The table below summarizes currently used custom fields.
Members of the FIX community who make use of custom fields may want to register and log in so they can add their fields on this page in an effort to avoid duplicate FieldIDs.
User fields in the range 8000-8999 are currently reserved for work-in-progress in Japan and China.
| Tag | Field / FIX MsgTypes / Description | Created by |
|---|
|
| 9000 | PrimaryTraderID
D
Primary Trader ID - trader assigned to be a primary for the order instrument 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. A reason code for trade level business exceptions. |
Omgeo |
| 9036 | OmgeoNoTDBusinessExceptionCodes
AS
Omgeo CTM specific field. Number of repeating groups for trade level 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 | OmgeoNoTradeTransactionCondition
J, AS
Omgeo CTM specific field. Number of repeating OmgeoTradeTransactionIndicator entries. |
Omgeo |
| 9043 | OmgeoTradeTransactionConditionIn
J, AS
Omgeo CTM specific field. Indicates the bargain conditions vfor the trade. |
Omgeo |
| 9044 | OmgeoNoSettlementTransactionCond
J, AS
Omgeo CTM specific field. Number of repeating OmgeoSettlementTransactionIndicator entries. |
Omgeo |
| 9045 | OmgeoSettlementTransactionCondit
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 | OmgeoSettlementInstructionsSourc
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 | OmgeoTradeSideHighestErrorSeveri
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 | OmgerBrokerIDSource
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. |
| 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 | NoImpliedFields
RFQ
The number of implied fields in a given FX Option trade quote request. Implied fields are to be calculated by the party pricing the option. | Kenneth Bromberg
Bloomberg L.P. |
| 9120 | ImpliedField
RFQ
The field that is implied. Valid values for this tag are FIX tag numbers. For instance, if there is an implied field for the Strike value of a particular leg of an FX Option, the value of tag 9120 would be 612. | Kenneth Bromberg
Bloomberg L.P. |
| 9121 | ImpliedFieldLeg
RFQ
The leg of an FX Option to which a particular implied field belongs. | Kenneth Bromberg
Bloomberg L.P. |
| 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 |
| 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 | EnhancedQuoteCancel
A
Indicator on the Logon message that determines behaviour on a User Quote Cancel 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 |
| 9196 | TradingStatus
U0005
Instrument trading status indicator | Pascal lacoste
Euronext |
| 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 |
| 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 |
| 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. | Rajesh Khumanthem
|
| 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 |
| 9227 | StockType
U0153, U0253
Stock type | Pascal lacoste
Euronext |
| 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 |
| 9238 | LehmanATS9
D,G,8
Lehman ATS Field 9 |
Lehman Brothers |
| 9239 | LehmanATS10
D,G,8
Lehman ATS Field 10 |
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 |
| 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 |
| 9267 | OrderIDPrev
U00A3, U00D3
ID of previous order | Pascal lacoste
Euronext |
| 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 |
| 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
|
| 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 |
| 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
|
| 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 |
| 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. | |
