User Defined Fields Repository

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.

TagField / FIX MsgTypes / DescriptionCreated by
9000PrimaryTraderID
D
Primary Trader ID - trader assigned to be a primary for the order instrument code
Oleg Volossetski
RoaylBlue Corporation
9001MaxShow
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
9002CrossSeqNum
AE - TradeCaptureReport
Sequence number of cross trade being reported to an exchange. The field can contain alpha-numeric values.
Tad Knowles
SunGard Trading Systems
9003UDFSupportIndicator
Valid Values 1- Supports UDF in the message 2- Supports UDF in repeating groups
Santhanakrishnan Sundaresan
Chicago Board Of Options Exchange
9004CustomerSize
W
Indicates the number of contracts that are customer in the top of the market message.
Santhanakrishnan Sundaresan
Chicago Board Of Options Exchange
9005ProfessionalSize
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
9006QuoteUpdateControlId
MassQuote [35=i]
An Integer ID per quote for a product in the Mass Quote Message.
Santhanakrishnan Sundaresan
Chicago Board Of Options Exchange
9007NoSettDays
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
9008QuoteText
Text on Quote
For FIX4.2. Quote msg does not have Text.
Rohit Lad
Dresdner Kleinwort Wasserstein
9009Trading System Ticket Number
8,J
Propritary Trading system Ticket number
Don Scheurer
Bloomberg
9010Trading System Reference Ticket Number
8,J
Referernce number for Proprietary trading system ticket number
Don Scheurer
Bloomberg
9011BLP Allocation ticket number
J,P
Inside the repeating group for allocations. This is unique to BLP Trading systems.
Don Scheurer
Bloomberg
9012BLP Allocation ref. ticket number
J,P
UNique to BLP Trading system. Inside repeating group for allocations.
Don Scheurer
Bloomberg
9013ADPBlotterCode
ADP Blotter Code
Neal Ramasamy
Instinet
9014BlotOrderStatus
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
9015ExecDeltaHedge
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.
9016HedgeTradeType
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.
9017LegNotionalCurrency
RFQ, Quote, Order Execution
The currency which the LegNotionalAmount field refers to, for an FX Option.
Kenneth Bromberg
Bloomberg L.P.
9018LegNotionalAmount
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.
9019FXOptionStyle
RFQ, Quote, Order Execution
The style of FX Option. Possible values: 1=American; 2=European
Kenneth Bromberg
Bloomberg L.P.
9020EQIQuoteResponseLevel
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
9021EQIAdvisoryType
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
9022NYSELiquidityBidPx
Quote
NYSE Liquidity Quote Bid Price.
Jochen de Lima
SIAC
9023NYSELiquidityBidSize
Quote
NYSE Liquidity Quote bid size.
Jochen de Lima
SIAC
9024NYSELiquidityOfferPx
Quote
NYSE Liquidity Quote offer price.
Jochen de Lima
SIAC
9025NYSELiquidityOfferSize
Quote
NYSE Liquidity Quote offer size.
Jochen de Lima
SIAC
9026EQIQuoteOrigin
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
9027NYSEQuoteRefId
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
9028NYSENoQuoteErrors
The number of errors in quote validation that are present in a Quote Advisory message (used for repeating group).
Jochen de Lima
SIAC
9029NYSEQuoteFieldCode
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
9030NYSEQuoteErrorCode
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
9031QuoteUpdateRequestID
Unique identifier issued for each Quote Update Request message in a connection(request to subscribe/unsubscribe for quotes).
Jochen de Lima
SIAC
9032UpdateRequestRejectReason
Indicates the encoded reason why the subscription/unsubscription request failed.
Jochen de Lima
SIAC
9033EQIRole
Identifies the role of an entering party in a Quote Submission.
Jochen de Lima
SIAC
9034CallPutCurrency
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.
9035OmgeoNoTDBusinessExceptionCodes
AS
Omgeo CTM specific field. A reason code for trade level business exceptions.

Omgeo
9036OmgeoNoTDBusinessExceptionCodes
AS
Omgeo CTM specific field. Number of repeating groups for trade level business exceptions.

Omgeo
9037OmgeoTDHighestErrorSeverity
AS
Omgeo CTM specific field. The highest Error Severity code within the Trade detail.

Omgeo
9038OmgeoTLBusinessExceptionCode
AS
Omgeo CTM specific field. A reason code for business exceptions.

Omgeo
9039OmgeoNoTLBusinessExceptionCodes
AS
Omgeo CTM specific field. Number of repeating groups for business exceptions

Omgeo
9040OmgeoShowHiddenFieldsIndicator
J
Omgeo CTM specific field. An indicator for hiding data from the counter party.

Omgeo
9041OmgeoL2MatchingProfileName
J
Omgeo CTM specific field. Specifies the name of the L2 matching profile.

Omgeo
9042OmgeoNoTradeTransactionCondition
J, AS
Omgeo CTM specific field. Number of repeating OmgeoTradeTransactionIndicator entries.

Omgeo
9043OmgeoTradeTransactionConditionIn
J, AS
Omgeo CTM specific field. Indicates the bargain conditions vfor the trade.

Omgeo
9044OmgeoNoSettlementTransactionCond
J, AS
Omgeo CTM specific field. Number of repeating OmgeoSettlementTransactionIndicator entries.

Omgeo
9045OmgeoSettlementTransactionCondit
J, AS
Omgeo CTM specific field. Indicates the bargain conditions for the trade.

Omgeo
9046OmgeoTradeLevelMasterReference
J, AS
Omgeo CTM specific field. A unique identifier for the trade side that is supplied by the client.

Omgeo
9047OmgeoTradeDetailTradeAmount
J, AS
Omgeo CTM specific field. Indicates the trade (deal) amount for the trade detail (i.e., the account allocation).

Omgeo
9048OmgeoSettlementInstructionsSourc
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
9049OmgeoAlertCountryCode
J, AS
Omgeo ALERT specific field. Used for ALERT settlement instruction lookup. Codes are not ISO country codes.

Omgeo
9050OmgeoAlertMethodType
J, AS
Omgeo ALERT specific field. The ALERT clearing method type, used for ALERT settlement instruction lookup.

Omgeo
9051OmgeoAlertSecurityType
J, AS
Omgeo ALERT specific field. The ALERT security type code used for ALERT settlement instruction lookup.

Omgeo
9052OmgeoTradeSideID
J, AS, P
Omgeo CTM specific field. A unique identifier for a trade side that is generated by CTM.

Omgeo
9053OmgeoSettlementViewIndicator
AS
Omgeo CTM specific field. Indicates whether an Allocation Report represents a Settlement view or describes a status change.

Omgeo
9054OmgeoTLMatchStatus
AS
Omgeo CTM specific field. Indicates the match status at the trade level.

Omgeo
9055OmgeoRejectComponentFlagBlock
AS
Omgeo CTM specific field. Indicates a Block has been rejected.

Omgeo
9056OmgeoCompleteStatus
AS
Omgeo CTM specific field. Indicates the complete status.

Omgeo
9057OmgeoMatchAgreedStatus
AS
Omgeo CTM specific field. Indicates the trade is matched at the trade level and trade details, is complete and has no errors.

Omgeo
9058OmgeoTLHighestErrorSeverity
AS
Omgeo CTM specific field. Indicates the severity of an error against the trade level (i.e., the block).

Omgeo
9059OmgeoTradeSideHighestErrorSeveri
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
9060OmgeoBrokerCountryOfIssue
AS
Omgeo CTM specific field. Indicates CountryOfIssue as entered by the executing broker.

Omgeo
9061OmgerBrokerIDSource
AS
Omgeo CTM specific field. Indicates the IDSource as entered by the executing broker.

Omgeo
9062OmgeoBrokerSecurityID
AS
Omgeo CTM specific field. The SecurityID as entered by the executing broker.

Omgeo
9063OmgeoNoErrors
P
Omgeo CTM specific field. Number of repeating groups of block-level errors.

Omgeo
9064OmgeoErrorKey
P
Omgeo CTM specific field. An identifier representing the error message.

Omgeo
9065OmgeoErrorXPath
P
Omgeo CTM specific field. The XPath of the CTM field, which caused the error.

Omgeo
9066OmgeoErrorText
P
Omgeo CTM specific field. A human-readable description of the error.

Omgeo
9067OmgeoNoIndividualErrors
Omgeo CTM specific field. Number of repeating groups of allocation account-level errors.

Omgeo
9068OmgeoIndividualErrorKey
P
Omgeo CTM specific field. An identifier representing the error message.

Omgeo
9069OmgeoIndividualErrorXPath
P
Omgeo CTM specific field. The XPath of the CTM field, which caused the error.

Omgeo
9070OmgeoIndividualErrorText
P
Omgeo CTM specific field. A human-readable description of the error.

Omgeo
9071OldQty
New Order Single
Must be equal to the currently remaining quantity and not the original order quantity
Priya Sampath
Changepond Technologies
9072CallOrPut
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.
9073Currency1
RFQ, Quote, Order Execution
Denotes one of two currencies in an FX Option trade.
Kenneth Bromberg
Bloomberg L.P.
9074Currency2
RFQ, Quote, Order Execution
Denotes the second of two currencies in an FX Options trade.
Kenneth Bromberg
Bloomberg L.P.
9075DeltaLeg
Quote, OrderExecution
The per-leg Delta value for an FX Option trade.
Kenneth Bromberg
Bloomberg L.P.
9076GammaLeg
Quote, OrderExecution
The per-leg Gamma value for an FX Option trade.
Kenneth Bromberg
Bloomberg L.P.
9077VegaLeg
Quote, OrderExecution
The per-leg Vega value for an FX Option trade.
Kenneth Bromberg
Bloomberg L.P.
9078ThetaLeg
Quote, OrderExecution
The per-leg Theta value for an FX Option trade
Kenneth Bromberg
Bloomberg L.P.
9079RhoLeg
Quote, OrderExecution
The per-leg Rho value for an FX Option trade.
Kenneth Bromberg
Bloomberg L.P.
9080SpotHedgeLeg
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.
9081VommaLeg
Quote, OrderExecution
The per-leg Vomma value for an FX Option trade.
Kenneth Bromberg
Bloomberg L.P.
9082VannaLeg
Quote, OrderExecution
The per-leg Vanna value for an FX Option trade.
Kenneth Bromberg
Bloomberg L.P.
9083DeltaNet
Quote, OrderExecution
The net Delta value for an FX Option trade.
Kenneth Bromberg
Bloomberg L.P.
9085GammaNet
Quote, OrderExecution
The net Gamma value for an FX Option trade.
Kenneth Bromberg
Bloomberg L.P.
9086VegaNet
Quote, OrderExecution
The net Vega value for an FX Option trade.
Kenneth Bromberg
Bloomberg L.P.
9087ThetaNet
Quote, OrderExecution
The net Theta value for an FX Option trade.
Kenneth Bromberg
Bloomberg L.P.
9088RhoNet
Quote, OrderExecution
The net Rho value for an FX Option trade.
Kenneth Bromberg
Bloomberg L.P.
9089SpotHedgeNet
Quote, OrderExecution
The net price of the instruments with which an FX Option trade is being hedged.
Kenneth Bromberg
Bloomberg L.P.
9090CanTradeQuote
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
9091QuoteStreamClosed
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
9092PBTFut1
Reserved for future Banc of America Securities PBT usage.

Bank of America
9093PBTFut2
Reserved for future Banc of America Securities PBT usage.

Bank of America
9094PBTFut3
Reserved for future Banc of America Securities PBT usage.

Bank of America
9095PBTFut4
Reserved for future Banc of America Securities PBT usage.

Bank of America
9096VommaNet
Quote, OrderExecution
The net Vomma value for an FX Option trade.
Kenneth Bromberg
Bloomberg L.P.
9097VannaNet
Quote, OrderExecution
The net Vanna value for an FX Option trade.
Kenneth Bromberg
Bloomberg L.P.
9098VolatilityLeg
Quote, OrderExecution
The per-leg volatility for an FX Option trade.
Kenneth Bromberg
Bloomberg L.P.
9099ForwardRate
Quote
The value of the forward rate for an FX Option.
Kenneth Bromberg
Bloomberg L.P.
9100ContraBroker
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.
9101FXSplitTradeFlag
AE
FX Split trade indicator - Split FX trade across multiple books - Y/N
Don Scheurer
Bloomberg
9102FxMarketType
AE,AR
FX Non-deliverable forward indicator R = regular N = onshore O = Offshore Default = R
Don Scheurer
Bloomberg
9103NoTickets
Number of BLP trade tickets created as a result of the incoming trade message
Don Scheurer
Bloomberg
9104RepeatingTicketNo
AR
FX trading creates multiple transactions. This will contain the ticket numbers returned.
Don Scheurer
Bloomberg
9105Checkout
J,P
Y - Indicates a full allocation N - Indicates partial or Dummy account's
Don Scheurer
Bloomberg
9106AutoexFirmStatus
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
9107Trading Strategy
AE
Trading strategy of a transaction (ex. hedge fund trading strategy)
Gleb Skayansky
Bloomberg LLP.
9108Primary Security Identifier
AE
Primary money market security identifier
Gleb Skayansky
Bloomberg LLP.
9109FRNIndex
8, AS
Index used for calculating the current coupon value of a floating rate note
Thomas Hill
Market Axess
9110PctOfVolume
D
Required/necessary to complement ExecInst tag 18 when set to enum=D, "percent of volume."
Paul Schaeffler
Paine Webber Inc.
9111SolicitedFlag
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.
9112DeltaHedgeSpotDate
Quote
Value/Spot date (settlement date) for the delta hedge of an FX Option
Kenneth Bromberg
Bloomberg L.P.
9113DepositUnit
Quote
Deposit Unit for an FX Option trade. Possible Values: 1=Ann; 2=Semi; 3=Cont; 4=MMkt
Kenneth Bromberg
Bloomberg L.P.
9114DepositAccrual
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.
9115DepositRate
Quote
Deposit rate in units and accrual convention specified in tags 9113 and 9114
Kenneth Bromberg
Bloomberg L.P.
9116CounterDepositUnit
Quote
Counter deposit unit for FX Option trade., Valid values: • 1 = Ann • 2 = Semi • 3 = Cont • 4 = M Mkt
Kenneth Bromberg
Bloomberg L.P.
9117CounterDepositAccrual
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.
9118CounterDepositRate
Quote
Counter deposit rate in units and accrual convention specified in 9116 and 9117
Kenneth Bromberg
Bloomberg L.P.
9119NoImpliedFields
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.
9120ImpliedField
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.
9121ImpliedFieldLeg
RFQ
The leg of an FX Option to which a particular implied field belongs.
Kenneth Bromberg
Bloomberg L.P.
9122BBBankNum
RFQ, Quote, OrderExecution
The Bloomberg-specific ID associated with a particular dealer.
Kenneth Bromberg
Bloomberg L.P.
9123SpotNotional
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.
9124ExpiryTime
RFQ, Quote, OrderExecution
Time of FX Option expiry, expressed in GMT format. Example: 10:00:00
Kenneth Bromberg
Bloomberg L.P.
9125ExpiryTimeCode
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
9126OptionStrategy
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
9127DeliveryType
RFQ, Quote, OrderExecution
Type of delivery for an option trade. 1 -- cash, 2 -- delivery
Mark Zelyony
Bloomberg
9128Tolerance
Maximum allowed delta
David Zinberg
Lehman Brothers
2/28/2008
9129ToleranceUnit
Unit of Tolerance Value (%, $)
David Zinberg
Lehman Brothers
2/28/2008
9130BarrierStyle
RFQ, Quote, OrderExecution
Style of a barrier for Barrier option. 1-- knock-in, 2 -- knock-out
Mark Zelyony
Bloomberg
9131BarrierLevel
RFQ, Quote, OrderExecution
Price of the underlying at which the option comes in existance or ceases to exist.
Mark Zelyony
Bloomberg
9132BarrierDirection
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
9133BarrierStartDate
RFQ, Quote, OrderExecution
The date the price monitoring starts.
Mark Zelyony
Bloomberg
9134BarrierEndDate
RFQ, Quote, OrderExecution
The date the price monitoring ends.
Mark Zelyony
Bloomberg
9135BarrierRebate
RFQ, Quote, OrderExecution
Predefined rebate for Barrier option
Mark Zelyony
Bloomberg
9136OptionProductType
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
9137BarrierLevel2
RFQ, Quote, OrderExecution
Level of the second barrier for double barrier options
Mark Zelyony
Bloomberg
9138BarrierRebate2
RFQ, Quote, OrderExecution
Rebate for the second barrier for double barrier options
Mark Zelyony
Bloomberg
9139AskPrice
Quote
Net ask price for 2-way pricing
Mark Zelyony
Bloomberg
9140HoldIntrnl
D
Field indicating instruction to hold order internally for matching. Default=None, 1=Hold Internal
Matthew Gordon
GlobeNet
9141DeltaNet AskValue
Quote
Delta Net value for ask quote in 2-way pricing
Mark Zelyony
Bloomberg
9142GammaNet AskValue
Quote
Net Gamma value for ask quote in 2-way pricing
Mark Zelyony
Bloomberg
9143VegaNet AskValue
Quote
Net Vega value for ask quote in 2-way pricing
Mark Zelyony
Bloomberg
9144ThetaNet Ask Value
Quote
Net Theta value for ask quote in 2-way pricing
Mark Zelyony
Bloomberg
9145Spot Hedge Net Ask Value
Quote
Net Theta value for ask quote in 2-way pricing
Mark Zelyony
Bloomberg
9146VommaNet AskValue
Quote
Net Vomma value for ask quote in 2-way pricing
Mark Zelyony
Bloomberg
9147VonnaNet AskValue
Quote
Net Vanna value for ask quote in 2-way pricing
Mark Zelyony
Bloomberg
9148Leg Ask Price
Quote
Price of the option leg for ask quote in 2-way pricing.
Mark Zelyony
Bloomberg
9149GammaLeg Ask
Quote
Gamma leg for ask quote in 2-way pricing
Mark Zelyony
Bloomberg
9150BBExecSubType
String
For adding, updating and deleting securities as part of trade capture message, AE.
Tom Healey
Bloomberg
9151VegaLeg Ask
Quote
Vega leg for ask quote in 2-way pricing
Mark Zelyony
Bloomberg
9152Variation
U00B1, U00B2, U0003, U0002, U0001, U0032
Concatenation of a sign and an absolute variation
Pascal lacoste
Euronext
9153ThetaLeg Ask
Quote
Theta leg for ask quote in 2-way pricing
Mark Zelyony
Bloomberg
9154SpotHedgeLeg Ask
Quote
Spot hedge leg for ask quote in 2-way pricing
Mark Zelyony
Bloomberg
9155OmgeoRejectComponentFlagAlloc
AS
Omgeo CTM specific field. Indicates an allocation has been rejected.

Omgeo
9156OmgeoTradeToleranceMatchStatus
AS
Omgeo CTM specific field. Indicates if the trade has matched agreed within the accepted Tolarence or has matched with exact value.

Omgeo
9157VommaLeg Ask
Quote
Vomma leg for ask quote in 2-way pricing
Mark Zelyony
Bloomberg
9158VannaLeg Ask
Quote
Vanna leg for ask quote in 2-way pricing
Mark Zelyony
Bloomberg
9159VolatilityLeg Ask
Quote
Volatility leg for ask quote in 2-way pricing
Mark Zelyony
Bloomberg
9160ForwardRateLeg Ask
Quote
Forward rate leg for ask quote in 2-way pricing
Mark Zelyony
Bloomberg
9161DeltaLeg Ask
Quote
Delta leg for ask quote in 2-way pricing
Mark Zelyony
Bloomberg
9162RhoLeg Ask
Quote
Rho leg for ask quote in 2-way pricing
Mark Zelyony
Bloomberg
9163RhoNet AskValue
Quote
Net Rho value for ask quote in 2-way pricing
Mark Zelyony
Bloomberg
9164TheoVariation
U0030
Theoretical open price variation
Pascal lacoste
Euronext
9166OrigInfoMarket
U0004, U0002
Origin of market information indicator
Pascal lacoste
Euronext
9167BidNbOr
U0004
Pascal lacoste
Euronext
9168OfferNbOr
U0004
Number of sell orders
Pascal lacoste
Euronext
9169BidNbOr
U0004
Number of buy orders
Pascal lacoste
Euronext
9170CLExecID
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
9171TradeVersion
Execution Report
Int that identifies the version of the Execution Report.
Andre Mais
Fannie Mae
9172TradeDiscountRateDayCount
Execution Report
"ACT_360"
Andre Mais
Fannie Mae
9173TradeIssueDate
Execution Report
The date that the Trade is executed.
Andre Mais
Fannie Mae
9174CommRateDayCount
Execution Report
"ACT_360"
Andre Mais
Fannie Mae
9175ProgramType
Execution Report
"DN"
Andre Mais
Fannie Mae
9176ProgramSettleType
Execution Report
"FedWire"
Andre Mais
Fannie Mae
9177Trade Principal
Execution Report
A boolean value indicating if the Trade is for principal. "Y | N"
Andre Mais
Fannie Mae
9178ProgramOpen
MassQuote
A boolean value indicating if the Program is open. "Y | N"
Andre Mais
Fannie Mae
9179CashOpen
MassQuote
A boolean value indicating if cash settlement is open. "Y | N"
Andre Mais
Fannie Mae
9180ReversedInquiryAmt
MassQuote
Andre Mais
Fannie Mae
9181OfferingType
MassQuote
Specifies the type of offering. "DN"
Andre Mais
Fannie Mae
9182QuoteEntryOpen
MassQuote
A boolean value indicating the status of a single bucket. "Y | N"
Andre Mais
Fannie Mae
9183SettleTypeAlt
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
9184MaturityDateEnd
MassQuote
The maturity end date for a single bucket.
Andre Mais
Fannie Mae
9185OfferingTime
MassQuote
The date and time when the MassQuote message is created.
Andre Mais
Fannie Mae
9186FMTradeStatus
Execution Report
Indicates the status of a Trade: 1 = Accepted, 2 = Updated, 3 = Canceled, 4 = Confirmed, 5 = Unconfirmed
Andre Mais
Fannie Mae
9187TouchType
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
9188ExerciseStartDate
RFQ, Quote, OrderExecution
The beginning date of option exercise period.
Mark Zelyony
Bloomberg
9189ExerciseEndDate
RFQ, Quote, OrderExecution
The end date of option exercise period.
Mark Zelyony
Bloomberg
9190SectorVariable
Enforce a sector-level constraint
David Zinberg
Lehman Brothers
2/28/2008
9191SuppressOrderStatus
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
9192EnhancedQuoteCancel
A
Indicator on the Logon message that determines behaviour on a User Quote Cancel on the CBOE system.
Vivek Beniwal
CBOE
9193RemoveType
U00A4, U00D4
Type of deletion indicator
Pascal lacoste
Euronext
9194SpotAskRate
Quote
Used for 2-way pricing - spot rate of the ask quote
Mark Zelyony
Bloomberg
9196TradingStatus
U0005
Instrument trading status indicator
Pascal lacoste
Euronext
9198SuspendTime
U0005
Date time of instrument halting
Pascal lacoste
Euronext
9199HighLimit
U0037
Maximum authorized price at which an instrument can trade
Pascal lacoste
Euronext
9200LowLimit
U0037
Minimum authorized price at which an instrument can trade
Pascal lacoste
Euronext
9201MatchBid
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
9202MatchAsk
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
9203CommPxLimit
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
9204CommMin
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
9205CommMax
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
9206CommPct1
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
9208MessageKind
U0023
Indicates the general contents of an E-mail
Pascal lacoste
Euronext
9209MessageDestination
U0023
Indicates the user to whom the message is adressed
Pascal lacoste
Euronext
9210NbMaxPart
U0023
Number of messages in this E-mail
Pascal lacoste
Euronext
9211SMAttribFlag
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
9212SMAIQFlag
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
9213SMPrImpFlag
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
9214SMBnchdFlag
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
9215LiqProvOnly
New Order Single, Cancel Replace
Flag is used to specify a Summary/Liquidity provider only order.
Ramesh Kadambi
NASDAQ
9216PortfolioBuyValue
Dollar value of buys
David Zinberg
Lehman
3/31/2008
9217PortfolioSellValue
Dollar value of sells
David Zinberg
Lehman
3/31/2008
9218OverallVolumeLimit
Volume restriction on entire order.
David Zinberg
Lehman
5/6/2008
9219InstrumentID
U0153, U0253
Security referential identifier
Pascal lacoste
Euronext
9220HighTenorQuoteId
D
HighTenorQuoteId used for order message to indicate interpolated price calculation from FX streaming quote id
Don Scheurer
Bloomberg
9222SpotQuoteId
D
SpotQuoteId used for order message to indicate price from FX streaming quote id
Don Scheurer
Bloomberg
9223AllocationType
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
9224LiquidityProvider
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
9225MessageID
U0023
Sequence number of message within this E-mail
Pascal lacoste
Euronext
9227StockType
U0153, U0253
Stock type
Pascal lacoste
Euronext
9231TradeThruFlag
Execution Reports
The trade Through flag indicates if an execution in Supermontage Intermarket was traded through another market. Values : Y/N
Ramesh Kadambi
NASDAQ
9232CommitIdent
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
9233ComplResp
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
9234BlkOrdFlag
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
9238LehmanATS9
D,G,8
Lehman ATS Field 9

Lehman Brothers
9239LehmanATS10
D,G,8
Lehman ATS Field 10

Lehman Brothers
9240TALAccountType
D
Integer corresponding to the account type within the TAL OMS.
Ryan Pierce
Townsend Analytics Ltd.
9241LehmanATS1
D,G,8
Lehman ATS Field 1
Ryan Pierce
Townsend Analytics
9242LehmanATS2
D,G,8
Lehman ATS Field 2
Ryan Pierce
Townsend Analytics, Ltd.
9243LehmanATS3
D,G,8
Lehman ATS Field 3
Ryan Pierce
Townsend Analytics, Ltd.
9244LehmanATS4
D,G,8
Lehman ATS Field 4
Ryan Pierce
Townsend Analytics
9245LehmanATS5
D,G,8
Lehman ATS Field 5
Ryan Pierce
Townsend Analytics
9246LehmanATS6
D,G,8
Lehman ATS Field 6
Ryan Pierce
Townsend Analytics
9247LehmanATS7
D,G,8
Lehman ATS Field 7
Ryan Pierce
Townsend Analytics
9248LehmanATS8
D,G,8
Lehman ATS Field 8
Ryan Pierce
Townsend Analytics
9250IdealPrice
D
Price Goal.
Serge Canizares
Jefferies
9251VolumeLimit
D,G
Volume limit orders are permitted to approach while trading. Integer value from 0 - 100.
Serge Canizares
Jefferies
9252Urgency
D,G
The acceptable market impact that strategy orders are allowed to induce. Signed integer value.
Serge Canizares
Jefferies
9253Tolerance
D
Price move tolerance. Used to create a firm limit price from a specified price target. Strictly positive double value.
Serge Canizares
Jefferies
9254Duration
D,G
Specified lifetime for orders, i.e. 25 = 25 minutes. Integer value.
Serge Canizares
Jefferies
9255MinTake
D,G
Minimum block size allowed when searching for liquidity levels. Integer Value.
Serge Canizares
Jefferies
9256StartTime
D
Start time in HHMM format for Jefferies trading strategies. i.e. 1300 = 1:00 PM Integer Value
Serge Canizares
Jefferies
9257EndTIme
D
End time in HHMM format for Jefferies trading strategies. i.e. 1300 = 1:00 PM Integer Value.
Serge Canizares
Jefferies
9258Footprint
D
Specify the type of market footprint orders are permitted to take on. Integer value.
Serge Canizares
Jefferies
9259Strategy Flags
D
Instructions for strategies. Integer value.
Kevin Hester
9260ProcessCount
U00A0
Total number of transmitter process
Pascal lacoste
Euronext
9261OverridPrice
U00A2
Overriding price
Pascal lacoste
Euronext
9262MsgID
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
9263ActionCode
U00A3, U00D3
Indicate the type of update on the market sheet
Pascal lacoste
Euronext
9264DisplayLimitPrice
U00A3, U00D3
The price at which an order is listed on the market sheet
Pascal lacoste
Euronext
9265PriorityTime
U00A3
Pascal lacoste
Euronext
9267OrderIDPrev
U00A3, U00D3
ID of previous order
Pascal lacoste
Euronext
9269OrderIDNext
U00A3, U00D3
ID od next order
Pascal lacoste
Euronext
9270LoanSupportFlag
U0153, U0253
Indicator of underlying security on the lending market
Pascal lacoste
Euronext
9271LoanSettleDate
U0153, U0253
Expiry date of lending stock
Pascal lacoste
Euronext
9275MinSliceQty
U00D3
Size of a trading block for an all or none order
Pascal lacoste
Euronext
9276DisplayQty
U00A3, U00D3
Amount of the order that can be view on the market
Pascal lacoste
Euronext
9277RelatedMarketCenter
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
9278Advertisement Instruction
TradeCaptureReport
An indication of whether or not the trade is to be subsequently advertised.
Juliette Vignola
9280NominalValue
U0153, U0253
Nominal market value of the security
Pascal lacoste
Euronext
9281ReRoutedSettlDate
8
Denotes the Settlement Date of a Re-Routed Order
Don Scheurer
Bloomberg
9282ReRoutedBrokerID
8
Denotes the Broker Code of a Re-Routed Order.
Don Scheurer
Bloomberg
9283PriceDef
U0153, U0253
Trading unit type
Pascal lacoste
Euronext
9286BoardLot
U0153, U0253
Minimum tradable quantity
Pascal lacoste
Euronext
9287OmgeoPlaceOfSafekeeping
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
9288OmgeoPlaceOfSafekeepingType
AS, J
Omgeo CTM specific field. Indicates type of PSAFE value being provided: BIC or Country Code. Valid values: BIC COUN

Omgeo
9289OmgeoPlaceOfSafekeepingValue
AS, J
Omgeo CTM specific field. Indicates the PSAFE value. Will be either a BIC or an ISO Country Code.

Omgeo
9290OmgeoPlaceOfSafekeepingPlace
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
9291ReRoutedOrderQty
8
Denotes the Size of a Re-Routed Order.
Don Scheurer
Bloomberg
9292MIC
string
Market Identifier Code - Used to identify market maker used in quote and execution reports.
Sean Kornish
9298MarketFlowID
All U00nn Euronext market feed message
Market feed indicator
Pascal lacoste
Euronext
9299BetaExposure
Range within which to maintain portfolio beta
David Zinberg
Lehman Brothers
2/28/2008
9300MessagePartID
U0023
Sequence number of message in this E-mail
Pascal lacoste
Euronext
9301MmkrCapacity
D, G
Capacity, Broker Market Maker status. Valid Values: A=Agency, P=Principle
Tad Knowles
Automated Security Clearance LTD
9302OrderPrice
F, G, H
Customer price per share of Original Order.
Tad Knowles
Automated Security Clearance LTD
9303RoutingInst
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
9304CxlQty
8
Unsolicited Partial Cancel Quantity.
Tad Knowles
Automated Security Clearance LTD
9305SponsorBkr
D, G, F
The Sponsor Broker for the Institution. Only used with Institution Orders.
Tad Knowles
Automated Security Clearance LTD
9306OrigOrderDate
F, G, H, 8, 9
Date the Original Order was accepted by ECN.
Tad Knowles
Automated Security Clearance LTD
9307PfdMktMkr
D, G
Prefered Market Maker with Through BRUT Order.
Tad Knowles
Automated Security Clearance LTD
9308WeightedAvgBuyPx
U0038
Average buy price
Pascal lacoste
Euronext
9309WeightedAvgSellPx
U0038
Average sell price
Pascal lacoste
Euronext
9310CancelOpenQty
8,9,F,G
Portion of Open Qty to be Cancelled.
Jim Northey
Chicago Board Options Exchange
9311TLCQty
9
Too late to cancel quantity
Jim Northey
Chicago Board Options Exchange
9312QuoteStatus
S,b
Status of Quote - same values as OrdStatus
Jim Northey
Chicago Board Options Exchange
9313QuoteRequestSubscription
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
9314OpenInterest
W,X
Open Interest in terms of number of contracts for a derivative security (such as, option)
Jim Northey
Chicago Board Options Exchange
9315MDScope
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
9316LegalMarket
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
9317InternalOrderStatus
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
9318MktMkerID
U0153, U0253
ID of the member firm responsible for market making for this particular stock
Pascal lacoste
Euronext
9319IndxIndic
U0153, U0253
Index indicator
Pascal lacoste
Euronext
9320OrderRejectReasonTxt
8
Textual description of the reason and order was rejected.
Jim Northey
Chicago Board Options Exchange
9321SecondaryClOrdID
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
9322MultilegPriceIncrement
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
9323MultilegMonthIncrement
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
9324ClearingOptionalData
8,D,F,G
Optional Data sent to clearing house on trades against the order
Jim Northey
Chicago Board Options Exchange
9325LastTradeDate
U0153
Date the instrument last traded
Pascal lacoste
Euronext
9326CarryFwdISINCode
U0153, U0253
ISIN code of underlying security on lending market
Pascal lacoste
Euronext
9327WeightedAvgQty
U0038
Weighted average spread quantity
Pascal lacoste
Euronext
9328CountryIssuer
U0153, U0253
Issuing country code
Pascal lacoste
Euronext
9329PhysicalTradingGrp
U0153, U0253
Trading group
Pascal lacoste
Euronext
9330SICOVAMCode
U0153, U0253, U00A8, U00A7
AFC (agence française de codification)Id code of a security
Pascal lacoste
Euronext
9331MktIndic
U0153, U0253
Indicates the market regulations governing the market on which the stock is traded
Pascal lacoste
Euronext
9332ReemissionFlag
U00A0
Beginning/end of transmission indicator
Pascal lacoste
Euronext
9333DivNbCO
U0153, U0253
Official quotation list classification: section number
Pascal lacoste
Euronext
9334RubNbCO
U0153, U0253
Official quotation list classification : Heading number
Pascal lacoste
Euronext
9335PrevDayCapitalTrd
U0153, U0253
Previous day's capital traded
Pascal lacoste
Euronext
9336TypeOfInstr
U0153, U0253
Derivative instruments associated with the stock
Pascal lacoste
Euronext
9337AlphaNbCO
U0153, U0253
Alpebabetical sequence number in the official quotation list
Pascal lacoste
Euronext
9338TradingGroup
U0153, U0253
Trading group for french instruments
Pascal lacoste
Euronext
9339TaxDeductCode
U0153, U0253
Tax deduction code
Pascal lacoste
Euronext
9340MMBidPx
S, U00B4
Market maker bid price
Pascal lacoste
Euronext
9341MMOfferPx
S, U00B4
Market maker offer price
Pascal lacoste
Euronext
9342FinancialMarketCode
All Euronext market feed message
Market of execution for last fill
Pascal lacoste
Euronext
9343NoUnchangedSecurities
U00B1
Number of stocks unchanged in the corresponding index
Pascal lacoste
Euronext
9344NoNotTradedSecurities
U00B1
Number of stocks not quoted in the corresponding index
Pascal lacoste
Euronext
9345RoutedOrderID
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
9346PHLXRoutingInstruction
D, 8
Allow passing through of routing instruction values for PHLX.
Christopher Acton
Sungard Brass
9347TRACRoutingInstruction
D, 8
Allow passing through of routing instruction for Track ECN.
Christopher Acton
Sungard Brass
9348NSXHandlInst
D, 8
Allow passing through of HandlInst for NSX.
Christopher Acton
Sungard Brass
9349CHXHandlInst
D, 8
Allow passing through of HandlInst for CHX.
Christopher Acton
Sungard Brass
9355CrossTradeFlag
U0001, U0002
Cross order indicator
Pascal lacoste
Euronext
9356PrevPxVarSide
U00A8, U0003, U0002, U0001, U0032
Sign of variation against previous price
Pascal lacoste
Euronext
9357EndSamePxFlag
U0001, U0002
Last of a serie of trades at the same price
Pascal lacoste
Euronext
9358TradeSesPreopenTime
U0039
Pre-opening time of the trading session
Pascal lacoste
Euronext
9359TradeSessConsultTime
U0039
Consult time of the trading session
Pascal lacoste
Euronext
9360NoInitSecurities
U0151, U0251
Number of instruments initialized
Pascal lacoste
Euronext
9361PrevDayCumQty
U0153
Previous day capital traded
Pascal lacoste
Euronext
9362AllocAvgPx
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
9363PublishOrderStatus
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
9364CFICode
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
9365PremPriceTickBreakPoint
c,d
Price at which the Premium Price Tick changes from the PremPriceTickBelow and the PremPriceTickAbove
Jim Northey
Chicago Board Options Exchange
9366PremPriceTickAbove
c,d
Premium Price Tick Size above the PremPriceTickBreakPoint
Jim Northey
Chicago Board Options Exchange
9367PremPriceTickBelow
c,d
Premium Price Tick Size Below the PremPriceTickBreakPoint
Jim Northey
Chicago Board Options Exchange
9368LastBustShares
8
The number of shares reported as part of a trade bust
Jim Northey
Chicago Board Options Exchange
9369PriceProtectionScope
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
9370MultilegPositionEffects
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
9371MultilegCoveredOrUncovered
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
9372MultilegStockClearingFirm
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
9373LiquidityFlag
8
Indicator of how BRUT executed the trade.
Tad Knowles
Automated Security Clearance LTD
9374PeggingTicker
D,G
The adjustment price to calculate the order price from the NBBO of a pegged order.
Tad Knowles
SunGard Trading Systems
9375SMRouteFlag
D, G
Field to specify the SuperMontage route field for a given order.
Tad Knowles
SunGard Trading Systems
9376SMExecAlgorFlag
D, G
This field will be forwarded to SuperMontage for the Execution Algorthim.
Tad Knowles
SunGard Trading Systems
9377PowerNet
8
A field used by PowerNet to define the source of order entry.
Tad Knowles
SunGard Trading Systems
9378NoMDRefReqID
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
9379MulitiLegPrice
D,G
Price for Individual Legs.
Santhanakrishnan Sundaresan
Chicago Board Of Options Exchange
9380StockFirmName
D,8
Stock Firm name used in Buy writes
Santhanakrishnan Sundaresan
Chicago Board Of Options Exchange
9381StockFirmNameKey
D,G,8
Stock firm name key used in Buy writes
Santhanakrishnan Sundaresan
Chicago Board Of Options Exchange
9382MatchType
E
Type of match for internalized order. Valid Values: 1=Guaranteed Price, 2=Limit Price, 3=Auto Match
Rick Simkin
Chicago Board Options Exchange
9383AuctionType
a, R
Type of auction. Valid values: 1=Paired orders for internalized execution, 2=Strategy (multi-leg)
Rick Simkin
Chicago Board Options Exchange
9384AuctionContingency
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
9385AuctionID
D,G,R,8
Identifier used to participate in an auction and report results from an auction.
Rick Simkin
Chicago Board Options Exchange
9386TickIndicator
8
1 byte numeric that specifies the tick at the time of execution

SIAC
9387OmnibusClearing
8
1 byte numeric designating the omnibus account against which the execution was done

SIAC
9388SourceOf Order
8
1 byte numeric denoting the source of the order; i.e., from CMS, from BBSS, from DBK, etc.

SIAC
9389UnitOf trade
8
1 byte numeric denoting the unit of trade; i.e., whether the stocks trades in lots of 100, 10, etc.

SIAC
9390OrderTime
8
6-byte timestamp in HHMMSS format denoting the time the order arrived in the system

SIAC
9391SourceOfReport
8
1 byte numeric denoting whether the execution was done in DBK, BBSS, etc.

SIAC
9392SpecSymbol
U8
1-4 alphas representing the Specialist firm's mnemonic

SIAC
9393PostID
U8
2 numerics denoting the post at which the stock trades

SIAC
9394TeeID
U8
1 alpha denoting the tee location at the post where the stock trades

SIAC
9395OddLotAlarmShares
U8

SIAC
9396OddLotLineCode
U8

SIAC
9397TotalOddLotSellAlarm
U8

SIAC
9398MDRefReqID
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
9399Bloomberg Price Eng Price Level
S
Numeric value between 1-3 to represent the Bloomberg Price Engine price level.
Stacy Uster
The McNamara Group
9400ExecPhase
8 (Execution)
Used to report current phase in trading
zissis perdikis
javelin technologies, inc.
9401ReRoutedPrice
8
Denotes the Execution Price of a Re-Routed Order.
Don Scheurer
Bloomberg
9402XPressIndicator
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
9403XPressTime
Market Data: XPress Quote
Indicates what time the Xpress quote was generated from the NYSE Specialist book (Display Book).
Peter Friel
SIAC
9404WriteInTime
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
9405AsOfIndicator
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
9406DropCopyFlag
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.