whether an Allocation Report represents a Settlement view or describes a status change. |
Omgeo |
| 9054 | OmgeoTLMatchStatus
AS
Omgeo CTM specific field. Indicates the match status at the trade level. |
Omgeo |
| 9055 | OmgeoRejectComponentFlagBlock
AS
Omgeo CTM specific field. Indicates a Block has been rejected. |
Omgeo |
| 9056 | OmgeoCompleteStatus
AS
Omgeo CTM specific field. Indicates the complete status. |
Omgeo |
| 9057 | OmgeoMatchAgreedStatus
AS
Omgeo CTM specific field. Indicates the trade is matched at the trade level and trade details, is complete and has no errors. |
Omgeo |
| 9058 | OmgeoTLHighestErrorSeverity
AS
Omgeo CTM specific field. Indicates the severity of an error against the trade level (i.e., the block). |
Omgeo |
| 9059 | OmgeoTradeSideHighestErrSeverity
AS
Omgeo CTM specific field. Indicates the severity of an error against the trade side (i.e., the block and all of the associated account allocations). |
Omgeo |
| 9060 | OmgeoBrokerCountryOfIssue
AS
Omgeo CTM specific field. Indicates CountryOfIssue as entered by the executing broker. |
Omgeo |
| 9061 | OmgeoBrokerIDSource
AS
Omgeo CTM specific field. Indicates the IDSource as entered by the executing broker. |
Omgeo |
| 9062 | OmgeoBrokerSecurityID
AS
Omgeo CTM specific field. The SecurityID as entered by the executing broker. |
Omgeo |
| 9063 | OmgeoNoErrors
P
Omgeo CTM specific field. Number of repeating groups of block-level errors. |
Omgeo |
| 9064 | OmgeoErrorKey
P
Omgeo CTM specific field. An identifier representing the error message. |
Omgeo |
| 9065 | OmgeoErrorXPath
P
Omgeo CTM specific field. The XPath of the CTM field, which caused the error. |
Omgeo |
| 9066 | OmgeoErrorText
P
Omgeo CTM specific field. A human-readable description of the error. |
Omgeo |
| 9067 | OmgeoNoIndividualErrors
Omgeo CTM specific field. Number of repeating groups of allocation account-level errors. |
Omgeo |
| 9068 | OmgeoIndividualErrorKey
P
Omgeo CTM specific field. An identifier representing the error message. |
Omgeo |
| 9069 | OmgeoIndividualErrorXPath
P
Omgeo CTM specific field. The XPath of the CTM field, which caused the error. |
Omgeo |
| 9070 | OmgeoIndividualErrorText
P
Omgeo CTM specific field. A human-readable description of the error. |
Omgeo |
| 9071 | OldQty
New Order Single
Must be equal to the currently remaining quantity and not the original order quantity | Priya Sampath
Changepond Technologies |
| 9072 | CallOrPut
RFQ, Quote, Order Execution
Denotes whether a particular leg of an FX Option trade is a Call or a Put. Possible Values: 1=Call; 2=Put | Kenneth Bromberg
Bloomberg L.P. |
| 9073 | Currency1
RFQ, Quote, Order Execution
Denotes one of two currencies in an FX Option trade. | Kenneth Bromberg
Bloomberg L.P. |
| 9074 | Currency2
RFQ, Quote, Order Execution
Denotes the second of two currencies in an FX Options trade. | Kenneth Bromberg
Bloomberg L.P. |
| 9075 | DeltaLeg
Quote, OrderExecution
The per-leg Delta value for an FX Option trade. | Kenneth Bromberg
Bloomberg L.P. |
| 9076 | GammaLeg
Quote, OrderExecution
The per-leg Gamma value for an FX Option trade. | Kenneth Bromberg
Bloomberg L.P. |
| 9077 | VegaLeg
Quote, OrderExecution
The per-leg Vega value for an FX Option trade. | Kenneth Bromberg
Bloomberg L.P. |
| 9078 | ThetaLeg
Quote, OrderExecution
The per-leg Theta value for an FX Option trade | Kenneth Bromberg
Bloomberg L.P. |
| 9079 | RhoLeg
Quote, OrderExecution
The per-leg Rho value for an FX Option trade. | Kenneth Bromberg
Bloomberg L.P. |
| 9080 | SpotHedgeLeg
Quote, OrderExecution
The price of the instrument with which a given leg of an FX Option trade is being hedged. | Kenneth Bromberg
Bloomberg L.P. |
| 9081 | VommaLeg
Quote, OrderExecution
The per-leg Vomma value for an FX Option trade. | Kenneth Bromberg
Bloomberg L.P. |
| 9082 | VannaLeg
Quote, OrderExecution
The per-leg Vanna value for an FX Option trade. | Kenneth Bromberg
Bloomberg L.P. |
| 9083 | DeltaNet
Quote, OrderExecution
The net Delta value for an FX Option trade. | Kenneth Bromberg
Bloomberg L.P. |
| 9084 | OmgeoThirdPartyDetail
This composite is present only if
notifications are sent from a third
party. This composite consists of
ThirdPartyDetailStatus,
ThirdPartyDetailStatusTime,
ThirdPartySummaryStatus,
ThirdPartyHighestErrorSeverity,
ThirdPartyError, and
ThirdPartySourceSettingAgentFro
mMessage | Dharmendra Makhijani
Omgeo LLC
6/18/2008 |
| 9085 | GammaNet
Quote, OrderExecution
The net Gamma value for an FX Option trade. | Kenneth Bromberg
Bloomberg L.P. |
| 9086 | VegaNet
Quote, OrderExecution
The net Vega value for an FX Option trade. | Kenneth Bromberg
Bloomberg L.P. |
| 9087 | ThetaNet
Quote, OrderExecution
The net Theta value for an FX Option trade. | Kenneth Bromberg
Bloomberg L.P. |
| 9088 | RhoNet
Quote, OrderExecution
The net Rho value for an FX Option trade. | Kenneth Bromberg
Bloomberg L.P. |
| 9089 | SpotHedgeNet
Quote, OrderExecution
The net price of the instruments with which an FX Option trade is being hedged. | Kenneth Bromberg
Bloomberg L.P. |
| 9090 | CanTradeQuote
FIX 4.2 Quote (S)
This tag will be used to determine if an order with the same symbol can be traded after a certain period of wait time against a quote. This in regards to block trading of securities electronically. |
Bank of America |
| 9091 | QuoteStreamClosed
FIX 4.2 Quote Ack (b)
This is used to differentiate between a quote rejection and the actual closing of a quote stream for business reasons. |
Bank of America |
| 9092 | PBTFut1
Reserved for future Banc of America Securities PBT usage. |
Bank of America |
| 9093 | PBTFut2
Reserved for future Banc of America Securities PBT usage. |
Bank of America |
| 9094 | PBTFut3
Reserved for future Banc of America Securities PBT usage. |
Bank of America |
| 9095 | PBTFut4
Reserved for future Banc of America Securities PBT usage. |
Bank of America |
| 9096 | VommaNet
Quote, OrderExecution
The net Vomma value for an FX Option trade. | Kenneth Bromberg
Bloomberg L.P. |
| 9097 | VannaNet
Quote, OrderExecution
The net Vanna value for an FX Option trade. | Kenneth Bromberg
Bloomberg L.P. |
| 9098 | VolatilityLeg
Quote, OrderExecution
The per-leg volatility for an FX Option trade. | Kenneth Bromberg
Bloomberg L.P. |
| 9099 | ForwardRate
Quote
The value of the forward rate for an FX Option. | Kenneth Bromberg
Bloomberg L.P. |
| 9100 | ContraBroker
8
To report the contra broker(s) involved in trade. Can be up to 5 (currently), may need more in future.
<p>
** ADDED TO FIX 4.2 AS TAG: 375 (ContraBroker) ** | Paul Schaeffler
Paine Webber Inc. |
| 9101 | FXSplitTradeFlag
AE
FX Split trade indicator - Split FX trade across multiple books - Y/N
| Don Scheurer
Bloomberg |
| 9102 | FxMarketType
AE,AR
FX Non-deliverable forward indicator
R = regular
N = onshore
O = Offshore
Default = R
| Don Scheurer
Bloomberg |
| 9103 | NoTickets
Number of BLP trade tickets created as a result of the incoming trade message | Don Scheurer
Bloomberg |
| 9104 | RepeatingTicketNo
AR
FX trading creates multiple transactions. This will contain the ticket numbers returned. | Don Scheurer
Bloomberg |
| 9105 | Checkout
J,P
Y - Indicates a full allocation
N - Indicates partial or Dummy account's | Don Scheurer
Bloomberg |
| 9106 | AutoexFirmStatus
A Trading System Firm Auto-Execution Status Tag
Y - Firm will automatically accept
N - Firm will reject all
P - Firm will pend for manual accept/reject | Don Scheurer
Bloomberg |
| 9107 | Trading Strategy
AE
Trading strategy of a transaction (ex. hedge fund trading strategy) | Gleb Skayansky
Bloomberg LLP. |
| 9108 | Primary Security Identifier
AE
Primary money market security identifier | Gleb Skayansky
Bloomberg LLP. |
| 9109 | FRNIndex
8, AS
Index used for calculating the current coupon value of a floating rate note | Thomas Hill
Market Axess |
| 9110 | PctOfVolume
D
Required/necessary to complement ExecInst tag 18 when set to enum=D, "percent of volume." | Paul Schaeffler
Paine Webber Inc. |
| 9111 | SolicitedFlag
D
To flag whether the order was solicited (by broker) or unsolicited. Need to pass this information on to downstream clients/systems. Use of solicited/unsolicited not found in any other tags/enum values.
<p>
** ADDED TO FIX 4.2 AS TAG: 377 (SolicitedFlag) ** | Paul Schaeffler
Paine Webber Inc. |
| 9112 | DeltaHedgeSpotDate
Quote
Value/Spot date (settlement date) for the delta hedge of an FX Option | Kenneth Bromberg
Bloomberg L.P. |
| 9113 | DepositUnit
Quote
Deposit Unit for an FX Option trade. Possible Values: 1=Ann; 2=Semi; 3=Cont; 4=MMkt | Kenneth Bromberg
Bloomberg L.P. |
| 9114 | DepositAccrual
Quote
Accrual Unit for an FX Option trade. Possible values: 1=ACT/ACT; 2=20/360; 3=ACT/360; 4=ACT/365 | Kenneth Bromberg
Bloomberg L.P. |
| 9115 | DepositRate
Quote
Deposit rate in units and accrual convention specified in tags 9113 and 9114 | Kenneth Bromberg
Bloomberg L.P. |
| 9116 | CounterDepositUnit
Quote
Counter deposit unit for FX Option trade., Valid values:
• 1 = Ann
• 2 = Semi
• 3 = Cont
• 4 = M Mkt
| Kenneth Bromberg
Bloomberg L.P. |
| 9117 | CounterDepositAccrual
Quote
Counter accrual unit for FX Option trade. Valid values: • 1 = ACT/ACT
• 2 = 20/360
• 3 = ACT/360
• 4 = ACT/365
| Kenneth Bromberg
Bloomberg L.P. |
| 9118 | CounterDepositRate
Quote
Counter deposit rate in units and accrual convention specified in 9116 and 9117 | Kenneth Bromberg
Bloomberg L.P. |
| 9119 | SettlFixingDate
D
Settlement Fixing Date | Mark Zelyony
Bloomberg
10/17/2008 |
| 9120 | SettlCurrency2
D
Settlement Currency for the second leg of NDF swap | Mark Zelyony
Bloomberg
10/17/2008 |
| 9121 | FixingDate2
D
Fixing Date for the second leg of NDF swap. ( First leg is 6203 ) | Mark Zelyony
Bloomberg
10/17/2008 |
| 9122 | BBBankNum
RFQ, Quote, OrderExecution
The Bloomberg-specific ID associated with a particular dealer. | Kenneth Bromberg
Bloomberg L.P. |
| 9123 | SpotNotional
Quote, OrderExecution
The signed notional for a spot hedge trade for an FX Option. Always refers to the currency denoted as Currency1 (tag 9073). | Kenneth Bromberg
Bloomberg L.P. |
| 9124 | ExpiryTime
RFQ, Quote, OrderExecution
Time of FX Option expiry, expressed in GMT format. Example: 10:00:00 | Kenneth Bromberg
Bloomberg L.P. |
| 9125 | ExpiryTimeCode
RFQ, Quote, OrderExecution
Time of expiration of FX Option, encoded into enumeration of three major cuts. Possible values: 1=NY: 10:00:00; 2=Tokyo: 15:00:00; 3=London: 15:00:00; 4=Mexico: 11:30:00; 5=Frankfurt: 14:30:00; 6=Taiwan: 11:00:00; 7=Seoul: 17:30:00; 8=Istanbul 14:00:00 | Mark Zelyony
Bloomberg |
| 9126 | OptionStrategy
RFQ, Quote, OrderExecution
1 -- single leg, 2 -- straddle, 3 -- strangle, 4 -- risk reversal, 5 -- participating forward, 6 -- diagonal spread, 7 -- call/put spread, 8 -- calendar spread, 9 -- two leg | Mark Zelyony
Bloomberg |
| 9127 | DeliveryType
RFQ, Quote, OrderExecution
Type of delivery for an option trade. 1 -- cash, 2 -- delivery | Mark Zelyony
Bloomberg |
| 9128 | Tolerance
Maximum allowed delta | David Zinberg
Lehman Brothers
2/28/2008 |
| 9129 | ToleranceUnit
Unit of Tolerance Value (%, $) | David Zinberg
Lehman Brothers
2/28/2008 |
| 9130 | BarrierStyle
RFQ, Quote, OrderExecution
Style of a barrier for Barrier option. 1-- knock-in, 2 -- knock-out | Mark Zelyony
Bloomberg |
| 9131 | BarrierLevel
RFQ, Quote, OrderExecution
Price of the underlying at which the option comes in existance or ceases to exist. | Mark Zelyony
Bloomberg |
| 9132 | BarrierDirection
RFQ, Quote, OrderExecution
Designates the direction in which the Barrier needs to be crossed to activate the option. 1 -- up, 2 -- down. | Mark Zelyony
Bloomberg |
| 9133 | BarrierStartDate
RFQ, Quote, OrderExecution
The date the price monitoring starts. | Mark Zelyony
Bloomberg |
| 9134 | BarrierEndDate
RFQ, Quote, OrderExecution
The date the price monitoring ends. | Mark Zelyony
Bloomberg |
| 9135 | BarrierRebate
RFQ, Quote, OrderExecution
Predefined rebate for Barrier option | Mark Zelyony
Bloomberg |
| 9136 | OptionProductType
RFQ, Quote, Order Execution
Describes the standard optoin type: 1 -- Vanilla, 2 -- Knock-In, 3 -- Knock-Out, 4 -- One Touch, 5 -- No Touch, 6 -- Double Knock-In, 7 -- Double Knock-Out | Mark Zelyony
Bloomberg |
| 9137 | BarrierLevel2
RFQ, Quote, OrderExecution
Level of the second barrier for double barrier options | Mark Zelyony
Bloomberg |
| 9138 | BarrierRebate2
RFQ, Quote, OrderExecution
Rebate for the second barrier for double barrier options | Mark Zelyony
Bloomberg |
| 9139 | AskPrice
Quote
Net ask price for 2-way pricing | Mark Zelyony
Bloomberg |
| 9140 | HoldIntrnl
D
Field indicating instruction to hold order internally for matching. Default=None, 1=Hold Internal
| Matthew Gordon
GlobeNet |
| 9141 | DeltaNet AskValue
Quote
Delta Net value for ask quote in 2-way pricing | Mark Zelyony
Bloomberg |
| 9142 | GammaNet AskValue
Quote
Net Gamma value for ask quote in 2-way pricing | Mark Zelyony
Bloomberg |
| 9143 | VegaNet AskValue
Quote
Net Vega value for ask quote in 2-way pricing | Mark Zelyony
Bloomberg |
| 9144 | ThetaNet Ask Value
Quote
Net Theta value for ask quote in 2-way pricing | Mark Zelyony
Bloomberg |
| 9145 | Spot Hedge Net Ask Value
Quote
Net Theta value for ask quote in 2-way pricing | Mark Zelyony
Bloomberg |
| 9146 | VommaNet AskValue
Quote
Net Vomma value for ask quote in 2-way pricing | Mark Zelyony
Bloomberg |
| 9147 | VonnaNet AskValue
Quote
Net Vanna value for ask quote in 2-way pricing | Mark Zelyony
Bloomberg |
| 9148 | Leg Ask Price
Quote
Price of the option leg for ask quote in 2-way pricing. | Mark Zelyony
Bloomberg |
| 9149 | GammaLeg Ask
Quote
Gamma leg for ask quote in 2-way pricing | Mark Zelyony
Bloomberg |
| 9150 | BBExecSubType
String
For adding, updating and deleting securities as part of trade capture message, AE. | Tom Healey
Bloomberg |
| 9151 | VegaLeg Ask
Quote
Vega leg for ask quote in 2-way pricing | Mark Zelyony
Bloomberg |
| 9152 | Variation
U00B1, U00B2, U0003, U0002, U0001, U0032
Concatenation of a sign and an absolute variation | Pascal lacoste
Euronext |
| 9153 | ThetaLeg Ask
Quote
Theta leg for ask quote in 2-way pricing | Mark Zelyony
Bloomberg |
| 9154 | SpotHedgeLeg Ask
Quote
Spot hedge leg for ask quote in 2-way pricing | Mark Zelyony
Bloomberg |
| 9155 | OmgeoRejectComponentFlagAlloc
AS
Omgeo CTM specific field. Indicates an allocation has been rejected. |
Omgeo |
| 9156 | OmgeoTradeToleranceMatchStatus
AS
Omgeo CTM specific field. Indicates if the trade has matched agreed within the accepted Tolarence or has matched with exact value. |
Omgeo |
| 9157 | VommaLeg Ask
Quote
Vomma leg for ask quote in 2-way pricing | Mark Zelyony
Bloomberg |
| 9158 | VannaLeg Ask
Quote
Vanna leg for ask quote in 2-way pricing | Mark Zelyony
Bloomberg |
| 9159 | VolatilityLeg Ask
Quote
Volatility leg for ask quote in 2-way pricing | Mark Zelyony
Bloomberg |
| 9160 | ForwardRateLeg Ask
Quote
Forward rate leg for ask quote in 2-way pricing | Mark Zelyony
Bloomberg |
| 9161 | DeltaLeg Ask
Quote
Delta leg for ask quote in 2-way pricing | Mark Zelyony
Bloomberg |
| 9162 | RhoLeg Ask
Quote
Rho leg for ask quote in 2-way pricing | Mark Zelyony
Bloomberg |
| 9163 | RhoNet AskValue
Quote
Net Rho value for ask quote in 2-way pricing | Mark Zelyony
Bloomberg |
| 9164 | TheoVariation
U0030
Theoretical open price variation | Pascal lacoste
Euronext |
| 9165 | RFQReferenceNo
8
Request for Quote reference number |
Nasdaq/OMX
8/22/2008 |
| 9166 | OrigInfoMarket
U0004, U0002
Origin of market information indicator | Pascal lacoste
Euronext |
| 9167 | BidNbOr
U0004 | Pascal lacoste
Euronext |
| 9168 | OfferNbOr
U0004
Number of sell orders | Pascal lacoste
Euronext |
| 9169 | BidNbOr
U0004
Number of buy orders | Pascal lacoste
Euronext |
| 9170 | CLExecID
8
Client Execution id - A coresponding execution report from another system to send the original execution id sent. Execution report id for an fx trade done for a previous execution report sent to BLP | Don Scheurer
Bloomberg |
| 9171 | TradeVersion
Execution Report
Int that identifies the version of the Execution Report.
| Andre Mais
Fannie Mae |
| 9172 | TradeDiscountRateDayCount
Execution Report
"ACT_360"
| Andre Mais
Fannie Mae |
| 9173 | TradeIssueDate
Execution Report
The date that the Trade is executed.
| Andre Mais
Fannie Mae |
| 9174 | CommRateDayCount
Execution Report
"ACT_360"
| Andre Mais
Fannie Mae |
| 9175 | ProgramType
Execution Report
"DN"
| Andre Mais
Fannie Mae |
| 9176 | ProgramSettleType
Execution Report
"FedWire"
| Andre Mais
Fannie Mae |
| 9177 | Trade Principal
Execution Report
A boolean value indicating if the Trade is for principal. "Y | N"
| Andre Mais
Fannie Mae |
| 9178 | ProgramOpen
MassQuote
A boolean value indicating if the Program is open. "Y | N"
| Andre Mais
Fannie Mae |
| 9179 | CashOpen
MassQuote
A boolean value indicating if cash settlement is open. "Y | N"
| Andre Mais
Fannie Mae |
| 9180 | ReversedInquiryAmt
MassQuote | Andre Mais
Fannie Mae |
| 9181 | OfferingType
MassQuote
Specifies the type of offering. "DN"
| Andre Mais
Fannie Mae |
| 9182 | QuoteEntryOpen
MassQuote
A boolean value indicating the status of a single bucket. "Y | N"
| Andre Mais
Fannie Mae |
| 9183 | SettleTypeAlt
MassQuote
A char indicating the settlement type: 0 = Reg, 1 = Cash, 2 = Skip, 3 = Reg and Cash, 4 = Reg and Skip, 5 = Cash and Skip, 6 = Reg and Cash and Skip
| Andre Mais
Fannie Mae |
| 9184 | MaturityDateEnd
MassQuote
The maturity end date for a single bucket.
| Andre Mais
Fannie Mae |
| 9185 | OfferingTime
MassQuote
The date and time when the MassQuote message is created.
| Andre Mais
Fannie Mae |
| 9186 | FMTradeStatus
Execution Report
Indicates the status of a Trade: 1 = Accepted, 2 = Updated, 3 = Canceled, 4 = Confirmed, 5 = Unconfirmed
| Andre Mais
Fannie Mae |
| 9187 | TouchType
RFQ, Quote, Order Execution
Describes the type of exercising for touch options.
No touch -- 1, Pay when hit -- 2, Pat at expiry -- 3 | Mark Zelyony
Bloomberg |
| 9188 | ExerciseStartDate
RFQ, Quote, OrderExecution
The beginning date of option exercise period. | Mark Zelyony
Bloomberg |
| 9189 | ExerciseEndDate
RFQ, Quote, OrderExecution
The end date of option exercise period. | Mark Zelyony
Bloomberg |
| 9190 | SectorVariable
Enforce a sector-level constraint | David Zinberg
Lehman Brothers
2/28/2008 |
| 9191 | SuppressOrderStatus
A
Firm indicator for the types of execution report a firm would not like to receive. Possible values are same as for OrdStatus [Tag 39]. Example - a firm not wishing to receive "Done for Day" type Execution Reports can specify a value of 3 in the logon message. This tag can have multiple comma separated values. | Vivek Beniwal
CBOE |
| 9192 | EnhancedQuoteBehavior
A
Indicator on the Logon message that determines behavior of User Quotes on the CBOE system. | Vivek Beniwal
CBOE |
| 9193 | RemoveType
U00A4, U00D4
Type of deletion indicator | Pascal lacoste
Euronext |
| 9194 | SpotAskRate
Quote
Used for 2-way pricing - spot rate of the ask quote | Mark Zelyony
Bloomberg |
| 9195 | OmgeoTPNotificationType
If ThirdPartyData composite is
created for CDS, this field contains
DEPO; if created for third party, it
contains THRD. | Dharmendra Makhijani
Omgeo LLC
6/18/2008 |
| 9196 | TradingStatus
U0005
Instrument trading status indicator | Pascal lacoste
Euronext |
| 9197 | OmgeoTPMessageDelivery
This composite contains information about the third party DeliveryChannel, MessageFormat,and HeaderFooterFormat. | Dharmendra Makhijani
Omgeo LLC
6/18/2008 |
| 9198 | SuspendTime
U0005
Date time of instrument halting | Pascal lacoste
Euronext |
| 9199 | HighLimit
U0037
Maximum authorized price at which an instrument can trade | Pascal lacoste
Euronext |
| 9200 | LowLimit
U0037
Minimum authorized price at which an instrument can trade | Pascal lacoste
Euronext |
| 9201 | MatchBid
S
Needed in a Danish market. Used to verify that a client has got the latest instrument price when making an order. | Martin Algesten
Interbizz Financial Systems AB |
| 9202 | MatchAsk
S
Needed in Danish market. Used to verify that a client has got the latest pricing when making an order. | Martin Algesten
Interbizz Financial Systems AB |
| 9203 | CommPxLimit
D
If commission needs to be calculated by trading systems. Formula: IF (Price<=CommPxLimit) Comm=MAX(CommMin,MIN(Price*CommPct1,CommMax)) ELSE Comm=Price*CommPct2 | Martin Algesten
Interbizz Financial Systems AB |
| 9204 | CommMin
D
If commission needs to be calculated by trading system. Formula: IF(Price <= CommPxLimit) Comm=MAX(CommMin,MIN(Price*CommPct1,CommMax)) ELSE Comm=Price*CommPct2 | Martin Algesten
Interbizz Financial Systems AB |
| 9205 | CommMax
D
If commission needs to be calculated by trading system. Formula: IF(Price <= CommPxLimit) Comm=MAX(CommMin,MIN(Price*CommPct1,CommMax)) ELSE Comm=Price*CommPct2 | Martin Algesten
Interbizz Financial Systems AB |
| 9206 | CommPct1
D
If commission needs to be calculated by trading system. Formula: IF(Price <= CommPxLimit) Comm=MAX(CommMin,MIN(Price*CommPct1,CommMax)) ELSE Comm=Price*CommPct2 | Martin Algesten
Interbizz Financial Systems AB |
| 9207 | EMS
text
Buy side vendor to provide the EMS software version that the trader is using to send in orders. For example: "BloombergEMS 1.0" | Natasha Bonner-Fomes
Lehman Brothers HK
5/30/2008 |
| 9208 | MessageKind
U0023
Indicates the general contents of an E-mail | Pascal lacoste
Euronext |
| 9209 | MessageDestination
U0023
Indicates the user to whom the message is adressed | Pascal lacoste
Euronext |
| 9210 | NbMaxPart
U0023
Number of messages in this E-mail | Pascal lacoste
Euronext |
| 9211 | SMAttribFlag
New Order Single, Cancel Replace
For Supermontage orders, Indecates whether the order should be anonymous or not. If the tag is not present or if it is 'N' the order will be attributable. If the tag is 'Y' Supermontage will view the order as anonymous. | Ramesh Kadambi
NASDAQ |
| 9212 | SMAIQFlag
New Order Single, Cancel Replace
For Supermontage orders, this value is used to specify whether internalization is allowed on the order. Keep in mind that AIQ means anti-internalization.
Valid Values:
N - Internalize First.
I - Do not internalize first but allow this order to match orders with the same MPID.
Y - Never allow internalization. | Ramesh Kadambi
NASDAQ |
| 9213 | SMPrImpFlag
New Order Single, Cancel Replace
For Supermontage orders, a 1 character flag (Y/N) to indicate that price improvement is in effect. This field is passed back on execution reports. | Ramesh Kadambi
NASDAQ |
| 9214 | SMBnchdFlag
New Order Single, Cancel Replaces, Executions
For Supermontage orders, 1 character keyword used to indicate bunched orders. The value if present should be 'B'. This is passed back on execution reports. | Ramesh Kadambi
NASDAQ |
| 9215 | LiqProvOnly
New Order Single, Cancel Replace
Flag is used to specify a Summary/Liquidity provider only order.
| Ramesh Kadambi
NASDAQ |
| 9216 | PortfolioBuyValue
Dollar value of buys | David Zinberg
Lehman
3/31/2008 |
| 9217 | PortfolioSellValue
Dollar value of sells | David Zinberg
Lehman
3/31/2008 |
| 9218 | OverallVolumeLimit
Volume restriction on entire order. | David Zinberg
Lehman
5/6/2008 |
| 9219 | InstrumentID
U0153, U0253
Security referential identifier | Pascal lacoste
Euronext |
| 9220 | HighTenorQuoteId
D
HighTenorQuoteId used for order message to indicate interpolated price calculation from FX streaming quote id | Don Scheurer
Bloomberg |
| 9221 | AuxAuctionInfo
R
for Optional Auction data in solicting an Auction | Magic Magee
Chicago Board Options Exchange
6/18/2008 |
| 9222 | SpotQuoteId
D
SpotQuoteId used for order message to indicate price from FX streaming quote id | Don Scheurer
Bloomberg |
| 9223 | AllocationType
Used to indicate whether an existing template identified by Tag 70 should be used for pre-allocation or the allocation details are defined in the fix message body. Valid values are:
0 = No Pre allocation.
1 = Details provided in the message.
2 = Use a pre existing template identified by Tag 70. |
|
| 9224 | LiquidityProvider
Execution Report (FIX4.2)
Contains the Legal entity long name or BIC code of dealer whose best quote on inquiry actually triggers the trade between MarketAxess and client trader.
DataType=String | Pomeli Ghosh
MarketAxess
5/6/2008 |
| 9225 | MessageID
U0023
Sequence number of message within this E-mail | Pascal lacoste
Euronext |
| 9226 | Vendor network
Text
Buy side to provide the Network that the trader is using to send in orders. For example: "NYFIX" | Natasha Bonner-Fomes
Lehman Brothers HK
5/30/2008 |
| 9227 | StockType
U0153, U0253
Stock type | Pascal lacoste
Euronext |
| 9228 | OmgeoTPNErrorID
A unique identifier for each error
on a given trade component. | Dharmendra Makhijani
Omgeo LLC
6/18/2008 |
| 9229 | OmgeoTPNErrorSeverity
This field represents the significance of the synchronous and asynchronous errors. | Dharmendra Makhijani
Omgeo LLC
6/18/2008 |
| 9230 | OmgeoTPNErrorText
This field describes the error code. | Dharmendra Makhijani
Omgeo LLC
6/18/2008 |
| 9231 | TradeThruFlag
Execution Reports
The trade Through flag indicates if an execution in Supermontage Intermarket was traded through another market.
Values : Y/N | Ramesh Kadambi
NASDAQ |
| 9232 | CommitIdent
Execution Reports
Commintment Indentifier. This field is populated with a 1-5 Alpha Numeric value on a Supermontage Intermarket execution report when an execution is effected with an ITS participant. | Ramesh Kadambi
NASDAQ |
| 9233 | ComplResp
New Order Single
This is a Supermontage Intermarket flag. This is used to indicate the complaint ID (1-5 Alpha) to indicate the complaint you are responding to. This ID is obtained from NASDAQ market watch.
| Ramesh Kadambi
NASDAQ |
| 9234 | BlkOrdFlag
New Order Single, Cancel Replace
Used in Supermontage Inter Market. This flag indicates if the order is a block order. A block order is characterized by 10000 shares or more or $200000 or more.
Values : Y/N.
This is not a mandatory field.
| Ramesh Kadambi
NASDAQ |
| 9235 | OmgeoDeliveryChannel
Part of the TPMessageDelivery composite, this field contains the delivery channel parameter for the third party destination profile for
this notification. | Dharmendra Makhijani
Omgeo LLC
6/18/2008 |
| 9236 | OmgeoMessageFormat
Part of the TPMessageDelivery composite, this is the message format parameter for the third party destination profile for this notification. | Dharmendra Makhijani
Omgeo LLC
6/18/2008 |
| 9237 | OmgeoHeaderFooterFormat
Part of the TPMessageDelivery composite, this is the header footer format parameter for the third party destination profile for this notification. | Dharmendra Makhijani
Omgeo LLC
6/18/2008 |
| 9238 | LehmanATS9
D,G,8
Lehman ATS Field 9 | Ryan Pierce
Lehman Brothers |
| 9239 | LehmanATS10
D,G,8
Lehman ATS Field 10 | Ryan Pierce
Lehman Brothers |
| 9240 | TALAccountType
D
Integer corresponding to the account type within the TAL OMS. | Ryan Pierce
Townsend Analytics Ltd. |
| 9241 | LehmanATS1
D,G,8
Lehman ATS Field 1 | Ryan Pierce
Townsend Analytics |
| 9242 | LehmanATS2
D,G,8
Lehman ATS Field 2 | Ryan Pierce
Townsend Analytics, Ltd. |
| 9243 | LehmanATS3
D,G,8
Lehman ATS Field 3 | Ryan Pierce
Townsend Analytics, Ltd. |
| 9244 | LehmanATS4
D,G,8
Lehman ATS Field 4 | Ryan Pierce
Townsend Analytics |
| 9245 | LehmanATS5
D,G,8
Lehman ATS Field 5 | Ryan Pierce
Townsend Analytics |
| 9246 | LehmanATS6
D,G,8
Lehman ATS Field 6 | Ryan Pierce
Townsend Analytics |
| 9247 | LehmanATS7
D,G,8
Lehman ATS Field 7 | Ryan Pierce
Townsend Analytics |
| 9248 | LehmanATS8
D,G,8
Lehman ATS Field 8 | Ryan Pierce
Townsend Analytics |
| 9249 | TriggerQty
Qty
Strategy pounce trigger quantity (number of shares) | Andrew Bowley
Lehman Brothers
11/5/2008 |
| 9250 | IdealPrice
D
Price Goal.
| Serge Canizares
Jefferies |
| 9251 | VolumeLimit
D,G
Volume limit orders are permitted to approach while trading.
Integer value from 0 - 100. | Serge Canizares
Jefferies |
| 9252 | Urgency
D,G
The acceptable market impact that strategy orders are allowed to induce.
Signed integer value. | Serge Canizares
Jefferies |
| 9253 | Tolerance
D
Price move tolerance. Used to create a firm limit price from a specified price target. Strictly positive double value. | Serge Canizares
Jefferies |
| 9254 | Duration
D,G
Specified lifetime for orders, i.e. 25 = 25 minutes. Integer value. | Serge Canizares
Jefferies |
| 9255 | MinTake
D,G
Minimum block size allowed when searching for liquidity levels. Integer Value. | Serge Canizares
Jefferies |
| 9256 | StartTime
D
Start time in HHMM format for Jefferies trading strategies. i.e. 1300 = 1:00 PM
Integer Value | Serge Canizares
Jefferies |
| 9257 | EndTIme
D
End time in HHMM format for Jefferies trading strategies. i.e. 1300 = 1:00 PM
Integer Value. | Serge Canizares
Jefferies |
| 9258 | Footprint
D
Specify the type of market footprint orders are permitted to take on.
Integer value. | Serge Canizares
Jefferies |
| 9259 | Strategy Flags
D
Instructions for strategies. Integer value. | Kevin Hester
|
| 9260 | ProcessCount
U00A0
Total number of transmitter process | Pascal lacoste
Euronext |
| 9261 | OverridPrice
U00A2
Overriding price | Pascal lacoste
Euronext |
| 9262 | MsgID
7, j, h, f, b, U00D3, U0023, U00D4, U0418, U0109, U00B5, U00B4, U00B6, U00B1, U00B2, U0005, U0004, U0003, U0002, U0001, 8, 7, U0421, U0037, U0034, U0032, U0030, B, U0151, U0150, U0153, U0038, U0039, U0253, U0250, U0251, U0007, U0010, U0133, U0016,
This tag is used to identify each message for recovery purpose by the HUB | Pascal lacoste
Euronext |
| 9263 | ActionCode
U00A3, U00D3
Indicate the type of update on the market sheet | Pascal lacoste
Euronext |
| 9264 | DisplayLimitPrice
U00A3, U00D3
The price at which an order is listed on the market sheet | Pascal lacoste
Euronext |
| 9265 | PriorityTime
U00A3 | Pascal lacoste
Euronext |
| 9266 | MaxFloorPercent
Qty
Max Floor Percent of Touch | Andrew Bowley
Lehman Brothers
11/7/2008 |
| 9267 | OrderIDPrev
U00A3, U00D3
ID of previous order | Pascal lacoste
Euronext |
| 9268 | Lehman | Natasha Bonner-Fomes
Lehman Brothers HK
5/30/2008 |
| 9269 | OrderIDNext
U00A3, U00D3
ID od next order | Pascal lacoste
Euronext |
| 9270 | LoanSupportFlag
U0153, U0253
Indicator of underlying security on the lending market | Pascal lacoste
Euronext |
| 9271 | LoanSettleDate
U0153, U0253
Expiry date of lending stock | Pascal lacoste
Euronext |
| 9272 | lehman2
reserved | Natasha Bonner-Fomes
Lehman Brothers HK
5/30/2008 |
| 9273 | lehman3
reserved | Natasha Bonner-Fomes
Lehman Brothers HK
5/30/2008 |
| 9274 | lehman4
reserved | Natasha Bonner-Fomes
Lehman Brothers HK
5/30/2008 |
| 9275 | MinSliceQty
U00D3
Size of a trading block for an all or none order | Pascal lacoste
Euronext |
| 9276 | DisplayQty
U00A3, U00D3
Amount of the order that can be view on the market | Pascal lacoste
Euronext |
| 9277 | RelatedMarketCenter
TradeCaptureReport
NASD plans to amend Rule 6130 to require members to identify on transaction reports
submitted to the TRF relating to clearing-only and other non-media entries, such as stepouts,
reversals and riskless principal transactions, the market where the underlying
transaction was reported, as applicable. | Stratos Efstratiou
NASDAQ/BRUT |
| 9278 | Advertisement Instruction
TradeCaptureReport
An indication of whether or not the trade is to be subsequently advertised. | Juliette Vignola
|
| 9279 | IncrementParticipationRate
Increment for volume participation | David Zinberg
Lehman
6/18/2008 |
| 9280 | NominalValue
U0153, U0253
Nominal market value of the security | Pascal lacoste
Euronext |
| 9281 | ReRoutedSettlDate
8
Denotes the Settlement Date of a Re-Routed Order | Don Scheurer
Bloomberg |
| 9282 | ReRoutedBrokerID
8
Denotes the Broker Code of a Re-Routed Order. | Don Scheurer
Bloomberg |
| 9283 | PriceDef
U0153, U0253
Trading unit type | Pascal lacoste
Euronext |
| 9284 | InactivationRejReason
Execution Report
Reason for reject of order deactivate request |
ICAP
2/20/2009 |
| 9285 | TriggerPxDirection
Designates Cents or BPS Better or Worse than a Trigger Price. | David Zinberg
Lehman
8/26/2008 |
| 9286 | BoardLot
U0153, U0253
Minimum tradable quantity | Pascal lacoste
Euronext |
| 9287 | OmgeoPlaceOfSafekeeping
AS, J
Omgeo CTM specific field. Place where to the best of the fund manager's knowledge, its securities are or should be kept (before settlement of a delivery or after settlement of a receive instruction). |
Omgeo |
| 9288 | OmgeoPlaceOfSafekeepingType
AS, J
Omgeo CTM specific field. Indicates type of PSAFE value being provided: BIC or Country Code. Valid values:
BIC
COUN |
Omgeo |
| 9289 | OmgeoPlaceOfSafekeepingValue
AS, J
Omgeo CTM specific field. Indicates the PSAFE value. Will be either a BIC or an ISO Country Code. |
Omgeo |
| 9290 | OmgeoPlaceOfSafekeepingPlace
AS, J
Omgeo specific field. Indicates whether BIC provided is for a Custodian NCSD, ICSD or Shares Held Elsewhere. Valid values:
CUST
NCSD
ICSD
SHHE |
Omgeo |
| 9291 | ReRoutedOrderQty
8
Denotes the Size of a Re-Routed Order. | Don Scheurer
Bloomberg |
| 9292 | MIC
string
Market Identifier Code - Used to identify market maker used in quote and execution reports. | Sean Kornish
|
| 9293 | OmgeoThirdPartyDetailStatus
Part of the ThirdPartyDetailStatus composite, this field indicates the status values when TPNotificationType is THRD. | Dharmendra Makhijani
Omgeo LLC
6/18/2008 |
| 9294 | OmgeoThirdPartyDetailStatusTime
Part of the ThirdPartyDetailStatus composite, this field contains the most recent date and time change for ThirdPartyDetailStatus. | Dharmendra Makhijani
Omgeo LLC
6/18/2008 |
| 9295 | OmgeoThirdPartySummaryStatus
Part of the ThirdPartyDetail composite, this field contains a roll up status of all underlying notifications generated when a third party detail is released for notification. This field is absent if the investment manager is not subscribed to Omgeo CTM Third Party Notification - MAGR. | Dharmendra Makhijani
Omgeo LLC
6/18/2008 |
| 9296 | OmgeoTPHighestErrorSeverity
Part of the ThirdPartyDetail composite, this field contains the highest error severity of ThirdPartyErrors. | Dharmendra Makhijani
Omgeo LLC
6/18/2008 |
| 9297 | OmgeoThirdPartyError
This composite contains errors generated during the third party eligibility and third party validation process. It consists of ErrorId, ErrorSeverity, and ErrorText. | Dharmendra Makhijani
Omgeo LLC
6/18/2008 |
| 9298 | MarketFlowID
All U00nn Euronext market feed message
Market feed indicator | Pascal lacoste
Euronext |
| 9299 | BetaExposure
Range within which to maintain portfolio beta | David Zinberg
Lehman Brothers
2/28/2008 |
| 9300 | MessagePartID
U0023
Sequence number of message in this E-mail | Pascal lacoste
Euronext |
| 9301 | MmkrCapacity
D, G
Capacity, Broker Market Maker status. Valid Values: A=Agency, P=Principle | Tad Knowles
Automated Security Clearance LTD |
| 9302 | OrderPrice
F, G, H
Customer price per share of Original Order. | Tad Knowles
Automated Security Clearance LTD |
| 9303 | RoutingInst
D, G
Order routing instruction for ECN. Valid Values B=Book (default), T=Through ECN to Prefered Market Maker, X=Order Cross, H=Hidden Order. | Tad Knowles
Automated Security Clearance LTD |
| 9304 | CxlQty
8
Unsolicited Partial Cancel Quantity. | Tad Knowles
Automated Security Clearance LTD |
| 9305 | SponsorBkr
D, G, F
The Sponsor Broker for the Institution. Only used with Institution Orders. | Tad Knowles
Automated Security Clearance LTD |
| 9306 | OrigOrderDate
F, G, H, 8, 9
Date the Original Order was accepted by ECN. | Tad Knowles
Automated Security Clearance LTD |
| 9307 | PfdMktMkr
D, G
Prefered Market Maker with Through BRUT Order. | Tad Knowles
Automated Security Clearance LTD |
| 9308 | WeightedAvgBuyPx
U0038
Average buy price | Pascal lacoste
Euronext |
| 9309 | WeightedAvgSellPx
U0038
Average sell price | Pascal lacoste
Euronext |
| 9310 | CancelOpenQty
8,9,F,G
Portion of Open Qty to be Cancelled. | Jim Northey
Chicago Board Options Exchange |
| 9311 | TLCQty
9
Too late to cancel quantity | Jim Northey
Chicago Board Options Exchange |
| 9312 | QuoteStatus
S,b
Status of Quote - same values as OrdStatus | Jim Northey
Chicago Board Options Exchange |
| 9313 | QuoteRequestSubscription
a
Presence of tag on Quote Status Request indicates that the counterparty wants to subscribe for Quote Requests for the product specified. | Jim Northey
Chicago Board Options Exchange |
| 9314 | OpenInterest
W,X
Open Interest in terms of number of contracts for a derivative security (such as, option) | Jim Northey
Chicago Board Options Exchange |
| 9315 | MDScope
V,W,X
Scope of market data being requested or returned - values are:
1-Local
2-National
3-Global | Jim Northey
Chicago Board Options Exchange |
| 9316 | LegalMarket
W,X
Boolean value that when true indicates that the market data being reported is a legal market (for instance a valid bid-ask spread). | Jim Northey
Chicago Board Options Exchange |
| 9317 | InternalOrderStatus
8
Order Status Code from the trading system. Used for documentation purposes only - should not be used for maintaining status of the order | Jim Northey
Chicago Board Options Exchange |
| 9318 | MktMkerID
U0153, U0253
ID of the member firm responsible for market making for this particular stock | Pascal lacoste
Euronext |
| 9319 | IndxIndic
U0153, U0253
Index indicator | Pascal lacoste
Euronext |
| 9320 | OrderRejectReasonTxt
8
Textual description of the reason and order was rejected. | Jim Northey
Chicago Board Options Exchange |
| 9321 | SecondaryClOrdID
D,F,G,8,9
Secondary Client Order ID - used when counterparties require a secondary client order id. Will be replaced by FIX 4.3 field of the same name.
** ADDED TO FIX 4.3 AS TAG: 526 (SecondaryClOrdID) ** | Jim Northey
Chicago Board Options Exchange |
| 9322 | MultilegPriceIncrement
c,d
Used to defined the price increment for generation of a multileg instrument. The price increment is used to indicate the increment to the price of the instrument defined in the security block for the next leg of the multileg security. Used for options strategy generation. | Jim Northey
Chicago Board Options Exchange |
| 9323 | MultilegMonthIncrement
c,d
Number of months to increment the next leg of a multileg instrument from an anchor leg. Used for option strategy definition. | Jim Northey
Chicago Board Options Exchange |
| 9324 | ClearingOptionalData
8,D,F,G
Optional Data sent to clearing house on trades against the order | Jim Northey
Chicago Board Options Exchange |
| 9325 | LastTradeDate
U0153
Date the instrument last traded | Pascal lacoste
Euronext |
| 9326 | CarryFwdISINCode
U0153, U0253
ISIN code of underlying security on lending market | Pascal lacoste
Euronext |
| 9327 | WeightedAvgQty
U0038
Weighted average spread quantity | Pascal lacoste
Euronext |
| 9328 | CountryIssuer
U0153, U0253
Issuing country code | Pascal lacoste
Euronext |
| 9329 | PhysicalTradingGrp
U0153, U0253
Trading group | Pascal lacoste
Euronext |
| 9330 | SICOVAMCode
U0153, U0253, U00A8, U00A7
AFC (agence française de codification)Id code of a security | Pascal lacoste
Euronext |
| 9331 | MktIndic
U0153, U0253
Indicates the market regulations governing the market on which the stock is traded | Pascal lacoste
Euronext |
| 9332 | ReemissionFlag
U00A0
Beginning/end of transmission indicator | Pascal lacoste
Euronext |
| 9333 | DivNbCO
U0153, U0253
Official quotation list classification: section number | Pascal lacoste
Euronext |
| 9334 | RubNbCO
U0153, U0253
Official quotation list classification : Heading number | Pascal lacoste
Euronext |
| 9335 | PrevDayCapitalTrd
U0153, U0253
Previous day's capital traded | Pascal lacoste
Euronext |
| 9336 | TypeOfInstr
U0153, U0253
Derivative instruments associated with the stock | Pascal lacoste
Euronext |
| 9337 | AlphaNbCO
U0153, U0253
Alpebabetical sequence number in the official quotation list | Pascal lacoste
Euronext |
| 9338 | TradingGroup
U0153, U0253
Trading group for french instruments | Pascal lacoste
Euronext |
| 9339 | TaxDeductCode
U0153, U0253
Tax deduction code | Pascal lacoste
Euronext |
| 9340 | MMBidPx
S, U00B4
Market maker bid price | Pascal lacoste
Euronext |
| 9341 | MMOfferPx
S, U00B4
Market maker offer price | Pascal lacoste
Euronext |
| 9342 | FinancialMarketCode
All Euronext market feed message
Market of execution for last fill | Pascal lacoste
Euronext |
| 9343 | NoUnchangedSecurities
U00B1
Number of stocks unchanged in the corresponding index | Pascal lacoste
Euronext |
| 9344 | NoNotTradedSecurities
U00B1
Number of stocks not quoted in the corresponding index | Pascal lacoste
Euronext |
| 9345 | RoutedOrderID
G,D
To satisfy the OATS requirement of having a unique identifier for each order. This field is 20 characters or less. | Tad Knowles
SunGard Trading Systems |
| 9346 | PHLXRoutingInstruction
D, 8
Allow passing through of routing instruction values for PHLX. | Christopher Acton
Sungard Brass |
| 9347 | TRACRoutingInstruction
D, 8
Allow passing through of routing instruction for Track ECN. | Christopher Acton
Sungard Brass |
| 9348 | NSXHandlInst
D, 8
Allow passing through of HandlInst for NSX. | Christopher Acton
Sungard Brass |
| 9349 | CHXHandlInst
D, 8
Allow passing through of HandlInst for CHX. | Christopher Acton
Sungard Brass |
| 9350 | OmgeoTPSourceSettlingAgentFrmMsg
Part of the ThirdPartyDetailStatus
composite, this field tells third party notification whether to send a notification to the IP3, Custodian or Sub-Agent listed on the message and how to handle Settling Agt and Settling Agt BIC fields on the UI. | Dharmendra Makhijani
Omgeo LLC
6/18/2008 |
| 9351 | OmgeoSWIFTBuyerSeller | Dharmendra Makhijani
Omgeo LLC
6/18/2008 |
| 9352 | OmgeoThirdPartyCreatedAt | Dharmendra Makhijani
Omgeo LLC
6/18/2008 |
| 9353 | OmgeoSWIFTDifferenceFlag | Dharmendra Makhijani
Omgeo LLC
6/18/2008 |
| 9354 | OmgeoSWIFTDifferences | Dharmendra Makhijani
Omgeo LLC
6/18/2008 |
| 9355 | CrossTradeFlag
U0001, U0002
Cross order indicator | Pascal lacoste
Euronext |
| 9356 | PrevPxVarSide
U00A8, U0003, U0002, U0001, U0032
Sign of variation against previous price | Pascal lacoste
Euronext |
| 9357 | EndSamePxFlag
U0001, U0002
Last of a serie of trades at the same price | Pascal lacoste
Euronext |
| 9358 | TradeSesPreopenTime
U0039
Pre-opening time of the trading session | Pascal lacoste
Euronext |
| 9359 | TradeSessConsultTime
U0039
Consult time of the trading session | Pascal lacoste
Euronext |
| 9360 | NoInitSecurities
U0151, U0251
Number of instruments initialized | Pascal lacoste
Euronext |
| 9361 | PrevDayCumQty
U0153
Previous day capital traded | Pascal lacoste
Euronext |
| 9362 | AllocAvgPx
J
Allocation: optional price for specific alloc within a ticket (avg across multiple executions)
<p>
** ADDED TO FIX 4.1 AS TAG: 153 (AllocAvgPx) ** |
American Century |
| 9363 | PublishOrderStatus
A
Boolean used to indicate to counterparty that the logon initiator would like order status transmitted after successful login | Jim Northey
Chicago Board Options Exchange |
| 9364 | CFICode
c,d
Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. NOTE: This is a FIX 4.3 field for which we are assigning a user defined tag value so it can be used in pre-4.3 versions. | Jim Northey
Chicago Board Options Exchange |
| 9365 | PremPriceTickBreakPoint
c,d
Price at which the Premium Price Tick changes from the PremPriceTickBelow and the PremPriceTickAbove | Jim Northey
Chicago Board Options Exchange |
| 9366 | PremPriceTickAbove
c,d
Premium Price Tick Size above the PremPriceTickBreakPoint | Jim Northey
Chicago Board Options Exchange |
| 9367 | PremPriceTickBelow
c,d
Premium Price Tick Size Below the PremPriceTickBreakPoint | Jim Northey
Chicago Board Options Exchange |
| 9368 | LastBustShares
8
The number of shares reported as part of a trade bust | Jim Northey
Chicago Board Options Exchange |
| 9369 | PriceProtectionScope
8,D,G
Defines the type of price protection the customer requires on their order
Valid values:
0 = None
1 = Local (Exchange, ECN, ATS)
2 = National (Across all national markets)
3 = Global (Across all markets)
| Jim Northey
Chicago Board Options Exchange |
| 9370 | MultilegPositionEffects
8,D,G
MultipleValueString Array of open close codes for multileg orders **Will be obsoleted by FIX 4.3 Multileg Order Message ** | Jim Northey
Chicago Board Options Exchange |
| 9371 | MultilegCoveredOrUncovered
8,D,G
Multivalue field containing the CoveredUncovered constants for the legs of a multileg instrument. Added for FIX 4.2 complex order support. *** OBSOLETE with FIX 4.3 Multileg Order (MsgType=AB) LegCoveredOrUncovered(tag 565) field *** | Jim Northey
Chicago Board Options Exchange |
| 9372 | MultilegStockClearingFirm
8,D,G
The Clearing firm for the stock leg of a multileg option strategy added for complex order support in FIX 4.2. *** REPLACED in FIX 4.3 with the Multileg Order (MsgType=AB) Nested Parties block clearing firm party role. | Jim Northey
Chicago Board Options Exchange |
| 9373 | LiquidityFlag
8
Indicator of how BRUT executed the trade. | Tad Knowles
Automated Security Clearance LTD |
| 9374 | PeggingTicker
D,G
The adjustment price to calculate the order price from the NBBO of a pegged order. | Tad Knowles
SunGard Trading Systems |
| 9375 | SMRouteFlag
D, G
Field to specify the SuperMontage route field for
a given order. | Tad Knowles
SunGard Trading Systems |
| 9376 | SMExecAlgorFlag
D, G
This field will be forwarded to SuperMontage for the Execution Algorthim. | Tad Knowles
SunGard Trading Systems |
| 9377 | PowerNet
8
A field used by PowerNet to define the source of order entry. | Tad Knowles
SunGard Trading Systems |
| 9378 | NoMDRefReqID
Number of MDRefReqID entries in Market Data Request Reject message
This is used to specify which previously subscribed MDReqID's were affected by this reject. It is useful in the case where a new subscription automatically unsubscribes previous subscriptions, or if the server needs to unsubscribe certain subscriptions for performance or other reasons.
| Dmitry Volpyansky
Financial Genetics Corporation |
| 9379 | MulitiLegPrice
D,G
Price for Individual Legs. | Santhanakrishnan Sundaresan
Chicago Board Of Options Exchange |
| 9380 | StockFirmName
D,8
Stock Firm name used in Buy writes | Santhanakrishnan Sundaresan
Chicago Board Of Options Exchange |
| 9381 | StockFirmNameKey
D,G,8
Stock firm name key used in Buy writes | Santhanakrishnan Sundaresan
Chicago Board Of Options Exchange |
| 9382 | MatchType
E
Type of match for internalized order. Valid Values: 1=Guaranteed Price, 2=Limit Price, 3=Auto Match | Rick Simkin
Chicago Board Options Exchange |
| 9383 | AuctionType
a, R
Type of auction. Valid values: 1=Paired orders for internalized execution, 2=Strategy (multi-leg) | Rick Simkin
Chicago Board Options Exchange |
| 9384 | AuctionContingency
D,G,R,8
CBOE Contingency type of order. 1=none, 2=AON, 3=FOK, 4=IOC, 5=Opening only, 6=Minimum, 7=Not Held, 8=With Discretion, 9=Market if Touched, 10=Stop, 11=Stop Loss, 12=On close, 13=Stop Limit, 14=Response to Auction | Rick Simkin
Chicago Board Options Exchange |
| 9385 | AuctionID
D,G,R,8
Identifier used to participate in an auction and report results from an auction. | Rick Simkin
Chicago Board Options Exchange |
| 9386 | TickIndicator
8
1 byte numeric that specifies the tick at the time of execution |
SIAC |
| 9387 | OmnibusClearing
8
1 byte numeric designating the omnibus account against which the execution was done |
SIAC |
| 9388 | SourceOf Order
8
1 byte numeric denoting the source of the order; i.e., from CMS, from BBSS, from DBK, etc. |
SIAC |
| 9389 | UnitOf trade
8
1 byte numeric denoting the unit of trade; i.e., whether the stocks trades in lots of 100, 10, etc. |
SIAC |
| 9390 | OrderTime
8
6-byte timestamp in HHMMSS format denoting the time the order arrived in the system |
SIAC |
| 9391 | SourceOfReport
8
1 byte numeric denoting whether the execution was done in DBK, BBSS, etc. |
SIAC |
| 9392 | SpecSymbol
U8
1-4 alphas representing the Specialist firm's mnemonic |
SIAC |
| 9393 | PostID
U8
2 numerics denoting the post at which the stock trades |
SIAC |
| 9394 | TeeID
U8
1 alpha denoting the tee location at the post where the stock trades |
SIAC |
| 9395 | OddLotAlarmShares
U8 |
SIAC |
| 9396 | OddLotLineCode
U8 |
SIAC |
| 9397 | TotalOddLotSellAlarm
U8 |
SIAC |
| 9398 | MDRefReqID
Reference MDReqID entry
Previously subscribed MDReqID that has been affected. How it was affected is given in the the MDReqRejReason field.
| Dmitry Volpyansky
Financial Genetics Corporation |
| 9399 | Bloomberg Price Eng Price Level
S
Numeric value between 1-3 to represent the Bloomberg Price Engine price level. | Stacy Uster
The McNamara Group |
| 9400 | ExecPhase
8 (Execution)
Used to report current phase in trading | zissis perdikis
javelin technologies, inc. |
| 9401 | ReRoutedPrice
8
Denotes the Execution Price of a Re-Routed Order. | Don Scheurer
Bloomberg |
| 9402 | XPressIndicator
Market Data: XPress Quote
Indicates whether a quote's bid, offer or both are XPress (defined by minimum number of shares and minimum time displayed); and whether this state is a transition from the other state.
CODES USED:
1 =
Transition from off to on Xpress
2 =
New quote for a security already marked on Xpress
3 =
Transition from on to off Xpress | Peter Friel
SIAC |
| 9403 | XPressTime
Market Data: XPress Quote
Indicates what time the Xpress quote was generated from the NYSE Specialist book (Display Book). | Peter Friel
SIAC |
| 9404 | WriteInTime
8
NYSE - Front End Systemic Capture Field (FESC): This is an optional field that may be used in the case of a system failure or otherwise, to indicate the actual time an order was received on the Floor, if prior to the time that the order is actually recorded in the system. This field allows members to synchronize their electronic order records with time-stamped paper tickets when used in situations such as system failures.
Note that an “As Of” indicator flag must always be set when order details are being recorded late due to a system failure, regardless of whether a “Write In” time is entered.
|
SIAC |
| 9405 | AsOfIndicator
8
NYSE - Front End Systemic Capture (FESC) Field: A flag that is manually entered by a user to indicate that an order or order modification was represented at a point of sale on the NYSE trading floor before being entered into a system. Such orders and order modifications are referred to as "late entered orders." The AsOfIndicator should only be used in situations where orders are entered into a system late due to system failure. The AsOfIndicator must be transmitted to the NYSE with all late entered orders and order modifications and Drop Copies of such. Value, when tag is present = A. |
SIAC |
| 9406 | DropCopyFlag
8
NYSE - A flag that indicates that a message is a Drop
Copy. This flag is required in all Drop Copy messages sent to FESC or from
CMS. Valid Values: C = CMS, D = FESC, 1 = Order Drop Copy, 2 = Execution
Report Drop Copy, 3 = Admin Inquiry Drop Copy, 4 = Admin Response Drop
Copy, 5 = Clearance Drop Copy. An alpha value must appear in combination
with a numeric value, separated by a space. |
SIAC |
| 9407 | HandlInst
8
Same as tag 21. Is added as a user-defined field for inclusion in Execution reports generated by FIX engine versions < 4.2 in support of the Drop Copy functionality. | Avner Gelb
SIAC |
| 9408 | MinQty
8
Same as tag 110. Is added as a user-defined field for inclusion in Execution reports generated by FIX engine versions < 4.2 in support of the Drop Copy functionality. | Avner Gelb
SIAC |
| 9409 | MaxFloor
8
Same as tag 111. Is added as a user-defined field for inclusion in Execution reports generated by FIX engine versions < 4.2 in support of the Drop Copy functionality. | Avner Gelb
SIAC |
| 9410 | MaxShow
8
Same as tag 210. Is added as a user-defined field for inclusion in Execution reports generated by FIX engine versions < 4.2 in support of the Drop Copy functionality. | Avner Gelb
SIAC |
| 9411 | PriceImprovement
When placing an order based on a quote, in the UK it is a regulatory requirement that you mention any price improvement on the quoted price. | Danny Shobrook
Apt Computer Systems Limited |
| 9412 | OrigTime
Security Status
Indicates the time of the transaction as indicated by the Originating system. | Peter Friel
SIAC |
| 9413 | HighPxDenom
Security Status
NYSE - Institutional XPress - Indicates the trading denominator of the indication price. | Peter Friel
SIAC |
| 9414 | LowPxDenom
Security Status
NYSE - Institutional XPress - Indicates the trading denominator of the indication price. | Peter Friel
SIAC |
| 9415 | MDEntryPxDenom
Market Data
NYSE - Institutional XPress - Indicates the NYSE trading denominator. | Peter Friel
SIAC |
| 9416 | ExtendedExecInst
D and G
Used in various NYSE Arca order types. Currently supported values are:
"0" used to indicate that an order should not execute against a midpoint passive liquidity order, which could result in a sub penny fill.
"1" to indicate an NYSE ARCA fast cancel |
NYSE Group |
| 9417 | ExtendedPNP
D
used in conjunction with a post no preference order (execinst=6). Currently supported values are "P" for a PNP Plus order and "B" for a PNP blind order. |
NYSE Group |
| 9418 | OlrlprlCode
8
Odd-lot, round-lot, PRL indicator containing the values 1,2,or 3 |
SIAC |
| 9419 | OrderTANumber
8
The TA number of the order assigned by SDOT |
SIAC |
| 9420 | SpecUnitID
8
The Specialist Unit Number handling the stock. Contains a value from 1 to 100 |
SIAC |
| 9421 | ContraBroker
8
FCS Report – Line 5,5A-D; ABCDnnnnn where ABCD is a 4-character mnemonic. Line 5 does not appear on Odd Lot orders Identifies the Contra side of the trade. Up to five Contra sets (Contra firm identification on an Execution Report). If NoContraBrokers [9423] is greater than 0, than ContraBroker [9421] is required. ContraBroker [9421] is for use in FIX 4.1 only and corresponds to tag ContraBroker[375] in FIX 4.2. FIX.4.1 Format: Char FIX.4.2 Format: See Tag #375
<p>
** ADDED TO FIX 4.2 AS TAG: 375 (ContraBroker) ** | Avner Gelb
SIAC |
| 9422 | ContraTradeTime
8
FCS Report – Line 5, 5A-D, Field 4: format is hhmm(ss) Indicates the Execution time in hours, minutes, and - if the user wishes – seconds. ContraTradeTime [9422] is for use in FIX 4.1 only and corresponds to tag ContraTradeTime[438] in FIX 4.2. FIX.4.1 Format: Char FIX.4.2 Format: See Tag #438
<p>
** ADDED TO FIX 4.2 AS TAG: 438 (ContraTradeTime) ** | Avner Gelb
SIAC |
| 9423 | NoContraBrokers
8
FCS Report – Number of Line 5’s. Number of ContraBrokers repeating group instances. NoContraBrokers [9423] is required if the value is greater than 0 and if present, appears as the first tag in the repeating Contra group. NoContraBrokers [9423] is for use in FIX 4.1 only and corresponds to tag NoContraBrokers[382] in FIX 4.2. FIX.4.1 Format: Int FIX.4.2 Format: See Tag #382
<p>
** ADDED TO FIX 4.2 AS TAG: 382 (NoContraBrokers) **
| Avner Gelb
SIAC |
| 9424 | OrdStatReq
H
FCS Admin Request – Line 2, Field 1 Valid Values: 1 = Report Status 2 = Confirm Order Received 3 = Confirm Out 4 = B (Buy) 5 = BM (Buy Minus) 6 = S (Sell) 7 = SPL (Sell Plus) 8 = SS (Sell Short) 9 = SE (Sell Short exempt from rules) Contains Admin message type (i.e. Report Status) and must include the original order instruction. This field contains multiple values separated by a comma. FIX.4.1 Format: Char FIX.4.2 Format: String
| Avner Gelb
SIAC |
| 9425 | StatusResp
8
FCS Admin Response – Line 2, Fields 1, 2
Valid Values:
1 = Busted Trade
2 = Names Later
3 = Corrected Price
4 = Price is Correct
5 = Report CHG
6 = BOT
7 = BOT^MINUS
8 = SLD
9 = SLD^PLUS
A = SLD^SHRT
B=SLD^SHRT^EXEMPT
If more than one value is applicable, this field can contain multiple Admin responses separated by a comma.
Admin responses generated as a result of the Execution Report Correction (ERC) information.
FIX.4.1 Format: Char
FIX.4.2 Format: String
| Avner Gelb
SIAC |
| 9426 | BillingRate
8
May contain the Away Market ID with or without the MMID, (formats A, A/EDGA, N/MP...) or the Billing Indicator with or without the new Billing Tier (formats 1, 2, 2/1...).
Away Market is any valid value of the NYSE's internal Exchange indicator (non-Fix standard). Billing Indicator or Tier is any valid value 0-9. Tag is used in Message Type 8, Report messages.
| Avner Gelb
SIAC |
| 9427 | CxlBal
F, G
FCS Cancel, Cancel/Repl– Line 2, Field 2
If CxlBal [9427] is present, set to |Y|. Cancels the remaining balance of an outstanding order without quantity specification.
FIX.4.1 Format: Char
FIX.4.2 Format: String | Avner Gelb
SIAC |
| 9428 | CxlQty
F
Same as Tag 84 FCS Cancel – Line 3C, Field 1
If present, set to the quantity to be canceled. Cannot be an Odd Lot. Used in conjunction with Cancel with Leaves.
FIX.4.1 Format: Float
FIX.4.2 Format: Qty
| Avner Gelb
SIAC |
| 9429 | CMSLeavesQty
F
Same as Tag 151
FCS Cancel – Line 3E, Field 1 If present, set to the new quantity to take effect. Cannot be an Odd Lot. Corresponds to CMS LVS quantity
FIX.4.1 Format: Float
FIX.4.2 Format: Qty
| Avner Gelb
SIAC |
| 9430 | NYSEDirect
8
FCS Report – Line 4B, Field 2 Valid Value = NX
Routing Code returned on the Execution Report
FIX.4.1 Format: Char
FIX.4.2 Format: String | Avner Gelb
SIAC |
| 9431 | GiveUpID
D, 8
FCS Order - Line 4B, Field 1: 1-4 alpha characters
FCS Report - Line 4B, Field 5 Optional field: names the clearing member designated by another clearing or a non-clearing member for settlement of its Exchange transactions.
FIX.4.1 Format: Char
FIX.4.2 Format: String | Avner Gelb
SIAC |
| 9432 | MiscDataLine4
D, F, G, H
FCS Order, Cancel, Cancel/Repl, Admin Req - Line 4, Field 1: 1-27 characters
FIX.4.1 Format: Char
FIX.4.2 Format: String | Avner Gelb
SIAC |
| 9433 | ExecutionInformation
8
FCS Report - Line 5, 5A-D, Field 1: 1-4 digit number Indicates Specialists number. For any firm that routes orders to BBSS, the firm’s internal information (for example, firm clearing number or Broker Badge number) will be reported, if it conforms to the format. Execution information is also repeated here at the firm’s request.
FIX.4.1 Format: Char
FIX.4.2 Format: String | Avner Gelb
SIAC |
| 9434 | ContraTradeQty
8
FCS Report – Line 5, 5A-D, Field 2: 1-5 digit number; nnnnn of field ABCDnnnnn where: Identifies the number of units traded on an Execution Report. If NoContraBrokers [9423] is greater than 0, than ContraTradeQty [9434] is required. Amounts for PRL trades show only the Round Lot units – for example: 575 shares of a 100 share trader = 5. ContraTradeQty [9434] is for use in FIX 4.1 only and corresponds to tag ContraTradeQty[437] in FIX 4.2.
FIX.4.1 Format: Float
FIX.4.2 Format: See Tag #437
<p>
** ADDED TO FIX 4.2 AS TAG: 437 (ContraTradeQty) **
| Avner Gelb
SIAC |
| 9435 | ExClearingHouse
8
FCS Report - Line 4B, Field 1.
If ExClearingHouse [9435] is present, set to |Y|. Optional Field: identifies a trade that will be settled outside the normal clearing processing.
FIX.4.1 Format: Char
FIX.4.2 Format: String
| Avner Gelb
SIAC |
| 9436 | MemoAB
8
FCS Report - Line 4B, Field 56; 1-10 alphanumeric characters
4 characters for Memo A and 6 for Memo B; a period will be returned for any character not entered
FIX.4.1 Format: Char
FIX.4.2 Format: String
| Avner Gelb
SIAC |
| 9437 | NYSEPrime
8
FCS Report– - Line 4B, Field 4; 1-10 alphanumeric characters
Identifies an Execution Report that has benefited from NYSE price improvement. Provides dollar and cents value saved from NYSE price improvement; the greater than sign is displayed only if the price improvement per share exceeds $3.00.
FIX.4.1 Format: Char
FIX.4.2 Format: String
| Avner Gelb
SIAC |
| 9438 | TryToStop
D, F, G
FCS Order, Cancel, Cancel/Repl – Line 3A, Field 5:
If TryToStop [9438] is present, set to |T|.
FIX.4.1 Format: Char
FIX.4.2 Format: String
| Avner Gelb
SIAC |
| 9439 | MiscDataLine4A
F, G, H
FCS Cancel and Cancel/Repl, Admin Req
– Line 4A, Field 5
FIX.4.1 Format: Char
FIX.4.2 Format: String
| Avner Gelb
SIAC |
| 9440 | ERCReferenceNumber
8
FCS Report – Line 4C, Fields 2-4: 9 digit ascii numeric
The Activity ID is assigned by SuperDot and made up of the:
1. The Group number is the first three digits where nnn is a 3 digit number
2. The Reference number is the second three digits where nnn is a 3 digit number
3. The Sequence number is the last three digits and will start at 001 for the first activity against an order and increase by 1 for each subsequent activity where nnn is a 3 digit number.
FIX.4.1 Format: Char
FIX.4.2 Format: String
| Avner Gelb
SIAC |
| 9441 | ContraTrader
8
FCS Report– - Line 5, 5A-D, Field 1: 1-4 digit (Badge) number
ContraTrader [9441] is for use in FIX 4.1 only and corresponds to tag ContraTrader[337] in FIX 4.2.
FIX.4.1 Format: Char
FIX.4.2 Format: See Tag #337
| Avner Gelb
SIAC |
| 9442 | SolicitedFlag
D, F, G, 8
FCS Order, Cancel, Cancel/Repl, Report.
Indicates whether or not the order was solicited.
Valid Values:
Y = Was Solicited
N = Was Not Solicited
SolicitedFlag [9442] is for use in FIX 4.1 only and corresponds to tag SolicitedFlag [377] in FIX 4.2.
FIX.4.1 Format: Char
FIX.4.2 Format: Boolean
| Avner Gelb
SIAC |
| 9443 | RepStatReq
H
FCS Admin Request - Line 2, Field 1
Valid Values:
1 = Check^Price
2 = Confirm^Contra
3 = Confirm^Qty^Executed
Contains Admin message type and must include the original order instruction. Tags OrdStatReq [9424] and RepStatReq [9443] are mutually exclusive, either [9424] or [9425] must appear in Message Type H.
FIX.4.1 Format: Char, FIX.4.2 Format: String.
| Avner Gelb
SIAC |
| 9444 | SponsoringFirm
D, 8
Member firm sponsoring the institution submitting orders. | Avner Gelb
SIAC |
| 9445 | LvsTimeInForce
F
FCS Cancel - Line 3E, Field 2 Valid Values: 0 = DAY, 1 = GTC, 2 = OPG, 3 = OC, 4 = FOK, 5 = GTX, 6 = Reject Message, set Text[58] to |Good till date not supported|. Allows the user to change the Time In Force on a Cancel with Leaves. Absence of this field defaults to original order state. Note: Original Time In Force can be re-stated. FIX 4.1 Format: Char, FIX 4.2 Format: String | Jeanne Breuer
SIAC |
| 9446 | CMSType
Message Type 8
Provides further classification of the Execution Report FIX Message Type 8 for CMS' use. Valid values: A = Admin Response, P = SPARS, R = Execution Report, S = Status Message (Status Messages include Rejects, Restarts and Drop Copy). Format FIX 4.1 Char, FIX 4.2 String. | Jeanne Breuer
SIAC |
| 9447 | CAPIndicator
D,F,G,H,8
NYSE - Indicates a conversion and parity order (CAP). Required on all CAP Orders, CAP Cancels and CAP Cancel Replace Requests. Valid Value = Y. Format = Char | Jeanne Breuer
SIAC |
| 9448 | BrokerBadge#
D,F,G,H,8
Represents the initiating Broker Badge Number. Required on all CAP Orders. Value is up to 4 numeric characters. Format = Char | Jeanne Breuer
SIAC |
| 9449 | BillTo
D,F,G,H, 8
Represents the Badge or Commission Billing Number.
Required on all CAP Orders.
Value = up to 4 alpha/numeric characters. Must be either ALL numeric or ALL
alpha. Format = Char | Jeanne Breuer
SIAC |
| 9450 | ParentOrdXRefId
D,F,G,H, 8
Represents the Member Firm of the Parent Order plus the Parent Order Id currently sent to FESC. Required on all CAP Orders. Value must be a valid NYSE Member Firm Mnemonic Identifier followed by one space, followed by the Parent Order Id that is currently sent to FESC. Value = 4 character alpha for Member Firm of the Parent Order, one space, up to 22 characters using ASCII character set from Octal 40 (Hex 20) to Octal 176 (Hex 7E) for the Parent Order Id. Format = string. | Jeanne Breuer
SIAC |
| 9451 | ParentFirmOrdId
D,F,G,H,8
Tag 9451 = Parent Order ID required for NYSE BBSS entered CAP orders. 1 to 4 alpha characters Branch Code, followed by a space followed by 1 to 5 characters numeric Branch Sequence followed
by a slash character ("/") followed by the CMS Session date.
Format = string | Jeanne Breuer
SIAC |
| 9452 | NYSETANum
D,F,G,H,8
The turn around number of the Parent Order, required only for NYSE BBSS entered CAP orders. 6 characters - 2 alpha characters followed by 4 numeric characters OR 3 alpha characters followed by 3 numeric characters.
Format = string | Jeanne Breuer
SIAC |
| 9453 | ParentFirm
D,F,G,H,8
Valid NYSE Member Firm Mnemonic. Must be present on all NYSE BBSS CAP orders. 1 to 4 alpha characters.
Format = string. | Jeanne Breuer
SIAC |
| 9454 | ContraClrFirm
8
NYSE - Front End Systemic Capture Field (FESC): This is a required field when submitting a report drop copy.
Specifies the clearing firm mnemonic (as assigned by the NYSE) of the contra side of a trade.
| Gerry Libretti
SIAC |
| 9455 | EnteringFirm
8
NYSE - Front End Systemic Capture (FESC) Field: This is a required field when submitting a report drop copy.
Specifies the mnemonic (as assigned by the NYSE) of the member or member organization which recorded the order details (as required by Rule 123e).
| Gerry Libretti
SIAC |
| 9456 | OrderRefDate
8
NYSE - Front End Systemic Capture (FESC) Field: This is a required field when submitting a report drop copy.
Specifies the date the order was entered into an Exchange system.
| Gerry Libretti
SIAC |
| 9457 | OCSControlNum
8
NYSE - Front End Systemic Capture (FESC) Field: This is an optional field when submitting a report drop copy. Specifies the NYSE Online Comparison System (OCS) control number that is returned to the firm by OCS after submission of a side. | Gerry Libretti
SIAC |
| 9458 | MajorBadge
8
NYSE - Front End Systemic Capture (FESC) Field: This is a required field when submitting a report drop copy.
Specifies the badge number of the executing broker of its (the submitter’s) side of the trade
| Gerry Libretti
SIAC |
| 9459 | SpecialTradeInd
8
NYSE - Front End Systemic Capture (FESC) Field: This is an optional field when submitting a report drop copy. Specifies any special trade indication:
' ' = Not a special trade
'X' = Special trade
'E' = Ex-clearing trade | Gerry Libretti
SIAC |
| 9460 | OrderCapacity2
D,F,G,H,8
NYSE - Additional value representing Account Type. Account Type Q indicates a trade to cover an error transaction. Format = char. Valid Value = Q | Jeanne Breuer
SIAC |
| 9461 | AddQty
G, 8
NYSE - Represents the additional (increased amount) order quantity
requested. Required on all Makes orders (Message Type G format).
Format in 4.1 = int, Format in 4.2 = Qty.
| Jeanne Breuer
SIAC |
| 9462 | PrinIndicator
8
The indicator that denotes the specialist was involved in the trade. contains value 00 or 01. |
SIAC |
| 9463 | SubscriptionRequestType
c
Addition of a SubscriptionRequestType for Security Definition Request to enable FIX 4.3 like functionality for FIX 4.2 users | Jim Northey
Chicago Board Options Exchange |
| 9464 | PrinCommentCode
8
2-byte alpha code that the specialist inserts into the execution report |
SIAC |
| 9465 | OrderOrigin
D (New Order), G (Cancel/Replace). 8(Execution Report)
For submission of order originator (String)to specify Exchange:Firm Acronym. Of the form [Exchange:]Acronym
If [Exchange:] is omitted, the Target Exchange is assumed. E.g. CBOE:ABC and ABC are equivalent for firm Acronym ABC at Exchange CBOE for orders sent to Exchange CBOE. | Magic Magee
Chicago Board Options Exchange |
| 9466 | RejectReasonCode
Business Message Reject [ j ]
Reject reason code indicating the reason why the message was rejected. | Santhanakrishnan Sundaresan
Chicago Board Of Options Exchange |
| 9467 | EquitySession
c (Security Definition Request),d(Security DefinitioN)
This field will (optionally) be used to specify the Equity Session when defining "Buy Write" or "Covered Call" type strategies. | Magic Magee
Chicago Board Options Exchange |
| 9468 | UserAssignedCancelID
8
User assigned cancel id for an order. Work around - future version will revert to standard FIX order cancel request handling | Jim Northey
LTG |
| 9469 | ExtendedPriceType
D,G,8
For using PriceTypes in addition to the current FIX 4.2 Tag 40 validations (e.g. like the FIX 4.4 Tag 423 values) | Magic Magee
Chicago Board Options Exchange |
| 9470 | QuoteOrigin
Mass Quote, Quote
This parameter is used to indicate the origin of the quote entry. It must take one of the following values: 6 - Public Customer
7 - Broker
8 - Market Maker | James Haworth
CMC |
| 9471 | NoTransactionCosts
Trade Capture
Repeating group under the trade capture suite of messages | Don Scheurer
Bloomberg |
| 9472 | TransactionCostTypes
Trade Capture
Repeating group under the transaction cost for Trade Capture reporting | Don Scheurer
Bloomberg |
| 9473 | TransactionCostCode
Trade Capture
Repeating group under transaction costs | Don Scheurer
Bloomberg |
| 9474 | TransactionCostRate
Trade Capture
Repeating group under transaction cost group | Don Scheurer
Bloomberg |
| 9475 | TransactionCostFlag
Trade Capture
Repeating group under transaction costs. | Don Scheurer
Bloomberg |
| 9476 | TransactionCostAmt
Trade Capture
Repeating group under the transaction costs group | Don Scheurer
Bloomberg |
| 9477 | TransactionCostCurrency
Trade Capture
Repeating field under the transaction costs group | Don Scheurer
Bloomberg |
| 9478 | e-QuoteType
D, G, 8
Represents an e-Quote Type.
| Jeanne Breuer
SIAC |
| 9479 | DisplayIndicator
D, G, 8
Specifies if the Broker interest is part of the NYSE BBO and is visible to the specialist. | Jeanne Breuer
SIAC |
| 9480 | ReservePublishQty
D, G, 8
Required for Reserve e-Quote types. Represents the publish quantity. | Jeanne Breuer
SIAC |
| 9481 | eQuoteId
D, G, 8
Unique identifier of the eQuote – must be unique within broker badge – associates the eQuote with its underlying orders | Jeanne Breuer
SIAC |
| 9482 | LayerLinkId
D, G, 8
Unique identifier – must be unique within broker badge – associates the layers of a layered eQuote | Jeanne Breuer
SIAC |
| 9483 | DBKLinkId
8
Ensures reports to underlying orders are linked back to the e-Quote execution report. | Jeanne Breuer
SIAC |
| 9484 | NumULID
8
Number of repeats in the repeating group | Jeanne Breuer
SIAC |
| 9485 | ULProprietaryCode
8
Indicates whether the underlying order ID is the ID of a proprietary OMS | Jeanne Breuer
SIAC |
| 9486 | ULDisposeCode
8
Indicates the disposition of the order ID; supports the ability to add or remove orders that underlie the eQuote. | Jeanne Breuer
SIAC |
| 9487 | RoutingInstruction
D, F, G, H, 8
Routing instruction | Jeanne Breuer
SIAC |
| 9488 | ERCActivityType
8
1 alpha-numeric code that designates the type of activity against the order; i.e., original execution, correction, bust, etc. |
SIAC |
| 9489 | OmgeoNoSWIFTDifferences | Dharmendra Makhijani
Omgeo LLC
6/18/2008 |
| 9490 | OmgeoNoTLL2FieldsSameValueEval
AS
Omgeo CTM specific field. Number of repeating groups of (maximum of 40) trade level L2 fields and the field's same value evaluation |
Omgeo |
| 9491 | OmgeoTLL2FieldName
AS
Omgeo CTM specific field. Name of L2 Field. |
Omgeo |
| 9492 | OmgeoTLL2SameValue
AS
Omgeo CTM specific field. Indicates if the value of the OmgeoTLL2FieldName supplied by the Broker is the same as the value supplied by the Investment Manager. |
Omgeo |
| 9493 | OmgeoNoTDL2FieldsSameValueEval
AS
Omgeo CTM specific field. Number of repeating groups of (maximum of 40) trade detail L2 fields and the field's same value evaluation. |
Omgeo |
| 9494 | OmgeoTDL2FieldName
AS
Omgeo CTM specific field. Name of L2 Field. |
Omgeo |
| 9495 | OmgeoTDL2SameValue
AS
Omgeo CTM specific field. Indicates if the value of the OmgeoTDL2FieldName supplied by the Broker is the same as the value supplied by the Investment Manager. |
Omgeo |
| 9496 | OmgeoTDSAFENCSD
J, AS
Omgeo CTM specific field. Indicates the SWIFT BIC of the national central security depository, where the security will be safekept. |
Omgeo LLC |
| 9497 | OmgeoTDSAFEICSD
J, AS
Omgeo CTM specific field. Indicates the SWIFT BIC of an international central securities depository, where the security will be safekept. |
Omgeo LLC |
| 9498 | OmgeoTDSAFECUST
J, AS
Omgeo CTM specific field. Indicates the SWIFT BIC of a global custodian bank, where the security will be safekept. |
Omgeo LLC |
| 9499 | OmgeoTDSAFESHHE
J, AS
Omgeo CTM specific field. Text that indicates that the shares to be safekept will be held elsewhere. |
Omgeo LLC |
| 9500 | SubRule80A
Additional flag to Rule80A (aka Order Capacity/Account Type) | Randoll Revers
GL Consultants, Inc. |
| 9501 | BidPriceType
S
Determines the type of price contained in the quote message. A=actual (default); S=spread to benchmark; D=discount to yield; Y=yield to maturity; P=convertible spread to parity; V=convertible vs stock; OW=Offer wanted; U=unpriced | Sigurdur Snorrason
National Quotation Bureau |
| 9502 | OfferPriceType
S
Determines the type of price contained in the quote message. A=actual (default), S=spread to benchmark, D=discount to yield, Y=yield to maturity, P=convertible spread to parity, V=convertible vs. stock, BW=Bid wanted, BW U=unpriced | Sigurdur Snorrason
National Quotation Bureau |
| 9503 | FlatFlag
S(U3)
Identifies a quote for a security which is traded flat N=No; Y=Yes | Sigurdur Snorrason
National Quotation Bureau |
| 9504 | HedgeRatio
S
Hedge ratio e.g. 70.00 indicating 70% of associated stock in relation to quoted stock | Sigurdur Snorrason
National Quotation Bureau |
| 9505 | MarketMakerName
(U4)
Name of market maker | Sigurdur Snorrason
National Quotation Bureau |
| 9506 | LockCrossFlag
7,S
If set to Y, forces a price (quote or advertisement) to be accepted even if the price is out of range. N=No, default Y=Yes, force price to be accepted even if out of range. | Sigurdur Snorrason
National Quotation Bureau |
| 9507 | NegativeBidPxFlag
S
If present and set to Y, indicates that the price held in the price field (BidPx) should be treated as a negative value. N=No, the BidPx price is a positive value Y=Yes, the BidPx price is a negative value | Sigurdur Snorrason
National Quotation Bureau |
| 9508 | NegativeOfferPxFlag
S
If present and set to Y, indicates that the price held in the price field (OfferPx) should be treated as a negative value. N=No, the OfferPx price is a positive value Y=Yes, the OfferPx price is a negative value | Sigurdur Snorrason
National Quotation Bureau |
| 9509 | NQBSecurityID
(U3)
A unique ID for security, issued by NQB | Sigurdur Snorrason
National Quotation Bureau |
| 9510 | PurgeStatusFlag
(U2)
N=purge starting, vendor should purge the database; Y=purge complete | Sigurdur Snorrason
National Quotation Bureau |
| 9511 | PurgeSequenceNumber
7,B,S,(U3,U4)
A unique sequence number present in application messages during a purge, enabling Vendors to track progress of the purge. | Sigurdur Snorrason
National Quotation Bureau |
| 9512 | PurgeMessageCount
(U2)
Total number of messages that were sent during a purge | Sigurdur Snorrason
National Quotation Bureau |
| 9513 | PurgeReason
(U2)
Indicates the reason for a database purge: 1=refresh at start of day; 2=as requested | Sigurdur Snorrason
National Quotation Bureau |
| 9514 | OTCBBFlag
S
Indicates whether a Quote in the EQS is from the OTCBB N=Not from the OTCBB Y=From the OTCBB | Sigurdur Snorrason
National Quotation Bureau |
| 9515 | Service
7,S
Indicates the NQB service under which a security is quoted. OP=Pink Sheets OY=Yellow Sheets OPL=Partnership Sheets OG=Global Quote | Sigurdur Snorrason
National Quotation Bureau |
| 9516 | NoCompetingQuotes
eg. MSFT, 'Bloomberg Indicative' | Don Scheurer
Bloomberg |
| 9517 | CompetingQuoteDealer
eg. MSFT, 'Bloomberg Indicative' | Don Scheurer
Bloomberg |
| 9518 | CompetingQuote
Actual quote for a security or for first leg of a swaps trade | Don Scheurer
Bloomberg |
| 9519 | Coupon
(U3)
Coupon rate of bond | Sigurdur Snorrason
National Quotation Bureau |
| 9520 | CompetingQuoteLeg2
Actual quote of second leg (Swaps only) | Don Scheurer
Bloomberg |
| 9521 | CompetingQuoteFwdPoints
Fwd/Swap points (Swaps/Outrights only) | Don Scheurer
Bloomberg |
| 9522 | PiggybackFlag
(U3)
Indicates if a security is qualified as 15c12-11 "Piggyback" exempt: Y=Yes; N=No | Sigurdur Snorrason
National Quotation Bureau |
| 9523 | CompetingQuoteType
1 - Indicative
2 - Executable | Don Scheurer
Bloomberg |
| 9524 | TradingSuspendFlag
(U3)
Indicates if trading in the security has been halted for any reason: Y=Yes; N=No | Sigurdur Snorrason
National Quotation Bureau |
| 9525 | NoReRoutedOrders
8
Defines the number of Orders rerouted to another broker. | Don Scheurer
Bloomberg |
| 9526 | Re-RoutedOrderId
8
Denotes the Order # of a Re-Routed Order. | Don Scheurer
Bloomberg |
| 9527 | ShortName
(U3)
Short name of security | Sigurdur Snorrason
National Quotation Bureau |
| 9528 | BenchIDSource
S,(U3)
Identifies the class of associated alternative BenchSecurityID used to define the underlying benchmark for Spread to Benchmark quotes | Sigurdur Snorrason
National Quotation Bureau |
| 9529 | BrokerFirmID
D
Identifies the firm associated with the IntroducingBadgeID[9448] | Tiffany Lee
New York Stock Exchange
3/19/2008 |
| 9530 | BenchSecurityID
S,(U3)
The security ID used to define the benchmark security in the Spread to Benchmark quote, further qualified by the BenchIDSource field which determines the identification system | Sigurdur Snorrason
National Quotation Bureau |
| 9531 | UndSymbol
S,(U3)
Contains the security symbol for the underlying security of convertible securities for convertible spread to parity and convertible vs. stock quotes. The symbol is further qualified by the UndSymbolSfx and UndSecurityExchange fields. | Sigurdur Snorrason
National Quotation Bureau |
| 9532 | UndSymbolSfx
S,(U3)
Additional information about the underlying security (e.g. preferred, wts, etc.) underlying the quote, with an absence of the field indicating common for equities. | Sigurdur Snorrason
National Quotation Bureau |
| 9533 | UndStockPrice
S
The stock price of the underlying security for convertible spread to parity and convertible vs. stock quotes. | Sigurdur Snorrason
National Quotation Bureau |
| 9534 | UnsolicitedFlag
S
Indicates if the quote is to be treated as solicited or unsolicited: Y=Unsolicited agency order, N=Principal or Solicited Agency | Sigurdur Snorrason
National Quotation Bureau |
| 9535 | OmgeoSwiftFieldName | Dharmendra Makhijani
Omgeo LLC
6/18/2008 |
| 9536 | TraderID
(U4)
Identifies a trader | Sigurdur Snorrason
National Quotation Bureau |
| 9537 | MMLocation
(U4)
Text describing a market maker location (i.e. geopraphic location and/or desk) | Sigurdur Snorrason
National Quotation Bureau |
| 9538 | MarketMakerID
(U4)
The market maker ID to be shown against a quote | Sigurdur Snorrason
National Quotation Bureau |
| 9539 | ItemID
(U3)
A sequence identifier permitting a series of updates to be ordered in time | Sigurdur Snorrason
National Quotation Bureau |
| 9540 | UpdateType
S,(U3)
Indicates the nature of a 'database update' message: 1=Update; 2=New; 3=Delete | Sigurdur Snorrason
National Quotation Bureau |
| 9541 | StateOrCountry
(U3)
For a US address specifies the state. For non-US address specifies the country | Sigurdur Snorrason
National Quotation Bureau |
| 9542 | Telephone1
(U3)
A phone number | Sigurdur Snorrason
National Quotation Bureau |
| 9543 | USFirmFlag
(U4)
Indicates if the firm is resident in the US for the purpose of quotes generated by its traders. Y=Yes, a US based firm, N=N, a non US firm | Sigurdur Snorrason
National Quotation Bureau |
| 9544 | UndSecurityExchange
S,(U3)
Qualifies the UndSymbolID (UndSymbolID, UndSymbolSfx) supplied to define the symbol as issued by what exchange. | Sigurdur Snorrason
National Quotation Bureau |
| 9545 | Telephone2
(U4)
A phone number | Sigurdur Snorrason
National Quotation Bureau |
| 9546 | MaturityDate
S,(U3)
The securities maturity date expressed as a single field rather than using the existing FIX fields of MaturityMonthYear and MaturityDay | Sigurdur Snorrason
National Quotation Bureau |
| 9547 | NQBIssuerID
(U3)
Used to track securities from the same issuer | Sigurdur Snorrason
National Quotation Bureau |
| 9548 | OpenFlag
(U4)
Indicates if Trader at Market Maker is open for trading or closed. Only quotes of open Traders should be considered live. | Sigurdur Snorrason
National Quotation Bureau |
| 9549 | InternalRef
8, 9
Internal reference assigned to an order into the GL server. | Guillaume Jamin
GL Trade |
| 9550 | SecondaryAccount
8, 9
Assigned by a party which originates the order to the exchange.
| Guillaume Jamin
GL Trade |
| 9551 | DSS
D,F,G,8,9
Differed Settlement Service. Valid Values :
0=No
1=Yes | Guillaume Jamin
GL Trade |
| 9552 | GLID
D,F,G,8,9
GL key used to identify the exchange and the market into GL servers. | Guillaume Jamin
GL Trade |
| 9553 | Split
D, F, G
Identicates the type of order splitting. | Guillaume Jamin
GL Trade |
| 9554 | DataBaseIndex
8, 9
Index of record into the GL server database. | Guillaume Jamin
GL Trade |
| 9555 | AccountType
char
Type of account: 'S' Speculator, 'M' Market Maker, 'H' Hedge | Randoll Revers
GL Consultants, Inc. |
| 9556 | MITFlag
Int
Market If Touch flag: Valid values: '0' Simple Order (default), '1' MIT order type. | Randoll Revers
GL Consultants, Inc. |
| 9557 | ActOnImbalance
D,E,G
Boolean: Determines whether the strategy reacts to published closing auction imbalances. Default = True |
Lehman Brothers |
| 9558 | PrinChangeIndicator
8
1 byte numeric that denotes that a previously-reported Prin execution has been changed to non-Prin |
SIAC |
| 9559 | OmgeoSwiftTagQualifier | Dharmendra Makhijani
Omgeo LLC
6/18/2008 |
| 9560 | EquoteExecType
8
This field indicates that the e-Quote report was executed with Discretion, Pegging or Both. The following values represent:
"1" - Executed with Discretion
"2" - Executed with Pegging
"3" - Executed with Discretion and Pegging | Avner Gelb
SIAC |
| 9561 | PegInd
D, G, 8
This indicator specifies whether the customer has specified Pegging functionality for the e-Quote or d-Quote. Value = "Y" | Avner Gelb
SIAC |
| 9562 | CeilingFloorPrice
D, G, 8
This field specifies the highest (for a buy) or lowest (for a sell) price to which the e-Quote or d-Quote may peg. Price including decimal (must be multiple of MPV and valid Price Unit). | Avner Gelb
SIAC |
| 9563 | MinPegQty
D, G, 8
This field indicates the smallest size quote to which the e-Quote or d-Quote is willing to peg. Must be roundlot represented in shares. | Avner Gelb
SIAC |
| 9564 | MaxPegQty
D, G, 8
These fields indicate the largest size quote to which the e-Quote or d-Quote is willing to peg. Must be roundlot represented in shares. | Avner Gelb
SIAC |
| 9565 | DiscPriceRange
D, G, 8
The range within which a d-Quote can reach to trade with discretion, as initiating interest. The range is specified as the number of cents (or MPVs) of price discretion above (for a Buy) or below (for a Sell) the discretionary e-Quote’s currently filed price. Price including decimal (must be multiple of MPV and valid Price Unit) | Avner Gelb
SIAC |
| 9566 | DiscMaxVol
D, G, 8
This field specifies the quantity the e-Quote is willing to use to trade with pricing discretion. When an e-Quote has a quantity designated to trade with pricing discretion, that quantity is referred to as a d-Quote. Must be Roundlot represented in shares. | Avner Gelb
SIAC |
| 9567 | ITSAllInd
D, G, 8
This indicator identifies whether the customer has specified that the e-Quote may be shipped to better ITS quotes within its Discretionary Range, even when not required to facilitate a trade at the NYSE. Value = "Y" or "N" | Avner Gelb
SIAC |
| 9568 | OppSideMinSize
D, G, 8
This field specifies the smallest size the d-Quote is willing to initiate a trade against with discretion. This size may be applied to an incoming order or to aggregate interest at a price point, as specified in later requirements. Must be Roundlot represented in shares. | Avner Gelb
SIAC |
| 9569 | OppSideMaxSize
D, G, 8
This field specifies the largest size the d-Quote is willing to initiate a trade against with discretion. This size may be applied to an incoming order or to aggregate interest at a price point, as specified in later requirements. Must be Roundlot represented in shares. | Avner Gelb
SIAC |
| 9570 | ExecAwayMktInd
8
Executed Away Market Indicator containing a value representing the exchange away from the NYSE where the order was executed. To be used in Fix MsgType 8 as an optional tag for reports and corrections, the values not being Fix Standard. Values are SIAC internal values, A = Amex;B = Boston;C = NSE;D = NASD;I = ISE;M = CSE;P = Pacific/Archipelago;T = NASDAQ;W = CBOE;X = Philadelphia; | Avner Gelb
SIAC |
| 9571 | NoTapePrintFlag
8
A flag, when true (Y), indicating that this trade was not printed to tape. Default is 'N' if tag not present. Used in Exec Report, Fix Msg Type 8. | Avner Gelb
SIAC |
| 9572 | TotalOddLotBuyAlarm
U8 |
SIAC |
| 9573 | OddLotImbalanceShares
U8 |
SIAC |
| 9574 | StagingTargetPrice
d,ab
Target Price at which an order will stage and monitor | Don Scheurer
Bloomberg |
| 9575 | StageOrderIsInquiry
Denotes whether a staged order is an inquiry order. | Don Scheurer
Bloomberg |
| 9576 | TargetPriceType
Target price type valid values:
1 - Price
2 - Yield
3 - Spread | Don Scheurer
Bloomberg |
| 9577 | ExecutionType
8
Execution type that, among other values, contains a value for odd-lot adjustments to be used by SPAR users |
SIAC |
| 9578 | BillingIndicator
8
Execution Report Billing categories (valid on regular executions, AWOs, and ERCs)
Valid values: 1=Taker; 2=Provider; 3=Blended; 4=Opening/Provider; 5=Opening/Blended; 6=Closing/Provider; 7=CLosing/Blended; 8=Specialist; Data Type: Char | AJ Eufemio-Yu
SIAC |
| 9579 | ExpERCReferenceNumber
8
FIX 4.2 Format: String
10-byte Expanded Activity ID associated with an Execution Report. This tag is a concatenation of a 5-digit Reference number, followed by a 5-digit Sequence number. Both reference number and sequence number will start at 00001 (i.e. 0000100001). For each new activity, the Reference and Sequence number will increment by one. The Reference number will remain the same when a modification was performed on a specific activity.
| AJ Eufemio-Yu
SIAC
3/5/2008 |
| 9580 | ParentID
D,F,G,8,9,s
Contains the OrderID of the parent order for a child order. | Gilles Bui
GL Trade |
| 9581 | OrderId
D,F,G,8,9,s
Contains the GL SLE ID of the order. | Gilles Bui
GL Trade |
| 9582 | ChildID
D,F,G,8,9 s
Contains the GL SLE ID of the child order. | Gilles Bui
GL Trade |
| 9583 | MIFID Internalization Indicator
D,F,G,8,9 s
Indicates the TYPE of internalization.
Valid values:
1=FACILITATION (internalization is authorized between client orders only);
2=PROPRIETARY (internalization is authorized against the internal book);
3=ONLY (order will remain in the internal liquidity pool. It will not be released to the market);
4=NO.
Default value=1(Facilitation).
| Gilles Bui
GL Trade |
| 9584 | MIFID Best Execution Indicator
D,F,G,8,9,s
Valid values:
1=Gross Price (Best Exec without the cost);
2=Net Price(Best Exec with fees);
3=Ranking (Best Exec depending of the market ranking);
4-5-6=Custom1 to Custom3 (it's for futur algorythm).
Default value=1(Gross Price).
| Gilles Bui
GL Trade |
| 9585 | MIFID Split
D,F,G,8,9,s
Autorizes the split functionality.
Valid values:
1=YES;
2=NO.
Default value=2(NO).
| Gilles Bui
GL Trade |
| 9586 | MIFID Retention
D,F,G,8,9,s
Equivalent of Overnight. It's for keeping the orders until the next trading session.
Valid values:
1=YES;
2=NO.
Default value=2(NO). | Gilles Bui
GL Trade |
| 9587 | MIFID Destination
D,F,G,8,9,s
Indicates the destination.
Valid values:
1=Any exchanges (send on all available exchanges);
2=Selected instrument market (send the order only on the market where the trader choose the stock. In the case where you have multi-listed instruments on the same market (as for VIRTX) the order can be split between the different shares;
3=Selected instrument only (when you have multi-listed instruments on the same market (as for Chi-X). You send the order only on the instrument you choose on this market.
Default value = 1(Any exchanges)
| Gilles Bui
GL Trade |
| 9588 | Trade Type Indicator
D,F,G,8,9,s
This field indicates the trade/negociation type.
Valid values:
A=Incoming message is a Trade Cancel;
4=Incoming message is a Manual Trade notification;
I=Internet trading;
S=Algorithmic trading;
D=DMA trading;
2=Advertisement;
9=Trade Report.
| Gilles Bui
GL Trade |
| 9589 | MIFID Negociation code
D,F,G,8,9 ,s
This field contains the negociation code of execution market
| Gilles Bui
GL Trade |
| 9590 | Update Reason
8,P
This field is used to filter specific GL messages into GL FIX IN | Gilles Bui
GL Trade |
| 9591 | Price Checking Flag
D,F,G,8,9,s
Used to reject the order if the price is too far away from the market. Valid values: 0=No price control (default value); 1=Price control; 2=Severe; 3=Client not sure. | Gilles Bui
GL Trade |
| 9592 | Quantity control
D,F,G,8,9,s
Indicates whether the market exchange has to check the quantity order. Valid values: 0=No check (default value); 1=Check quantity (big size). | Gilles Bui
GL Trade |
| 9593 | StartTime
D
UTC Timestamp.
Time/date combination represented in UTC in either YYYYMMDD-HH:MM:SS
(whole seconds) or YYYYMMDD-HH:MM:SS.sss (milliseconds) format. Colons,dash, and period required. | Tiffany Lee
New York Stock Exchange
3/19/2008 |
| 9594 | EndTime
D
UTC Timestamp.
Time/date combination represented in UTC in either YYYYMMDD-HH:MM:SS
(whole seconds) or YYYYMMDD-HH:MM:SS.sss (milliseconds) format. Colons,dash, and period required. | Tiffany Lee
New York Stock Exchange
3/19/2008 |
| 9595 | GL Routing Reference
D,F,G,8,9,s
Free format text string for internal client use.
Max size is 255 char. | Gilles Bui
GL Trade |
| 9596 | Client Free Field 1
D,F,G,8,9,s
Free format text string for internal client use.
Max size is 16 char. | Gilles Bui
GL Trade |
| 9597 | Client Free Field 2
D,F,G,8,9,s
Free format text string for internal client use.
Max size is 32 char. | Gilles Bui
GL Trade |
| 9598 | CV Instruction
P
Specifies ClearVision (GL Back Office) Instruction. Valid values: 0=Default value; 1=Send To ClearVision; 2=Save in GL OMS. | Gilles Bui
GL Trade
2/27/2008 |
| 9599 | ETBegin
A
Please contact John Douglas of Ease Technologies for information concerning this field and others between 9599 and 9699 (TRIAD Financial Server) | John Douglas
Ease Technologies, Inc. |
| 9600 | Password
A
Password field used for secondary validation/security authorization.
(TRIAD Financial Server)
Please contact John Douglas of Ease Technologies for information concerning this field. | John Douglas
Ease Technologies, Inc. |
| 9601 | IoiNatural
6
Additional Natural criteria field.
(TRIAD Financial Server)
Please contact John Douglas of Ease Technologies for information concerning this field. | John Douglas
Ease Technologies, Inc. |
| 9602 | IoiType
6
Additional IoiType field used for discrimination on systems that express additional flavors of Iois
(TRIAD Financial Server)
Please contact John Douglas of Ease Technologies for information concerning this field. | John Douglas
Ease Technologies, Inc. |
| 9603 | NoFixStatusses
US/UT
Specifies number of FIX Status messages to follow : repeating group
(TRIAD Financial Server)
Please contact John Douglas of Ease Technologies for information concerning this field. | John Douglas
Ease Technologies, Inc. |
| 9604 | FIXStatus
US/UT
Specifies status of FIX Connection: 0 or 1, = Up or Down
(TRIAD Financial Server)
Please contact John Douglas of Ease Technologies for information concerning this field. | John Douglas
Ease Technologies, Inc. |
| 9605 | FIXStatusSubID
US/UT
Specifies status of FIX SubID Connection: 0 or 1, = Up or Down
(TRIAD Financial Server)
Please contact John Douglas of Ease Technologies for information concerning this field. | John Douglas
Ease Technologies, Inc. |
| 9606 | FIXStatusOBOCompID
US/UT
Specifies status of FIX OBO CompID Connection: 0 or 1, = Up or Down
(TRIAD Financial Server)
Please contact John Douglas of Ease Technologies for information concerning this field. | John Douglas
Ease Technologies, Inc. |
| 9607 | FIXStatusOBOSubID
US/UT
Specifies status of FIX OBO SubID Connection: 0 or 1, = Up or Down
(TRIAD Financial Server)
Please contact John Douglas of Ease Technologies for information concerning this field. | John Douglas
Ease Technologies, Inc. |
| 9608 | FIXReferenceNumber
UU/UV/UW
Specifies refernce number of FIX forwarded message, used in returned status messages UU/UV/UW
(TRIAD Financial Server)
Please contact John Douglas of Ease Technologies for information concerning this field. | John Douglas
Ease Technologies, Inc. |
| 9609 | ETLast
5
Specifies end of custom communications.
(TRIAD Financial Server)
Please contact John Douglas of Ease Technologies for information concerning this field. | John Douglas
Ease Technologies, Inc. |
| 9610 | NoNotes
Trade Capture
Number of repeating notes fields | Don Scheurer
Bloomberg |
| 9611 | NoteType
Trade Capture
Repeating field in the notes group | Don Scheurer
Bloomberg |
| 9612 | NoteId
Trade Capture
Repeating field in the notes group | Don Scheurer
Bloomberg |
| 9613 | NoteText
Trade Capture
Repeating field in the notes group | Don Scheurer
Bloomberg |
| 9614 | ATSAccess
TBA
ATS Access | Andrew Bowley
Lehman Brothers |
| 9615 | WorkedVolumeTarget
D,E,G
Percentage: Volume target for the worked portion of the order. |
Lehman Brothers |
| 9616 | ATSAccessType
TBA
ATS Access Type
P = Passive
W = I Would (cross) | Andrew Bowley
Lehman Brothers |
| 9617 | ModifySequence
8
Count of accepted cancel/replaces. | Michael Bishop
BATS Trading |
| 9618 | CondPctQty
D
Percent of inbound OrdQty that this conditional order will interact with | Chris Isaacson
|
| 9619 | CancelOrigOnReject
G
Y = cancel original order if OrigClOrdId is live but modification must be rejected. (An "unsolicited" cancel will be sent for OrigClOrdId in addition to the replacement reject).
N = leave original order if modification is rejected | Paul Rose
|
| 9620 | CorrectedPrice
UCC
On the custom UCC trade correction message, this holds the corrected price. | Paul Rose
BATS Trading
1/29/2009 |
| 9621 | ECNAccessFee
8
Only present on fills. The total fees for this fill. Negative for rebate. | Paul Rose
BATS Trading
1/29/2009 |
| 9622 | DiscretionAmount
D
Amount of discretion to apply to Price.
Similar in meaning to the standard DiscretionOffset but this field is always non-negative and is implicitly added to bid prices and subtracted from offser prices. | Paul Rose
|
| 9623 | TighterToTargetSchedule
D,E,G
Int: Determines whether the strategy sticks more closely to trading schedule.
Valid Values:
0 = No (default)
100 = Yes |
Lehman Brothers |
| 9624 | StrategyUrgency
D,E,G
Char: Used in determining the optimal trading horizon. A higher urgency corresponds with a shorter duration. |
Lehman Brothers |
| 9625 | ExcludeAuctions
D,E,G
Multiple Value String: Indicates which auctions should be excluded while working the order. The default is to give the strategy the discretion to participate in all auctions that are available. This field supports multiple exclusions by separating values with a space (e.g. a value of '1 4' would exclude the morning and evening auctions).
Valid Values:
1 = Morning/Opening
2 = Lunch/AM Close (Asia only)
3 = Afternoon/PM Open (Asia only)
4 = Evening/Closing |
Lehman Brothers |
| 9626 | TriggerPx
D,E,G
Price: Identifies trigger price in absolute terms. |
Lehman Brothers |
| 9627 | TriggerPxAnchor
D,E,G
Char: Identifies anchor price when trigger price is specified in relative terms. |
Lehman Brothers |
| 9628 | AllocReceiverRole
J
1 = Sender, 2 = Receiver
| Don Scheurer
Bloomberg
3/19/2008 |
| 9629 | TriggerPxOffset
D,E,G
Float: Offset relative to selected anchor for relative trigger price in "BPS better than." |
Lehman Brothers |
| 9630 | ReduceDeltaOption
Timing of delta reduction | David Zinberg
Lehman Brothers
2/28/2008 |
| 9631 | ConditionalVolumeTarget
D,E,G
Percentage: Specifies target participation rate when stock price is better than user-specified trigger price. |
Lehman Brothers |
| 9632 | BaseStrategy
D,E,G
Char: Specifies base working strategy. |
Lehman Brothers |
| 9633 | ReferenceSecurityID
D,E,G
String: Identifies reference security. |
Lehman Brothers |
| 9634 | ReferenceSecurityIDSource
D,E,G
String: Identifies the ID source of the reference security (tag 9633). Tag 9634 functions in the same manner as the standard FIX tag 22. |
Lehman Brothers |
| 9635 | ReferenceSpread
D,E,G
Float: Specifies spread threshold in "BPS return since open". |
Lehman Brothers |
| 9636 | MinDiscretionTime
D,E,G
Int: Identifies the minimum time between sweeps in seconds. |
Lehman Brothers |
| 9637 | DiscretionSize
D,E,G
Qty: Identifies discretion threshold size in shares. |
Lehman Brothers |
| 9638 | DiscretionSizePct
D,E,G
Percentage: Identifies discretion threshold size as a percentage of typical depth. |
Lehman Brothers |
| 9639 | DiscretionRange
D,E,G
Float: Identifies discretion threshold range in cents. |
Lehman Brothers |
| 9640 | DiscretionRangePct
D,E,G
Percentage: Identifies discretion threshold range as a percentage of typical spread. |
Lehman Brothers |
| 9641 | ExecutionStyle
D,E,G
Char: Identifies execution style in the market.
Valid Values: 1 = Quiet 2 = Neutral 3 = Aggressive |
Lehman Brothers |
| 9642 | PegSpreadPct
D, G
Percentage spread for pegging | Ellen Yuan
Fidelity Capital Markets |
| 9643 | BlockFilter
D,E,G
Int: Specifies whether the strategy should ignore block prints. |
Lehman Brothers |
| 9644 | BlockFilterManual
D,E,G
Qty: Allows user to specify block filter threshold in terms of a share quantity. |
Lehman Brothers |
| 9645 | LimitPxType
D,E,G
Int: Allows users to specify an average limit price. Valid Values: 1 = Absolute Price (default) 2 = Average Limit Price |
Lehman Brothers |
| 9646 | LimitPxAnchor
D,E,G
Char: Identifies anchor price when limit price is specified in relative terms. |
Lehman Brothers |
| 9647 | LimitPxOffset
D,E,G
Float: Offset relative to selected anchor for relative limit price. |
Lehman Brothers |
| 9648 | LimitPxDirection
D,E,G
Char: Identifies units and direction of relative limit price offset. |
Lehman Brothers |
| 9649 | IsBuyBack
D,E,G
Boolean: When IsBuyBack = True, Rule 10b-18 is enabled for the trade. |
Lehman Brothers |
| 9650 | DealerResponseTime
R,AJ,AG,AI,S
The time when Quote request will expire | Don Scheurer
Bloomberg |
| 9651 | SubjectTime
R,AJ,AG,AI,S
The time when the Quote request will become subject. | Don Scheurer
Bloomberg |
| 9652 | QuoteMOPLevel
R,AJ,AG,AI,S
Bloomberg MOP Level | Don Scheurer
Bloomberg |
| 9653 | SubjectOrNot
AJ
Denotes if the response is subject or not. | Don Scheurer
Bloomberg |
| 9654 | BLPTicketType
AJ,AG
1-Customer, 2-Sales | Don Scheurer
Bloomberg |
| 9655 | LegYield
All fixed income
Yield | Don Scheurer
Bloomberg |
| 9656 | LegPriceType
All fixed income
Values similar to TriceType | Don Scheurer
Bloomberg |
| 9657 | LegExchangeRate
All fixed income | Don Scheurer
Bloomberg |
| 9658 | LegFlag
All fixed income
BLP Specific | Don Scheurer
Bloomberg |
| 9659 | LegSubFlag
All fixed income
BLP Specific | Don Scheurer
Bloomberg |
| 9660 | LegPrincipal
All fixed income | Don Scheurer
Bloomberg |
| 9661 | LegAccrued
all fixed income | Don Scheurer
Bloomberg |
| 9662 | LegTSTicketNumber
8,AE,AR
BLP Specific | Don Scheurer
Bloomberg |
| 9663 | LegBlotSeqNumber
All fixed income
BLP specific | Don Scheurer
Bloomberg |
| 9664 | LegTransactionSeqNumber
All fixed income
BLP Specific | Don Scheurer
Bloomberg |
| 9665 | LegFuturesCBroker
R,AJ,AG,AI,S,8,AE,AR
BLP Specific | Don Scheurer
Bloomberg |
| 9666 | LegFuturesDBroker
R,AJ,AG,AI,S,8,AE,AR
BLP Specific | Don Scheurer
Bloomberg |
| 9667 | Blot/Transaction Number
8,AE,AR
BLP Specific | Don Scheurer
Bloomberg |
| 9668 | WireTime
R,AJ,AG,AI,S
The Wire Time in seconds for a Quote (price fill) received from the dealer. |
Bloomberg L.P |
| 9669 | IsShortCover
Y,N
Boolean: Decclare if the order is a short cover order (or not). | APOSTOLOS KRITIKOPOULOS
NATIONAL SECURITIES COMPANY |
| 9670 | NetOrGrossIndicator
D,8
Whether price is net(0, default) or gross(1) | Tom Moore
MBA Systems Ltd |
| 9671 | XbCrestRef
D,8
The Executing Broker's Crest reference | Tom Moore
MBA Systems Ltd |
| 9672 | AcpCrestRef
D,8
The Accepting Counterparty's Crest reference | Tom Moore
MBA Systems Ltd |
| 9673 | XbLegalDisclaimer
D,8
Executing Broker's legal disclaimer | Tom Moore
MBA Systems Ltd |
| 9674 | AcpLegalDisclaimer
D,8
Accepting Counterparty's legal disclaimer | Tom Moore
MBA Systems Ltd |
| 9675 | ContactPhoneNumber
D,8
Contact phone number | Tom Moore
MBA Systems Ltd |
| 9676 | ContactEmailAddress
D,8
Contact email address | Tom Moore
MBA Systems Ltd |
| 9677 | UnderlyingPxOffset
D,E,G | Eugen Sarbu
Lehman Brothers |
| 9678 | UnderlyingPxOffsetType
D,E,G | Eugen Sarbu
Lehman Brothers |
| 9679 | HedgeSide
D,G
Indicate Side of the hedge | Eugen Sarbu
Lehman Brothers
2/12/2008 |
| 9680 | OrderNote
New Order List, Execution Report
This field is used to hold a list-level note on a list message. | Jessica Zahnow
Market Axess |
| 9681 | OMS Version
User defined
Buy side vendor to provide the OMS software version that the trader is using to send in orders. For example: "EzeTraderConsole 4.7" | Daniel Kaplan
Lehman Brothers |
| 9682 | Product Version
User defined - text field
Intended broker algo/product version with respect to the broker FIX specification version. For example: "Algo 1.0" | Daniel Kaplan
Lehman Brothers |
| 9683 | MinHedgeTriggerQty
D,G
Minimum option volume traded before starting the hedge | Eugen Sarbu
Lehman Brothers
2/12/2008 |
| 9684 | MinHedgeTriggerValue
D,G
Minimum option delta traded before starting the hedge | Eugen Sarbu
Lehman Brothers
2/12/2008 |
| 9685 | AutoHedge
D,G
Boolean value to indicate if option order should be hedged | Eugen Sarbu
Lehman Brothers
2/12/2008 |
| 9686 | AutoHedgeStrategy
D,G
Strategy used for hedging | Eugen Sarbu
Lehman Brothers
2/12/2008 |
| 9687 | BypassHiddenPeg
D
Y = Bypass hidden peg orders resting on book
N (Default) = Access hidden peg orders resting on book
| Paul Rose
BATS Trading |
| 9688 | OrigCompID
8
on drop copies OrigCompID will be the TargetCompID of the original exec report (TargetCompID will be the receiver of the drop copy) | Paul Rose
BATS Trading |
| 9689 | OrigSubID
8
on drop copies OrigSubID will be the TargetSubID of the original exec report (TargetSubID will be the receiver of the drop copy) | Paul Rose
BATS Trading |
| 9690 | WorkingPrice
8
If order Price had to be permanently adjusted on entry (i.e. to avoid crossing national market) the adjusted price will be reported here on the accept.
The Price field will always be a copy of the price submitted on the order. | Paul Rose
|
| 9691 | InitialDisplayPrice
8
Send on Accepted and Replaced (150=0,5) execution reports when it is known that the order is being booked. Reports the price at which the order is initially displayed. | Paul Rose
|
| 9692 | AllocRecieverRole
J
1 = sender, 2 = receiver | Don Scheurer
Bloomberg
3/13/2008 |
| 9693 | DealerQuotePriceType
Execution Report
Type of DealerQuotedPrice. Same values as PriceType. Supported values:
1 = percentage (of par)
6 = spread
9 = yield | Pomeli Ghosh
MarketAxess |
| 9694 | DealerQuotePrice
Execution Report
Quoted level for the Dealer. Can be expressed as basis points spread, percentage yield, or percentage of par price, as specified in DealerQuotedPriceType | Pomeli Ghosh
MarketAxess |
| 9695 | DealerQuoteOrdQty
Execution Report
Quoted size for the Dealer. Always expressed in par | Pomeli Ghosh
MarketAxess |
| 9696 | DealerQuoteText
Execution Report
Free text comment field | Pomeli Ghosh
MarketAxess |
| 9697 | CompetitiveStatus
Execution Report
Indicates the competitive status of each dealer quote (Done, Covered, Missed etc). | Pomeli Ghosh
MarketAxess |
| 9698 | DealerQuoteFxRate
Execution Report
Quoted FX rate for each Dealer. Float. Direction is determined by SettlCurrFxRateCalc (tag 156) | Thomas Hill
Market Axess |
| 9699 | DirtyPrice
Execution Report
All-in USD dirty price for the local market trades with FX component. | Vera Kolton
Market Axess |
| 9700 | OppBroker
char(32)
same as official tag 337 or 9100
** ADDED TO FIX 4.2 AS TAG: 375 (ContraBroker) ** | Henry He
Chicago Mercantile Exchange |
| 9701 | OmnibusAccount
char(10)
Indicates the types of customer or account requesting the order. Values are
1 – For own account
2 – For clearing member’s house account
3 – For the account of another member present
4 – For any other customer account
| Henry He
Chicago Mercantile Exchange |
| 9702 | CtiCode
char(1)
Indicates the types of customer or account requesting the order. Values are
1 – For own account
2 – For clearing member’s house account
3 – For the account of another member present
4 – For any other customer account
| Henry He
Chicago Mercantile Exchange |
| 9703 | SessionIndicator
char(1)
Indicates the routing to an executing system
G – Globex trading engine
| Henry He
Chicago Mercantile Exchange |
| 9704 | PrevExpERCReferenceNumber
8
Valid on FIX MsgType 8. FIX 4.2 Format: String. 10-byte Expanded Activity ID on an ERC. This tag is a concatenation of a 5-digit Reference number, followed by a 5-digit Sequence number.Both reference number and sequence number will start at 00001 (i.e. 0000100001). The PrevExpERCReferenceNumber is the activity ID associated with the previous Execution Report or ERC for the same order. | AJ Eufemio-Yu
SIAC
11/4/2008 |
| 9705 | ProductComplex
35=d
High level product type.
N for Energy
A for Aggs
E for Equity
...
(more granularity than CFICode) | Fred Malabre
Chicago Mercantile Exchange |
| 9706 | FeeBilling
char(1)
Type of clearing fee. Values are
B – CBOE member trading
C – Non-member rate (customer)
E – Equity member rate
H – 106H/J Firms
L – Lessee/106.F employees
| Henry He
Chicago Mercantile Exchange |
| 9707 | GiveUpFirm
char(5)
Identifies the clearing member firm to which the fill was “given up”. | Henry He
Chicago Mercantile Exchange |
| 9708 | CmtaGiveupCD
char(1)
Indicates if the order is a “give-up” or CMTA trade. Values are
T – CMTA
G – Give-up
| Henry He
Chicago Mercantile Exchange |
| 9709 | BackOfficeText
char(25)
Back office information. TOPS Route sends this information to the back office system | Henry He
Chicago Mercantile Exchange |
| 9710 | PostExecutionAllocation
char(5)
"PEA" = only valid value | Henry He
Chicago Mercantile Exchange |
| 9711 | OppHouse
char(32)
Indicates the house of the contraBroker | Henry He
Chicago Mercantile Exchange |
| 9712 | AllocReceiverIdtype
J
1=email,2=uuid | Don Scheurer
Bloomberg
3/13/2008 |
| 9713 | TimeIn
UTC timestamp
Time order is received by exchange | Gabe Schuetzner
Chicago Mercantile Exchange |
| 9714 | BrokerReceiptTime
UTC timestamp
Time that the broker receives the order | Gabe Schuetzner
Chicago Mercantile Exchange |
| 9715 | TimeBracketCode
char(1)
Indicates the time bracket of an order fill. | Henry He
Chicago Mercantile Exchange |
| 9716 | LOGIN_ROUTE_ID
Char(32)
This tag shall contain the id used for login and routing purposes | SESHADRI SUNDARAM
CHICAGO MERCANTILE EXCHANGE INC |
| 9717 | CorrelationClOrdID
Id common to new order and subsequent series of requests against that order. Used for reporting. | ron newell
chicago mercantile exchange |
| 9718 | TrdRegTimestampTimeIn
Execution Report
Timestamp source for Time In timestamp. (Exists in FIX 4.4 as repeating group.) | ron newell
chicago mercantile exchange |
| 9719 | TrdRegTimestampOriginBrkReceipt
Execution Report
Timestamp source for Broker Receipt timestamp. (Exists in FIX 4.4 as repeating group.) | ron newell
chicago mercantile exchange |
| 9720 | TrdRegTimestampOriginExecution
Execution Report
Timestamp soource for Exectution timestamp. (Exists in FIX 4.4 as repeating group.) | ron newell
chicago mercantile exchange |
| 9721 | TimeOut
Execution Report
Timestamp of fill being reported from the pit to the trading floor booth. (Exists in FIX 4.4 as repeating group.) | ron newell
chicago mercantile exchange |
| 9722 | TrdRegTimestampOriginTimeOut
Execution Report
Timestamp source of Time Out timestamp. (Exists in FIX 4.4 as repeating group.) | ron newell
chicago mercantile exchange |
| 9723 | DiscretionPx
D,G
The Discretion Price of the order. This price is the limit for the DiscretionQty can be traded at. The value is an absolute price. | Tad Knowles
SunGard Trading Systems |
| 9724 | FillUserID
Execution Report
Clerk or trader entering the fill into the fill reporting system. (Potentially a Party Role.) | ron newell
chicago mercantile exchange |
| 9725 | FillTerminalID
Execution Report
ID of station reporting fill. (Similar to FIX 4.3 Party Role of Executing System.) | ron newell
chicago mercantile exchange |
| 9726 | FillSeqNum
Execution Report
Sequence number assigned to the fill by the station reporting it. | ron newell
chicago mercantile exchange |
| 9727 | FillNumLines
Execution Report
Total number of fills being reported by station under a single FillSeqNum. | ron newell
chicago mercantile exchange |
| 9728 | FillLineNum
Execution Report
Reference to a specific fill being reported under a single FillSeqNum. (See custom field FillNumLines.) | ron newell
chicago mercantile exchange |
| 9729 | OrderLegNum
Execution Report
When reporting fill, references the leg number in the order. | ron newell
chicago mercantile exchange |
| 9730 | TradeLiquidityIndicator
8
Indicates whether a trade adds liquidity (A) or removes liquidity (R) from the marketplace. | Ryan Pierce
Townsend Analytics Ltd. / Archipelago LLC |
| 9731 | TLTCFlag
Execution Report
Fill being reported is flagged Too Late To Cancel when a cancel/replace or cancel request was received after the execution. | ron newell
chicago mercantile exchange |
| 9732 | FormattedLastPx
Execution Report
LastPx formatted for processing by post-trade systems. | ron newell
chicago mercantile exchange |
| 9733 | PrintedTicketLabel
Execution Report
Label printed on trading floor order ticket. | ron newell
chicago mercantile exchange |
| 9734 | PartyRoleExecutingTrader
Execution Report
Trader executing the order. (Exists in FIX 4.3 as repeating group.) | ron newell
chicago mercantile exchange |
| 9735 | PartyRoleClearingFirm
Execution Report
Clearing firm of executed order. (Exists in FIX 4.3 as repeating group.) | ron newell
chicago mercantile exchange |
| 9736 | PartyRoleClearingOrg
Execution Report
Clearing organization for executed order. (Exists in FIX 4.4 as repeating group.) | ron newell
chicago mercantile exchange |
| 9737 | ClearingSecurityID
Execution Report
Security ID as assigned by clearing organization. (Combination of FIX 4.4 SecurityIDSource and SecurityID.) | ron newell
chicago mercantile exchange |
| 9738 | ClearingStrikePx
Execution Report
Strike price as formatted by clearing organization. | ron newell
chicago mercantile exchange |
| 9739 | MIFIDBestExecutionReqd
D
Indicates whether the broker is to execute the order using the Best Execution Policy defined with the customer (MIFID directive)
Valid values :
Y = Indicates the broker should execute the order using the Best Execution Policy
N = Indicates the broker should NOT execute the order using the Best Execution Policy
(optional) | Sebastien Mournetas
Credit Agricole Cheuvreux |
| 9740 | PIPSequentialNo
G, f, 8, W, X
Assigned by an exchange to identify a particular price improvement phase for a particular instrument | James Haworth
CMC |
| 9741 | PIPExpiryTime
f
Indicates the time when an instrument price improvement phase will expire | James Haworth
CMC |
| 9742 | PIPExpiryDuration
f
Indicates the duration in seconds of an instrument price improvement phase | James Haworth
CMC |
| 9743 | PIPManagementType
D
Indicates the type of management requested for an order than will initiate a price improvement phase for an instrument. Possible values are:
0 = The clients price improvement is managed manually
1 = The clients price improvement is managed by the exchange | James Haworth
CMC |
| 9744 | PIPImprovementType
D
Indicates how the exchange should manage a client's price improvement order. Possible values are:
0 = The client's price improvement will be managed manually
1 = Management by joining the better price
2 = Management by increasing by + one Improvement tick the better price | James Haworth
CMC |
| 9745 | PIPMaxPrice
D
Indicates the price to not exceed for a price improvement order that is managed by the exchange | James Haworth
CMC |
| 9746 | OmgeoSwiftOldValue | Dharmendra Makhijani
Omgeo LLC
6/18/2008 |
| 9747 | OmgeoSwiftNewValue | Dharmendra Makhijani
Omgeo LLC
6/18/2008 |
| 9748 | MaxOrderQty
d
Indicates the maximum order quantity allowed for a particular instrument | Jim Haworth
CMC |
| 9749 | MinOrderQty
d
Indicates the minimum order quantity allowed for a particular instrument | Jim Haworth
CMC |
| 9750 | ChgFromSettlmnt
W,X
Indicates the change in an instrument price from the previous day's settlement price | Jim Haworth
CMC |
| 9751 | ChgFromSettlmntDirection
W,X
Indicates the direction of change of an instrument price from the instrument's previous day settlement price
'+' = increase
'-' = decrease
' ' = no change | Jim Haworth
CMC |
| 9752 | StrikePriceCode
f,W,X,d
Standard Code For Expressing Option Strike Price | Jim Haworth
CMC |
| 9753 | StrikePriceCurrency
d
Specifies the currency of the strike price. USD = US$, CAN = Canadian $ | Jim Haworth
CMC |
| 9754 | InstrumentExternalCode
d
The external code for an instrument. Sometimes referred to as the instrument contract name. Consists of the instrument symbol, expiration month code, and expiration year. For options, a put/call indication and strike price are also included. An example code at BOX for an IBM Put option with a July 2003 expiration and $80 strike price would be IBMS03P80.00. The conventions may be different for other exchanges. | Jim Haworth
CMC |
| 9755 | OptionSponsorType
d
Indicates Option Sponsor Type
0 = Regular
1 = Societe Generale | Jim Haworth
CMC |
| 9756 | RemainingFills
8
Indicates if any more fills will be occurring. Takes the same value as a partial fill indicator for all cases except FAK orders. In the case of FAK orders, this field indicates that no more fills will be occurring even if the order is not completely filled and explains why the leaves quantity is set to 0.
Possible Values
0 = No more fills
1 = More fills | Jim Haworth
CMC |
| 9757 | OrigOrdQty
D
The original quantity of an order | Jim Haworth
CMC |
| 9758 | ExpositionOrderType
W,X
Indicates the type of an order that is being exposed
1=Normal
2=No NBBO Check
3=No IML
4=Outbound
5=P Inbound
6=PA Inbound | Jim Haworth
CMC |
| 9759 | OrderExpositionEndTime
W,X
The end time for an order exposition | Jim Haworth
CMC |
| 9760 | ClearingLastPx
Execution Report
LastPx as formatted by clearing organization. | ron newell
chicago mercantile exchange |
| 9761 | OmgeoFXDealCurrencyCode
Allows the user to instruct the recipient of a settlement instruction to perform an FX deal. | Dharmendra Makhijani
Omgeo LLC
6/18/2008 |
| 9762 | ClearingOrdType
Execution Report
Order types as defined by clearing organization. | ron newell
chicago mercantile exchange |
| 9763 | ClearingBusCycle
Execution Report
Business cycle as defined by clearing organization. | ron newell
chicago mercantile exchange |
| 9764 | AddInstText
New Order, C/Replace, Cancel, and Execution Report
Additional text-based instructions for order execution. | ron newell
chicago mercantile exchange |
| 9765 | TFPossRetransFlag
New Order, C/Replace, Cancel, and Order Status Req
Flags message as possible retransmission for printing on trading floor order ticket. | ron newell
chicago mercantile exchange |
| 9766 | TFConfirmRequest
Cancel Request
Indicates confirmation of cancel is requested from the trading floor. | ron newell
chicago mercantile exchange |
| 9767 | TLTCClOrdRefID
Execution Report
Refers to ClOrdID on fill being reported Too Late To Cancel. See custom tag 9731 TLTCFlag. | ron newell
chicago mercantile exchange |
| 9768 | OFMOverride
Cancel/Replace
Flag indicating the order quantity stipulated on Replace Request should be entered into the market as stated - without reduction for any fills that have occurred. | ron newell
chicago mercantile exchange |
| 9769 | SecondaryExecID
8
For FIX 4.2 (contains the trade number in the fill notice - execution report). Added in FIX 4.3 as tag 527 - SecondaryExecID. |
Chicago Mercantile Exchange |
| 9770 | ExchangeQuoteReqID
b (Quote Acknowledgement)
Quote Request ID generated by the Exchange returned to the clients in the quote acknowledgment message (tag 35 = b) in response to their Quote Request message. |
Chicago Mercantile Exchange |
| 9771 | MMAccount
Account number information used in Quote related messages in FIX 4.2 |
Chicago Mercantile Exchange |
| 9772 | NoProcessedEntries
b (Quote Acknowledgement)
Number of quotes successfully accepted (if in response to a Mass Quote message) or number of quotes successfully cancelled (if in response to a Quote Cancel message). |
Chicago Mercantile Exchange |
| 9773 | MMProtectionReset
i (Mass Quote)
When MM Protection is triggered, the Trading Engine will not accept any new Quotes from the Market Maker for that Product Group until it receives a Mass Quote Message with the MMProtectionReset flag set to ‘1’. |
Chicago Mercantile Exchange |
| 9774 | CancelledSymbol
b
Symbol cancelled for an unsollicited Quote Ack message. | Fred Malabre
Chicago Mercantile Exchange |
| 9775 | UnsolicitedCancelType
b
Type of the cancel generated by engine.
A: Cancel all quotes on disconnect
B: Cancel all quotes on logout
C: Cancel all by Operations
D: Cancel Instrument Group by Operations
E: Quote Expired
F: Cancelled by Market Maker Protection
G: Cancel Instrument Group when too many incorrect quotes submitted. |
Chicago Mercantile Exchange |
| 9776 | AutoQuoteRequest
c, d
Boolean flag (Y/N) to automatically send a Quote Request message following the Security Definition (35=d) message.
This might be used when users create an instrument using the Security Definition Request (35=c) message. | Fred Malabre
Chicago Mercantile Exchange |
| 9777 | Billable
8
Indicates whether an order incur specialist fee. Y=Yes, N=No. | Bradley Duke
Agent Trader Securities LLC |
| 9778 | CMSLine1A
D,G,F,H
CMS Line1A. Used for specifying routing instructions, such as NYSE Direct+(NY NX), booth routing(NY OVR B-xx), Amex or NYSE override (NY OVR), crossing session (NY OS), etc. | Eric Gottesman
Helfant Group |
| 9779 | UserDefinedInstrument
d
Boolean field to tell if the instrument defined by the Security Definition message is a user defined instrument or not. |
Chicago Mercantile Exchange |
| 9780 | CrossOrdBidQty
W
Quantity of the buy side of cross requests | Jim Haworth
CMC |
| 9781 | CrossOrdAskQty
W
Quantity of the ask side of cross requests | Jim Haworth
CMC |
| 9782 | LastCrossReqTime
W
Timestamp of the last cross request received for an instrument | Jim Haworth
CMC |
| 9783 | QuoteReqBidQty
W
Indicates the quantity of the bid side of quote requests in an instrument's market | Jim Haworth
CMC |
| 9784 | QuoteReqAskQty
W
Indicates the quantity of the ask side of quote requests in an instrument's market | Jim Haworth
CMC |
| 9785 | LastQuoteReqTime
W
Time of the last quote request received for an instrument | Jim Haworth
CMC |
| 9786 | BangStyle
S=Single,N=Normal
Tag 9786 allows clients to specify the style of bang applied to each order on an individual basis.S=Single and N=Normal | joe cossu
bloomberg |
| 9787 | DisplayFactor
35=d
Multiplier to convert electronic prices sent over fix to display prices. | Fred Malabre
Chicago Mercantile Exchange |
| 9788 | SpreadExecID
35=8
Equivalent to the ExecID of a spread when dealing with multi-leg securities. | Fred Malabre
Chicago Mercantile Exchange |
| 9789 | SpreadSecurityID
35=8
SecurityID for the spread related to the leg reported as SecurityID in the message Execution Report. | Fred Malabre
Chicago Mercantile Exchange |
| 9790 | ResponseRequested
C
Used to indicate if a response is requested (or required) from the e-mail recipient | Jim Northey
Chicago Board Options Exchange |
| 9791 | OriginalEmailThreadID
C
Original Email Thread ID to which this e-mail message is in reply | Jim Northey
Chicago Board Options Exchange |
| 9792 | DbExecID
Execution Id assigned to both sides of a transaction and passed back to each party in the execution report. | John Prouty
Archipelago |
| 9793 | AttributedQuote
Tag assigned to an order to indicate that the submitter wants to be identified on the Archipelago quote feed. The submitter would be identified with their Archipelago ETPID. | John Prouty
Archipelago |
| 9794 | Proactive if Locked
MsgType=D
When set it will designate an order sent as a PNP to go proactive if it locks the market. | John Prouty
Archipelago |
| 9795 | Prospectus Indicator
D
Indicates that an order should be considered part of a prospectus offering | David Weiss
Archipelago LLC. |
| 9796 | Don't Arb
D
If a block trade occurs at an away market an order container the don't arb flag will re-price to the execution price of the block trade. | David Weiss
Archipelago Exchange |
| 9797 | ARCAEx News Type
B
enumerated value indicating the type of ARCAEx news message | David Weiss
Archipelago Exchange |
| 9798 | AllocReceiverId
J
Can be internet e-mail or Bloomberg UUID | Don Scheurer
Bloomberg
3/13/2008 |
| 9799 | VWAPType
D,8
Indicates type of VWAP execution client wishes Bloomberg Tradebook to deliver. Used for non-US securities only. Valid values:
V1=session 1
V2=session 2
V3=full day
V4=point of trade | Brian Gay
Bloomberg |
| 9800 | PriceDisplayFormat
d
Format to use to display the price on the screen. | Fred Malabre
Chicago Mercantile Exchange |
| 9801 | SecuritySubType
c, d
Sub-type qualification/identification of the SecurityType.
Same as 762 in FIX 4.4.
For SecurityType="MLEG" markets can provide the name of the option or futures strategy, such as Calendar, Vertical, Butterfly, etc.
NOTE: Additional values may be used by mutual agreement of the counterparties | Fred Malabre
Chicago Mercantile Exchange |
| 9802 | BloombergServerID
New Order,Allocation Instruction
Identifier of the Bloomberg server that generated an order and allocation. Used for internal routing purposes. String - upto16 characters | Pomeli Ghosh
MarketAxess |
| 9803 | TradingSystemID
Exec Reports, Alloc Reports
Identifier of the Trading System that processed an order or allocation. Used for internal routing purposes. String - upto 16 characters | Pomeli Ghosh
MarketAxess |
| 9804 | ZSpread
Execution Report
<Spread or Benchmark Curve Data>
Contains the Zero Coupon spread which is the difference between the Corp Yield and the zero-coupon Yield. Format -NNN.DDD | Pomeli Ghosh
MarketAxess |
| 9805 | ISpread
Execution Report <Instrument>
Contains the Interest Rate Swap spread which is the difference between the Corp Yield and the IRS Yield. Format -NNN.DDD | Pomeli Ghosh
MarketAxess |
| 9806 | ASWSpread
Execution Report <Instrument>
Contains Asset Swap spread which is the difference between the Corp Yield and the ASW Yield. Format -NNN.DDD | Pomeli Ghosh
MarketAxess |
| 9807 | RegFeeFlag
Reserved for future use by Nasdaq. | Juliette Vignola
NASDAQ |
| 9808 | OmgeoCommissionSharingType
J, AS
Used inside the BrokerOfCredit/Directed Commission Nested Party to indicate type of commission sharing. Allowed values are: CLDI (client directed); SOFT (soft dollar); STEP (step out trade); STPI (step in trade). | Debashis Das
Omgeo |
| 9809 | OmgeoTPAssignedTime
J
Date and time when the Omgeo Third Party generated the message. | Debashis Das
Omgeo |
| 9810 | VWAPOrder
D,8
This tag initiates a VWAP strategy for the order.Valid values:9810=0(off),1(on) | joe cossu
bloomberg |
| 9811 | VWAPStart
D,8
VWAP start time (GMT) | joe cossu
bloomberg |
| 9812 | VWAPStop
D,8
VWAP stop time (GMT) | joe cossu
bloomberg |
| 9813 | VWAPMatching
D,8
This tag specifies if the VWAP order will be eligible for matching (U.S orders only)
9813=0(not eligible)
9813=1(eligible) | joe cossu
bloomberg |
| 9814 | VWAPExceed
D,8
This tag specifies that the counterparty initiating the order acknowledges and accepts that the total order quantity exceeds a certain percentage of the typical daily volume.Absence of this tag or a 0 value will result in a reject if 38>%TDV
9814=0
9814=1 (acknowledgement) | joe cossu
bloomberg |
| 9815 | FireQuantity
D,8
The quantity of an IOC order, in shares, that system sends to exchange (with discretion) when other parameters are met.Order will be rejected if the quantity is an invalid board lot. | joe cossu
bloomberg |
| 9816 | TickMultiplier
D,8
Whole numbers only. Multiply this value with appropriate Tick increment (based on current security price and GTEX Tick Rules) to calculate the Discretion Quantity. | joe cossu
bloomberg |
| 9817 | MinorCtrlNbr
8
NASDAQ-assigned 10-char control number used to identify each one of the minor trades used for a M2 trade match with the major trade. | Michelle Despres
NASDAQ |
| 9818 | Blockbuster Sizable Action Code
8
A = Allow
I = Inhibit
For trade reporting. | Michelle Despres
NASDAQ |
| 9819 | Inhibit Trade Indicator
8
Valid values:
B = Buy side clearing firm inhibited the trade
S = Sell side clearing firm inhibited the trade
blank = Neither clearing firm has inhibited the trade
A = One or both clearing firms have allowed the trade, as required.
| Michelle Despres
NASDAQ |
| 9820 | Blockbuster Sizable Start Time
8
Entry time of the blockbuster or sizable trade. | Michelle Despres
NASDAQ |
| 9821 | Blockbuster Sizable Action Time
8
Time of receipt of action input or expiration of review period. | Michelle Despres
NASDAQ |
| 9822 | ClearingPrice
8
Price inclusive of commissions. | Michelle Despres
NASDAQ |
| 9823 | NetTradeLimitInd
Contains "M" when the dollar amount of this trade contributes to the MM's Net Amount Traded (NAT) so as to exceed the MM's Net Trade Limit (NTL), or "O" when the dollar amount of this trade contributes to the OE's NAT so as to exceed the OE's NTL. | Michelle Despres
NASDAQ |
| 9824 | ClearingBroker
Clearing broker ID. | Michelle Despres
NASDAQ |
| 9825 | ReportingGUID
8
MPID of give up on the trade reporting party side. | Michelle Despres
NASDAQ |
| 9826 | NonReportingGUID
8
MPID of give up on the non-trade reporting party side. | Michelle Despres
NASDAQ |
| 9827 | DeskTraderID
Contains desk/trader ID. | Michelle Despres
NASDAQ |
| 9828 | RelativeGTTLife
Life of GTT order rather than an expire time. | Michelle Despres
NASDAQ |
| 9829 | ComplaintCode
91 = block trade through
92 = locked market
93 = lock/ship
94 = pre open report
95 = quote error
96 = quote change
97 = resend comm.
98 = trade through
99 = why cancel
| Michelle Despres
NASDAQ |
| 9830 | IntroBrokerInd
The Introducing Broker is the firm who gives-up another firm during the execution of the trade. Valid values:
A = Active
S = Suspended
| Michelle Despres
NASDAQ |
| 9831 | ExecBrokerInd
The Executing Brokers are those firms on either side who "own" the trade. Valid values:
A = Active
S = Suspended
| Michelle Despres
NASDAQ |
| 9832 | ClearBrokerInd
The Clearing Brokers are those firms who will clear the trade. Valid values:
A = Active
S = Suspended
| Michelle Despres
NASDAQ |
| 9833 | ResponsibilityInd
The firm which takes responsibility for trade reporting functions.
Valid values:
Y = Yes
N = No
| Michelle Despres
NASDAQ |
| 9834 | TradeRepAvailInd
States denoting the extent of a firm's participation in Trade Reporting. Valid values:
N = Not ready
A = Available
E = Effective Tomorrow
U = Unavailable for technical reasons
| Michelle Despres
NASDAQ |
| 9835 | MajorClearingInd
Signifies that the CBID in the message is the MMID's major clearing firm. A self-clearing firm will always be denoted as major. Valid values:
M = Major
N = not a major arrangement
| Michelle Despres
NASDAQ |
| 9836 | RiskMgmtInd
Designates that the clearing relationship in this message is functionally Active. It also assigns responsibility to the correspondent or the clearing firm for the entry of all T+2 to T+N entries. Valid values for self-clearing firms are A, M, and D.
Valid values:
A = Active & correspondent cannot enter As of T+2 to T+N trades (except self-clearing)
M = Active with Super-Cap Marker & correspondent cannot enter As of T+2 to T+N trades (except self-clearing)
Y = Active & correspondent can enter As of T+2 to T+N trades (except self-clearing)
N = Active with Super-Cap Marker, correspondent (non-self clearing) can enter As-of T+2 to T+N trades
D = Deleted
| Michelle Despres
NASDAQ |
| 9837 | OmgeoThirdPartyRole
AS
Type of third party being identified |
Omgeo LLC |
| 9838 | OmgeoThirdPartyType
AS
This field identifies the type of format used to identify the party |
Omgeo LLC |
| 9839 | OmgeoThirdPartyValue
AS
Identity of the party specified as a character string |
Omgeo LLC |
| 9840 | OmgeoThirdPartyName
AS
The actual name of the organization |
Omgeo LLC |
| 9841 | OmgeoThirdPartyStatus
AS
The status of communication with the third party |
Omgeo LLC |
| 9842 | OmgeoThirdPartyStatusTime
AS
The time the third party status was assigned to the allocation by Central Trade Manager (CTM) |
Omgeo LLC |
| 9843 | OmgeoTPAssignedID
AS
The identifier assigned to the allocation by the third party upon receipt |
Omgeo LLC |
| 9844 | OmgeoTPReason
AS
A free form text field for communication of additional information from the third party to Central Trade Manager (CTM) |
Omgeo LLC |
| 9845 | OmgeoNoThirdPartyData
AS
This field indicates the number of Third Party Data blocks that are provided on the message. |
Omgeo LLC |
| 9846 | NewCtrlNbr
8
NASDAQ-assigned control number that will be used to identify the new split trade created from the M2 trade match that resulted from splitting either the major trade or one of the minor trades. If there was no new trade created, this field will contain 0 (zero). | Michelle Despres
NASDAQ |
| 9847 | LockedInStatus
8
Contains the current status of the locked in trade. Valid values:A = The trade is still locked in (by trade acceptance) because both trading parties' Break Trade transaction have not been received.M = The trade is still locked in (by trade matching) because both trading parties' Break Trade transactions have not been received.B = The locked in trade is effectively broken because both trading parties' Break Trade transactions have been received. | Michelle Despres
NASDAQ |
| 9848 | NumberofAllocsReceivers
J
Defines who is getting an allocation report - may be multiple people | Don Scheurer
Bloomberg
3/13/2008 |
| 9849 | Participation Rate | Natasha Bonner-Fomes
Lehman Brothers UK |
| 9850 | MinCabPrice
d
Indicate the minimum cabinet price for a given option instrument. | Fred Malabre
Chicago Mercantile Exchange |
| 9851 | MaxCabPrice
d
Indicate the maximum cabinet price for a given option instrument. | Fred Malabre
Chicago Mercantile Exchange |
| 9852 | CabPriceIncrement
d
Indicate the increment between multiple cabinet prices for a given option instrument. | Fred Malabre
Chicago Mercantile Exchange |
| 9853 | PricingModel
8
Indicate the pricing model used to calculate the reported prices. | Fred Malabre
Chicago Mercantile Exchange |
| 9854 | OverrideFlag
8
Valid values:Y = Override N = No override | Michelle Despres
NASDAQ |
| 9855 | DelayedDisseminationInst
Execution Report
Used in Trade Report Entry to detail the length of time a trade report should be held before dissemination. |
Nasdaq/OMX
8/20/2008 |
| 9856 | BreakIndicator
8
B = only buyer has broken, S = only seller has broken, X = both buyer and seller have broken, L = broken through market center | Michelle Despres
NASDAQ |
| 9857 | LockedIn
8
A = if locked-in by acceptance, else sell control number; S = if locked-in by acceptance with short sale indication (sent to OE responsible party accepting the trade only); X = if locked-in by acceptance with short sale exempt indication (sent to OE responsible party accepting the trade only); L = to denote an auto locked in trade against the contra side; Z = to denote a split locked in trade against the contra side | Michelle Despres
NASDAQ |
| 9858 | OmgeoTLAccruedInterestCurrency
J, AS
The currency associated with the total accrued interest amount. This field determines precision of the corresponding amount field. |
Omgeo LLC |
| 9859 | OmgeoTLAccruedInterestAmount
J, AS
Used to specify the interest accrued for the entire trade. Values of amount are limited to 16 decimal places. The precision is determined by the corresponding currency type. |
Omgeo LLC |
| 9860 | ContraBranchSeqNbr
8
8 chars. Required by OATS for trade reporting party QSR and AGU trades only. Does not apply to non-QSR or non-AGU entries. | Michelle Despres
NASDAQ |
| 9861 | BranchSeqNbr
8
Branch/Sequence Number associated with a particular order or trade. | Michelle Despres
NASDAQ |
| 9862 | ContraTradePA
8
Contra Trade PA. Valid values: A = agency, F = firm, P = principal, R = riskless | Michelle Despres
NASDAQ |
| 9863 | ContraClearingAcct
8
The number of the clearing firm associated with the order entry firm. If you do not enter a number, then NASDAQ uses the default clearing number in the contra firm profile. | Michelle Despres
NASDAQ |
| 9864 | PortfolioName
New Order Single, ER | Jessica Zahnow
Market Axess |
| 9865 | OmgeoBlockCommissionType
J, AS
The commission type. Allowed values are EXEC (executing broker's commission), LOCO (local broker's commission), SPCN (special concessions) and TCOM (total commissions). |
Omgeo LLC |
| 9866 | OmgeoBlockCommissionAmount
J, AS
The amount of commission, drawdown or other reduction from or in addition to the deal price. When commissions are specified as percentages, CTM multiplies the value entered by 0.01. |
Omgeo LLC |
| 9867 | OmgeoCommissionReason
J, AS
The commission reason code at the Block level. |
Omgeo LLC |
| 9868 | Allocation Detail Institurion Id
Allocations | Don Scheurer
Bloomberg |
| 9869 | OmgeoBlockCommissionCurrency
J,AS
Currency of the amount indicated in the Omgeo block commission amount field. ISO codes used. |
Omgeo LLC |
| 9870 | ReserveSize
Indicates the quantity of the reserve size. Reserve size must be in shares either in round lot multiples or in mixed lots. | Michelle Despres
NASDAQ |
| 9871 | RefreshSize
Indicates the quantity to which display size will be replenished from reserve size. Must be is shares, in a round lot multiple. | Michelle Despres
NASDAQ |
| 9872 | DisplaySize
Number of shares to be displayed | Michelle Despres
NASDAQ |
| 9873 | OmgeoCommSharingBasisIndicator
J,AS
This field identifies the commission sharing basis under which the trade was executed. Allowable values are: PERC(percent); FLAT(flat rate); or PERU(rate per share) |
Omgeo LLC |
| 9874 | OmgeoNoBlockCommissions
J,AS
This field indicates the number of block commission groups that are provided on the message. |
Omgeo LLC |
| 9875 | AEPTradeID
J
Block trade identifier used only by dealers using AEP for execution for matching block trade in Allocation Instruction. |
Brook Path Partners, Inc. |
| 9876 | SwapTradeType
8 = Execution Report
This is additional information about the 2 security type trade:
1 = TBA Outright (Cash)
2 = TBA Rolls
3 = TBA Swap/Switch
4 = TBA Hedged |
Bloomberg L.P |
| 9877 | BbgTradeType
8 = Execution Report
Bloomberg Internally used. |
Bloomberg L.P |
| 9878 | Allocation Block Original Face
Allocations | Don Scheurer
Bloomberg |
| 9879 | LegIndex
8 = Execution Report
Index of this leg for a multi-leg trade (trades reported individually). |
Bloomberg L.P |
| 9880 | PegDifference
D,G,8
Price difference to NBBO (BID,MID,ASK) in 64th of a NBBO dependent (pegged) limit order
<p>
** ADDED TO FIX 4.1 AS TAG: 211 ** | Benedict Zoe
Bloomberg L.P. |
| 9881 | BTOrderInst
D,G,(F)
TradeBook Order instructions. Valid (space delimited) values are R (replenish reserve quantities if any), Q (allow to quote this order on NASDAQ if originating from a non-market maker), and X (in 35-F this simply cancels all orders for a firm or single user). Further information on the use of this field on request | Benedict Zoe
Bloomberg L.P. |
| 9882 | BTReportInst
8
Valid values are M (client "made" liquidity), and T (client "took" liquidity) | Benedict Zoe
Bloomberg L.P. |
| 9883 | DateFrom
H
To specify the start date (YYYYMMDD-HH:MM:SS in GMT) for requesting the status of ALL orders for this client | Benedict Zoe
Bloomberg L.P. |
| 9884 | DateTo
H
To specify the end date (YYYYMMDD-HH:MM:SS in GMT) for requesting the status of ALL orders for this client. Omission means "to now" | Benedict Zoe
Bloomberg L.P. |
| 9885 | DealNumber
8
A portion of an order may be matched simultaneously against several (smaller quantity) orders at the same price resulting in several distinct trades. Even though each one of the trades will have its own ExecID, they all belong to one deal. Deal numbers are used by Tradebook's executing broker to "tie" these trades into a "deal." Further information available on request | Benedict Zoe
Bloomberg L.P. |
| 9886 | DiscretionDelta
D,G,8
To describe the DiscretionSpread off the displayed limit price. Contact Bloomberg for detailed information on how this field is used | Benedict Zoe
Bloomberg L.P. |
| 9887 | DiscretionQty
D,G,8
To describe the DiscretionAmount in an order. Contact Bloomberg for detailed information on this tag. | Benedict Zoe
Bloomberg L.P. |
| 9888 | DiscretionMinFill
D,G,8
To describe a minimum fill quantity in an order with Discretion component. Contact Bloomberg for detailed information on this tag. | Benedict Zoe
Bloomberg L.P. |
| 9889 | BangQty
D,G,8
Please contact Benedict Zoe for an explanation of this tag's purpose | Benedict Zoe
Bloomberg L.P. |
| 9890 | Coupon
J
Coupon for fixed income | Benedict Zoe
Bloomberg L.P. |
| 9891 | Series
J
Series for fixed income | Benedict Zoe
Bloomberg L.P. |
| 9892 | Yield
J
Yield for fixed income | Benedict Zoe
Bloomberg L.P. |
| 9893 | DiscountRate
J
Discount rate for fixed income | Benedict Zoe
Bloomberg L.P. |
| 9894 | FixedIncomeFlag
J
Equity or fixed income?
| Benedict Zoe
Bloomberg L.P. |
| 9895 | FixedIncomeSubFlag
J
Fixed income flavor/type | Benedict Zoe
Bloomberg L.P. |
| 9896 | PricingNo
J
Bloomberg pricing number | Benedict Zoe
Bloomberg L.P. |
| 9897 | SeriesNo
J
Series number for allocation | Benedict Zoe
Bloomberg L.P. |
| 9898 | AffirmativeDetermination
D
Used to indicate whether client will locate stock in conjunction with Short Sell and/or Short Sell Exempt order. Valid values are Y and N.
| Brian Gay
Bloomberg |
| 9899 | ExchangeReserve
D,8
Determines if order will be submitted to respective exchange or stay in Tradebook's order management system. Used for non-US securities only. Valid values are:
Y=submit to exchange
N=do not submit to exchange | Brian Gay
Bloomberg |
| 9900 | WorkStation
J
Bloomberg WorkStation Number | Benedict Zoe
Bloomberg L.P. |
| 9901 | NoBlots
J
Number of Bloomberg Blots | Benedict Zoe
Bloomberg L.P. |
| 9902 | BlotSeq
J
Bloomberg blot sequence number | Benedict Zoe
Bloomberg L.P. |
| 9903 | Principal
J
Principal | Benedict Zoe
Bloomberg L.P. |
| 9904 | PriceType
J
Bloomberg Price type | Benedict Zoe
Bloomberg L.P. |
| 9905 | AllocTarget
J
Bloomberg allocation target
| Benedict Zoe
Bloomberg L.P. |
| 9906 | Application
J
Bloomberg application (yellow key) | Benedict Zoe
Bloomberg L.P. |
| 9907 | Allocation Detail Principal
Allocations | Don Scheurer
Bloomberg |
| 9908 | QuoteQty
D,8
Amount to quote on Nasdaq | Benedict Zoe
Bloomberg L.P. |
| 9909 | BangGroups
D,8
Number of market makers in bang | Benedict Zoe
Bloomberg L.P. |
| 9910 | BangMMID
D,8
9909: Market maker in bang group | Benedict Zoe
Bloomberg L.P. |
| 9911 | BangMMIDQty
D,8
9909: Qty to a MMID in bang group | Benedict Zoe
Bloomberg L.P. |
| 9912 | BangMinFill
D,8
9909: Min fill qty per MMID in bang group | Benedict Zoe
Bloomberg L.P. |
| 9913 | BangFlag
8
Y,N - Is execution an Bloomberg bang? | Benedict Zoe
Bloomberg L.P. |
| 9914 | BangCounterParty
8
Counterparty of Bloomberg bang execution | Benedict Zoe
Bloomberg L.P. |
| 9915 | BangSDP
8
Y,N - Identifies whether Bloomberg bang was performed via proprietary SDP | Benedict Zoe
Bloomberg L.P. |
| 9916 | SurveillanceAccountType
8
Indicate the order account type assign by surveillance | Pascal lacoste
Euronext |
| 9917 | RepeatNext
D
Number of repeating group in the clearing aggregate of an order | Pascal lacoste
Euronext |
| 9918 | SecurityGroup
h, 7, 8
Instrument group identification | Pascal lacoste
Euronext |
| 9919 | ComponentType
8
Indicate the clearing aggregate type of an order | Pascal lacoste
Euronext |
| 9920 | MarketMakerPhone
U0202
This parameter indicates the phone number of the subscriber's representative who acts as market maker for the given stock | Pascal lacoste
Euronext |
| 9921 | SecurityState
f
Indicate the current state of the instrument | Pascal lacoste
Euronext |
| 9922 | MarketMakerType
U0202
Indicate the market maker type | Pascal lacoste
Euronext |
| 9923 | ClotGrpCot
h
Closing auction indicator | Pascal lacoste
Euronext |
| 9924 | TransactID
8
Indicates the number alloted to a trade | Pascal lacoste
Euronext |
| 9925 | ConnectionStatus
U0081, U0192
Indicate a logon/logoff at the application level | Pascal lacoste
Euronext |
| 9926 | SendBrokerID
R, b
Indicates if the member identity has to be disclose or not in the corresponding public data feed | Pascal lacoste
Euronext |
| 9927 | MarketMakerName
U0202
Indicate the name of the market maker | Pascal lacoste
Euronext |
| 9928 | InstrumentCateg
8
Indicate the instrument type | Pascal lacoste
Euronext |
| 9929 | TypeActionOnInstrument
f
Type of action that cause the change of instrument status | Pascal lacoste
Euronext |
| 9930 | ComfirmFlag
D, 8, G
Indicate if a pre-checking of the order has to be done by the exchange | Pascal lacoste
Euronext |
| 9931 | FunctionCodeOrig
9931
indicates the function code of the initial message to which this execution report message is responding | Pascal lacoste
Euronext |
| 9932 | PreopenFlag
D, G
indicate whether or not the order entered in the pre-opening should pass into the market session phase | Pascal lacoste
Euronext |
| 9933 | CombinedOrderType
D, G, 8
Type of order entered, this information is linked with the type of processing to be executed on the associated order by member order entry application | Pascal lacoste
Euronext |
| 9934 | AccountTypeUSA
D, G, 8
Customer account type | Pascal lacoste
Euronext |
| 9935 | ClearingFeeIndicator
D, G, 8
Indicates if the value added taxes will be calculated by the clearing system or not | Pascal lacoste
Euronext |
| 9936 | ForeignExchange
D, G, 8
Member type of the clearing system for which the order has been entered | Pascal lacoste
Euronext |
| 9937 | OrigOrderUser
D, G, 8
Indicate if the order has been entered by a market maker or not | Pascal lacoste
Euronext |
| 9938 | ClearingHandlingType
D, G, 8
Indicate the posting & give-up processing to be done by the clearing system | Pascal lacoste
Euronext |
| 9939 | UnderlyingLastPx
8
Indicates the calculated (or traded) price for the corresponding underlying instrument | Pascal lacoste
Euronext |
| 9940 | OddOrderFlag
8
Indicate if the remaining quantity is a multiple of the board lot | Pascal lacoste
Euronext |
| 9941 | TechnicalOrderType
D, 8, G, 7, F
Indicate the order type and its origin: P = Programm trading, M = manuel, R = routing | Pascal lacoste
Euronext |
| 9942 | LeaveQtyFlag
8
Indicates that a non-zero quantity of the order remains to be traded | Pascal lacoste
Euronext |
| 9943 | QuoteType
S
Indicate the type of the Quote | Pascal lacoste
Euronext |
| 9944 | SpiSendingTime
h, f, 7, U0302
Transmission date time of message | Pascal lacoste
Euronext |
| 9945 | OrigOrderID
8, F, G
Indicates the original order identification | Pascal lacoste
Euronext |
| 9946 | MemberID
D,8,G,F
Designate the member code | Pascal lacoste
Euronext |
| 9947 | TraderId
D,8,G,F
Designate the trader code | Pascal lacoste
Euronext |
| 9948 | SettlementLocation
D
Indicator specifying whether member wishes to settle his operation | Pascal lacoste
Euronext |
| 9949 | RelitUnwindingDelay
D,8
Indicate ISB guarantee and settlement delay | Pascal lacoste
Euronext |
| 9950 | CounterpartMandatorID
D,8
Data field entered by a member when his counterpart mandates another establishement to enter his declaration. | Pascal lacoste
Euronext |
| 9951 | OperationTypeIndicator
D,8
Indicator specifying the nature of the operation generating the TCS declaration | Pascal lacoste
Euronext |
| 9952 | PreviousDayTradeFlag
8
Indicate whether the TCS declaration was entered on the same day as the trade or on the following trading day. | Pascal lacoste
Euronext |
| 9953 | NumberOccurAlreadySent
U0421
Indicate the number of occurence already sent | Pascal lacoste
Euronext |
| 9954 | NextMsgFlag
U0421
Indicate if it's the last message or not | Pascal lacoste
Euronext |
| 9955 | SubscriberID
F
subscriber Front end identification | Pascal lacoste
Euronext |
| 9956 | TradeCancelFlag
U0133
Indicate if the specified TCS trade was cancelled | Pascal lacoste
Euronext |
| 9957 | BlockTradeCode
U0133
Indicate if the TCS trade relate to a block | Pascal lacoste
Euronext |
| 9958 | TradeMsgSubCod
U0133
Specifies the trade message type | Pascal lacoste
Euronext |
| 9959 | LowLimitNormalTrade
U0034
Indicates the lower price limit authorized for normal out-of-session trades for the given security | Pascal lacoste
Euronext |
| 9960 | HighLimitNormalTrade
U0034
Indicates the upper price limit for normal out-of-session trades for the given security | Pascal lacoste
Euronext |
| 9961 | LowLimitBlockTrade
U0034
Indicates the lower price limit for out-of-session block trades for the given security | Pascal lacoste
Euronext |
| 9962 | HighLimitBlockTrade
U0034
Indicates the upper price limit authorized for out-of-session block trades for the given security | Pascal lacoste
Euronext |
| 9963 | SecurityGroupStatus
h
Indicates the status of the security group | Pascal lacoste
Euronext |
| 9964 | FirstShare
8
Indicates the quantity executed at the moment the order was introduced | Pascal lacoste
Euronext |
| 9965 | OrderDate
NewOrder
Date when the Order was created. | joe sarbak
middle ware idioms |
| 9966 | ExecutionVersion
Execution Report
Number indicating the version of a trade. For example, a new trade would be version 1. A correction would be a version > 2, in incremental order. | joe sarbak
middle ware idioms |
| 9967 | MMBidSize
S
Market maker quantity of bid | Pascal lacoste
Euronext |
| 9968 | MMOfferSize
S
Market maker quantity of offer | Pascal lacoste
Euronext |
| 9969 | MMBestBidPx
U00B6
Market maker best bid price | Pascal lacoste
Euronext |
| 9970 | MMBestOfferPx
U00B6
Market maker best ask price | Pascal lacoste
Euronext |
| 9971 | MMMemberID
S, U00B4
Assigned value used to identify firm (market maker) sending message | Pascal lacoste
Euronext |
| 9972 | MMBestBidMemberID
U00B6
Member ID of best bid prices | Pascal lacoste
Euronext |
| 9973 | MMBestOfferMemberID
U00B6
Member ID of best ask prices | Pascal lacoste
Euronext |
| 9974 | Allocation Detail Original Face
Allocations | Don Scheurer
Bloomberg |
| 9975 | PrevDayRefMktCapitalPct
U00A7
Percentage of stock's capitalization as compared to total previous day's capitalization | Pascal lacoste
Euronext |
| 9976 | LastMsgFlag
U00A7
Last message indicator for a given index | Pascal lacoste
Euronext |
| 9977 | PrevDayClosRefIndex
U00A7
Previous day's closing reference index | Pascal lacoste
Euronext |
| 9978 | IndexCalcFreq
U00A7
Frequency of index calculation | Pascal lacoste
Euronext |
| 9979 | AdjTheoPx
U00A8
Adjusted theoretical stock price | Pascal lacoste
Euronext |
| 9980 | PrevDayRefMktCapitalAmt
U00A8
Stock capitalisation based on previous day's adjusted reference price | Pascal lacoste
Euronext |
| 9981 | CapitalDifference
U00A8
Difference in capitalisation today/yesterday | Pascal lacoste
Euronext |
| 9982 | DividendNetPx
U00A8
Net dividend | Pascal lacoste
Euronext |
| 9983 | DividendGrossPx
U00A8
Global dividend | Pascal lacoste
Euronext |
| 9984 | DividendNetAmt
U00A8
Total amount of net dividends detachet from the stock today | Pascal lacoste
Euronext |
| 9985 | DividendGrossAmt
U00A8
Total amount of global dividends detached from the stock today | Pascal lacoste
Euronext |
| 9986 | SampleSector
U00A8
Index sector code | Pascal lacoste
Euronext |
| 9987 | AddOrRemove
U00A8
Deletion/admission code | Pascal lacoste
Euronext |
| 9988 | MDEntryCode
U00B1, U00B2
Index level indicator | Pascal lacoste
Euronext |
| 9989 | TotTradedSecurities
U00B1
Number of stocks quoted | Pascal lacoste
Euronext |
| 9990 | CapitalPct
U00B1
Percentage of capitalization | Pascal lacoste
Euronext |
| 9991 | ForeRunnerVariation
U00B1
Variation (forerunner) | Pascal lacoste
Euronext |
| 9992 | SettlVariation
U00B1
Variation from liquidation day price | Pascal lacoste
Euronext |
| 9993 | PrevYearVariation
U00B1
Variation from previous year end price | Pascal lacoste
Euronext |
| 9994 | NetReturnIndex
U00B1
Net profitability index | Pascal lacoste
Euronext |
| 9995 | GrossReturnIndex
U00B1
Global profitability index | Pascal lacoste
Euronext |
| 9996 | NoFallingSecurities
U00B1
Number of falling securities | Pascal lacoste
Euronext |
| 9997 | NoRisingSecurities
U00B1
Number of rising securities | Pascal lacoste
Euronext |
| 9998 | UUID
8,D,E,J
Bloomberg Unique User ID | Benedict Zoe
Bloomberg L.P. |
| 9999 | FirmNo
8,D,E,J
Bloomberg Firm Number | Benedict Zoe
Bloomberg L.P. |
