Last active
April 7, 2016 14:30
-
-
Save elvinio/513a4e849a4ed0bc655b to your computer and use it in GitHub Desktop.
FIX 4.4 tags, description and values
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| 1|Account|String|Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.<br /><br />|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 | |
| 2|AdvId|String|Unique identifier of advertisement message. <br />(Prior to FIX 4.1 this field was of type int)<br /><br />|Advertisement | |
| 3|AdvRefID|String|Reference identifier used with CANCEL and REPLACE transaction types.<br />(Prior to FIX 4.1 this field was of type int)<br /><br />|Advertisement | |
| 4|AdvSide|char|Broker's side of advertised trade<br />Valid values: <br />B = Buy <br />S = Sell<br />X = Cross<br />T = Trade|Advertisement | |
| 5|AdvTransType|String|Identifies advertisement message transaction type<br />Valid values: <br />N = New<br />C = Cancel<br />R = Replace <br /><br />|Advertisement | |
| 6|AvgPx|Price|Calculated average price of all fills on this order. <br /><br />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.<br /><br />|Execution Report, Allocation Instruction, List Status, Trade Capture Report, Confirmation, Allocation Report | |
| 7|BeginSeqNo|SeqNum|Message sequence number of first message in range to be resent<br /><br />|Resend Request | |
| 8|BeginString|String|Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted)<br />Valid values:<br />FIX.4.4<br /><br />|Standard Header | |
| 9|BodyLength|Length|Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted)<br /><br /><br />|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 <soh>, as the end-of-message delimiter. Always defined as three characters. (Always unencrypted)</soh>|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.<br /><br />|Execution Report, Order Cancel Reject, Email, 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 | |
| 12|Commission|Amt|Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05.<br /><br />|Quote, Quote Status Report, Quote Response, Commission Data | |
| 13|CommType|char|Commission type<br />Valid values:<br />1 = per unit (implying shares, par, currency, etc) <br />2 = percentage<br />3 = absolute (total monetary amount)<br />4 = (for CIV buy orders) percentage waived – cash discount<br />5 = (for CIV buy orders) percentage waived – enhanced units<br />6 = points per bond or or contract [Supply ContractMultiplier (231) in the <instrument> component block if the object security is denominated in a size other than the industry default - 1000 par for bonds.]</instrument>|Quote, Quote Status Report, Quote Response, Commission Data | |
| 14|CumQty|Qty|Total quantity (e.g. number of shares) filled.<br />(Prior to FIX 4.2 this field was of type int)<br /><br /><br />|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. <br /><br />|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 | |
| 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). <br /><br />|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)). <br />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.<br />(Prior to FIX 4.1 this field was of type int)<br /><br />|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 | |
| 18|ExecInst|MultipleValue String|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.<br />Valid values:<br />1 = Not held<br />2 = Work<br />3 = Go along<br />4 = Over the day<br />5 = Held<br />6 = Participate don't initiate<br />7 = Strict scale<br />8 = Try to scale<br />9 = Stay on bidside<br />0 = Stay on offerside<br />A = No cross (cross is forbidden)<br />B = OK to cross<br />C = Call first<br />D = Percent of volume “(indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)”<br />E = Do not increase - DNI<br />F = Do not reduce - DNR<br />G = All or none - AON<br />H = Reinstate on System Failure (mutually exclusive with Q)<br />I = Institutions only<br />J = Reinstate on Trading Halt (mutually exclusive with K)<br />K = Cancel on Trading Halt (mutually exclusive with L)<br />L = Last peg (last sale)<br />M = Mid-price peg (midprice of inside quote)<br />N = Non-negotiable<br />O = Opening peg P = Market peg<br />Q = Cancel on System Failure (mutually exclusive with H)<br />R = Primary peg (primary market - buy at b<br />id/sell at offer)<br />S = Suspend<br />T = Fixed Peg to Local best bid or offer at time of orderU = Customer Display Instruction (Rule11Ac1-1/4)<br />V = Netting (for Forex)<br />W = Peg to VWAP<br />X = Trade Along<br />Y = Try to Stop<br /><br />Z = Cancel if Not Best<br />a = Trailing Stop Peg<br />b = Strict Limit (No Price Improvement)<br />c = Ignore Price Validity Checks<br />d = Peg to Limit Price<br />e = Work to Target Strategy<br />*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***<br />(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 | |
| 19|ExecRefID|String|Reference identifier used with Trade Cancel and Trade Correct execution types.<br />(Prior to FIX 4.1 this field was of type int)<br /><br />|Execution Report | |
| 20|ExecTransType|char|Not used as of FIX 4.3. Included here for reference to prior versions.<br />*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***<br />Identifies transaction type<br />Valid values: <br />0 = New <br />1 = Cancel<br />2 = Correct<br />3 = Status<br /><br />|No longer used | |
| 21|HandlInst|char|Instructions for order handling on Broker trading floor<br />Valid values:<br />1 = Automated execution order, private, no Broker intervention<br />2 = Automated execution order, public, Broker intervention OK<br />3 = Manual order, best execution<br /><br />|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 | |
| 22|SecurityIDSource|String|Identifies class or source of the SecurityID (48) value. Required if SecurityID is specified.<br />Valid values:<br />1 = CUSIP<br />2 = SEDOL<br />3 = QUIK<br />4 = ISIN number<br />5 = RIC code<br />6 = ISO Currency Code<br />7 = ISO Country Code<br />8 = Exchange Symbol<br />9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)<br />A = Bloomberg Symbol<br />B = Wertpapier<br />C = Dutch<br />D = Valoren<br />E = Sicovam<br />F = Belgian<br />G = "Common" (Clearstream and Euroclear)<br />H = Clearing House / Clearing Organization<br />I = ISDA/FpML Product Specification<br />J = Options Price Reporting Authority<br />100+ are reserved for private security identifications<br /><br />|Instrument | |
| 23|IOIID|String|Unique identifier of IOI message.<br />(Prior to FIX 4.1 this field was of type int)<br /><br /><br />|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 | |
| 24|IOIOthSvc__(no_longer_used)|char|Not used as of FIX 4.2. Included here for reference to prior versions.<br /><br />|No longer used | |
| 25|IOIQltyInd|char|Relative quality of indication<br />Valid values:<br />L = Low<br />M = Medium<br />H = High<br /><br />|I O I | |
| 26|IOIRefID|String|Reference identifier used with CANCEL and REPLACE, transaction types.<br />(Prior to FIX 4.1 this field was of type int)<br /><br />|I O I | |
| 27|IOIQty|String|Quantity (e.g. number of shares) in numeric form or relative size.<br />Valid values:<br />0 - 1000000000<br />S = Small<br />M = Medium<br />L = Large<br /><br />|I O I | |
| 28|IOITransType|char|Identifies IOI message transaction type<br />Valid values: <br />N = New<br />C = Cancel<br />R = Replace <br /><br />|I O I | |
| 29|LastCapacity|char|Broker capacity in order execution<br />Valid values: <br />1 = Agent<br />2 = Cross as agent<br />3 = Cross as principal<br />4 = Principal<br /><br />|Execution Report, Allocation Instruction, Allocation Report | |
| 30|LastMkt|Exchange|Market of execution for last fill, or an indication of the market where an order was routed <br />Valid values: <br />See "Appendix 6-C"<br /><br />|Advertisement, Execution Report, Allocation Instruction, Trade Capture Report, Confirmation, Allocation Report | |
| 31|LastPx|Price|Price of this (last) fill. <br /><br /><br />|Execution Report, Allocation Instruction, Dont Know Trade D K, Security Status, Trade Capture Report, Allocation Report | |
| 32|LastQty|Qty|Quantity (e.g. shares) bought/sold on this (last) fill. <br />(Prior to FIX 4.2 this field was of type int)<br /><br />|Execution Report, Allocation Instruction, Dont Know Trade D K, Trade Capture Report, Allocation Report | |
| 33|NoLinesOfText|NumInGroup|Identifies number of lines of text body<br /><br />|News, Email | |
| 34|MsgSeqNum|SeqNum|Integer message sequence number. <br /><br /><br />|Standard Header | |
| 35|MsgType|String|Defines message type. ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted)<br />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.<br />Valid values: *** Note the use of lower case letters ***<br />0 = Heartbeat<br />1 = Test Request<br />2 = Resend Request<br />3 = Reject<br />4 = Sequence Reset<br />5 = Logout<br />6 = Indication of Interest<br />7 = Advertisement<br />8 = Execution Report<br />9 = Order Cancel Reject<br />A = Logon<br />B = News<br />C = Email<br />D = Order – Single<br />E = Order – List<br />F = Order Cancel Request<br />G= Order Cancel/Replace Request<br />H= Order Status Request<br />J = Allocation Instruction<br />K = List Cancel Request<br />L = List Execute<br />M = List Status Request<br />N = List Status<br />P = Allocation Instruction Ack<br />Q = Don’t Know Trade (DK)<br />R = Quote Request<br />S = Quote<br />T = Settlement Instructions<br />V = Market Data Request<br />W = Market Data-Snapshot/Full Refresh<br />X = Market Data-Incremental Refresh<br />Y = Market Data Request Reject<br />Z = Quote Cancel<br />a = Quote Status Request<br />b = Mass Quote Acknowledgement<br />c = Security Definition Request<br />d = Security Definition<br />e = Security Status Request<br />f = Security Status<br />g = Trading Session Status Request<br />h = Trading Session Status<br />i = Mass Quote<br />j = Business Message Reject<br />k = Bid Request <br />l = Bid Response (lowercase L)<br />m = List Strike Price<br />n = XML message (e.g. non-FIX MsgType)<br />o = Registration Instructions<br />p = Registration Instructions Response<br />q = Order Mass Cancel Request<br />r = Order Mass Cancel Report<br />s = New Order - Cross<br />t = Cross Order Cancel/Replace Request (a.k.a. Cross Order Modification Request)<br />u = Cross Order Cancel Request<br />v = Security Type Request<br />w = Security Types<br />x = Security List Request<br />y = Security List<br />z = Derivative Security List Request<br />AA = Derivative Security List<br />AB = New Order - Multileg<br />AC = Multileg Order Cancel/Replace (a.k.a. Multileg Order Modification Request)<br />AD = Trade Capture Report Request<br />AE = Trade Capture Report<br />AF = Order Mass Status Request<br />AG = Quote Request Reject<br />AH = RFQ Request<br />AI = Quote Status Report<br />AJ = Quote Response<br />AK = Confirmation<br />AL = Position Maintenance Request<br />AM = Position Maintenance Report<br />AN = Request For Positions<br />AO = Request For Positions Ack<br />AP = Position Report<br />AQ = Trade Capture Report Request Ack<br />AR = Trade Capture Report Ack <br />AS = Allocation Report (aka Allocation Claim)<br />AT = Allocation Report Ack (aka Allocation Claim Ack)<br />AU = Confirmation Ack (aka Affirmation)<br />AV = Settlement Instruction Request<br />AW = Assignment Report<br />AX = Collateral Request<br />AY = Collateral Assignment<br />AZ = Collateral Response<br />BA = Collateral Report<br />BB = Collateral Inquiry<br />BC = Network (Counterparty System) Status Request<br />BD = Network (Counterparty System) Status Response<br />BE = User Request<br />BF = User Response<br />BG = Collateral Inquiry Ack<br />BH = Confirmation Request<br /><br /><br /><br />|Standard Header | |
| 36|NewSeqNo|SeqNum|New sequence number<br /><br />|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.<br /><br />|Execution Report, Order Cancel Reject, Email, 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 | |
| 38|OrderQty|Qty|Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments.<br />(Prior to FIX 4.2 this field was of type int)<br /><br />|Allocation Instruction, Confirmation, Allocation Report, Confirmation Request, Order Qty Data | |
| 39|OrdStatus|char|Identifies current status of order. <br />Valid values: <br />0 = New<br />1 = Partially filled<br />2 = Filled<br />3 = Done for day<br />4 = Canceled<br />5 = Replaced (Removed/Replaced)<br />6 = Pending Cancel (e.g. result of Order Cancel Request) <br />7 = Stopped<br />8 = Rejected<br />9 = Suspended<br />A = Pending New<br />B = Calculated<br />C = Expired<br />D = Accepted for bidding<br />E = Pending Replace (e.g. result of Order Cancel/Replace Request)<br />*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***<br />(see Volume 1: "Glossary" for value definitions)<br /><br />|Execution Report, Order Cancel Reject, List Status, Trade Capture Report | |
| 40|OrdType|char|Order type.<br />Valid values: <br />1 = Market<br />2 = Limit<br />3 = Stop<br />4 = Stop limit<br />5 = Market on close (No longer used)<br />6 = With or without<br />7 = Limit or better (Deprecated)<br />8 = Limit with or without<br />9 = On basis<br />A = On close (No longer used)<br />B = Limit on close (No longer used)<br />C = Forex - Market (No longer used)<br />D = Previously quoted<br />E = Previously indicated<br />F = Forex - Limit (No longer used)<br />G = Forex - Swap<br />H = Forex - Previously Quoted (No longer used)<br />I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. E.g. Japan)<br />J = Market If Touched (MIT)<br />K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)<br />L = Previous Fund Valuation Point (Historic pricing) (for CIV)<br />M = Next Fund Valuation Point –(Forward pricing) (for CIV)<br />P = Pegged <br />*** SOME VALUES ARE No longer used | |
| - See "Deprecated (Phased-out) Features and Supported Approach" ***<br />(see Volume 1: "Glossary" for value definitions)<br /><br />|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 | |
| 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.<br /><br />|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 | |
| 42|OrigTime|UTCTime|Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as “GMT”))<br /><br />|News, Email | |
| 43|PossDupFlag|Boolean|Indicates possible retransmission of message with this sequence number<br />Valid values:<br />Y = Possible duplicate<br />N = Original transmission<br /><br />|Standard Header | |
| 44|Price|Price|Price per unit of quantity (e.g. per share)<br /><br />|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 | |
| 45|RefSeqNum|SeqNum|Reference message sequence number <br /><br />|Reject, Business Message Reject | |
| 46|Rule80A(No_Longer_Used)|char|Not used as of FIX.4.4. Included here for reference to prior versions.<br />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.<br />Valid values:<br />A = Agency single order<br />B = Short exempt transaction (refer to A type)<br />C = Program Order, non-index arb, for Member firm/org<br />D = Program Order, index arb, for Member firm/org<br />E = Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as “Registered Equity Market Maker trades”)<br />F = Short exempt transaction (refer to W type)<br />H = Short exempt transaction (refer to I type)<br />I = Individual Investor, single order<br />J = Program Order, index arb, for individual customer<br />K = Program Order, non-index arb, for individual customer<br />L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)<br />M = Program Order, index arb, for other member<br />N = Program Order, non-index arb, for other member<br />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”)<br />P = Principal<br />R = Transactions for the account of a non-member competing market maker (was incorrectly identified in the FIX spec as “Competing dealer trades”)<br />S = Specialist trades<br />T = Transactions for the account of an unaffiliated member’s competing market maker (was incorrectly identified in the FIX spec as “Competing dealer trades”)<br />U = Program Order, index arb, for other agency<br />W = All other orders as agent for other member<br />X = Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types)<br />Y = Program Order, non-index arb, for other agency<br />Z = Short exempt transaction for non-member competing market-maker (refer to A and R types)<br /><br /><br />|No longer used | |
| 48|SecurityID|String|Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource.<br /><br />|Instrument | |
| 49|SenderCompID|String|Assigned value used to identify firm sending message.<br /><br />|Standard Header | |
| 50|SenderSubID|String|Assigned value used to identify specific message originator (desk, trader, etc.)<br /><br />|Standard Header | |
| 51|SendingDate__(no_longer_used)|LocalMktDate|Not used. Included here for reference to prior versions.<br /><br />|No longer used | |
| 52|SendingTime|UTCTime|Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as “GMT”)<br /><br />|Standard Header | |
| 53|Quantity|Qty|Overall/total quantity (e.g. number of shares) <br />(Prior to FIX 4.2 this field was of type int)<br /><br />|Advertisement, Allocation Instruction, Allocation Report, Collateral Request, Collateral Assignment, Collateral Response, Collateral Report, Collateral Inquiry, Collateral Inquiry Ack | |
| 54|Side|char|Side of order<br />Valid values:<br />1 = Buy<br />2 = Sell<br />3 = Buy minus<br />4 = Sell plus<br />5 = Sell short<br />6 = Sell short exempt<br />7 = Undisclosed (valid for IOI and List Order messages only)<br />8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)<br />9 = Cross short<br />A = Cross short exempt<br />B = “As Defined” (for use with multileg instruments)<br />C = “Opposite” (for use with multileg instruments)<br />D = Subscribe (e.g. CIV)<br />E = Redeem (e.g. CIV)<br />F = Lend (FINANCING - identifies direction of collateral)<br />G = Borrow (FINANCING - identifies direction of collateral)<br />(see Volume 1: "Glossary" for value definitions)<br /><br />|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 | |
| 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)<br />Use “[N/A]” for products which do not have a symbol.<br /><br />|Instrument | |
| 56|TargetCompID|String|Assigned value used to identify receiving firm.<br /><br />|Standard 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.<br /><br />|Standard Header | |
| 58|Text|String|Free format text string<br />(Note: this field does not have a specified maximum length)<br /><br />|Reject, Logout, I O I, Advertisement, Execution Report, Order Cancel Reject, News, Email, 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 | |
| 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.<br />Valid values: <br />0 = Day (or session)<br />1 = Good Till Cancel (GTC)<br />2 = At the Opening (OPG)<br />3 = Immediate or Cancel (IOC)<br />4 = Fill or Kill (FOK)<br />5 = Good Till Crossing (GTX)<br />6 = Good Till Date<br />7 = At the Close <br />(see Volume 1: "Glossary" for value definitions)<br /><br />|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 | |
| 60|TransactTime|UTCTime|Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as “GMT”)<br /><br />|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 | |
| 61|Urgency|char|Urgency flag<br />Valid values: <br />0 = Normal<br />1 = Flash<br />2 = Background<br /><br />|News | |
| 62|ValidUntilTime|UTCTime|Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as “GMT”)<br /><br />|I O I, Quote Request, Quote, Mass Quote Acknowledgement, Mass Quote, Quote Status Report, Quote Response | |
| 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)<br />Regular is defined as the default settlement period for the particular security on the exchange of execution.<br />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.<br />Valid values:<br />0 = Regular<br />1 = Cash<br />2 = Next Day (T+1)<br />3 = T+2<br />4 = T+3<br />5 = T+4<br />6 = Future<br />7 = When And If Issued<br />8 = Sellers Option<br />9 = T+ 5<br />A = T+1 (Removed in FIX 4.4, use "2 = Next Day (T+1)" value)<br /><br />|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 | |
| 64|SettlDate|LocalMktDate|Specific date of trade settlement (SettlementDate) in YYYYMMDD format. <br />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)<br />(expressed in local time at place of settlement)<br /><br />|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 | |
| 65|SymbolSfx|String|Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167).<br />Valid values:<br />As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory<br /><br />Fixed Income use:<br />WI = “When Issued” for a security to be reissued under an old CUSIP or ISIN<br />CD = a EUCP with lump-sum interest rather than discount price<br /><br />|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.<br /><br />|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 | |
| 67|ListSeqNo|int|Sequence of individual order within list (i.e. ListSeqNo of TotNoOrders (68), 2 of 25, 3 of 25, . . . )<br /><br />|New Order List | |
| 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.<br />(Prior to FIX 4.2 this field was named "ListNoOrds")<br /><br />|New Order List, List Status | |
| 69|ListExecInst|String|Free format text message containing list handling and execution instructions.<br /><br />|New Order List | |
| 70|AllocID|String|Unique identifier for allocation message.<br />(Prior to FIX 4.1 this field was of type int)<br /><br />|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 | |
| 71|AllocTransType|char|Identifies allocation transaction type<br />Valid values:<br />0 = New<br />1 = Replace<br />2 = Cancel<br />3 = Preliminary (without MiscFees and NetMoney) (Removed/Replaced)<br />4 = Calculated (includes MiscFees and NetMoney) (Removed/Replaced)<br />5 = Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced)<br />*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***<br /><br />|Allocation Instruction, Allocation Report | |
| 72|RefAllocID|String|Reference identifier to be used with AllocTransType (71) =Replace or Cancel.<br />(Prior to FIX 4.1 this field was of type int)<br /><br />|Allocation Instruction, Allocation Report | |
| 73|NoOrders|NumInGroup|Indicates number of orders to be combined for average pricing and allocation.<br /><br />|New Order List, Allocation Instruction, List Status, Confirmation, Allocation Report, Confirmation Request | |
| 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.<br /><br />|Allocation Instruction, Confirmation, Allocation Report | |
| 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).<br /><br />|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 | |
| 76|ExecBroker|String|Not used as of FIX 4.3. Included here for reference to prior versions.<br />*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***<br />Identifies executing / give-up broker. Standard NASD market-maker mnemonic is preferred.<br /><br />|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.<br />Valid Values:<br />O = Open <br />C = Close<br />R = Rolled<br />F = FIFO<br /><br />|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 | |
| 78|NoAllocs|NumInGroup|Number of repeating AllocAccount (79)/AllocPrice (366) entries.<br /><br />|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 | |
| 79|AllocAccount|String|Sub-account mnemonic<br /><br />|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 | |
| 80|AllocQty|Qty|Quantity to be allocated to specific sub-account <br />(Prior to FIX 4.2 this field was of type int)<br /><br />|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 | |
| 81|ProcessCode|char|Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade.<br />Valid values:<br />0 = regular<br />1 = soft dollar<br />2 = step-in<br />3 = step-out<br />4 = soft-dollar step-in<br />5 = soft-dollar step-out<br />6 = plan sponsor <br /><br />|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 | |
| 82|NoRpts|NumInGroup|Total number of reports within series.<br /><br />|List Status | |
| 83|RptSeq|int|Sequence number of message within report series.<br /><br />|List Status | |
| 84|CxlQty|Qty|Total quantity canceled for this order. <br />(Prior to FIX 4.2 this field was of type int)<br /><br />|List Status | |
| 85|NoDlvyInst|NumInGroup|Number of delivery instruction fields in repeating group.<br /><br />Note this field was removed in FIX 4.1 and reinstated in FIX 4.4.<br /><br />|Settl Instructions Data | |
| 86|DlvyInst|String|Free format text field to indicate delivery instructions<br />Not used. Included here for reference to prior versions.<br /><br />|No longer used | |
| 87|AllocStatus|int|Identifies status of allocation.<br />Valid values:<br />0 = accepted (successfully processed)<br />1 = block level reject<br />2 = account level reject<br />3 = received (received, not yet processed)<br />4 = incomplete<br />5 = rejected by intermediary<br /><br />|Allocation Instruction Ack, Allocation Report, Allocation Report Ack | |
| 88|AllocRejCode|int|Identifies reason for rejection.<br />Valid values:<br />0 = unknown account(s)<br />1 = incorrect quantity<br />2 = incorrect average price<br />3 = unknown executing broker mnemonic<br />4 = commission difference<br />5 = unknown OrderID (37)<br />6 = unknown ListID (66)<br />7 = other (further in Note 58=)<br />8 = incorrect allocated quantity<br />9 = calculation difference<br />10 = unknown or stale ExecID (17)<br />11 = mismatched data value (further in Note 58=)<br />12 = unknown ClOrdID (11)<br />13 = warehouse request rejected<br /><br />|Allocation Instruction Ack, Allocation Report, Allocation Report Ack | |
| 89|Signature|data|Electronic signature<br /><br />|Standard Trailer | |
| 90|SecureDataLen|Length|Length of encrypted message<br /><br />|Standard Header | |
| 91|SecureData|data|Actual encrypted data stream<br /><br />|Standard Header | |
| 92|BrokerOfCredit|String|Not used as of FIX 4.3. Included here for reference to prior versions.<br />*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***<br />Broker to receive trade credit.<br /><br />|No longer used | |
| 93|SignatureLength|Length|Number of bytes in signature field.<br /><br />|Standard Trailer | |
| 94|EmailType|char|Email message type.<br />Valid values:<br />0 = New<br />1 = Reply<br />2 = Admin Reply<br /><br />|Email | |
| 95|RawDataLength|Length|Number of bytes in raw data field.<br /><br />|Logon, News, Email, User Request | |
| 96|RawData|data|Unformatted raw data, can include bitmaps, word processor documents, etc.<br /><br />|Logon, News, Email, User Request | |
| 97|PossResend|Boolean|Indicates that message may contain information that has been sent under another sequence number.<br />Valid Values:<br />Y=Possible resend<br />N=Original transmission<br /><br />|Standard Header | |
| 98|EncryptMethod|int|Method of encryption.<br />Valid values:<br />0 = None / other<br />1 = PKCS (proprietary)<br />2 = DES (ECB mode)<br />3 = PKCS/DES (proprietary)<br />4 = PGP/DES (defunct)<br />5 = PGP/DES-MD5 (see app note on FIX web site)<br />6 = PEM/DES-MD5 (see app note on FIX web site)<br /><br />|Logon | |
| 99|StopPx|Price|Price per unit of quantity (e.g. per share)<br /><br />|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 | |
| 100|ExDestination|Exchange|Execution destination as defined by institution when order is entered.<br />Valid values:<br />See "Appendix 6-C"<br /><br />|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 | |
| 101|(Not_Defined)|n/a|This field has not been defined.<br /><br />|No longer used | |
| 102|CxlRejReason|int|Code to identify reason for cancel rejection.<br />Valid values:<br />0 = Too late to cancel<br />1 = Unknown order<br />2 = Broker / Exchange Option<br />3 = Order already in Pending Cancel or Pending Replace status<br />4 = Unable to process Order Mass Cancel Request<br />5 = OrigOrdModTime (586) did not match last TransactTime (60) of order<br />6 = Duplicate ClOrdID (11) received<br />99 = Other<br /><br />|Order Cancel Reject | |
| 103|OrdRejReason|int|Code to identify reason for order rejection.<br />Valid values:<br />0 = Broker / Exchange option<br />1 = Unknown symbol<br />2 = Exchange closed<br />3 = Order exceeds limit<br />4 = Too late to enter<br />5 = Unknown Order<br />6 = Duplicate Order (e.g. dupe ClOrdID (11))<br />7 = Duplicate of a verbally communicated order<br />8 = Stale Order<br />9 = Trade Along required<br />10 = Invalid Investor ID<br />11 = Unsupported order characteristic12 = Surveillence Option<br />13 = Incorrect quantity<br />14 = Incorrect allocated quantity<br />15 = Unknown account(s)<br />99 = Other<br /><br />Note: Values 13, 14, and 15 will be used when rejecting an order due to pre-allocation information errors.<br /><br />|Execution Report, List Status | |
| 104|IOIQualifier|char|Code to qualify IOI use.<br />Valid values:<br />A = All or none<br />B = Market On Close (MOC) (held to close)<br />C = At the close (around/not held to close)<br />D = VWAP (Volume Weighted Avg Price)<br />I = In touch with<br />L = Limit<br />M = More behind<br />O = At the open<br />P = Taking a position<br />Q = At the Market (previously called Current Quote)<br />R = Ready to trade<br />S = Portfolio shown<br />T = Through the day<br />V = Versus<br />W = Indication - Working away<br />X = Crossing opportunity<br />Y = At the Midpoint<br />Z = Pre-open<br />(see Volume 1: "Glossary" for value definitions)<br /><br />|I O I | |
| 105|WaveNo|String|Not used as of FIX 4.3. Included here for reference to prior versions.<br /><br />|No longer used | |
| 106|Issuer|String|Name of security issuer (e.g. International Business Machines, GNMA). <br />see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"<br /><br />|Instrument | |
| 107|SecurityDesc|String|Security description. <br /><br />|Instrument | |
| 108|HeartBtInt|int|Heartbeat interval (seconds) <br /><br />|Logon | |
| 109|ClientID|String|Not used as of FIX 4.3. Included here for reference to prior versions.<br />*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***<br />Firm identifier used in third party-transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). <br /><br />|No longer used | |
| 110|MinQty|Qty|Minimum quantity of an order to be executed. <br />(Prior to FIX 4.2 this field was of type int)<br /><br />|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 | |
| 111|MaxFloor|Qty|Maximum quantity (e.g. number of shares) within an order to be shown on the exchange floor at any given time. <br />(Prior to FIX 4.2 this field was of type int)<br /><br />|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 | |
| 112|TestReqID|String|Identifier included in Test Request message to be returned in resulting Heartbeat<br /><br />|Heartbeat, Test Request | |
| 113|ReportToExch|Boolean|Identifies party of trade responsible for exchange reporting.<br />Valid values:<br />Y = Indicates that party receiving message must report trade<br />N = Indicates that party sending message will report trade<br /><br />|Execution Report | |
| 114|LocateReqd|Boolean|Indicates whether the broker is to locate the stock in conjunction with a short sell order. Valid values:<br />Y = Indicates the broker is responsible for locating the stock<br />N = Indicates the broker is not required to locate<br /><br />|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 | |
| 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.<br /><br />|Standard Header | |
| 116|OnBehalfOfSubID|String|Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party<br /><br />|Standard Header | |
| 117|QuoteID|String|Unique identifier for quote<br /><br />|New Order Single, New Order List, Quote, Quote Cancel, Quote Status Request, Mass Quote Acknowledgement, Mass Quote, New Order Cross, Cross Order Cancel Replace Request, New Order Multileg, Multileg Order Cancel Replace, Quote Status Report, Quote Response | |
| 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.<br /><br />|Execution Report, Allocation Instruction, Trade Capture Report, Confirmation, Allocation Report | |
| 119|SettlCurrAmt|Amt|Total amount due expressed in settlement currency (includes the effect of the forex transaction)<br /><br />|Execution Report, Allocation Instruction, Trade Capture Report, Confirmation, Allocation Report | |
| 120|SettlCurrency|Currency|Currency code of settlement denomination. <br /><br />|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, Confirmation, Allocation Report | |
| 121|ForexReq|Boolean|Indicates request for forex accommodation trade to be executed along with security transaction.<br />Valid values:<br />Y = Execute Forex after security trade<br />N = Do not execute Forex after security trade<br /><br />|New Order Single, New Order List, Order Cancel Replace Request, Bid Request, New Order Cross, Cross Order Cancel Replace Request, New Order Multileg, Multileg Order Cancel Replace | |
| 122|OrigSendingTime|UTCTime|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.<br /><br />|Standard Header | |
| 123|GapFillFlag|Boolean|Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent.<br />Valid values:<br />Y = Gap Fill message, MsgSeqNum field valid<br />N = Sequence Reset, ignore MsgSeqNum<br /><br />|Sequence Reset | |
| 124|NoExecs|NumInGroup|No of execution repeating group entries to follow.<br /><br />|Allocation Instruction, Allocation Report, Collateral Request, Collateral Assignment, Collateral Response, Collateral Report, Collateral Inquiry, Collateral Inquiry Ack | |
| 125|CxlType|char|Not used. Included here for reference to prior versions.<br /><br />|No longer used | |
| 126|ExpireTime|UTCTime|Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as “GMT”) <br />The meaning of expiration is specific to the context where the field is used.<br />For orders, this is the expiration time of a Good Til Date TimeInForce.<br />For Quotes - this is the expiration of the quote.<br />Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process.<br />For collateral requests, this is the time by which collateral must be assigned.<br />For collateral assignments, this is the time by which a response to the assignment is expected.<br /><br />|Execution Report, New Order Single, New Order List, Order Cancel Replace Request, Quote Request, Settlement Instructions, Market Data Snapshot Full Refresh, Market Data Incremental Refresh, New Order Cross, Cross Order Cancel Replace Request, New Order Multileg, Multileg Order Cancel Replace, Quote Request Reject, Quote Status Report, Settlement Instruction Request, Collateral Request, Collateral Assignment | |
| 127|DKReason|char|Reason for execution rejection.<br />Valid values:<br />A = Unknown symbol<br />B = Wrong side<br />C = Quantity exceeds order<br />D = No matching order<br />E = Price exceeds limit<br />F = Calculation difference<br />Z = Other<br /><br />|Dont Know Trade D K | |
| 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 (56) field and the ultimate receiver firm ID in this field.<br /><br />|Standard Header | |
| 129|DeliverToSubID|String|Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third party<br /><br />|Standard 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.<br />Valid values:<br />Y = Natural<br />N = Not natural<br /><br />|I O I | |
| 131|QuoteReqID|String|Unique identifier for quote request<br /><br />|Quote Request, Quote, Quote Cancel, Mass Quote Acknowledgement, Mass Quote, Quote Request Reject, Quote Status Report | |
| 132|BidPx|Price|Bid price/rate<br /><br />|Quote, Mass Quote Acknowledgement, Mass Quote, Quote Status Report, Quote Response | |
| 133|OfferPx|Price|Offer price/rate<br /><br />|Quote, Mass Quote Acknowledgement, Mass Quote, Quote Status Report, Quote Response | |
| 134|BidSize|Qty|Quantity of bid<br />(Prior to FIX 4.2 this field was of type int)<br /><br />|Quote, Mass Quote Acknowledgement, Mass Quote, Quote Status Report, Quote Response | |
| 135|OfferSize|Qty|Quantity of offer<br />(Prior to FIX 4.2 this field was of type int)<br /><br />|Quote, Mass Quote Acknowledgement, Mass Quote, Quote Status Report, Quote Response | |
| 136|NoMiscFees|NumInGroup|Number of repeating groups of miscellaneous fees<br /><br />|Execution Report, Allocation Instruction, Trade Capture Report, Confirmation, Allocation Report, Collateral Request, Collateral Assignment, Collateral Response, Collateral Report | |
| 137|MiscFeeAmt|Amt|Miscellaneous fee value<br /><br />|Execution Report, Allocation Instruction, Trade Capture Report, Confirmation, Allocation Report, Collateral Request, Collateral Assignment, Collateral Response, Collateral Report | |
| 138|MiscFeeCurr|Currency|Currency of miscellaneous fee<br /><br />|Execution Report, Allocation Instruction, Trade Capture Report, Confirmation, Allocation Report, Collateral Request, Collateral Assignment, Collateral Response, Collateral Report | |
| 139|MiscFeeType|char|Indicates type of miscellaneous fee.<br />Valid values:<br />1 = Regulatory (e.g. SEC)<br />2 = Tax<br />3 = Local Commission<br />4 = Exchange Fees<br />5 = Stamp<br />6 = Levy<br />7 = Other<br />8 = Markup<br />9 = Consumption Tax<br />10 = Per transaction<br />11 = Conversion<br />12 = Agent<br /><br />|Execution Report, Allocation Instruction, Trade Capture Report, Confirmation, Allocation Report, Collateral Request, Collateral Assignment, Collateral Response, Collateral Report | |
| 140|PrevClosePx|Price|Previous closing price of security.<br /><br />|New Order Single, New Order List, Quote Request, List Strike Price, New Order Cross, Cross Order Cancel Replace Request, New Order Multileg, Multileg Order Cancel Replace, Quote Request Reject, R F Q Request | |
| 141|ResetSeqNumFlag|Boolean|Indicates that the both sides of the FIX session should reset sequence numbers.<br />Valid values:<br />Y = Yes, reset sequence numbers<br />N = No<br /><br />|Logon | |
| 142|SenderLocationID|String|Assigned value used to identify specific message originator’s location (i.e. geographic location and/or desk, trader)<br /><br />|Standard Header | |
| 143|TargetLocationID|String|Assigned value used to identify specific message destination’s location (i.e. geographic location and/or desk, trader)<br /><br />|Standard 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<br /><br />|Standard 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<br /><br />|Standard Header | |
| 146|NoRelatedSym|NumInGroup|Specifies the number of repeating symbols specified.<br /><br />|News, Email, Quote Request, Market Data Request, Security List, Derivative Security List, Quote Request Reject, R F Q Request | |
| 147|Subject|String|The subject of an Email message<br /><br />|Email | |
| 148|Headline|String|The headline of a News message<br /><br />|News | |
| 149|URLLink|String|A URI (Uniform Resource Identifier) or URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html)<br />See "Appendix 6-B FIX Fields Based Upon Other Standards"<br /><br />|I O I, Advertisement, News | |
| 150|ExecType|char|Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus (39) will always identify the current order status (i.e. Partially Filled) <br />Valid values: <br />0 = New<br />1 = Partial fill (Replaced)<br />2 = Fill (Replaced)<br />3 = Done for day<br />4 = Canceled<br />5 = Replace<br />6 = Pending Cancel (e.g. result of Order Cancel Request)<br />7 = Stopped<br />8 = Rejected<br />9 = Suspended<br />A = Pending New<br />B = Calculated<br />C = Expired<br />D = Restated (ExecutionRpt sent unsolicited by sellside, with ExecRestatementReason (378) set)<br />E = Pending Replace (e.g. result of Order Cancel/Replace Request)<br />F = Trade (partial fill or fill)<br />G = Trade Correct (formerly an ExecTransType (20))<br />H = Trade Cancel (formerly an ExecTransType)<br />I = Order Status (formerly an ExecTransType)<br />*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***<br /><br /><br />|Execution Report, Trade Capture Report Request, Trade Capture Report, Trade Capture Report Ack | |
| 151|LeavesQty|Qty|Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) – CumQty (14).<br />(Prior to FIX 4.2 this field was of type int)<br /><br />|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 (38)) based upon this amount to be used for the actual order and subsequent messages.<br /><br />|Order Qty Data | |
| 153|AllocAvgPx|Price|AvgPx (6) for a specific AllocAccount (79)<br />For Fixed Income this is always expressed as “percent of par” price type.<br /><br />|Allocation Instruction, Allocation Report | |
| 154|AllocNetMoney|Amt|NetMoney (118) for a specific AllocAccount (79)<br /><br />|Allocation Instruction, Allocation Report | |
| 155|SettlCurrFxRate|float|Foreign exchange rate used to compute SettlCurrAmt (119) from Currency (15) to SettlCurrency (120)<br /><br />|Execution Report, Allocation Instruction, Trade Capture Report, Confirmation, Allocation Report | |
| 156|SettlCurrFxRateCalc|char|Specifies whether or not SettlCurrFxRate (155) should be multiplied or divided.<br />M = Multiply<br />D = Divide<br /><br />|Execution Report, Allocation Instruction, Quote, Trade Capture Report, Quote Status Report, Quote Response, Confirmation, Allocation Report | |
| 157|NumDaysInterest|int|Number of Days of Interest for convertible bonds and fixed income. Note value may be negative.<br /><br />|Execution Report, Allocation Instruction, Trade Capture Report, Confirmation, Allocation Report | |
| 158|AccruedInterestRate|Percentage|The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond.<br /><br />|Execution Report, Allocation Instruction, Trade Capture Report, Confirmation, Allocation Report | |
| 159|AccruedInterestAmt|Amt|Amount of Accrued Interest for convertible bonds and fixed income<br /><br />|Execution Report, Allocation Instruction, Trade Capture Report, Confirmation, Allocation Report, Collateral Request, Collateral Assignment, Collateral Response, Collateral Report, Collateral Inquiry | |
| 160|SettlInstMode|char|Indicates mode used for Settlement Instructions message.<br />Valid values: <br />0 = Default (Replaced)<br />1 = Standing Instructions Provided<br />2 = Specific Allocation Account Overriding (Replaced)<br />3 = Specific Allocation Account Standing (Replaced)<br />4 = Specific Order for a single account (for CIV)<br />5 = Request reject<br /><br />*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***<br /><br />|New Order List, Settlement Instructions | |
| 161|AllocText|String|Free format text related to a specific AllocAccount (79).<br /><br />|Allocation Instruction, Allocation Instruction Ack, Allocation Report, Allocation Report Ack | |
| 162|SettlInstID|String|Unique identifier for Settlement Instruction.<br /><br />|Settlement Instructions | |
| 163|SettlInstTransType|char|Settlement Instructions message transaction type<br />Valid values: <br />N = New<br />C = Cancel<br />R = Replace <br />T = Restate (used where the Settlement Instruction is being used to communicate standing instructions which have not been changed or added to)<br /><br />|Settlement Instructions | |
| 164|EmailThreadID|String|Unique identifier for an email thread (new and chain of replies)<br /><br />|Email | |
| 165|SettlInstSource|char|Indicates source of Settlement Instructions<br />Valid values: <br />1 = Broker’s Instructions<br />2 = Institution’s Instructions<br />3 = Investor (e.g. CIV use)<br /><br />|Settl Instructions Data | |
| 166|SettlLocation|String|Not used as of FIX 4.3. Included here for reference to prior versions.<br />*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***<br />Identifies Settlement Depository or Country Code (ISITC spec)<br />Valid values: <br />CED = CEDEL<br />DTC = Depository Trust Company<br />EUR = Euroclear<br />FED = Federal Book Entry<br />PNY= Physical<br />PTC = Participant Trust Company<br />ISO Country Code = Local Market Settle Location<br /><br />|No longer used | |
| 167|SecurityType|String|Indicates type of security. See also the Product (460) and CFICode (461) fields. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.<br />Example values (grouped by Product field value) (Note: additional values may be used by mutual agreement of the counterparties): <br /><br />AGENCY<br />EUSUPRA = Euro Supranational Coupons * <br />FAC = Federal Agency Coupon<br />FADN = Federal Agency Discount Note<br />PEF = Private Export Funding *<br />SUPRA = USD Supranational Coupons *<br />* Identify the Issuer in the "Issuer" field(106)<br /><br />*** REPLACED values - See "Replaced Features and Supported Approach" ***<br />COMMODITY<br />FUT = Future<br />OPT = Option<br /><br />Note: COMMODITY Product includes Bond, Interest Rate, Currency, Currency Spot Options, Crops/Grains, Foodstuffs, Livestock, Fibers, Lumber/Rubber, Oil/Gas/Electricity, Precious/Major Metal, and Industrial Metal. Use CFICode (461) for more granular definition if necessary.<br /><br />CORPORATE<br />CORP = Corporate Bond<br />CPP = Corporate Private Placement<br />CB = Convertible Bond<br />DUAL = Dual Currency<br />EUCORP = Euro Corporate Bond<br />XLINKD = Indexed Linked<br />STRUCT = Structured Notes<br />YANK = Yankee Corporate Bond<br /><br />CURRENCY<br /><br />FOR = Foreign Exchange Contract<br /><br />EQUITY<br />CS = Common Stock<br />PS = Preferred Stock<br /><br /><br />WAR - Warrant now is listed under Municipals for consistency with Bloomberg fixed income product types. For equity warrants - use the CFICode (461) instead.<br /><br />GOVERNMENT<br />BRADY = Brady Bond<br />EUSOV = Euro Sovereigns *<br />TBOND = US Treasury Bond<br />TINT = Interest strip from any bond or note<br />TIPS = Treasury Inflation Protected Securities<br />TCAL = Principal strip of a callable bond or note<br />TPRN = Principal strip from a non-callable bond or note<br />UST = US Treasury Note (deprecated value, use "TNOTE")<br />USTB = US Treasury Bill (deprecated value, use "TBILL")<br />TNOTE = US Treasury Note<br />TBILL = US Treasury Bill<br />“–”<br />* Identify the Issuer Name in Issuer (106)<br /><br /><br />FINANCING<br />REPO = Repurchase<br />FORWARD = Forward<br />BUYSELL = Buy Sellback<br />SECLOAN = Securities Loan<br />SECPLEDGE = Securities Pledge<br /><br />INDEX<br /><br />Note: "Indices" includes: Stock, Index Spot Options, Commodity, Physical Index Options, Share/Ratio, and Spreads. For index types use the CFICode (461).<br /><br />LOAN<br />TERM = Term Loan<br />RVLV = Revolver Loan<br />RVLVTRM = Revolver/Term Loan<br />BRIDGE = Bridge Loan<br />LOFC = Letter of Credit<br />SWING = Swing Line Facility<br />DINP = Debtor in Possession<br />DEFLTED = Defaulted<br />WITHDRN = Withdrawn<br />REPLACD = Replaced<br />MATURED = Matured<br />AMENDED = Amended & Restated<br />RETIRED = Retired<br /><br />MONEYMARKET<br />BA = Bankers Acceptance<br />BN = Bank Notes<br />BOX = Bill of Exchanges<br />CD = Certificate of Deposit<br />CL = Call Loans<br />CP = Commercial Paper<br />DN = Deposit Notes<br />EUCD = Euro Certificate of Deposit<br />EUCP = Euro Commercial Paper<br />LQN = Liquidity Note<br />MTN = Medium Term Notes<br />ONITE = Overnight<br />PN = Promissory Note<br />PZFJ = Plazos Fijos<br />STN = Short Term Loan Note<br />TD = Time Deposit<br />XCN = Extended Comm Note<br />YCD = Yankee Certificate of Deposit<br /><br />MORTGAGE<br /><br />ABS = Asset-backed Securities<br />CMBS = Corp. Mortgage-backed Securities<br />CMO = Collateralized Mortgage Obligation<br />IET = IOETTE Mortgage<br />MBS = Mortgage-backed Securities<br />MIO = Mortgage Interest Only<br />MPO = Mortgage Principal Only<br />MPP = Mortgage Private Placement<br />MPT = Miscellaneous Pass-through<br />PFAND = Pfandbriefe *<br />TBA = To be Announced<br />* Identify the Issuer Name in Issuer (106)<br /><br />MUNICIPAL<br />AN = Other Anticipation Notes BAN, GAN, etc.<br />COFO = Certificate of Obligation<br />COFP = Certificate of Participation<br />GO = General Obligation Bonds<br />MT = Mandatory Tender<br />RAN = Revenue Anticipation Note<br />REV = Revenue Bonds<br />SPCLA = Special Assessment<br />SPCLO = Special Obligation<br />SPCLT = Special Tax<br />TAN = Tax Anticipation Note<br />TAXA = Tax Allocation<br />TECP = Tax Exempt Commercial Paper<br />TRAN = Tax & Revenue Anticipation Note<br />VRDN = Variable Rate Demand Note<br />WAR = Warrant<br /><br />OTHER<br />MF = Mutual Fund (i.e. any kind of open-ended “Collective Investment Vehicle”)<br />MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)<br />NONE = No Security Type<br />? = “Wildcard” entry (used on Security Definition Request message)<br /><br />NOTE: Additional values may be used by mutual agreement of the counterparties)<br /><br /><br />|Allocation Instruction Ack, Settlement Instructions, Security Type Request, Security Types, Allocation Report Ack, Settlement Instruction Request, Instrument | |
| 168|EffectiveTime|UTCTime|Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as “GMT”)<br /><br />|Execution Report, New Order Single, New Order List, Order Cancel Replace Request, Settlement Instructions, New Order Cross, Cross Order Cancel Replace Request, New Order Multileg, Multileg Order Cancel Replace, Settlement Instruction Request | |
| 169|StandInstDbType|int|Identifies the Standing Instruction database used<br />Valid values: <br />0 = Other<br />1 = DTC SID<br />2 = Thomson ALERT<br />3 = A Global Custodian (StandInstDbName (170) must be provided)<br />4 = AccountNet<br /><br />|Settlement Instruction Request, Settl Instructions Data | |
| 170|StandInstDbName|String|Name of the Standing Instruction database represented with StandInstDbType (169) (i.e. the Global Custodian’s name).<br /><br />|Settlement Instruction Request, Settl Instructions Data | |
| 171|StandInstDbID|String|Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced.<br /><br />|Settlement Instruction Request, Settl Instructions Data | |
| 172|SettlDeliveryType|int|Identifies type of settlement<br />0 = “Versus. Payment”: Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment <br />1 = “Free”: Deliver (if Sell) or Receive (if Buy) Free<br />2 = Tri-Party<br />3 = Hold In Custody<br /><br />|Settl Instructions Data | |
| 173|SettlInstCode_|String|Not used as of FIX 4.4. Included here for reference to prior versions.<br />*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***<br />BIC (Bank Identification Code—Swift managed) code of the institution involved (i.e. for multi-company institution firms)<br /><br />|No longer used | |
| 176|SecuritySettlAgentName|String|Not used as of FIX 4.4. Included here for reference to prior versions.<br />*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***<br />Name of SettlInstSource's local agent bank if SettlLocation is not a depository<br /><br />|No longer used | |
| 177|SecuritySettlAgentCode|String|Not used as of FIX 4.4. Included here for reference to prior versions.<br />*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***<br />BIC (Bank Identification Code--Swift managed) code of the SettlInstSource's local agent bank if SettlLocation is not a depository<br /><br />|No longer used | |
| 178|SecuritySettlAgentAcctNum|String|Not used as of FIX 4.4. Included here for reference to prior versions.<br />*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***<br />SettlInstSource's account number at local agent bank if SettlLocation is not a depository <br /><br />|No longer used | |
| 179|SecuritySettlAgentAcctName|String|Not used as of FIX 4.4. Included here for reference to prior versions.<br />*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***<br />Name of SettlInstSource's account at local agent bank if SettlLocation is not a depository <br /><br />|No longer used | |
| 180|SecuritySettlAgentContactName|String|Not used as of FIX 4.4. Included here for reference to prior versions.<br />*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***<br />Name of contact at local agent bank for SettlInstSource's account if SettlLocation is not a depository <br /><br />|No longer used | |
| 181|SecuritySettlAgentContactPhone|String|Not used as of FIX 4.4. Included here for reference to prior versions.<br />*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***<br />Phone number for contact at local agent bank if SettlLocation is not a depository <br /><br />|No longer used | |
| 182|CashSettlAgentName|String|Not used as of FIX 4.4. Included here for reference to prior versions.<br />*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***<br />Name of SettlInstSource's local agent bank if SettlDeliveryType=Free <br /><br />|No longer used | |
| 183|CashSettlAgentCode|String|Not used as of FIX 4.4. Included here for reference to prior versions.<br />*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***<br />BIC (Bank Identification Code--Swift managed) code of the SettlInstSource's local agent bank if SettlDeliveryType=Free <br /><br />|No longer used | |
| 184|CashSettlAgentAcctNum|String|Not used as of FIX 4.4. Included here for reference to prior versions.<br />*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***<br />SettlInstSource's account number at local agent bank if SettlDeliveryType=Free <br /><br />|No longer used | |
| 185|CashSettlAgentAcctName|String|Not used as of FIX 4.4. Included here for reference to prior versions.<br />*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***<br />Name of SettlInstSource's account at local agent bank if SettlDeliveryType=Free <br /><br />|No longer used | |
| 186|CashSettlAgentContactName|String|Not used as of FIX 4.4. Included here for reference to prior versions.<br />*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***<br />Name of contact at local agent bank for SettlInstSource's account if SettlDeliveryType=Free <br /><br />|No longer used | |
| 187|CashSettlAgentContactPhone|String|Not used as of FIX 4.4. Included here for reference to prior versions.<br />*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***<br />Phone number for contact at local agent bank for SettlInstSource's account if SettlDeliveryType=Free <br /><br />|No longer used | |
| 188|BidSpotRate|Price|Bid F/X spot rate.<br /><br />|Quote, Mass Quote Acknowledgement, Mass Quote, Quote Status Report, Quote Response | |
| 189|BidForwardPoints|PriceOffset|Bid F/X forward points added to spot rate. May be a negative value.<br /><br />|Quote, Mass Quote Acknowledgement, Mass Quote, Quote Status Report, Quote Response | |
| 190|OfferSpotRate|Price|Offer F/X spot rate.<br /><br />|Quote, Mass Quote Acknowledgement, Mass Quote, Quote Status Report, Quote Response | |
| 191|OfferForwardPoints|PriceOffset|Offer F/X forward points added to spot rate. May be a negative value.<br /><br />|Quote, Mass Quote Acknowledgement, Mass Quote, Quote Status Report, Quote Response | |
| 192|OrderQty2|Qty|OrderQty (38) of the future part of a F/X swap order.<br /><br />|Execution Report, New Order Single, New Order List, Order Cancel Replace Request, Quote Request, Quote, Mass Quote Acknowledgement, Mass Quote, Quote Request Reject, Quote Status Report, Quote Response | |
| 193|SettlDate2|LocalMktDate|SettDate (64) of the future part of a F/X swap order.<br /><br />|Execution Report, New Order Single, New Order List, Order Cancel Replace Request, Quote Request, Quote, Mass Quote Acknowledgement, Mass Quote, Quote Request Reject, Quote Status Report, Quote Response | |
| 194|LastSpotRate|Price|F/X spot rate.<br /><br />|Execution Report, Trade Capture Report | |
| 195|LastForwardPoints|PriceOffset|F/X forward points added to LastSpotRate (194). May be a negative value.<br /><br />|Execution Report, Trade Capture Report | |
| 196|AllocLinkID|String|Can be used to link two different Allocation messages (each with unique AllocID (70)) together, i.e. for F/X “Netting” or “Swaps”. Should be unique.<br /><br />|Allocation Instruction, Allocation Report | |
| 197|AllocLinkType|int|Identifies the type of Allocation linkage when AllocLinkID (196) is used.<br />Valid values: <br />0 = F/X Netting<br />1 = F/X Swap<br /><br />|Allocation Instruction, Allocation Report | |
| 198|SecondaryOrderID|String|Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system.<br /><br />|Execution Report, Order Cancel Reject, Allocation Instruction, Dont Know Trade D K, Order Mass Cancel Report, Trade Capture Report, Confirmation, Allocation Report, Collateral Request, Collateral Assignment, Collateral Response, Collateral Report, Collateral Inquiry, Collateral Inquiry Ack, Confirmation Request | |
| 199|NoIOIQualifiers|NumInGroup|Number of repeating groups of IOIQualifiers (104).<br /><br />|I O I | |
| 200|MaturityMonthYear|month-year|Can be used with standardized derivatives vs. the MaturityDate (541) field. Month and Year of the maturity (used for standardized futures and options). <br />Format: <br />YYYYMM (i.e. 199903)<br />YYYYMMDD (20030323)<br />YYYYMMwN (200303w1) for week<br />A specific date or can be appended to the MaturityMonthYear. For instance, if multiple standard products exist that mature in the same Year and Month, but actually mature at a different time, a value can be appended, such as "w1" or "w2" to indicate week 1 as opposed to week 2 expiration. Likewise, the date (01-31) can be appended to indicate a specific expiration (maturity date).<br /><br />|Instrument | |
| 201|PutOrCall|int|Not used as of FIX 4.3. Included here for reference to prior versions.<br />*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***<br />Indicates whether an Option is for a put or call.<br />Valid values: <br />0 = Put<br />1 = Call<br /><br />|No longer used | |
| 202|StrikePrice|Price|Strike Price for an Option.<br /><br />|Instrument | |
| 203|CoveredOrUncovered|int|Used for derivative products, such as options<br />Valid values: <br />0 = Covered<br />1 = Uncovered<br /><br />|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 | |
| 204|CustomerOrFirm|int|Not used as of FIX 4.3. Included here for reference to prior versions.<br />*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***<br />Used for options when delivering the order to an execution system/exchange to specify if the order is for a customer or the firm placing the order itself.<br />Valid values: <br />0 = Customer<br />1 = Firm<br /><br />|No longer used | |
| 205|MaturityDay|day-of-month|Not used as of FIX 4.3. Included here for reference to prior versions.<br />*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***<br />Day of month used in conjunction with MaturityMonthYear to specify the maturity date for SecurityType=FUT or SecurityType=OPT.<br />Valid values: <br />1-31<br /><br />|No longer used | |
| 206|OptAttribute|char|Can be used for SecurityType (167) =OPT to identify a particular security.<br /><br />Valid values vary by SecurityExchange: <br />*** REPLACED values - See "Replaced Features and Supported Approach" ***<br />For Exchange: MONEP (Paris)<br />L = Long (a.k.a. “American”)<br />S = Short (a.k.a. “European”)<br /><br />For Exchanges: DTB (Frankfurt), HKSE (Hong Kong), and SOFFEX (Zurich)<br />0-9 = single digit “version” number assigned by exchange following capital adjustments (0=current, 1=prior, 2=prior to 1, etc).<br /><br />|Instrument | |
| 207|SecurityExchange|Exchange|Market used to help identify a security.<br />Valid values: <br />See "Appendix 6-C"<br /><br />|Instrument | |
| 208|NotifyBrokerOfCredit|Boolean|Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker).<br />Valid values: <br />Y = Details should be communicated<br />N = Details should not be communicated<br /><br />|Allocation Instruction, Allocation Report | |
| 209|AllocHandlInst|int|Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details.<br />Valid values: <br />1 = Match<br />2 = Forward<br />3 = Forward and Match<br /><br />|Allocation Instruction, Allocation Report | |
| 210|MaxShow|Qty|Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI).<br />(Prior to FIX 4.2 this field was of type int)<br /><br />|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 | |
| 211|PegOffsetValue|float|Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType (836)<br />(Prior to FIX 4.4 this field was of type PriceOffset)<br /><br />|Peg Instructions | |
| 212|XmlDataLen|Length|Length of the XmlData data block.<br /><br />|Standard Header | |
| 213|XmlData|data|Actual XML data stream (e.g. FIXML). See approriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters.<br /><br />|Standard Header | |
| 214|SettlInstRefID|String|Reference identifier for the SettlInstID (162) with Cancel and Replace SettlInstTransType (163) transaction types.<br /><br />|Settlement Instructions | |
| 215|NoRoutingIDs|NumInGroup|Number of repeating groups of RoutingID (217) and RoutingType (216) values.<br /><br />See Volume 3: "Pre-Trade Message Targeting/Routing"<br /><br />|I O I, News, Email | |
| 216|RoutingType|int|Indicates the type of RoutingID (217) specified.<br />Valid values: <br />1 = Target Firm<br />2 = Target List<br />3 = Block Firm<br />4 = Block List<br /><br />|I O I, News, Email | |
| 217|RoutingID|String|Assigned value used to identify a specific routing destination.<br /><br />|I O I, News, Email | |
| 218|Spread|PriceOffset|For Fixed Income. Either Swap Spread or Spread to Benchmark depending upon the order type. <br />Spread to Benchmark: Basis points relative to a benchmark. To be expressed as "count of basis points" (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the BenchmarkCurveName (221) field). Note: Basis points can be negative.<br />Swap Spread: Target spread for a swap.<br /><br />|Spread Or Benchmark Curve Data | |
| 219|Benchmark|char|Not used. Included here for reference to prior versions.<br />For Fixed Income. Identifies the benchmark (e.g. used in conjunction with the Spread field).<br />Valid values:<br />1 = CURVE<br />2 = 5-YR<br />3 = OLD-5<br />4 = 10-YR<br />5 = OLD-10<br />6 = 30-YR<br />7 = OLD-30<br />8 = 3-MO-LIBOR<br />9 = 6-MO-LIBOR<br /><br />|No longer used | |
| 220|BenchmarkCurveCurrency|Currency|Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. <br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br /><br />|Spread Or Benchmark Curve Data | |
| 221|BenchmarkCurveName|String|Name of benchmark curve.<br />Valid values:<br />MuniAAA<br />FutureSWAP<br />LIBID<br />LIBOR (London Inter-Bank Offers)<br />OTHER<br />SWAP<br />Treasury<br />Euribor<br />Pfandbriefe<br />EONIA<br />SONIA<br />EUREPO<br /><br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br /><br />|Spread Or Benchmark Curve Data | |
| 222|BenchmarkCurvePoint|String|Point on benchmark curve. Free form values: e.g. “1Y”, “7Y”, “INTERPOLATED”.<br />Sample values:<br />1M = combination of a number between 1-12 and a "M" for month<br />1Y = combination of number between 1-100 and a "Y" for year}<br />10Y-OLD = see above, then add "-OLD" when appropriate<br />INTERPOLATED = the point is mathematically derived<br />2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon<br />See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values.<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br /><br />|Spread Or Benchmark Curve Data | |
| 223|CouponRate|Percentage|The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment. The coupon is always cited, along with maturity, in any quotation of a bond's price.<br /><br />|Instrument | |
| 224|CouponPaymentDate|LocalMktDate|Date interest is to be paid. Used in identifying Corporate Bond issues.<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br />(prior to FIX 4.4 field was of type UTCDate)<br /><br />|Instrument | |
| 225|IssueDate|LocalMktDate|The date on which a bond or stock offering is issued. It may or may not be the same as the effective date ("Dated Date") or the date on which interest begins to accrue ("Interest Accrual Date")<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br />(prior to FIX 4.4 field was of type UTCDate)<br /><br />|Instrument | |
| 226|RepurchaseTerm|int|*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" ***<br />Number of business days before repurchase of a repo.<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br /><br />|Instrument | |
| 227|RepurchaseRate|Percentage|*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" ***<br />Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-1/4 percent of par.<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br /><br />|Instrument | |
| 228|Factor|float|For Fixed Income: Amorization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index.<br />Qty * Factor * Price = Gross Trade Amount<br />For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract.<br />(Qty * Price) * Factor = Nominal Value<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br /><br />|Instrument | |
| 229|TradeOriginationDate|LocalMktDate|Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br />(prior to FIX 4.4 field was of type UTCDate)<br /><br />|Execution Report, Order Cancel Reject, New Order Single, New Order List, Order Cancel Replace Request, Allocation Instruction, List Cancel Request, Quote Request, New Order Cross, Cross Order Cancel Replace Request, Cross Order Cancel Request, New Order Multileg, Multileg Order Cancel Replace, Quote Request Reject, Allocation Report | |
| 230|ExDate|LocalMktDate|The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity).<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br />(prior to FIX 4.4 field was of type UTCDate)<br /><br />|Execution Report, Trade Capture Report, Confirmation | |
| 231|ContractMultiplier|float|Specifies the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc. <br />In general quantities for all calsses should be expressed in the basic unit of the instrument, e.g. shares for equities, norminal or par amount for bonds, currency for foreign exchange. When quantity is expressed in contracts, e.g. financing transactions and bond trade reporting, ContractMutliplier should contain the number of units in one contract and can be omitted if the multiplier is the default amount for the instrument, i.e. 1,000 par of bonds, 1,000,000 par for financing transactions.<br /><br />|Instrument | |
| 232|NoStipulations|NumInGroup|Number of stipulation entries<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3).<br /><br />|Stipulations | |
| 233|StipulationType|String|For Fixed Income. Type of Stipulation.<br />Values include:<br />AMT = AMT (y/n)<br />AUTOREINV = Auto Reinvestment at <rate> or better<br />BANKQUAL = Bank qualified (y/n)<br />BGNCON = Bargain Conditions– see (234) for values<br />COUPON = Coupon range<br />CURRENCY = ISO Currency code <br />CUSTOMDATE = Custom start/end date<br />GEOG = Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets])<br />HAIRCUT = Valuation discount<br />INSURED = Insured (y/n)<br />ISSUE = Year or Year/Month of Issue (ex. 234=2002/09)<br />ISSUER = Issuer’s ticker<br />ISSUESIZE = issue size range<br />LOOKBACK = Lookback days<br />LOT = Explicit lot identifier<br />LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)<br />MAT = Maturity Year and Month<br />MATURITY = Maturity range<br />MAXSUBS = Maximum substitutions (Repo)<br />MINQTY = Minimum quantity<br />MININCR = Minimum increment<br />MINDNOM = Minimum denomination<br />PAYFREQ = Payment frequency, calendar<br />PIECES = Number of Pieces<br />PMAX = Pools Maximum<br />PPM = Pools per Million<br />PPL = Pools per Lot<br />PPT = Pools per Trade<br />PRICE = Price range<br />PRICEFREQ = Pricing frequency<br />PROD = Production Year<br />PROTECT = Call protection<br />PURPOSE = Purpose <br />PXSOURCE = Benchmark price source <br />RATING = Rating source and range<br />REDEMPTION = Type of redemption – values are:<br />NonCallable<br />Callable<br />Prefunded<br />EscrowedToMaturity<br />Putable<br />Convertible<br />RESTRICTED = Restricted (y/n)<br />SECTOR = Market sector<br />SECTYPE = SecurityType included or excluded<br />STRUCT = Structure <br />SUBSFREQ = Substitutions frequency (Repo)<br />SUBSLEFT = Substitutions left (Repo)<br />TEXT = Freeform text<br />TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)<br />WAC = Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])<br />WAL = Weighted Average Life Coupon: value in percent (exact or range)<br />WALA = Weighted Average Loan Age: value in months (exact or range) <br />WAM = Weighted Average Maturity : value in months (exact or range)<br />WHOLE = Whole Pool (y/n)<br />YIELD = Yield range<br />or the following Prepayment Speeds<br /> SMM = Single Monthly Mortality<br /> CPR = Constant Prepayment Rate<br /> CPY = Constant Prepayment Yield<br /> CPP = Constant Prepayment Penalty<br /> ABS = Absolute Prepayment Speed<br /> MPR = Monthly Prepayment Rate<br /> PSA = % of BMA Prepayment Curve<br /> PPC = % of Prospectus Prepayment Curve<br /> MHP = % of Manufactured Housing Prepayment Curve<br /> HEP = final CPR of Home Equity Prepayment Curve<br />Other types may be used by mutual agreement of the counterparties.<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)</rate>|Stipulations | |
| 234|StipulationValue|String|For Fixed Income. Value of stipulation.<br />The expression can be an absolute single value or a combination of values and logical operators:<br />< value<br />> value<br /><= value<br />>= value<br />value<br />value1 – value2<br />value1 OR value2<br />value1 AND value2<br />YES<br />NO<br /><br />Bargain conditions recognized by the London Stock Exchange – to be used when StipulationType is “BGNCON”.<br />CD = Special cum Dividend<br />XD = Special ex Dividend<br />CC = Special cum Coupon<br />XC = Special ex Coupon<br />CB = Special cum Bonus<br />XB = Special ex Bonus<br />CR = Special cum Rights<br />XR = Special ex Rights<br />CP = Special cum Capital Repayments<br />XP = Special ex Capital Repayments<br />CS = Cash Settlement<br />SP = Special Price<br />TR = Report for European Equity Market Securities in accordance with Chapter 8 of the Rules.<br />GD = Guaranteed Delivery<br /><br />Values for StipulationType = "PXSOURCE":<br />BB GENERIC<br />BB FAIRVALUE<br />BROKERTEC<br />ESPEED<br />GOVPX<br />HILLIARD FARBER<br />ICAP<br />TRADEWEB<br />TULLETT LIBERTY<br />If a particular side of the market is wanted append /BID /OFFER or /MID.<br /><br />plus appropriate combinations of the above and other expressions by mutual agreement of the counterparties.<br />Examples: “>=60”, “.25”, “ORANGE OR CONTRACOSTA”, etc.<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br /><br /><br />|Stipulations | |
| 235|YieldType|String|Type of yield.<br />Valid values:<br />AFTERTAX = After Tax Yield (Municipals)<br />ANNUAL = Annual Yield<br />ATISSUE = Yield At Issue (Municipals)<br /><br />AVGMATURITY = Yield To Average Maturity<br />BOOK = Book Yield<br />CALL = Yield to Next Call<br />CHANGE = Yield Change Since Close<br /><br /><br />CLOSE = Closing Yield<br />COMPOUND = Compound Yield<br />CURRENT = Current Yield<br />GROSS = True Gross Yield<br />GOVTEQUIV = Government Equivalent Yield<br />INFLATION = Yield with Inflation Assumption<br />INVERSEFLOATER = Inverse Floater Bond Yield<br /><br /><br />LASTCLOSE = Most Recent Closing Yield<br />LASTMONTH = Closing Yield Most Recent Month<br />LASTQUARTER = Closing Yield Most Recent Quarter<br />LASTYEAR = Closing Yield Most Recent Year<br />LONGAVGLIFE = Yield to Longest Average Life<br /><br /><br />MARK = Mark To Market Yield<br />MATURITY = Yield to Maturity<br />NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds)<br />OPENAVG = Open Average Yield<br />PUT = Yield to Next Put<br />PREVCLOSE = Previous Close Yield<br />PROCEEDS = Proceeds Yield<br /><br /><br />SEMIANNUAL = Semi-annual Yield<br />SHORTAVGLIFE = Yield to Shortest Average Life<br /><br />SIMPLE = Simple Yield<br />TAXEQUIV = Tax Equivalent Yield<br />TENDER = Yield to Tender Date<br />TRUE = True Yield<br /><br /><br />VALUE1/32 = Yield Value Of 1/32<br />WORST = Yield To Worst<br /><br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br /><br /><br /><br /><br />|Yield Data | |
| 236|Yield|Percentage|Yield percentage.<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br /><br />|Yield Data | |
| 237|TotalTakedown|Amt|The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread.<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br /><br />|Execution Report, Allocation Instruction, Trade Capture Report, Confirmation, Allocation Report | |
| 238|Concession|Amt|Provides the reduction in price for the secondary market in Muncipals.<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br /><br />|Execution Report, Allocation Instruction, Trade Capture Report, Confirmation, Allocation Report | |
| 239|RepoCollateralSecurityType|int|*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" ***<br />Identifies the collateral used in the transaction.<br />Valid values: see SecurityType (167) field<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br /><br />|Instrument | |
| 240|RedemptionDate|LocalMktDate|*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" ***<br />Return of investor's principal in a security. Bond redemption can occur before maturity date.<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br />(prior to FIX 4.4 field was of type UTCDate)<br /><br />|Instrument | |
| 241|UnderlyingCouponPaymentDate|LocalMktDate|Underlying security’s CouponPaymentDate.<br />See CouponPaymentDate (224) field for description<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br />(prior to FIX 4.4 field was of type UTCDate)<br /><br />|Underlying Instrument | |
| 242|UnderlyingIssueDate|LocalMktDate|Underlying security’s IssueDate.<br />See IssueDate (225) field for description<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br />(prior to FIX 4.4 field was of type UTCDate)<br /><br />|Underlying Instrument | |
| 243|UnderlyingRepoCollateral SecurityType|int|*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" ***<br />Underlying security’s RepoCollateralSecurityType.<br />See RepoCollateralSecurityType (239) field for description<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br /><br />|Underlying Instrument | |
| 244|UnderlyingRepurchaseTerm|int|*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" ***<br />Underlying security’s RepurchaseTerm.<br />See RepurchaseTerm (226) field for description<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br /><br />|Underlying Instrument | |
| 245|UnderlyingRepurchaseRate|Percentage|*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" ***<br />Underlying security’s RepurchaseRate.<br />See RepurchaseRate (227) field for description<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br /><br />|Underlying Instrument | |
| 246|UnderlyingFactor|float|Underlying security’s Factor.<br />See Factor (228) field for description<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br /><br />|Underlying Instrument | |
| 247|UnderlyingRedemptionDate|LocalMktDate|*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" ***<br />Underlying security’s RedemptionDate.<br />See RedemptionDate (240) field for description<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br />(prior to FIX 4.4 field was of type UTCDate)<br /><br />|Underlying Instrument | |
| 248|LegCouponPaymentDate|LocalMktDate|Multileg instrument's individual leg security’s CouponPaymentDate.<br />See CouponPaymentDate (224) field for description<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br />(prior to FIX 4.4 field was of type UTCDate)<br /><br />|Instrument Leg | |
| 249|LegIssueDate|LocalMktDate|Multileg instrument's individual leg security’s IssueDate.<br />See IssueDate (225) field for description<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br />(prior to FIX 4.4 field was of type UTCDate)<br /><br />|Instrument Leg | |
| 250|LegRepoCollateralSecurityType|int|*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" ***<br />Multileg instrument's individual leg security’s RepoCollateralSecurityType.<br />See RepoCollateralSecurityType (239) field for description<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br /><br />|Instrument Leg | |
| 251|LegRepurchaseTerm|int|*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" ***<br />Multileg instrument's individual leg security’s RepurchaseTerm.<br />See RepurchaseTerm (226) field for description<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br /><br />|Instrument Leg | |
| 252|LegRepurchaseRate|Percentage|*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" ***<br />Multileg instrument's individual leg security’s RepurchaseRate.<br />See RepurchaseRate (227) field for description<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br /><br />|Instrument Leg | |
| 253|LegFactor|float|Multileg instrument's individual leg security’s Factor.<br />See Factor (228) field for description<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br /><br />|Instrument Leg | |
| 254|LegRedemptionDate|LocalMktDate|*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" ***<br />Multileg instrument's individual leg security’s RedemptionDate. <br />See RedemptionDate (240) field for description<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br />(prior to FIX 4.4 field was of type UTCDate)<br /><br />|Instrument Leg | |
| 255|CreditRating|String|An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's.<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br /><br />|Instrument | |
| 256|UnderlyingCreditRating|String|Underlying security’s CreditRating.<br />See CreditRating (255) field for description<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br /><br />|Underlying Instrument | |
| 257|LegCreditRating|String|Multileg instrument's individual leg security’s CreditRating. <br />See CreditRating (255) field for description<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br /><br />|Instrument Leg | |
| 258|TradedFlatSwitch|Boolean|Driver and part of trade in the event that the Security Master file was wrong at the point of entry<br />Valid Values: <br />Y = Traded Flat<br />N = Not Traded Flat<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br /><br />|Execution Report | |
| 259|BasisFeatureDate|LocalMktDate|BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process.<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br />(prior to FIX 4.4 field was of type UTCDate)<br /><br />|Execution Report | |
| 260|BasisFeaturePrice|Price|Price for BasisFeatureDate.<br />See BasisFeatureDate (259)<br />(Note tag # was reserved in FIX 4.1, added in FIX 4.3)<br /><br />|Execution Report | |
| 261|<a href="https://www.blogger.com/blogger.g?blogID=7958978495748188998#null" name="Reserved/Allocated_to_the_Fixed_Income_proposal">Reserved/Allocated to the Fixed Income proposal||<br />|No longer used | |
| 262|MDReqID|String|Unique identifier for Market Data Request<br /><br />|Market Data Request, Market Data Snapshot Full Refresh, Market Data Incremental Refresh, Market Data Request Reject | |
| 263|SubscriptionRequestType|char|Subscription Request Type<br />Valid values:<br />0 = Snapshot<br />1 = Snapshot + Updates (Subscribe)<br />2 = Disable previous Snapshot + Update Request (Unsubscribe)<br /><br />|Market Data Request, Quote Status Request, Security Definition Request, Security Status Request, Trading Session Status Request, Security Types, Security List Request, Derivative Security List Request, Trade Capture Report Request, Trade Capture Report, R F Q Request, Request For Positions, Position Report, Trade Capture Report Request Ack, Trade Capture Report Ack, Collateral Inquiry | |
| 264|MarketDepth|int|Depth of market for Book Snapshot<br />Valid values:<br />0 = Full Book<br />1 = Top of Book<br />N>1 = Report best N price tiers of data<br /><br />|Market Data Request | |
| 265|MDUpdateType|int|Specifies the type of Market Data update.<br />Valid values:<br />0 = Full Refresh<br />1 = Incremental Refresh<br /><br />|Market Data Request | |
| 266|AggregatedBook|char|Specifies whether or not book entries should be aggregated.<br />Valid values:<br />Y = one book entry per side per price<br />N = Multiple entries per side per price allowed<br />(Not specified) = broker option<br /><br />|Market Data Request | |
| 267|NoMDEntryTypes|NumInGroup|Number of MDEntryType (269) fields requested.<br /><br />|Market Data Request | |
| 268|NoMDEntries|NumInGroup|Number of entries in Market Data message.<br /><br />|Market Data Snapshot Full Refresh, Market Data Incremental Refresh | |
| 269|MDEntryType|char|Type Market Data entry.<br />Valid values:<br />0 = Bid<br />1 = Offer<br />2 = Trade<br />3 = Index Value<br />4 = Opening Price<br />5 = Closing Price<br />6 = Settlement Price<br />7 = Trading Session High Price<br />8 = Trading Session Low Price<br />9 = Trading Session VWAP Price<br />A = Imbalance <br />B = Trade Volume<br />C = Open Interest<br /><br />|Market Data Request, Market Data Snapshot Full Refresh, Market Data Incremental Refresh | |
| 270|MDEntryPx|Price|Price of the Market Data Entry.<br /><br />|Market Data Snapshot Full Refresh, Market Data Incremental Refresh | |
| 271|MDEntrySize|Qty|Quantity or volume represented by the Market Data Entry.<br /><br />|Market Data Snapshot Full Refresh, Market Data Incremental Refresh | |
| 272|MDEntryDate|UTCDateOnly|Date of Market Data Entry.<br />(prior to FIX 4.4 field was of type UTCDate)<br /><br />|Market Data Snapshot Full Refresh, Market Data Incremental Refresh | |
| 273|MDEntryTime|UTCTimeOnly|Time of Market Data Entry.<br /><br />|Market Data Snapshot Full Refresh, Market Data Incremental Refresh | |
| 274|TickDirection|char|Direction of the "tick".<br />Valid values:<br />0 = Plus Tick<br />1 = Zero-Plus Tick<br />2 = Minus Tick<br />3 = Zero-Minus Tick<br /><br />|Market Data Snapshot Full Refresh, Market Data Incremental Refresh | |
| 275|MDMkt|Exchange|Market posting quote / trade. <br />Valid values:<br />See "Appendix 6-C"<br /><br />|Market Data Snapshot Full Refresh, Market Data Incremental Refresh | |
| 276|QuoteCondition|MultipleValue String|Space-delimited list of conditions describing a quote.<br />Valid values:<br />A = Open / Active<br />B = Closed / Inactive<br />C = Exchange Best<br />D = Consolidated Best<br />E = Locked<br />F = Crossed<br />G = Depth<br />H = Fast Trading<br />I = Non-Firm<br /><br />|Market Data Snapshot Full Refresh, Market Data Incremental Refresh | |
| 277|TradeCondition|MultipleValue String|Space-delimited list of conditions describing a trade<br />Valid values:<br />A = Cash (only) Market<br />B = Average Price Trade<br />C = Cash Trade (same day clearing)<br />D = Next Day (only) Market<br />E = Opening / Reopening Trade Detail<br />F = Intraday Trade Detail<br />G = Rule 127 Trade (NYSE)<br />H = Rule 155 Trade (Amex)<br />I = Sold Last (late reporting)<br />J = Next Day Trade (next day clearing)<br />K = Opened (late report of opened trade)<br />L = Seller<br />M = Sold (out of sequence)<br />N = Stopped Stock (guarantee of price but does not execute the order)<br />P = Imbalance More Buyers (Cannot be used in combination with Q)<br />Q = Imbalance More Sellers (Cannot be used in combination with P)<br />R = Opening Price<br /><br />|Market Data Snapshot Full Refresh, Market Data Incremental Refresh | |
| 278|MDEntryID|String|Unique Market Data Entry identifier.<br /><br />|Market Data Incremental Refresh | |
| 279|MDUpdateAction|char|Type of Market Data update action.<br />Valid values:<br />0 = New<br />1 = Change<br />2 = Delete<br /><br />|Market Data Incremental Refresh | |
| 280|MDEntryRefID|String|Refers to a previous MDEntryID (278).<br /><br /><br />|Market Data Incremental Refresh | |
| 281|MDReqRejReason|char|Reason for the rejection of a Market Data request.<br />Valid values:<br />0 = Unknown symbol<br />1 = Duplicate MDReqID<br />2 = Insufficient Bandwidth<br />3 = Insufficient Permissions<br />4 = Unsupported SubscriptionRequestType<br />5 = Unsupported MarketDepth<br />6 = Unsupported MDUpdateType<br />7 = Unsupported AggregatedBook<br />8 = Unsupported MDEntryType<br />9 = Unsupported TradingSessionID<br />A = Unsupported Scope<br />B = Unsupported OpenCloseSettleFlag<br />C = Unsupported MDImplicitDelete<br /><br />|Market Data Request Reject | |
| 282|MDEntryOriginator|String|Originator of a Market Data Entry<br /><br />|Market Data Snapshot Full Refresh, Market Data Incremental Refresh | |
| 283|LocationID|String|Identification of a Market Maker’s location<br /><br />|Market Data Snapshot Full Refresh, Market Data Incremental Refresh, Network Counterparty System Status Request, Network Counterparty System Status Response | |
| 284|DeskID|String|Identification of a Market Maker’s desk<br /><br />|Market Data Snapshot Full Refresh, Market Data Incremental Refresh, Network Counterparty System Status Request, Network Counterparty System Status Response | |
| 285|DeleteReason|char|Reason for deletion.<br />Valid values:<br />0 = Cancelation / Trade Bust<br />1 = Error<br /><br />|Market Data Incremental Refresh | |
| 286|OpenCloseSettlFlag|MultipleValue String|Flag that identifies a market data entry.<br />Valid values:<br />0 = Daily Open / Close / Settlement entry<br />1 = Session Open / Close / Settlement entry<br />2 = Delivery Settlement entry<br />3 = Expected entry<br />4 = Entry from previous business day<br />5 = Theoretical Price value<br />(Prior to FIX 4.3 this field was of type char)<br /><br />|Market Data Request, Market Data Snapshot Full Refresh, Market Data Incremental Refresh | |
| 287|SellerDays|int|Specifies the number of days that may elapse before delivery of the security<br /><br />|Market Data Snapshot Full Refresh, Market Data Incremental Refresh | |
| 288|MDEntryBuyer|String|Buying party in a trade<br /><br />|Market Data Snapshot Full Refresh, Market Data Incremental Refresh | |
| 289|MDEntrySeller|String|Selling party in a trade<br /><br />|Market Data Snapshot Full Refresh, Market Data Incremental Refresh | |
| 290|MDEntryPositionNo|int|Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1.<br /><br />|Market Data Snapshot Full Refresh, Market Data Incremental Refresh | |
| 291|FinancialStatus|MultipleValue String|Identifies a firm’s financial status.<br />Valid values:<br />1 = Bankrupt<br />2 = Pending delisting<br /><br />|Market Data Snapshot Full Refresh, Market Data Incremental Refresh, Security Status | |
| 292|CorporateAction|MultipleValue String|Identifies the type of Corporate Action.<br />Valid values:<br />A = Ex-Dividend<br />B = Ex-Distribution<br />C = Ex-Rights<br />D = New<br />E = Ex-Interest<br /><br />|Market Data Snapshot Full Refresh, Market Data Incremental Refresh, Security Status | |
| 293|DefBidSize|Qty|Default Bid Size.<br /><br />|Mass Quote | |
| 294|DefOfferSize|Qty|Default Offer Size.<br /><br />|Mass Quote | |
| 295|NoQuoteEntries|NumInGroup|The number of quote entries for a QuoteSet.<br /><br />|Quote Cancel, Mass Quote Acknowledgement, Mass Quote | |
| 296|NoQuoteSets|NumInGroup|The number of sets of quotes in the message.<br /><br />|Mass Quote Acknowledgement, Mass Quote | |
| 297|QuoteStatus|int|Identifies the status of the quote acknowledgement.<br />Valid values:<br />0 = Accepted<br />1 = Canceled for Symbol(s)<br />2 = Canceled for Security Type(s)<br />3 = Canceled for Underlying<br />4 = Canceled All<br />5 = Rejected<br />6 = Removed from Market<br />7 = Expired<br />8 = Query<br />9 = Quote Not Found<br />10 = Pending<br />11 = Pass<br />12 = Locked Market Warning<br />13 = Cross Market Warning<br />14 = Canceled due to lock market<br />15 = Canceled due to cross market<br /><br />|Mass Quote Acknowledgement, Quote Status Report | |
| 298|QuoteCancelType|int|Identifies the type of quote cancel.<br />Valid Values:<br />1 = Cancel for Symbol(s)<br />2 = Cancel for Security Type(s)<br />3 = Cancel for Underlying Symbol<br />4 = Cancel All Quotes<br /><br />|Quote Cancel | |
| 299|QuoteEntryID|String|Uniquely identifies the quote as part of a QuoteSet.<br /><br />|Market Data Snapshot Full Refresh, Market Data Incremental Refresh, Mass Quote Acknowledgement, Mass Quote | |
| 300|QuoteRejectReason|int|Reason Quote was rejected:<br />Valid Values:<br />1 = Unknown symbol (Security)<br />2 = Exchange(Security) closed<br />3 = Quote Request exceeds limit<br />4 = Too late to enter<br />5 = Unknown Quote<br />6 = Duplicate Quote <br />7 = Invalid bid/ask spread<br />8 = Invalid price<br />9 = Not authorized to quote security<br />99 = Other<br /><br />|Mass Quote Acknowledgement | |
| 301|QuoteResponseLevel|int|Level of Response requested from receiver of quote messages.<br />Valid Values:<br />0 = No Acknowledgement (Default)<br />1 = Acknowledge only negative or erroneous quotes<br />2 = Acknowledge each quote messages<br /><br />|Quote, Quote Cancel, Mass Quote Acknowledgement, Mass Quote | |
| 302|QuoteSetID|String|Unique id for the Quote Set. <br /><br />|Mass Quote Acknowledgement, Mass Quote | |
| 303|QuoteRequestType|int|Indicates the type of Quote Request being generated<br />Valid values:<br />1 = Manual<br />2 = Automatic<br /><br />|Quote Request, Quote Request Reject, R F Q Request | |
| 304|TotNoQuoteEntries|int|Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries (295) in each message that has repeating quotes that are part of the same quote set.<br />(Prior to FIX 4.4 this field was named TotQuoteEntries)<br /><br />|Mass Quote Acknowledgement, Mass Quote | |
| 305|UnderlyingSecurityIDSource|String|Underlying security’s SecurityIDSource.<br />Valid values: see SecurityIDSource (22) field<br /><br />|Underlying Instrument | |
| 306|UnderlyingIssuer|String|Underlying security’s Issuer.<br />See Issuer (106) field for description<br /><br />|Underlying Instrument | |
| 307|UnderlyingSecurityDesc|String|Underlying security’s SecurityDesc.<br />See SecurityDesc (107) field for description<br /><br />|Underlying Instrument | |
| 308|UnderlyingSecurityExchange|Exchange|Underlying security’s SecurityExchange. Can be used to identify the underlying security.<br />Valid values: see SecurityExchange (207)<br /><br />|Underlying Instrument | |
| 309|UnderlyingSecurityID|String|Underlying security’s SecurityID.<br />See SecurityID (48) field for description<br /><br />|Underlying Instrument | |
| 310|UnderlyingSecurityType|String|Underlying security’s SecurityType.<br />Valid values: see SecurityType (167) field<br />(see below for details concerning this fields use in conjunction with SecurityType=REPO)<br /><br />The following applies when used in conjunction with SecurityType=REPO<br />Represents the general or specific type of security that underlies a financing agreement<br />Valid values for SecurityType=REPO:<br />TREASURY = Federal government or treasury<br />PROVINCE = State, province, region, etc.<br />AGENCY = Federal agency<br />MORTGAGE = Mortgage passthrough<br />CP = Commercial paper<br />CORP = Corporate<br />EQUITY = Equity<br />SUPRA = Supra-national agency<br />CASH<br />If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <underlyingstipulations> block e.g.:<br />SecurityType=REPO<br />UnderlyingSecurityType=MORTGAGE<br />UnderlyingIssuer=GNMA<br /> or<br />SecurityType=REPO<br />UnderlyingSecurityType=AGENCY<br />UnderlyingIssuer=CA Housing Trust<br />UnderlyingCountryOfIssue=CA<br /> or<br />SecurityType=REPO<br />UnderlyingSecurityType=CORP<br />UnderlyingNoStipulations=1<br />UnderlyingStipulationType=RATING<br />UnderlyingStipulationValue=>bbb-<br /></underlyingstipulations>|Underlying Instrument | |
| 311|UnderlyingSymbol|String|Underlying security’s Symbol.<br />See Symbol (55) field for description<br /><br />|Underlying Instrument | |
| 312|UnderlyingSymbolSfx|String|Underlying security’s SymbolSfx.<br />See SymbolSfx (65) field for description<br /><br />|Underlying Instrument | |
| 313|UnderlyingMaturityMonthYear|month-year|Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. <br />See MaturityMonthYear (200) field for description<br /><br />|Underlying Instrument | |
| 314|UnderlyingMaturityDay|day-of-month|Not used as of FIX 4.3. Included here for reference to prior versions.<br />*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***<br />Underlying security’s MaturityDay.<br />See MaturityDay field for description<br /><br />|No longer used | |
| 315|UnderlyingPutOrCall|int|Not used as of FIX 4.3. Included here for reference to prior versions.<br />*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***<br />Underlying security’s PutOrCall.<br />See PutOrCall field for description<br /><br />|No longer used | |
| 316|UnderlyingStrikePrice|Price|Underlying security’s StrikePrice.<br />See StrikePrice (202) field for description<br /><br />|Underlying Instrument | |
| 317|UnderlyingOptAttribute|char|Underlying security’s OptAttribute.<br />See OptAttribute (206) field for description<br /><br />|Underlying Instrument | |
| 318|UnderlyingCurrency|Currency|Underlying security’s Currency.<br />See Currency (15) field for description and valid values<br /><br />|Underlying Instrument | |
| 319|RatioQty|Qty|Not used as of FIX 4.3. Included here for reference to prior versions.<br />*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***<br />Quantity of a particular leg in the security.<br /><br />|No longer used | |
| 320|SecurityReqID|String|Unique ID of a Security Definition Request.<br /><br />|Security Definition Request, Security Definition, Security Type Request, Security Types, Security List Request, Security List, Derivative Security List Request, Derivative Security List | |
| 321|SecurityRequestType|int|Type of Security Definition Request.<br />Valid values:<br />0 = Request Security identity and specifications<br />1 = Request Security identity for the specifications provided (Name of the security is not supplied)<br />2 = Request List Security Types<br />3 = Request List Securities (Can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange. If provided then only list Securities for the specific type)<br /><br />|Security Definition Request | |
| 322|SecurityResponseID|String|Unique ID of a Security Definition message.<br /><br />|Security Definition, Security Types, Security List, Derivative Security List | |
| 323|SecurityResponseType|int|Type of Security Definition message response.<br />Valid values:<br />1 = Accept security proposal as is<br />2 = Accept security proposal with revisions as indicated in the message<br />3 = List of security types returned per request <br />4 = List of securities returned per request<br />5 = Reject security proposal<br />6 = Can not match selection criteria<br /><br />|Security Definition, Security Types | |
| 324|SecurityStatusReqID|String|Unique ID of a Security Status Request message.<br /><br />|Security Status Request, Security Status | |
| 325|UnsolicitedIndicator|Boolean|Indicates whether or not message is being sent as a result of a subscription request or not.<br />Valid values:<br />Y = Message is being sent unsolicited<br />N = Message is being sent as a result of a prior request<br /><br />|Security Status, Trading Session Status, Trade Capture Report, Request For Positions Ack, Position Report | |
| 326|SecurityTradingStatus|int|Identifies the trading status applicable to the transaction.<br />Valid values:<br />1 = Opening Delay<br />2 = Trading Halt<br />3 = Resume<br />4 = No Open/No Resume<br />5 = Price Indication<br />6 = Trading Range Indication<br />7 = Market Imbalance Buy<br />8 = Market Imbalance Sell<br />9 = Market On Close Imbalance Buy<br />10 = Market On Close Imbalance Sell<br />11 = (not assigned)<br />12 = No Market Imbalance<br />13 = No Market On Close Imbalance<br />14 = ITS Pre-Opening<br />15 = New Price Indication<br />16 = Trade Dissemination Time<br />17 = Ready to trade (start of session)<br />18 = Not Available for trading (end of session)<br />19 = Not Traded on this Market<br />20 = Unknown or Invalid<br />21 = Pre-Open<br />22 = Opening Rotation<br />23 = Fast Market<br /><br />|Security Status | |
| 327|HaltReason|char|Denotes the reason for the Opening Delay or Trading Halt.<br />Valid values:<br />I = Order Imbalance<br />X = Equipment Changeover<br />P = News Pending<br />D = News Dissemination<br />E = Order Influx<br />M = Additional Information<br /><br />|Security Status | |
| 328|InViewOfCommon|Boolean|Indicates whether or not the halt was due to Common Stock trading being halted.<br />Valid values:<br />Y = Halt was due to common stock being halted<br />N = Halt was not related to a halt of the common stock<br /><br />|Security Status | |
| 329|DueToRelated|Boolean|Indicates whether or not the halt was due to the Related Security being halted.<br />Valid values:<br />Y = Halt was due to related security being halted<br />N = Halt was not related to a halt of the related security<br /><br />|Security Status | |
| 330|BuyVolume|Qty|Quantity bought.<br /><br />|Security Status | |
| 331|SellVolume|Qty|Quantity sold.<br /><br />|Security Status | |
| 332|HighPx|Price|Represents an indication of the high end of the price range for a security prior to the open or reopen<br /><br />|Security Status | |
| 333|LowPx|Price|Represents an indication of the low end of the price range for a security prior to the open or reopen<br /><br />|Security Status | |
| 334|Adjustment|int|Identifies the type of adjustment.<br />Valid values:<br />1 = Cancel<br />2 = Error<br />3 = Correction<br /><br />|Security Status | |
| 335|TradSesReqID|String|Unique ID of a Trading Session Status message.<br /><br />|Trading Session Status Request, Trading Session Status | |
| 336|TradingSessionID|String|Identifier for Trading Session<br />Can be used to represent a specific market trading session (e.g. “PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET1", "TOSTNET2", etc). <br />To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.<br />Values should be bi-laterally agreed to between counterparties.<br />Firms may register Trading Session values on the FIX website (presently a document maintained within “ECN and Exchanges” working group section).<br /><br />|Advertisement, Execution Report, New Order Single, New Order List, Order Cancel Replace Request, Allocation Instruction, Quote Request, Quote, Market Data Request, Market Data Snapshot Full Refresh, Market Data Incremental Refresh, Quote Cancel, Quote Status Request, Mass Quote Acknowledgement, Security Definition Request, Security Definition, Security Status Request, Security Status, Trading Session Status Request, Trading Session Status, Mass Quote, Bid Request, Bid Response, Order Mass Cancel Request, Order Mass Cancel Report, New Order Cross, Cross Order Cancel Replace 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, Order Mass Status Request, Quote Request Reject, R F Q Request, Quote Status Report, Quote Response, Position Maintenance Request, Position Maintenance Report, Request For Positions, Allocation Report, Collateral Request, Collateral Assignment, Collateral Report, Collateral Inquiry, Collateral Inquiry Ack | |
| 337|ContraTrader|String|Identifies the trader (e.g. "badge number") of the ContraBroker.<br /><br />|Execution Report | |
| 338|TradSesMethod|int|Method of trading<br />Valid values:<br />1 = Electronic<br />2 = Open Outcry<br />3 = Two Party<br /><br />|Trading Session Status Request, Trading Session Status | |
| 339|TradSesMode|int|Trading Session Mode<br />Valid values:<br />1 = Testing<br />2 = Simulated<br />3 = Production<br /><br />|Trading Session Status Request, Trading Session Status | |
| 340|TradSesStatus|int|State of the trading session.<br />Valid values:<br />0 = Unknown<br />1 = Halted<br />2 = Open<br />3 = Closed<br />4 = Pre-Open<br />5 = Pre-Close<br />6 = Request Rejected<br /><br />|Trading Session Status | |
| 341|TradSesStartTime|UTCTime|Starting time of the trading session<br /><br />|Trading Session Status | |
| 342|TradSesOpenTime|UTCTime|Time of the opening of the trading session<br /><br />|Trading Session Status | |
| 343|TradSesPreCloseTime|UTCTime|Time of the pre-closed of the trading session<br /><br />|Trading Session Status | |
| 344|TradSesCloseTime|UTCTime|Closing time of the trading session<br /><br />|Trading Session Status | |
| 345|TradSesEndTime|UTCTime|End time of the trading session<br /><br />|Trading Session Status | |
| 346|NumberOfOrders|int|Number of orders in the market.<br /><br />|Market Data Snapshot Full Refresh, Market Data Incremental Refresh | |
| 347|MessageEncoding|String|Type of message encoding (non-ASCII (non-English) characters) used in a message’s “Encoded” fields.<br />Valid values:<br />ISO-2022-JP (for using JIS)<br />EUC-JP (for using EUC)<br />Shift_JIS (for using SJIS)<br />UTF-8 (for using Unicode)<br /><br />|Standard Header | |
| 348|EncodedIssuerLen|Length|Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field.<br /><br />|Instrument | |
| 349|EncodedIssuer|data|Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Issuer field.<br /><br />|Instrument | |
| 350|EncodedSecurityDescLen|Length|Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (351) field.<br /><br />|Instrument | |
| 351|EncodedSecurityDesc|data|Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field.<br /><br />|Instrument | |
| 352|EncodedListExecInstLen|Length|Byte length of encoded (non-ASCII characters) EncodedListExecInst (353) field.<br /><br />|New Order List | |
| 353|EncodedListExecInst|data|Encoded (non-ASCII characters) representation of the ListExecInst (69) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListExecInst field.<br /><br />|New Order List | |
| 354|EncodedTextLen|Length|Byte length of encoded (non-ASCII characters) EncodedText (355) field.<br /><br />|Reject, Logout, I O I, Advertisement, Execution Report, Order Cancel Reject, News, Email, 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 | |
| 355|EncodedText|data|Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field.<br /><br />|Reject, Logout, I O I, Advertisement, Execution Report, Order Cancel Reject, News, Email, 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 | |
| 356|EncodedSubjectLen|Length|Byte length of encoded (non-ASCII characters) EncodedSubject (357) field.<br /><br />|Email | |
| 357|EncodedSubject|data|Encoded (non-ASCII characters) representation of the Subject (147) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Subject field.<br /><br />|Email | |
| 358|EncodedHeadlineLen|Length|Byte length of encoded (non-ASCII characters) EncodedHeadline (359) field.<br /><br />|News | |
| 359|EncodedHeadline|data|Encoded (non-ASCII characters) representation of the Headline (148) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Headline field.<br /><br />|News | |
| 360|EncodedAllocTextLen|Length|Byte length of encoded (non-ASCII characters) EncodedAllocText (361) field.<br /><br />|Allocation Instruction, Allocation Instruction Ack, Allocation Report, Allocation Report Ack | |
| 361|EncodedAllocText|data|Encoded (non-ASCII characters) representation of the AllocText (161) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AllocText field.<br /><br />|Allocation Instruction, Allocation Instruction Ack, Allocation Report, Allocation Report Ack | |
| 362|EncodedUnderlyingIssuerLen|Length|Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.<br /><br />|Underlying Instrument | |
| 363|EncodedUnderlyingIssuer|data|Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.<br /><br />|Underlying Instrument | |
| 364|EncodedUnderlyingSecurity DescLen|Length|Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.<br /><br />|Underlying Instrument | |
| 365|EncodedUnderlyingSecurity Desc|data|Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.<br /><br />|Underlying Instrument | |
| 366|AllocPrice|Price|Executed price for an AllocAccount (79) entry used when using “executed price” vs. “average price” allocations (e.g. Japan).<br /><br />|Allocation Instruction, Allocation Instruction Ack, Allocation Report, Allocation Report Ack | |
| 367|QuoteSetValidUntilTime|UTCTime|Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as “GMT”)<br /><br />|Mass Quote | |
| 368|QuoteEntryRejectReason|int|Reason Quote Entry was rejected:<br />Valid values:<br />1 = Unknown symbol (Security)<br />2 = Exchange(Security) closed<br />3 = Quote exceeds limit<br />4 = Too late to enter<br />5 = Unknown Quote<br />6 = Duplicate Quote<br />7 = Invalid bid/ask spread<br />8 = Invalid price<br />9 = Not authorized to quote security<br />99 = Other<br /><br />|Mass Quote Acknowledgement | |
| 369|LastMsgSeqNumProcessed|SeqNum|The last MsgSeqNum (34) value received by the FIX engine and processed by downstream application, such as trading engine or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.<br /><br />|Standard Header | |
| 370|OnBehalfOfSendingTime|UTCTime|Not used as of FIX.4.4. Included here for reference to prior versions.<br />Used when a message is sent via a “hub” or “service bureau”. If A sends to Q (the hub) who then sends to B via a separate FIX session, then when Q sends to B the value of this field should represent the SendingTime on the message A sent to Q. (always expressed in UTC (Universal Time Coordinated, also known as “GMT”)<br /><br />|No longer used | |
| 371|RefTagID|int|The tag number of the FIX field being referenced.<br /><br />|Reject | |
| 372|RefMsgType|String|The MsgType (35) of the FIX message being referenced.<br /><br />|Reject, Logon, Business Message Reject | |
| 373|SessionRejectReason|int|Code to identify reason for a session-level Reject message.<br />Valid values:<br />0 = Invalid tag number<br />1 = Required tag missing<br />2 = Tag not defined for this message type<br />3 = Undefined Tag<br />4 = Tag specified without a value<br />5 = Value is incorrect (out of range) for this tag<br />6 = Incorrect data format for value<br />7 = Decryption problem<br />8 = Signature problem<br />9 = CompID problem<br />10 = SendingTime accuracy problem<br />11 = Invalid MsgType<br />12 = XML Validation error<br />13 = Tag appears more than once<br />14 = Tag specified out of required order <br />15 = Repeating group fields out of order<br />16 = Incorrect NumInGroup count for repeating group<br />17 = Non “data” value includes field delimiter (SOH character) <br />99 = Other<br /><br />|Reject | |
| 374|BidRequestTransType|char|Identifies the Bid Request message type.<br />Valid values:<br />N = New<br />C = Cancel<br /><br />|Bid Request | |
| 375|ContraBroker|String|Identifies contra broker. Standard NASD market-maker mnemonic is preferred.<br /><br />|Execution Report | |
| 376|ComplianceID|String|ID used to represent this transaction for compliance purposes (e.g. OATS reporting).<br /><br />|Execution Report, New Order Single, New Order List, Order Cancel Request, Order Cancel Replace Request, New Order Cross, Cross Order Cancel Replace Request, Cross Order Cancel Request, New Order Multileg, Multileg Order Cancel Replace, Trade Capture Report | |
| 377|SolicitedFlag|Boolean|Indicates whether or not the order was solicited.<br />Valid values:<br />Y = Was solcitied<br />N = Was not solicited<br /><br />|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, Trade Capture Report | |
| 378|ExecRestatementReason|int|Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel.<br />Valid values:<br />0 = GT Corporate action<br />1 = GT renewal / restatement (no corporate action)<br />2 = Verbal change<br />3 = Repricing of order<br />4 = Broker option<br />5 = Partial decline of OrderQty (e.g. exchange-initiated partial cancel)<br />6 = Cancel on Trading Halt<br />7 = Cancel on System Failure<br />8 = Market (Exchange) Option<br />9 = Canceled, Not Best<br />10 = Warehouse recap<br />99 = Other<br /><br />|Execution Report, Trade Capture Report | |
| 379|BusinessRejectRefID|String|The value of the business-level “ID” field on the message being referenced.<br /><br />|Business Message Reject | |
| 380|BusinessRejectReason|int|Code to identify reason for a Business Message Reject message.<br />Valid values:<br />0 = Other<br />1 = Unkown ID<br />2 = Unknown Security<br />3 = Unsupported Message Type<br />4 = Application not available<br />5 = Conditionally Required Field Missing<br />6 = Not authorized<br />7 = DeliverTo firm not available at this time<br /><br />|Business Message Reject | |
| 381|GrossTradeAmt|Amt|Total amount traded (e.g. CumQty (14) * AvgPx (6)) expressed in units of currency.<br /><br />|Execution Report, Allocation Instruction, Trade Capture Report, Confirmation, Allocation Report | |
| 382|NoContraBrokers|NumInGroup|The number of ContraBroker (375) entries.<br /><br />|Execution Report | |
| 383|MaxMessageSize|Length|Maximum number of bytes supported for a single message.<br /><br />|Logon | |
| 384|NoMsgTypes|NumInGroup|Number of MsgTypes (35) in repeating group.<br /><br />|Logon | |
| 385|MsgDirection|char|Specifies the direction of the messsage.<br />Valid values:<br />S = Send<br />R = Receive<br /><br />|Logon | |
| 386|NoTradingSessions|NumInGroup|Number of TradingSessionIDs (336) in repeating group.<br /><br />|New Order Single, New Order List, Order Cancel Replace Request, Market Data Request, New Order Cross, Cross Order Cancel Replace Request, New Order Multileg, Multileg Order Cancel Replace, Position Maintenance Request, Position Maintenance Report, Request For Positions | |
| 387|TotalVolumeTraded|Qty|Total volume (quantity) traded.<br /><br />|Trading Session Status | |
| 388|DiscretionInst|char|Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to.<br />Valid values:<br />0 = Related to displayed price<br />1 = Related to market price<br />2 = Related to primary price<br />3 = Related to local primary price<br />4 = Related to midpoint price<br />5 = Related to last trade price<br />6 = Related to VWAP<br /><br />|Discretion Instructions | |
| 389|DiscretionOffsetValue|float|Amount (signed) added to the “related to” price specified via DiscretionInst (388), in the context of DiscretionOffsetType (842)<br />(Prior to FIX 4.4 this field was of type PriceOffset)<br /><br />|Discretion Instructions | |
| 390|BidID|String|Unique identifier for Bid Response as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day.<br /><br />|New Order List, List Execute, Bid Request, Bid Response | |
| 391|ClientBidID|String|Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day.<br /><br />|New Order List, List Execute, Bid Request, Bid Response | |
| 392|ListName|String|Descriptive name for list order.<br /><br />|Bid Request | |
| 393|TotNoRelatedSym|int|Total number of securities.<br />(Prior to FIX 4.4 this field was named TotalNumSecurities)<br /><br />|Bid Request, Security List, Derivative Security List | |
| 394|BidType|int|Code to identify the type of Bid Request.<br />Valid values:<br />1 = “Non Disclosed” Style (e.g. US/European)<br />2 = “Disclosed” Style (e.g. Japanese)<br />3 = No Bidding Process<br /><br />|New Order List, Bid Request | |
| 395|NumTickets|int|Total number of tickets.<br /><br />|Bid Request | |
| 396|SideValue1|Amt|Amounts in currency<br /><br />|Bid Request | |
| 397|SideValue2|Amt|Amounts in currency<br /><br />|Bid Request | |
| 398|NoBidDescriptors|NumInGroup|Number of BidDescriptor (400) entries.<br /><br />|Bid Request | |
| 399|BidDescriptorType|int|Code to identify the type of BidDescriptor (400).<br />Valid values:<br />1 = Sector<br />2 = Country<br />3 = Index<br /><br />|Bid Request | |
| 400|BidDescriptor|String|BidDescriptor value. Usage depends upon BidDescriptorTyp (399).<br />If BidDescriptorType =1 <br />Industrials etc - Free text<br />If BidDescriptorType =2<br />"FR" etc - ISO Country Codes<br />If BidDescriptorType =3<br />FT100, FT250, STOX - Free text<br /><br />|Bid Request | |
| 401|SideValueInd|int|Code to identify which "SideValue" the value refers to. SideValue1 and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell.<br />Valid values:<br />1 = SideValue1<br />2 = SideValue 2<br /><br />|New Order List, Bid Request | |
| 402|LiquidityPctLow|Percentage|Liquidity indicator or lower limit if TotalNumSecurities (393) > 1. Represented as a percentage.<br /><br />|Bid Request | |
| 403|LiquidityPctHigh|Percentage|Upper liquidity indicator if TotalNumSecurities (393) > 1. Represented as a percentage.<br /><br />|Bid Request | |
| 404|LiquidityValue|Amt|Value between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency<br /><br />|Bid Request | |
| 405|EFPTrackingError|Percentage|Eg Used in EFP trades 12% (EFP – Exchange for Physical ). Represented as a percentage.<br /><br />|Bid Request | |
| 406|FairValue|Amt|Used in EFP trades<br /><br />|Bid Request, Bid Response | |
| 407|OutsideIndexPct|Percentage|Used in EFP trades. Represented as a percentage.<br /><br />|Bid Request | |
| 408|ValueOfFutures|Amt|Used in EFP trades<br /><br />|Bid Request | |
| 409|LiquidityIndType|int|Code to identify the type of liquidity indicator.<br />Valid values:<br />1 = 5day moving average<br />2 = 20 day moving average<br />3 = Normal Market Size <br />4 = Other<br /><br />|Bid Request | |
| 410|WtAverageLiquidity|Percentage|Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage.<br /><br />|Bid Request | |
| 411|ExchangeForPhysical|Boolean|Indicates whether or not to exchange for phsyical.<br />Valid values:<br />Y = True<br />N = False<br /><br />|Bid Request | |
| 412|OutMainCntryUIndex|Amt|Value of stocks in Currency<br /><br />|Bid Request | |
| 413|CrossPercent|Percentage|Percentage of program that crosses in Currency. Represented as a percentage.<br /><br />|Bid Request | |
| 414|ProgRptReqs|int|Code to identify the desired frequency of progress reports.<br />Valid values:<br />1 = BuySide explicitly requests status using StatusRequest (Default) The sell-side firm can however, send a DONE status List Status Response in an unsolicited fashion<br />2 = SellSide periodically sends status using ListStatus. Period optionally specified in ProgressPeriod<br />3 = Real-time execution reports (to be discouraged)<br /><br />|New Order List, Bid Request | |
| 415|ProgPeriodInterval|int|Time in minutes between each ListStatus report sent by SellSide. Zero means don’t send status.<br /><br />|New Order List, Bid Request | |
| 416|IncTaxInd|int|Code to represent whether value is net (inclusive of tax) or gross.<br />Valid values:<br />1 = Net<br />2 = Gross<br /><br />|Bid Request | |
| 417|NumBidders|int|Indicates the total number of bidders on the list<br /><br />|Bid Request | |
| 418|BidTradeType|char|Code to represent the type of trade.<br />Valid values:<br />R = Risk Trade<br />G = VWAP Guarantee<br />A = Agency<br />J = Guaranteed Close<br />(Prior to FIX 4.4 this field was named "TradeType")<br /><br />|Bid Request | |
| 419|BasisPxType|char|Code to represent the basis price type.<br />Valid values:<br />2 = Closing Price at morning session<br />3 = Closing Price<br />4 = Current price <br />5 = SQ<br />6 = VWAP through a day<br />7 = VWAP through a morning session<br />8 = VWAP through an afternoon session<br />9 = VWAP through a day except "YORI" (an opening auction)<br />A = VWAP through a morning session except "YORI" (an opening auction)<br />B = VWAP through an afternoon session except "YORI" (an opening auction)<br />C = Strike<br />D = Open<br />Z = Others<br /><br />|Bid Request | |
| 420|NoBidComponents|NumInGroup|Indicates the number of list entries.<br /><br />|Bid Request, Bid Response | |
| 421|Country|Country|ISO Country Code in field<br /><br />|Bid Response | |
| 422|TotNoStrikes|int|Total number of strike price entries across all messages. Should be the sum of all NoStrikes (428) in each message that has repeating strike price entries related to the same ListID (66). Used to support fragmentation.<br /><br />|List Strike Price | |
| 423|PriceType|int|Code to represent the price type.<br />Valid values:<br />1 = Percentage (e.g. percent of par) (often called "dollar price" for fixed income)<br />2 = Per unit (i.e. per share or contract)<br />3 = Fixed Amount (absolute value)<br />4 = Discount – percentage points below par<br />5 = Premium – percentage points over par<br />6 = Spread<br />7 = TED price<br />8 = TED yield <br />9 = Yield<br />10 = Fixed cabinet trade price (primarily for listed futures and options)<br />11 = Variable cabinet trade price (primarily for listed futures and options)<br />(For Financing transactions PriceType implies the “repo type” – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding “repo rate”. <br />See Volume 1: "Glossary" for further value definitions)<br /><br />|I O I, Execution Report, New Order Single, New Order List, Order Cancel Replace Request, Allocation Instruction, Quote Request, Quote, 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 | |
| 424|DayOrderQty|Qty|For GT orders, the OrderQty (38) less all quantity (adjusted for stock splits) that traded on previous days. DayOrderQty (424) = OrderQty – (CumQty (14) – DayCumQty (425))<br /><br />|Execution Report | |
| 425|DayCumQty|Qty|Quantity on a GT order that has traded today.<br /><br />|Execution Report | |
| 426|DayAvgPx|Price|The average price for quantity on a GT order that has traded today.<br /><br />|Execution Report | |
| 427|GTBookingInst|int|Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate.<br />Valid values:<br />0 = book out all trades on day of execution<br />1 = accumulate executions until order is filled or expires <br />2 = accumulate until verbally notified otherwise<br /><br />|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 | |
| 428|NoStrikes|NumInGroup|Number of list strike price entries.<br /><br />|List Strike Price | |
| 429|ListStatusType|int|Code to represent the status type.<br />Valid values:<br />1 = Ack<br />2 = Response<br />3 = Timed<br />4 = ExecStarted<br />5 = AllDone<br />6 = Alert<br /><br />|List Status | |
| 430|NetGrossInd|int|Code to represent whether value is net (inclusive of tax) or gross.<br />Valid values:<br />1 = Net<br />2 = Gross<br /><br />|Bid Request, Bid Response | |
| 431|ListOrderStatus|int|Code to represent the status of a list order.<br />Valid values:<br />1 = InBiddingProcess<br />2 = ReceivedForExecution<br />3 = Executing<br />4 = Canceling<br />5 = Alert<br />6 = All Done<br />7 = Reject<br /><br />|List Status | |
| 432|ExpireDate|LocalMktDate|Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market’s business practices<br /><br />|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, Assignment Report | |
| 433|ListExecInstType|char|Identifies the type of ListExecInst (69).<br />Valid values:<br />1 = Immediate<br />2 = Wait for Execute Instruction (e.g. a List Execute message or phone call before proceeding with execution of the list) <br />3 = Exchange/switch CIV order – Sell driven<br />4 = Exchange/switch CIV order – Buy driven, cash top-up (i.e. additional cash will be provided to fulfil the order)<br />5 = Exchange/switch CIV order – Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfil the order)<br /><br />|New Order List | |
| 434|CxlRejResponseTo|char|Identifies the type of request that a Cancel Reject is in response to.<br />Valid values:<br />1 = Order Cancel Request<br />2 = Order Cancel/Replace Request<br /><br />|Order Cancel Reject | |
| 435|UnderlyingCouponRate|Percentage|Underlying security’s CouponRate.<br />See CouponRate (223) field for description<br /><br />|Underlying Instrument | |
| 436|UnderlyingContractMultiplier|float|Underlying security’s ContractMultiplier.<br />See ContractMultiplier (231) field for description<br /><br />|Underlying Instrument | |
| 437|ContraTradeQty|Qty|Quantity traded with the ContraBroker (375).<br /><br />|Execution Report | |
| 438|ContraTradeTime|UTCTime|Identifes the time of the trade with the ContraBroker (375). (always expressed in UTC (Universal Time Coordinated, also known as “GMT”)<br /><br />|Execution Report | |
| 439|ClearingFirm|String|Not used as of FIX 4.3. Included here for reference to prior versions.<br />*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***<br />Firm that will clear the trade. Used if different from the executing firm.<br /><br />|No longer used | |
| 440|ClearingAccount|String|Not used as of FIX 4.3. Included here for reference to prior versions.<br />*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***<br />Supplemental accounting information forwared to clearing house/firm.<br /><br />|No longer used | |
| 441|LiquidityNumSecurities|int|Number of Securites between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency.<br /><br />|Bid Request | |
| 442|MultiLegReportingType|char|Used to indicate what an Execution Report represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.).<br />Valid Values:<br />1 = Single Security (default if not specified)<br />2 = Individual leg of a multi-leg security<br />3 = Multi-leg security<br /><br />|Execution Report, Trade Capture Report Request, Trade Capture Report, Trade Capture Report Request Ack | |
| 443|StrikeTime|UTCTime|The time at which current market prices are used to determine the value of a basket.<br /><br />|Bid Request | |
| 444|ListStatusText|String|Free format text string related to List Status.<br /><br />|List Status | |
| 445|EncodedListStatusTextLen|Length|Byte length of encoded (non-ASCII characters) EncodedListStatusText (446) field.<br /><br />|List Status | |
| 446|EncodedListStatusText|data|Encoded (non-ASCII characters) representation of the ListStatusText (444) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListStatusText field.<br /><br />|List Status | |
| 447|PartyIDSource|char|Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified.<br />See “Appendix 6-G – Use of <parties> Component Block”<br />Valid values:<br /> Applicable to all PartyRoles unless otherwise specified:<br />B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")<br />C = Generally accepted market participant identifier (e.g. NASD mnemonic)<br />D = Proprietary/Custom code<br />E = ISO Country Code<br />F = Settlement Entity Location (note if Local Market Settlement use “E = ISO Country Code”) (see “Appendix 6-G” for valid values)<br />G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")<br />H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)<br /><br /> For PartyRole="Investor ID" and for Equities:<br />1 = Korean Investor ID<br />2 = Taiwanese Qualified Foreign Investor ID QFII / FID<br />3 = Taiwanese Trading Account<br />4 = Malaysian Central Depository (MCD) number<br />5 = Chinese B Share (Shezhen and Shanghai)<br />See Volume 4: “Example Usage of PartyRole="Investor ID" ”<br />For PartyRole="Investor ID" and for CIV:<br />6 = UK National Insurance or Pension Number<br />7 = US Social Security Number<br />8 = US Employer Identification Number<br />9 = Australian Business Number<br />A = Australian Tax File Number<br /><br />For PartyRole="Broker of Credit":<br />I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document<br /></parties>|Parties | |
| 448|PartyID|String|Party identifier/code. See PartyIDSource (447) and PartyRole (452).<br />See “Appendix 6-G – Use of <parties> Component Block”</parties>|Parties | |
| 449|TotalVolumeTradedDate|UTCDateOnly|Not used as of FIX 4.4. Included here for reference to prior versions.<br />*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***<br />Date of TotalVolumeTraded (387).<br />(prior to FIX 4.4 field was of type UTCDate)<br /><br />|No longer used | |
| 450|TotalVolumeTraded_Time|UTCTimeOnly|Not used as of FIX 4.4. Included here for reference to prior versions.<br />*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***<br />Time of TotalVolumeTraded (387).<br /><br />|No longer used | |
| 451|NetChgPrevDay|PriceOffset|Net change from previous day’s closing price vs. last traded price.<br /><br />|Market Data Snapshot Full Refresh, Market Data Incremental Refresh | |
| 452|PartyRole|int|Identifies the type or role of the PartyID (448) specified.<br />See “Appendix 6-G – Use of <parties> Component Block”<br />Valid values:<br />1 = Executing Firm (formerly FIX 4.2 ExecBroker)<br />2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)<br />3 = Client ID (formerly FIX 4.2 ClientID)<br />4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)<br />5 = Investor ID <br />6 = Introducing Firm<br />7 = Entering Firm<br />8 = Locate/Lending Firm (for short-sales)<br />9 = Fund manager Client ID (for CIV)<br />10 = Settlement Location (formerly FIX 4.2 SettlLocation)<br />11 = Order Origination Trader (associated with Order Origination Firm – e.g. trader who initiates/submits the order)<br />12 = Executing Trader (associated with Executing Firm - actually executes)<br />13 = Order Origination Firm (e.g. buyside firm)<br />14 = Giveup Clearing Firm (firm to which trade is given up)<br />15 = Correspondant Clearing Firm<br />16 = Executing System<br />17 = Contra Firm<br />18 = Contra Clearing Firm<br />19 = Sponsoring Firm<br />20 = Underlying Contra Firm<br />21 = Clearing Organization<br />22 = Exchange<br />24 = Customer Account<br />25 = Correspondent Clearing Organization<br />26 = Correspondent Broker<br />27 = Buyer/Seller (Receiver/Deliverer)<br />28 = Custodian<br />29 = Intermediary<br />30 = Agent<br />31 = Sub custodian<br />32 = Beneficiary<br />33 = Interested party<br />34 = Regulatory body<br />35 = Liquidity provider<br />36 = Entering Trader<br />37 = Contra Trader<br />38 = Position Account<br />(see Volume 1: "Glossary" for value definitions)<br /></parties>|Parties | |
| 453|NoPartyIDs|NumInGroup|Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries<br /><br />|Parties | |
| 454|NoSecurityAltID|NumInGroup|Number of SecurityAltID (455) entries.<br /><br />|Instrument | |
| 455|SecurityAltID|String|Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.<br /><br />|Instrument | |
| 456|SecurityAltIDSource|String|Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified.<br />Valid values:<br />Same valid values as the SecurityIDSource (22) field<br /><br />|Instrument | |
| 457|NoUnderlyingSecurityAltID|NumInGroup|Number of UnderlyingSecurityAltID (458) entries.<br /><br />|Underlying Instrument | |
| 458|UnderlyingSecurityAltID|String|Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.<br /><br />|Underlying Instrument | |
| 459|UnderlyingSecurityAltIDSource|String|Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified.<br />Valid values:<br />Same valid values as the SecurityIDSource (22) field<br /><br />|Underlying Instrument | |
| 460|Product|int|Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields.<br />Valid values:<br />1 = AGENCY<br />2 = COMMODITY<br />3 = CORPORATE<br />4 = CURRENCY<br />5 = EQUITY<br />6 = GOVERNMENT<br />7 = INDEX<br />8 = LOAN<br />9 = MONEYMARKET<br />10 = MORTGAGE<br />11 = MUNICIPAL<br />12 = OTHER<br />13 = FINANCING<br /><br />|Allocation Instruction Ack, Settlement Instructions, Security Type Request, Security Types, Allocation Report Ack, Settlement Instruction Request, Instrument | |
| 461|CFICode|String|Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See "Appendix 6-B FIX Fields Based Upon Other Standards". See also the Product (460) and SecurityType (167) fields. It is recommended that CFICode be used instead of SecurityType (167) for non-Fixed Income instruments.<br /><br />A subset of possible values applicable to FIX usage are identified in "Appendix 6-D CFICode Usage - ISO 10962 Classification of Financial Instruments (CFI code)"<br /><br />|Settlement Instructions, Security Types, Settlement Instruction Request, Instrument | |
| 462|UnderlyingProduct|int|Underlying security’s Product.<br />Valid values: see Product(460) field<br /><br />|Underlying Instrument | |
| 463|UnderlyingCFICode|String|Underlying security’s CFICode.<br />Valid values: see CFICode (461)field<br /><br />|Underlying Instrument | |
| 464|TestMessageIndicator|Boolean|Indicates whether or not this FIX Session is a “test” vs. “production” connection. Useful for preventing “accidents”.<br />Valid values:<br />Y = True (Test)<br />N = False (Production)<br /><br />|Logon | |
| 465|QuantityType|int|*** DEPRECATED FIELD - See " Appendix 6-E: Deprecated (Phased-out) Features and Supported Approach" ***<br />Designates the type of quantities (e.g. OrderQty) specified. Used for MBS and TIPS Fixed Income security types.<br />Valid values:<br />1 = SHARES<br />2 = BONDS<br />3 = CURRENTFACE<br />4 = ORIGINALFACE<br />5 = CURRENCY<br />6 = CONTRACTS<br />7 = OTHER<br />8 = PAR (see “Volume 1 – Glossary”)<br /><br />|No longer used | |
| 466|BookingRefID|String|Common reference passed to a post-trade booking process (e.g. industry matching utility).<br /><br />|Allocation Instruction, Allocation Report | |
| 467|IndividualAllocID|String|Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).<br /><br />|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, Confirmation Request | |
| 468|RoundingDirection|char|Specifies which direction to round For CIV – indicates whether or not the quantity of shares/units is to be rounded and in which direction where CashOrdQty (152) or (for CIV only) OrderPercent (516) are specified on an order.<br />Valid values are:<br />0 = Round to nearest<br />1 = Round down<br />2 = Round up<br />The default is for rounding to be at the discretion of the executing broker or fund manager.<br />e.g. for an order specifying CashOrdQty or OrderPercent if the calculated number of shares/units was 325.76 and RoundingModulus (469) was 10 – “round down” would give 320 units, “round up” would give 330 units and “round to nearest” would give 320 units.<br /><br />|Order Qty Data | |
| 469|RoundingModulus|float|For CIV - a float value indicating the value to which rounding is required. <br />i.e. 10 means round to a multiple of 10 units/shares; 0.5 means round to a multiple of 0.5 units/shares.<br />The default, if RoundingDirection (468) is specified without RoundingModulus, is to round to a whole unit/share.<br /><br />|Order Qty Data | |
| 470|CountryOfIssue|Country|ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (48) (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.<br /><br />|Instrument | |
| 471|StateOrProvinceOfIssue|String|A two-character state or province abbreviation.<br /><br />|Instrument | |
| 472|LocaleOfIssue|String|Identifies the locale. For Municipal Security Issuers other than state or province. Refer to <br />http://www.atmos.albany.edu/cgi/stagrep-cgi<br />Reference the IATA city codes for values. <br />Note IATA (International Air Transport Association) maintains the codes at www.iata.org. <br /><br />|Instrument | |
| 473|NoRegistDtls|NumInGroup|The number of registration details on a Registration Instructions message<br /><br />|Registration Instructions | |
| 474|MailingDtls|String|Set of Correspondence address details, possibly including phone, fax, etc.<br /><br />|Registration Instructions | |
| 475|InvestorCountryOfResidence|Country|The ISO 3166 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes.<br /><br />|Registration Instructions | |
| 476|PaymentRef|String|“Settlement Payment Reference” – A free format Payment reference to assist with reconciliation, e.g. a Client and/or Order ID number.<br /><br />|Settlement Instructions | |
| 477|DistribPaymentMethod|int|A code identifying the payment method for a (fractional) distribution.<br />1 = CREST<br />2 = NSCC<br />3 = Euroclear<br />4 = Clearstream<br />5 = Cheque<br />6 = Telegraphic Transfer <br />7 = FedWire<br />8 = Direct Credit (BECS, BACS)<br />9 = ACH Credit<br />10 = BPAY<br />11 = High Value Clearing System (HVACS)<br />12 = Reinvest in fund<br />13 through 998 are reserved for future use<br />Values above 1000 are available for use by private agreement among counterparties<br /><br />|Registration Instructions | |
| 478|CashDistribCurr|Currency|Specifies currency to be use for Cash Distributions– see "Appendix 6-A; Valid Currency Codes".<br /><br />|Registration Instructions | |
| 479|CommCurrency|Currency|Specifies currency to be use for Commission (12) if the Commission currency is different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes".<br /><br />|Commission Data | |
| 480|CancellationRights|char|For CIV – A one character code identifying whether Cancellation rights/Cooling off period applies. <br />Valid values are: <br />Y = Yes<br />N = No – execution only<br />M = No – waiver agreement<br />O = No – institutional.<br /><br />|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 | |
| 481|MoneyLaunderingStatus|char|A one character code identifying Money laundering status. <br />Valid values:<br />Y = Passed<br />N = Not checked<br />1 = Exempt – Below The Limit<br />2 = Exempt – Client Money Type Exemption<br />3 = Exempt – Authorised Credit or Financial Institution.<br /><br /><br />|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 | |
| 482|MailingInst|String|Free format text to specify mailing instruction requirements, e.g. "no third party mailings".<br /><br />|Registration Instructions | |
| 483|TransBkdTime|UTCTime|For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager.<br /><br />|Execution Report, Trade Capture Report | |
| 484|ExecPriceType|char|For CIV - Identifies how the execution price LastPx (31) was calculated from the fund unit/share price(s) calculated at the fund valuation point. <br />Valid values are: B = Bid price C = Creation price D = Creation price plus adjustment % E = Creation price plus adjustment amount O = Offer price P = Offer price minus adjustment % Q = Offer price minus adjustment amount S = Single price<br /><br />|Execution Report | |
| 485|ExecPriceAdjustment|float|For CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by ExecPriceType (484)<br /><br />|Execution Report | |
| 486|DateOfBirth|LocalMktDate|The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account.<br /><br />|Registration Instructions | |
| 487|TradeReportTransType|int|Identifies Trade Report message transaction type<br />Valid values: <br />0 = New<br />1 = Cancel<br />2 = Replace<br />3 = Release<br />4 = Reverse<br />(Prior to FIX 4.4 this field was of type char)<br /><br />|Trade Capture Report, Trade Capture Report Ack | |
| 488|CardHolderName|String|The name of the payment card holder as specified on the card being used for payment.<br /><br />|Settlement Instructions | |
| 489|CardNumber|String|The number of the payment card as specified on the card being used for payment.<br /><br />|Settlement Instructions | |
| 490|CardExpDate|LocalMktDate|The expiry date of the payment card as specified on the card being used for payment. <br /><br />|Settlement Instructions | |
| 491|CardIssNum|String|The issue number of the payment card as specified on the card being used for payment. This is only applicable to certain types of card.<br /><br />|Settlement Instructions | |
| 492|PaymentMethod|int|A code identifying the Settlement payment method.<br /><br />1 = CREST<br />2 = NSCC<br />3 = Euroclear<br />4 = Clearstream<br />5 = Cheque<br />6 = Telegraphic Transfer<br />7 = FedWire<br />8 = Debit Card<br />9 = Direct Debit (BECS)<br />10 = Direct Credit (BECS)<br />11 = Credit Card<br />12 = ACH Debit<br />13 = ACH Credit<br />14 = BPAY<br />15 = High Value Clearing System (HVACS)<br />16 through 998 are reserved for future use<br />Values above 1000 are available for use by private agreement among counterparties<br /><br />|Settlement Instructions | |
| 493|RegistAcctType|String|For CIV – a fund manager-defined code identifying which of the fund manager’s account types is required.<br /><br />|Registration Instructions | |
| 494|Designation|String|Free format text defining the designation to be associated with a holding on the register. Used to identify assets of a specific underlying investor using a common registration, e.g. a broker’s nominee or street name.<br /><br />|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 | |
| 495|TaxAdvantageType|int|For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held.<br />0=None/Not Applicable (default)<br />1 = Maxi ISA (UK)<br />2 = TESSA (UK)<br />3 = Mini Cash ISA (UK)<br />4 = Mini Stocks and Shares ISA (UK)<br />5 = Mini Insurance ISA (UK)<br />6 = Current year payment (US)<br />7 = Prior year payment (US)<br />8 = Asset transfer (US) <br />9 = Employee - prior year (US)<br />10 = Employee – current year (US)<br />11 = Employer - prior year (US)<br />12 = Employer – current year (US)<br />13 = Non-fund prototype IRA (US) <br />14 = Non-fund qualified plan (US) <br />15 = Defined contribution plan (US) <br />16 = Individual Retirement Account (US) <br />17 = Individual Retirement Account – Rollover (US)<br />18 = KEOGH (US)<br />19 = Profit Sharing Plan (US)<br />20 = 401K (US)<br />21 = Self-Directed IRA (US)<br />22 = 403(b) (US)<br />23 = 457 (US)<br />24 = Roth IRA (fund prototype) (US)<br />25 = Roth IRA (non-prototype) (US)<br />26 = Roth Conversion IRA (fund prototype) (US)<br />27 = Roth Conversion IRA (non-prototype) (US)<br />28 = Education IRA (fund prototype) (US)<br />29 = Education IRA (non-prototype) (US)<br />30 – 998 are reserved for future use by recognized taxation authorities<br />999=Other<br />values above 1000 are available for use by private agreement among counterparties<br /><br />|Registration Instructions | |
| 496|RegistRejReasonText|String|Text indicating reason(s) why a Registration Instruction has been rejected.<br /><br />|Registration Instructions Response | |
| 497|FundRenewWaiv|char|A one character code identifying whether the Fund based renewal commission is to be waived. <br />Valid values are:<br />Y = Yes<br />N = No<br /><br />|Commission Data | |
| 498|CashDistribAgentName|String|Name of local agent bank if for cash distributions<br /><br />|Registration Instructions | |
| 499|CashDistribAgentCode|String|BIC (Bank Identification Code--Swift managed) code of agent bank for cash distributions<br /><br />|Registration Instructions | |
| 500|CashDistribAgentAcctNumber|String|Account number at agent bank for distributions.<br /><br />|Registration Instructions | |
| 501|CashDistribPayRef|String|Free format Payment reference to assist with reconciliation of distributions.<br /><br />|Registration Instructions | |
| 502|CashDistribAgentAcctName|String|Name of account at agent bank for distributions.<br /><br />|Registration Instructions | |
| 503|CardStartDate|LocalMktDate|The start date of the card as specified on the card being used for payment. <br /><br />|Settlement Instructions | |
| 504|PaymentDate|LocalMktDate|The date written on a cheque or date payment should be submitted to the relevant clearing system.<br /><br />|Settlement Instructions | |
| 505|PaymentRemitterID|String|Identifies sender of a payment, e.g. the payment remitter or a customer reference number.<br /><br />|Settlement Instructions | |
| 506|RegistStatus|char|Registration status as returned by the broker or (for CIV) the fund manager:<br />A = Accepted<br />R = Rejected<br />H = Held<br />N = Reminder – i.e. Registration Instructions are still outstanding<br /><br />|Registration Instructions Response, Position Report | |
| 507|RegistRejReasonCode|int|Reason(s) why Registration Instructions has been rejected. Possible values of reason code include:<br />1 = Invalid/unacceptable Account Type 2 = Invalid/unacceptable Tax Exempt Type 3 = Invalid/unacceptable Ownership Type 4 = Invalid/unacceptable No Reg Detls 5 = Invalid/unacceptable Reg Seq No 6 = Invalid/unacceptable Reg Dtls 7 = Invalid/unacceptable Mailing Dtls 8 = Invalid/unacceptable Mailing Inst 9 = Invalid/unacceptable Investor ID 10 = Invalid/unacceptable Investor ID Source 11 = Invalid/unacceptable Date of Birth 12 = Invalid/unacceptable Investor Country Of Residence 13 = Invalid/unacceptable NoDistribInstns 14 = Invalid/unacceptable Distrib Percentage 15 = Invalid/unacceptable Distrib Payment Method 16 = Invalid/unacceptable Cash Distrib Agent Acct Name 17 = Invalid/unacceptable Cash Distrib Agent Code 18 = Invalid/unacceptable Cash Distrib Agent Acct Num<br />99 = Other<br />The reason may be further amplified in the RegistRejReasonCode field.<br /><br />|Registration Instructions Response | |
| 508|RegistRefID|String|Reference identifier for the RegistID (513) with Cancel and Replace RegistTransType (514) transaction types.<br /><br />|Registration Instructions, Registration Instructions Response | |
| 509|RegistDtls|String|Set of Registration name and address details, possibly including phone, fax etc.<br /><br />|Registration Instructions | |
| 510|NoDistribInsts|NumInGroup|The number of Distribution Instructions on a Registration Instructions message<br /><br />|Registration Instructions | |
| 511|RegistEmail|String|Email address relating to Registration name and address details<br /><br />|Registration Instructions | |
| 512|DistribPercentage|Percentage|The amount of each distribution to go to this beneficiary, expressed as a percentage<br /><br />|Registration Instructions | |
| 513|RegistID|String|Unique identifier of the registration details as assigned by institution or intermediary.<br /><br />|Execution Report, New Order Single, New Order List, Order Cancel Replace Request, Registration Instructions, Registration Instructions Response, New Order Cross, Cross Order Cancel Replace Request, New Order Multileg, Multileg Order Cancel Replace | |
| 514|RegistTransType|char|Identifies Registration Instructions transaction type Valid values:<br />0 = New<br />1 = Replace<br />2 = Cancel<br /><br />|Registration Instructions, Registration Instructions Response | |
| 515|ExecValuationPoint|UTCTime|For CIV - a date and time stamp to indicate the fund valuation point with respect to which a order was priced by the fund manager.<br /><br />|Execution Report | |
| 516|OrderPercent|Percentage|For CIV specifies the approximate order quantity desired. For a CIV Sale it specifies percentage of investor’s total holding to be sold. For a CIV switch/exchange it specifies percentage of investor’s cash realised from sales to be re-invested. The executing broker, intermediary or fund manager is responsible for converting and calculating OrderQty (38) in shares/units for subsequent messages.<br /><br />|Order Qty Data | |
| 517|OwnershipType|char|The relationship between Registration parties.<br />J = Joint Investors<br />T = Tenants in Common <br />2 = Joint Trustees<br /><br />|Registration Instructions | |
| 518|NoContAmts|NumInGroup|The number of Contract Amount details on an Execution Report message<br /><br />|Execution Report, Trade Capture Report | |
| 519|ContAmtType|int|Type of ContAmtValue (520).<br />For UK valid values include:<br />1 = Commission Amount (actual)<br />2 = Commission % (actual)<br />3 = Initial Charge Amount<br />4 = Initial Charge %<br />5 = Discount Amount<br />6 = Discount %<br />7 = Dilution Levy Amount<br />8 = Dilution Levy %<br />9 = Exit Charge Amount<br />10 = Exit Charge %<br />11 = Fund-based Renewal Commission % (a.k.a. Trail commission)<br />12 = Projected Fund Value (i.e. for investments intended to realise or exceed a specific future value)<br />13 = Fund-based Renewal Commission Amount (based on Order value)<br />14 = Fund-based Renewal Commission Amount (based on Projected Fund value)<br />15 = Net Settlement Amount<br />NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 12/13.<br /><br />|Execution Report, Trade Capture Report | |
| 520|ContAmtValue|float|Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (519).<br /><br />|Execution Report, Trade Capture Report | |
| 521|ContAmtCurr|Currency|Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes".<br /><br />|Execution Report, Trade Capture Report | |
| 522|OwnerType|int|Identifies the type of owner.<br />Valid values:<br />1 = Individual Investor<br />2 = Public Company<br />3 = Private Company<br />4 = Individual Trustee<br />5 = Company Trustee <br />6 = Pension Plan <br />7 = Custodian Under Gifts to Minors Act <br />8 = Trusts <br />9 = Fiduciaries <br />10 = Networking Sub-Account <br />11 = Non-Profit Organization<br />12 = Corporate Body<br />13 =Nominee<br /><br />|Registration Instructions | |
| 523|PartySubID|String|Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.<br /><br />|Parties | |
| 524|NestedPartyID|String|PartyID value within a nested repeating group.<br />Same values as PartyID (448)<br /><br />|Nested Parties | |
| 525|NestedPartyIDSource|char|PartyIDSource value within a nested repeating group.<br />Same values as PartyIDSource (447)<br /><br />|Nested Parties | |
| 526|SecondaryClOrdID|String|Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.<br /><br />|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, 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, Confirmation, Allocation Report, Collateral Request, Collateral Assignment, Collateral Response, Collateral Report, Collateral Inquiry, Collateral Inquiry Ack, Confirmation Request | |
| 527|SecondaryExecID|String|Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system.<br /><br />|Execution Report, Allocation Instruction, Trade Capture Report, Trade Capture Report Ack, Allocation Report | |
| 528|OrderCapacity|char|Designates the capacity of the firm placing the order.<br />Valid values:<br />A = Agency<br />G = Proprietary<br />I = Individual<br />P = Principal (Note for CMS purposes, Principal includes Proprietary)<br />R = Riskless Principal<br />W = Agent for Other Member<br />(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field)<br />(see Volume 1: "Glossary" for value definitions)<br /><br />|Execution Report, New Order Single, New Order List, Order Cancel Replace Request, Quote Request, Quote, New Order Cross, Cross Order Cancel Replace Request, New Order Multileg, Multileg Order Cancel Replace, Trade Capture Report, Quote Response, Confirmation, Trade Capture Report Ack | |
| 529|OrderRestrictions|MultipleValue String|Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.<br />Valid values:<br />1 = Program Trade<br />2 = Index Arbitrage<br />3 = Non-Index Arbitrage<br />4 = Competing Market Maker<br />5 = Acting as Market Maker or Specialist in the security<br />6 = Acting as Market Maker or Specialist in the underlying security of a derivative security<br />7 = Foreign Entity (of foreign governmnet or regulatory jurisdiction)<br />8 = External Market Participant<br />9 = External Inter-connected Market Linkage<br />A = Riskless Arbitrage<br /><br /><br />|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, Trade Capture Report, Confirmation, Trade Capture Report Ack | |
| 530|MassCancelRequestType|char|Specifies scope of Order Mass Cancel Request.<br />Valid values:<br />1 = Cancel orders for a security <br />2 = Cancel orders for an Underlying security<br />3 = Cancel orders for a Product<br />4 = Cancel orders for a CFICode<br />5 = Cancel orders for a SecurityType<br />6 = Cancel orders for a trading session<br />7 = Cancel all orders<br /><br />|Order Mass Cancel Request, Order Mass Cancel Report | |
| 531|MassCancelResponse|char|Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request<br />Valid values:<br />0 = Cancel Request Rejected -- See MassCancelRejectReason (532)<br />1 = Cancel orders for a security <br />2 = Cancel orders for an Underlying security<br />3 = Cancel orders for a Product<br />4 = Cancel orders for a CFICode<br />5 = Cancel orders for a SecurityType<br />6 = Cancel orders for a trading session<br />7 = Cancel all orders<br /><br />|Order Mass Cancel Report | |
| 532|MassCancelRejectReason|char|Reason Order Mass Cancel Request was rejected<br />Valid valuess:<br />0 = Mass Cancel Not Supported<br />1 = Invalid or unknown Security<br />2 = Invalid or unknown underlying<br />3 = Invalid or unknown Product<br />4 = Invalid or unknown CFICode<br />5 = Invalid or unknown Security Type<br />6 = Invalid or unknown trading session<br />99 = Other<br /><br />|Order Mass Cancel Report | |
| 533|TotalAffectedOrders|int|Total number of orders affected by mass cancel request.<br /><br />|Order Mass Cancel Report | |
| 534|NoAffectedOrders|int|Number of affected orders in the repeating group of order ids.<br /><br />|Order Mass Cancel Report | |
| 535|AffectedOrderID|String|OrderID (37) of an order affected by a mass cancel request.<br /><br />|Order Mass Cancel Report | |
| 536|AffectedSecondaryOrderID|String|SecondaryOrderID (198) of an order affected by a mass cancel request.<br /><br />|Order Mass Cancel Report | |
| 537|QuoteType|int|Identifies the type of quote.<br />Valid values:<br />0 = Indicative<br />1 = Tradeable<br />2 = Restricted Tradeable<br />3 = Counter (tradable)<br />An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade.<br />A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market.<br />A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order.<br />A counter quote is used in the negotiation model. See Volume 7 – Product: Fixed Income for example usage.<br /><br />|Quote Request, Quote, Mass Quote Acknowledgement, Mass Quote, Quote Request Reject, R F Q Request, Quote Status Report, Quote Response | |
| 538|NestedPartyRole|int|PartyRole value within a nested repeating group.<br />Same values as PartyRole (452)<br /><br />|Nested Parties | |
| 539|NoNestedPartyIDs|NumInGroup|Number of NestedPartyID (524), NestedPartyIDSource (525), and NestedPartyRole (538) entries<br /><br />|Nested Parties | |
| 540|TotalAccruedInterestAmt|Amt|*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" ***<br />Total Amount of Accrued Interest for convertible bonds and fixed income<br /><br />|Allocation Instruction, Allocation Report | |
| 541|MaturityDate|LocalMktDate|Date of maturity.<br /><br />|Instrument | |
| 542|UnderlyingMaturityDate|LocalMktDate|Underlying security’s maturity date.<br />See MaturityDate (541) field for description<br /><br />|Underlying Instrument | |
| 543|InstrRegistry|String|The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded.<br />Valid values:<br />BIC (Bank Identification Code—Swift managed) = the depository or custodian who maintains ownership Records<br />ISO Country Code = country in which registry is kept<br />"ZZ" = physical or bearer<br /><br />|Instrument | |
| 544|CashMargin|char|Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.<br />Valid values:<br />1 = Cash<br />2 = Margin Open<br />3 = Margin Close<br /><br />|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 | |
| 545|NestedPartySubID|String|PartySubID value within a nested repeating group.<br />Same values as PartySubID (523)<br /><br />|Nested Parties | |
| 546|Scope|MultipleValue String|Defines the scope of a data element.<br />Valid values:<br />1 = Local (Exchange, ECN, ATS)<br />2 = National<br />3 = Global<br /><br />|Market Data Request, Market Data Snapshot Full Refresh, Market Data Incremental Refresh | |
| 547|MDImplicitDelete|Boolean|Defines how a server handles distribution of a truncated book. Defaults to broker option.<br />Valid values:<br />Y = Client has responsibility for implicitly deleting bids or offers falling outside the MarketDepth of the request.<br />N = Server must send an explicit delete for bids or offers falling outside the requested MarketDepth of the request.<br /><br />|Market Data Request | |
| 548|CrossID|String|Identifier for a cross order. Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders.<br /><br />|Execution Report, New Order Cross, Cross Order Cancel Replace Request, Cross Order Cancel Request | |
| 549|CrossType|int|Type of cross being submitted to a market<br />Valid values:<br />1 = Cross Trade which is executed completely or not. Both sides are treated in the same manner. This is equivalent to an All or None.<br /><br />2 = Cross Trade which is executed partially and the rest is cancelled. One side is fully executed, the other side is partially executed with the remainder being cancelled. This is equivalent to an Immediate or Cancel on the other side. Note: The CrossPrioritzation (550) field may be used to indicate which side should fully execute in this scenario.<br /><br />3 = Cross trade which is partially executed with the unfilled portions remaining active. One side of the cross is fully executed (as denoted with the CrossPrioritization field), but the unfilled portion remains active.<br /><br />4 = Cross trade is executed with existing orders with the same price. In the case other orders exist with the same price, the quantity of the Cross is executed against the existing orders and quotes, the remainder of the cross is executed against the other side of the cross. The two sides potentially have different quantities.<br /><br />|Execution Report, New Order Cross, Cross Order Cancel Replace Request, Cross Order Cancel Request | |
| 550|CrossPrioritization|int|Indicates if one side or the other of a cross order should be prioritized.<br />0 = None<br />1 = Buy side is prioritized<br />2 = Sell side is prioritized<br />The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets – prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected).<br /><br />|New Order Cross, Cross Order Cancel Replace Request, Cross Order Cancel Request | |
| 551|OrigCrossID|String|CrossID of the previous cross order (NOT the initial cross order of the day) as assigned by the institution, used to identify the previous cross order in Cross Cancel and Cross Cancel/Replace Requests.<br /><br />|Execution Report, Cross Order Cancel Replace Request, Cross Order Cancel Request | |
| 552|NoSides|NumInGroup|Number of Side repeating group instances. <br />Valid values:<br />1 = one side<br />2 = both sides<br /><br />|New Order Cross, Cross Order Cancel Replace Request, Cross Order Cancel Request, Trade Capture Report | |
| 553|Username|String|Userid or username.<br /><br />|Logon, User Request, User Response | |
| 554|Password|String|Password or passphrase.<br /><br />|Logon, User Request | |
| 555|NoLegs|NumInGroup|Number of InstrumentLeg repeating group instances.<br /><br />|I O I, Advertisement, Execution Report, News, Email, Allocation Instruction, Dont Know Trade D K, Quote Request, Quote, Market Data Request, Market Data Snapshot Full Refresh, Market Data Incremental Refresh, Quote Cancel, Quote Status Request, Mass Quote Acknowledgement, Security Definition Request, Security Definition, Security Status Request, Security Status, Mass Quote, New Order Cross, Cross Order Cancel Replace Request, Cross Order Cancel Request, Security List Request, Security List, Derivative Security List, New Order Multileg, Multileg Order Cancel Replace, Trade Capture Report Request, Trade Capture Report, Quote Request Reject, R F Q Request, 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, Assignment Report, Collateral Request, Collateral Assignment, Collateral Response, Collateral Report, Collateral Inquiry, Collateral Inquiry Ack | |
| 556|LegCurrency|Currency|Currency associated with a particular Leg's quantity<br /><br />|Instrument Leg | |
| 557|TotNoSecurityTypes|int|Indicates total number of security types in the event that multiple Security Type messages are used to return results<br />(Prior to FIX 4.4 this field was named TotalNumSecurityTypes)<br /><br />|Security Types | |
| 558|NoSecurityTypes|NumInGroup|Number of Security Type repeating group instances. <br /><br />|Security Types | |
| 559|SecurityListRequestType|int|Identifies the type/criteria of Security List Request<br />Valid values:<br />0 = Symbol<br />1 = SecurityType and/or CFICode<br />2 = Product<br />3 = TradingSessionID<br />4 = All Securities<br /><br />|Security List Request, Derivative Security List Request | |
| 560|SecurityRequestResult|int|The results returned to a Security Request message<br />Valid values:<br />0 = Valid request<br />1 = Invalid or unsupported request<br />2 = No instruments found that match selection criteria<br />3 = Not authorized to retrieve instrument data<br />4 = Instrument data temporarily unavailable<br />5 = Request for instrument data not supported<br /><br />|Security List, Derivative Security List | |
| 561|RoundLot|Qty|The trading lot size of a security<br /><br />|Security Definition, Security List | |
| 562|MinTradeVol|Qty|The minimum trading volume for a security<br /><br />|Security Definition, Security List | |
| 563|MultiLegRptTypeReq|int|Indicates the method of execution reporting requested by issuer of the order.<br />0 = Report by mulitleg security only (Do not report legs)<br />1 = Report by multileg security and by instrument legs belonging to the multileg security.<br />2 = Report by instrument legs belonging to the multileg security only (Do not report status of multileg security)<br /><br />|New Order Multileg, Multileg Order Cancel Replace | |
| 564|LegPositionEffect|char|PositionEffect for leg of a multileg<br />See PositionEffect (77) field for description<br /><br />|Execution Report, New Order Multileg, Multileg Order Cancel Replace, Trade Capture Report, Trade Capture Report Ack | |
| 565|LegCoveredOrUncovered|int|CoveredOrUncovered for leg of a multileg<br />See CoveredOrUncovered (203) field for description<br /><br />|Execution Report, New Order Multileg, Multileg Order Cancel Replace, Trade Capture Report, Trade Capture Report Ack | |
| 566|LegPrice|Price|Price for leg of a multileg<br />See Price (44) field for description<br /><br />|Execution Report, New Order Multileg, Multileg Order Cancel Replace, Trade Capture Report, Trade Capture Report Ack | |
| 567|TradSesStatusRejReason|int|Indicates the reason a Trading Session Status Request was rejected.<br />Valid values:<br />1 = Unknown or invalid TradingSessionID<br />99 = Other<br /><br />|Trading Session Status | |
| 568|TradeRequestID|String|Trade Capture Report Request ID<br /><br />|Trade Capture Report Request, Trade Capture Report, Trade Capture Report Request Ack | |
| 569|TradeRequestType|int|Type of Trade Capture Report.<br />Valid values:<br />0 = All trades<br />1 = Matched trades matching Criteria provided on request (parties, exec id, trade id, order id, instrument, input source, etc.)<br />2 = Unmatched trades that match criteria<br />3 = Unreported trades that match criteria<br />4 = Advisories that match criteria<br /><br />|Trade Capture Report Request, Trade Capture Report Request Ack | |
| 570|PreviouslyReported|Boolean|Indicates if the trade capture report was previously reported to the counterparty<br />Valid values:<br />Y = previously reported to counterparty<br />N = not reported to counterparty<br /><br />|Allocation Instruction, Trade Capture Report, Allocation Report | |
| 571|TradeReportID|String|Unique identifier of trade capture report<br /><br />|Trade Capture Report Request, Trade Capture Report, Trade Capture Report Ack, Collateral Request, Collateral Assignment, Collateral Response, Collateral Report, Collateral Inquiry, Collateral Inquiry Ack | |
| 572|TradeReportRefID|String|Reference identifier used with CANCEL and REPLACE transaction types.<br /><br />|Trade Capture Report, Trade Capture Report Ack | |
| 573|MatchStatus|char|The status of this trade with respect to matching or comparison.<br />Valid values:<br />0 = compared, matched or affirmed<br />1 = uncompared, unmatched, or unaffirmed<br />2 = advisory or alert<br /><br />|Allocation Instruction, Allocation Instruction Ack, Trade Capture Report Request, Trade Capture Report, Request For Positions, Allocation Report, Allocation Report Ack, Confirmation _ Ack | |
| 574|MatchType|String|The point in the matching process at which this trade was matched.<br />Valid values:<br />For NYSE and AMEX:<br />A1 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window)<br />A2 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges<br />A3 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus two badges and execution time (within two-minute window)<br />A4 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and<br />Special Trade Indicator plus two badges<br />A5 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus execution time (within two-minute window)<br />AQ = Compared records resulting from stamped advisories or specialist<br />accepts/pair-offs<br />S1 to S5 = Summarized Match using A1 to A5 exact match criteria except quantity is summarized<br />M1 = Exact Match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges and times<br />M2 = Summarized Match minus badges and times<br />MT = OCS Locked In <br />For NASDAQ:<br />M1 = ACT M1 Match<br />M2 = ACT M2 Match<br />M3 = ACT Accepted Trade<br />M4 = ACT Default Trade<br />M5 = ACT Default After M2<br />M6 = ACT M6 Match<br />MT = Non-ACT<br /><br />|Allocation Instruction, Trade Capture Report, Allocation Report | |
| 575|OddLot|Boolean|This trade is to be treated as an odd lot<br />Values:<br />Y = treat as odd lot<br />N = treat as round lot<br />If this field is not specified, the default will be "N"<br /><br />|Trade Capture Report | |
| 576|NoClearingInstructions|NumInGroup|Number of clearing instructions<br /><br />|Allocation Instruction, Trade Capture Report, Allocation Report | |
| 577|ClearingInstruction|int|Eligibility of this trade for clearing and central counterparty processing<br />Valid values:<br />0 = process normally<br />1 = exclude from all netting<br />2 = bilateral netting only<br />3 = ex clearing<br />4 = special trade<br />5 = multilateral netting<br />6 = clear against central counterparty<br />7 = exclude from central counterparty<br />8 = Manual mode (pre-posting and/or pre-giveup)<br />9 = Automatic posting mode (trade posting to the position account number specified)<br />10 = Automatic give-up mode (trade give-up to the give-up destination number specified)<br />11 = Qualified Service Representative (QSR) - <br />12 = Customer Trade<br />13 = Self clearing<br /><br />values above 4000 are reserved for agreement between parties<br /><br />|Allocation Instruction, Trade Capture Report, Allocation Report | |
| 578|TradeInputSource|String|Type of input device or system from which the trade was entered.<br /><br />|Trade Capture Report Request, Trade Capture Report | |
| 579|TradeInputDevice|String|Specific device number, terminal number or station where trade was entered<br /><br />|Trade Capture Report Request, Trade Capture Report | |
| 580|NoDates|int|Number of Date fields provided in date range<br /><br />|Trade Capture Report Request | |
| 581|AccountType|int|Type of account associated with an order<br />Valid values:<br />1 = Account is carried on customer Side of Books<br />2 = Account is carried on non-Customer Side of books<br />3 = House Trader<br />4 = Floor Trader<br />6 = Account is carried on non-customer side of books and is cross margined<br />7 = Account is house trader and is cross margined<br />8 = Joint Backoffice Account (JBO)<br /><br />|Execution Report, Order Cancel Reject, New Order Single, New Order List, Order Cancel Request, Order Cancel Replace Request, Quote Request, Quote, Quote Cancel, Quote Status Request, 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, 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 | |
| 582|CustOrderCapacity|int|Capacity of customer placing the order<br />1 = Member trading for their own account<br />2 = Clearing Firm trading for its proprietary account<br />3 = Member trading for another member<br />4 = All other <br />Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).<br /><br />|Execution Report, 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, Trade Capture Report, Quote Status Report, Quote Response, Trade Capture Report Ack | |
| 583|ClOrdLinkID|String|Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade.<br /><br />|Execution Report, Order Cancel Reject, New Order Single, New Order List, Order Cancel Request, Order Cancel Replace Request, Order Status Request, New Order Cross, Cross Order Cancel Replace Request, Cross Order Cancel Request, New Order Multileg, Multileg Order Cancel Replace | |
| 584|MassStatusReqID|String|Value assigned by issuer of Mass Status Request to uniquely identify the request<br /><br />|Execution Report, Order Mass Status Request | |
| 585|MassStatusReqType|int|Mass Status Request Type<br />Valid values:<br />1 = Status for orders for a security <br />2 = Status for orders for an Underlying security<br />3 = Status for orders for a Product<br />4 = Status for orders for a CFICode<br />5 = Status for orders for a SecurityType<br />6 = Status for orders for a trading session<br />7 = Status for all orders<br />8 = Status for orders for a PartyID<br /><br />|Order Mass Status Request | |
| 586|OrigOrdModTime|UTCTime|The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order.<br />The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued.<br />This is provided to support markets similar to Eurex and A/C/E.<br /><br />|Order Cancel Reject, Order Cancel Request, Order Cancel Replace Request, Cross Order Cancel Replace Request, Cross Order Cancel Request, Multileg Order Cancel Replace | |
| 587|LegSettlType|char|Refer to values for SettlType[63]<br /><br />|Execution Report, Quote Request, Quote, Security List, New Order Multileg, Multileg Order Cancel Replace, Trade Capture Report, Quote Request Reject, Quote Status Report, Quote Response, Trade Capture Report Ack | |
| 588|LegSettlDate|LocalMktDate|Refer to description for SettlDate[64]<br /><br />|Execution Report, Quote Request, Quote, New Order Multileg, Multileg Order Cancel Replace, Trade Capture Report, Quote Request Reject, Quote Status Report, Quote Response, Trade Capture Report Ack | |
| 589|DayBookingInst|char|Indicates whether or not automatic booking can occur.<br />0 = Can trigger booking without reference to the order initiator ("auto")<br />1 = Speak with order initiator before booking ("speak first")<br />2 = Accumulate<br /><br />|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 | |
| 590|BookingUnit|char|Indicates what constitutes a bookable unit.<br />0 = Each partial execution is a bookable unit<br />1 = Aggregate partial executions on this order, and book one trade per order<br />2 = Aggregate executions for this symbol, side, and settlement date<br /><br />|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 | |
| 591|PreallocMethod|char|Indicates the method of preallocation.<br />0 = Pro-rata<br />1 = Do not pro-rata = discuss first<br /><br />|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, Trade Capture Report, Trade Capture Report Ack | |
| 592|UnderlyingCountryOfIssue|Country|Underlying security’s CountryOfIssue.<br />See CountryOfIssue (470) field for description<br /><br />|Underlying Instrument | |
| 593|UnderlyingStateOr ProvinceOfIssue|String|Underlying security’s StateOrProvinceOfIssue.<br />See StateOrProvinceOfIssue (471) field for description<br /><br />|Underlying Instrument | |
| 594|UnderlyingLocaleOfIssue|String|Underlying security’s LocaleOfIssue.<br />See LocaleOfIssue (472) field for description<br /><br />|Underlying Instrument | |
| 595|UnderlyingInstrRegistry|String|Underlying security’s InstrRegistry.<br />See InstrRegistry (543) field for description<br /><br />|Underlying Instrument | |
| 596|LegCountryOfIssue|Country|Multileg instrument's individual leg security’s CountryOfIssue.<br />See CountryOfIssue (470) field for description<br /><br />|Instrument Leg | |
| 597|LegStateOrProvinceOfIssue|String|Multileg instrument's individual leg security’s StateOrProvinceOfIssue.<br />See StateOrProvinceOfIssue (471) field for description<br /><br />|Instrument Leg | |
| 598|LegLocaleOfIssue|String|Multileg instrument's individual leg security’s LocaleOfIssue.<br />See LocaleOfIssue (472) field for description<br /><br />|Instrument Leg | |
| 599|LegInstrRegistry|String|Multileg instrument's individual leg security’s InstrRegistry.<br />See InstrRegistry (543) field for description<br /><br />|Instrument Leg | |
| 600|LegSymbol|String|Multileg instrument's individual security’s Symbol.<br />See Symbol (55) field for description<br /><br />|Instrument Leg | |
| 601|LegSymbolSfx|String|Multileg instrument's individual security’s SymbolSfx.<br />See SymbolSfx (65) field for description<br /><br />|Instrument Leg | |
| 602|LegSecurityID|String|Multileg instrument's individual security’s SecurityID.<br />See SecurityID (48) field for description<br /><br />|Instrument Leg | |
| 603|LegSecurityIDSource|String|Multileg instrument's individual security’s SecurityIDSource.<br />See SecurityIDSource (22) field for description<br /><br />|Instrument Leg | |
| 604|NoLegSecurityAltID|String|Multileg instrument's individual security’s NoSecurityAltID.<br />See NoSecurityAltID (454) field for description<br /><br />|Instrument Leg | |
| 605|LegSecurityAltID|String|Multileg instrument's individual security’s SecurityAltID.<br />See SecurityAltID (455) field for description<br /><br />|Instrument Leg | |
| 606|LegSecurityAltIDSource|String|Multileg instrument's individual security’s SecurityAltIDSource.<br />See SecurityAltIDSource (456) field for description<br /><br />|Instrument Leg | |
| 607|LegProduct|int|Multileg instrument's individual security’s Product.<br />See Product (460) field for description<br /><br />|Instrument Leg | |
| 608|LegCFICode|String|Multileg instrument's individual security’s CFICode.<br />See CFICode (461) field for description<br /><br />|Instrument Leg | |
| 609|LegSecurityType|String|Multileg instrument's individual security’s SecurityType.<br />See SecurityType (167) field for description<br /><br />|Instrument Leg | |
| 610|LegMaturityMonthYear|month-year|Multileg instrument's individual security’s MaturityMonthYear.<br />See MaturityMonthYear (200) field for description<br /><br />|Instrument Leg | |
| 611|LegMaturityDate|LocalMktDate|Multileg instrument's individual security’s MaturityDate.<br />See MaturityDate (541) field for description<br /><br />|Instrument Leg | |
| 612|LegStrikePrice|Price|Multileg instrument's individual security’s StrikePrice.<br />See StrikePrice (202) field for description<br /><br />|Instrument Leg | |
| 613|LegOptAttribute|char|Multileg instrument's individual security’s OptAttribute.<br />See OptAttribute (206) field for description<br /><br />|Instrument Leg | |
| 614|LegContractMultiplier|float|Multileg instrument's individual security’s ContractMultiplier.<br />See ContractMultiplier (231) field for description<br /><br />|Instrument Leg | |
| 615|LegCouponRate|Percentage|Multileg instrument's individual security’s CouponRate.<br />See CouponRate (223) field for description<br /><br />|Instrument Leg | |
| 616|LegSecurityExchange|Exchange|Multileg instrument's individual security’s SecurityExchange.<br />See SecurityExchange (207) field for description<br /><br />|Instrument Leg | |
| 617|LegIssuer|String|Multileg instrument's individual security’s Issuer.<br />See Issuer (106) field for description<br /><br />|Instrument Leg | |
| 618|EncodedLegIssuerLen|Length|Multileg instrument's individual security’s EncodedIssuerLen.<br />See EncodedIssuerLen (348) field for description<br /><br />|Instrument Leg | |
| 619|EncodedLegIssuer|data|Multileg instrument's individual security’s EncodedIssuer.<br />See EncodedIssuer (349) field for description<br /><br />|Instrument Leg | |
| 620|LegSecurityDesc|String|Multileg instrument's individual security’s SecurityDesc.<br />See SecurityDesc (107) field for description<br /><br />|Instrument Leg | |
| 621|EncodedLegSecurityDescLen|Length|Multileg instrument's individual security’s EncodedSecurityDescLen.<br />See EncodedSecurityDescLen (350) field for description<br /><br />|Instrument Leg | |
| 622|EncodedLegSecurityDesc|data|Multileg instrument's individual security’s EncodedSecurityDesc.<br />See EncodedSecurityDesc (351) field for description<br /><br />|Instrument Leg | |
| 623|LegRatioQty|float|The ratio of quantity for this individual leg relative to the entire multileg security.<br /><br />|Instrument Leg | |
| 624|LegSide|char|The side of this individual leg (multileg security).<br />See Side (54) field for description and values<br /><br />|Instrument Leg | |
| 625|TradingSessionSubID|String|Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.<br />Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations.<br /><br />|Advertisement, Execution Report, New Order Single, New Order List, Order Cancel Replace Request, Allocation Instruction, Quote Request, Quote, Market Data Request, Market Data Snapshot Full Refresh, Market Data Incremental Refresh, Quote Cancel, Quote Status Request, Mass Quote Acknowledgement, Security Definition Request, Security Definition, Security Status Request, Security Status, Trading Session Status Request, Trading Session Status, Mass Quote, Bid Request, Bid Response, Order Mass Cancel Request, Order Mass Cancel Report, New Order Cross, Cross Order Cancel Replace 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, Order Mass Status Request, Quote Request Reject, R F Q Request, Quote Status Report, Quote Response, Position Maintenance Request, Position Maintenance Report, Request For Positions, Allocation Report, Collateral Request, Collateral Assignment, Collateral Report, Collateral Inquiry, Collateral Inquiry Ack | |
| 626|AllocType|int|Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated") <br />Valid values:<br />1 = Calculated (includes MiscFees and NetMoney)<br />2 = Preliminary (without MiscFees and NetMoney)<br />3 = Sellside Calculated Using Preliminary (includes MiscFees and NetMoney) (Replaced)<br />4 = Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) (Replaced)<br />5 = Ready-To-Book - Single Order<br />6 = Buyside Ready-To-Book - Combined Set of Orders (Replaced)<br />7 = Warehouse instruction<br />8 = Request to Intermediary<br />(see Volume 1: "Glossary" for value definitions)<br />*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***<br /><br />|Allocation Instruction, Allocation Instruction Ack | |
| 627|NoHops|NumInGroup|Number of HopCompID entries in repeating group.<br /><br />|Standard Header | |
| 628|HopCompID|String|Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple “hops” are performed). It is recommended that this value be the SenderCompID (49) of the third party.<br />Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or “hubs”. Only applicable if OnBehalfOfCompID (115) is being used.<br /><br />|Standard Header | |
| 629|HopSendingTime|UTCTime|Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party.<br />Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or “hubs”. Only applicable if OnBehalfOfCompID (115) is being used.<br /><br />|Standard Header | |
| 630|HopRefID|SeqNum|Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party.<br />Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or “hubs”. Only applicable if OnBehalfOfCompID (115) is being used.<br /><br />|Standard Header | |
| 631|MidPx|Price|Mid price/rate<br /><br />|Quote, Mass Quote Acknowledgement, Mass Quote, Quote Status Report, Quote Response | |
| 632|BidYield|Percentage|Bid yield<br /><br />|Quote, Mass Quote Acknowledgement, Mass Quote, Quote Status Report, Quote Response | |
| 633|MidYield|Percentage|Mid yield<br /><br />|Quote, Mass Quote Acknowledgement, Mass Quote, Quote Status Report, Quote Response | |
| 634|OfferYield|Percentage|Offer yield<br /><br />|Quote, Mass Quote Acknowledgement, Mass Quote, Quote Status Report, Quote Response | |
| 635|ClearingFeeIndicator|String|Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. <br />Valid Values (source CBOT, CME, NYBOT, and NYMEX):<br />B = CBOE Member<br />C = Non-member and Customer<br />E = Equity Member and Clearing Member<br />F = Full and Associate Member trading for own account and as floor Brokers<br />H = 106.H and 106.J Firms<br />I = GIM, IDEM and COM Membership Interest Holders<br />L = Lessee and 106.F Employees<br />M = All other ownership types<br />1 = 1st year delegate trading for his own account<br />2 = 2nd year delegate trading for his own account<br />3 = 3rd year delegate trading for his own account<br />4 = 4th year delegate trading for his own account<br />5 = 5th year delegate trading for his own account<br />9 = 6th year and beyond delegate trading for his own account<br /><br />|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 | |
| 636|WorkingIndicator|Boolean|Indicates if the order is currently being worked. Applicable only for OrdStatus = “New”. For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order. <br />Valid values:<br />Y = Order is currently being worked<br />N = Order has been accepted but not yet in a working state<br /><br />|Execution Report, Order Cancel Reject, List Status | |
| 637|LegLastPx|Price|Execution price assigned to a leg of a multileg instrument. <br />See LastPx (31) field for description and values<br /><br />|Execution Report, Trade Capture Report, Trade Capture Report Ack | |
| 638|PriorityIndicator|int|Indicates if a Cancel/Replace has caused an order to lose book priority.<br />Valid values:<br />0 = Priority Unchanged<br />1 = Lost Priority as result of order change<br /><br />|Execution Report | |
| 639|PriceImprovement|PriceOffset|Amount of price improvement.<br /><br />|Execution Report | |
| 640|Price2|Price|Price of the future part of a F/X swap order.<br />See Price (44) for description.<br /><br />|New Order Single, New Order List, Order Cancel Replace Request, Quote Request, Quote Request Reject | |
| 641|LastForwardPoints2|PriceOffset|F/X forward points of the future part of a F/X swap order added to LastSpotRate (194). May be a negative value.<br /><br />|Execution Report | |
| 642|BidForwardPoints2|PriceOffset|Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value.<br /><br />|Quote, Mass Quote Acknowledgement, Mass Quote, Quote Status Report, Quote Response | |
| 643|OfferForwardPoints2|PriceOffset|Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value.<br /><br />|Quote, Mass Quote Acknowledgement, Mass Quote, Quote Status Report, Quote Response | |
| 644|RFQReqID|String|RFQ Request ID – used to identify an RFQ Request.<br /><br />|Quote Request, Quote Request Reject, R F Q Request | |
| 645|MktBidPx|Price|Used to indicate the best bid in a market<br /><br />|Quote, Quote Status Report, Quote Response | |
| 646|MktOfferPx|Price|Used to indicate the best offer in a market<br /><br />|Quote, Quote Status Report, Quote Response | |
| 647|MinBidSize|Qty|Used to indicate a minimum quantity for a bid. If this field is used the BidSize (134) field is interpreted as the maximum bid size<br /><br />|Quote, Quote Status Report, Quote Response | |
| 648|MinOfferSize|Qty|Used to indicate a minimum quantity for an offer. If this field is used the OfferSize (135) field is interpreted as the maximum offer size.<br /><br />|Quote, Quote Status Report, Quote Response | |
| 649|QuoteStatusReqID|String|Unique identifier for Quote Status Request.<br /><br />|Quote Status Request, Quote Status Report | |
| 650|LegalConfirm|Boolean|Indicates that this message is to serve as the final and legal confirmation.<br />Valid values:<br />Y = Legal confirm<br />N = Does not constitute a legal confirm<br /><br />|Allocation Instruction, Confirmation, Allocation Report | |
| 651|UnderlyingLastPx|Price|The calculated or traded price for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.<br /><br />|Execution Report | |
| 652|UnderlyingLastQty|Qty|The calculated or traded quantity for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.<br /><br />|Execution Report | |
| 653|SecDefStatus|int|Not used as of FIX 4.3. Included here for reference to prior versions.<br />*** REPLACED FIELD - See "Replaced Features and Supported Approach" ***<br />State of a security definition request made to a market. Useful for markets, such as derivatives markets, where market participants are permitted to define instruments for subsequent trading<br />Valid values:<br />0 = Pending Approval<br />1 = Approved (Accepted)<br />2 = Rejected <br />3 = Unauthorized request<br />4 = Invalid definition request<br /><br />|No longer used | |
| 654|LegRefID|String|Unique indicator for a specific leg.<br /><br />|Execution Report, New Order Multileg, Multileg Order Cancel Replace, Trade Capture Report, Trade Capture Report Ack | |
| 655|ContraLegRefID|String|Unique indicator for a specific leg for the ContraBroker (375).<br /><br />|Execution Report | |
| 656|SettlCurrBidFxRate|float|Foreign exchange rate used to compute the bid “SettlCurrAmt” (119) from Currency (15) to SettlCurrency (120)<br /><br />|Quote, Quote Status Report, Quote Response | |
| 657|SettlCurrOfferFxRate|float|Foreign exchange rate used to compute the offer “SettlCurrAmt” (119) from Currency (15) to SettlCurrency (120)<br /><br />|Quote, Quote Status Report, Quote Response | |
| 658|QuoteRequestRejectReason|Int|Reason Quote was rejected:<br />Valid Values:<br />1 = Unknown symbol (Security)<br />2 = Exchange(Security) closed<br />3 = Quote Request exceeds limit<br />4 = Too late to enter <br />5 = Invalid price<br />6 = Not authorized to request quote<br />7 = No match for inquiry<br />8 = No market for instrument<br />9 = No inventory<br />10 = Pass<br />99 = Other<br /><br />|Quote Request Reject | |
| 659|SideComplianceID|String|ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting).<br /><br />|New Order Cross, Cross Order Cancel Replace Request | |
| 660|AcctIDSource|int|Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.<br />Valid values:<br />1 = BIC<br />2 = SID code<br />3 = TFM (GSPTA)<br />4 = OMGEO (AlertID)<br />5 = DTCC code<br />99 = Other (custom or proprietary)<br /><br />|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 | |
| 661|AllocAcctIDSource|int|Used to identify the source of the AllocAccount (79) code. <br />See AcctIDSource (660) for valid values.<br /><br />|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 | |
| 662|BenchmarkPrice|Price|Specifies the price of the benchmark.<br /><br />|Spread Or Benchmark Curve Data | |
| 663|BenchmarkPriceType|int|Identifies type of BenchmarkPrice (662). <br />See PriceType (423) for valid values.<br /><br />|Spread Or Benchmark Curve Data | |
| 664|ConfirmID|String|Message reference for Confirmation<br /><br />|Confirmation, Confirmation _ Ack | |
| 665|ConfirmStatus|int|Identifies the status of the Confirmation.<br />Valid values:<br />1 = Received<br />2 = Mismatched account<br />3 = Missing settlement instructions<br />4 = Confirmed<br />5 = Request rejected<br /><br /><br />|Confirmation | |
| 666|ConfirmTransType|int|Identifies the Confirmation transaction type.<br />Valid values:<br />0 = New<br />1 = Replace<br />2 = Cancel<br /><br />|Confirmation | |
| 667|ContractSettlMonth|month-year|Specifies when the contract (i.e. MBS/TBA) will settle.<br /><br />|Instrument | |
| 668|DeliveryForm|int|Identifies the form of delivery.<br />Valid values:<br />1 = BookEntry [the default]<br />2 = Bearer<br /><br />|Instrument Extension | |
| 669|LastParPx|Price|Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (31) is expressed in Yield, Spread, Discount or any other type. <br />Usage: Execution Report and Allocation Report repeating executions block (from sellside).<br /><br />|Execution Report, Allocation Instruction, Trade Capture Report, Allocation Report | |
| 670|NoLegAllocs|NumInGroup|Number of Allocations for the leg<br /><br />|New Order Multileg, Multileg Order Cancel Replace | |
| 671|LegAllocAccount|String|Allocation Account for the leg<br />See AllocAccount (79) for description and valid values.<br /><br />|New Order Multileg, Multileg Order Cancel Replace | |
| 672|LegIndividualAllocID|String|Reference for the individual allocation ticket<br />See IndividualAllocID (467) for description and valid values.<br /><br />|New Order Multileg, Multileg Order Cancel Replace | |
| 673|LegAllocQty|Qty|Leg allocation quantity.<br />See AllocQty (80) for description and valid values.<br /><br />|New Order Multileg, Multileg Order Cancel Replace | |
| 674|LegAllocAcctIDSource|String|The source of the LegAllocAccount (671)<br />See AllocAcctIDSource (661) for description and valid values.<br /><br />|New Order Multileg, Multileg Order Cancel Replace | |
| 675|LegSettlCurrency|Currency|Identifies settlement currency for the Leg.<br />See SettlCurrency (120) for description and valid values<br /><br />|New Order Multileg, Multileg Order Cancel Replace | |
| 676|LegBenchmarkCurveCurrency|Currency|LegBenchmarkPrice (679) currency<br />See BenchmarkCurveCurrency (220) for description and valid values.<br /><br />|Leg Benchmark Curve Data | |
| 677|LegBenchmarkCurveName|String|Name of the Leg Benchmark Curve.<br />See BenchmarkCurveName (221) for description and valid values.<br /><br />|Leg Benchmark Curve Data | |
| 678|LegBenchmarkCurvePoint|String|Identifies the point on the Leg Benchmark Curve.<br />See BenchmarkCurvePoint (222) for description and valid values.<br /><br />|Leg Benchmark Curve Data | |
| 679|LegBenchmarkPrice|Price|Used to identify the price of the benchmark security. <br />See BenchmarkPrice (662) for description and valid values.<br /><br />|Leg Benchmark Curve Data | |
| 680|LegBenchmarkPriceType|int|The price type of the LegBenchmarkPrice. <br />See BenchmarkPriceType (663) for description and valid values.<br /><br />|Leg Benchmark Curve Data | |
| 681|LegBidPx|Price|Bid price of this leg.<br />See BidPx (132) for description and valid values.<br /><br />|Quote, Quote Response | |
| 682|LegIOIQty|String|Leg-specific IOI quantity.<br />See IOIQty (27) for description and valid values<br /><br />|I O I | |
| 683|NoLegStipulations|NumInGroup|Number of leg stipulation entries<br /><br />|Leg Stipulations | |
| 684|LegOfferPx|Price|Offer price of this leg.<br />See OfferPx (133) for description and valid values<br /><br />|Quote, Quote Response | |
| 685|LegOrderQty|Qty|Quantity ordered of this leg.<br />See OrderQty (38) for description and valid values<br /><br />|No longer used | |
| 686|LegPriceType|int|The price type of the LegBidPx (681) and/or LegOfferPx (684). <br />See PriceType (423) for description and valid values<br /><br />|Quote, Quote Response | |
| 687|LegQty|Qty|Quantity of this leg, e.g. in Quote dialog.<br />See Quantity (53) for description and valid values<br /><br />|Execution Report, Quote Request, Quote, New Order Multileg, Multileg Order Cancel Replace, Trade Capture Report, Quote Request Reject, Quote Status Report, Quote Response, Trade Capture Report Ack | |
| 688|LegStipulationType|String|For Fixed Income, type of Stipulation for this leg. <br />See StipulationType (233) for description and valid values<br /><br />|Leg Stipulations | |
| 689|LegStipulationValue|String|For Fixed Income, value of stipulation.<br />See StipulationValue (234) for description and valid values<br /><br />|Leg Stipulations | |
| 690|LegSwapType|int|For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.<br />Valid values:<br />1 = Par For Par<br />2 = Modified Duration<br />4 = Risk<br />5 = Proceeds<br /><br />|Execution Report, Quote Request, Quote, Security List, New Order Multileg, Multileg Order Cancel Replace, Trade Capture Report, Quote Request Reject, Quote Status Report, Quote Response, Trade Capture Report Ack | |
| 691|Pool|String|For Fixed Income, identifies MBS / ABS pool.<br /><br />|Instrument | |
| 692|QuotePriceType|int|Code to represent price type requested in Quote.<br />Valid values:<br />1 = percent (percent of par)<br />2 = per share (e.g. cents per share)<br />3 = fixed amount (absolute value)<br />4 = discount – percentage points below par<br />5 = premium – percentage points over par<br />6 = basis points relative to benchmark<br />7 = TED price<br />8 = TED yield<br />9 = Yield spread (swaps)<br />10 = Yield<br />If the Quote Request is for a Swap values 1-8 apply to all legs.<br /><br />|Quote Request, Quote Request Reject | |
| 693|QuoteRespID|String|Message reference for Quote Response<br /><br />|Execution Report, Quote, Quote Status Report, Quote Response | |
| 694|QuoteRespType|int|Identifies the type of Quote Response.<br />Valid values:<br />1 = Hit/Lift<br />2 = Counter<br />3 = Expired<br />4 = Cover<br />5 = Done Away<br />6 = Pass<br /><br />|Quote Response | |
| 695|QuoteQualifier|char|Code to qualify Quote use<br />See IOIQualifier (104) for description and valid values. <br /><br />|Quote Request, Quote, Quote Request Reject, Quote Status Report, Quote Response | |
| 696|YieldRedemptionDate|LocalMktDate|Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date).<br /><br />|Yield Data | |
| 697|YieldRedemptionPrice|Price|Price to which the yield has been calculated.<br /><br />|Yield Data | |
| 698|YieldRedemptionPriceType|int|The price type of the YieldRedemptionPrice (697)<br />See PriceType (423) for description and valid values. <br /><br />|Yield Data | |
| 699|BenchmarkSecurityID|String|The identifier of the benchmark security, e.g. Treasury against Corporate bond.<br />See SecurityID (tag 48) for description and valid values.<br /><br />|Spread Or Benchmark Curve Data | |
| 700|ReversalIndicator|Boolean|Indicates a trade that reverses a previous trade.<br /><br />|Allocation Instruction, Allocation Report | |
| 701|YieldCalcDate|LocalMktDate|Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day.<br /><br />|Yield Data | |
| 702|NoPositions|NumInGroup|Number of position entries.<br /><br />|Position Qty | |
| 703|PosType|String|Used to identify the type of quantity that is being returned.<br />Valid values:<br />TQ = Transaction Quantity<br />IAS = Intra-Spread Qty<br />IES = Inter-Spread Qty<br />FIN = End-of-Day Qty<br />SOD = Start-of-Day Qty<br />EX = Option Exercise Qty<br />AS = Option Assignment <br />TX = Transaction from Exercise<br />TA = Transaction from Assignment<br />PIT = Pit Trade Qty<br />TRF = Transfer Trade Qty<br />ETR = Electronic Trade Qty<br />ALC = Allocation Trade Qty<br />PA = Adjustment Qty<br />ASF = As-of Trade Qty<br />DLV = Delivery Qty<br />TOT = Total Transaction Qty<br />XM = Cross Margin Qty<br />SPL = Integral Split<br /><br />|Position Qty | |
| 704|LongQty|Qty|Long Quantity<br /><br />|Position Qty | |
| 705|ShortQty|Qty|Short Quantity<br /><br />|Position Qty | |
| 706|PosQtyStatus|int|Status of this position.<br />Valid values:<br />0 = Submitted<br />1 = Accepted<br />2 = Rejected<br /><br />|Position Qty | |
| 707|PosAmtType|String|Type of Position amount<br />Valid values:<br />FMTM = Final Mark-to-Market Amount<br />IMTM = Incremental Mark-to-Market Amount<br />TVAR = Trade Variation Amount<br />SMTM = Start-of-Day Mark-to-Market Amount<br />PREM = Premium Amount<br />CRES = Cash Residual Amount<br />CASH = Cash Amount (Corporate Event)<br />VADJ = Value Adjusted Amount<br /><br />|Position Amount Data | |
| 708|PosAmt|Amt|Position amount<br /><br />|Position Amount Data | |
| 709|PosTransType|int|Identifies the type of position transaction<br />Valid values:<br />1 = Exercise<br />2 = Do Not Exercise<br />3 = Position Adjustment<br />4 = Position Change Submission/Margin Disposition<br />5 = Pledge<br /><br />|Position Maintenance Request, Position Maintenance Report | |
| 710|PosReqID|String|Unique identifier for the position maintenance request as assigned by the submitter<br /><br />|Position Maintenance Request, Position Maintenance Report, Request For Positions, Request For Positions Ack, Position Report | |
| 711|NoUnderlyings|NumInGroup|Number of underlying legs that make up the security.<br /><br />|I O I, Advertisement, Execution Report, News, Email, 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, Market Data Request, Market Data Snapshot Full Refresh, Market Data Incremental Refresh, Quote Cancel, Quote Status Request, Security Definition Request, Security Definition, Security Status Request, Security Status, List Strike Price, New Order Cross, Cross Order Cancel Replace Request, Cross Order Cancel Request, Security List Request, Security List, New Order Multileg, Multileg Order Cancel Replace, Trade Capture Report Request, Trade Capture Report, Quote Request Reject, R F Q Request, 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, Allocation Report, Assignment Report, Collateral Request, Collateral Assignment, Collateral Response, Collateral Report, Collateral Inquiry, Collateral Inquiry Ack | |
| 712|PosMaintAction|int|Maintenance Action to be performed.<br />Valid values:<br />1 = New: used to increment the overall transaction quantity<br />2 = Replace: used to override the overall transaction quantity or specific add messages based on the reference id<br />3 = Cancel: used to remove the overall transaction or specific add messages based on reference id<br /><br />|Position Maintenance Request, Position Maintenance Report | |
| 713|OrigPosReqRefID|String|Reference to the PosReqID (710) of a previous maintenance request that is being replaced or canceled.<br /><br />|Position Maintenance Request, Position Maintenance Report | |
| 714|PosMaintRptRefID|String|Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being replaced or canceled.<br /><br />|Position Maintenance Request | |
| 715|ClearingBusinessDate|LocalMktDate|The "Clearing Business Date" referred to by this maintenance request.<br /><br />|Trade Capture Report Request, Trade Capture Report, Position Maintenance Request, Position Maintenance Report, Request For Positions, Position Report, Assignment Report, Collateral Request, Collateral Assignment, Collateral Report, Collateral Inquiry, Collateral Inquiry Ack | |
| 716|SettlSessID|String|Identifies a specific settlement session<br />Examples:<br />ITD = Intraday<br />RTH = Regular Trading Hours<br />ETH = Electronic Trading Hours<br /><br />|Position Maintenance Request, Position Maintenance Report, Request For Positions, Position Report, Assignment Report, Collateral Request, Collateral Assignment, Collateral Report, Collateral Inquiry, Collateral Inquiry Ack | |
| 717|SettlSessSubID|String|SubID value associated with SettlSessID (716)<br /><br />|Position Maintenance Request, Position Maintenance Report, Request For Positions, Position Report, Assignment Report, Collateral Request, Collateral Assignment, Collateral Report, Collateral Inquiry, Collateral Inquiry Ack | |
| 718|AdjustmentType|int|Type of adjustment to be applied, used for PCS & PAJ<br />Valid values:<br />0 = Process request as Margin Disposition<br />1 = Delta_plus<br />2 = Delta_minus<br />3 = Final<br /><br />|Position Maintenance Request, Position Maintenance Report | |
| 719|ContraryInstructionIndicator|Boolean|Required to be set to true (Y) when a position maintenance request is being performed contrary to current money position.<br />Required when an exercise of an out of the money position is requested or an abandonement (do not exercise ) for an in the money position.<br /><br />|Position Maintenance Request | |
| 720|PriorSpreadIndicator|Boolean|Indicates if requesting a rollover of prior day’s spread submissions.<br /><br />|Position Maintenance Request | |
| 721|PosMaintRptID|String|Unique identifier for this position report<br /><br />|Position Maintenance Report, Request For Positions Ack, Position Report | |
| 722|PosMaintStatus|int|Status of Position Maintenance Request<br />Valid values:<br />0 = Accepted<br />1 = Accepted with Warnings<br />2 = Rejected<br />3 = Completed<br />4 = Completed with Warnings<br /><br />|Position Maintenance Report | |
| 723|PosMaintResult|int|Result of Position Maintenance Request.<br />Valid values:<br />0 = Successful completion - no warnings or errors<br />1 = Rejected<br />99 = Other<br /><br />4000+ Reserved and available for bi-laterally agreed upon user-defined values<br /><br />|Position Maintenance Report | |
| 724|PosReqType|int|Unique identifier for the position maintenance request as assigned by the submitter<br />Valid values:<br />0 = Positions<br />1 = Trades<br />2 = Exercises<br />3 = Assignments<br /><br />|Request For Positions, Position Report | |
| 725|ResponseTransportType|int|Identifies how the response to the request should be transmitted.<br />Valid values:<br />0 = Inband: transport the request was sent over (Default)<br />1 = Out-of-Band: pre-arranged out of band delivery mechanism (i.e. FTP, HTTP, NDM, etc) between counterparties. Details specified via ResponseDestination (726).<br /><br />|Trade Capture Report Request, Request For Positions, Request For Positions Ack, Trade Capture Report Request Ack, Trade Capture Report Ack, Collateral Inquiry, Collateral Inquiry Ack | |
| 726|ResponseDestination|String|URI (Uniform Resource Identifier) for details) or other pre-arranged value. Used in conjunction with ResponseTransportType (725) value of Out-of-Band to identify the out-of-band destination.<br />See "Appendix 6-B FIX Fields Based Upon Other Standards"<br /><br />|Trade Capture Report Request, Request For Positions, Request For Positions Ack, Trade Capture Report Request Ack, Trade Capture Report Ack, Collateral Inquiry, Collateral Inquiry Ack | |
| 727|TotalNumPosReports|int|Total number of Position Reports being returned.<br /><br />|Request For Positions Ack, Position Report | |
| 728|PosReqResult|int|Result of Request for Position<br />Valid values:<br />0 = Valid Request<br />1 = Invalid or unsupported Request<br />2 = No positions found that match criteria<br />3 = Not authorized to request positions<br />4 = Request for Position not supported<br />99=Other (use Text(58) in conjunction with this code for an explanation)<br /><br />4000+ Reserved and available for bi-laterally agreed upon user-defined values<br /><br />|Request For Positions Ack, Position Report | |
| 729|PosReqStatus|int|Status of Request for Positions<br />Valid values:<br />0 = Completed<br />1 = Completed with Warnings<br />2 = Rejected<br /><br />|Request For Positions Ack | |
| 730|SettlPrice|Price|Settlement price<br /><br />|Position Report, Assignment Report | |
| 731|SettlPriceType|int|Type of settlement price<br />Valid values:<br />1 = Final<br />2 = Theoretical<br /><br />|Position Report, Assignment Report | |
| 732|UnderlyingSettlPrice|Price|Underlying security’s SettlPrice.<br />See SettlPrice (730) field for description<br /><br />|Position Report, Assignment Report | |
| 733|UnderlyingSettlPriceType|int|Underlying security’s SettlPriceType.<br />See SettlPriceType (731) field for description<br /><br />|Position Report | |
| 734|PriorSettlPrice|Price|Previous settlement price<br /><br />|Position Report | |
| 735|NoQuoteQualifiers|NumInGroup|Number of repeating groups of QuoteQualifiers (695).<br /><br />|Quote Request, Quote, Quote Request Reject, Quote Status Report, Quote Response | |
| 736|AllocSettlCurrency|Currency|Currency code of settlement denomination for a specific AllocAccount (79).<br /><br />|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 | |
| 737|AllocSettlCurrAmt|Amt|Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79).<br /><br />|Allocation Instruction, Allocation Report | |
| 738|InterestAtMaturity|Amt|Amount of interest (i.e. lump-sum) at maturity.<br /><br />|Execution Report, Allocation Instruction, Trade Capture Report, Confirmation, Allocation Report | |
| 739|LegDatedDate|LocalMktDate|The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date<br /><br />|Instrument Leg | |
| 740|LegPool|String|For Fixed Income, identifies MBS / ABS pool for a specific leg of a multi-leg instrument.<br />See Pool (691) for description and valid values.<br /><br />|Instrument Leg | |
| 741|AllocInterestAtMaturity|Amt|Amount of interest (i.e. lump-sum) at maturity at the account-level.<br /><br />|Allocation Instruction, Allocation Report | |
| 742|AllocAccruedInterestAmt|Amt|Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level.<br /><br />|Allocation Instruction, Allocation Report | |
| 743|DeliveryDate|LocalMktDate|Date of delivery.<br /><br />|Position Report | |
| 744|AssignmentMethod|char|Method under which assignment was conducted<br />Valid values:<br />R = Random<br />P = ProRata<br /><br />|Assignment Report | |
| 745|AssignmentUnit|Qty|Quantity Increment used in performing assignment.<br /><br />|Assignment Report | |
| 746|OpenInterest|Amt|Open interest that was eligible for assignment.<br /><br />|Assignment Report | |
| 747|ExerciseMethod|char|Exercise Method used to in performing assignment.<br />Valid values:<br />A = Automatic<br />M = Manual<br /><br />|Assignment Report | |
| 748|TotNumTradeReports|int|Total number of trade reports returned.<br /><br />|Trade Capture Report, Trade Capture Report Request Ack | |
| 749|TradeRequestResult|int|Result of Trade Request<br />Valid values:<br />0 = Successful (Default)<br />1 = Invalid or unknown instrument<br />2 = Invalid type of trade requested<br />3 = Invalid parties<br />4 = Invalid Transport Type requested<br />5 = Invalid Destination requested<br />8 = TradeRequestType not supported<br />9 = Unauthorized for Trade Capture Report Request<br />99 = Other<br /><br />4000+ Reserved and available for bi-laterally agreed upon user-defined values<br /><br />|Trade Capture Report Request Ack | |
| 750|TradeRequestStatus|int|Status of Trade Request.<br />Valid values:<br />0 = Accepted<br />1 = Completed<br />2 = Rejected<br /><br />|Trade Capture Report Request Ack | |
| 751|TradeReportRejectReason|int|Reason Trade Capture Request was rejected.<br />Valid values:<br />0 = Successful (Default)<br />1 = Invalid party information<br />2 = Unknown instrument<br />3 = Unauthorized to report trades<br />4 = Invalid trade type<br />99 = Other<br /><br />4000+ Reserved and available for bi-laterally agreed upon user-defined values<br /><br />|Trade Capture Report Ack | |
| 752|SideMultiLegReportingType|int|Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security.<br />Valid Values:<br />1 = Single Security (default if not specified)<br />2 = Individual leg of a multi-leg security<br />3 = Multi-leg security<br /><br />|Trade Capture Report | |
| 753|NoPosAmt|NumInGroup|Number of position amount entries.<br /><br />|Position Amount Data | |
| 754|AutoAcceptIndicator|Boolean|Identifies whether or not an allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House.<br /><br />|Allocation Instruction, Allocation Report | |
| 755|AllocReportID|String|Unique identifier for Allocation Report message.<br /><br />|Allocation Report, Allocation Report Ack | |
| 756|NoNested2PartyIDs|NumInGroup|Number of Nested2PartyID (757), Nested2PartyIDSource (758), and Nested2PartyRole (759) entries<br /><br />|Nested Parties 2 | |
| 757|Nested2PartyID|String|PartyID value within a "second instance" Nested repeating group.<br />Same values as PartyID (448)<br /><br />|Nested Parties 2 | |
| 758|Nested2PartyIDSource|char|PartyIDSource value within a "second instance" Nested repeating group.<br />Same values as PartyIDSource (447)<br /><br />|Nested Parties 2 | |
| 759|Nested2PartyRole|int|PartyRole value within a "second instance" Nested repeating group.<br />Same values as PartyRole (452)<br /><br />|Nested Parties 2 | |
| 760|Nested2PartySubID|String|PartySubID value within a "second instance" Nested repeating group.<br />Same values as PartySubID (523)<br /><br />|Nested Parties 2 | |
| 761|BenchmarkSecurityIDSource|String|Identifies class or source of the BenchmarkSecurityID (699) value. Required if BenchmarkSecurityID is specified.<br />Same values as the SecurityIDSource (22) field<br /><br />|Spread Or Benchmark Curve Data | |
| 762|SecuritySubType|String|Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="REPO").<br />Example Values:<br />General = General Collateral (for SecurityType=REPO)<br /><br />For SecurityType="MLEG" markets can provide the name of the option or futures strategy, such as Calendar, Vertical, Butterfly, etc.<br />NOTE: Additional values may be used by mutual agreement of the counterparties<br /><br />|Security Type Request, Security Types, Derivative Security List Request, Instrument | |
| 763|UnderlyingSecuritySubType|String|Underlying security’s SecuritySubType.<br />See SecuritySubType (762) field for description<br /><br />|Underlying Instrument | |
| 764|LegSecuritySubType|String|SecuritySubType of the leg instrument.<br />See SecuritySubType (762) field for description<br /><br />|Instrument Leg | |
| 765|AllowableOneSidednessPct|Percentage|The maximum percentage that execution of one side of a program trade can exceed execution of the other.<br /><br />|New Order List | |
| 766|AllowableOneSidednessValue|Amt|The maximum amount that execution of one side of a program trade can exceed execution of the other.<br /><br />|New Order List | |
| 767|AllowableOneSidednessCurr|Currency|The currency that AllowableOneSidednessValue (766) is expressed in if AllowableOneSidednessValue is used.<br /><br />|New Order List | |
| 768|NoTrdRegTimestamps|NumInGroup|Number of TrdRegTimestamp (769) entries<br /><br />|Trd Reg Timestamps | |
| 769|TrdRegTimestamp|UTCTime|Traded / Regulatory timestamp value. Use to store time information required by government regulators or self regulatory organizations (such as an exchange or clearing house).<br /><br />|Trd Reg Timestamps | |
| 770|TrdRegTimestampType|int|Traded / Regulatory timestamp type.<br />Valid values:<br />1 = Execution Time<br />2 = Time In<br />3 = Time Out<br />4 = Broker Receipt<br />5 = Broker Execution<br /><br />Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction.<br /><br />(see Volume 1: "Glossary" for value definitions)<br /><br />|Trd Reg Timestamps | |
| 771|TrdRegTimestampOrigin|String|Text which identifies the "origin" (i.e. system which was used to generate the time stamp) for the Traded / Regulatory timestamp value.<br /><br />|Trd Reg Timestamps | |
| 772|ConfirmRefID|String|Reference identifier to be used with ConfirmTransType (666) = Replace or Cancel<br /><br />|Confirmation | |
| 773|ConfirmType|int|Identifies the type of Confirmation message being sent.<br />Valid values:<br />1 = Status<br />2 = Confirmation<br />3 = Confirmation Request Rejected (reason can be stated in Text field)<br /><br />|Confirmation, Confirmation Request | |
| 774|ConfirmRejReason|int|Identifies the reason for rejecting a Confirmation.<br />Valid values:<br />1 = Mismatched account<br />2 = Missing settlement instructions<br />99 = Other<br /><br />|Confirmation _ Ack | |
| 775|BookingType|int|Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar).<br />Valid values:<br />0 = Regular booking<br />1 = CFD (Contract For Difference)<br />2 = Total return swap<br /><br />|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, Allocation Report | |
| 776|IndividualAllocRejCode|int|Identified reason for rejecting an individual AllocAccount (79) detail.<br />Same values as AllocRejCode (88)<br /><br />|Allocation Instruction Ack, Allocation Report Ack | |
| 777|SettlInstMsgID|String|Unique identifier for Settlement Instruction message.<br /><br />|Settlement Instructions | |
| 778|NoSettlInst|NumInGroup|Number of settlement instructions within repeating group. <br /><br />|Settlement Instructions | |
| 779|LastUpdateTime|UTCTime|Timestamp of last update to data item (or creation if no updates made since creation).<br /><br />|Settlement Instructions, Settlement Instruction Request | |
| 780|AllocSettlInstType|int|Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived.<br />Valid values:<br />0 = use default instructions<br />1 = derive from parameters provided<br />2 = full details provided<br />3 = SSI db ids provided<br />4 = phone for instructions<br /><br />|Allocation Instruction, Allocation Report | |
| 781|NoSettlPartyIDs|NumInGroup|Number of SettlPartyID (782), SettlPartyIDSource (783), and SettlPartyRole (784) entries<br /><br />|Settl Parties | |
| 782|SettlPartyID|String|PartyID value within a settlement parties component. Nested repeating group.<br />Same values as PartyID (448)<br /><br />|Settl Parties | |
| 783|SettlPartyIDSource|char|PartyIDSource value within a settlement parties component.<br />Same values as PartyIDSource (447)<br /><br />|Settl Parties | |
| 784|SettlPartyRole|int|PartyRole value within a settlement parties component.<br />Same values as PartyRole (452)<br /><br />|Settl Parties | |
| 785|SettlPartySubID|String|PartySubID value within a settlement parties component.<br />Same values as PartySubID (523)<br /><br />|Settl Parties | |
| 786|SettlPartySubIDType|int|Type of SettlPartySubID (785) value.<br />Same values as PartySubIDType (803)<br /><br />|Settl Parties | |
| 787|DlvyInstType|char|Used to indicate whether a delivery instruction is used for securities or cash settlement.<br />Valid values:<br />S = securities<br />C = cash<br /><br />|Settl Instructions Data | |
| 788|TerminationType|int|Type of financing termination.<br />Valid values:<br />1 = Overnight<br />2 = Term<br />3 = Flexible<br />4 = Open<br /><br />|Financing Details | |
| 789|NextExpectedMsgSeqNum|SeqNum|Next expected MsgSeqNum value to be received.<br /><br />|Logon | |
| 790|OrdStatusReqID|String|Can be used to uniquely identify a specific Order Status Request message.<br /><br />|Execution Report, Order Status Request | |
| 791|SettlInstReqID|String|Unique ID of settlement instruction request message<br /><br />|Settlement Instructions, Settlement Instruction Request | |
| 792|SettlInstReqRejCode|int|Identifies reason for rejection (of a settlement instruction request message).<br />Valid values:<br />0 = unable to process request (e.g. database unavailable)<br />1 = unknown account<br />2 = no matching settlement instructions found<br />99 = other<br /><br />|Settlement Instructions | |
| 793|SecondaryAllocID|String|Secondary allocation identifier. Unlike the AllocID (70), this can be shared across a number of allocation instruction or allocation report messages, thereby making it possible to pass an identifier for an original allocation message on multiple messages (e.g. from one party to a second to a third, across cancel and replace messages etc.).<br /><br />|Allocation Instruction, Allocation Instruction Ack, Confirmation, Allocation Report, Allocation Report Ack, Confirmation Request | |
| 794|AllocReportType|int|Describes the specific type or purpose of an Allocation Report message<br />Valid values:<br />3 = Sellside Calculated Using Preliminary (includes MiscFees and NetMoney) <br />4 = Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney)<br />5 = Warehouse recap\<br />8 = Request to Intermediary<br /><br />|Allocation Report, Allocation Report Ack | |
| 795|AllocReportRefID|String|Reference identifier to be used with AllocTransType (71) = Replace or Cancel <br /><br />|Allocation Report | |
| 796|AllocCancReplaceReason|int|Reason for cancelling or replacing an Allocation Instruction or Allocation Report message<br />Valid values:<br />1 = Original details incomplete/incorrect 2 = Change in underlying order details 99 = Other<br /><br />|Allocation Instruction, Allocation Report | |
| 797|CopyMsgIndicator|Boolean|Indicates whether or not this message is a drop copy of another message.<br /><br />|Execution Report, Trade Capture Report, Confirmation | |
| 798|AllocAccountType|int|Type of account associated with a confirmation or other trade-level message<br />Valid values:<br />1 = Account is carried on customer Side of Books<br />2 = Account is carried on non-Customer Side of books<br />3 = House Trader<br />4 = Floor Trader<br />6 = Account is carried on non-customer side of books and is cross margined<br />7 = Account is house trader and is cross margined<br />8 = Joint Backoffice Account (JBO)<br /><br />|Confirmation, Confirmation Request | |
| 799|OrderAvgPx|Price|Average price for a specific order<br /><br />|Allocation Instruction, Confirmation, Allocation Report, Confirmation Request | |
| 800|OrderBookingQty|Qty|Quantity of the order that is being booked out as part of an Allocation Instruction or Allocation Report message<br /><br />|Allocation Instruction, Confirmation, Allocation Report, Confirmation Request | |
| 801|NoSettlPartySubIDs|NumInGroup|Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries<br /><br />|Settl Parties | |
| 802|NoPartySubIDs|NumInGroup|Number of PartySubID (523)and PartySubIDType (803) entries<br /><br />|Parties | |
| 803|PartySubIDType|int|Type of PartySubID (523) value<br />Example values:<br />1 = Firm<br />2 = Person<br />3 = System<br />4 = Application<br />5 = Full legal name of firm<br />6 = Postal address (inclusive of street address, location, and postal code)<br />7 = Phone number<br />8 = Email address<br />9 = Contact name<br />10 = Securities account number (for settlement instructions)<br />11 = Registration number (for settlement instructions and confirmations)<br />12 = Registered address (for confirmation purposes)<br />13 = Regulatory status (for confirmation purposes)<br />14 = Registration name (for settlement instructions)<br />15 = Cash account number (for settlement instructions)<br />16 = BIC<br />17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)<br />18 = Registered address<br />19 = Fund/account name<br />20 = Telex number<br />21 = Fax number<br />22 = Securities account name<br />23 = Cash account name<br />24 = Department<br />25 = Location / Desk<br />26 = Position Account Type<br /><br />4000+ = Reserved and available for bi-laterally agreed upon user defined values<br /><br />|Parties | |
| 804|NoNestedPartySubIDs|NumInGroup|Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries<br /><br />|Nested Parties | |
| 805|NestedPartySubIDType|int|Type of NestedPartySubID (545) value.<br />Same values as PartySubIDType (803)<br /><br />|Nested Parties | |
| 806|NoNested2PartySubIDs|NumInGroup|Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <nestedparties>.</nestedparties>|Nested Parties 2 | |
| 807|Nested2PartySubIDType|int|Type of Nested2PartySubID (760) value. Second instance of <nestedparties>.<br /> Same values as PartySubIDType (803)</nestedparties>|Nested Parties 2 | |
| 808|AllocIntermedReqType|int|Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary"<br />Valid values:<br />1 = Pending Accept<br />2 = Pending Release<br />3 = Pending Reversal<br />4 = Accept<br />5 = Block Level Reject<br />6 = Account Level Reject<br /><br />|Allocation Instruction, Allocation Instruction Ack, Allocation Report, Allocation Report Ack | |
| 809|(Not_Defined)|n/a|This field has not been defined.<br /><br />|No longer used | |
| 810|UnderlyingPx|Price|Underlying price associate with a derivative instrument.<br /><br />|Underlying Instrument | |
| 811|PriceDelta|float|Delta calculated from theoretical price<br /><br />|Market Data Snapshot Full Refresh, Market Data Incremental Refresh | |
| 812|ApplQueueMax|int|Used to specify the maximum number of application messages that can be queued bedore a corrective action needs to take place to resolve the queuing issue.<br /><br />|Market Data Request | |
| 813|ApplQueueDepth|int|Current number of application messages that were queued at the time that the message was created by the counterparty.<br /><br />|Market Data Snapshot Full Refresh, Market Data Incremental Refresh | |
| 814|ApplQueueResolution|int|Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size.<br />Valid values:<br />0 = No action taken<br />1 = Queue flushed<br />2 = Overlay last<br />3 = End session<br /><br />|Market Data Snapshot Full Refresh, Market Data Incremental Refresh | |
| 815|ApplQueueAction|int|Action to take to resolve an application message queue (backlog).<br />Valid values:<br />0 = No action taken<br />1 = Queue flushed<br />2 = Overlay last<br />3 = End session<br /><br />|Market Data Request | |
| 816|NoAltMDSource|NumInGroup|Number of alternative market data sources<br /><br />|Market Data Request Reject | |
| 817|AltMDSourceID|String|Session layer source for market data<br />(For the standard FIX session layer, this would be the TargetCompID (56) where market data can be obtained).<br /><br />|Market Data Request Reject | |
| 818|SecondaryTradeReportID|String|Secondary trade report identifier - can be used to associate an additional identifier with a trade.<br /><br />|Trade Capture Report Request, Trade Capture Report, Trade Capture Report Ack, Collateral Request, Collateral Assignment, Collateral Response, Collateral Report, Collateral Inquiry, Collateral Inquiry Ack | |
| 819|AvgPxIndicator|int|Average Pricing Indicator<br />Valid values:<br />0 = No Average Pricing<br />1 = Trade is part of an average price group identified by the TradeLinkID<br />2 = Last Trade in the average price group identified by the TradeLinkID<br /><br />|Trade Capture Report | |
| 820|TradeLinkID|String|Used to link a group of trades together. Useful for linking a group of trades together for average price calculations.<br /><br />|Trade Capture Report Request, Trade Capture Report, Trade Capture Report Ack | |
| 821|OrderInputDevice|String|Specific device number, terminal number or station where order was entered<br /><br />|Trade Capture Report | |
| 822|UnderlyingTradingSessionID|String|Trading Session in which the underlying instrument trades<br /><br />|Trade Capture Report | |
| 823|UnderlyingTradingSessionSubID|String|Trading Session sub identifier in which the underlying instrument trades<br /><br />|Trade Capture Report | |
| 824|TradeLegRefID|String|Reference to the leg of a multileg instrument to which this trade refers<br /><br />|Trade Capture Report | |
| 825|ExchangeRule|String|Used to report any exchange rules that apply to this trade.<br />Primarily intended for US futures markets. Certain trading practices are permitted by the CFTC, such as large lot trading, block trading, all or none trades. If the rules are used, the exchanges are required to indicate these rules on the trade.<br /><br />|Trade Capture Report | |
| 826|TradeAllocIndicator|int|Identifies how the trade is to be allocated<br />Valid values:<br />0 = Allocation not required<br />1 = Allocation required (give up trade) allocation information not provided (incomplete)<br />2 = Use allocation provided with the trade<br /><br />|Trade Capture Report | |
| 827|ExpirationCycle|int|Part of trading cycle when an instrument expires. Field is applicable for derivatives.<br />Valid values:<br />0 = Expire on trading session close (default)<br />1 = Expire on trading session open<br /><br />|Security Definition Request, Security Definition, Security List, Derivative Security List | |
| 828|TrdType|int|Type of Trade:<br />Valid values:<br />0 = Regular Trade<br />1 = Block Trade<br />2 = EFP (Exchange for Physical)<br />3 = Transfer<br />4 = Late Trade<br />5 = T Trade<br />6 = Weighted Average Price Trade<br />7 = Bunched Trade<br />8 = Late Bunched Trade<br />9 =Prior Reference Price Trade<br />10 = After Hours Trade<br /><br />|Trade Capture Report Request, Trade Capture Report, Trade Capture Report Ack | |
| 829|TrdSubType|int|Further qualification to the trade type<br /><br />|Trade Capture Report Request, Trade Capture Report, Trade Capture Report Ack | |
| 830|TransferReason|String|Reason trade is being transferred<br /><br />|Trade Capture Report Request, Trade Capture Report, Trade Capture Report Ack | |
| 831|AsgnReqID|String|Unique identifier for the Assignment Report Request<br /><br />|No longer used | |
| 832|TotNumAssignmentReports|int|Total Number of Assignment Reports being returned to a firm<br /><br />|Assignment Report | |
| 833|AsgnRptID|String|Unique identifier for the Assignment Report<br /><br />|Assignment Report | |
| 834|ThresholdAmount|PriceOffset|Amount that a position has to be in the money before it is exercised.<br /><br />|Position Maintenance Request, Position Maintenance Report, Assignment Report | |
| 835|PegMoveType|int|Describes whether peg is static or floats<br />Valid Values<br />0 = Floating (default)<br />1 = Fixed<br /><br />|Peg Instructions | |
| 836|PegOffsetType|int|Type of Peg Offset value<br />Valid Values<br />0 = Price (default)<br />1 = Basis Points<br />2 = Ticks<br />3 = Price Tier / Level<br /><br />|Peg Instructions | |
| 837|PegLimitType|int|Type of Peg Limit<br />Valid Values<br />0 = Or better (default) - price improvement allowed <br />1 = Strict – limit is a strict limit<br />2 = Or worse – for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range)<br /><br />|Peg Instructions | |
| 838|PegRoundDirection|int|If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive<br />Valid Values<br />1 = More aggressive – on a buy order round the price up round up to the nearest tick, on a sell round down to the nearest tick<br />2 = More passive – on a buy order round down to nearest tick on a sell order round up to nearest tick<br /><br />|Peg Instructions | |
| 839|PeggedPrice|Price|The price the order is currently pegged at<br /><br />|Execution Report | |
| 840|PegScope|int|The scope of the peg<br />Valid values:<br />1 = Local (Exchange, ECN, ATS)<br />2 = National<br />3 = Global<br />4 = National excluding local<br /><br />|Peg Instructions | |
| 841|DiscretionMoveType|int|Describes whether discretionay price is static or floats<br />Valid Values<br />0 = Floating (default)<br />1 = Fixed<br /><br />|Discretion Instructions | |
| 842|DiscretionOffsetType|int|Type of Discretion Offset value<br />Valid Values<br />0 = Price (default)<br />1 = Basis Points<br />2 = Ticks<br />3 = Price Tier / Level<br /><br />|Discretion Instructions | |
| 843|DiscretionLimitType|int|Type of Discretion Limit<br />Valid Values<br />0 = Or better (default) - price improvement allowed <br />1 = Strict – limit is a strict limit<br />2 = Or worse – for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range)<br /><br />|Discretion Instructions | |
| 844|DiscretionRoundDirection|int|If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive<br />Valid Values<br />1 = More aggressive – on a buy order round the price up round up to the nearest tick, on a sell round down to the nearest tick<br />2 = More passive – on a buy order round down to nearest tick on a sell order round up to nearest tick<br /><br />|Discretion Instructions | |
| 845|DiscretionPrice|Price|The current discretionary price of the order<br /><br />|Execution Report | |
| 846|DiscretionScope|int|The scope of the discretion<br />Valid values:<br />1 = Local (Exchange, ECN, ATS)<br />2 = National<br />3 = Global<br />4 = National excluding local<br /><br />|Discretion Instructions | |
| 847|TargetStrategy|int|The target strategy of the order<br />Example Values<br />1 = VWAP<br />2 = Participate (i.e. aim to be x percent of the market volume)<br />3 = Mininize market impact<br /><br />1000+ = Reserved and available for bi-laterally agreed upon user defined values<br /><br />|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 | |
| 848|TargetStrategyParameters|String|Field to allow further specification of the TargetStrategy – usage to be agreed between counterparties<br /><br />|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 | |
| 849|ParticipationRate|Percentage|For a TargetStrategy=Participate order specifies the target particpation rate. For other order types this is a volume limit (i.e. do not be more than this percent of the market volume)<br /><br />|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 | |
| 850|TargetStrategyPerformance|float|For communication of the performance of the order versus the target strategy<br /><br />|Execution Report | |
| 851|LastLiquidityInd|int|Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled.<br />Valid values:<br />1 = Added Liquidity<br />2 = Removed Liquidity<br />3 = Liquidity Routed Out<br /><br />|Execution Report | |
| 852|PublishTrdIndicator|Boolean|Indicates if a trade should be reported via a market reporting service.<br />Valid values:<br />Y = Report trade<br />N = Do not report trade<br /><br />|Trade Capture Report | |
| 853|ShortSaleReason|int|Reason for short sale.<br />Valid values:<br />0 = Dealer Sold Short<br />1 = Dealer Sold Short Exempt<br />2 = Selling Customer Sold Short<br />3 = Selling Customer Sold Short Exempt<br />4 = Qualifed Service Representative (QSR) or Automatic Giveup (AGU) Contra Side Sold Short<br />5 = QSR or AGU Contra Side Sold Short Exempt<br /><br />|Trade Capture Report | |
| 854|QtyType|int|Type of quantity specified in a quantity field:<br />Valid values:<br />0 = Units (shares, par, currency)<br />1 = Contracts (if used - should specify ContractMultiplier (tag 231))<br /><br />|I O I, Advertisement, Execution Report, New Order Single, New Order List, Order Cancel Replace Request, Allocation Instruction, Quote Request, New Order Cross, Cross Order Cancel Replace Request, New Order Multileg, Multileg Order Cancel Replace, Trade Capture Report, Quote Request Reject, Confirmation, Allocation Report, Collateral Request, Collateral Assignment, Collateral Response, Collateral Report, Collateral Inquiry, Collateral Inquiry Ack | |
| 855|SecondaryTrdType|int|Additional TrdType (see tag 828) assigned to a trade by trade match system.<br /><br />|Trade Capture Report Request, Trade Capture Report, Trade Capture Report Ack | |
| 856|TradeReportType|int|Type of Trade Report<br />Valid values:<br />0 = Submit<br />1 = Alleged<br />2 = Accept<br />3 = Decline<br />4 = Addendum<br />5 = No/Was<br />6 = Trade Report Cancel<br />7 = Locked In Trade Break<br /><br />|Trade Capture Report, Trade Capture Report Ack | |
| 857|AllocNoOrdersType|int|Indicates how the orders being booked and allocated by an Allocation Instruction or Allocation Report message are identified, i.e. by explicit definition in the NoOrders group or not.<br />Value values:<br />0 = Not specified<br />1 = Explicit list provided<br /><br />|Allocation Instruction, Allocation Report | |
| 858|SharedCommission|Amt|Commission to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement.<br /><br />|Confirmation | |
| 859|ConfirmReqID|String|Unique identifier for a Confirmation Request message<br /><br />|Confirmation, Confirmation Request | |
| 860|AvgParPx|Price|Used to express average price as percent of par (used where AvgPx field is expressed in some other way)<br /><br />|Allocation Instruction, Confirmation, Allocation Report | |
| 861|ReportedPx|Price|Reported price (used to differentiate from AvgPx on a confirmation of a marked-up or marked-down principal trade)<br /><br />|Confirmation | |
| 862|NoCapacities|NumInGroup|Number of repeating OrderCapacity entries.<br /><br />|Confirmation | |
| 863|OrderCapacityQty|Qty|Quantity executed under a specific OrderCapacity (e.g. quantity executed as agent, quantity executed as principal)<br /><br />|Confirmation | |
| 864|NoEvents|NumInGroup|Number of repeating EventType entries.<br /><br />|Instrument | |
| 865|EventType|int|Code to represent the type of event<br />Valid values:<br />1 = Put<br />2 = Call<br />3 = Tender<br />4 = Sinking Fund Call<br />99 = Other<br /><br />|Instrument | |
| 866|EventDate|LocalMktDate|Date of event<br /><br />|Instrument | |
| 867|EventPx|Price|Predetermined price of issue at event, if applicable<br /><br />|Instrument | |
| 868|EventText|String|Comments related to the event.<br /><br />|Instrument | |
| 869|PctAtRisk|Percentage|Percent at risk due to lowest possible call.<br /><br />|Instrument Extension | |
| 870|NoInstrAttrib|NumInGroup|Number of repeating InstrAttribType entries.<br /><br />|Instrument Extension | |
| 871|InstrAttribType|int|Code to represent the type of instrument attribute<br />Valid values:<br />1 = Flat (securities pay interest on a current basis but are traded without interest)<br />2 = Zero coupon<br />3 = Interest bearing (for Euro commercial paper when not issued at discount)<br />4 = No periodic payments<br />5 = Variable rate<br />6 = Less fee for put<br />7 = Stepped coupon<br />8 = Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field<br />9 = When [and if] issued<br />10 = Original issue discount<br />11 = Callable, puttable<br />12 = Escrowed to Maturity<br />13 = Escrowed to redemption date – callable. Supply redemption date in the InstrAttribValue (872) field<br />14 = Prerefunded<br />15 = In default<br />16 = Unrated<br />17 = Taxable<br />18 = Indexed<br />19 = Subject to Alternative Minimum Tax<br />20 = Original issue discount price. Supply price in the InstrAttribValue (872) field<br />21 = Callable below maturity value<br />22 = Callable without notice by mail to holder unless registered<br />99 = Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field<br /><br />|Instrument Extension | |
| 872|InstrAttribValue|String|Attribute value appropriate to the InstrAttribType (871) field.<br /><br />|Instrument Extension | |
| 873|DatedDate|LocalMktDate|The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date<br /><br />|Instrument | |
| 874|InterestAccrualDate|LocalMktDate|The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date<br /><br />|Instrument | |
| 875|CPProgram|int|The program under which a commercial paper is issued<br />Valid values:<br />1 = 3(a)(3)<br />2 = 4(2)<br />99 = Other<br /><br />|Instrument | |
| 876|CPRegType|String|The registration type of a commercial paper issuance<br /><br />|Instrument | |
| 877|UnderlyingCPProgram|String|The program under which the underlying commercial paper is issued<br /><br />|Underlying Instrument | |
| 878|UnderlyingCPRegType|String|The registration type of the underlying commercial paper issuance<br /><br />|Underlying Instrument | |
| 879|UnderlyingQty|Qty|Unit amount of the underlying security (par, shares, currency, etc.)<br /><br />|Underlying Instrument | |
| 880|TrdMatchID|String|Identifier assigned to a trade by a matching system.<br /><br />|Trade Capture Report Request, Trade Capture Report, Trade Capture Report Ack | |
| 881|SecondaryTradeReportRefID|String|Used to refer to a previous SecondaryTradeReportRefID when amending the transaction (cancel, replace, release, or reversal).<br /><br />|Trade Capture Report, Trade Capture Report Ack | |
| 882|UnderlyingDirtyPrice|Price|Price (percent-of-par or per unit) of the underlying security or basket. “Dirty” means it includes accrued interest<br /><br />|Underlying Instrument | |
| 883|UnderlyingEndPrice|Price|Price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.<br /><br />|Underlying Instrument | |
| 884|UnderlyingStartValue|Amt|Currency value attributed to this collateral at the start of the agreement<br /><br />|Underlying Instrument | |
| 885|UnderlyingCurrentValue|Amt|Currency value currently attributed to this collateral<br /><br />|Underlying Instrument | |
| 886|UnderlyingEndValue|Amt|Currency value attributed to this collateral at the end of the agreement<br /><br />|Underlying Instrument | |
| 887|NoUnderlyingStips|NumInGroup|Number of underlying stipulation entries<br /><br />|Underlying Stipulations | |
| 888|UnderlyingStipType|String|Type of stipulation. <br />Same values as StipulationType (233)<br /><br />|Underlying Stipulations | |
| 889|UnderlyingStipValue|String|Value of stipulation. <br />Same values as StipulationValue (234)<br /><br />|Underlying Stipulations | |
| 890|MaturityNetMoney|Amt|Net Money at maturity if Zero Coupon and maturity value is different from par value<br /><br />|Confirmation | |
| 891|MiscFeeBasis|int|Defines the unit for a miscellaneous fee.<br />Value values:<br />0 = Absolute<br />1 = Per unit<br />2 = Percentage<br /><br />|Execution Report, Allocation Instruction, Trade Capture Report, Confirmation, Allocation Report, Collateral Request, Collateral Assignment, Collateral Response, Collateral Report | |
| 892|TotNoAllocs|int|Total number of NoAlloc entries across all messages. Should be the sum of all NoAllocs in each message that has repeating NoAlloc entries related to the same AllocID or AllocReportID. Used to support fragmentation.<br /><br />|Allocation Instruction, Allocation Report | |
| 893|LastFragment|Boolean|Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List<br />Valid values:<br />Y = Last message<br />N = Not last message<br /><br />|New Order List, Allocation Instruction, List Status, Mass Quote Acknowledgement, Mass Quote, List Strike Price, Security Types, Security List, Derivative Security List, Allocation Report | |
| 894|CollReqID|String|Collateral Request Identifier<br /><br />|Collateral Request, Collateral Assignment, Collateral Response | |
| 895|CollAsgnReason|int|Reason for Collateral Assignment<br />Value values:<br />0 = Initial<br />1 = Scheduled<br />2 = Time Warning<br />3 = Margin Deficiency<br />4 = Margin Excess<br />5 = Forward Collateral Demand<br />6 = Event of default<br />7 = Adverse tax event<br /><br />|Collateral Request, Collateral Assignment, Collateral Response | |
| 896|CollInquiryQualifier|int|Collateral inquiry qualifiers:<br />Value values:<br />0 = TradeDate<br />1 = GC Instrument<br />2 = CollateralInstrument<br />3 = Substitution Eligible<br />4 = Not Assigned<br />5 = Partially Assigned<br />6 = Fully Assigned<br />7 = Outstanding Trades (Today < end date)<br /><br />|Collateral Inquiry, Collateral Inquiry Ack | |
| 897|NoTrades|NumInGroup|Number of trades in repeating group.<br /><br />|Collateral Request, Collateral Assignment, Collateral Response, Collateral Report, Collateral Inquiry, Collateral Inquiry Ack | |
| 898|MarginRatio|Percentage|The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 102% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%.<br /><br />|Financing Details | |
| 899|MarginExcess|Amt|Excess margin amount (deficit if value is negative)<br /><br />|Collateral Request, Collateral Assignment, Collateral Response, Collateral Report, Collateral Inquiry | |
| 900|TotalNetValue|Amt|TotalNetValue is determined as follows:<br />At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)).<br />In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)).<br /><br />|Collateral Request, Collateral Assignment, Collateral Response, Collateral Report, Collateral Inquiry | |
| 901|CashOutstanding|Amt|Starting consideration less repayments<br /><br />|Collateral Request, Collateral Assignment, Collateral Response, Collateral Report, Collateral Inquiry | |
| 902|CollAsgnID|String|Collateral Assignment Identifier<br /><br />|Collateral Assignment, Collateral Response | |
| 903|CollAsgnTransType|int|Collateral Assignment Transaction Type<br />Value values:<br />0 = New<br />1 = Replace<br />2 = Cancel<br />3 = Release<br />4 = Reverse<br /><br />|Collateral Assignment, Collateral Response | |
| 904|CollRespID|String|Collateral Response Identifier<br /><br />|Collateral Response | |
| 905|CollAsgnRespType|int|Collateral Assignment Response Type<br />Value values:<br />0 = Received<br />1 = Accepted<br />2 = Declined<br />3 = Rejected<br /><br />|Collateral Response | |
| 906|CollAsgnRejectReason|int|Collateral Assignment Reject Reason<br />Value values:<br />0 = Unknown deal (order / trade)<br />1 = Unknown or invalid instrument<br />2 = Unauthorized transaction<br />3 = Insufficient collateral<br />4 = Invalid type of collateral<br />5 = Excessive substitution<br />99 = Other<br /><br />|Collateral Response | |
| 907|CollAsgnRefID|String|Collateral Assignment Identifier to which a transaction refers<br /><br />|Collateral Assignment | |
| 908|CollRptID|String|Collateral Report Identifier<br /><br />|Collateral Report | |
| 909|CollInquiryID|String|Collateral Inquiry Identifier<br /><br />|Collateral Report, Collateral Inquiry, Collateral Inquiry Ack | |
| 910|CollStatus|int|Collateral Status<br />Value values:<br />0 = Unassigned<br />1 = Partially Assigned<br />2 = Assignment Proposed<br />3 = Assigned (Accepted)<br />4 = Challenged<br /><br />|Collateral Report | |
| 911|TotNumReports|int|Total number or reports returned in response to a request<br /><br />|Execution Report, Collateral Report, Collateral Inquiry Ack | |
| 912|LastRptRequested|Boolean|Indicates whether this message is that last report message in response to a request, such as Order Mass Status Request.<br />Y = Last message<br />N = Not last message<br /><br />|Execution Report, Trade Capture Report, Assignment Report, Collateral Report | |
| 913|AgreementDesc|String|The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction.<br /><br />|Financing Details | |
| 914|AgreementID|String|A common reference to the applicable standing agreement between the counterparties to a financing transaction.<br /><br />|Financing Details | |
| 915|AgreementDate|LocalMktDate|A reference to the date the underlying agreement specified by AgreementID and AgreementDesc was executed.<br /><br />|Financing Details | |
| 916|StartDate|LocalMktDate|Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral<br /><br />|Financing Details | |
| 917|EndDate|LocalMktDate|End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral<br /><br />|Financing Details | |
| 918|AgreementCurrency|Currency|Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency.<br /><br /><br />|Financing Details | |
| 919|DeliveryType|int|Identifies type of settlement<br />0 = “Versus. Payment”: Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment <br />1 = “Free”: Deliver (if Sell) or Receive (if Buy) Free<br />2 = Tri-Party<br />3 = Hold In Custody<br /><br />|Financing Details | |
| 920|EndAccruedInterestAmt|Amt|Accrued Interest Amount applicable to a financing transaction on the End Date.<br /><br />|Execution Report, Allocation Instruction, Trade Capture Report, Confirmation, Allocation Report, Collateral Request, Collateral Assignment, Collateral Response, Collateral Report, Collateral Inquiry | |
| 921|StartCash|Amt|Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date.<br /><br />|Execution Report, Allocation Instruction, Trade Capture Report, Confirmation, Allocation Report, Collateral Request, Collateral Assignment, Collateral Response, Collateral Report, Collateral Inquiry | |
| 922|EndCash|Amt|Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date.<br /><br />|Execution Report, Allocation Instruction, Trade Capture Report, Confirmation, Allocation Report, Collateral Request, Collateral Assignment, Collateral Response, Collateral Report, Collateral Inquiry | |
| 923|UserRequestID|String|Unique identifier for a User Request. <br /><br />|User Request, User Response | |
| 924|UserRequestType|int|Indicates the action required by a User Request Message<br />Valid values:<br />1 = LogOnUser<br />2 = LogOffUser<br />3 = ChangePasswordForUser<br />4 = Request Individual User Status<br /><br />|User Request | |
| 925|NewPassword|String|New Password or passphrase<br /><br />|User Request | |
| 926|UserStatus|int|Indicates the status of a user<br />Valid values:<br />1 = Logged In<br />2 = Not Logged In<br />3 = User Not Recognised<br />4 = Password Incorrect<br />5 = Password Changed<br />6 = Other<br /><br />|User Response | |
| 927|UserStatusText|String|A text description associated with a user status.<br /><br />|User Response | |
| 928|StatusValue|int|Indicates the status of a network connection<br />Valid values:<br />1 = Connected<br />2 = Not connected – down expected up<br />3 = Not connected – down expected down<br />4 = In Process<br /><br />|Network Counterparty System Status Response | |
| 929|StatusText|String|A text description associated with a network status.<br /><br />|Network Counterparty System Status Response | |
| 930|RefCompID|String|Assigned value used to identify a firm.<br /><br />|Network Counterparty System Status Request, Network Counterparty System Status Response | |
| 931|RefSubID|String|Assigned value used to identify specific elements within a firm.<br /><br />|Network Counterparty System Status Request, Network Counterparty System Status Response | |
| 932|NetworkResponseID|String|Unique identifier for a network response.<br /><br />|Network Counterparty System Status Response | |
| 933|NetworkRequestID|String|Unique identifier for a network resquest.<br /><br />|Network Counterparty System Status Request, Network Counterparty System Status Response | |
| 934|LastNetworkResponseID|String|Identifier of the previous Network Response message sent to a counterparty, used to allow incremental updates.<br /><br />|Network Counterparty System Status Response | |
| 935|NetworkRequestType|int|Indicates the type and level of details required for a Network Status Request Message <br />Valid values:<br />1 = Snapshot<br />2 = Subscribe<br />4 = Stop subscribing<br />8 = Level of detail, then NoCompID’s becomes required<br /><br />Boolean logic applies EG If you want to subscribe for changes to certain id’s then UserRequestType =10 (8+2), Snapshot for certain ID’s = 9 (8+1)<br /><br />|Network Counterparty System Status Request | |
| 936|NoCompIDs|NumInGroup|Number of CompID entries in a repeating group.<br /><br />|Network Counterparty System Status Request, Network Counterparty System Status Response | |
| 937|NetworkStatusResponseType|int|Indicates the type of Network Response Message.<br />Valid values:<br />1 = Full<br />2 = Incremental update<br /><br />|Network Counterparty System Status Response | |
| 938|NoCollInquiryQualifier|NumInGroup|Number of CollInquiryQualifier entries in a repeating group.<br /><br />|Collateral Inquiry, Collateral Inquiry Ack | |
| 939|TrdRptStatus|int|Trade Report Status<br />Valid values:<br />0 = Accepted<br />1 = Rejected<br /><br />|Trade Capture Report Ack | |
| 940|AffirmStatus|int|Identifies the status of the ConfirmationAck.<br />Valid values:<br />1 = Received<br />2 = Confirm rejected, i.e. not affirmed<br />3 = Affirmed<br /><br />|Confirmation _ Ack | |
| 941|UnderlyingStrikeCurrency|Currency|Currency in which the strike price of an underlying instrument is denominated<br /><br />|Underlying Instrument | |
| 942|LegStrikeCurrency|Currency|Currency in which the strike price of a instrument leg of a multileg instrument is denominated<br /><br />|Instrument Leg | |
| 943|TimeBracket|String|A code that represents a time interval in which a fill or trade occurred.<br />Required for US futures markets.<br /><br />|Execution Report, Trade Capture Report Request, Trade Capture Report | |
| 944|CollAction|int|Action proposed for an Underlying Instrument instance.<br />Valid values:<br />0 = Retain<br />1 = Add<br />2 = Remove<br /><br />|Collateral Request, Collateral Assignment, Collateral Response | |
| 945|CollInquiryStatus|int|Status of Collateral Inquiry<br />Valid values:<br />0 = Accepted<br />1 = Accepted with Warnings<br />2 = Completed <br />3 = Completed with Warnings<br />4 = Rejected<br /><br />|Collateral Inquiry Ack | |
| 946|CollInquiryResult|int|Result returned in response to Collateral Inquiry<br />Valid values:<br />0 = Successful (Default)<br />1 = Invalid or unknown instrument<br />2 = Invalid or unknown collateral type<br />3 = Invalid parties<br />4 = Invalid Transport Type requested<br />5 = Invalid Destination requested<br />6 = No collateral found for the trade specified<br />7 = No collateral found for the order specified<br />8 = Collateral Inquiry type not supported<br />9 = Unauthorized for collateral inquiry<br />99 = Other (further information in Text (58) field)<br /><br />4000+ Reserved and available for bi-laterally agreed upon user-defined values<br /><br />|Collateral Inquiry Ack | |
| 947|StrikeCurrency|Currency|Currency in which the StrikePrice is denominated.<br /><br />|Instrument | |
| 948|NoNested3PartyIDs|NumInGroup|Number of Nested3PartyID (949), Nested3PartyIDSource (950), and Nested3PartyRole (951) entries<br /><br />|Nested Parties 3 | |
| 949|Nested3PartyID|String|PartyID value within a "third instance" Nested repeating group.<br />Same values as PartyID (448)<br /><br />|Nested Parties 3 | |
| 950|Nested3PartyIDSource|char|PartyIDSource value within a "third instance" Nested repeating group.<br />Same values as PartyIDSource (447)<br /><br />|Nested Parties 3 | |
| 951|Nested3PartyRole|int|PartyRole value within a "third instance" Nested repeating group.<br />Same values as PartyRole (452)<br /><br />|Nested Parties 3 | |
| 952|NoNested3PartySubIDs|NumInGroup|Number of Nested3PartySubIDs (953) entries<br /><br />|Nested Parties 3 | |
| 953|Nested3PartySubID|String|PartySubID value within a "third instance" Nested repeating group.<br />Same values as PartySubID (523)<br /><br />|Nested Parties 3 | |
| 954|Nested3PartySubIDType|int|PartySubIDType value within a "third instance" Nested repeating group.<br />Same values as PartySubIDType (803)<br /><br />|Nested Parties 3 | |
| 955|LegContractSettlMonth|month-year|Specifies when the contract (i.e. MBS/TBA) will settle.<br /><br />|Instrument Leg | |
| 956|LegInterestAccrualDate|LocalMktDate|The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date<br /><br />|Instrument Leg |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment