| Tag | Field Name | Format | Description | Found in messages | DTD for XML |
|---|---|---|---|---|---|
| 1 | Account | String | Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. |
Execution Report Order Cancel Reject New Order Single New Order List Order Cancel Request Order Cancel Replace Request Order Status Request Quote Request Quote Quote Cancel Quote Status Request Mass Quote Acknowledgement Mass Quote Bid Request Registration Instructions Registration Instructions Response New Order Cross Cross Order Cancel Replace Request New Order Multileg Multileg Order Cancel Replace Trade Capture Report Order Mass Status Request Quote Request Reject Quote Status Report Quote Response Position Maintenance Request Position Maintenance Report Request For Positions Request For Positions Ack Position Report Trade Capture Report Ack Assignment Report Collateral Request Collateral Assignment Collateral Response Collateral Report Collateral Inquiry Collateral Inquiry Ack | <!ELEMENT Acct (#PCDATA)> <!ATTLIST Acct FIXTag CDATA #FIXED '1' DataType CDATA #FIXED 'String' FullName CDATA #FIXED 'Account' ComponentType CDATA #FIXED 'Field' > |
| 2 | AdvId | String | Unique identifier of advertisement message. (Prior to FIX 4.1 this field was of type int) |
Advertisement | <!ELEMENT AdvId (#PCDATA)> <!ATTLIST AdvId FIXTag CDATA #FIXED '2' DataType CDATA #FIXED 'String' FullName CDATA #FIXED 'AdvId' ComponentType CDATA #FIXED 'Field' > |
| 3 | AdvRefID | String | Reference identifier used with CANCEL and REPLACE transaction types. (Prior to FIX 4.1 this field was of type int) |
Advertisement | <!ELEMENT AdvRefID (#PCDATA)> <!ATTLIST AdvRefID FIXTag CDATA #FIXED '3' DataType CDATA #FIXED 'String' FullName CDATA #FIXED 'AdvRefID' ComponentType CDATA #FIXED 'Field' > |
| 4 | AdvSide | char | Broker's side of advertised trade Valid values: B = Buy S = Sell X = Cross T = Trade |
Advertisement | <!ELEMENT AdvSide EMPTY> <!ATTLIST AdvSide FIXTag CDATA #FIXED '4' DataType CDATA #FIXED 'char' FullName CDATA #FIXED 'AdvSide' ComponentType CDATA #FIXED 'Field' Value ( B | S | X | T ) #REQUIRED SDValue ( Buy | Sell | Cross | Trade ) #IMPLIED > |
| 5 | AdvTransType | String | Identifies advertisement message transaction type Valid values: N = New C = Cancel R = Replace |
Advertisement | <!ELEMENT AdvTransTyp EMPTY> <!ATTLIST AdvTransTyp FIXTag CDATA #FIXED '5' DataType CDATA #FIXED 'String' FullName CDATA #FIXED 'AdvTransType' ComponentType CDATA #FIXED 'Field' Value ( N | C | R ) #REQUIRED SDValue ( AdvNew | AdvCancel | AdvReplace ) #IMPLIED > |
| 6 | AvgPx | Price | Calculated average price of all fills on this order. For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (31). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount. |
Execution Report Allocation Instruction List Status Trade Capture Report Confirmation Allocation Report | <!ELEMENT AvgPx (#PCDATA)> <!ATTLIST AvgPx FIXTag CDATA #FIXED '6' DataType CDATA #FIXED 'Price' FullName CDATA #FIXED 'AvgPx' ComponentType CDATA #FIXED 'Field' > |
| 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.4.4 |
Standard Header | |
| 9 | BodyLength | Length | Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted) |
Standard 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 |
Standard Trailer | |
| 11 | ClOrdID | String | Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (115) 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. |
Execution Report Order Cancel Reject New Order Single New Order List Order Cancel Request Order Cancel Replace Request Order Status Request Allocation Instruction List Status Quote Request Settlement Instructions List Strike Price Registration Instructions Registration Instructions Response Order Mass Cancel Request Order Mass Cancel Report New Order Cross Cross Order Cancel Replace Request Cross Order Cancel Request New Order Multileg Multileg Order Cancel Replace Trade Capture Report Request Trade Capture Report Quote Response Confirmation Allocation Report Collateral Request Collateral Assignment Collateral Response Collateral Report Collateral Inquiry Collateral Inquiry Ack Confirmation Request | <!ELEMENT ClOrdID (#PCDATA)> <!ATTLIST ClOrdID FIXTag CDATA #FIXED '11' DataType CDATA #FIXED 'String' FullName CDATA #FIXED 'ClOrdID' ComponentType CDATA #FIXED 'Field' > |
| 12 | Commission | Amt | Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05. |
Quote Quote Status Report Quote Response Commission Data | <!ELEMENT Comm (#PCDATA)> <!ATTLIST Comm FIXTag CDATA #FIXED '12' DataType CDATA #FIXED 'Amt' FullName CDATA #FIXED 'Commission' ComponentType CDATA #FIXED 'Field' > |
| 13 | CommType | char | Commission type Valid values: 1 = per unit (implying shares, par, currency, etc) 2 = percentage 3 = absolute (total monetary amount) 4 = (for CIV buy orders) percentage waived – cash discount 5 = (for CIV buy orders) percentage waived – enhanced units 6 = points per bond or or contract [Supply ContractMultiplier (231) in the |
Quote Quote Status Report Quote Response Commission Data | <!ELEMENT CommTyp EMPTY> <!ATTLIST CommTyp FIXTag CDATA #FIXED '13' DataType CDATA #FIXED 'char' FullName CDATA #FIXED 'CommType' ComponentType CDATA #FIXED 'Field' Value ( 1 | 2 | 3 | 4 | 5 | 6 ) #REQUIRED SDValue ( PerShare | Percent | Absolute | PctWaivedCshDisc | PctWaivedEnUnits | PerBond ) #IMPLIED > |
| 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 | <!ELEMENT CumQty (#PCDATA)> <!ATTLIST CumQty FIXTag CDATA #FIXED '14' DataType CDATA #FIXED 'Qty' FullName CDATA #FIXED 'CumQty' ComponentType CDATA #FIXED 'Field' > |
| 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. |
I O I Advertisement Execution Report New Order Single New Order List Order Cancel Replace Request Allocation Instruction Quote Request Quote Market Data Snapshot Full Refresh Market Data Incremental Refresh Mass Quote Acknowledgement Security Definition Request Security Definition Security Status Request Security Status Mass Quote Bid Request List Strike Price New Order Cross Cross Order Cancel Replace Request Security List Request Security List Derivative Security List Request Derivative Security List New Order Multileg Multileg Order Cancel Replace Trade Capture Report Quote Request Reject Quote Status Report Quote Response Confirmation Position Maintenance Request Position Maintenance Report Request For Positions Request For Positions Ack Position Report Allocation Report Assignment Report Collateral Request Collateral Assignment Collateral Response Collateral Report Collateral Inquiry Collateral Inquiry Ack | <!ELEMENT Ccy EMPTY> <!ATTLIST Ccy FIXTag CDATA #FIXED '15' DataType CDATA #FIXED 'Currency' FullName CDATA #FIXED 'Currency' ComponentType CDATA #FIXED 'Field' Value ( %isoCurrencyCode; ) #REQUIRED > |
| 16 | EndSeqNo | SeqNum | Message sequence number of last message in range to be resent. If request is for a single message BeginSeqNo (7) = 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) for ExecType (150) =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 Allocation Instruction Dont Know Trade D K Trade Capture Report Request Trade Capture Report Trade Capture Report Ack Allocation Report Collateral Request Collateral Assignment Collateral Response Collateral Report Collateral Inquiry Collateral Inquiry Ack | <!ELEMENT ExecID (#PCDATA)> <!ATTLIST ExecID FIXTag CDATA #FIXED '17' DataType CDATA #FIXED 'String' FullName CDATA #FIXED 'ExecID' ComponentType CDATA #FIXED 'Field' > |
| 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 b id/sell at offer) S = Suspend T = Fixed Peg to Local best bid or offer at time of orderU = Customer Display Instruction (Rule11Ac1-1/4) V = Netting (for Forex) W = Peg to VWAP X = Trade Along Y = Try to Stop Z = Cancel if Not Best a = Trailing Stop Peg b = Strict Limit (No Price Improvement) c = Ignore Price Validity Checks d = Peg to Limit Price e = Work to Target Strategy *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume 1: "Glossary" for value definitions) |
Execution Report New Order Single New Order List Order Cancel Replace Request Market Data Snapshot Full Refresh Market Data Incremental Refresh New Order Cross Cross Order Cancel Replace Request New Order Multileg Multileg Order Cancel Replace Trade Capture Report | <!ELEMENT ExecInst EMPTY> <!ATTLIST ExecInst FIXTag CDATA #FIXED '18' DataType CDATA #FIXED 'MultipleValueString' FullName CDATA #FIXED 'ExecInst' ComponentType CDATA #FIXED 'Field' Value ( 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 0 | A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | U | V | W | X | Y | Z | a | b | c | d | e ) #REQUIRED SDValue ( NotHeld | Work | GoAlong | OverDay | Held | PartNotInit | StrictScale | TryToScale | StayBid | StayOffer | NoCross | OkCross | CallFirst | PercVol | DNI | DNR | AON | RestateOnSysFail | InstitOnly | RestateOnTradingHalt | CancelOnTradingHalt | LastPeg | MidPrcPeg | NonNego | OpenPeg | MarkPeg | CancelOnSysFail | PrimPeg | Suspend | CustDispInst | Netting | PegVWAP | TradeAlong | TryToStop | CxlifNotBest | TrailStopPeg | StrictLimit | IgnorePriceChk | PegToLimit | WorkToStrategy ) #IMPLIED > |
| 19 | ExecRefID | String | Reference identifier used with Trade Cancel and Trade Correct execution types. (Prior to FIX 4.1 this field was of type int) |
Execution Report | <!ELEMENT ExecRefID (#PCDATA)> <!ATTLIST ExecRefID FIXTag CDATA #FIXED '19' DataType CDATA #FIXED 'String' FullName CDATA #FIXED 'ExecRefID' ComponentType CDATA #FIXED 'Field' > |
| 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 |
No longer used | |
| 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 |
Execution Report New Order Single New Order List Order Cancel Replace Request New Order Cross Cross Order Cancel Replace Request New Order Multileg Multileg Order Cancel Replace | <!ELEMENT HandlInst EMPTY> <!ATTLIST HandlInst FIXTag CDATA #FIXED '21' DataType CDATA #FIXED 'char' FullName CDATA #FIXED 'HandlInst' ComponentType CDATA #FIXED 'Field' Value ( 1 | 2 | 3 ) #REQUIRED SDValue ( AutoExecPriv | AutoExecPub | Manual ) #IMPLIED > |
| 22 | SecurityIDSource | String | Identifies class or source of the SecurityID (48) 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) H = Clearing House / Clearing Organization I = ISDA/FpML Product Specification J = Options Price Reporting Authority 100+ are reserved for private security identifications |
Instrument | <!ELEMENT SecIDSrc EMPTY> <!ATTLIST SecIDSrc FIXTag CDATA #FIXED '22' DataType CDATA #FIXED 'String' FullName CDATA #FIXED 'SecurityIDSource' ComponentType CDATA #FIXED 'Field' Value ( 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | A | B | C | D | E | F | G | H | I | J ) #REQUIRED SDValue ( CUSIP | SEDOL | QUIK | ISIN | RIC | ISOCurr | ISOCountry | ExchSymb | CTA | Blmbrg | Wertpapier | Dutch | Valoren | Sicovam | Belgian | Common | ClearingHouse | FpML | OptionPriceReportingAuthority ) #IMPLIED > |
| 23 | IOIID | String | Unique identifier of IOI message. (Prior to FIX 4.1 this field was of type int) |
I O I New Order Single New Order List New Order Cross Cross Order Cancel Replace Request New Order Multileg Multileg Order Cancel Replace Quote Response | <!ELEMENT IOIID (#PCDATA)> <!ATTLIST IOIID FIXTag CDATA #FIXED '23' DataType CDATA #FIXED 'String' FullName CDATA #FIXED 'IOIID' ComponentType CDATA #FIXED 'Field' > |
| 24 | IOIOthSvc__(no_longer_used) | char | No longer used as of FIX 4.2. Included here for reference to prior versions. |
No longer used | |
| 25 | IOIQltyInd | char | Relative quality of indication Valid values: L = Low M = Medium H = High |
I O I | <!ELEMENT IOIQltyInd EMPTY> <!ATTLIST IOIQltyInd FIXTag CDATA #FIXED '25' DataType CDATA #FIXED 'char' FullName CDATA #FIXED 'IOIQltyInd' ComponentType CDATA #FIXED 'Field' Value ( L | M | H ) #REQUIRED SDValue ( Low | Medium | High ) #IMPLIED > |
| 26 | IOIRefID | String | Reference identifier used with CANCEL and REPLACE, transaction types. (Prior to FIX 4.1 this field was of type int) |
I O I | <!ELEMENT IOIRefID (#PCDATA)> <!ATTLIST IOIRefID FIXTag CDATA #FIXED '26' DataType CDATA #FIXED 'String' FullName CDATA #FIXED 'IOIRefID' ComponentType CDATA #FIXED 'Field' > |
| 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 |
I O I | <!ELEMENT IOIQty (#PCDATA)> <!ATTLIST IOIQty FIXTag CDATA #FIXED '27' DataType CDATA #FIXED 'String' FullName CDATA #FIXED 'IOIQty' ComponentType CDATA #FIXED 'Field' > |
| 28 | IOITransType | char | Identifies IOI message transaction type Valid values: N = New C = Cancel R = Replace |
I O I | <!ELEMENT IOITransTyp EMPTY> <!ATTLIST IOITransTyp FIXTag CDATA #FIXED '28' DataType CDATA #FIXED 'char' FullName CDATA #FIXED 'IOITransType' ComponentType CDATA #FIXED 'Field' Value ( N | C | R ) #REQUIRED SDValue ( IOINew | IOICancel | IOIReplace ) #IMPLIED > |
| 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 Instruction Allocation Report | <!ELEMENT LastCpcty EMPTY> <!ATTLIST LastCpcty FIXTag CDATA #FIXED '29' DataType CDATA #FIXED 'char' FullName CDATA #FIXED 'LastCapacity' ComponentType CDATA #FIXED 'Field' Value ( 1 | 2 | 3 | 4 ) #REQUIRED SDValue ( A | XA | XP | P ) #IMPLIED > |
| 30 | LastMkt | Exchange | Market of execution for last fill, or an indication of the market where an order was routed Valid values: See "Appendix 6-C" |
Advertisement Execution Report Allocation Instruction Trade Capture Report Confirmation Allocation Report | <!ELEMENT LastMkt EMPTY> <!ATTLIST LastMkt FIXTag CDATA #FIXED '30' DataType CDATA #FIXED 'Exchange' FullName CDATA #FIXED 'LastMkt' ComponentType CDATA #FIXED 'Field' Value ( %isoMICCode; ) #REQUIRED > |
| 31 | LastPx | Price | Price of this (last) fill. |
Execution Report Allocation Instruction Dont Know Trade D K Security Status Trade Capture Report Allocation Report | <!ELEMENT LastPx (#PCDATA)> <!ATTLIST LastPx FIXTag CDATA #FIXED '31' DataType CDATA #FIXED 'Price' FullName CDATA #FIXED 'LastPx' ComponentType CDATA #FIXED 'Field' > |
| 32 | LastQty | Qty | Quantity (e.g. shares) bought/sold on this (last) fill. (Prior to FIX 4.2 this field was of type int) |
Execution Report Allocation Instruction Dont Know Trade D K Trade Capture Report Allocation Report | <!ELEMENT LastQty (#PCDATA)> <!ATTLIST LastQty FIXTag CDATA #FIXED '32' DataType CDATA #FIXED 'Qty' FullName CDATA #FIXED 'LastQty' ComponentType CDATA #FIXED 'Field' > |
| 33 | NoLinesOfText | NumInGroup | Identifies number of lines of text body |
News | <!ELEMENT NoLinesOfText (#PCDATA)> <!ATTLIST NoLinesOfText FIXTag CDATA #FIXED '33' DataType CDATA #FIXED 'NumInGroup' FullName CDATA #FIXED 'NoLinesOfText' ComponentType CDATA #FIXED 'Field' > |
| 34 | MsgSeqNum | SeqNum | Integer message sequence number. |
Standard 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 Instruction K = List Cancel Request L = List Execute M = List Status Request N = List Status P = Allocation Instruction 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 AJ = Quote Response AK = Confirmation AL = Position Maintenance Request AM = Position Maintenance Report AN = Request For Positions AO = Request For Positions Ack AP = Position Report AQ = Trade Capture Report Request Ack AR = Trade Capture Report Ack AS = Allocation Report (aka Allocation Claim) AT = Allocation Report Ack (aka Allocation Claim Ack) AU = Confirmation Ack (aka Affirmation) AV = Settlement Instruction Request AW = Assignment Report AX = Collateral Request AY = Collateral Assignment AZ = Collateral Response BA = Collateral Report BB = Collateral Inquiry BC = Network (Counterparty System) Status Request BD = Network (Counterparty System) Status Response BE = User Request BF = User Response BG = Collateral Inquiry Ack BH = Confirmation Request |
Standard 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. |
Execution Report Order Cancel Reject Order Cancel Request Order Cancel Replace Request Order Status Request Allocation Instruction Dont Know Trade D K Market Data Snapshot Full Refresh Market Data Incremental Refresh Order Mass Cancel Report Cross Order Cancel Replace Request Cross Order Cancel Request Multileg Order Cancel Replace Trade Capture Report Request Trade Capture Report Confirmation Allocation Report Collateral Request Collateral Assignment Collateral Response Collateral Report Collateral Inquiry Collateral Inquiry Ack Confirmation Request | <!ELEMENT OrdID (#PCDATA)> <!ATTLIST OrdID FIXTag CDATA #FIXED '37' DataType CDATA #FIXED 'String' FullName CDATA #FIXED 'OrderID' ComponentType CDATA #FIXED 'Field' > |
| 38 | OrderQty | Qty | Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments. (Prior to FIX 4.2 this field was of type int) |
Allocation Instruction Confirmation Allocation Report Confirmation Request Order Qty Data | <!ELEMENT OrdQty (#PCDATA)> <!ATTLIST OrdQty FIXTag CDATA #FIXED '38' DataType CDATA #FIXED 'Qty' FullName CDATA #FIXED 'OrderQty' ComponentType CDATA #FIXED 'Field' > |
| 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 Trade Capture Report | <!ELEMENT OrdStat EMPTY> <!ATTLIST OrdStat FIXTag CDATA #FIXED '39' DataType CDATA #FIXED 'char' FullName CDATA #FIXED 'OrdStatus' ComponentType CDATA #FIXED 'Field' Value ( 0 | 1 | 2 | 3 | 4 | 6 | 7 | 8 | 9 | A | B | C | D | E ) #REQUIRED SDValue ( New | Partial | Filled | Done | Canceled | PendingCR | Stopped | Rejected | Suspended | PendingNew | Calculated | Expired | AcceptBidding | PendingRep ) #IMPLIED > |
| 40 | OrdType | char | Order type. Valid values: 1 = Market 2 = Limit 3 = Stop 4 = Stop limit 5 = Market on close (No longer used) 6 = With or without 7 = Limit or better (Deprecated) 8 = Limit with or without 9 = On basis A = On close (No longer used) B = Limit on close (No longer used) C = Forex - Market (No longer used) D = Previously quoted E = Previously indicated F = Forex - Limit (No longer used) G = Forex - Swap H = Forex - Previously Quoted (No longer used) 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 ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume 1: "Glossary" for value definitions) |
Execution Report New Order Single New Order List Order Cancel Replace Request Quote Request Quote Mass Quote Acknowledgement Mass Quote New Order Cross Cross Order Cancel Replace Request New Order Multileg Multileg Order Cancel Replace Trade Capture Report Quote Request Reject Quote Status Report Quote Response | <!ELEMENT OrdTyp EMPTY> <!ATTLIST OrdTyp FIXTag CDATA #FIXED '40' DataType CDATA #FIXED 'char' FullName CDATA #FIXED 'OrdType' ComponentType CDATA #FIXED 'Field' Value ( 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | A | B | C | D | E | F | G | H | I | J | K | L | M | P ) #REQUIRED SDValue ( Market | Limit | Stop | StopLimit | MarketOnClose | WithOrWithout | LimitOrBetter | LimitWithOrWithout | OnBasis | OnClose | LimitOnClose | ForexMarket | PreviouslyQuoted | PreviouslyIndicated | ForexLimit | ForexSwap | ForexPreviouslyQuoted | Funari | MarketIfTouched | MarketWithLeftOverLimit | PreviousFundValuationPoint | NextFundValuationPoint | Pegged ) #IMPLIED > |
| 41 | OrigClOrdID | String | ClOrdID (11) 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 Reject Order Cancel Request Order Cancel Replace Request Order Mass Cancel Report Cross Order Cancel Replace Request Cross Order Cancel Request Multileg Order Cancel Replace | <!ELEMENT OrigClOrdID (#PCDATA)> <!ATTLIST OrigClOrdID FIXTag CDATA #FIXED '41' DataType CDATA #FIXED 'String' FullName CDATA #FIXED 'OrigClOrdID' ComponentType CDATA #FIXED 'Field' > |
| 42 | OrigTime | UTCTimestamp | Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as “GMT”)) |
News | <!ELEMENT OrigTm (#PCDATA)> <!ATTLIST OrigTm FIXTag CDATA #FIXED '42' DataType CDATA #FIXED 'UTCTimestamp' FullName CDATA #FIXED 'OrigTime' ComponentType CDATA #FIXED 'Field' > |
| 43 | PossDupFlag | Boolean | Indicates possible retransmission of message with this sequence number Valid values: Y = Possible duplicate N = Original transmission |
Standard Header | <!ELEMENT PossDupFlag EMPTY> <!ATTLIST PossDupFlag FIXTag CDATA #FIXED '43' DataType CDATA #FIXED 'Boolean' FullName CDATA #FIXED 'PossDupFlag' ComponentType CDATA #FIXED 'Field' Value ( Y | N ) #REQUIRED SDValue ( PossDup | OrigTrans ) #IMPLIED > |
| 44 | Price | Price | Price per unit of quantity (e.g. per share) |
I O I Advertisement Execution Report New Order Single New Order List Order Cancel Replace Request Quote Request Bid Response List Strike Price New Order Cross Cross Order Cancel Replace Request New Order Multileg Multileg Order Cancel Replace Quote Request Reject Quote Status Report Quote Response Collateral Request Collateral Assignment Collateral Response Collateral Report Collateral Inquiry | <!ELEMENT Px (#PCDATA)> <!ATTLIST Px FIXTag CDATA #FIXED '44' DataType CDATA #FIXED 'Price' FullName CDATA #FIXED 'Price' ComponentType CDATA #FIXED 'Field' > |
| 45 | RefSeqNum | SeqNum | Reference message sequence number |
Reject Business Message Reject | <!ELEMENT RefSeqNum (#PCDATA)> <!ATTLIST RefSeqNum FIXTag CDATA #FIXED '45' DataType CDATA #FIXED 'SeqNum' FullName CDATA #FIXED 'RefSeqNum' ComponentType CDATA #FIXED 'Field' > |
| 46 | RelatdSym__(no_longer_used) | String | No longer used as of FIX 4.3. Included here for reference to prior versions. |
No longer used | |
| 47 | Rule80A(No_Longer_Used) | char | No longer used as of FIX.4.4. Included here for reference to prior versions. 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 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) |
No longer used | |
| 48 | SecurityID | String | Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource. |
Instrument | <!ELEMENT SecID (#PCDATA)> <!ATTLIST SecID FIXTag CDATA #FIXED '48' DataType CDATA #FIXED 'String' FullName CDATA #FIXED 'SecurityID' ComponentType CDATA #FIXED 'Field' > |
| 49 | SenderCompID | String | Assigned value used to identify firm sending message. |
Standard Header | <!ELEMENT SndCompID (#PCDATA)> <!ATTLIST SndCompID FIXTag CDATA #FIXED '49' DataType CDATA #FIXED 'String' FullName CDATA #FIXED 'SenderCompID' ComponentType CDATA #FIXED 'Field' > |
| 50 | SenderSubID | String | Assigned value used to identify specific message originator (desk, trader, etc.) |
Standard Header | <!ELEMENT SndSubID (#PCDATA)> <!ATTLIST SndSubID FIXTag CDATA #FIXED '50' DataType CDATA #FIXED 'String' FullName CDATA #FIXED 'SenderSubID' ComponentType CDATA #FIXED 'Field' > |
| 51 | SendingDate__(no_longer_used) | LocalMktDate | No longer used. Included here for reference to prior versions. |
No longer used | |
| 52 | SendingTime | UTCTimestamp | Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as “GMT”) |
Standard Header | <!ELEMENT SndgTm (#PCDATA)> <!ATTLIST SndgTm FIXTag CDATA #FIXED '52' DataType CDATA #FIXED 'UTCTimestamp' FullName CDATA #FIXED 'SendingTime' ComponentType CDATA #FIXED 'Field' > |
| 53 | Quantity | Qty | Overall/total quantity (e.g. number of shares) (Prior to FIX 4.2 this field was of type int) |
Advertisement Allocation Instruction Allocation Report Collateral Request Collateral Assignment Collateral Response Collateral Report Collateral Inquiry Collateral Inquiry Ack | <!ELEMENT Qty (#PCDATA)> <!ATTLIST Qty FIXTag CDATA #FIXED '53' DataType CDATA #FIXED 'Qty' FullName CDATA #FIXED 'Quantity' ComponentType CDATA #FIXED 'Field' > |
| 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) D = Subscribe (e.g. CIV) E = Redeem (e.g. CIV) F = Lend (FINANCING - identifies direction of collateral) G = Borrow (FINANCING - identifies direction of collateral) (see Volume 1: "Glossary" for value definitions) |
I O I Execution Report New Order Single New Order List Order Cancel Request Order Cancel Replace Request Order Status Request Allocation Instruction Dont Know Trade D K Quote Request Quote Settlement Instructions Bid Request Bid Response List Strike Price Order Mass Cancel Request Order Mass Cancel Report New Order Cross Cross Order Cancel Replace Request Cross Order Cancel Request New Order Multileg Multileg Order Cancel Replace Trade Capture Report Request Trade Capture Report Order Mass Status Request Quote Request Reject Quote Status Report Quote Response Confirmation Allocation Report Settlement Instruction Request Collateral Request Collateral Assignment Collateral Response Collateral Report Collateral Inquiry | <!ELEMENT Side EMPTY> <!ATTLIST Side FIXTag CDATA #FIXED '54' DataType CDATA #FIXED 'char' FullName CDATA #FIXED 'Side' ComponentType CDATA #FIXED 'Field' Value ( 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | A | B | C | D | E | F | G ) #REQUIRED SDValue ( Buy | Sell | BuyMin | SellPlus | SellSht | SellShtEx | Undisc | Cross | CrossShort | CrossShortEx | AsDefined | Opposite | Subscribe | Redeem | LendFinancing | BorrowFinancing ) #IMPLIED > |
| 55 | Symbol | String | Ticker symbol. Common, "human understood" representation of the security. SecurityID (48) value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use “[N/A]” for products which do not have a symbol. |
Instrument | <!ELEMENT Sym (#PCDATA)> <!ATTLIST Sym FIXTag CDATA #FIXED '55' DataType CDATA #FIXED 'String' FullName CDATA #FIXED 'Symbol' ComponentType CDATA #FIXED 'Field' > |
| 56 | TargetCompID | String | Assigned value used to identify receiving firm. |
Standard Header | <!ELEMENT TgtCompID (#PCDATA)> <!ATTLIST TgtCompID FIXTag CDATA #FIXED '56' DataType CDATA #FIXED 'String' FullName CDATA #FIXED 'TargetCompID' ComponentType CDATA #FIXED 'Field' > |
| 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 Header | <!ELEMENT TgtSubID (#PCDATA)> <!ATTLIST TgtSubID FIXTag CDATA #FIXED '57' DataType CDATA #FIXED 'String' FullName CDATA #FIXED 'TargetSubID' ComponentType CDATA #FIXED 'Field' > |
| 58 | Text | String | Free format text string (Note: this field does not have a specified maximum length) |
Reject Logout I O I Advertisement Execution Report Order Cancel Reject News New Order Single New Order List Order Cancel Request Order Cancel Replace Request Allocation Instruction List Cancel Request List Execute List Status Request List Status Allocation Instruction Ack Dont Know Trade D K Quote Request Quote Settlement Instructions Market Data Snapshot Full Refresh Market Data Incremental Refresh Market Data Request Reject Mass Quote Acknowledgement Security Definition Request Security Definition Security Status Trading Session Status Business Message Reject Bid Request Bid Response List Strike Price Order Mass Cancel Request Order Mass Cancel Report New Order Cross Cross Order Cancel Replace Request Cross Order Cancel Request Security Type Request Security Types Security List Request Security List Derivative Security List Request Derivative Security List New Order Multileg Multileg Order Cancel Replace Trade Capture Report Request Trade Capture Report Quote Request Reject Quote Status Report Quote Response Confirmation Position Maintenance Request Position Maintenance Report Request For Positions Request For Positions Ack Position Report Trade Capture Report Request Ack Trade Capture Report Ack Allocation Report Allocation Report Ack Confirmation _ Ack Assignment Report Collateral Request Collateral Assignment Collateral Response Collateral Report Collateral Inquiry Collateral Inquiry Ack Confirmation Request | <!ELEMENT Text (#PCDATA)> <!ATTLIST Text FIXTag CDATA #FIXED '58' DataType CDATA #FIXED 'String' FullName CDATA #FIXED 'Text' ComponentType CDATA #FIXED 'Field' > |
| 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 (or session) 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) |
Execution Report New Order Single New Order List Order Cancel Replace Request Market Data Snapshot Full Refresh Market Data Incremental Refresh New Order Cross Cross Order Cancel Replace Request New Order Multileg Multileg Order Cancel Replace | <!ELEMENT TmInForce EMPTY> <!ATTLIST TmInForce FIXTag CDATA #FIXED '59' DataType CDATA #FIXED 'char' FullName CDATA #FIXED 'TimeInForce' ComponentType CDATA #FIXED 'Field' Value ( 0 | 1 | 2 | 3 | 4 | 5 | 6 | 7 ) #REQUIRED SDValue ( Day | GoodTillCancel | AtTheOpening | ImmediateOrCancel | FillOrKill | GoodTillCrossing | GoodTillDate | AtTheClose ) #IMPLIED > |
| 60 | TransactTime | UTCTimestamp | Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as “GMT”) |
I O I Advertisement Execution Report Order Cancel Reject New Order Single New Order List Order Cancel Request Order Cancel Replace Request Allocation Instruction List Cancel Request List Execute List Status Allocation Instruction Ack Quote Request Quote Settlement Instructions Mass Quote Acknowledgement Security Status Mass Quote Order Mass Cancel Request Order Mass Cancel Report New Order Cross Cross Order Cancel Replace Request Cross Order Cancel Request New Order Multileg Multileg Order Cancel Replace Trade Capture Report Request Trade Capture Report Quote Request Reject Quote Status Report Quote Response Confirmation Position Maintenance Request Position Maintenance Report Request For Positions Trade Capture Report Ack Allocation Report Allocation Report Ack Confirmation _ Ack Settlement Instruction Request Collateral Request Collateral Assignment Collateral Response Confirmation Request | <!ELEMENT TransactTm (#PCDATA)> <!ATTLIST TransactTm FIXTag CDATA #FIXED '60' DataType CDATA #FIXED 'UTCTimestamp' FullName CDATA #FIXED 'TransactTime' ComponentType CDATA #FIXED 'Field' > |
| 61 | Urgency | char | Urgency flag Valid values: 0 = Normal 1 = Flash 2 = Background |
News | <!ELEMENT Urgency EMPTY> <!ATTLIST Urgency FIXTag CDATA #FIXED '61' DataType CDATA #FIXED 'char' FullName CDATA #FIXED 'Urgency' ComponentType CDATA #FIXED 'Field' Value ( 0 | 1 | 2 ) #REQUIRED SDValue ( Normal | Flash | Background ) #IMPLIED > |
| 62 | ValidUntilTime | UTCTimestamp | Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as “GMT”) |
I O I Quote Request Quote Mass Quote Acknowledgement Mass Quote Quote Status Report Quote Response | <!ELEMENT ValidUntilTm (#PCDATA)> <!ATTLIST ValidUntilTm FIXTag CDATA #FIXED '62' DataType CDATA #FIXED 'UTCTimestamp' FullName CDATA #FIXED 'ValidUntilTime' ComponentType CDATA #FIXED 'Field' > |
| 63 | SettlType | char | Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and “when-issued” securities. Supplying a value of “7” clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Valid values: 0 = Regular 1 = Cash 2 = Next Day (T+1) 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 (Removed in FIX 4.4, use "2 = Next Day (T+1)" value) |
Execution Report New Order Single New Order List Order Cancel Replace Request Allocation Instruction Quote Request Quote Bid Request Bid Response New Order Cross Cross Order Cancel Replace Request New Order Multileg Multileg Order Cancel Replace Trade Capture Report Quote Request Reject Quote Status Report Quote Response Confirmation Allocation Report | <!ELEMENT SettlTyp EMPTY> <!ATTLIST SettlTyp FIXTag CDATA #FIXED '63' DataType CDATA #FIXED 'char' FullName CDATA #FIXED 'SettlType' ComponentType CDATA #FIXED 'Field' Value ( 0 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 ) #REQUIRED SDValue ( Regular | Cash | NextDay | T2 | T3 | T4 | Future | WhenIssued | T5 | T1 ) #IMPLIED > |
| 64 | SettlDate | LocalMktDate | Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement) |
Execution Report New Order Single New Order List Order Cancel Replace Request Allocation Instruction Quote Request Quote Mass Quote Acknowledgement Mass Quote Bid Request Bid Response New Order Cross Cross Order Cancel Replace Request New Order Multileg Multileg Order Cancel Replace Trade Capture Report Quote Request Reject Quote Status Report Quote Response Confirmation Allocation Report Collateral Request Collateral Assignment Collateral Response Collateral Report Collateral Inquiry Collateral Inquiry Ack | <!ELEMENT SettlDt (#PCDATA)> <!ATTLIST SettlDt FIXTag CDATA #FIXED '64' DataType CDATA #FIXED 'LocalMktDate' FullName CDATA #FIXED 'SettlDate' ComponentType CDATA #FIXED 'Field' > |
| 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 Fixed Income use: WI = “When Issued” for a security to be reissued under an old CUSIP or ISIN CD = a EUCP with lump-sum interest rather than discount price |
Instrument | <!ELEMENT SymSfx EMPTY> <!ATTLIST SymSfx FIXTag CDATA #FIXED '65' DataType CDATA #FIXED 'String' FullName CDATA #FIXED 'SymbolSfx' ComponentType CDATA #FIXED 'Field' Value ( WI | CD ) #REQUIRED SDValue ( WhenIssued | EUCPLumpsumInterest ) #IMPLIED > |
| 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 Reject New Order List Order Cancel Request Order Cancel Replace Request Allocation Instruction List Cancel Request List Execute List Status Request List Status Bid Request Bid Response List Strike Price Trade Capture Report Confirmation Allocation Report Confirmation Request | <!ELEMENT ListID (#PCDATA)> <!ATTLIST ListID FIXTag CDATA #FIXED '66' DataType CDATA #FIXED 'String' FullName CDATA #FIXED 'ListID' ComponentType CDATA #FIXED 'Field' > |
| 67 | ListSeqNo | int | Sequence of individual order within list (i.e. ListSeqNo of TotNoOrders (68), 2 of 25, 3 of 25, . . . ) |
New Order List | <!ELEMENT ListSeqNo (#PCDATA)> <!ATTLIST ListSeqNo FIXTag CDATA #FIXED '67' DataType CDATA #FIXED 'int' FullName CDATA #FIXED 'ListSeqNo' ComponentType CDATA #FIXED 'Field' > |
| 68 | TotNoOrders | int | Total number of list order entries across all messages. Should be the sum of all NoOrders (73) in each message that has repeating list order entries related to the same ListID (66). Used to support fragmentation. (Prior to FIX 4.2 this field was named "ListNoOrds") |
New Order List List Status | <!ELEMENT TotNoOrds (#PCDATA)> <!ATTLIST TotNoOrds FIXTag CDATA #FIXED '68' DataType CDATA #FIXED 'int' FullName CDATA #FIXED 'TotNoOrders' ComponentType CDATA #FIXED 'Field' > |
| 69 | ListExecInst | String | Free format text message containing list handling and execution instructions. |
New Order List | <!ELEMENT ListExecInst (#PCDATA)> <!ATTLIST ListExecInst FIXTag CDATA #FIXED '69' DataType CDATA #FIXED 'String' FullName CDATA #FIXED 'ListExecInst' ComponentType CDATA #FIXED 'Field' > |
| 70 | AllocID | String | Unique identifier for allocation message. (Prior to FIX 4.1 this field was of type int) |
New Order Single New Order List Order Cancel Replace Request Allocation Instruction Allocation Instruction Ack New Order Cross Cross Order Cancel Replace Request New Order Multileg Multileg Order Cancel Replace Trade Capture Report Confirmation Allocation Report Allocation Report Ack Confirmation Request | <!ELEMENT AllocID (#PCDATA)> <!ATTLIST AllocID FIXTag CDATA #FIXED '70' DataType CDATA #FIXED 'String' FullName CDATA #FIXED 'AllocID' ComponentType CDATA #FIXED 'Field' > |
| 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 Instruction Allocation Report | <!ELEMENT AllocTransTyp EMPTY> <!ATTLIST AllocTransTyp FIXTag CDATA #FIXED '71' DataType CDATA #FIXED 'char' FullName CDATA #FIXED 'AllocTransType' ComponentType CDATA #FIXED 'Field' Value ( 0 | 1 | 2 | 3 | 4 | 5 ) #REQUIRED SDValue ( New | Replace | Cancel | Preliminary | Calculated | CalculatedWithoutPreliminary ) #IMPLIED > |
| 72 | RefAllocID | String | Reference identifier to be used with AllocTransType (71) =Replace or Cancel. (Prior to FIX 4.1 this field was of type int) |
Allocation Instruction Allocation Report | <!ELEMENT RefAllocID (#PCDATA)> <!ATTLIST RefAllocID FIXTag CDATA #FIXED '72' DataType CDATA #FIXED 'String' FullName CDATA #FIXED 'RefAllocID' ComponentType CDATA #FIXED 'Field' > |
| 73 | NoOrders | NumInGroup | Indicates number of orders to be combined for average pricing and allocation. |
New Order List Allocation Instruction List Status Confirmation Allocation Report Confirmation Request | <!ELEMENT NoOrds (#PCDATA)> <!ATTLIST NoOrds FIXTag CDATA #FIXED '73' DataType CDATA #FIXED 'NumInGroup' FullName CDATA #FIXED 'NoOrders' ComponentType CDATA #FIXED 'Field' > |
| 74 | AvgPxPrecision | 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 Instruction Confirmation Allocation Report | <!ELEMENT AvgPxPrcsn (#PCDATA)> <!ATTLIST AvgPxPrcsn FIXTag CDATA #FIXED '74' DataType CDATA #FIXED 'int' FullName CDATA #FIXED 'AvgPxPrecision' ComponentType CDATA #FIXED 'Field' > |
| 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 Order Cancel Reject New Order Single New Order List Order Cancel Replace Request Allocation Instruction List Cancel Request Allocation Instruction Ack Bid Request New Order Cross Cross Order Cancel Replace Request Cross Order Cancel Request New Order Multileg Multileg Order Cancel Replace Trade Capture Report Request Trade Capture Report Confirmation Allocation Report Allocation Report Ack Confirmation _ Ack | <!ELEMENT TrdDt (#PCDATA)> <!ATTLIST TrdDt FIXTag CDATA #FIXED '75' DataType CDATA #FIXED 'LocalMktDate' FullName CDATA #FIXED 'TradeDate' ComponentType CDATA #FIXED 'Field' > |
| 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. |
No longer used | |
| 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 |
Execution Report New Order Single New Order List Order Cancel Replace Request Allocation Instruction New Order Cross Cross Order Cancel Replace Request New Order Multileg Multileg Order Cancel Replace Trade Capture Report Trade Capture Report Ack Allocation Report | <!ELEMENT PosEfct EMPTY> <!ATTLIST PosEfct FIXTag CDATA #FIXED '77' DataType CDATA #FIXED 'char' FullName CDATA #FIXED 'PositionEffect' ComponentType CDATA #FIXED 'Field' Value ( O | C | R | F ) #REQUIRED SDValue ( Open | Close | Rolled | FIFO ) #IMPLIED > |
| 78 | NoAllocs | NumInGroup | Number of repeating AllocAccount (79)/AllocPrice (366) entries. |
New Order Single New Order List Order Cancel Replace Request Allocation Instruction Allocation Instruction Ack New Order Cross Cross Order Cancel Replace Request New Order Multileg Multileg Order Cancel Replace Trade Capture Report Trade Capture Report Ack Allocation Report Allocation Report Ack | <!ELEMENT NoAllocs (#PCDATA)> <!ATTLIST NoAllocs FIXTag CDATA #FIXED '78' DataType CDATA #FIXED 'NumInGroup' FullName CDATA #FIXED 'NoAllocs' ComponentType CDATA #FIXED 'Field' > |
| 79 | AllocAccount | String | Sub-account mnemonic |
New Order Single New Order List Order Cancel Replace Request Allocation Instruction Allocation Instruction Ack New Order Cross Cross Order Cancel Replace Request New Order Multileg Multileg Order Cancel Replace Trade Capture Report Confirmation Trade Capture Report Ack Allocation Report Allocation Report Ack Settlement Instruction Request Confirmation Request | <!ELEMENT AllocAcct (#PCDATA)> <!ATTLIST AllocAcct FIXTag CDATA #FIXED '79' DataType CDATA #FIXED 'String' FullName CDATA #FIXED 'AllocAccount' ComponentType CDATA #FIXED 'Field' > |
| 80 | AllocQty | Qty | Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int) |
New Order Single New Order List Order Cancel Replace Request Allocation Instruction New Order Cross Cross Order Cancel Replace Request New Order Multileg Multileg Order Cancel Replace Trade Capture Report Confirmation Trade Capture Report Ack Allocation Report | <!ELEMENT AllocQty (#PCDATA)> <!ATTLIST AllocQty FIXTag CDATA #FIXED '80' DataType CDATA #FIXED 'Qty' FullName CDATA #FIXED 'AllocQty' ComponentType CDATA #FIXED 'Field' > |
| 81 | ProcessCode | char | Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / 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 List Allocation Instruction New Order Cross Cross Order Cancel Replace Request New Order Multileg Multileg Order Cancel Replace Trade Capture Report Confirmation Allocation Report | <!ELEMENT ProcCode EMPTY> <!ATTLIST ProcCode FIXTag CDATA #FIXED '81' DataType CDATA #FIXED 'char' FullName CDATA #FIXED 'ProcessCode' ComponentType CDATA #FIXED 'Field' Value ( 0 | 1 | 2 | 3 | 4 | 5 | 6 ) #REQUIRED SDValue ( Regular | SoftDollar | StepIn | StepOut | StepInSoft | StepOutSoft | PlanSponsor ) #IMPLIED > |
| 82 | NoRpts | NumInGroup | Total number of reports within series. |
List Status | <!ELEMENT NoRpts (#PCDATA)> <!ATTLIST NoRpts FIXTag CDATA #FIXED '82' DataType CDATA #FIXED 'NumInGroup' FullName CDATA #FIXED 'NoRpts' ComponentType CDATA #FIXED 'Field' > |
| 83 | RptSeq | int | Sequence number of message within report series. |
List Status | <!ELEMENT RptSeq (#PCDATA)> <!ATTLIST RptSeq FIXTag CDATA #FIXED '83' DataType CDATA #FIXED 'int' FullName CDATA #FIXED 'RptSeq' ComponentType CDATA #FIXED 'Field' > |
| 84 | CxlQty | Qty | Total quantity canceled for this order. (Prior to FIX 4.2 this field was of type int) |
List Status | <!ELEMENT CxlQty (#PCDATA)> <!ATTLIST CxlQty FIXTag CDATA #FIXED '84' DataType CDATA #FIXED 'Qty' FullName CDATA #FIXED 'CxlQty' ComponentType CDATA #FIXED 'Field' > |
| 85 | NoDlvyInst | NumInGroup | Number of delivery instruction fields in repeating group. Note this field was removed in FIX 4.1 and reinstated in FIX 4.4. |
Settl Instructions Data | <!ELEMENT NoDlvyInst (#PCDATA)> <!ATTLIST NoDlvyInst FIXTag CDATA #FIXED '85' DataType CDATA #FIXED 'NumInGroup' FullName CDATA #FIXED 'NoDlvyInst' ComponentType CDATA #FIXED 'Field' > |
| 86 | DlvyInst | String | Free format text field to indicate delivery instructions No longer used. Included here for reference to prior versions. |
No longer used | |
| 87 | AllocStatus | int | Identifies status of allocation. Valid values: 0 = accepted (successfully processed) 1 = block level reject 2 = account level reject 3 = received (received, not yet processed) 4 = incomplete 5 = rejected by intermediary |
Allocation Instruction Ack Allocation Report Allocation Report Ack | <!ELEMENT AllocStat EMPTY> <!ATTLIST AllocStat FIXTag CDATA #FIXED '87' DataType CDATA #FIXED 'int' FullName CDATA #FIXED 'AllocStatus' ComponentType CDATA #FIXED 'Field' Value ( 0 | 1 | 2 | 3 | 4 | 5 ) #REQUIRED SDValue ( acceptedSuccessfullyProcessed | blockLevelReject | accountLevelReject | receivedReceivedNotYetProcessed | incomplete | rejectedByIntermediary ) #IMPLIED > |
| 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 (37) 6 = unknown ListID (66) 7 = other (further in Note 58=) 8 = incorrect allocated quantity 9 = calculation difference 10 = unknown or stale ExecID (17) 11 = mismatched data value (further in Note 58=) 12 = unknown ClOrdID (11) 13 = warehouse request rejected |
Allocation Instruction Ack Allocation Report Allocation Report Ack | <!ELEMENT AllocRejCode EMPTY> <!ATTLIST AllocRejCode FIXTag CDATA #FIXED '88' DataType CDATA #FIXED 'int' FullName CDATA #FIXED 'AllocRejCode' ComponentType CDATA #FIXED 'Field' Value ( 0 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 ) #REQUIRED SDValue ( UnknownAcct | IncorrectQty | IncorrectAvgPrc | IncorrectBrkMnc | CommDiff | UnknownOrdID | UnknownListID | Other | incorrectAllocatedQuantity | calculationDifference | unknownOrStaleExecID | mismatchedData | unknownClOrdID | warehouseRequestRejected ) #IMPLIED > |
| 89 | Signature | data | Electronic signature |
Standard Trailer | |
| 90 | SecureDataLen | Length | Length of encrypted message |
Standard Header | |
| 91 | SecureData | data | Actual encrypted data stream |
Standard 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. |
No longer used | |
| 93 | SignatureLength | Length | Number of bytes in signature field. |
Standard Trailer | |
| 94 | EmailType | char | Email message type. Valid values: 0 = New 1 = Reply 2 = Admin Reply |
| <!ELEMENT EmailTyp EMPTY> <!ATTLIST EmailTyp FIXTag CDATA #FIXED '94' DataType CDATA #FIXED 'char' FullName CDATA #FIXED 'EmailType' ComponentType CDATA #FIXED 'Field' Value ( 0 | 1 | 2 ) #REQUIRED SDValue ( New | Reply | AdminReply ) #IMPLIED > |
| 95 | RawDataLength | Length | Number of bytes in raw data field. |
Logon News User Request | <!ELEMENT RawDataLength (#PCDATA)> <!ATTLIST RawDataLength FIXTag CDATA #FIXED '95' DataType CDATA #FIXED 'Length' FullName CDATA #FIXED 'RawDataLength' ComponentType CDATA #FIXED 'Field' > |
| 96 | RawData | data | Unformatted raw data, can include bitmaps, word processor documents, etc. |
Logon News User Request | <!ELEMENT RawData (#PCDATA)> <!ATTLIST RawData FIXTag CDATA #FIXED '96' DataType CDATA #FIXED 'data' FullName CDATA #FIXED 'RawData' ComponentType CDATA #FIXED 'Field' > |
| 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 Header | <!ELEMENT PossResend EMPTY> <!ATTLIST PossResend FIXTag CDATA #FIXED '97' DataType CDATA #FIXED 'Boolean' FullName CDATA #FIXED 'PossResend' ComponentType CDATA #FIXED 'Field' Value ( Y | N ) #REQUIRED SDValue ( PossResend | OrigTrans ) #IMPLIED > |
| 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) |
Execution Report New Order Single New Order List Order Cancel Replace Request New Order Cross Cross Order Cancel Replace Request New Order Multileg Multileg Order Cancel Replace | <!ELEMENT StopPx (#PCDATA)> <!ATTLIST StopPx FIXTag CDATA #FIXED '99' DataType CDATA #FIXED 'Price' FullName CDATA #FIXED 'StopPx' ComponentType CDATA #FIXED 'Field' > |
| 100 | ExDestination | Exchange | Execution destination as defined by institution when order is entered. Valid values: See "Appendix 6-C" |
New Order Single New Order List Order Cancel Replace Request Quote New Order Cross Cross Order Cancel Replace Request New Order Multileg Multileg Order Cancel Replace Quote Status Report Quote Response | <!ELEMENT ExDest EMPTY> <!ATTLIST ExDest FIXTag CDATA #FIXED '100' DataType CDATA #FIXED 'Exchange' FullName CDATA #FIXED 'ExDestination' ComponentType CDATA #FIXED 'Field' Value ( %isoMICCode; ) #REQUIRED > |
| 101 | (Not_Defined) | n/a | This field has not been defined. |
No longer used | |
| 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 (586) did not match last TransactTime (60) of order 6 = Duplicate ClOrdID (11) received 99 = Other |
Order Cancel Reject | <!ELEMENT CxlRejRsn EMPTY> <!ATTLIST CxlRejRsn FIXTag CDATA #FIXED '102' DataType CDATA #FIXED 'int' FullName CDATA #FIXED 'CxlRejReason' ComponentType CDATA #FIXED 'Field' Value ( 0 | 1 | 2 | 3 | 4 | 5 | 6 | 99 ) #REQUIRED SDValue ( TooLate | Unknown | BrokerOpt | AlreadyPendingCxl | UnableToProcess | OrigOrdModTimeMismatch | DupClOrdID | Other ) #IMPLIED > |
| 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 (11)) 7 = Duplicate of a verbally communicated order 8 = Stale Order 9 = Trade Along required 10 = Invalid Investor ID 11 = Unsupported |