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. |