SeedCX FIX Order Entry - data dictionary

seed_fix_order_entry.xml

<fix major="4" minor="4">
  <header>
    <field name="BeginString" required="Y" />
    <field name="BodyLength" required="Y" />
    <field name="MsgType" required="Y" />
    <field name="SenderCompID" required="Y" />
    <field name="TargetCompID" required="Y" />
    <field name="MsgSeqNum" required="Y" />
    <field name="PossDupFlag" required="N" />
    <field name="SenderSubID" required="Y" />
    <field name="SenderLocationID" required="Y" />
    <field name="TargetSubID" required="Y" />
    <field name="SendingTime" required="Y" />
    <field name="PossResend" required="N" />
    <!-- These OnBehalfOf fields are not yet functional -->
    <field name="OnBehalfOfCompID" required="N" />
    <field name="OnBehalfOfSubID" required="N" />
    <field name="OnBehalfOfLocationID" required="N" />
    <!-- -->
    <field name="OrigSendingTime" required="N" />
    <field name="DeliverToCompID" required="N" />
    <field name="DeliverToSubID" required="N" />
    <field name="LastMsgSeqNumProcessed" required="N" />
  </header>
  <trailer>
    <field name="CheckSum" required="Y" />
  </trailer>
  <messages>
    <message name="Logon" msgtype="A">
      <field name="EncryptMethod" required="Y" />
      <field name="HeartBtInt" required="Y" />
      <field name="ResetSeqNumFlag" required="N" />
      <field name="ApplicationSystemName" required="N" />
      <field name="TradingSystemVersion" required="N" />
      <field name="ApplicationSystemVendor" required="N" />
    </message>
    <message name="Heartbeat" msgtype="0">
      <field name="TestReqID" required="N" />
    </message>
    <message name="TestRequest" msgtype="1">
      <field name="TestReqID" required="Y" />
    </message>
    <message name="ResendRequest" msgtype="2">
      <field name="BeginSeqNo" required="Y" />
      <field name="EndSeqNo" required="Y" />
    </message>
    <message name="Reject" msgtype="3">
      <field name="RefSeqNum" required="Y" />
      <field name="RefTagID" required="N" />
      <field name="RefMsgType" required="N" />
      <field name="SessionRejectReason" required="N" />
      <field name="Text" required="N" />
    </message>
    <message name="BusinessReject" msgtype="j">
      <field name="RefSeqNum" required="Y" />
      <field name="RefMsgType" required="Y" />
      <field name="BusinessRejectRefID" required="N" />
      <field name="BusinessRejectReason" required="Y" />
      <field name="Text" required="N" />
      <field name="ManualOrderIndicator" required="Y" />
      <field name="CustOrderHandlingInst" required="N" />
    </message>
    <message name="SequenceReset" msgtype="4">
      <field name="NewSeqNo" required="Y" />
      <field name="GapFillFlag" required="N" />
    </message>
    <message name="Logout" msgtype="5">
      <field name="Text" required="N" />
      <field name="NextExpectedMsgSeqNum" required="Y" />
    </message>
    <message name="NewOrderSingle" msgtype="D">
      <field name="Account" required="Y" />
      <field name="ClOrdID" required="Y" />
      <field name="MinQty" required="N" />
      <field name="ExecInst" required="N" />
      <field name="Symbol" required="Y" />
      <field name="Side" required="Y" />
      <field name="TransactTime" required="Y" />
      <field name="OrderQty" required="Y" />
      <field name="OrdType" required="Y" />
      <field name="Price" required="N" />
      <field name="TimeInForce" required="N" />
      <field name="CustOrderHandlingInst" required="N" />
      <field name="OrderCapacity" required="Y" />
      <field name="CustOrderCapacity" required="Y" />
      <field name="ManualOrderIndicator" required="Y" />
      <field name="Text" required="N" />
      <field name="AlgoID" required="N" />
      <field name="SelfMatchPreventionLevel" required="N" />
      <field name="SelfMatchPreventionAction" required="N" />
    </message>
    <message name="OrderCancelRequest" msgtype="F">
      <field name="OrigClOrdID" required="N" />
      <field name="OrderID" required="N" />
      <field name="ClOrdID" required="Y" />
      <field name="Account" required="Y" />
      <field name="Symbol" required="Y" />
      <field name="Side" required="Y" />
      <field name="TransactTime" required="Y" />
      <field name="Text" required="N" />
      <field name="AlgoID" required="N" />
      <field name="ManualOrderIndicator" required="Y" />
    </message>
    <message name="OrderCancelReplaceRequest" msgtype="G">
      <field name="Account" required="Y" />
      <field name="OrderID" required="N" />
      <field name="ClOrdID" required="Y" />
      <field name="OrigClOrdID" required="N" />
      <field name="ExecInst" required="N" />
      <field name="Symbol" required="Y" />
      <field name="Side" required="Y" />
      <field name="TransactTime" required="Y" />
      <field name="OrderQty" required="Y" />
      <field name="OrdType" required="Y" />
      <field name="Price" required="N" />
      <field name="TimeInForce" required="N" />
      <field name="MinQty" required="N" />
      <field name="CustOrderHandlingInst" required="N" />
      <field name="OrderCapacity" required="Y" />
      <field name="CustOrderCapacity" required="Y" />
      <field name="ManualOrderIndicator" required="Y" />
      <field name="Text" required="N" />
      <field name="AlgoID" required="N" />
    </message>
    <message name="ExecutionReport" msgtype="8">
      <field name="Account" required="Y" />
      <field name="OrderID" required="N" />
      <field name="ClOrdID" required="Y" />
      <field name="OrigClOrdID" required="N" />
      <field name="ExecID" required="Y" />
      <field name="ExecType" required="Y" />
      <field name="MinQty" required="N" />
      <field name="OrdStatus" required="Y" />
      <field name="OrdRejReason" required="N" />
      <field name="Symbol" required="Y" />
      <field name="Side" required="Y" />
      <field name="TransactTime" required="Y" />
      <field name="OrderQty" required="Y" />
      <field name="LeavesQty" required="Y" />
      <field name="CumQty" required="Y" />
      <field name="LastPx" required="N" />
      <field name="LastQty" required="N" />
      <field name="AvgPx" required="Y" />
      <field name="OrdType" required="Y" />
      <field name="Price" required="N" />
      <field name="TimeInForce" required="N" />
      <field name="ExecInst" required="N" />
      <field name="ExecRestatementReason" required="N" />
      <field name="CustOrderHandlingInst" required="N" />
      <field name="OrderCapacity" required="Y" />
      <field name="CustOrderCapacity" required="Y" />
      <field name="ManualOrderIndicator" required="Y" />
      <field name="LastLiquidityInd" required="N" />
      <field name="Text" required="N" />
      <field name="AlgoID" required="N" />
      <field name="SelfMatchPreventionLevel" required="N" />
      <field name="SelfMatchPreventionAction" required="N" />
    </message>
    <message name="OrderCancelReject" msgtype="9">
      <field name="OrderID" required="N" />
      <field name="ClOrdID" required="Y" />
      <field name="OrigClOrdID" required="Y" />
      <field name="OrdStatus" required="Y" />
      <field name="Account" required="Y" />
      <field name="Text" required="N" />
      <field name="TransactTime" required="N" />
      <field name="CxlRejResponseTo" required="Y" />
      <field name="CxlRejReason" required="N" />
      <field name="ManualOrderIndicator" required="Y" />
      <field name="AlgoID" required="N" />
    </message>
  </messages>
  <fields>
    <field number="1" name="Account" type="STRING" />
    <field number="6" name="AvgPx" type="PRICE" />
    <field number="7" name="BeginSeqNo" type="SEQNUM" />
    <field number="8" name="BeginString" type="STRING" />
    <field number="9" name="BodyLength" type="LENGTH" />
    <field number="10" name="CheckSum" type="STRING" />
    <field number="11" name="ClOrdID" type="STRING" />
    <field number="14" name="CumQty" type="QTY" />
    <field number="16" name="EndSeqNo" type="SEQNUM" />
    <field number="17" name="ExecID" type="STRING" />
    <field number="18" name="ExecInst" type="CHAR">
      <value enum="6" description="PARTICIPATE_DONT_INITIATE" />
    </field>
    <field number="31" name="LastPx" type="PRICE" />
    <field number="32" name="LastQty" type="QTY" />
    <field number="34" name="MsgSeqNum" type="SEQNUM" />
    <field number="35" name="MsgType" type="STRING">
      <value enum="0" description="HEARTBEAT" />
      <value enum="1" description="TEST_REQUEST" />
      <value enum="2" description="RESEND_REQUEST" />
      <value enum="3" description="SESSION_REJECT" />
      <value enum="4" description="SEQUENCE_RESET" />
      <value enum="5" description="LOGOUT" />
      <value enum="8" description="EXECUTION_REPORT" />
      <value enum="9" description="ORDER_CANCEL_REJECT" />
      <value enum="A" description="LOGON" />
      <value enum="D" description="NEW_ORDER_SINGLE" />
      <value enum="F" description="ORDER_CANCEL_REQUEST" />
      <value enum="G" description="ORDER_CANCEL_REPLACE_REQUEST" />
      <value enum="j" description="BUSINESS_REJECT" />
    </field>
    <field number="36" name="NewSeqNo" type="SEQNUM" />
    <field number="37" name="OrderID" type="STRING" />
    <field number="38" name="OrderQty" type="QTY" />
    <field number="39" name="OrdStatus" type="CHAR">
      <value enum="0" description="NEW" />
      <value enum="1" description="PARTIALLY_FILLED" />
      <value enum="2" description="FILLED" />
      <value enum="4" description="CANCELED" />
      <value enum="6" description="PENDING_CANCEL" />
      <value enum="8" description="REJECTED" />
      <value enum="A" description="PENDING_NEW" />
      <value enum="C" description="EXPIRED" />
      <value enum="E" description="PENDING_REPLACE" />
    </field>
    <field number="40" name="OrdType" type="CHAR">
      <value enum="1" description="MARKET" />
      <value enum="2" description="LIMIT" />
      <value enum="K" description="MARKET_TO_LIMIT" />
    </field>
    <field number="41" name="OrigClOrdID" type="STRING" />
    <field number="43" name="PossDupFlag" type="BOOLEAN" />
    <field number="44" name="Price" type="PRICE" />
    <field number="45" name="RefSeqNum" type="SEQNUM" />
    <field number="49" name="SenderCompID" type="STRING" />
    <field number="50" name="SenderSubID" type="STRING" />
    <field number="52" name="SendingTime" type="UTCTIMESTAMP" />
    <field number="54" name="Side" type="CHAR">
      <value enum="1" description="BUY" />
      <value enum="2" description="SELL" />
    </field>
    <field number="55" name="Symbol" type="STRING" />
    <field number="56" name="TargetCompID" type="STRING" />
    <field number="57" name="TargetSubID" type="STRING" />
    <field number="58" name="Text" type="STRING" />
    <field number="59" name="TimeInForce" type="CHAR">
      <value enum="0" description="DAY" />
      <value enum="3" description="IMMEDIATE_OR_CANCEL" />
      <value enum="4" description="FILL_OR_KILL" />
    </field>
    <field number="60" name="TransactTime" type="UTCTIMESTAMP" />
    <field number="97" name="PossResend" type="BOOLEAN" />
    <field number="98" name="EncryptMethod" type="INT">
      <value enum="0" description="UNENCRYPTED" />
    </field>
    <field number="102" name="CxlRejReason" type="INT">
      <value enum="0" description="TOO_LATE_TO_CANCEL" />
      <value enum="1" description="UNKNOWN_ORDER" />
      <value enum="2" description="BROKER_EXCHANGE_OPTION" />
      <value enum="3" description="ORDER_ALREADY_PENDING_CANCEL" />
      <value enum="6" description="DUPLICATE_ORDER_ID" />
      <value enum="97" description="LIMIT_EXCEEDED" />
      <value enum="98" description="RESTING_ONLY_HAD_MATCH" />
      <value enum="99" description="OTHER" />
    </field>
    <field number="103" name="OrdRejReason" type="INT">
      <value enum="0" description="BROKER_EXCHANGE_OPTION" />
      <value enum="1" description="UNKNOWN_SYMBOL" />
      <value enum="2" description="EXCHANGE_CLOSED" />
      <value enum="3" description="ORDER_EXCEEDS_LIMIT" />
      <value enum="4" description="TOO_LATE_TO_ENTER" />
      <value enum="5" description="UNKNOWN_ORDER" />
      <value enum="6" description="DUPLICATE_ORDER_ID" />
      <value enum="11" description="UNSUPPORTED_ORDER_CHARACTERISTIC" />
      <value enum="13" description="INCORRECT_QUANTITY" />
      <value enum="18" description="INVALID_PRICE_INCREMENT" />
      <value enum="98" description="WOULD_MATCH_RESTING" />
      <value enum="99" description="OTHER" />
    </field>
    <field number="108" name="HeartBtInt" type="INT" />
    <field number="110" name="MinQty" type="QTY" />
    <field number="112" name="TestReqID" type="STRING" />
    <field number="115" name="OnBehalfOfCompID" type="STRING" />
    <field number="116" name="OnBehalfOfSubID" type="STRING" />
    <field number="122" name="OrigSendingTime" type="UTCTIMESTAMP" />
    <field number="123" name="GapFillFlag" type="BOOLEAN" />
    <field number="128" name="DeliverToCompID" type="STRING" />
    <field number="129" name="DeliverToSubID" type="STRING" />
    <field number="141" name="ResetSeqNumFlag" type="BOOLEAN" />
    <field number="142" name="SenderLocationID" type="STRING" />
    <field number="144" name="OnBehalfOfLocationID" type="STRING" />
    <field number="150" name="ExecType" type="CHAR">
      <value enum="0" description="NEW" />
      <value enum="4" description="CANCELED" />
      <value enum="5" description="REPLACED" />
      <value enum="8" description="REJECTED" />
      <value enum="C" description="EXPIRED" />
      <value enum="F" description="TRADE" />
      <value enum="H" description="TRADE_CANCEL" />
    </field>
    <field number="151" name="LeavesQty" type="QTY" />
    <field number="369" name="LastMsgSeqNumProcessed" type="SEQNUM" />
    <field number="371" name="RefTagID" type="INT" />
    <field number="372" name="RefMsgType" type="STRING" />
    <field number="373" name="SessionRejectReason" type="INT">
      <value enum="1" description="REQUIRED_TAG_MISSING" />
      <value enum="5" description="INCORRECT_VALUE_FOR_TAG" />
      <value enum="6" description="INCORRECT_TYPE_FOR_TAG" />
      <value enum="9" description="COMPID_PROBLEM" />
      <value enum="10" description="SENDING_TIME_ACCURACY" />
      <value enum="11" description="INVALID_MESSAGE_TYPE" />
      <value enum="99" description="OTHER" />
    </field>
    <field number="378" name="ExecRestatementReason" type="INT">
      <value enum="5" description="PARTIAL_DECLINE_QTY" />
      <value enum="6" description="CANCEL_ON_HALT" />
      <value enum="7" description="CANCEL_ON_FAILURE" />
      <value enum="8" description="MARKET_OPTION" />
      <value enum="97" description="ORDER_EXCEEDS_LIMIT" />
      <value enum="98" description="WOULD_MATCH_RESTING" />
      <value enum="99" description="OTHER" />
    </field>
    <field number="379" name="BusinessRejectRefID" type="STRING" />
    <field number="380" name="BusinessRejectReason" type="INT">
      <value enum="0" description="OTHER" />
      <value enum="1" description="UNKNOWN_ID" />
      <value enum="2" description="UNKNOWN_SECURITY" />
      <value enum="4" description="APPLICATION_NOT_AVAILABLE" />
      <value enum="5" description="CONDITIONALLY_REQUIRED_FIELD_MISSING" />
    </field>
    <field number="434" name="CxlRejResponseTo" type="CHAR">
      <value enum="1" description="ORDER_CANCEL_REQUEST" />
      <value enum="2" description="ORDER_CANCEL_REPLACE_REQUEST" />
    </field>
    <field number="528" name="OrderCapacity" type="CHAR">
      <value enum="A" description="AGENCY" />
      <value enum="G" description="PROPRIETARY" />
      <value enum="I" description="INDIVIDUAL" />
      <value enum="P" description="PRINCIPAL" />
      <value enum="R" description="RISKLESS_PRINCIPAL" />
      <value enum="W" description="AGENT_FOR_OTHER" />
    </field>
    <field number="582" name="CustOrderCapacity" type="INT">
      <value enum="1" description="MEMBER_OWN_ACCOUNT" />
      <value enum="2" description="MEMBER_FIRM_PROPRIETARY_ACCOUNT" />
      <value enum="3" description="MEMBER_FOR_MEMBER" />
      <value enum="4" description="OTHER" />
    </field>
    <field number="789" name="NextExpectedMsgSeqNum" type="SEQNUM" />
    <field number="851" name="LastLiquidityInd" type="INT">
      <value enum="1" description="MAKER" />
      <value enum="2" description="TAKER" />
    </field>
    <field number="1028" name="ManualOrderIndicator" type="BOOLEAN" />
    <field number="1031" name="CustOrderHandlingInst" type="CHAR">
      <value enum="A" description="PHONE_SIMPLEX" />
      <value enum="B" description="PHONE_COMPLEX" />
      <value enum="C" description="FCM_PROVIDED_SCREEN" />
      <value enum="D" description="OTHER_PROVIDED_SCREEN" />
      <value enum="E" description="CLIENT_PLATFORM_CONTROLLED_BY_FCM" />
      <value enum="F" description="CLIENT_PLATFORM_DIRECT_TO_EXCHANGE" />
      <value enum="G" description="FCM_OR_FIX_API" />
      <value enum="H" description="ALGO_ENGINE" />
      <value enum="J" description="PRICE_AT_EXECUTION" />
      <value enum="W" description="DESK_ELECTRONIC" />
      <value enum="Y" description="CLIENT_ELECTRONIC" />
    </field>
    <field number="1603" name="ApplicationSystemName" type="STRING" />
    <field number="1604" name="TradingSystemVersion" type="STRING" />
    <field number="1605" name="ApplicationSystemVendor" type="STRING" />
    <field number="7928" name="SelfMatchPreventionLevel" type="CHAR">
      <value enum="P" description="PARTICIPANT" />
      <value enum="D" description="DESK" />
    </field>
    <field number="8000" name="SelfMatchPreventionAction" type="CHAR">
      <value enum="R" description="CANCEL_RESTING" />
      <value enum="T" description="CANCEL_TAKING" />
    </field>
    <field number="20000" name="AlgoID" type="STRING" />
  </fields>
</fix>