Field Description

TagField NameFormatDescriptionFound in messages
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor - intermediary and fund manager.

Quote
Quote Cancel
Quote Status Request
Quote Status Report
Mass Quote
Mass Quote Acknowledgement
New Order - Single
Execution Report
Order Cancel/Replace Request (aka Order Modification Request)
Order Cancel Request
Order Cancel Reject
Order Status Request
Order Mass Status Request
New Order - Cross
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
New Order - Multileg
Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
Bid Request
New Order - List
Trade Capture Report
Registration Instructions
Registration Instructions Response
2 AdvId String Unique identifier of advertisement message.
(Prior to FIX 4.1 this field was of type int)

Advertisement
3 AdvRefID String Reference identifier used with CANCEL and REPLACE transaction types.
(Prior to FIX 4.1 this field was of type int)

Advertisement
4 AdvSide Char Broker's side of advertised trade
Valid values:
B = Buy
S = Sell
X = Cross
T = Trade

Advertisement
5 AdvTransType String Identifies advertisement message transaction type
Valid values:
N = New
C = Cancel
R = Replace

Advertisement
6 AvgPx Price Calculated average price of all fills on this order.


Execution Report
List Status
Allocation
7 BeginSeqNo SeqNum Message sequence number of first message in range to be resent

Resend Request
8 BeginString String Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted)
Valid values:
FIX.4.3

Standard Message Header
9 BodyLength Length Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted)


Standard Message Header
10 CheckSum String Three byte, simple checksum (see Volume 2: "Checksum Calculation" for description). ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing <SOH>, as the end-of-message delimiter. Always defined as three characters. (Always unencrypted)

Standard Message Trailer
11 ClOrdID String Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID or OnBehalfOfCompID as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.

Email
New Order - Single
Execution Report
Order Cancel/Replace Request (aka Order Modification Request)
Order Cancel Request
Order Cancel Reject
Order Status Request
Order Mass Cancel Request
Order Mass Cancel Report
New Order - Cross
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
Cross Order Cancel Request
New Order - Multileg
Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
New Order - List
List Strike Price
List Status
Allocation
Settlement Instructions
Trade Capture Report Request
Trade Capture Report
Registration Instructions
Registration Instructions Response
12 Commission Amt Commission. Note if CommType is percentage, Commission of 5% should be represented as .05.

Component Block - <CommissionData>
Quote
Quote Status Report
13 CommType char Commission type
Valid values:
1 = per share
2 = percentage
3 = absolute
4 = (for CIV buy orders) percentage waived - cash discount
5 = (for CIV buy orders) percentage waived - enhanced units
6 = per bond

Component Block - <CommissionData>
Quote
Quote Status Report
14 CumQty Qty Total quantity (e.g. number of shares) filled.
(Prior to FIX 4.2 this field was of type int)


Execution Report
List Status
15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.

Advertisement
Indication of Interest
Quote Request
Quote Request Reject
Quote
Quote Status Report
Mass Quote
Mass Quote Acknowledgement
Market Data - Snapshot / Full Refresh
Market Data - Incremental Refresh
Security Definition Request
Security Definition
Security List Request
Security List
Derivative Security List Request
Derivative Security List
Derivative Security List
Security Status
New Order - Single
Execution Report
Order Cancel/Replace Request (aka Order Modification Request)
New Order - Cross
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
New Order - Multileg
Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
Bid Request
New Order - List
List Strike Price
Allocation
Trade Capture Report
16 EndSeqNo SeqNum Message sequence number of last message in range to be resent. If request is for a single message BeginSeqNo = EndSeqNo. If request is for all messages subsequent to a particular message, EndSeqNo = "0" (representing infinity).

Resend Request
17 ExecID String Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) forExecType=I (Order Status)).
Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days.
(Prior to FIX 4.1 this field was of type int)

Execution Report
Dont Know Trade (DK)
Allocation
Trade Capture Report Request
Trade Capture Report
18 ExecInst MultipleValueString Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space.
Valid values:
1 = Not held
2 = Work
3 = Go along
4 = Over the day
5 = Held
6 = Participate don't initiate
7 = Strict scale
8 = Try to scale
9 = Stay on bidside
0 = Stay on offerside
A = No cross (cross is forbidden)
B = OK to cross
C = Call first
D = Percent of volume "(indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)"
E = Do not increase - DNI
F = Do not reduce - DNR
G = All or none - AON
H = Reinstate on System Failure (mutually exclusive with Q)
I = Institutions only
J = Reinstate on Trading Halt (mutually exclusive with K)
K = Cancel on Trading Halt (mutually exclusive with L)
L = Last peg (last sale)
M = Mid-price peg (midprice of inside quote)
N = Non-negotiable
O = Opening peg P = Market peg
Q = Cancel on System Failure (mutually exclusive with H)
R = Primary peg (primary market - buy at bid - sell at offer)
S = Suspend
T = Fixed Peg to Local best bid or offer at time of order
U = Customer Display Instruction (Rule11Ac1-1 - 4)
V = Netting (for Forex)
W = Peg to VWAP
X = Trade Along
Y = Try to Stop
(see Volume 1: "Glossary" for value definitions)

Market Data - Snapshot / Full Refresh
Market Data - Incremental Refresh
New Order - Single
Execution Report
Order Cancel/Replace Request (aka Order Modification Request)
New Order - Cross
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
New Order - Multileg
Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
New Order - List
19 ExecRefID String Reference identifier used with Cancel and Correct transaction types.
(Prior to FIX 4.1 this field was of type int)

Execution Report
20 ExecTransType char No longer used as of FIX 4.3. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***
Identifies transaction type
Valid values:
0 = New
1 = Cancel
2 = Correct
3 = Status
21 HandlInst char Instructions for order handling on Broker trading floor
Valid values:
1 = Automated execution order, private, no Broker intervention
2 = Automated execution order, public, Broker intervention OK
3 = Manual order, best execution

New Order - Single
Execution Report
Order Cancel/Replace Request (aka Order Modification Request)
New Order - Cross
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
New Order - Multileg
Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
New Order - List
22 SecurityIDSource String Identifies class or source of the SecurityID value. Required if SecurityID is specified.
Valid values:
1 = CUSIP
2 = SEDOL
3 = QUIK
4 = ISIN number
5 = RIC code
6 = ISO Currency Code
7 = ISO Country Code
8 = Exchange Symbol
9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS - CQS line format)
A = Bloomberg Symbol
B = Wertpapier
C = Dutch
D = Valoren
E = Sicovam
F = Belgian
G = "Common" (Clearstream and Euroclear)

100+ are reserved for private security identifications
(formerly named: IDSource prior to FIX 4.3)

Component Block - <Instrument>
23 IOIid String Unique identifier of IOI message.
(Prior to FIX 4.1 this field was of type int)


Indication of Interest
New Order - Single
New Order - Cross
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
New Order - Multileg
Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
New Order - List
24 IOIOthSvc char No longer used as of FIX 4.2. Included here for reference to prior versions.
25 IOIQltyInd char Relative quality of indication
Valid values:
L = Low
M = Medium
H = High

Indication of Interest
26 IOIRefID String Reference identifier used with CANCEL and REPLACE, transaction types.
(Prior to FIX 4.1 this field was of type int)

Indication of Interest
27 IOIQty String Quantity (e.g. number of shares) in numeric form or relative size.
Valid values:
0 - 1000000000
S = Small
M = Medium
L = Large
(formerly named: IOIShares prior to FIX 4.3)

Indication of Interest
28 IOITransType char Identifies IOI message transaction type
Valid values:
N = New
C = Cancel
R = Replace

Indication of Interest
29 LastCapacity char Broker capacity in order execution
Valid values:
1 = Agent
2 = Cross as agent
3 = Cross as principal
4 = Principal

Execution Report
Allocation
30 LastMkt Exchange Market of execution for last fill
Valid values:
See "Appendix 6-C"

Advertisement
Execution Report
Allocation
Settlement Instructions
Trade Capture Report
31 LastPx Price Price of this (last) fill.


Security Status
Execution Report
Dont Know Trade (DK)
Allocation
Trade Capture Report
32 LastQty Qty Quantity (e.g. shares) bought - sold on this (last) fill.
(formerly named: LastShares prior to FIX 4.3) (Prior to FIX 4.2 this field was of type int)

Execution Report
Dont Know Trade (DK)
Allocation
Trade Capture Report
33 LinesOfText NumInGroup Identifies number of lines of text body

News
Email
34 MsgSeqNum SeqNum Integer message sequence number.


Standard Message Header
35 MsgType String Defines message type. ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted)
Note: A "U" as the first character in the MsgType field (i.e. U1, U2, etc) indicates that the message format is privately defined between the sender and receiver.
Valid values: *** Note the use of lower case letters ***
0 = Heartbeat
1 = Test Request
2 = Resend Request
3 = Reject
4 = Sequence Reset
5 = Logout
6 = Indication of Interest
7 = Advertisement
8 = Execution Report
9 = Order Cancel Reject
A = Logon
B = News
C = Email
D = Order - Single
E = Order - List
F = Order Cancel Request
G= Order Cancel - Replace Request
H= Order Status Request
J = Allocation
K = List Cancel Request
L = List Execute
M = List Status Request
N = List Status
P = Allocation ACK
Q = Don't Know Trade (DK)
R = Quote Request
S = Quote
T = Settlement Instructions
V = Market Data Request
W = Market Data-Snapshot - Full Refresh
X = Market Data-Incremental Refresh
Y = Market Data Request Reject
Z = Quote Cancel
a = Quote Status Request
b = Mass Quote Acknowledgement
c = Security Definition Request
d = Security Definition
e = Security Status Request
f = Security Status
g = Trading Session Status Request
h = Trading Session Status
i = Mass Quote
j = Business Message Reject
k = Bid Request
l = Bid Response (lowercase L)
m = List Strike Price
n = XML message (e.g. non-FIX MsgType)
o = Registration Instructions
p = Registration Instructions Response
q = Order Mass Cancel Request
r = Order Mass Cancel Report
s = New Order - Cross
t = Cross Order Cancel - Replace Request (a.k.a. Cross Order Modification Request)
u = Cross Order Cancel Request
v = Security Type Request
w = Security Types
x = Security List Request
y = Security List
z = Derivative Security List Request
AA = Derivative Security List
AB = New Order - Multileg
AC = Multileg Order Cancel - Replace (a.k.a. Multileg Order Modification Request)
AD = Trade Capture Report Request
AE = Trade Capture Report
AF = Order Mass Status Request
AG = Quote Request Reject
AH = RFQ Request
AI = Quote Status Report

Standard Message Header
36 NewSeqNo SeqNum New sequence number

Sequence Reset
37 OrderID String Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.

Email
Market Data - Snapshot / Full Refresh
Market Data - Incremental Refresh
Execution Report
Dont Know Trade (DK)
Order Cancel/Replace Request (aka Order Modification Request)
Order Cancel Request
Order Cancel Reject
Order Status Request
Order Mass Cancel Report
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
Cross Order Cancel Request
Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
Allocation
Trade Capture Report Request
Trade Capture Report
38 OrderQty Qty Quantity ordered. This represents the number of shares for equities or based on normal convention the number of contracts for options, futures, convertible bonds, etc.
(Prior to FIX 4.2 this field was of type int)

Component Block - <OrderQtyData>
Quote Request
Quote Request Reject
39 OrdStatus char Identifies current status of order.
Valid values:
0 = New
1 = Partially filled
2 = Filled
3 = Done for day
4 = Canceled
5 = Replaced (Removed - Replaced)
6 = Pending Cancel (e.g. result of Order Cancel Request)
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Accepted for bidding
E = Pending Replace (e.g. result of Order Cancel - Replace Request)
*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***
(see Volume 1: "Glossary" for value definitions)

Execution Report
Order Cancel Reject
List Status
40 OrdType char Order type.
Valid values:
1 = Market
2 = Limit
3 = Stop
4 = Stop limit
5 = Market on close (Deprecated)
6 = With or without
7 = Limit or better
8 = Limit with or without
9 = On basis
A = On close (Deprecated)
B = Limit on close (Deprecated)
C = Forex - Market (Deprecated)
D = Previously quoted
E = Previously indicated
F = Forex - Limit (Deprecated)
G = Forex - Swap
H = Forex - Previously Quoted (Deprecated)
I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan)
J = Market If Touched (MIT)
K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
L = Previous Fund Valuation Point (Historic pricing) (for CIV)
M = Next Fund Valuation Point -(Forward pricing) (for CIV)
P = Pegged
*** SOME VALUES HAVE BEEN DEPRECATED - See "Deprecated (Phased-out) Features and Supported Approach" ***
(see Volume 1: "Glossary" for value definitions)

Quote Request
Quote Request Reject
Quote
Quote Status Report
Mass Quote
Mass Quote Acknowledgement
New Order - Single
Execution Report
Order Cancel/Replace Request (aka Order Modification Request)
New Order - Cross
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
New Order - Multileg
Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
New Order - List
41 OrigClOrdID String ClOrdID of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel - replace requests.

Execution Report
Order Cancel/Replace Request (aka Order Modification Request)
Order Cancel Request
Order Cancel Reject
Order Mass Cancel Report
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
Cross Order Cancel Request
Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
42 OrigTime UTCTimestamp Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT"))

News
Email
43 PossDupFlag Boolean Indicates possible retransmission of message with this sequence number
Valid values:
Y = Possible duplicate
N = Original transmission

Standard Message Header
44 Price Price Price per unit of quantity (e.g. per share)

Advertisement
Indication of Interest
Quote Request
Quote Request Reject
New Order - Single
Execution Report
Order Cancel/Replace Request (aka Order Modification Request)
New Order - Cross
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
New Order - Multileg
Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
Bid Response
New Order - List
List Strike Price
45 RefSeqNum SeqNum Reference message sequence number

Business Message Reject
Reject
46 RelatdSym String No longer used as of FIX 4.3. Included here for reference to prior versions.
47 Rule80A char *** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" ***
Note that the name of this field is changing to "OrderCapacity" as Rule80A is a very US market-specific term. Other world markets need to convey similar information, however, often a subset of the US values. See the "Rule80A (aka OrderCapacity) Usage by Market" appendix for market-specific usage of this field.
Valid values:
A = Agency single order
B = Short exempt transaction (refer to A type)
C = Program Order, non-index arb, for Member firm - org
D = Program Order, index arb, for Member firm - org
E = Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as "Registered Equity Market Maker trades")
F = Short exempt transaction (refer to W type)
H = Short exempt transaction (refer to I type)
I = Individual Investor, single order
J = Program Order, index arb, for individual customer
K = Program Order, non-index arb, for individual customer
L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)
M = Program Order, index arb, for other member
N = Program Order, non-index arb, for other member
(...values continued in next row....)

New Order - Single
Execution Report
Order Cancel/Replace Request (aka Order Modification Request)
New Order - List
O = Proprietary transactions for competing market-maker that is affiliated with the clearing member (was incorrectly identified in the FIX spec as "Competing dealer trades")
P = Principal
R = Transactions for the account of a non-member competing market maker (was incorrectly identified in the FIX spec as "Competing dealer trades")
S = Specialist trades
T = Transactions for the account of an unaffiliated member's competing market maker (was incorrectly identified in the FIX spec as "Competing dealer trades")
U = Program Order, index arb, for other agency
W = All other orders as agent for other member
X = Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types)
Y = Program Order, non-index arb, for other agency
Z = Short exempt transaction for non-member competing market-maker (refer to A and R types)

Component Block - <Instrument>
Component Block - <UnderlyingInstrument>
Quote Cancel
48 SecurityID String Security identifier value of SecurityIDSource type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource.

Component Block - <Instrument>
49 SenderCompID String Assigned value used to identify firm sending message.

Standard Message Header
50 SenderSubID String Assigned value used to identify specific message originator (desk, trader, etc.)

Standard Message Header
51 SendingDate LocalMktDate No longer used. Included here for reference to prior versions.
52 SendingTime UTCTimestamp Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

Standard Message Header
53 Quantity Qty Overall - total quantity (e.g. number of shares)
(formerly named: Shares prior to FIX 4.3)
(Prior to FIX 4.2 this field was of type int)

Advertisement
Allocation
54 Side char Side of order
Valid values:
1 = Buy
2 = Sell
3 = Buy minus
4 = Sell plus
5 = Sell short
6 = Sell short exempt
7 = Undisclosed (valid for IOI and List Order messages only)
8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 = Cross short
A = Cross short exempt
B = "As Defined" (for use with multileg instruments)
C = "Opposite" (for use with multileg instruments)
(see Volume 1: "Glossary" for value definitions)

Indication of Interest
Quote Request
Quote Request Reject
New Order - Single
Execution Report
Dont Know Trade (DK)
Order Cancel/Replace Request (aka Order Modification Request)
Order Cancel Request
Order Status Request
Order Mass Cancel Request
Order Mass Cancel Report
Order Mass Status Request
New Order - Cross
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
Cross Order Cancel Request
New Order - Multileg
Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
Bid Request
Bid Response
New Order - List
List Strike Price
Allocation
Settlement Instructions
Trade Capture Report Request
Trade Capture Report
55 Symbol String Ticker symbol. Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)

Component Block - <Instrument>
56 TargetCompID String Assigned value used to identify receiving firm.

Standard Message Header
57 TargetSubID String Assigned value used to identify specific individual or unit intended to receive message. "ADMIN" reserved for administrative messages not intended for a specific user.

Standard Message Header
58 Text String Free format text string
(Note: this field does not have a specified maximum length)

Business Message Reject
Reject
Logout
Advertisement
Indication of Interest
News
Email
Quote Request
Quote Request Reject
Quote
Mass Quote Acknowledgement
Market Data - Snapshot / Full Refresh
Market Data - Incremental Refresh
Market Data Request Reject
Security Definition Request
Security Definition
Security Type Request
Security Types
Security List Request
Security List
Derivative Security List Request
Derivative Security List
Security Status
Trading Session Status
New Order - Single
Execution Report
Dont Know Trade (DK)
Order Cancel/Replace Request (aka Order Modification Request)
Order Cancel Request
Order Cancel Reject
Order Mass Cancel Request
Order Mass Cancel Report
New Order - Cross
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
Cross Order Cancel Request
New Order - Multileg
Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
Bid Request
Bid Response
New Order - List
List Strike Price
List Status
List Execute
List Cancel Request
List Status Request
Allocation
Allocation ACK
Trade Capture Report Request
Trade Capture Report
59 TimeInForce char Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders.
Valid values:
0 = Day
1 = Good Till Cancel (GTC)
2 = At the Opening (OPG)
3 = Immediate or Cancel (IOC)
4 = Fill or Kill (FOK)
5 = Good Till Crossing (GTX)
6 = Good Till Date
7 = At the Close
(see Volume 1: "Glossary" for value definitions)

Market Data - Snapshot / Full Refresh
Market Data - Incremental Refresh
New Order - Single
Execution Report
Order Cancel/Replace Request (aka Order Modification Request)
New Order - Cross
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
New Order - Multileg
Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
New Order - List
60 TransactTime UTCTimestamp Time of execution - order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")

Advertisement
Indication of Interest
Quote Request
Quote Request Reject
Quote
Quote Status Report
Mass Quote
Mass Quote Acknowledgement
Security Status
New Order - Single
Execution Report
Order Cancel/Replace Request (aka Order Modification Request)
Order Cancel Request
Order Cancel Reject
Order Mass Cancel Request
Order Mass Cancel Report
New Order - Cross
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
Cross Order Cancel Request
New Order - Multileg
Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
New Order - List
List Status
List Execute
List Cancel Request
Allocation
Allocation ACK
Settlement Instructions
Trade Capture Report Request
Trade Capture Report
61 Urgency char Urgency flag
Valid values:
0 = Normal
1 = Flash
2 = Background

News
62 ValidUntilTime UTCTimestamp Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

Indication of Interest
Quote
Quote Status Report
Mass Quote
Mass Quote Acknowledgement
63 SettlmntTyp char Indicates order settlement period. If present, FutSettDate (64) overrides this field. If both SettlmntTyp (63) and FutSettDate (64) are omitted, the default for SettlmntTyp (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
Valid values:
0 = Regular
1 = Cash
2 = Next Day
3 = T+2
4 = T+3
5 = T+4
6 = Future
7 = When And If Issued
8 = Sellers Option
9 = T+ 5
A = T+1

Quote Request
Quote Request Reject
Quote
New Order - Single
Execution Report
Order Cancel/Replace Request (aka Order Modification Request)
New Order - Cross
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
New Order - Multileg
Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
Bid Request
Bid Response
New Order - List
Allocation
Trade Capture Report
Trade Capture Report
64 FutSettDate LocalMktDate Specific date of trade settlement (SettlementDate) in YYYYMMDD format.
If present, this field overrides SettlmntTyp (63). This field is required if the value of SettlmntTyp (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlmntTyp (63) is 7 (When and If Issued)
(expressed in local time at place of settlement)

Quote Request
Quote Request Reject
Quote
Quote Status Report
Mass Quote
Mass Quote Acknowledgement
New Order - Single
Execution Report
Order Cancel/Replace Request (aka Order Modification Request)
New Order - Cross
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
New Order - Multileg
Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
Bid Request
Bid Response
New Order - List
Allocation
Trade Capture Report
Trade Capture Report
65 SymbolSfx String Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167).
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory

Component Block - <Instrument>
66 ListID String Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days.

Execution Report
Order Cancel/Replace Request (aka Order Modification Request)
Order Cancel Request
Order Cancel Reject
Bid Request
Bid Response
New Order - List
List Strike Price
List Status
List Execute
List Cancel Request
List Status Request
Allocation
67 ListSeqNo int Sequence of individual order within list (i.e. ListSeqNo of TotNoOrds, 2 of 25, 3 of 25, . . . )

New Order - List
68 TotNoOrders int Total number of list order entries across all messages. Should be the sum of all NoOrders in each message that has repeating list order entries related to the same ListID. Used to support fragmentation.
(Prior to FIX 4.2 this field was named "ListNoOrds")

New Order - List
List Status
69 ListExecInst String Free format text message containing list handling and execution instructions.

New Order - List
70 AllocID String Unique identifier for allocation message.
(Prior to FIX 4.1 this field was of type int)

Allocation
Allocation ACK
Settlement Instructions
71 AllocTransType char Identifies allocation transaction type
Valid values:
0 = New
1 = Replace
2 = Cancel
3 = Preliminary (without MiscFees and NetMoney) (Removed - Replaced)
4 = Calculated (includes MiscFees and NetMoney) (Removed - Replaced)
5 = Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed - Replaced)
*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***

Allocation
72 RefAllocID String Reference identifier to be used with AllocTransType=Replace or Cancel or with AllocType = "Sellside Calculated Using Preliminary".
(Prior to FIX 4.1 this field was of type int)

Allocation
73 NoOrders NumInGroup Indicates number of orders to be combined for average pricing and allocation.

New Order - List
List Status
Allocation
74 AvgPrxPrecision int Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker - institution is to be used.

Allocation
75 TradeDate LocalMktDate Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).

Advertisement
Execution Report
Bid Request
Allocation
Allocation ACK
Settlement Instructions
Trade Capture Report Request
Trade Capture Report
76 ExecBroker String No longer used as of FIX 4.3. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***
Identifies executing - give-up broker. Standard NASD market-maker mnemonic is preferred.
77 PositionEffect char Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.
Valid Values:
O = Open
C = Close
R = Rolled
F = FIFO
(formerly named: OpenClose prior to FIX 4.3)
78 NoAllocs NumInGroup Number of repeating AllocAccount - AllocPrice entries.

New Order - Single
Order Cancel/Replace Request (aka Order Modification Request)
New Order - Cross
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
New Order - Multileg
Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
New Order - List
Allocation
79 AllocAccount String Sub-account mnemonic

New Order - Single
Order Cancel/Replace Request (aka Order Modification Request)
New Order - Cross
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
New Order - Multileg
Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
New Order - List
Allocation
Settlement Instructions
80 AllocQty Qty Quantity to be allocated to specific sub-account
(formerly named: AllocShares prior to FIX 4.3)
(Prior to FIX 4.2 this field was of type int)

New Order - Single
Order Cancel/Replace Request (aka Order Modification Request)
New Order - Cross
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
New Order - Multileg
Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
New Order - List
Allocation
81 ProcessCode char Processing code for sub-account. Absence of this field in AllocAccount - AllocPrice - AllocQty - ProcessCode instance indicates regular trade.
Valid values:
0 = regular
1 = soft dollar
2 = step-in
3 = step-out
4 = soft-dollar step-in
5 = soft-dollar step-out
6 = plan sponsor

New Order - Single
New Order - Cross
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
New Order - Multileg
Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
New Order - List
Allocation
Trade Capture Report
82 NoRpts NumInGroup Total number of reports within series.

List Status
83 RptSeq int Sequence number of message within report series.

List Status
84 CxlQty Qty Total quantity canceled for this order.
(Prior to FIX 4.2 this field was of type int)

List Status
85 NoDlvyInst int Number of delivery instruction fields to follow
No longer used. Included here for reference to prior versions.
86 DlvyInst String Free format text field to indicate delivery instructions
No longer used. Included here for reference to prior versions.
87 AllocStatus int Identifies status of allocation.
Valid values:
0 = accepted (successfully processed)
1 = rejected
2 = partial accept
3 = received (received, not yet processed)

Allocation ACK
88 AllocRejCode int Identifies reason for rejection.
Valid values:
0 = unknown account(s)
1 = incorrect quantity
2 = incorrect average price
3 = unknown executing broker mnemonic
4 = commission difference
5 = unknown OrderID
6 = unknown ListID
7 = other

Allocation ACK
89 Signature data Electronic signature

Standard Message Trailer
90 SecureDataLen Length Length of encrypted message

Standard Message Header
91 SecureData data Actual encrypted data stream

Standard Message Header
92 BrokerOfCredit String No longer used as of FIX 4.3. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***
Broker to receive trade credit.
93 SignatureLength Length Number of bytes in signature field.

Standard Message Trailer
94 EmailType char Email message type.
Valid values:
0 = New
1 = Reply
2 = Admin Reply

Email
95 RawDataLength Length Number of bytes in raw data field.

Logon
News
Email
96 RawData data Unformatted raw data, can include bitmaps, word processor documents, etc.

Logon
News
Email
97 PossResend Boolean Indicates that message may contain information that has been sent under another sequence number.
Valid Values:
Y=Possible resend
N=Original transmission

Standard Message Header
98 EncryptMethod int Method of encryption.
Valid values:
0 = None - other
1 = PKCS (proprietary)
2 = DES (ECB mode)
3 = PKCS - DES (proprietary)
4 = PGP - DES (defunct)
5 = PGP - DES-MD5 (see app note on FIX web site)
6 = PEM - DES-MD5 (see app note on FIX web site)

Logon
99 StopPx Price Price per unit of quantity (e.g. per share)

New Order - Single
Execution Report
Order Cancel/Replace Request (aka Order Modification Request)
New Order - Cross
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
New Order - Multileg
Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
New Order - List
100 ExDestination Exchange Execution destination as defined by institution when order is entered.
Valid values:
See "Appendix 6-C"

Quote
Quote Status Report
New Order - Single
Order Cancel/Replace Request (aka Order Modification Request)
New Order - Cross
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
New Order - Multileg
Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
New Order - List
101 (Not Defined) n - a This field has not been defined.
102 CxlRejReason int Code to identify reason for cancel rejection.
Valid values:
0 = Too late to cancel
1 = Unknown order
2 = Broker - Exchange Option
3 = Order already in Pending Cancel or Pending Replace status
4 = Unable to process Order Mass Cancel Request
5 = OrigOrdModTime did not match last TransactTime of order
6 = Duplicate ClOrdID received

Order Cancel Reject
103 OrdRejReason int Code to identify reason for order rejection.
Valid values:
0 = Broker - Exchange option
1 = Unknown symbol
2 = Exchange closed
3 = Order exceeds limit
4 = Too late to enter
5 = Unknown Order
6 = Duplicate Order (e.g. dupe ClOrdID)
7 = Duplicate of a verbally communicated order
8 = Stale Order
9 = Trade Along required
10 = Invalid Investor ID
11 = Unsupported order characteristic
12 = Surveillence Option

Execution Report
List Status
104 IOIQualifier char Code to qualify IOI use.
Valid values:
A = All or none
B = Market On Close (MOC) (held to close)
C = At the close (around - not held to close)
D = VWAP (Volume Weighted Avg Price)
I = In touch with
L = Limit
M = More behind
O = At the open
P = Taking a position
Q = At the Market (previously called Current Quote)
R = Ready to trade
S = Portfolio shown
T = Through the day
V = Versus
W = Indication - Working away
X = Crossing opportunity
Y = At the Midpoint
Z = Pre-open
(see Volume 1: "Glossary" for value definitions)

Indication of Interest
105 WaveNo String No longer used as of FIX 4.3. Included here for reference to prior versions.
106 Issuer String Company name of security issuer (e.g. International Business Machines)
see also Volume 7: "PRODUCT: FIXED INCOME - Euro Soverign Issuer Codes"

Component Block - <Instrument>
107 SecurityDesc String Security description.

Component Block - <Instrument>
108 HeartBtInt int Heartbeat interval (seconds)

Logon
109 ClientID String No longer used as of FIX 4.3. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***
Firm identifier used in third party-transactions (should not be a substitute for OnBehalfOfCompID - DeliverToCompID).
110 MinQty Qty Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int)

Market Data - Snapshot / Full Refresh
Market Data - Incremental Refresh
New Order - Single
Execution Report
Order Cancel/Replace Request (aka Order Modification Request)
New Order - Cross
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
New Order - Multileg
Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
New Order - List
111 MaxFloor Qty Maximum quantity (e.g. number of shares) within an order to be shown on the exchange floor at any given time.
(Prior to FIX 4.2 this field was of type int)

New Order - Single
Execution Report
Order Cancel/Replace Request (aka Order Modification Request)
New Order - Cross
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
New Order - Multileg
Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
New Order - List
112 TestReqID String Identifier included in Test Request message to be returned in resulting Heartbeat

Heartbeat
Test Request
113 ReportToExch Boolean Identifies party of trade responsible for exchange reporting.
Valid values:
Y = Indicates that party receiving message must report trade
N = Indicates that party sending message will report trade

Execution Report
114 LocateReqd Boolean Indicates whether the broker is to locate the stock in conjunction with a short sell order. Valid values:
Y = Indicates the broker is responsible for locating the stock
N = Indicates the broker is not required to locate

New Order - Single
Order Cancel/Replace Request (aka Order Modification Request)
New Order - Cross
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
New Order - Multileg
Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
New Order - List
115 OnBehalfOfCompID String Assigned value used to identify firm originating message if the message was delivered by a third party i.e. the third party firm identifier would be delivered in the SenderCompID field and the firm originating the message in this field.

Standard Message Header
116 OnBehalfOfSubID String Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party

Standard Message Header
117 QuoteID String Unique identifier for quote

Quote
Quote Cancel
Quote Status Request
Quote Status Report
Mass Quote
Mass Quote Acknowledgement
New Order - Single
New Order - Cross
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
New Order - Multileg
Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
New Order - List
118 NetMoney Amt Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution.

New Order - Single
Execution Report
Order Cancel/Replace Request (aka Order Modification Request)
New Order - Cross
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
New Order - Multileg
Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
New Order - List
Allocation
Trade Capture Report
119 SettlCurrAmt Amt Total amount due expressed in settlement currency (includes the effect of the forex transaction)

Execution Report
Allocation
Trade Capture Report
120 SettlCurrency Currency Currency code of settlement denomination.

New Order - Single
Execution Report
Order Cancel/Replace Request (aka Order Modification Request)
New Order - Cross
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
New Order - Multileg
Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
New Order - List
Allocation
Trade Capture Report
121 ForexReq Boolean Indicates request for forex accommodation trade to be executed along with security transaction.
Valid values:
Y = Execute Forex after security trade
N = Do not execute Forex after security trade

New Order - Single
Order Cancel/Replace Request (aka Order Modification Request)
New Order - Cross
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
New Order - Multileg
Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
Bid Request
New Order - List
122 OrigSendingTime UTCTimestamp Original time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") when transmitting orders as the result of a resend request.

Standard Message Header
123 GapFillFlag Boolean Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent.
Valid values:
Y = Gap Fill message, MsgSeqNum field valid
N = Sequence Reset, ignore MsgSeqNum

Sequence Reset
124 NoExecs NumInGroup No of execution repeating group entries to follow.

Allocation
125 CxlType char No longer used. Included here for reference to prior versions.
126 ExpireTime UTCTimestamp Time - Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

Quote Request
Quote Request Reject
Market Data - Snapshot / Full Refresh
Market Data - Incremental Refresh
New Order - Single
Execution Report
Order Cancel/Replace Request (aka Order Modification Request)
New Order - Cross
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
New Order - Multileg
Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
New Order - List
127 DKReason char Reason for execution rejection.
Valid values:
A = Unknown symbol
B = Wrong side
C = Quantity exceeds order
D = No matching order
E = Price exceeds limit
Z = Other

Dont Know Trade (DK)
128 DeliverToCompID String Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would be delivered in the TargetCompID field and the ultimate receiver firm ID in this field.

Standard Message Header
129 DeliverToSubID String Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third party

Standard Message Header
130 IOINaturalFlag Boolean Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity.
Valid values:
Y = Natural
N = Not natural

Indication of Interest
131 QuoteReqID String Unique identifier for quote request

Quote Request
Quote Request Reject
Quote
Quote Cancel
Quote Status Report
Mass Quote
Mass Quote Acknowledgement
132 BidPx Price Bid price - rate

Quote
Quote Status Report
Mass Quote
Mass Quote Acknowledgement
133 OfferPx Price Offer price - rate

Quote
Quote Status Report
Mass Quote
Mass Quote Acknowledgement
134 BidSize Qty Quantity of bid
(Prior to FIX 4.2 this field was of type int)

Quote
Quote Status Report
Mass Quote
Mass Quote Acknowledgement
135 OfferSize Qty Quantity of offer
(Prior to FIX 4.2 this field was of type int)

Quote
Quote Status Report
Mass Quote
Mass Quote Acknowledgement
136 NoMiscFees NumInGroup Number of repeating groups of miscellaneous fees

Allocation
Trade Capture Report
137 MiscFeeAmt Amt Miscellaneous fee value

Allocation
Trade Capture Report
138 MiscFeeCurr Currency Currency of miscellaneous fee

Allocation
Trade Capture Report
139 MiscFeeType char Indicates type of miscellaneous fee.
Valid values:
1 = Regulatory (e.g. SEC)
2 = Tax
3 = Local Commission
4 = Exchange Fees
5 = Stamp
6 = Levy
7 = Other
8 = Markup
9 = Consumption Tax

Allocation
Trade Capture Report
140 PrevClosePx Price Previous closing price of security.

Quote Request
Quote Request Reject
RFQ Request
New Order - Single
New Order - Cross
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
New Order - Multileg
Multileg Order Cancel/Replace Request (aka Multileg Order Modification Request)
New Order - List
List Strike Price
141 ResetSeqNumFlag Boolean Indicates that the both sides of the FIX session should reset sequence numbers.
Valid values:
Y = Yes, reset sequence numbers
N = No

Logon
142 SenderLocationID String Assigned value used to identify specific message originator's location (i.e. geographic location and - or desk, trader)

Standard Message Header
143 TargetLocationID String Assigned value used to identify specific message destination's location (i.e. geographic location and - or desk, trader)

Standard Message Header
144 OnBehalfOfLocationID String Assigned value used to identify specific message originator's location (i.e. geographic location and - or desk, trader) if the message was delivered by a third party

Standard Message Header
145 DeliverToLocationID String Assigned value used to identify specific message recipient's location (i.e. geographic location and - or desk, trader) if the message was delivered by a third party

Standard Message Header
146 NoRelatedSym NumInGroup Specifies the number of repeating symbols specified.

News
Email
Quote Request
Quote Request Reject
RFQ Request
Market Data Request
Security List
Derivative Security List
147 Subject String The subject of an Email message

Email
148 Headline String The headline of a News message

News
149 URLLink String A URL (Uniform Resource Locator) link to additional information (i.e. http: - - www.XYZ.com - research.html)

Advertisement
Indication of Interest
News
150 ExecType char Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus will always identify the current order status (i.e. Partially Filled)
Valid values:
0 = New
1 = Partial fill (Replaced)
2 = Fill (Replaced)
3 = Done for day
4 = Canceled
5 = Replace
6 = Pending Cancel (e.g. result of Order Cancel Request)
7 = Stopped
8 = Rejected
9 = Suspended
A = Pending New
B = Calculated
C = Expired
D = Restated (ExecutionRpt sent unsolicited by sellside, with ExecRestatementReason set)
E = Pending Replace (e.g. result of Order Cancel - Replace Request)
F = Trade (partial fill or fill)
G = Trade Correct (formerly an ExecTransType)
H = Trade Cancel (formerly an ExecTransType)
I = Order Status (formerly an ExecTransType)
*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***


Execution Report
Trade Capture Report
151 LeavesQty Qty Quantity open for further execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty - CumQty.
(Prior to FIX 4.2 this field was of type int)

Execution Report
List Status
152 CashOrderQty Qty Specifies the approximate order quantity desired in total monetary units vs. as tradeable units (e.g. number of shares). The broker or fund manager (for CIV orders) would be responsible for converting and calculating a tradeable unit (e.g. share) quantity (OrderQty) based upon this amount to be used for the actual order and subsequent messages.
153 AllocAvgPx Price AvgPx for a specific AllocAccount

Allocation
154 AllocNetMoney Amt NetMoney for a specific AllocAccount

Allocation
155 SettlCurrFxRate float Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency

Execution Report
Allocation
Trade Capture Report
156 SettlCurrFxRateCalc char Specifies whether or not SettlCurrFxRate should be multiplied or divided.
M = Multiply
D = Divide

Quote
Quote Status Report
Execution Report
Allocation
Trade Capture Report
157 NumDaysInterest int Number of Days of Interest for convertible bonds and fixed income. Note value may be negative.

Execution Report
Allocation
Trade Capture Report
158 AccruedInterestRate Percentage Accrued Interest Rate for convertible bonds and fixed income

New Order - Single
Execution Report
Order Cancel/Replace Request (aka Order Modification Request)
New Order - Cross
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
New Order - List
Allocation
Trade Capture Report
159 AccruedInterestAmt Amt Amount of Accrued Interest for convertible bonds and fixed income

New Order - Single
Execution Report
Order Cancel/Replace Request (aka Order Modification Request)
New Order - Cross
Cross Order Cancel / Replace Request (aka Cross Order Modification Request)
New Order - List
Allocation
Trade Capture Report
160 SettlInstMode char Indicates mode used for Settlement Instructions
Valid values:
0 = Default
1 = Standing Instructions Provided
2 = Specific Allocation Account Overriding
3 = Specific Allocation Account Standing
4 = Specific Order for a single account (for CIV)
161 AllocText String Free format text related to a specific AllocAccount.

Allocation
162 SettlInstID String Unique identifier for Settlement Instructions message.

Settlement Instructions
163 SettlInstTransType char Settlement Instructions message transaction type
Valid values:
N = New
C = Cancel
R = Replace

Settlement Instructions
164 EmailThreadID String Unique identifier for an email thread (new and chain of replies)

Email
165 SettlInstSource char Indicates source of Settlement Instructions
Valid values:
1 = Broker's Instructions
2 = Institution's Instructions
3 = Investor (e.g. CIV use)
166 SettlLocation String No longer used as of FIX 4.3. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***
Identifies Settlement Depository or Country Code (ISITC spec)
Valid values:
CED = CEDEL
DTC = Depository Trust Company
EUR = Euroclear
FED = Federal Book Entry
PNY= Physical
PTC = Participant Trust Company
ISO Country Code = Local Market Settle Location
167 SecurityType String Indicates type of security. See also the Product and CFICode fields. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.
Valid values (grouped by Product field value):

AGENCY
FAC = Federal Agency Coupon
FADN