EFIXField Class
public sealed class EFIXField
This language is not supported or no code example is available.
public ref class EFIXField sealed
This language is not supported or no code example is available.
| Name | Description | |
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ToInt(string) | |
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ToString(int) |
| Name | Description | |
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Account |
Account mnemonic as agreed between buy and sell sides, e.g. broker
and institution or investor/intermediary and fund manager.
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AccountType |
Type of account associated with an order
Valid values: 1 = Account is carried on customer Side of Books 2 = Account is carried on non-Customer Side of books 3 = House Trader 4 = Floor Trader 6 = Account is carried on non-customer side of books and is cross margined 7 = Account is house trader and is cross margined 8 = Joint Backoffice Account (JBO) |
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AccruedInterestAmt |
Amount of Accrued Interest for convertible bonds and fixed income
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AccruedInterestRate |
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.
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AcctIDSource |
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.
Valid values: 1 = BIC 2 = SID code 3 = TFM (GSPTA) 4 = OMGEO (AlertID) 5 = DTCC code 99 = Other (custom or proprietary) |
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Adjustment |
Identifies the type of adjustment.
Valid values: 1 = Cancel 2 = Error 3 = Correction |
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AdjustmentFactor | |
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AdjustmentType |
Type of adjustment to be applied, used for PCS & PAJ
Valid values: 0 = Process request as Margin Disposition 1 = Delta_plus 2 = Delta_minus 3 = Final |
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AdvId |
Unique identifier of advertisement message.
(Prior to FIX 4.1 this field was of type int) |
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AdvRefID |
Reference identifier used with CANCEL and REPLACE transaction types.
(Prior to FIX 4.1 this field was of type int) |
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AdvSide | |
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AdvTransType |
Identifies advertisement message transaction type
Valid values: N = New C = Cancel R = Replace |
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AffectedOrderID |
OrderID (37) of an order affected by a mass cancel request.
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AffectedSecondaryOrderID |
SecondaryOrderID (198) of an order affected by a mass cancel request.
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AffirmStatus |
Identifies the status of the ConfirmationAck.
Valid values: 1 = Received 2 = Confirm rejected, i.e. not affirmed 3 = Affirmed |
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AggregatedBook |
Specifies whether or not book entries should be aggregated.
Valid values: Y = one book entry per side per price N = Multiple entries per side per price allowed (Not specified) = broker option |
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AgreementCurrency |
Contractual currency forming the basis of a financing agreement and associated
transactions. Usually, but not always, the same as the trade currency.
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AgreementDate |
A reference to the date the underlying agreement specified
by AgreementID and AgreementDesc was executed.
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AgreementDesc |
The full name of the base standard agreement, annexes and amendments in
place between the principals applicable to a financing transaction.
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AgreementID |
A common reference to the applicable standing agreement
between the counterparties to a financing transaction.
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AllOrNone |
Marks the order as AON, to ensure the order will not execute unless/until the entire quantity is available.
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AllocAccount |
Sub-account mnemonic
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AllocAccountType |
Type of account associated with a confirmation or other trade-level message
Valid values: 1 = Account is carried on customer Side of Books 2 = Account is carried on non-Customer Side of books 3 = House Trader 4 = Floor Trader 6 = Account is carried on non-customer side of books and is cross margined 7 = Account is house trader and is cross margined 8 = Joint Backoffice Account (JBO) |
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AllocAccruedInterestAmt |
Amount of Accrued Interest for convertible bonds
and fixed income at the allocation-level.
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AllocAcctIDSource |
Used to identify the source of the AllocAccount (79) code.
See AcctIDSource (660) for valid values. |
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AllocAvgPx |
AvgPx (6) for a specific AllocAccount (79)
For Fixed Income this is always expressed as percent of par price type. |
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AllocCancReplaceReason |
Reason for cancelling or replacing an Allocation
Instruction or Allocation Report message
Valid values: 1 = Original details incomplete/incorrect 2 = Change in underlying order details 99 = Other |
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AllocHandlInst |
Indicates how the receiver (i.e. third party) of Allocation
message should handle/process the account details.
Valid values: 1 = Match 2 = Forward 3 = Forward and Match |
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AllocID |
Unique identifier for allocation message.
(Prior to FIX 4.1 this field was of type int) |
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AllocInterestAtMaturity |
Amount of interest (i.e. lump-sum) at maturity at the account-level.
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AllocIntermedReqType |
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"
Valid values: 1 = Pending Accept 2 = Pending Release 3 = Pending Reversal 4 = Accept 5 = Block Level Reject 6 = Account Level Reject |
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AllocLinkID |
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.
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AllocLinkType |
Identifies the type of Allocation linkage when AllocLinkID (196) is used.
Valid values: 0 = F/X Netting 1 = F/X Swap |
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AllocNetMoney |
NetMoney (118) for a specific AllocAccount (79)
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AllocNoOrdersType |
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.
Value values: 0 = Not specified 1 = Explicit list provided |
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AllocPrice |
Executed price for an AllocAccount (79) entry used when using
executed price vs. average price allocations (e.g. Japan).
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AllocQty |
Quantity to be allocated to specific sub-account
(Prior to FIX 4.2 this field was of type int) |
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AllocRejCode |
Identifies reason for rejection.
Valid values: 0 = unknown account(s) 1 = incorrect quantity 2 = incorrect average price 3 = unknown executing broker mnemonic 4 = commission difference 5 = unknown OrderID (37) 6 = unknown ListID (66) 7 = other (further in Note 58=) 8 = incorrect allocated quantity 9 = calculation difference 10 = unknown or stale ExecID (17) 11 = mismatched data value (further in Note 58=) 12 = unknown ClOrdID (11) 13 = warehouse request rejected |
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AllocReportID |
Unique identifier for Allocation Report message.
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AllocReportRefID |
Reference identifier to be used with AllocTransType (71) = Replace or Cancel
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AllocReportType |
Describes the specific type or purpose of an Allocation Report message
Valid values: 3 = Sellside Calculated Using Preliminary (includes MiscFees and NetMoney) 4 = Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) 5 = Warehouse recap\ 8 = Request to Intermediary |
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AllocSettlCurrAmt |
Total amount due expressed in settlement currency (includes the effect
of the forex transaction) for a specific AllocAccount (79).
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AllocSettlCurrency |
Currency code of settlement denomination for a specific AllocAccount (79).
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AllocSettlInstType |
Used to indicate whether settlement instructions are provided on an allocation
instruction message, and if not, how they are to be derived.
Valid values: 0 = use default instructions 1 = derive from parameters provided 2 = full details provided 3 = SSI db ids provided 4 = phone for instructions |
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AllocStatus |
Identifies status of allocation.
Valid values: 0 = accepted (successfully processed) 1 = block level reject 2 = account level reject 3 = received (received, not yet processed) 4 = incomplete 5 = rejected by intermediary |
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AllocText |
Free format text related to a specific AllocAccount (79).
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AllocTransType |
Identifies allocation transaction type
Valid values: 0 = New 1 = Replace 2 = Cancel 3 = Preliminary (without MiscFees and NetMoney) (Removed/Replaced) 4 = Calculated (includes MiscFees and NetMoney) (Removed/Replaced) 5 = Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** |
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AllocType |
Describes the specific type or purpose of an Allocation
message (i.e. "Buyside Calculated")
Valid values: 1 = Calculated (includes MiscFees and NetMoney) 2 = Preliminary (without MiscFees and NetMoney) 3 = Sellside Calculated Using Preliminary (includes MiscFees and NetMoney) (Replaced) 4 = Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) (Replaced) 5 = Ready-To-Book - Single Order 6 = Buyside Ready-To-Book - Combined Set of Orders (Replaced) 7 = Warehouse instruction 8 = Request to Intermediary (see Volume 1: "Glossary" for value definitions) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** |
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AllowableOneSidednessCurr |
The currency that AllowableOneSidednessValue (766) is
expressed in if AllowableOneSidednessValue is used.
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AllowableOneSidednessPct |
The maximum percentage that execution of one side of
a program trade can exceed execution of the other.
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AllowableOneSidednessValue |
The maximum amount that execution of one side of a
program trade can exceed execution of the other.
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AltMDSourceID |
Session layer source for market data
(For the standard FIX session layer, this would be the TargetCompID (56) where market data can be obtained). |
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ApplQueueAction |
Action to take to resolve an application message queue (backlog).
Valid values: 0 = No action taken 1 = Queue flushed 2 = Overlay last 3 = End session |
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ApplQueueDepth |
Current number of application messages that were queued at
the time that the message was created by the counterparty.
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ApplQueueMax |
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.
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ApplQueueResolution |
Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax
(812) or system specified maximum queue size.
Valid values: 0 = No action taken 1 = Queue flushed 2 = Overlay last 3 = End session |
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AsgnReqID |
Unique identifier for the Assignment Report Request
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AsgnRptID |
Unique identifier for the Assignment Report
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AssignmentMethod |
Method under which assignment was conducted
Valid values: R = Random P = ProRata |
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AssignmentUnit |
Quantity Increment used in performing assignment.
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AutoAcceptIndicator |
Identifies whether or not an allocation has been automatically
accepted on behalf of the Carry Firm by the Clearing House.
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AvgParPx |
Used to express average price as percent of par (used
where AvgPx field is expressed in some other way)
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AvgPx |
Calculated average price of all fills on this order.
For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (31). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount. |
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AvgPxIndicator |
Average Pricing Indicator
Valid values: 0 = No Average Pricing 1 = Trade is part of an average price group identified by the TradeLinkID 2 = Last Trade in the average price group identified by the TradeLinkID |
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AvgPxPrecision |
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.
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BasisFeatureDate |
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.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) |
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BasisFeaturePrice |
Price for BasisFeatureDate.
See BasisFeatureDate (259) (Note tag # was reserved in FIX 4.1, added in FIX 4.3) |
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BasisPxType |
Code to represent the basis price type.
Valid values: 2 = Closing Price at morning session 3 = Closing Price 4 = Current price 5 = SQ 6 = VWAP through a day 7 = VWAP through a morning session 8 = VWAP through an afternoon session 9 = VWAP through a day except "YORI" (an opening auction) A = VWAP through a morning session except "YORI" (an opening auction) B = VWAP through an afternoon session except "YORI" (an opening auction) C = Strike D = Open Z = Others |
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BeginSeqNo |
Message sequence number of first message in range to be resent
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BeginString |
Identifies beginning of new message and protocol version.
ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted)
Valid values: FIX.4.4 |
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Benchmark |
No longer used. Included here for reference to prior versions.
For Fixed Income. Identifies the benchmark (e.g. used in conjunction with the Spread field). Valid values: 1 = CURVE 2 = 5-YR 3 = OLD-5 4 = 10-YR 5 = OLD-10 6 = 30-YR 7 = OLD-30 8 = 3-MO-LIBOR 9 = 6-MO-LIBOR |
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BenchmarkCurveCurrency |
Identifies currency used for benchmark curve. See "Appendix 6-A:
Valid Currency Codes" for information on obtaining valid values.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) |
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BenchmarkCurveName |
Name of benchmark curve.
Valid values: MuniAAA FutureSWAP LIBID LIBOR (London Inter-Bank Offers) OTHER SWAP Treasury Euribor Pfandbriefe EONIA SONIA EUREPO (Note tag # was reserved in FIX 4.1, added in FIX 4.3) |
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BenchmarkCurvePoint |
Point on benchmark curve. Free form values: e.g. 1Y, 7Y, INTERPOLATED.
Sample values: 1M = combination of a number between 1-12 and a "M" for month 1Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) |
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BenchmarkPrice |
Specifies the price of the benchmark.
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BenchmarkPriceType |
Identifies type of BenchmarkPrice (662).
See PriceType (423) for valid values. |
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BenchmarkSecurityID |
The identifier of the benchmark security, e.g. Treasury against Corporate bond.
See SecurityID (tag 48) for description and valid values. |
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BenchmarkSecurityIDSource |
Identifies class or source of the BenchmarkSecurityID (699)
value. Required if BenchmarkSecurityID is specified.
Same values as the SecurityIDSource (22) field |
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BidDescriptor |
BidDescriptor value. Usage depends upon BidDescriptorTyp (399).
If BidDescriptorType =1 Industrials etc - Free text If BidDescriptorType =2 "FR" etc - ISO Country Codes If BidDescriptorType =3 FT100, FT250, STOX - Free text |
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BidDescriptorType |
Code to identify the type of BidDescriptor (400).
Valid values: 1 = Sector 2 = Country 3 = Index |
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BidForwardPoints |
Bid F/X forward points added to spot rate. May be a negative value.
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BidForwardPoints2 |
Bid F/X forward points of the future portion of a F/X swap
quote added to spot rate. May be a negative value.
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BidID |
Unique identifier for Bid Response as assigned by sell-side (broker, exchange,
ECN). Uniqueness must be guaranteed within a single trading day.
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BidPx |
Bid price/rate
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BidRequestTransType |
Identifies the Bid Request message type.
Valid values: N = New C = Cancel |
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BidSize |
Quantity of bid
(Prior to FIX 4.2 this field was of type int) |
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BidSpotRate |
Bid F/X spot rate.
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BidTradeType |
Code to represent the type of trade.
Valid values: R = Risk Trade G = VWAP Guarantee A = Agency J = Guaranteed Close (Prior to FIX 4.4 this field was named "TradeType") |
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BidType |
Code to identify the type of Bid Request.
Valid values: 1 = Non Disclosed Style (e.g. US/European) 2 = Disclosed Style (e.g. Japanese) 3 = No Bidding Process |
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BidYield |
Bid yield
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BodyLength |
Message length, in bytes, forward to the CheckSum field.
ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted)
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BookValuePerShare | |
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BookingRefID |
Common reference passed to a post-trade booking
process (e.g. industry matching utility).
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BookingType |
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).
Valid values: 0 = Regular booking 1 = CFD (Contract For Difference) 2 = Total return swap |
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BookingUnit |
Indicates what constitutes a bookable unit.
0 = Each partial execution is a bookable unit 1 = Aggregate partial executions on this order, and book one trade per order 2 = Aggregate executions for this symbol, side, and settlement date |
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BrokerOfCredit |
No longer used as of FIX 4.3. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" *** Broker to receive trade credit. |
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BusinessRejectReason |
Code to identify reason for a Business Message Reject message.
Valid values: 0 = Other 1 = Unkown ID 2 = Unknown Security 3 = Unsupported Message Type 4 = Application not available 5 = Conditionally Required Field Missing 6 = Not authorized 7 = DeliverTo firm not available at this time |
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BusinessRejectRefID |
The value of the business-level ID field on the message being referenced.
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BuyVolume |
Quantity bought.
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CFICode |
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.
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)" |
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CPProgram |
The program under which a commercial paper is issued
Valid values: 1 = 3(a)(3) 2 = 4(2) 99 = Other |
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CPRegType |
The registration type of a commercial paper issuance
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CancellationRights |
For CIV A one character code identifying whether
Cancellation rights/Cooling off period applies.
Valid values are: Y = Yes N = No execution only M = No waiver agreement O = No institutional. |
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CardExpDate |
The expiry date of the payment card as specified
on the card being used for payment.
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CardHolderName |
The name of the payment card holder as specified
on the card being used for payment.
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CardIssNum |
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.
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CardNumber |
The number of the payment card as specified on the card being used for payment.
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CardStartDate |
The start date of the card as specified on the card being used for payment.
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CashDistribAgentAcctName |
Name of account at agent bank for distributions.
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CashDistribAgentAcctNumber |
Account number at agent bank for distributions.
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CashDistribAgentCode |
BIC (Bank Identification Code--Swift managed)
code of agent bank for cash distributions
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CashDistribAgentName |
Name of local agent bank if for cash distributions
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CashDistribCurr |
Specifies currency to be use for Cash Distributions
see "Appendix 6-A; Valid Currency Codes".
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CashDistribPayRef |
Free format Payment reference to assist with reconciliation of distributions.
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CashFlowPerShare | |
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CashMargin |
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.
Valid values: 1 = Cash 2 = Margin Open 3 = Margin Close |
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CashOrderQty |
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.
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CashOutstanding |
Starting consideration less repayments
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CashPerShare | |
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CashSettlAgentAcctName |
No longer used as of FIX 4.4. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" *** Name of SettlInstSource's account at local agent bank if SettlDeliveryType=Free |
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CashSettlAgentAcctNum |
No longer used as of FIX 4.4. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" *** SettlInstSource's account number at local agent bank if SettlDeliveryType=Free |
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CashSettlAgentCode |
No longer used as of FIX 4.4. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" *** BIC (Bank Identification Code--Swift managed) code of the SettlInstSource's local agent bank if SettlDeliveryType=Free |
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CashSettlAgentContactName |
No longer used as of FIX 4.4. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" *** Name of contact at local agent bank for SettlInstSource's account if SettlDeliveryType=Free |
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CashSettlAgentContactPhone |
No longer used as of FIX 4.4. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" *** Phone number for contact at local agent bank for SettlInstSource's account if SettlDeliveryType=Free |
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CashSettlAgentName |
No longer used as of FIX 4.4. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" *** Name of SettlInstSource's local agent bank if SettlDeliveryType=Free |
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CheckSum |
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)
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ClOrdID |
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.
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ClOrdLinkID |
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.
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ClearingAccount |
No longer used as of FIX 4.3. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" *** Supplemental accounting information forwared to clearing house/firm. |
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ClearingBusinessDate |
The "Clearing Business Date" referred to by this maintenance request.
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ClearingFeeIndicator |
Indicates type of fee being assessed of the customer for trade executions
at an exchange. Applicable for futures markets only at this time.
Valid Values (source CBOT, CME, NYBOT, and NYMEX): B = CBOE Member C = Non-member and Customer E = Equity Member and Clearing Member F = Full and Associate Member trading for own account and as floor Brokers H = 106.H and 106.J Firms I = GIM, IDEM and COM Membership Interest Holders L = Lessee and 106.F Employees M = All other ownership types 1 = 1st year delegate trading for his own account 2 = 2nd year delegate trading for his own account 3 = 3rd year delegate trading for his own account 4 = 4th year delegate trading for his own account 5 = 5th year delegate trading for his own account 9 = 6th year and beyond delegate trading for his own account |
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ClearingFirm |
No longer used as of FIX 4.3. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" *** Firm that will clear the trade. Used if different from the executing firm. |
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ClearingInstruction |
Eligibility of this trade for clearing and central counterparty processing
Valid values: 0 = process normally 1 = exclude from all netting 2 = bilateral netting only 3 = ex clearing 4 = special trade 5 = multilateral netting 6 = clear against central counterparty 7 = exclude from central counterparty 8 = Manual mode (pre-posting and/or pre-giveup) 9 = Automatic posting mode (trade posting to the position account number specified) 10 = Automatic give-up mode (trade give-up to the give-up destination number specified) 11 = Qualified Service Representative (QSR) - 12 = Customer Trade 13 = Self clearing values above 4000 are reserved for agreement between parties |
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ClientBidID |
Unique identifier for a Bid Request as assigned by institution.
Uniqueness must be guaranteed within a single trading day.
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ClientID |
No longer used as of FIX 4.3. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" *** Firm identifier used in third party-transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). |
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ClientOrderRefID | |
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CollAction |
Action proposed for an Underlying Instrument instance.
Valid values: 0 = Retain 1 = Add 2 = Remove |
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CollAsgnID |
Collateral Assignment Identifier
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CollAsgnReason |
Reason for Collateral Assignment
Value values: 0 = Initial 1 = Scheduled 2 = Time Warning 3 = Margin Deficiency 4 = Margin Excess 5 = Forward Collateral Demand 6 = Event of default 7 = Adverse tax event |
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CollAsgnRefID |
Collateral Assignment Identifier to which a transaction refers
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CollAsgnRejectReason |
Collateral Assignment Reject Reason
Value values: 0 = Unknown deal (order / trade) 1 = Unknown or invalid instrument 2 = Unauthorized transaction 3 = Insufficient collateral 4 = Invalid type of collateral 5 = Excessive substitution 99 = Other |
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CollAsgnRespType |
Collateral Assignment Response Type
Value values: 0 = Received 1 = Accepted 2 = Declined 3 = Rejected |
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CollAsgnTransType |
Collateral Assignment Transaction Type
Value values: 0 = New 1 = Replace 2 = Cancel 3 = Release 4 = Reverse |
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CollInquiryID |
Collateral Inquiry Identifier
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CollInquiryQualifier |
Collateral inquiry qualifiers:
Value values: 0 = TradeDate 1 = GC Instrument 2 = CollateralInstrument 3 = Substitution Eligible 4 = Not Assigned 5 = Partially Assigned 6 = Fully Assigned 7 = Outstanding Trades (Today < end date) |
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CollInquiryResult |
Result returned in response to Collateral Inquiry
Valid values: 0 = Successful (Default) 1 = Invalid or unknown instrument 2 = Invalid or unknown collateral type 3 = Invalid parties 4 = Invalid Transport Type requested 5 = Invalid Destination requested 6 = No collateral found for the trade specified 7 = No collateral found for the order specified 8 = Collateral Inquiry type not supported 9 = Unauthorized for collateral inquiry 99 = Other (further information in Text (58) field) 4000+ Reserved and available for bi-laterally agreed upon user-defined values |
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CollInquiryStatus |
Status of Collateral Inquiry
Valid values: 0 = Accepted 1 = Accepted with Warnings 2 = Completed 3 = Completed with Warnings 4 = Rejected |
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CollReqID |
Collateral Request Identifier
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CollRespID |
Collateral Response Identifier
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CollRptID |
Collateral Report Identifier
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CollStatus |
Collateral Status
Value values: 0 = Unassigned 1 = Partially Assigned 2 = Assignment Proposed 3 = Assigned (Accepted) 4 = Challenged |
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CommCurrency |
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".
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CommType |
Commission type
Valid values: 1 = per unit (implying shares, par, currency, etc) 2 = percentage 3 = absolute (total monetary amount) 4 = (for CIV buy orders) percentage waived cash discount 5 = (for CIV buy orders) percentage waived enhanced units 6 = points per bond or or contract [Supply ContractMultiplier (231) in the <Instrument> component block if the object security is denominated in a size other than the industry default - 1000 par for bonds.] |
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Commission |
Commission. Note if CommType (13) is percentage,
Commission of 5% should be represented as .05.
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ComplianceID |
ID used to represent this transaction for compliance
purposes (e.g. OATS reporting).
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Concession |
Provides the reduction in price for the secondary market in Muncipals.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) |
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ConfirmID |
Message reference for Confirmation
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ConfirmRefID |
Reference identifier to be used with ConfirmTransType (666) = Replace or Cancel
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ConfirmRejReason |
Identifies the reason for rejecting a Confirmation.
Valid values: 1 = Mismatched account 2 = Missing settlement instructions 99 = Other |
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ConfirmReqID |
Unique identifier for a Confirmation Request message
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ConfirmStatus |
Identifies the status of the Confirmation.
Valid values: 1 = Received 2 = Mismatched account 3 = Missing settlement instructions 4 = Confirmed 5 = Request rejected |
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ConfirmTransType |
Identifies the Confirmation transaction type.
Valid values: 0 = New 1 = Replace 2 = Cancel |
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ConfirmType |
Identifies the type of Confirmation message being sent.
Valid values: 1 = Status 2 = Confirmation 3 = Confirmation Request Rejected (reason can be stated in Text field) |
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ContAmtCurr |
Specifies currency for the Contract amount if different from the
Deal Currency - see "Appendix 6-A; Valid Currency Codes".
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ContAmtType |
Type of ContAmtValue (520).
For UK valid values include: 1 = Commission Amount (actual) 2 = Commission % (actual) 3 = Initial Charge Amount 4 = Initial Charge % 5 = Discount Amount 6 = Discount % 7 = Dilution Levy Amount 8 = Dilution Levy % 9 = Exit Charge Amount 10 = Exit Charge % 11 = Fund-based Renewal Commission % (a.k.a. Trail commission) 12 = Projected Fund Value (i.e. for investments intended to realise or exceed a specific future value) 13 = Fund-based Renewal Commission Amount (based on Order value) 14 = Fund-based Renewal Commission Amount (based on Projected Fund value) 15 = Net Settlement Amount NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 12/13. |
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ContAmtValue |
Value of Contract Amount, e.g. a financial amount
or percentage as indicated by ContAmtType (519).
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ContraBroker |
Identifies contra broker. Standard NASD market-maker mnemonic is preferred.
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ContraLegRefID |
Unique indicator for a specific leg for the ContraBroker (375).
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ContraTradeQty |
Quantity traded with the ContraBroker (375).
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ContraTradeTime |
Identifes the time of the trade with the ContraBroker (375). (always
expressed in UTC (Universal Time Coordinated, also known as GMT)
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ContraTrader |
Identifies the trader (e.g. "badge number") of the ContraBroker.
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ContractMultiplier |
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.
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. |
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ContractSettlMonth |
Specifies when the contract (i.e. MBS/TBA) will settle.
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ContraryInstructionIndicator |
Required to be set to true (Y) when a position maintenance request
is being performed contrary to current money position.
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. |
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CopyMsgIndicator |
Indicates whether or not this message is a drop copy of another message.
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CorporateAction |
Identifies the type of Corporate Action.
Valid values: A = Ex-Dividend B = Ex-Distribution C = Ex-Rights D = New E = Ex-Interest |
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CorporateActionType | |
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Country |
ISO Country Code in field
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CountryOfIssue |
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.
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CouponPaymentDate |
Date interest is to be paid. Used in identifying Corporate Bond issues.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) |
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|
CouponRate |
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.
|
|
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CoveredOrUncovered |
Used for derivative products, such as options
Valid values: 0 = Covered 1 = Uncovered |
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CreditRating |
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.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) |
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|
CrossID |
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.
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|
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CrossPercent |
Percentage of program that crosses in Currency. Represented as a percentage.
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CrossPrioritization |
Indicates if one side or the other of a cross order should be prioritized.
0 = None 1 = Buy side is prioritized 2 = Sell side is prioritized 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). |
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|
CrossType |
Type of cross being submitted to a market
Valid values: 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. 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. 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. 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. |
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|
CumQty |
Total quantity (e.g. number of shares) filled.
(Prior to FIX 4.2 this field was of type int) |
|
|
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.
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|
|
CustOrderCapacity |
Capacity of customer placing the order
1 = Member trading for their own account 2 = Clearing Firm trading for its proprietary account 3 = Member trading for another member 4 = All other Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). |
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|
CustomerOrFirm |
No longer used as of FIX 4.3. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" *** 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. Valid values: 0 = Customer 1 = Firm |
|
|
CxlQty |
Total quantity canceled for this order.
(Prior to FIX 4.2 this field was of type int) |
|
|
CxlRejReason |
Code to identify reason for cancel rejection.
Valid values: 0 = Too late to cancel 1 = Unknown order 2 = Broker / Exchange Option 3 = Order already in Pending Cancel or Pending Replace status 4 = Unable to process Order Mass Cancel Request 5 = OrigOrdModTime (586) did not match last TransactTime (60) of order 6 = Duplicate ClOrdID (11) received 99 = Other |
|
|
CxlRejResponseTo |
Identifies the type of request that a Cancel Reject is in response to.
Valid values: 1 = Order Cancel Request 2 = Order Cancel/Replace Request |
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|
CxlType |
No longer used. Included here for reference to prior versions.
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|
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DKReason |
Reason for execution rejection.
Valid values: A = Unknown symbol B = Wrong side C = Quantity exceeds order D = No matching order E = Price exceeds limit F = Calculation difference Z = Other |
|
|
DateOfBirth |
The date of birth applicable to the individual, e.g.
required to open some types of tax-exempt account.
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|
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DatedDate |
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
|
|
|
DayAvgPx |
The average price for quantity on a GT order that has traded today.
|
|
|
DayBookingInst |
Indicates whether or not automatic booking can occur.
0 = Can trigger booking without reference to the order initiator ("auto") 1 = Speak with order initiator before booking ("speak first") 2 = Accumulate |
|
|
DayCumQty |
Quantity on a GT order that has traded today.
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|
|
DayOrderQty |
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))
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DebtPerShare | |
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|
DeclaredDate | |
|
|
DefBidSize |
Default Bid Size.
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|
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DefOfferSize |
Default Offer Size.
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|
|
DeleteReason |
Reason for deletion.
Valid values: 0 = Cancelation / Trade Bust 1 = Error |
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|
DeliverToCompID |
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.
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|
|
DeliverToLocationID |
Assigned value used to identify specific message recipients
location (i.e. geographic location and/or desk, trader)
if the message was delivered by a third party
|
|
|
DeliverToSubID |
Assigned value used to identify specific message recipient
(i.e. trader) if the message is delivered by a third party
|
|
|
DeliveryDate |
Date of delivery.
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|
|
DeliveryForm |
Identifies the form of delivery.
Valid values: 1 = BookEntry [the default] 2 = Bearer |
|
|
DeliveryType |
Identifies type of settlement
0 = Versus. Payment: Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment 1 = Free: Deliver (if Sell) or Receive (if Buy) Free 2 = Tri-Party 3 = Hold In Custody |
|
|
Designation |
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 brokers nominee or street name.
|
|
|
DeskID |
Identification of a Market Makers desk
|
|
|
DiscretionInst |
Code to identify the price a DiscretionOffsetValue (389)
is related to and should be mathematically added to.
Valid values: 0 = Related to displayed price 1 = Related to market price 2 = Related to primary price 3 = Related to local primary price 4 = Related to midpoint price 5 = Related to last trade price 6 = Related to VWAP |
|
|
DiscretionLimitType |
Type of Discretion Limit
Valid Values 0 = Or better (default) - price improvement allowed 1 = Strict limit is a strict limit 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) |
|
|
DiscretionMoveType |
Describes whether discretionay price is static or floats
Valid Values 0 = Floating (default) 1 = Fixed |
|
|
DiscretionOffsetType |
Type of Discretion Offset value
Valid Values 0 = Price (default) 1 = Basis Points 2 = Ticks 3 = Price Tier / Level |
|
|
DiscretionOffsetValue |
Amount (signed) added to the related to price specified via DiscretionInst
(388), in the context of DiscretionOffsetType (842)
(Prior to FIX 4.4 this field was of type PriceOffset) |
|
|
DiscretionPrice |
The current discretionary price of the order
|
|
|
DiscretionRoundDirection |
If the calculated discretionary price is not a valid tick price, specifies
whether to round the price to be more or less aggressive
Valid Values 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 2 = More passive on a buy order round down to nearest tick on a sell order round up to nearest tick |
|
|
DiscretionScope |
The scope of the discretion
Valid values: 1 = Local (Exchange, ECN, ATS) 2 = National 3 = Global 4 = National excluding local |
|
|
DisplaySize |
Display size of order.
|
|
|
DistribPaymentMethod |
A code identifying the payment method for a (fractional) distribution.
1 = CREST 2 = NSCC 3 = Euroclear 4 = Clearstream 5 = Cheque 6 = Telegraphic Transfer 7 = FedWire 8 = Direct Credit (BECS, BACS) 9 = ACH Credit 10 = BPAY 11 = High Value Clearing System (HVACS) 12 = Reinvest in fund 13 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties |
|
|
DistribPercentage |
The amount of each distribution to go to this
beneficiary, expressed as a percentage
|
|
|
DividendType | |
|
|
DlvyInst |
Free format text field to indicate delivery instructions
No longer used. Included here for reference to prior versions. |
|
|
DlvyInstType |
Used to indicate whether a delivery instruction
is used for securities or cash settlement.
Valid values: S = securities C = cash |
|
|
DueToRelated |
Indicates whether or not the halt was due to the Related Security being halted.
Valid values: Y = Halt was due to related security being halted N = Halt was not related to a halt of the related security |
|
|
EFPTrackingError |
Eg Used in EFP trades 12% (EFP Exchange for
Physical ). Represented as a percentage.
|
|
|
EarningsPerShare | |
|
|
EffectiveTime |
Time the details within the message should take effect (always expressed
in UTC (Universal Time Coordinated, also known as GMT)
|
|
|
EmailThreadID |
Unique identifier for an email thread (new and chain of replies)
|
|
|
EmailType |
Email message type.
Valid values: 0 = New 1 = Reply 2 = Admin Reply |
|
|
EncodedAllocText |
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.
|
|
|
EncodedAllocTextLen |
Byte length of encoded (non-ASCII characters) EncodedAllocText (361) field.
|
|
|
EncodedHeadline |
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.
|
|
|
EncodedHeadlineLen |
Byte length of encoded (non-ASCII characters) EncodedHeadline (359) field.
|
|
|
EncodedIssuer |
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.
|
|
|
EncodedIssuerLen |
Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field.
|
|
|
EncodedLegIssuer |
Multileg instrument's individual securitys EncodedIssuer.
See EncodedIssuer (349) field for description |
|
|
EncodedLegIssuerLen |
Multileg instrument's individual securitys EncodedIssuerLen.
See EncodedIssuerLen (348) field for description |
|
|
EncodedLegSecurityDesc |
Multileg instrument's individual securitys EncodedSecurityDesc.
See EncodedSecurityDesc (351) field for description |
|
|
EncodedLegSecurityDescLen |
Multileg instrument's individual securitys EncodedSecurityDescLen.
See EncodedSecurityDescLen (350) field for description |
|
|
EncodedListExecInst |
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.
|
|
|
EncodedListExecInstLen |
Byte length of encoded (non-ASCII characters) EncodedListExecInst (353) field.
|
|
|
EncodedListStatusText |
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.
|
|
|
EncodedListStatusTextLen |
Byte length of encoded (non-ASCII characters) EncodedListStatusText (446) field.
|
|
|
EncodedSecurityDesc |
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.
|
|
|
EncodedSecurityDescLen |
Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (351) field.
|
|
|
EncodedSubject |
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.
|
|
|
EncodedSubjectLen |
Byte length of encoded (non-ASCII characters) EncodedSubject (357) field.
|
|
|
EncodedText |
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.
|
|
|
EncodedTextLen |
Byte length of encoded (non-ASCII characters) EncodedText (355) field.
|
|
|
EncodedUnderlyingIssuer |
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.
|
|
|
EncodedUnderlyingIssuerLen |
Byte length of encoded (non-ASCII characters)
EncodedUnderlyingIssuer (363) field.
|
|
|
EncodedUnderlyingSecurityDesc |
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.
|
|
|
EncodedUnderlyingSecurityDescLen |
Byte length of encoded (non-ASCII characters)
EncodedUnderlyingSecurityDesc (365) field.
|
|
|
EncryptMethod |
Method of encryption.
Valid values: 0 = None / other 1 = PKCS (proprietary) 2 = DES (ECB mode) 3 = PKCS/DES (proprietary) 4 = PGP/DES (defunct) 5 = PGP/DES-MD5 (see app note on FIX web site) 6 = PEM/DES-MD5 (see app note on FIX web site) |
|
|
EndAccruedInterestAmt |
Accrued Interest Amount applicable to a financing transaction on the End Date.
|
|
|
EndCash |
Ending dirty cash consideration of a financing deal.
i.e. reimbursed to the buyer on the End Date.
|
|
|
EndDate |
End date of a financing deal, i.e. the date the seller reimburses
the buyer and takes back control of the collateral
|
|
|
EndSeqNo |
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).
|
|
|
EventDate |
Date of event
|
|
|
EventPx |
Predetermined price of issue at event, if applicable
|
|
|
EventText |
Comments related to the event.
|
|
|
EventType |
Code to represent the type of event
Valid values: 1 = Put 2 = Call 3 = Tender 4 = Sinking Fund Call 99 = Other |
|
|
ExDate |
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).
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) |
|
|
ExDestination |
Execution destination as defined by institution when order is entered.
Valid values: See "Appendix 6-C" |
|
|
ExchangeForPhysical |
Indicates whether or not to exchange for phsyical.
Valid values: Y = True N = False |
|
|
ExchangeRule |
Used to report any exchange rules that apply to this trade.
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. |
|
|
ExecBroker |
No longer used as of FIX 4.3. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" *** Identifies executing / give-up broker. Standard NASD market-maker mnemonic is preferred. |
|
|
ExecID |
Unique identifier of execution message as assigned by sell-side (broker, exchange,
ECN) (will be 0 (zero) for ExecType (150) =I (Order Status)).
Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. (Prior to FIX 4.1 this field was of type int) |
|
|
ExecInst |
Instructions for order handling on exchange trading floor. If
more than one instruction is applicable to an order, this field
can contain multiple instructions separated by space.
Valid values: 1 = Not held 2 = Work 3 = Go along 4 = Over the day 5 = Held 6 = Participate don't initiate 7 = Strict scale 8 = Try to scale 9 = Stay on bidside 0 = Stay on offerside A = No cross (cross is forbidden) B = OK to cross C = Call first D = Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage) E = Do not increase - DNI F = Do not reduce - DNR G = All or none - AON H = Reinstate on System Failure (mutually exclusive with Q) I = Institutions only J = Reinstate on Trading Halt (mutually exclusive with K) K = Cancel on Trading Halt (mutually exclusive with L) L = Last peg (last sale) M = Mid-price peg (midprice of inside quote) N = Non-negotiable O = Opening peg P = Market peg Q = Cancel on System Failure (mutually exclusive with H) R = Primary peg (primary market - buy at b id/sell at offer) S = Suspend T = Fixed Peg to Local best bid or offer at time of orderU = Customer Display Instruction (Rule11Ac1-1/4) V = Netting (for Forex) W = Peg to VWAP X = Trade Along Y = Try to Stop Z = Cancel if Not Best a = Trailing Stop Peg b = Strict Limit (No Price Improvement) c = Ignore Price Validity Checks d = Peg to Limit Price e = Work to Target Strategy *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume 1: "Glossary" for value definitions) |
|
|
ExecPriceAdjustment |
For CIV the amount or percentage by which the fund unit/share
price was adjusted, as indicated by ExecPriceType (484)
|
|
|
ExecPriceType |
For CIV - Identifies how the execution price LastPx (31) was calculated from
the fund unit/share price(s) calculated at the fund valuation point.
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 |
|
|
ExecRefID |
Reference identifier used with Trade Cancel and Trade Correct execution types.
(Prior to FIX 4.1 this field was of type int) |
|
|
ExecRestatementReason |
Code to identify reason for an ExecutionRpt message sent with ExecType=Restated
or used when communicating an unsolicited cancel.
Valid values: 0 = GT Corporate action 1 = GT renewal / restatement (no corporate action) 2 = Verbal change 3 = Repricing of order 4 = Broker option 5 = Partial decline of OrderQty (e.g. exchange-initiated partial cancel) 6 = Cancel on Trading Halt 7 = Cancel on System Failure 8 = Market (Exchange) Option 9 = Canceled, Not Best 10 = Warehouse recap 99 = Other |
|
|
ExecTransType |
No longer used as of FIX 4.3. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" *** Identifies transaction type Valid values: 0 = New 1 = Cancel 2 = Correct 3 = Status |
|
|
ExecType |
Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus (39)
will always identify the current order status (i.e. Partially Filled)
Valid values: 0 = New 1 = Partial fill (Replaced) 2 = Fill (Replaced) 3 = Done for day 4 = Canceled 5 = Replace 6 = Pending Cancel (e.g. result of Order Cancel Request) 7 = Stopped 8 = Rejected 9 = Suspended A = Pending New B = Calculated C = Expired D = Restated (ExecutionRpt sent unsolicited by sellside, with ExecRestatementReason (378) set) E = Pending Replace (e.g. result of Order Cancel/Replace Request) F = Trade (partial fill or fill) G = Trade Correct (formerly an ExecTransType (20)) H = Trade Cancel (formerly an ExecTransType) I = Order Status (formerly an ExecTransType) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** |
|
|
ExecValuationPoint |
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.
|
|
|
ExerciseMethod |
Exercise Method used to in performing assignment.
Valid values: A = Automatic M = Manual |
|
|
ExpirationCycle |
Part of trading cycle when an instrument expires.
Field is applicable for derivatives.
Valid values: 0 = Expire on trading session close (default) 1 = Expire on trading session open |
|
|
ExpireDate |
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 markets business practices
|
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|
ExpireSecondsOrMilliseconds | |
|
|
ExpireTime |
Time/Date of order expiration (always expressed in UTC
(Universal Time Coordinated, also known as GMT)
The meaning of expiration is specific to the context where the field is used. For orders, this is the expiration time of a Good Til Date TimeInForce. For Quotes - this is the expiration of the quote. Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process. For collateral requests, this is the time by which collateral must be assigned. For collateral assignments, this is the time by which a response to the assignment is expected. |
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FFT2 | |
|
|
FFT3 | |
|
|
FaGroup | |
|
|
FaMethod | |
|
|
FaPercentage | |
|
|
FaProfile | |
|
|
Factor |
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.
Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value (Note tag # was reserved in FIX 4.1, added in FIX 4.3) |
|
|
FairValue |
Used in EFP trades
|
|
|
FillOnBarMode | |
|
|
FinancialStatus |
Identifies a firms financial status.
Valid values: 1 = Bankrupt 2 = Pending delisting |
|
|
ForceMarketOrder | |
|
|
ForexReq |
Indicates request for forex accommodation trade
to be executed along with security transaction.
Valid values: Y = Execute Forex after security trade N = Do not execute Forex after security trade |
|
|
FundRenewWaiv |
A one character code identifying whether the Fund
based renewal commission is to be waived.
Valid values are: Y = Yes N = No |
|
|
GTBookingInst |
Code to identify whether to book out executions on a part-filled
GT order on the day of execution or to accumulate.
Valid values: 0 = book out all trades on day of execution 1 = accumulate executions until order is filled or expires 2 = accumulate until verbally notified otherwise |
|
|
GapFillFlag |
Indicates that the Sequence Reset message is replacing administrative
or application messages which will not be resent.
Valid values: Y = Gap Fill message, MsgSeqNum field valid N = Sequence Reset, ignore MsgSeqNum |
|
|
GrossAmount | |
|
|
GrossTradeAmt |
Total amount traded (e.g. CumQty (14) * AvgPx
(6)) expressed in units of currency.
|
|
|
HaltReason |
Denotes the reason for the Opening Delay or Trading Halt.
Valid values: I = Order Imbalance X = Equipment Changeover P = News Pending D = News Dissemination E = Order Influx M = Additional Information |
|
|
HandlInst |
Instructions for order handling on Broker trading floor
Valid values: 1 = Automated execution order, private, no Broker intervention 2 = Automated execution order, public, Broker intervention OK 3 = Manual order, best execution |
|
|
Headline |
The headline of a News message
|
|
|
HeartBtInt |
Heartbeat interval (seconds)
|
|
|
Hidden |
Check to create a hidden order.
|
|
|
HighPx |
Represents an indication of the high end of the price
range for a security prior to the open or reopen
|
|
|
HopCompID |
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.
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. |
|
|
HopRefID |
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.
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. |
|
|
HopSendingTime |
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.
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. |
|
|
IBadaptivePriority | The 'Priority' selector determines the time taken to scan for better execution prices. The 'Urgent' setting scans only briefly, while the 'Patient' scan works more slowly and has a higher chance of achieving a better overall fill for your order. Urgent > Normal > Patient |
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|
IBalgoParams | |
|
|
IBalgoStrategy |
AlgoStrategy header field.
Example values: "Vwap" |
|
|
IBallowPastEndTime |
Allow trading past end time.
Example values: 1 (true) or 0 (false) |
|
|
IBendTime |
Algorithm ending time.
Example values: hh:mm:ss TMZ or YYYYMMDD-hh:mm:ss TMZ |
|
|
IBforceCompletion | Attempt completion by the end of the day 1 (true) or 0 (false) |
|
|
IBmaxPctVol |
Maximum percentage of average daily volume.
Example values: 0.1 (10%) - 0.5 (50%) |
|
|
IBmonetaryValue | Cash Quantity |
|
|
IBnoTakeLiq |
Attempt to never take liquidity.
Example values: 1 (true) or 0 (false) |
|
|
IBriskAversion | Urgency/risk aversion Get Done, Aggressive, Neutral, Passive |
|
|
IBroute |
Alternative exchange.
|
|
|
IBspeedUp | Compensate for the decreased fill rate due to presence of limit price 1 (true) or 0 (false) |
|
|
IBstartTime |
Algorithm starting time
Example values: hh:mm:ss TMZ or YYYYMMDD-hh:mm:ss TMZ |
|
|
IBtransmit | An order can be sent to TWS but not transmitted to the IB server by setting the Transmit flag in the order class to False. |
|
|
IOIID |
Unique identifier of IOI message.
(Prior to FIX 4.1 this field was of type int) |
|
|
IOINaturalFlag |
Indicates that IOI is the result of an existing agency order
or a facilitation position resulting from an agency order, not
from principal trading or order solicitation activity.
Valid values: Y = Natural N = Not natural |
|
|
IOIOthSvc |
No longer used as of FIX 4.2. Included here for reference to prior versions.
|
|
|
IOIQltyInd |
Relative quality of indication
Valid values: L = Low M = Medium H = High |
|
|
IOIQty |
Quantity (e.g. number of shares) in numeric form or relative size.
Valid values: 0 - 1000000000 S = Small M = Medium L = Large |
|
|
IOIQualifier |
Code to qualify IOI use.
Valid values: A = All or none B = Market On Close (MOC) (held to close) C = At the close (around/not held to close) D = VWAP (Volume Weighted Avg Price) I = In touch with L = Limit M = More behind O = At the open P = Taking a position Q = At the Market (previously called Current Quote) R = Ready to trade S = Portfolio shown T = Through the day V = Versus W = Indication - Working away X = Crossing opportunity Y = At the Midpoint Z = Pre-open (see Volume 1: "Glossary" for value definitions) |
|
|
IOIRefID |
Reference identifier used with CANCEL and REPLACE, transaction types.
(Prior to FIX 4.1 this field was of type int) |
|
|
IOITransType |
Identifies IOI message transaction type
Valid values: N = New C = Cancel R = Replace |
|
|
InViewOfCommon |
Indicates whether or not the halt was due to Common Stock trading being halted.
Valid values: Y = Halt was due to common stock being halted N = Halt was not related to a halt of the common stock |
|
|
IncTaxInd |
Code to represent whether value is net (inclusive of tax) or gross.
Valid values: 1 = Net 2 = Gross |
|
|
IndividualAllocID |
Unique identifier for a specific NoAllocs (78) repeating
group instance (e.g. for an AllocAccount).
|
|
|
IndividualAllocRejCode |
Identified reason for rejecting an individual AllocAccount (79) detail.
Same values as AllocRejCode (88) |
|
|
IndustryCode | |
|
|
IndustryGroup | |
|
|
IndustrySector | |
|
|
IndustrySubGroup | |
|
|
InstrAttribType |
Code to represent the type of instrument attribute
Valid values: 1 = Flat (securities pay interest on a current basis but are traded without interest) 2 = Zero coupon 3 = Interest bearing (for Euro commercial paper when not issued at discount) 4 = No periodic payments 5 = Variable rate 6 = Less fee for put 7 = Stepped coupon 8 = Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field 9 = When [and if] issued 10 = Original issue discount 11 = Callable, puttable 12 = Escrowed to Maturity 13 = Escrowed to redemption date callable. Supply redemption date in the InstrAttribValue (872) field 14 = Prerefunded 15 = In default 16 = Unrated 17 = Taxable 18 = Indexed 19 = Subject to Alternative Minimum Tax 20 = Original issue discount price. Supply price in the InstrAttribValue (872) field 21 = Callable below maturity value 22 = Callable without notice by mail to holder unless registered 99 = Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field |
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|
InstrAttribValue |
Attribute value appropriate to the InstrAttribType (871) field.
|
|
|
InstrRegistry |
The location at which records of ownership are maintained for this
instrument, and at which ownership changes must be recorded.
Valid values: BIC (Bank Identification CodeSwift managed) = the depository or custodian who maintains ownership Records ISO Country Code = country in which registry is kept "ZZ" = physical or bearer |
|
|
InterestAccrualDate |
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
|
|
|
InterestAtMaturity |
Amount of interest (i.e. lump-sum) at maturity.
|
|
|
InterestPaymentPerShare | |
|
|
InvestorCountryOfResidence |
The ISO 3166 Country code (2 character) identifying which country
the beneficial investor is resident for tax purposes.
|
|
|
IssueDate |
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")
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) |
|
|
Issuer |
Name of security issuer (e.g. International Business Machines, GNMA).
see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" |
|
|
LastCapacity |
Broker capacity in order execution
Valid values: 1 = Agent 2 = Cross as agent 3 = Cross as principal 4 = Principal |
|
|
LastForwardPoints |
F/X forward points added to LastSpotRate (194). May be a negative value.
|
|
|
LastForwardPoints2 |
F/X forward points of the future part of a F/X swap order
added to LastSpotRate (194). May be a negative value.
|
|
|
LastFragment |
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
Valid values: Y = Last message N = Not last message |
|
|
LastLiquidityInd |
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.
Valid values: 1 = Added Liquidity 2 = Removed Liquidity 3 = Liquidity Routed Out |
|
|
LastMkt |
Market of execution for last fill, or an indication
of the market where an order was routed
Valid values: See "Appendix 6-C" |
|
|
LastMsgSeqNumProcessed |
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.
|
|
|
LastNetworkResponseID |
Identifier of the previous Network Response message sent
to a counterparty, used to allow incremental updates.
|
|
|
LastParPx |
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.
Usage: Execution Report and Allocation Report repeating executions block (from sellside). |
|
|
LastPx |
Price of this (last) fill.
|
|
|
LastQty |
Quantity (e.g. shares) bought/sold on this (last) fill.
(Prior to FIX 4.2 this field was of type int) |
|
|
LastRptRequested |
Indicates whether this message is that last report message in
response to a request, such as Order Mass Status Request.
Y = Last message N = Not last message |
|
|
LastSpotRate |
F/X spot rate.
|
|
|
LastUpdateTime |
Timestamp of last update to data item (or creation
if no updates made since creation).
|
|
|
LeavesQty |
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).
(Prior to FIX 4.2 this field was of type int) |
|
|
LegAllocAccount |
Allocation Account for the leg
See AllocAccount (79) for description and valid values. |
|
|
LegAllocAcctIDSource |
The source of the LegAllocAccount (671)
See AllocAcctIDSource (661) for description and valid values. |
|
|
LegAllocQty |
Leg allocation quantity.
See AllocQty (80) for description and valid values. |
|
|
LegBenchmarkCurveCurrency |
LegBenchmarkPrice (679) currency
See BenchmarkCurveCurrency (220) for description and valid values. |
|
|
LegBenchmarkCurveName |
Name of the Leg Benchmark Curve.
See BenchmarkCurveName (221) for description and valid values. |
|
|
LegBenchmarkCurvePoint |
Identifies the point on the Leg Benchmark Curve.
See BenchmarkCurvePoint (222) for description and valid values. |
|
|
LegBenchmarkPrice |
Used to identify the price of the benchmark security.
See BenchmarkPrice (662) for description and valid values. |
|
|
LegBenchmarkPriceType |
The price type of the LegBenchmarkPrice.
See BenchmarkPriceType (663) for description and valid values. |
|
|
LegBidPx |
Bid price of this leg.
See BidPx (132) for description and valid values. |
|
|
LegCFICode |
Multileg instrument's individual securitys CFICode.
See CFICode (461) field for description |
|
|
LegContractMultiplier |
Multileg instrument's individual securitys ContractMultiplier.
See ContractMultiplier (231) field for description |
|
|
LegContractSettlMonth |
Specifies when the contract (i.e. MBS/TBA) will settle.
|
|
|
LegCountryOfIssue |
Multileg instrument's individual leg securitys CountryOfIssue.
See CountryOfIssue (470) field for description |
|
|
LegCouponPaymentDate |
Multileg instrument's individual leg securitys CouponPaymentDate.
See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) |
|
|
LegCouponRate |
Multileg instrument's individual securitys CouponRate.
See CouponRate (223) field for description |
|
|
LegCoveredOrUncovered |
CoveredOrUncovered for leg of a multileg
See CoveredOrUncovered (203) field for description |
|
|
LegCreditRating |
Multileg instrument's individual leg securitys CreditRating.
See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) |
|
|
LegCurrency |
Currency associated with a particular Leg's quantity
|
|
|
LegDatedDate |
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
|
|
|
LegFactor |
Multileg instrument's individual leg securitys Factor.
See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) |
|
|
LegIOIQty |
Leg-specific IOI quantity.
See IOIQty (27) for description and valid values |
|
|
LegIndividualAllocID |
Reference for the individual allocation ticket
See IndividualAllocID (467) for description and valid values. |
|
|
LegInstrRegistry |
Multileg instrument's individual leg securitys InstrRegistry.
See InstrRegistry (543) field for description |
|
|
LegInterestAccrualDate |
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
|
|
|
LegIssueDate |
Multileg instrument's individual leg securitys IssueDate.
See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) |
|
|
LegIssuer |
Multileg instrument's individual securitys Issuer.
See Issuer (106) field for description |
|
|
LegLastPx |
Execution price assigned to a leg of a multileg instrument.
See LastPx (31) field for description and values |
|
|
LegLocaleOfIssue |
Multileg instrument's individual leg securitys LocaleOfIssue.
See LocaleOfIssue (472) field for description |
|
|
LegMaturityDate |
Multileg instrument's individual securitys MaturityDate.
See MaturityDate (541) field for description |
|
|
LegMaturityMonthYear |
Multileg instrument's individual securitys MaturityMonthYear.
See MaturityMonthYear (200) field for description |
|
|
LegOfferPx |
Offer price of this leg.
See OfferPx (133) for description and valid values |
|
|
LegOptAttribute |
Multileg instrument's individual securitys OptAttribute.
See OptAttribute (206) field for description |
|
|
LegOrderQty |
Quantity ordered of this leg.
See OrderQty (38) for description and valid values |
|
|
LegPool |
For Fixed Income, identifies MBS / ABS pool for
a specific leg of a multi-leg instrument.
See Pool (691) for description and valid values. |
|
|
LegPositionEffect |
PositionEffect for leg of a multileg
See PositionEffect (77) field for description |
|
|
LegPrice |
Price for leg of a multileg
See Price (44) field for description |
|
|
LegPriceType |
The price type of the LegBidPx (681) and/or LegOfferPx (684).
See PriceType (423) for description and valid values |
|
|
LegProduct |
Multileg instrument's individual securitys Product.
See Product (460) field for description |
|
|
LegQty |
Quantity of this leg, e.g. in Quote dialog.
See Quantity (53) for description and valid values |
|
|
LegRatioQty |
The ratio of quantity for this individual leg
relative to the entire multileg security.
|
|
|
LegRedemptionDate |
*** DEPRECATED FIELD - See "Deprecated (Phased-out)
Features and Supported Approach" ***
Multileg instrument's individual leg securitys RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) |
|
|
LegRefID |
Unique indicator for a specific leg.
|
|
|
LegRepoCollateralSecurityType |
*** DEPRECATED FIELD - See "Deprecated (Phased-out)
Features and Supported Approach" ***
Multileg instrument's individual leg securitys RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) |
|
|
LegRepurchaseRate |
*** DEPRECATED FIELD - See "Deprecated (Phased-out)
Features and Supported Approach" ***
Multileg instrument's individual leg securitys RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) |
|
|
LegRepurchaseTerm |
*** DEPRECATED FIELD - See "Deprecated (Phased-out)
Features and Supported Approach" ***
Multileg instrument's individual leg securitys RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) |
|
|
LegSecurityAltID |
Multileg instrument's individual securitys SecurityAltID.
See SecurityAltID (455) field for description |
|
|
LegSecurityAltIDSource |
Multileg instrument's individual securitys SecurityAltIDSource.
See SecurityAltIDSource (456) field for description |
|
|
LegSecurityDesc |
Multileg instrument's individual securitys SecurityDesc.
See SecurityDesc (107) field for description |
|
|
LegSecurityExchange |
Multileg instrument's individual securitys SecurityExchange.
See SecurityExchange (207) field for description |
|
|
LegSecurityID |
Multileg instrument's individual securitys SecurityID.
See SecurityID (48) field for description |
|
|
LegSecurityIDSource |
Multileg instrument's individual securitys SecurityIDSource.
See SecurityIDSource (22) field for description |
|
|
LegSecuritySubType |
SecuritySubType of the leg instrument.
See SecuritySubType (762) field for description |
|
|
LegSecurityType |
Multileg instrument's individual securitys SecurityType.
See SecurityType (167) field for description |
|
|
LegSettlCurrency |
Identifies settlement currency for the Leg.
See SettlCurrency (120) for description and valid values |
|
|
LegSettlDate |
Refer to description for SettlDate[64]
|
|
|
LegSettlType |
Refer to values for SettlType[63]
|
|
|
LegSide |
The side of this individual leg (multileg security).
See Side (54) field for description and values |
|
|
LegStateOrProvinceOfIssue |
Multileg instrument's individual leg securitys StateOrProvinceOfIssue.
See StateOrProvinceOfIssue (471) field for description |
|
|
LegStipulationType |
For Fixed Income, type of Stipulation for this leg.
See StipulationType (233) for description and valid values |
|
|
LegStipulationValue |
For Fixed Income, value of stipulation.
See StipulationValue (234) for description and valid values |
|
|
LegStrikeCurrency |
Currency in which the strike price of a instrument
leg of a multileg instrument is denominated
|
|
|
LegStrikePrice |
Multileg instrument's individual securitys StrikePrice.
See StrikePrice (202) field for description |
|
|
LegSwapType |
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.
Valid values: 1 = Par For Par 2 = Modified Duration 4 = Risk 5 = Proceeds |
|
|
LegSymbol |
Multileg instrument's individual securitys Symbol.
See Symbol (55) field for description |
|
|
LegSymbolSfx |
Multileg instrument's individual securitys SymbolSfx.
See SymbolSfx (65) field for description |
|
|
LegalConfirm |
Indicates that this message is to serve as the final and legal confirmation.
Valid values: Y = Legal confirm N = Does not constitute a legal confirm |
|
|
LiquidityIndType |
Code to identify the type of liquidity indicator.
Valid values: 1 = 5day moving average 2 = 20 day moving average 3 = Normal Market Size 4 = Other |
|
|
LiquidityNumSecurities |
Number of Securites between LiquidityPctLow (402)
and LiquidityPctHigh (403) in Currency.
|
|
|
LiquidityPctHigh |
Upper liquidity indicator if TotalNumSecurities
(393) > 1. Represented as a percentage.
|
|
|
LiquidityPctLow |
Liquidity indicator or lower limit if TotalNumSecurities
(393) > 1. Represented as a percentage.
|
|
|
LiquidityValue |
Value between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency
|
|
|
ListExecInst |
Free format text message containing list handling and execution instructions.
|
|
|
ListExecInstType |
Identifies the type of ListExecInst (69).
Valid values: 1 = Immediate 2 = Wait for Execute Instruction (e.g. a List Execute message or phone call before proceeding with execution of the list) 3 = Exchange/switch CIV order Sell driven 4 = Exchange/switch CIV order Buy driven, cash top-up (i.e. additional cash will be provided to fulfil the order) 5 = Exchange/switch CIV order Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfil the order) |
|
|
ListID |
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.
|
|
|
ListName |
Descriptive name for list order.
|
|
|
ListOrderStatus |
Code to represent the status of a list order.
Valid values: 1 = InBiddingProcess 2 = ReceivedForExecution 3 = Executing 4 = Canceling 5 = Alert 6 = All Done 7 = Reject |
|
|
ListSeqNo |
Sequence of individual order within list (i.e. ListSeqNo
of TotNoOrders (68), 2 of 25, 3 of 25, . . . )
|
|
|
ListStatusText |
Free format text string related to List Status.
|
|
|
ListStatusType |
Code to represent the status type.
Valid values: 1 = Ack 2 = Response 3 = Timed 4 = ExecStarted 5 = AllDone 6 = Alert |
|
|
LocaleOfIssue |
Identifies the locale. For Municipal Security Issuers
other than state or province. Refer to
http://www.atmos.albany.edu/cgi/stagrep-cgi Reference the IATA city codes for values. Note IATA (International Air Transport Association) maintains the codes at www.iata.org. |
|
|
LocateReqd |
Indicates whether the broker is to locate the
stock in conjunction with a short sell order.
Valid values: Y = Indicates the broker is responsible for locating the stock N = Indicates the broker is not required to locate |
|
|
LocationID |
Identification of a Market Makers location
|
|
|
LongQty |
Long Quantity
|
|
|
LowPx |
Represents an indication of the low end of the price
range for a security prior to the open or reopen
|
|
|
MDEntryBuyer |
Buying party in a trade
|
|
|
MDEntryDate |
Date of Market Data Entry.
(prior to FIX 4.4 field was of type UTCDate) |
|
|
MDEntryID |
Unique Market Data Entry identifier.
|
|
|
MDEntryOriginator |
Originator of a Market Data Entry
|
|
|
MDEntryPositionNo |
Display position of a bid or offer, numbered from most competitive
to least competitive, per market side, beginning with 1.
|
|
|
MDEntryPx |
Price of the Market Data Entry.
|
|
|
MDEntryRefID |
Refers to a previous MDEntryID (278).
|
|
|
MDEntrySeller |
Selling party in a trade
|
|
|
MDEntrySize |
Quantity or volume represented by the Market Data Entry.
|
|
|
MDEntryTime |
Time of Market Data Entry.
|
|
|
MDEntryType |
Type Market Data entry.
Valid values: 0 = Bid 1 = Offer 2 = Trade 3 = Index Value 4 = Opening Price 5 = Closing Price 6 = Settlement Price 7 = Trading Session High Price 8 = Trading Session Low Price 9 = Trading Session VWAP Price A = Imbalance B = Trade Volume C = Open Interest |
|
|
MDImplicitDelete |
Defines how a server handles distribution of a
truncated book. Defaults to broker option.
Valid values: Y = Client has responsibility for implicitly deleting bids or offers falling outside the MarketDepth of the request. N = Server must send an explicit delete for bids or offers falling outside the requested MarketDepth of the request. |
|
|
MDMkt |
Market posting quote / trade.
Valid values: See "Appendix 6-C" |
|
|
MDPriceLevel | |
|
|
MDReqID |
Unique identifier for Market Data Request
|
|
|
MDReqRejReason |
Reason for the rejection of a Market Data request.
Valid values: 0 = Unknown symbol 1 = Duplicate MDReqID 2 = Insufficient Bandwidth 3 = Insufficient Permissions 4 = Unsupported SubscriptionRequestType 5 = Unsupported MarketDepth 6 = Unsupported MDUpdateType 7 = Unsupported AggregatedBook 8 = Unsupported MDEntryType 9 = Unsupported TradingSessionID A = Unsupported Scope B = Unsupported OpenCloseSettleFlag C = Unsupported MDImplicitDelete |
|
|
MDUpdateAction |
Type of Market Data update action.
Valid values: 0 = New 1 = Change 2 = Delete |
|
|
MDUpdateType |
Specifies the type of Market Data update.
Valid values: 0 = Full Refresh 1 = Incremental Refresh |
|
|
MS_FIXSpecVersionNo | |
|
|
MS_LowerPercentVolume | |
|
|
MS_MaxPercentVolume | |
|
|
MS_NearSideOnly | |
|
|
MS_PriceScaling | |
|
|
MS_ReactPrice | |
|
|
MS_ReactPriceType | |
|
|
MS_RefMarket | |
|
|
MS_ScalingPrice | |
|
|
MS_ScalingReference | |
|
|
MS_Strategy | |
|
|
MS_TrailingStop | |
|
|
MS_TriggerPrice | |
|
|
MS_UpperPercentVolume | |
|
|
MS_Urgency | |
|
|
MailingDtls |
Set of Correspondence address details, possibly including phone, fax, etc.
|
|
|
MailingInst |
Free format text to specify mailing instruction
requirements, e.g. "no third party mailings".
|
|
|
ManualOrderIndicator | |
|
|
Margin | |
|
|
MarginExcess |
Excess margin amount (deficit if value is negative)
|
|
|
MarginRatio |
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%.
|
|
|
MarketDepth |
Depth of market for Book Snapshot
Valid values: 0 = Full Book 1 = Top of Book N = Report best N price tiers of data |
|
|
MarketID | |
|
|
MassCancelRejectReason |
Reason Order Mass Cancel Request was rejected
Valid valuess: 0 = Mass Cancel Not Supported 1 = Invalid or unknown Security 2 = Invalid or unknown underlying 3 = Invalid or unknown Product 4 = Invalid or unknown CFICode 5 = Invalid or unknown Security Type 6 = Invalid or unknown trading session 99 = Other |
|
|
MassCancelRequestType |
Specifies scope of Order Mass Cancel Request.
Valid values: 1 = Cancel orders for a security 2 = Cancel orders for an Underlying security 3 = Cancel orders for a Product 4 = Cancel orders for a CFICode 5 = Cancel orders for a SecurityType 6 = Cancel orders for a trading session 7 = Cancel all orders |
|
|
MassCancelResponse |
Specifies the action taken by counterparty order handling
system as a result of the Order Mass Cancel Request
Valid values: 0 = Cancel Request Rejected -- See MassCancelRejectReason (532) 1 = Cancel orders for a security 2 = Cancel orders for an Underlying security 3 = Cancel orders for a Product 4 = Cancel orders for a CFICode 5 = Cancel orders for a SecurityType 6 = Cancel orders for a trading session 7 = Cancel all orders |
|
|
MassStatusReqID |
Value assigned by issuer of Mass Status Request to uniquely identify the request
|
|
|
MassStatusReqType |
Mass Status Request Type
Valid values: 1 = Status for orders for a security 2 = Status for orders for an Underlying security 3 = Status for orders for a Product 4 = Status for orders for a CFICode 5 = Status for orders for a SecurityType 6 = Status for orders for a trading session 7 = Status for all orders 8 = Status for orders for a PartyID |
|
|
MatchStatus |
The status of this trade with respect to matching or comparison.
Valid values: 0 = compared, matched or affirmed 1 = uncompared, unmatched, or unaffirmed 2 = advisory or alert |
|
|
MatchType |
The point in the matching process at which this trade was matched.
Valid values: For NYSE and AMEX: 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) A2 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges 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) A4 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus two badges A5 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus execution time (within two-minute window) AQ = Compared records resulting from stamped advisories or specialist accepts/pair-offs S1 to S5 = Summarized Match using A1 to A5 exact match criteria except quantity is summarized M1 = Exact Match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges and times M2 = Summarized Match minus badges and times MT = OCS Locked In For NASDAQ: M1 = ACT M1 Match M2 = ACT M2 Match M3 = ACT Accepted Trade M4 = ACT Default Trade M5 = ACT Default After M2 M6 = ACT M6 Match MT = Non-ACT |
|
|
MaturityDate |
Date of maturity.
|
|
|
MaturityDay |
No longer used as of FIX 4.3. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" *** Day of month used in conjunction with MaturityMonthYear to specify the maturity date for SecurityType=FUT or SecurityType=OPT. Valid values: 1-31 |
|
|
MaturityMonthYear |
Can be used with standardized derivatives vs. the MaturityDate (541) field.
Month and Year of the maturity (used for standardized futures and options).
Format: YYYYMM (i.e. 199903) YYYYMMDD (20030323) YYYYMMwN (200303w1) for week 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). |
|
|
MaturityNetMoney |
Net Money at maturity if Zero Coupon and maturity
value is different from par value
|
|
|
MaturityTime | |
|
|
MaxFloor |
Maximum quantity (e.g. number of shares) within an order
to be shown on the exchange floor at any given time.
(Prior to FIX 4.2 this field was of type int) |
|
|
MaxMessageSize |
Maximum number of bytes supported for a single message.
|
|
|
MaxShow |
Maximum quantity (e.g. number of shares) within an order
to be shown to other customers (i.e. sent via an IOI).
(Prior to FIX 4.2 this field was of type int) |
|
|
MessageEncoding |
Type of message encoding (non-ASCII (non-English)
characters) used in a messages Encoded fields.
Valid values: ISO-2022-JP (for using JIS) EUC-JP (for using EUC) Shift_JIS (for using SJIS) UTF-8 (for using Unicode) |
|
|
MidPx |
Mid price/rate
|
|
|
MidYield |
Mid yield
|
|
|
MinBidSize |
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
|
|
|
MinOfferSize |
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.
|
|
|
MinPriceIncrement | |
|
|
MinQty |
Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int) |
|
|
MinTradeVol |
The minimum trading volume for a security
|
|
|
MiscFeeAmt |
Miscellaneous fee value
|
|
|
MiscFeeBasis |
Defines the unit for a miscellaneous fee.
Value values: 0 = Absolute 1 = Per unit 2 = Percentage |
|
|
MiscFeeCurr |
Currency of miscellaneous fee
|
|
|
MiscFeeType |
Indicates type of miscellaneous fee.
Valid values: 1 = Regulatory (e.g. SEC) 2 = Tax 3 = Local Commission 4 = Exchange Fees 5 = Stamp 6 = Levy 7 = Other 8 = Markup 9 = Consumption Tax 10 = Per transaction 11 = Conversion 12 = Agent |
|
|
MktBidPx |
Used to indicate the best bid in a market
|
|
|
MktOfferPx |
Used to indicate the best offer in a market
|
|
|
MoneyLaunderingStatus |
A one character code identifying Money laundering status.
Valid values: Y = Passed N = Not checked 1 = Exempt Below The Limit 2 = Exempt Client Money Type Exemption 3 = Exempt Authorised Credit or Financial Institution. |
|
|
MsgDirection |
Specifies the direction of the messsage.
Valid values: S = Send R = Receive |
|
|
MsgSeqNum |
Integer message sequence number.
|
|
|
MsgType |
Defines message type. ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted)
Note: A "U" as the first character in the MsgType field (i.e. U1, U2, etc) indicates that the message format is privately defined between the sender and receiver. Valid values: *** Note the use of lower case letters *** 0 = Heartbeat 1 = Test Request 2 = Resend Request 3 = Reject 4 = Sequence Reset 5 = Logout 6 = Indication of Interest 7 = Advertisement 8 = Execution Report 9 = Order Cancel Reject A = Logon B = News C = Email D = Order Single E = Order List F = Order Cancel Request G= Order Cancel/Replace Request H= Order Status Request J = Allocation Instruction K = List Cancel Request L = List Execute M = List Status Request N = List Status P = Allocation Instruction Ack Q = Dont Know Trade (DK) R = Quote Request S = Quote T = Settlement Instructions V = Market Data Request W = Market Data-Snapshot/Full Refresh X = Market Data-Incremental Refresh Y = Market Data Request Reject Z = Quote Cancel a = Quote Status Request b = Mass Quote Acknowledgement c = Security Definition Request d = Security Definition e = Security Status Request f = Security Status g = Trading Session Status Request h = Trading Session Status i = Mass Quote j = Business Message Reject k = Bid Request l = Bid Response (lowercase L) m = List Strike Price n = XML message (e.g. non-FIX MsgType) o = Registration Instructions p = Registration Instructions Response q = Order Mass Cancel Request r = Order Mass Cancel Report s = New Order - Cross t = Cross Order Cancel/Replace Request (a.k.a. Cross Order Modification Request) u = Cross Order Cancel Request v = Security Type Request w = Security Types x = Security List Request y = Security List z = Derivative Security List Request AA = Derivative Security List AB = New Order - Multileg AC = Multileg Order Cancel/Replace (a.k.a. Multileg Order Modification Request) AD = Trade Capture Report Request AE = Trade Capture Report AF = Order Mass Status Request AG = Quote Request Reject AH = RFQ Request AI = Quote Status Report AJ = Quote Response AK = Confirmation AL = Position Maintenance Request AM = Position Maintenance Report AN = Request For Positions AO = Request For Positions Ack AP = Position Report AQ = Trade Capture Report Request Ack AR = Trade Capture Report Ack AS = Allocation Report (aka Allocation Claim) AT = Allocation Report Ack (aka Allocation Claim Ack) AU = Confirmation Ack (aka Affirmation) AV = Settlement Instruction Request AW = Assignment Report AX = Collateral Request AY = Collateral Assignment AZ = Collateral Response BA = Collateral Report BB = Collateral Inquiry BC = Network (Counterparty System) Status Request BD = Network (Counterparty System) Status Response BE = User Request BF = User Response BG = Collateral Inquiry Ack BH = Confirmation Request |
|
|
MultiLegReportingType |
Used to indicate what an Execution Report represents (e.g. used with
multi-leg securities, such as option strategies, spreads, etc.).
Valid Values: 1 = Single Security (default if not specified) 2 = Individual leg of a multi-leg security 3 = Multi-leg security |
|
|
MultiLegRptTypeReq |
Indicates the method of execution reporting requested by issuer of the order.
0 = Report by mulitleg security only (Do not report legs) 1 = Report by multileg security and by instrument legs belonging to the multileg security. 2 = Report by instrument legs belonging to the multileg security only (Do not report status of multileg security) |
|
|
Nested2PartyID |
PartyID value within a "second instance" Nested repeating group.
Same values as PartyID (448) |
|
|
Nested2PartyIDSource |
PartyIDSource value within a "second instance" Nested repeating group.
Same values as PartyIDSource (447) |
|
|
Nested2PartyRole |
PartyRole value within a "second instance" Nested repeating group.
Same values as PartyRole (452) |
|
|
Nested2PartySubID |
PartySubID value within a "second instance" Nested repeating group.
Same values as PartySubID (523) |
|
|
Nested2PartySubIDType |
Type of Nested2PartySubID (760) value. Second instance of <NestedParties>.
Same values as PartySubIDType (803) |
|
|
Nested3PartyID |
PartyID value within a "third instance" Nested repeating group.
Same values as PartyID (448) |
|
|
Nested3PartyIDSource |
PartyIDSource value within a "third instance" Nested repeating group.
Same values as PartyIDSource (447) |
|
|
Nested3PartyRole |
PartyRole value within a "third instance" Nested repeating group.
Same values as PartyRole (452) |
|
|
Nested3PartySubID |
PartySubID value within a "third instance" Nested repeating group.
Same values as PartySubID (523) |
|
|
Nested3PartySubIDType |
PartySubIDType value within a "third instance" Nested repeating group.
Same values as PartySubIDType (803) |
|
|
NestedPartyID |
PartyID value within a nested repeating group.
Same values as PartyID (448) |
|
|
NestedPartyIDSource |
PartyIDSource value within a nested repeating group.
Same values as PartyIDSource (447) |
|
|
NestedPartyRole |
PartyRole value within a nested repeating group.
Same values as PartyRole (452) |
|
|
NestedPartySubID |
PartySubID value within a nested repeating group.
Same values as PartySubID (523) |
|
|
NestedPartySubIDType |
Type of NestedPartySubID (545) value.
Same values as PartySubIDType (803) |
|
|
NetAmount | |
|
|
NetChgPrevDay |
Net change from previous days closing price vs. last traded price.
|
|
|
NetGrossInd |
Code to represent whether value is net (inclusive of tax) or gross.
Valid values: 1 = Net 2 = Gross |
|
|
NetMoney |
Total amount due as the result of the transaction (e.g. for Buy order
- principal + commission + fees) reported in currency of execution.
|
|
|
NetworkRequestID |
Unique identifier for a network resquest.
|
|
|
NetworkRequestType |
Indicates the type and level of details required
for a Network Status Request Message
Valid values: 1 = Snapshot 2 = Subscribe 4 = Stop subscribing 8 = Level of detail, then NoCompIDs becomes required Boolean logic applies EG If you want to subscribe for changes to certain ids then UserRequestType =10 (8+2), Snapshot for certain IDs = 9 (8+1) |
|
|
NetworkResponseID |
Unique identifier for a network response.
|
|
|
NetworkStatusResponseType |
Indicates the type of Network Response Message.
Valid values: 1 = Full 2 = Incremental update |
|
|
NewPassword |
New Password or passphrase
|
|
|
NewSeqNo |
New sequence number
|
|
|
NextExpectedMsgSeqNum |
Next expected MsgSeqNum value to be received.
|
|
|
NoAffectedOrders |
Number of affected orders in the repeating group of order ids.
|
|
|
NoAllocs |
Number of repeating AllocAccount (79)/AllocPrice (366) entries.
|
|
|
NoAltMDSource |
Number of alternative market data sources
|
|
|
NoBidComponents |
Indicates the number of list entries.
|
|
|
NoBidDescriptors |
Number of BidDescriptor (400) entries.
|
|
|
NoCapacities |
Number of repeating OrderCapacity entries.
|
|
|
NoClearingInstructions |
Number of clearing instructions
|
|
|
NoCollInquiryQualifier |
Number of CollInquiryQualifier entries in a repeating group.
|
|
|
NoCompIDs |
Number of CompID entries in a repeating group.
|
|
|
NoContAmts |
The number of Contract Amount details on an Execution Report message
|
|
|
NoContraBrokers |
The number of ContraBroker (375) entries.
|
|
|
NoDates |
Number of Date fields provided in date range
|
|
|
NoDistribInsts |
The number of Distribution Instructions on a Registration Instructions message
|
|
|
NoDlvyInst |
Number of delivery instruction fields in repeating group.
Note this field was removed in FIX 4.1 and reinstated in FIX 4.4. |
|
|
NoEvents |
Number of repeating EventType entries.
|
|
|
NoExecs |
No of execution repeating group entries to follow.
|
|
|
NoHops |
Number of HopCompID entries in repeating group.
|
|
|
NoIOIQualifiers |
Number of repeating groups of IOIQualifiers (104).
|
|
|
NoInstrAttrib |
Number of repeating InstrAttribType entries.
|
|
|
NoLegAllocs |
Number of Allocations for the leg
|
|
|
NoLegSecurityAltID |
Multileg instrument's individual securitys NoSecurityAltID.
See NoSecurityAltID (454) field for description |
|
|
NoLegStipulations |
Number of leg stipulation entries
|
|
|
NoLegs |
Number of InstrumentLeg repeating group instances.
|
|
|
NoLinesOfText |
Identifies number of lines of text body
|
|
|
NoMDEntries |
Number of entries in Market Data message.
|
|
|
NoMDEntryTypes |
Number of MDEntryType (269) fields requested.
|
|
|
NoMarketSegments | |
|
|
NoMiscFees |
Number of repeating groups of miscellaneous fees
|
|
|
NoMsgTypes |
Number of MsgTypes (35) in repeating group.
|
|
|
NoNested2PartyIDs |
Number of Nested2PartyID (757), Nested2PartyIDSource
(758), and Nested2PartyRole (759) entries
|
|
|
NoNested2PartySubIDs |
Number of Nested2PartySubID (760) and Nested2PartySubIDType
(807) entries. Second instance of <NestedParties>.
|
|
|
NoNested3PartyIDs |
Number of Nested3PartyID (949), Nested3PartyIDSource
(950), and Nested3PartyRole (951) entries
|
|
|
NoNested3PartySubIDs |
Number of Nested3PartySubIDs (953) entries
|
|
|
NoNestedPartyIDs |
Number of NestedPartyID (524), NestedPartyIDSource
(525), and NestedPartyRole (538) entries
|
|
|
NoNestedPartySubIDs |
Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries
|
|
|
NoOrders |
Indicates number of orders to be combined for average pricing and allocation.
|
|
|
NoPartyIDs |
Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries
|
|
|
NoPartySubIDs |
Number of PartySubID (523)and PartySubIDType (803) entries
|
|
|
NoPosAmt |
Number of position amount entries.
|
|
|
NoPositions |
Number of position entries.
|
|
|
NoQuoteEntries |
The number of quote entries for a QuoteSet.
|
|
|
NoQuoteQualifiers |
Number of repeating groups of QuoteQualifiers (695).
|
|
|
NoQuoteSets |
The number of sets of quotes in the message.
|
|
|
NoRegistDtls |
The number of registration details on a Registration Instructions message
|
|
|
NoRelatedSym |
Specifies the number of repeating symbols specified.
|
|
|
NoRoutingIDs |
Number of repeating groups of RoutingID (217) and RoutingType (216) values.
See Volume 3: "Pre-Trade Message Targeting/Routing" |
|
|
NoRpts |
Total number of reports within series.
|
|
|
NoSecurityAltID |
Number of SecurityAltID (455) entries.
|
|
|
NoSecurityTypes |
Number of Security Type repeating group instances.
|
|
|
NoSettlInst |
Number of settlement instructions within repeating group.
|
|
|
NoSettlPartyIDs |
Number of SettlPartyID (782), SettlPartyIDSource
(783), and SettlPartyRole (784) entries
|
|
|
NoSettlPartySubIDs |
Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries
|
|
|
NoSides |
Number of Side repeating group instances.
Valid values: 1 = one side 2 = both sides |
|
|
NoStipulations |
Number of stipulation entries
(Note tag # was reserved in FIX 4.1, added in FIX 4.3). |
|
|
NoStrikes |
Number of list strike price entries.
|
|
|
NoTrades |
Number of trades in repeating group.
|
|
|
NoTradingSessionRules | |
|
|
NoTradingSessions |
Number of TradingSessionIDs (336) in repeating group.
|
|
|
NoTrdRegTimestamps |
Number of TrdRegTimestamp (769) entries
|
|
|
NoUnderlyingSecurityAltID |
Number of UnderlyingSecurityAltID (458) entries.
|
|
|
NoUnderlyingStips |
Number of underlying stipulation entries
|
|
|
NoUnderlyings |
Number of underlying legs that make up the security.
|
|
|
NotifyBrokerOfCredit |
Indicates whether or not details should be communicated
to BrokerOfCredit (i.e. step-in broker).
Valid values: Y = Details should be communicated N = Details should not be communicated |
|
|
NumBidders |
Indicates the total number of bidders on the list
|
|
|
NumDaysInterest |
Number of Days of Interest for convertible bonds
and fixed income. Note value may be negative.
|
|
|
NumTickets |
Total number of tickets.
|
|
|
NumberOfOrders |
Number of orders in the market.
|
|
|
OCAGroup | |
|
|
OddLot |
This trade is to be treated as an odd lot
Values: Y = treat as odd lot N = treat as round lot If this field is not specified, the default will be "N" |
|
|
OfferForwardPoints |
Offer F/X forward points added to spot rate. May be a negative value.
|
|
|
OfferForwardPoints2 |
Offer F/X forward points of the future portion of a F/X
swap quote added to spot rate. May be a negative value.
|
|
|
OfferPx |
Offer price/rate
|
|
|
OfferSize |
Quantity of offer
(Prior to FIX 4.2 this field was of type int) |
|
|
OfferSpotRate |
Offer F/X spot rate.
|
|
|
OfferYield |
Offer yield
|
|
|
OnBehalfOfCompID |
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.
|
|
|
OnBehalfOfLocationID |
Assigned value used to identify specific message originators
location (i.e. geographic location and/or desk, trader)
if the message was delivered by a third party
|
|
|
OnBehalfOfSendingTime |
No longer used as of FIX.4.4. Included here for reference to prior versions.
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) |
|
|
OnBehalfOfSubID |
Assigned value used to identify specific message originator
(i.e. trader) if the message was delivered by a third party
|
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OpenClose |
'O' to open (or increase) a position;
'C' to close (or decrease) a position |
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OpenCloseSettlFlag |
Flag that identifies a market data entry.
Valid values: 0 = Daily Open / Close / Settlement entry 1 = Session Open / Close / Settlement entry 2 = Delivery Settlement entry 3 = Expected entry 4 = Entry from previous business day 5 = Theoretical Price value (Prior to FIX 4.3 this field was of type char) |
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OpenInterest |
Open interest that was eligible for assignment.
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OptAttribute |
Can be used for SecurityType (167) =OPT to identify a particular security.
Valid values vary by SecurityExchange: *** REPLACED values - See "Replaced Features and Supported Approach" *** For Exchange: MONEP (Paris) L = Long (a.k.a. American) S = Short (a.k.a. European) For Exchanges: DTB (Frankfurt), HKSE (Hong Kong), and SOFFEX (Zurich) 0-9 = single digit version number assigned by exchange following capital adjustments (0=current, 1=prior, 2=prior to 1, etc). |
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OrdRejReason |
Code to identify reason for order rejection.
Valid values: 0 = Broker / Exchange option 1 = Unknown symbol 2 = Exchange closed 3 = Order exceeds limit 4 = Too late to enter 5 = Unknown Order 6 = Duplicate Order (e.g. dupe ClOrdID (11)) 7 = Duplicate of a verbally communicated order 8 = Stale Order 9 = Trade Along required 10 = Invalid Investor ID 11 = Unsupported order characteristic12 = Surveillence Option 13 = Incorrect quantity 14 = Incorrect allocated quantity 15 = Unknown account(s) 99 = Other Note: Values 13, 14, and 15 will be used when rejecting an order due to pre-allocation information errors. |
|
|
OrdStatus |
Identifies current status of order.
Valid values: 0 = New 1 = Partially filled 2 = Filled 3 = Done for day 4 = Canceled 5 = Replaced (Removed/Replaced) 6 = Pending Cancel (e.g. result of Order Cancel Request) 7 = Stopped 8 = Rejected 9 = Suspended A = Pending New B = Calculated C = Expired D = Accepted for bidding E = Pending Replace (e.g. result of Order Cancel/Replace Request) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume 1: "Glossary" for value definitions) |
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OrdStatusReqID |
Can be used to uniquely identify a specific Order Status Request message.
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OrdType |
Order type.
Valid values: 1 = Market 2 = Limit 3 = Stop 4 = Stop limit 5 = Market on close (No longer used) 6 = With or without 7 = Limit or better (Deprecated) 8 = Limit with or without 9 = On basis A = On close (No longer used) B = Limit on close (No longer used) C = Forex - Market (No longer used) D = Previously quoted E = Previously indicated F = Forex - Limit (No longer used) G = Forex - Swap H = Forex - Previously Quoted (No longer used) I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. E.g. Japan) J = Market If Touched (MIT) K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price) L = Previous Fund Valuation Point (Historic pricing) (for CIV) M = Next Fund Valuation Point (Forward pricing) (for CIV) P = Pegged *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume 1: "Glossary" for value definitions) |
|
|
OrderAvgPx |
Average price for a specific order
|
|
|
OrderBookingQty |
Quantity of the order that is being booked out as part of
an Allocation Instruction or Allocation Report message
|
|
|
OrderCapacity |
Designates the capacity of the firm placing the order.
Valid values: A = Agency G = Proprietary I = Individual P = Principal (Note for CMS purposes, Principal includes Proprietary) R = Riskless Principal W = Agent for Other Member (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume 1: "Glossary" for value definitions) |
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OrderCapacityQty |
Quantity executed under a specific OrderCapacity (e.g. quantity
executed as agent, quantity executed as principal)
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|
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OrderID |
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.
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OrderInputDevice |
Specific device number, terminal number or station where order was entered
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OrderOriginationID | |
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|
OrderPercent |
For CIV specifies the approximate order quantity desired. For a CIV Sale it specifies
percentage of investors total holding to be sold. For a CIV switch/exchange it
specifies percentage of investors 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.
|
|
|
OrderQty |
Quantity ordered. This represents the number of shares for
equities or par, face or nominal value for FI instruments.
(Prior to FIX 4.2 this field was of type int) |
|
|
OrderQty2 |
OrderQty (38) of the future part of a F/X swap order.
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|
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OrderRef | |
|
|
OrderRestrictions |
Restrictions associated with an order. If more than one restriction is applicable
to an order, this field can contain multiple instructions separated by space.
Valid values: 1 = Program Trade 2 = Index Arbitrage 3 = Non-Index Arbitrage 4 = Competing Market Maker 5 = Acting as Market Maker or Specialist in the security 6 = Acting as Market Maker or Specialist in the underlying security of a derivative security 7 = Foreign Entity (of foreign governmnet or regulatory jurisdiction) 8 = External Market Participant 9 = External Inter-connected Market Linkage A = Riskless Arbitrage |
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|
OrigClOrdID |
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.
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|
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OrigCrossID |
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.
|
|
|
OrigOrdModTime |
The most recent (or current) modification TransactTime (tag
60) reported on an Execution Report for the order.
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. This is provided to support markets similar to Eurex and A/C/E. |
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OrigPosReqRefID |
Reference to the PosReqID (710) of a previous maintenance
request that is being replaced or canceled.
|
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OrigSendingTime |
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.
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|
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OrigTime |
Time of message origination (always expressed in UTC
(Universal Time Coordinated, also known as GMT))
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|
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OutMainCntryUIndex |
Value of stocks in Currency
|
|
|
OutsideIndexPct |
Used in EFP trades. Represented as a percentage.
|
|
|
OwnerType |
Identifies the type of owner.
Valid values: 1 = Individual Investor 2 = Public Company 3 = Private Company 4 = Individual Trustee 5 = Company Trustee 6 = Pension Plan 7 = Custodian Under Gifts to Minors Act 8 = Trusts 9 = Fiduciaries 10 = Networking Sub-Account 11 = Non-Profit Organization 12 = Corporate Body 13 =Nominee |
|
|
OwnershipType |
The relationship between Registration parties.
J = Joint Investors T = Tenants in Common 2 = Joint Trustees |
|
|
ParticipationRate |
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)
|
|
|
PartyID |
Party identifier/code. See PartyIDSource (447) and PartyRole (452).
See Appendix 6-G Use of <Parties> Component Block |
|
|
PartyIDSource |
Identifies class or source of the PartyID (448) value. Required if PartyID is
specified. Note: applicable values depend upon PartyRole (452) specified.
See Appendix 6-G Use of <Parties> Component Block Valid values: Applicable to all PartyRoles unless otherwise specified: B = BIC (Bank Identification CodeSwift managed) code (ISO 9362 - See "Appendix 6-B") C = Generally accepted market participant identifier (e.g. NASD mnemonic) D = Proprietary/Custom code E = ISO Country Code F = Settlement Entity Location (note if Local Market Settlement use E = ISO Country Code) (see Appendix 6-G for valid values) G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C") H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number) For PartyRole="Investor ID" and for Equities: 1 = Korean Investor ID 2 = Taiwanese Qualified Foreign Investor ID QFII / FID 3 = Taiwanese Trading Account 4 = Malaysian Central Depository (MCD) number 5 = Chinese B Share (Shezhen and Shanghai) See Volume 4: Example Usage of PartyRole="Investor ID" For PartyRole="Investor ID" and for CIV: 6 = UK National Insurance or Pension Number 7 = US Social Security Number 8 = US Employer Identification Number 9 = Australian Business Number A = Australian Tax File Number For PartyRole="Broker of Credit": I = Directed broker three character acronym as defined in ISITC ETC Best Practice guidelines document |
|
|
PartyRole |
Identifies the type or role of the PartyID (448) specified.
See Appendix 6-G Use of <Parties> Component Block Valid values: 1 = Executing Firm (formerly FIX 4.2 ExecBroker) 2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit) 3 = Client ID (formerly FIX 4.2 ClientID) 4 = Clearing Firm (formerly FIX 4.2 ClearingFirm) 5 = Investor ID 6 = Introducing Firm 7 = Entering Firm 8 = Locate/Lending Firm (for short-sales) 9 = Fund manager Client ID (for CIV) 10 = Settlement Location (formerly FIX 4.2 SettlLocation) 11 = Order Origination Trader (associated with Order Origination Firm e.g. trader who initiates/submits the order) 12 = Executing Trader (associated with Executing Firm - actually executes) 13 = Order Origination Firm (e.g. buyside firm) 14 = Giveup Clearing Firm (firm to which trade is given up) 15 = Correspondant Clearing Firm 16 = Executing System 17 = Contra Firm 18 = Contra Clearing Firm 19 = Sponsoring Firm 20 = Underlying Contra Firm 21 = Clearing Organization 22 = Exchange 24 = Customer Account 25 = Correspondent Clearing Organization 26 = Correspondent Broker 27 = Buyer/Seller (Receiver/Deliverer) 28 = Custodian 29 = Intermediary 30 = Agent 31 = Sub custodian 32 = Beneficiary 33 = Interested party 34 = Regulatory body 35 = Liquidity provider 36 = Entering Trader 37 = Contra Trader 38 = Position Account (see Volume 1: "Glossary" for value definitions) |
|
|
PartySubID |
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.
|
|
|
PartySubIDType |
Type of PartySubID (523) value
Example values: 1 = Firm 2 = Person 3 = System 4 = Application 5 = Full legal name of firm 6 = Postal address (inclusive of street address, location, and postal code) 7 = Phone number 8 = Email address 9 = Contact name 10 = Securities account number (for settlement instructions) 11 = Registration number (for settlement instructions and confirmations) 12 = Registered address (for confirmation purposes) 13 = Regulatory status (for confirmation purposes) 14 = Registration name (for settlement instructions) 15 = Cash account number (for settlement instructions) 16 = BIC 17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number) 18 = Registered address 19 = Fund/account name 20 = Telex number 21 = Fax number 22 = Securities account name 23 = Cash account name 24 = Department 25 = Location / Desk 26 = Position Account Type 4000+ = Reserved and available for bi-laterally agreed upon user defined values |
|
|
Password |
Password or passphrase.
|
|
|
PayDate | |
|
|
PaymentDate |
The date written on a cheque or date payment should
be submitted to the relevant clearing system.
|
|
|
PaymentMethod |
A code identifying the Settlement payment method.
1 = CREST 2 = NSCC 3 = Euroclear 4 = Clearstream 5 = Cheque 6 = Telegraphic Transfer 7 = FedWire 8 = Debit Card 9 = Direct Debit (BECS) 10 = Direct Credit (BECS) 11 = Credit Card 12 = ACH Debit 13 = ACH Credit 14 = BPAY 15 = High Value Clearing System (HVACS) 16 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties |
|
|
PaymentRef |
Settlement Payment Reference A free format Payment reference to assist
with reconciliation, e.g. a Client and/or Order ID number.
|
|
|
PaymentRemitterID |
Identifies sender of a payment, e.g. the payment
remitter or a customer reference number.
|
|
|
PctAtRisk |
Percent at risk due to lowest possible call.
|
|
|
PegLimitType |
Type of Peg Limit
Valid Values 0 = Or better (default) - price improvement allowed 1 = Strict limit is a strict limit 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) |
|
|
PegMoveType |
Describes whether peg is static or floats
Valid Values 0 = Floating (default) 1 = Fixed |
|
|
PegOffsetType |
Type of Peg Offset value
Valid Values 0 = Price (default) 1 = Basis Points 2 = Ticks 3 = Price Tier / Level |
|
|
PegOffsetValue |
Amount (signed) added to the peg for a pegged order
in the context of the PegOffsetType (836)
(Prior to FIX 4.4 this field was of type PriceOffset) |
|
|
PegRoundDirection |
If the calculated peg price is not a valid tick price, specifies
whether to round the price to be more or less aggressive
Valid Values 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 2 = More passive on a buy order round down to nearest tick on a sell order round up to nearest tick |
|
|
PegScope |
The scope of the peg
Valid values: 1 = Local (Exchange, ECN, ATS) 2 = National 3 = Global 4 = National excluding local |
|
|
PeggedOrdAtOrBetter | |
|
|
PeggedOrdDiscretion | |
|
|
PeggedOrdOffset | |
|
|
PeggedOrdProtect | |
|
|
PeggedOrdSide | |
|
|
PeggedOrdType | |
|
|
PeggedPrice |
The price the order is currently pegged at
|
|
|
Percent | |
|
|
Pool |
For Fixed Income, identifies MBS / ABS pool.
|
|
|
PosAmt |
Position amount
|
|
|
PosAmtType |
Type of Position amount
Valid values: FMTM = Final Mark-to-Market Amount IMTM = Incremental Mark-to-Market Amount TVAR = Trade Variation Amount SMTM = Start-of-Day Mark-to-Market Amount PREM = Premium Amount CRES = Cash Residual Amount CASH = Cash Amount (Corporate Event) VADJ = Value Adjusted Amount |
|
|
PosMaintAction |
Maintenance Action to be performed.
Valid values: 1 = New: used to increment the overall transaction quantity 2 = Replace: used to override the overall transaction quantity or specific add messages based on the reference id 3 = Cancel: used to remove the overall transaction or specific add messages based on reference id |
|
|
PosMaintResult |
Result of Position Maintenance Request.
Valid values: 0 = Successful completion - no warnings or errors 1 = Rejected 99 = Other 4000+ Reserved and available for bi-laterally agreed upon user-defined values |
|
|
PosMaintRptID |
Unique identifier for this position report
|
|
|
PosMaintRptRefID |
Reference to a PosMaintRptID (721) from a previous Position
Maintenance Report that is being replaced or canceled.
|
|
|
PosMaintStatus |
Status of Position Maintenance Request
Valid values: 0 = Accepted 1 = Accepted with Warnings 2 = Rejected 3 = Completed 4 = Completed with Warnings |
|
|
PosQtyStatus |
Status of this position.
Valid values: 0 = Submitted 1 = Accepted 2 = Rejected |
|
|
PosReqID |
Unique identifier for the position maintenance
request as assigned by the submitter
|
|
|
PosReqResult |
Result of Request for Position
Valid values: 0 = Valid Request 1 = Invalid or unsupported Request 2 = No positions found that match criteria 3 = Not authorized to request positions 4 = Request for Position not supported 99=Other (use Text(58) in conjunction with this code for an explanation) 4000+ Reserved and available for bi-laterally agreed upon user-defined values |
|
|
PosReqStatus |
Status of Request for Positions
Valid values: 0 = Completed 1 = Completed with Warnings 2 = Rejected |
|
|
PosReqType |
Unique identifier for the position maintenance
request as assigned by the submitter
Valid values: 0 = Positions 1 = Trades 2 = Exercises 3 = Assignments |
|
|
PosTransType |
Identifies the type of position transaction
Valid values: 1 = Exercise 2 = Do Not Exercise 3 = Position Adjustment 4 = Position Change Submission/Margin Disposition 5 = Pledge |
|
|
PosType |
Used to identify the type of quantity that is being returned.
Valid values: TQ = Transaction Quantity IAS = Intra-Spread Qty IES = Inter-Spread Qty FIN = End-of-Day Qty SOD = Start-of-Day Qty EX = Option Exercise Qty AS = Option Assignment TX = Transaction from Exercise TA = Transaction from Assignment PIT = Pit Trade Qty TRF = Transfer Trade Qty ETR = Electronic Trade Qty ALC = Allocation Trade Qty PA = Adjustment Qty ASF = As-of Trade Qty DLV = Delivery Qty TOT = Total Transaction Qty XM = Cross Margin Qty SPL = Integral Split |
|
|
PositionEffect |
Indicates whether the resulting position after a trade should be an opening
position or closing position. Used for omnibus accounting - where accounts
are held on a gross basis instead of being netted together.
Valid Values: O = Open C = Close R = Rolled F = FIFO |
|
|
PossDupFlag |
Indicates possible retransmission of message with this sequence number
Valid values: Y = Possible duplicate N = Original transmission |
|
|
PossResend |
Indicates that message may contain information that
has been sent under another sequence number.
Valid Values: Y=Possible resend N=Original transmission |
|
|
PreallocMethod |
Indicates the method of preallocation.
0 = Pro-rata 1 = Do not pro-rata = discuss first |
|
|
PrevClosePx |
Previous closing price of security.
|
|
|
PreviouslyReported |
Indicates if the trade capture report was
previously reported to the counterparty
Valid values: Y = previously reported to counterparty N = not reported to counterparty |
|
|
Price |
Price per unit of quantity (e.g. per share)
|
|
|
Price2 |
Price of the future part of a F/X swap order.
See Price (44) for description. |
|
|
PriceDelta |
Delta calculated from theoretical price
|
|
|
PriceDisplay | |
|
|
PriceImprovement |
Amount of price improvement.
|
|
|
PriceType |
Code to represent the price type.
Valid values: 1 = Percentage (e.g. percent of par) (often called "dollar price" for fixed income) 2 = Per unit (i.e. per share or contract) 3 = Fixed Amount (absolute value) 4 = Discount percentage points below par 5 = Premium percentage points over par 6 = Spread 7 = TED price 8 = TED yield 9 = Yield 10 = Fixed cabinet trade price (primarily for listed futures and options) 11 = Variable cabinet trade price (primarily for listed futures and options) (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. See Volume 1: "Glossary" for further value definitions) |
|
|
PriorSettlPrice |
Previous settlement price
|
|
|
PriorSpreadIndicator |
Indicates if requesting a rollover of prior days spread submissions.
|
|
|
PriorityIndicator |
Indicates if a Cancel/Replace has caused an order to lose book priority.
Valid values: 0 = Priority Unchanged 1 = Lost Priority as result of order change |
|
|
ProcessCode |
Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice
(366) /AllocQty (80) / ProcessCode instance indicates regular trade.
Valid values: 0 = regular 1 = soft dollar 2 = step-in 3 = step-out 4 = soft-dollar step-in 5 = soft-dollar step-out 6 = plan sponsor |
|
|
Product |
Indicates the type of product the security is associated with.
See also the CFICode (461) and SecurityType (167) fields.
Valid values: 1 = AGENCY 2 = COMMODITY 3 = CORPORATE 4 = CURRENCY 5 = EQUITY 6 = GOVERNMENT 7 = INDEX 8 = LOAN 9 = MONEYMARKET 10 = MORTGAGE 11 = MUNICIPAL 12 = OTHER 13 = FINANCING |
|
|
ProgPeriodInterval |
Time in minutes between each ListStatus report
sent by SellSide. Zero means dont send status.
|
|
|
ProgRptReqs |
Code to identify the desired frequency of progress reports.
Valid values: 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 2 = SellSide periodically sends status using ListStatus. Period optionally specified in ProgressPeriod 3 = Real-time execution reports (to be discouraged) |
|
|
PublishTrdIndicator |
Indicates if a trade should be reported via a market reporting service.
Valid values: Y = Report trade N = Do not report trade |
|
|
PutOrCall |
No longer used as of FIX 4.3. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" *** Indicates whether an Option is for a put or call. Valid values: 0 = Put 1 = Call |
|
|
QtyType |
Type of quantity specified in a quantity field:
Valid values: 0 = Units (shares, par, currency) 1 = Contracts (if used - should specify ContractMultiplier (tag 231)) |
|
|
Quantity |
Overall/total quantity (e.g. number of shares)
(Prior to FIX 4.2 this field was of type int) |
|
|
QuantityType |
*** DEPRECATED FIELD - See " Appendix 6-E: Deprecated
(Phased-out) Features and Supported Approach" ***
Designates the type of quantities (e.g. OrderQty) specified. Used for MBS and TIPS Fixed Income security types. Valid values: 1 = SHARES 2 = BONDS 3 = CURRENTFACE 4 = ORIGINALFACE 5 = CURRENCY 6 = CONTRACTS 7 = OTHER 8 = PAR (see Volume 1 Glossary) |
|
|
QuoteCancelType |
Identifies the type of quote cancel.
Valid Values: 1 = Cancel for Symbol(s) 2 = Cancel for Security Type(s) 3 = Cancel for Underlying Symbol 4 = Cancel All Quotes |
|
|
QuoteCondition |
Space-delimited list of conditions describing a quote.
Valid values: A = Open / Active B = Closed / Inactive C = Exchange Best D = Consolidated Best E = Locked F = Crossed G = Depth H = Fast Trading I = Non-Firm |
|
|
QuoteEntryID |
Uniquely identifies the quote as part of a QuoteSet.
|
|
|
QuoteEntryRejectReason |
Reason Quote Entry was rejected:
Valid values: 1 = Unknown symbol (Security) 2 = Exchange(Security) closed 3 = Quote exceeds limit 4 = Too late to enter 5 = Unknown Quote 6 = Duplicate Quote 7 = Invalid bid/ask spread 8 = Invalid price 9 = Not authorized to quote security 99 = Other |
|
|
QuoteID |
Unique identifier for quote
|
|
|
QuotePriceType |
Code to represent price type requested in Quote.
Valid values: 1 = percent (percent of par) 2 = per share (e.g. cents per share) 3 = fixed amount (absolute value) 4 = discount percentage points below par 5 = premium percentage points over par 6 = basis points relative to benchmark 7 = TED price 8 = TED yield 9 = Yield spread (swaps) 10 = Yield If the Quote Request is for a Swap values 1-8 apply to all legs. |
|
|
QuoteQualifier |
Code to qualify Quote use
See IOIQualifier (104) for description and valid values. |
|
|
QuoteRejectReason |
Reason Quote was rejected:
Valid Values: 1 = Unknown symbol (Security) 2 = Exchange(Security) closed 3 = Quote Request exceeds limit 4 = Too late to enter 5 = Unknown Quote 6 = Duplicate Quote 7 = Invalid bid/ask spread 8 = Invalid price 9 = Not authorized to quote security 99 = Other |
|
|
QuoteReqID |
Unique identifier for quote request
|
|
|
QuoteRequestRejectReason |
Reason Quote was rejected:
Valid Values: 1 = Unknown symbol (Security) 2 = Exchange(Security) closed 3 = Quote Request exceeds limit 4 = Too late to enter 5 = Invalid price 6 = Not authorized to request quote 7 = No match for inquiry 8 = No market for instrument 9 = No inventory 10 = Pass 99 = Other |
|
|
QuoteRequestType |
Indicates the type of Quote Request being generated
Valid values: 1 = Manual 2 = Automatic |
|
|
QuoteRespID |
Message reference for Quote Response
|
|
|
QuoteRespType |
Identifies the type of Quote Response.
Valid values: 1 = Hit/Lift 2 = Counter 3 = Expired 4 = Cover 5 = Done Away 6 = Pass |
|
|
QuoteResponseLevel |
Level of Response requested from receiver of quote messages.
Valid Values: 0 = No Acknowledgement (Default) 1 = Acknowledge only negative or erroneous quotes 2 = Acknowledge each quote messages |
|
|
QuoteSetID |
Unique id for the Quote Set.
|
|
|
QuoteSetValidUntilTime |
Indicates expiration time of this particular QuoteSet (always expressed
in UTC (Universal Time Coordinated, also known as GMT)
|
|
|
QuoteStatus |
Identifies the status of the quote acknowledgement.
Valid values: 0 = Accepted 1 = Canceled for Symbol(s) 2 = Canceled for Security Type(s) 3 = Canceled for Underlying 4 = Canceled All 5 = Rejected 6 = Removed from Market 7 = Expired 8 = Query 9 = Quote Not Found 10 = Pending 11 = Pass 12 = Locked Market Warning 13 = Cross Market Warning 14 = Canceled due to lock market 15 = Canceled due to cross market |
|
|
QuoteStatusReqID |
Unique identifier for Quote Status Request.
|
|
|
QuoteType |
Identifies the type of quote.
Valid values: 0 = Indicative 1 = Tradeable 2 = Restricted Tradeable 3 = Counter (tradable) An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market. 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. A counter quote is used in the negotiation model. See Volume 7 Product: Fixed Income for example usage. |
|
|
RFQReqID |
RFQ Request ID used to identify an RFQ Request.
|
|
|
Ratio | |
|
|
RatioQty |
No longer used as of FIX 4.3. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" *** Quantity of a particular leg in the security. |
|
|
RawData |
Unformatted raw data, can include bitmaps, word processor documents, etc.
|
|
|
RawDataLength |
Number of bytes in raw data field.
|
|
|
RecordDate | |
|
|
RedemptionDate |
*** DEPRECATED FIELD - See "Deprecated (Phased-out)
Features and Supported Approach" ***
Return of investor's principal in a security. Bond redemption can occur before maturity date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) |
|
|
RefAllocID |
Reference identifier to be used with AllocTransType (71) =Replace or Cancel.
(Prior to FIX 4.1 this field was of type int) |
|
|
RefCompID |
Assigned value used to identify a firm.
|
|
|
RefMsgType |
The MsgType (35) of the FIX message being referenced.
|
|
|
RefSeqNum |
Reference message sequence number
|
|
|
RefSubID |
Assigned value used to identify specific elements within a firm.
|
|
|
RefTagID |
The tag number of the FIX field being referenced.
|
|
|
RegistAcctType |
For CIV a fund manager-defined code identifying which
of the fund managers account types is required.
|
|
|
RegistDtls |
Set of Registration name and address details, possibly including phone, fax etc.
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RegistEmail |
Email address relating to Registration name and address details
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RegistID |
Unique identifier of the registration details
as assigned by institution or intermediary.
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RegistRefID |
Reference identifier for the RegistID (513) with Cancel
and Replace RegistTransType (514) transaction types.
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RegistRejReasonCode |
Reason(s) why Registration Instructions has been rejected.
Possible values of reason code include: 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 99 = Other The reason may be further amplified in the RegistRejReasonCode field. |
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RegistRejReasonText |
Text indicating reason(s) why a Registration Instruction has been rejected.
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RegistStatus |
Registration status as returned by the broker or (for CIV) the fund manager:
A = Accepted R = Rejected H = Held N = Reminder i.e. Registration Instructions are still outstanding |
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RegistTransType |
Identifies Registration Instructions transaction type Valid values:
0 = New 1 = Replace 2 = Cancel |
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RelatdSym |
No longer used as of FIX 4.3. Included here for reference to prior versions.
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RepoCollateralSecurityType |
*** DEPRECATED FIELD - See "Deprecated (Phased-out)
Features and Supported Approach" ***
Identifies the collateral used in the transaction. Valid values: see SecurityType (167) field (Note tag # was reserved in FIX 4.1, added in FIX 4.3) |
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ReportToExch |
Identifies party of trade responsible for exchange reporting.
Valid values: Y = Indicates that party receiving message must report trade N = Indicates that party sending message will report trade |
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ReportedPx |
Reported price (used to differentiate from AvgPx on a confirmation
of a marked-up or marked-down principal trade)
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RepurchaseRate |
*** DEPRECATED FIELD - See "Deprecated (Phased-out)
Features and Supported Approach" ***
Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-1/4 percent of par. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) |
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|
RepurchaseTerm |
*** DEPRECATED FIELD - See "Deprecated (Phased-out)
Features and Supported Approach" ***
Number of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) |
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|
ResetSeqNumFlag |
Indicates that the both sides of the FIX session should reset sequence numbers.
Valid values: Y = Yes, reset sequence numbers N = No |
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ResponseDestination |
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.
See "Appendix 6-B FIX Fields Based Upon Other Standards" |
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|
ResponseTransportType |
Identifies how the response to the request should be transmitted.
Valid values: 0 = Inband: transport the request was sent over (Default) 1 = Out-of-Band: pre-arranged out of band delivery mechanism (i.e. FTP, HTTP, NDM, etc) between counterparties. Details specified via ResponseDestination (726). |
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RevenuePerShare | |
|
|
ReversalIndicator |
Indicates a trade that reverses a previous trade.
|
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RightsIssueType | |
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RoundLot |
The trading lot size of a security
|
|
|
RoundingDirection |
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.
Valid values are: 0 = Round to nearest 1 = Round down 2 = Round up The default is for rounding to be at the discretion of the executing broker or fund manager. 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. |
|
|
RoundingModulus |
For CIV - a float value indicating the value to which rounding is required.
i.e. 10 means round to a multiple of 10 units/shares; 0.5 means round to a multiple of 0.5 units/shares. The default, if RoundingDirection (468) is specified without RoundingModulus, is to round to a whole unit/share. |
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|
Route | |
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|
RoutingID |
Assigned value used to identify a specific routing destination.
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|
|
RoutingType |
Indicates the type of RoutingID (217) specified.
Valid values: 1 = Target Firm 2 = Target List 3 = Block Firm 4 = Block List |
|
|
RptSeq |
Sequence number of message within report series.
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|
|
Rule80A |
No longer used as of FIX.4.4. Included here for reference to prior versions.
Note that the name of this field is changing to OrderCapacity as Rule80A is a very US market-specific term. Other world markets need to convey similar information, however, often a subset of the US values. See the Rule80A (aka OrderCapacity) Usage by Market appendix for market-specific usage of this field. Valid values: A = Agency single order B = Short exempt transaction (refer to A type) C = Program Order, non-index arb, for Member firm/org D = Program Order, index arb, for Member firm/org E = Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as Registered Equity Market Maker trades) F = Short exempt transaction (refer to W type) H = Short exempt transaction (refer to I type) I = Individual Investor, single order J = Program Order, index arb, for individual customer K = Program Order, non-index arb, for individual customer L = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types) M = Program Order, index arb, for other member N = Program Order, non-index arb, for other member O = Proprietary transactions for competing market-maker that is affiliated with the clearing member (was incorrectly identified in the FIX spec as Competing dealer trades) P = Principal R = Transactions for the account of a non-member competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades) S = Specialist trades T = Transactions for the account of an unaffiliated members competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades) U = Program Order, index arb, for other agency W = All other orders as agent for other member X = Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types) Y = Program Order, non-index arb, for other agency Z = Short exempt transaction for non-member competing market-maker (refer to A and R types) |
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|
Scope |
Defines the scope of a data element.
Valid values: 1 = Local (Exchange, ECN, ATS) 2 = National 3 = Global |
|
|
SecDefStatus |
No longer used as of FIX 4.3. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" *** 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 Valid values: 0 = Pending Approval 1 = Approved (Accepted) 2 = Rejected 3 = Unauthorized request 4 = Invalid definition request |
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|
SecondaryAllocID |
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.).
|
|
|
SecondaryClOrdID |
Assigned by the party which originates the order. Can be used to
provide the ClOrdID (11) used by an exchange or executing system.
|
|
|
SecondaryExecID |
Assigned by the party which accepts the order. Can be used to provide
the ExecID (17) used by an exchange or executing system.
|
|
|
SecondaryOrderID |
Assigned by the party which accepts the order. Can be used to provide
the OrderID (37) used by an exchange or executing system.
|
|
|
SecondaryTradeReportID |
Secondary trade report identifier - can be used to
associate an additional identifier with a trade.
|
|
|
SecondaryTradeReportRefID |
Used to refer to a previous SecondaryTradeReportRefID when amending
the transaction (cancel, replace, release, or reversal).
|
|
|
SecondaryTrdType |
Additional TrdType (see tag 828) assigned to a trade by trade match system.
|
|
|
SecureData |
Actual encrypted data stream
|
|
|
SecureDataLen |
Length of encrypted message
|
|
|
SecurityAltCurrency | |
|
|
SecurityAltExchange | |
|
|
SecurityAltID |
Alternate Security identifier value for this security of SecurityAltIDSource
(456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.
|
|
|
SecurityAltIDSource |
Identifies class or source of the SecurityAltID (455)
value. Required if SecurityAltID is specified.
Valid values: Same valid values as the SecurityIDSource (22) field |
|
|
SecurityDesc |
Security description.
|
|
|
SecurityExchange |
Market used to help identify a security.
Valid values: See "Appendix 6-C" |
|
|
SecurityID |
Security identifier value of SecurityIDSource (22) type (e.g.
CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource.
|
|
|
SecurityIDSource |
Identifies class or source of the SecurityID (48)
value. Required if SecurityID is specified.
Valid values: 1 = CUSIP 2 = SEDOL 3 = QUIK 4 = ISIN number 5 = RIC code 6 = ISO Currency Code 7 = ISO Country Code 8 = Exchange Symbol 9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) A = Bloomberg Symbol B = Wertpapier C = Dutch D = Valoren E = Sicovam F = Belgian G = "Common" (Clearstream and Euroclear) H = Clearing House / Clearing Organization I = ISDA/FpML Product Specification J = Options Price Reporting Authority 100+ are reserved for private security identifications |
|
|
SecurityListRequestType |
Identifies the type/criteria of Security List Request
Valid values: 0 = Symbol 1 = SecurityType and/or CFICode 2 = Product 3 = TradingSessionID 4 = All Securities |
|
|
SecurityReqID |
Unique ID of a Security Definition Request.
|
|
|
SecurityRequestResult |
The results returned to a Security Request message
Valid values: 0 = Valid request 1 = Invalid or unsupported request 2 = No instruments found that match selection criteria 3 = Not authorized to retrieve instrument data 4 = Instrument data temporarily unavailable 5 = Request for instrument data not supported |
|
|
SecurityRequestType |
Type of Security Definition Request.
Valid values: 0 = Request Security identity and specifications 1 = Request Security identity for the specifications provided (Name of the security is not supplied) 2 = Request List Security Types 3 = Request List Securities (Can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange. If provided then only list Securities for the specific type) |
|
|
SecurityResponseID |
Unique ID of a Security Definition message.
|
|
|
SecurityResponseType |
Type of Security Definition message response.
Valid values: 1 = Accept security proposal as is 2 = Accept security proposal with revisions as indicated in the message 3 = List of security types returned per request 4 = List of securities returned per request 5 = Reject security proposal 6 = Can not match selection criteria |
|
|
SecuritySettlAgentAcctName |
No longer used as of FIX 4.4. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" *** Name of SettlInstSource's account at local agent bank if SettlLocation is not a depository |
|
|
SecuritySettlAgentAcctNum |
No longer used as of FIX 4.4. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" *** SettlInstSource's account number at local agent bank if SettlLocation is not a depository |
|
|
SecuritySettlAgentCode |
No longer used as of FIX 4.4. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" *** BIC (Bank Identification Code--Swift managed) code of the SettlInstSource's local agent bank if SettlLocation is not a depository |
|
|
SecuritySettlAgentContactName |
No longer used as of FIX 4.4. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" *** Name of contact at local agent bank for SettlInstSource's account if SettlLocation is not a depository |
|
|
SecuritySettlAgentContactPhone |
No longer used as of FIX 4.4. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" *** Phone number for contact at local agent bank if SettlLocation is not a depository |
|
|
SecuritySettlAgentName |
No longer used as of FIX 4.4. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" *** Name of SettlInstSource's local agent bank if SettlLocation is not a depository |
|
|
SecurityStatusReqID |
Unique ID of a Security Status Request message.
|
|
|
SecuritySubType |
Sub-type qualification/identification of the
SecurityType (e.g. for SecurityType="REPO").
Example Values: General = General Collateral (for SecurityType=REPO) For SecurityType="MLEG" markets can provide the name of the option or futures strategy, such as Calendar, Vertical, Butterfly, etc. NOTE: Additional values may be used by mutual agreement of the counterparties |
|
|
SecurityTradingStatus |
Identifies the trading status applicable to the transaction.
Valid values: 1 = Opening Delay 2 = Trading Halt 3 = Resume 4 = No Open/No Resume 5 = Price Indication 6 = Trading Range Indication 7 = Market Imbalance Buy 8 = Market Imbalance Sell 9 = Market On Close Imbalance Buy 10 = Market On Close Imbalance Sell 11 = (not assigned) 12 = No Market Imbalance 13 = No Market On Close Imbalance 14 = ITS Pre-Opening 15 = New Price Indication 16 = Trade Dissemination Time 17 = Ready to trade (start of session) 18 = Not Available for trading (end of session) 19 = Not Traded on this Market 20 = Unknown or Invalid 21 = Pre-Open 22 = Opening Rotation 23 = Fast Market |
|
|
SecurityType |
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.
Example values (grouped by Product field value) (Note: additional values may be used by mutual agreement of the counterparties): AGENCY EUSUPRA = Euro Supranational Coupons * FAC = Federal Agency Coupon FADN = Federal Agency Discount Note PEF = Private Export Funding * SUPRA = USD Supranational Coupons * * Identify the Issuer in the "Issuer" field(106) *** REPLACED values - See "Replaced Features and Supported Approach" *** COMMODITY FUT = Future OPT = Option 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. CORPORATE CORP = Corporate Bond CPP = Corporate Private Placement CB = Convertible Bond DUAL = Dual Currency EUCORP = Euro Corporate Bond XLINKD = Indexed Linked STRUCT = Structured Notes YANK = Yankee Corporate Bond CURRENCY FOR = Foreign Exchange Contract EQUITY CS = Common Stock PS = Preferred Stock WAR - Warrant now is listed under Municipals for consistency with Bloomberg fixed income product types. For equity warrants - use the CFICode (461) instead. GOVERNMENT BRADY = Brady Bond EUSOV = Euro Sovereigns * TBOND = US Treasury Bond TINT = Interest strip from any bond or note TIPS = Treasury Inflation Protected Securities TCAL = Principal strip of a callable bond or note TPRN = Principal strip from a non-callable bond or note UST = US Treasury Note (deprecated value, use "TNOTE") USTB = US Treasury Bill (deprecated value, use "TBILL") TNOTE = US Treasury Note TBILL = US Treasury Bill * Identify the Issuer Name in Issuer (106) FINANCING REPO = Repurchase FORWARD = Forward BUYSELL = Buy Sellback SECLOAN = Securities Loan SECPLEDGE = Securities Pledge INDEX Note: "Indices" includes: Stock, Index Spot Options, Commodity, Physical Index Options, Share/Ratio, and Spreads. For index types use the CFICode (461). LOAN TERM = Term Loan RVLV = Revolver Loan RVLVTRM = Revolver/Term Loan BRIDGE = Bridge Loan LOFC = Letter of Credit SWING = Swing Line Facility DINP = Debtor in Possession DEFLTED = Defaulted WITHDRN = Withdrawn REPLACD = Replaced MATURED = Matured AMENDED = Amended & Restated RETIRED = Retired MONEYMARKET BA = Bankers Acceptance BN = Bank Notes BOX = Bill of Exchanges CD = Certificate of Deposit CL = Call Loans CP = Commercial Paper DN = Deposit Notes EUCD = Euro Certificate of Deposit EUCP = Euro Commercial Paper LQN = Liquidity Note MTN = Medium Term Notes ONITE = Overnight PN = Promissory Note PZFJ = Plazos Fijos STN = Short Term Loan Note TD = Time Deposit XCN = Extended Comm Note YCD = Yankee Certificate of Deposit MORTGAGE ABS = Asset-backed Securities CMBS = Corp. Mortgage-backed Securities CMO = Collateralized Mortgage Obligation IET = IOETTE Mortgage MBS = Mortgage-backed Securities MIO = Mortgage Interest Only MPO = Mortgage Principal Only MPP = Mortgage Private Placement MPT = Miscellaneous Pass-through PFAND = Pfandbriefe * TBA = To be Announced * Identify the Issuer Name in Issuer (106) MUNICIPAL AN = Other Anticipation Notes BAN, GAN, etc. COFO = Certificate of Obligation COFP = Certificate of Participation GO = General Obligation Bonds MT = Mandatory Tender RAN = Revenue Anticipation Note REV = Revenue Bonds SPCLA = Special Assessment SPCLO = Special Obligation SPCLT = Special Tax TAN = Tax Anticipation Note TAXA = Tax Allocation TECP = Tax Exempt Commercial Paper TRAN = Tax & Revenue Anticipation Note VRDN = Variable Rate Demand Note WAR = Warrant OTHER MF = Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle) MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.) NONE = No Security Type & = Wildcard entry (used on Security Definition Request message) NOTE: Additional values may be used by mutual agreement of the counterparties) |
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SellVolume |
Quantity sold.
|
|
|
SellerDays |
Specifies the number of days that may elapse before delivery of the security
|
|
|
SenderCompID |
Assigned value used to identify firm sending message.
|
|
|
SenderLocationID |
Assigned value used to identify specific message originators
location (i.e. geographic location and/or desk, trader)
|
|
|
SenderSubID |
Assigned value used to identify specific message originator (desk, trader, etc.)
|
|
|
SendingDate |
No longer used. Included here for reference to prior versions.
|
|
|
SendingTime |
Time of message transmission (always expressed in UTC
(Universal Time Coordinated, also known as GMT)
|
|
|
SessionRejectReason |
Code to identify reason for a session-level Reject message.
Valid values: 0 = Invalid tag number 1 = Required tag missing 2 = Tag not defined for this message type 3 = Undefined Tag 4 = Tag specified without a value 5 = Value is incorrect (out of range) for this tag 6 = Incorrect data format for value 7 = Decryption problem 8 = Signature problem 9 = CompID problem 10 = SendingTime accuracy problem 11 = Invalid MsgType 12 = XML Validation error 13 = Tag appears more than once 14 = Tag specified out of required order 15 = Repeating group fields out of order 16 = Incorrect NumInGroup count for repeating group 17 = Non data value includes field delimiter (SOH character) 99 = Other |
|
|
SettlBrkrCode_ |
No longer used as of FIX 4.4. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" *** BIC (Bank Identification CodeSwift managed) code of the broker involved (i.e. for multi-company brokerage firms) |
|
|
SettlCurrAmt |
Total amount due expressed in settlement currency
(includes the effect of the forex transaction)
|
|
|
SettlCurrBidFxRate |
Foreign exchange rate used to compute the bid SettlCurrAmt
(119) from Currency (15) to SettlCurrency (120)
|
|
|
SettlCurrFxRate |
Foreign exchange rate used to compute SettlCurrAmt
(119) from Currency (15) to SettlCurrency (120)
|
|
|
SettlCurrFxRateCalc |
Specifies whether or not SettlCurrFxRate (155) should be multiplied or divided.
M = Multiply D = Divide |
|
|
SettlCurrOfferFxRate |
Foreign exchange rate used to compute the offer SettlCurrAmt
(119) from Currency (15) to SettlCurrency (120)
|
|
|
SettlCurrency |
Currency code of settlement denomination.
|
|
|
SettlDate |
Specific date of trade settlement (SettlementDate) in YYYYMMDD format.
If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement) |
|
|
SettlDate2 |
SettDate (64) of the future part of a F/X swap order.
|
|
|
SettlDeliveryType |
Identifies type of settlement
0 = Versus. Payment: Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment 1 = Free: Deliver (if Sell) or Receive (if Buy) Free 2 = Tri-Party 3 = Hold In Custody |
|
|
SettlDepositoryCode_ |
No longer used as of FIX 4.4. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" *** Brokers account code at the depository (i.e. CEDEL ID for CEDEL, FINS for DTC, or Euroclear ID for Euroclear) if Settlement Location is a depository |
|
|
SettlInstCode_ |
No longer used as of FIX 4.4. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" *** BIC (Bank Identification CodeSwift managed) code of the institution involved (i.e. for multi-company institution firms) |
|
|
SettlInstID |
Unique identifier for Settlement Instruction.
|
|
|
SettlInstMode |
Indicates mode used for Settlement Instructions message.
Valid values: 0 = Default (Replaced) 1 = Standing Instructions Provided 2 = Specific Allocation Account Overriding (Replaced) 3 = Specific Allocation Account Standing (Replaced) 4 = Specific Order for a single account (for CIV) 5 = Request reject *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** |
|
|
SettlInstMsgID |
Unique identifier for Settlement Instruction message.
|
|
|
SettlInstRefID |
Reference identifier for the SettlInstID (162) with Cancel
and Replace SettlInstTransType (163) transaction types.
|
|
|
SettlInstReqID |
Unique ID of settlement instruction request message
|
|
|
SettlInstReqRejCode |
Identifies reason for rejection (of a settlement instruction request message).
Valid values: 0 = unable to process request (e.g. database unavailable) 1 = unknown account 2 = no matching settlement instructions found 99 = other |
|
|
SettlInstSource |
Indicates source of Settlement Instructions
Valid values: 1 = Brokers Instructions 2 = Institutions Instructions 3 = Investor (e.g. CIV use) |
|
|
SettlInstTransType |
Settlement Instructions message transaction type
Valid values: N = New C = Cancel R = Replace T = Restate (used where the Settlement Instruction is being used to communicate standing instructions which have not been changed or added to) |
|
|
SettlLocation |
No longer used as of FIX 4.3. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" *** Identifies Settlement Depository or Country Code (ISITC spec) Valid values: CED = CEDEL DTC = Depository Trust Company EUR = Euroclear FED = Federal Book Entry PNY= Physical PTC = Participant Trust Company ISO Country Code = Local Market Settle Location |
|
|
SettlPartyID |
PartyID value within a settlement parties component. Nested repeating group.
Same values as PartyID (448) |
|
|
SettlPartyIDSource |
PartyIDSource value within a settlement parties component.
Same values as PartyIDSource (447) |
|
|
SettlPartyRole |
PartyRole value within a settlement parties component.
Same values as PartyRole (452) |
|
|
SettlPartySubID |
PartySubID value within a settlement parties component.
Same values as PartySubID (523) |
|
|
SettlPartySubIDType |
Type of SettlPartySubID (785) value.
Same values as PartySubIDType (803) |
|
|
SettlPrice |
Settlement price
|
|
|
SettlPriceType |
Type of settlement price
Valid values: 1 = Final 2 = Theoretical |
|
|
SettlSessID |
Identifies a specific settlement session
Examples: ITD = Intraday RTH = Regular Trading Hours ETH = Electronic Trading Hours |
|
|
SettlSessSubID |
SubID value associated with SettlSessID (716)
|
|
|
SettlType |
Indicates order settlement period. If present, SettlDate (64)
overrides this field. If both SettlType (63) and SettDate (64)
are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and when-issued securities. Supplying a value of 7 clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Valid values: 0 = Regular 1 = Cash 2 = Next Day (T+1) 3 = T+2 4 = T+3 5 = T+4 6 = Future 7 = When And If Issued 8 = Sellers Option 9 = T+ 5 A = T+1 (Removed in FIX 4.4, use "2 = Next Day (T+1)" value) |
|
|
SharedCommission |
Commission to be shared with a third party, e.g. as part
of a directed brokerage commission sharing arrangement.
|
|
|
ShortQty |
Short Quantity
|
|
|
ShortSaleReason |
Reason for short sale.
Valid values: 0 = Dealer Sold Short 1 = Dealer Sold Short Exempt 2 = Selling Customer Sold Short 3 = Selling Customer Sold Short Exempt 4 = Qualifed Service Representative (QSR) or Automatic Giveup (AGU) Contra Side Sold Short 5 = QSR or AGU Contra Side Sold Short Exempt |
|
|
Side |
Side of order
Valid values: 1 = Buy 2 = Sell 3 = Buy minus 4 = Sell plus 5 = Sell short 6 = Sell short exempt 7 = Undisclosed (valid for IOI and List Order messages only) 8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs) 9 = Cross short A = Cross short exempt B = As Defined (for use with multileg instruments) C = Opposite (for use with multileg instruments) D = Subscribe (e.g. CIV) E = Redeem (e.g. CIV) F = Lend (FINANCING - identifies direction of collateral) G = Borrow (FINANCING - identifies direction of collateral) (see Volume 1: "Glossary" for value definitions) |
|
|
SideComplianceID |
ID within repeating group of sides which is used to represent this
transaction for compliance purposes (e.g. OATS reporting).
|
|
|
SideMultiLegReportingType |
Used to indicate if the side being reported on Trade Capture Report
represents a leg of a multileg instrument or a single security.
Valid Values: 1 = Single Security (default if not specified) 2 = Individual leg of a multi-leg security 3 = Multi-leg security |
|
|
SideValue1 |
Amounts in currency
|
|
|
SideValue2 |
Amounts in currency
|
|
|
SideValueInd |
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.
Valid values: 1 = SideValue1 2 = SideValue 2 |
|
|
Signature |
Electronic signature
|
|
|
SignatureLength |
Number of bytes in signature field.
|
|
|
SolicitedFlag |
Indicates whether or not the order was solicited.
Valid values: Y = Was solcitied N = Was not solicited |
|
|
SplitType | |
|
|
Spread |
For Fixed Income. Either Swap Spread or Spread
to Benchmark depending upon the order type.
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. Swap Spread: Target spread for a swap. |
|
|
StandInstDbID |
Unique identifier used on the Standing Instructions database
for the Standing Instructions to be referenced.
|
|
|
StandInstDbName |
Name of the Standing Instruction database represented with
StandInstDbType (169) (i.e. the Global Custodians name).
|
|
|
StandInstDbType |
Identifies the Standing Instruction database used
Valid values: 0 = Other 1 = DTC SID 2 = Thomson ALERT 3 = A Global Custodian (StandInstDbName (170) must be provided) 4 = AccountNet |
|
|
StartCash |
Starting dirty cash consideration of a financing
deal, i.e. paid to the seller on the Start Date.
|
|
|
StartDate |
Start date of a financing deal, i.e. the date the buyer pays
the seller cash and takes control of the collateral
|
|
|
StateOrProvinceOfIssue |
A two-character state or province abbreviation.
|
|
|
StatusText |
A text description associated with a network status.
|
|
|
StatusValue |
Indicates the status of a network connection
Valid values: 1 = Connected 2 = Not connected down expected up 3 = Not connected down expected down 4 = In Process |
|
|
StipulationType |
For Fixed Income. Type of Stipulation.
Values include: AMT = AMT (y/n) AUTOREINV = Auto Reinvestment at <rate> or better BANKQUAL = Bank qualified (y/n) BGNCON = Bargain Conditions see (234) for values COUPON = Coupon range CURRENCY = ISO Currency code CUSTOMDATE = Custom start/end date GEOG = Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets]) HAIRCUT = Valuation discount INSURED = Insured (y/n) ISSUE = Year or Year/Month of Issue (ex. 234=2002/09) ISSUER = Issuers ticker ISSUESIZE = issue size range LOOKBACK = Lookback days LOT = Explicit lot identifier LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed) MAT = Maturity Year and Month MATURITY = Maturity range MAXSUBS = Maximum substitutions (Repo) MINQTY = Minimum quantity MININCR = Minimum increment MINDNOM = Minimum denomination PAYFREQ = Payment frequency, calendar PIECES = Number of Pieces PMAX = Pools Maximum PPM = Pools per Million PPL = Pools per Lot PPT = Pools per Trade PRICE = Price range PRICEFREQ = Pricing frequency PROD = Production Year PROTECT = Call protection PURPOSE = Purpose PXSOURCE = Benchmark price source RATING = Rating source and range REDEMPTION = Type of redemption values are: NonCallable Callable Prefunded EscrowedToMaturity Putable Convertible RESTRICTED = Restricted (y/n) SECTOR = Market sector SECTYPE = SecurityType included or excluded STRUCT = Structure SUBSFREQ = Substitutions frequency (Repo) SUBSLEFT = Substitutions left (Repo) TEXT = Freeform text TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed) 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]) WAL = Weighted Average Life Coupon: value in percent (exact or range) WALA = Weighted Average Loan Age: value in months (exact or range) WAM = Weighted Average Maturity : value in months (exact or range) WHOLE = Whole Pool (y/n) YIELD = Yield range or the following Prepayment Speeds SMM = Single Monthly Mortality CPR = Constant Prepayment Rate CPY = Constant Prepayment Yield CPP = Constant Prepayment Penalty ABS = Absolute Prepayment Speed MPR = Monthly Prepayment Rate PSA = % of BMA Prepayment Curve PPC = % of Prospectus Prepayment Curve MHP = % of Manufactured Housing Prepayment Curve HEP = final CPR of Home Equity Prepayment Curve Other types may be used by mutual agreement of the counterparties. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) |
|
|
StipulationValue |
For Fixed Income. Value of stipulation.
The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value1 value2 value1 OR value2 value1 AND value2 YES NO Bargain conditions recognized by the London Stock Exchange to be used when StipulationType is BGNCON. CD = Special cum Dividend XD = Special ex Dividend CC = Special cum Coupon XC = Special ex Coupon CB = Special cum Bonus XB = Special ex Bonus CR = Special cum Rights XR = Special ex Rights CP = Special cum Capital Repayments XP = Special ex Capital Repayments CS = Cash Settlement SP = Special Price TR = Report for European Equity Market Securities in accordance with Chapter 8 of the Rules. GD = Guaranteed Delivery Values for StipulationType = "PXSOURCE": BB GENERIC BB FAIRVALUE BROKERTEC ESPEED GOVPX HILLIARD FARBER ICAP TRADEWEB TULLETT LIBERTY If a particular side of the market is wanted append /BID /OFFER or /MID. plus appropriate combinations of the above and other expressions by mutual agreement of the counterparties. Examples: >=60, .25, ORANGE OR CONTRACOSTA, etc. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) |
|
|
StopPx |
Price per unit of quantity (e.g. per share)
|
|
|
StopSide | |
|
|
Strategy | |
|
|
StrategyComponent | |
|
|
StrategyFill | |
|
|
StrategyMode | |
|
|
StrategyPrice | |
|
|
StrikeCurrency |
Currency in which the StrikePrice is denominated.
|
|
|
StrikePrice |
Strike Price for an Option.
|
|
|
StrikeTime |
The time at which current market prices are
used to determine the value of a basket.
|
|
|
Subject |
The subject of an Email message
|
|
|
SubscriptionRequestType |
Subscription Request Type
Valid values: 0 = Snapshot 1 = Snapshot + Updates (Subscribe) 2 = Disable previous Snapshot + Update Request (Unsubscribe) |
|
|
SweepToFill | Check to create a sweep-to-fill order. |
|
|
Symbol |
Ticker symbol. Common, "human understood" representation of the
security. SecurityID (48) value can be specified if no symbol exists
(e.g. non-exchange traded Collective Investment Vehicles)
Use [N/A] for products which do not have a symbol. |
|
|
SymbolSfx |
Additional information about the security (e.g. preferred,
warrants, etc.). Note also see SecurityType (167).
Valid values: As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory Fixed Income use: WI = When Issued for a security to be reissued under an old CUSIP or ISIN CD = a EUCP with lump-sum interest rather than discount price |
|
|
TTAccountType | |
|
|
TTBrokerID | |
|
|
TTCompanyID | |
|
|
TTExchangeGateway | |
|
|
TTManualOrderIndicator | |
|
|
TTOrderTag | |
|
|
TTUserTag | |
|
|
TargetCompID |
Assigned value used to identify receiving firm.
|
|
|
TargetLocationID |
Assigned value used to identify specific message destinations
location (i.e. geographic location and/or desk, trader)
|
|
|
TargetStrategy |
The target strategy of the order
Example Values 1 = VWAP 2 = Participate (i.e. aim to be x percent of the market volume) 3 = Mininize market impact 1000+ = Reserved and available for bi-laterally agreed upon user defined values |
|
|
TargetStrategyParameters |
Field to allow further specification of the TargetStrategy
usage to be agreed between counterparties
|
|
|
TargetStrategyPerformance |
For communication of the performance of the order versus the target strategy
|
|
|
TargetSubID |
Assigned value used to identify specific individual or unit
intended to receive message. ADMIN reserved for administrative
messages not intended for a specific user.
|
|
|
TaxAdvantageType |
For CIV - a code identifying the type of tax exempt account
in which purchased shares/units are to be held.
0=None/Not Applicable (default) 1 = Maxi ISA (UK) 2 = TESSA (UK) 3 = Mini Cash ISA (UK) 4 = Mini Stocks and Shares ISA (UK) 5 = Mini Insurance ISA (UK) 6 = Current year payment (US) 7 = Prior year payment (US) 8 = Asset transfer (US) 9 = Employee - prior year (US) 10 = Employee current year (US) 11 = Employer - prior year (US) 12 = Employer current year (US) 13 = Non-fund prototype IRA (US) 14 = Non-fund qualified plan (US) 15 = Defined contribution plan (US) 16 = Individual Retirement Account (US) 17 = Individual Retirement Account Rollover (US) 18 = KEOGH (US) 19 = Profit Sharing Plan (US) 20 = 401K (US) 21 = Self-Directed IRA (US) 22 = 403(b) (US) 23 = 457 (US) 24 = Roth IRA (fund prototype) (US) 25 = Roth IRA (non-prototype) (US) 26 = Roth Conversion IRA (fund prototype) (US) 27 = Roth Conversion IRA (non-prototype) (US) 28 = Education IRA (fund prototype) (US) 29 = Education IRA (non-prototype) (US) 30 998 are reserved for future use by recognized taxation authorities 999=Other values above 1000 are available for use by private agreement among counterparties |
|
|
TerminationType |
Type of financing termination.
Valid values: 1 = Overnight 2 = Term 3 = Flexible 4 = Open |
|
|
TestMessageIndicator |
Indicates whether or not this FIX Session is a test vs. production
connection. Useful for preventing accidents.
Valid values: Y = True (Test) N = False (Production) |
|
|
TestReqID |
Identifier included in Test Request message
to be returned in resulting Heartbeat
|
|
|
Text |
Free format text string
(Note: this field does not have a specified maximum length) |
|
|
ThresholdAmount |
Amount that a position has to be in the money before it is exercised.
|
|
|
TickDirection |
Direction of the "tick".
Valid values: 0 = Plus Tick 1 = Zero-Plus Tick 2 = Minus Tick 3 = Zero-Minus Tick |
|
|
TickSize | |
|
|
TickerType | |
|
|
TimeBracket |
A code that represents a time interval in which a fill or trade occurred.
Required for US futures markets. |
|
|
TimeInForce |
Specifies how long the order remains in effect. Absence of this
field is interpreted as DAY. NOTE not applicable to CIV Orders.
Valid values: 0 = Day (or session) 1 = Good Till Cancel (GTC) 2 = At the Opening (OPG) 3 = Immediate or Cancel (IOC) 4 = Fill or Kill (FOK) 5 = Good Till Crossing (GTX) 6 = Good Till Date 7 = At the Close (see Volume 1: "Glossary" for value definitions) |
|
|
TotNoAllocs |
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.
|
|
|
TotNoOrders |
Total number of list order entries across all messages. Should be the sum
of all NoOrders (73) in each message that has repeating list order entries
related to the same ListID (66). Used to support fragmentation.
(Prior to FIX 4.2 this field was named "ListNoOrds") |
|
|
TotNoQuoteEntries |
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.
(Prior to FIX 4.4 this field was named TotQuoteEntries) |
|
|
TotNoRelatedSym |
Total number of securities.
(Prior to FIX 4.4 this field was named TotalNumSecurities) |
|
|
TotNoSecurityTypes |
Indicates total number of security types in the event that
multiple Security Type messages are used to return results
(Prior to FIX 4.4 this field was named TotalNumSecurityTypes) |
|
|
TotNoStrikes |
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.
|
|
|
TotNumAssignmentReports |
Total Number of Assignment Reports being returned to a firm
|
|
|
TotNumReports |
Total number or reports returned in response to a request
|
|
|
TotNumTradeReports |
Total number of trade reports returned.
|
|
|
TotalAccruedInterestAmt |
*** DEPRECATED FIELD - See "Deprecated (Phased-out)
Features and Supported Approach" ***
Total Amount of Accrued Interest for convertible bonds and fixed income |
|
|
TotalAffectedOrders |
Total number of orders affected by mass cancel request.
|
|
|
TotalNetValue |
TotalNetValue is determined as follows:
At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)). In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)). |
|
|
TotalNumPosReports |
Total number of Position Reports being returned.
|
|
|
TotalTakedown |
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.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) |
|
|
TotalVolumeTraded |
Total volume (quantity) traded.
|
|
|
TotalVolumeTradedDate |
No longer used as of FIX 4.4. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" *** Date of TotalVolumeTraded (387). (prior to FIX 4.4 field was of type UTCDate) |
|
|
TotalVolumeTraded_Time |
No longer used as of FIX 4.4. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" *** Time of TotalVolumeTraded (387). |
|
|
TradSesCloseTime |
Closing time of the trading session
|
|
|
TradSesEndTime |
End time of the trading session
|
|
|
TradSesMethod |
Method of trading
Valid values: 1 = Electronic 2 = Open Outcry 3 = Two Party |
|
|
TradSesMode |
Trading Session Mode
Valid values: 1 = Testing 2 = Simulated 3 = Production |
|
|
TradSesOpenTime |
Time of the opening of the trading session
|
|
|
TradSesPreCloseTime |
Time of the pre-closed of the trading session
|
|
|
TradSesReqID |
Unique ID of a Trading Session Status message.
|
|
|
TradSesStartTime |
Starting time of the trading session
|
|
|
TradSesStatus |
State of the trading session.
Valid values: 0 = Unknown 1 = Halted 2 = Open 3 = Closed 4 = Pre-Open 5 = Pre-Close 6 = Request Rejected |
|
|
TradSesStatusRejReason |
Indicates the reason a Trading Session Status Request was rejected.
Valid values: 1 = Unknown or invalid TradingSessionID 99 = Other |
|
|
TradeAllocIndicator |
Identifies how the trade is to be allocated
Valid values: 0 = Allocation not required 1 = Allocation required (give up trade) allocation information not provided (incomplete) 2 = Use allocation provided with the trade |
|
|
TradeCondition |
Space-delimited list of conditions describing a trade
Valid values: A = Cash (only) Market B = Average Price Trade C = Cash Trade (same day clearing) D = Next Day (only) Market E = Opening / Reopening Trade Detail F = Intraday Trade Detail G = Rule 127 Trade (NYSE) H = Rule 155 Trade (Amex) I = Sold Last (late reporting) J = Next Day Trade (next day clearing) K = Opened (late report of opened trade) L = Seller M = Sold (out of sequence) N = Stopped Stock (guarantee of price but does not execute the order) P = Imbalance More Buyers (Cannot be used in combination with Q) Q = Imbalance More Sellers (Cannot be used in combination with P) R = Opening Price |
|
|
TradeDate |
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).
|
|
|
TradeInputDevice |
Specific device number, terminal number or station where trade was entered
|
|
|
TradeInputSource |
Type of input device or system from which the trade was entered.
|
|
|
TradeLegRefID |
Reference to the leg of a multileg instrument to which this trade refers
|
|
|
TradeLinkID |
Used to link a group of trades together. Useful for linking
a group of trades together for average price calculations.
|
|
|
TradeOriginationDate |
Used with Fixed Income for Muncipal New Issue Market. Agreement
in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) |
|
|
TradeReportID |
Unique identifier of trade capture report
|
|
|
TradeReportRefID |
Reference identifier used with CANCEL and REPLACE transaction types.
|
|
|
TradeReportRejectReason |
Reason Trade Capture Request was rejected.
Valid values: 0 = Successful (Default) 1 = Invalid party information 2 = Unknown instrument 3 = Unauthorized to report trades 4 = Invalid trade type 99 = Other 4000+ Reserved and available for bi-laterally agreed upon user-defined values |
|
|
TradeReportTransType |
Identifies Trade Report message transaction type
Valid values: 0 = New 1 = Cancel 2 = Replace 3 = Release 4 = Reverse (Prior to FIX 4.4 this field was of type char) |
|
|
TradeReportType |
Type of Trade Report
Valid values: 0 = Submit 1 = Alleged 2 = Accept 3 = Decline 4 = Addendum 5 = No/Was 6 = Trade Report Cancel 7 = Locked In Trade Break |
|
|
TradeRequestID |
Trade Capture Report Request ID
|
|
|
TradeRequestResult |
Result of Trade Request
Valid values: 0 = Successful (Default) 1 = Invalid or unknown instrument 2 = Invalid type of trade requested 3 = Invalid parties 4 = Invalid Transport Type requested 5 = Invalid Destination requested 8 = TradeRequestType not supported 9 = Unauthorized for Trade Capture Report Request 99 = Other 4000+ Reserved and available for bi-laterally agreed upon user-defined values |
|
|
TradeRequestStatus |
Status of Trade Request.
Valid values: 0 = Accepted 1 = Completed 2 = Rejected |
|
|
TradeRequestType |
Type of Trade Capture Report.
Valid values: 0 = All trades 1 = Matched trades matching Criteria provided on request (parties, exec id, trade id, order id, instrument, input source, etc.) 2 = Unmatched trades that match criteria 3 = Unreported trades that match criteria 4 = Advisories that match criteria |
|
|
TradeVolumeDelay | |
|
|
TradedFlatSwitch |
Driver and part of trade in the event that the Security
Master file was wrong at the point of entry
Valid Values: Y = Traded Flat N = Not Traded Flat (Note tag # was reserved in FIX 4.1, added in FIX 4.3) |
|
|
TradingSessionID |
Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET1", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within ECN and Exchanges working group section). |
|
|
TradingSessionSubID |
Optional market assigned sub identifier for a trading session.
Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. |
|
|
TrailBy | |
|
|
TrailingAmt |
Trailing amount of order.
|
|
|
TransBkdTime |
For CIV A date and time stamp to indicate the time
a CIV order was booked by the fund manager.
|
|
|
TransactTime |
Time of execution/order creation (expressed in UTC
(Universal Time Coordinated, also known as GMT)
|
|
|
TransferReason |
Reason trade is being transferred
|
|
|
TrdMatchID |
Identifier assigned to a trade by a matching system.
|
|
|
TrdRegTimestamp |
Traded / Regulatory timestamp value. Use to store time information
required by government regulators or self regulatory organizations
(such as an exchange or clearing house).
|
|
|
TrdRegTimestampOrigin |
Text which identifies the "origin" (i.e. system which was used to generate
the time stamp) for the Traded / Regulatory timestamp value.
|
|
|
TrdRegTimestampType |
Traded / Regulatory timestamp type.
Valid values: 1 = Execution Time 2 = Time In 3 = Time Out 4 = Broker Receipt 5 = Broker Execution Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction. (see Volume 1: "Glossary" for value definitions) |
|
|
TrdRptStatus |
Trade Report Status
Valid values: 0 = Accepted 1 = Rejected |
|
|
TrdSubType |
Further qualification to the trade type
|
|
|
TrdType |
Type of Trade:
Valid values: 0 = Regular Trade 1 = Block Trade 2 = EFP (Exchange for Physical) 3 = Transfer 4 = Late Trade 5 = T Trade 6 = Weighted Average Price Trade 7 = Bunched Trade 8 = Late Bunched Trade 9 =Prior Reference Price Trade 10 = After Hours Trade |
|
|
TriggerMethod | Displays a dropdown field with a list of all available Trigger Methods. This allows you to select a new method on a per-order basis. |
|
|
URLLink |
A URI (Uniform Resource Identifier) or URL (Uniform Resource Locator) link
to additional information (i.e. http://www.XYZ.com/research.html)
See "Appendix 6-B FIX Fields Based Upon Other Standards" |
|
|
UnderlyingCFICode |
Underlying securitys CFICode.
Valid values: see CFICode (461)field |
|
|
UnderlyingCPProgram |
The program under which the underlying commercial paper is issued
|
|
|
UnderlyingCPRegType |
The registration type of the underlying commercial paper issuance
|
|
|
UnderlyingContractMultiplier |
Underlying securitys ContractMultiplier.
See ContractMultiplier (231) field for description |
|
|
UnderlyingCountryOfIssue |
Underlying securitys CountryOfIssue.
See CountryOfIssue (470) field for description |
|
|
UnderlyingCouponPaymentDate |
Underlying securitys CouponPaymentDate.
See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) |
|
|
UnderlyingCouponRate |
Underlying securitys CouponRate.
See CouponRate (223) field for description |
|
|
UnderlyingCreditRating |
Underlying securitys CreditRating.
See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) |
|
|
UnderlyingCurrency |
Underlying securitys Currency.
See Currency (15) field for description and valid values |
|
|
UnderlyingCurrentValue |
Currency value currently attributed to this collateral
|
|
|
UnderlyingDirtyPrice |
Price (percent-of-par or per unit) of the underlying security
or basket. Dirty means it includes accrued interest
|
|
|
UnderlyingEndPrice |
Price (percent-of-par or per unit) of the underlying
security or basket at the end of the agreement.
|
|
|
UnderlyingEndValue |
Currency value attributed to this collateral at the end of the agreement
|
|
|
UnderlyingFactor |
Underlying securitys Factor.
See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) |
|
|
UnderlyingInstrRegistry |
Underlying securitys InstrRegistry.
See InstrRegistry (543) field for description |
|
|
UnderlyingIssueDate |
Underlying securitys IssueDate.
See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) |
|
|
UnderlyingIssuer |
Underlying securitys Issuer.
See Issuer (106) field for description |
|
|
UnderlyingLastPx |
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.
|
|
|
UnderlyingLastQty |
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.
|
|
|
UnderlyingLocaleOfIssue |
Underlying securitys LocaleOfIssue.
See LocaleOfIssue (472) field for description |
|
|
UnderlyingMaturityDate |
Underlying securitys maturity date.
See MaturityDate (541) field for description |
|
|
UnderlyingMaturityDay |
No longer used as of FIX 4.3. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" *** Underlying securitys MaturityDay. See MaturityDay field for description |
|
|
UnderlyingMaturityMonthYear |
Underlying securitys MaturityMonthYear. Can be used with standardized
derivatives vs. the UnderlyingMaturityDate (542) field.
See MaturityMonthYear (200) field for description |
|
|
UnderlyingOptAttribute |
Underlying securitys OptAttribute.
See OptAttribute (206) field for description |
|
|
UnderlyingProduct |
Underlying securitys Product.
Valid values: see Product(460) field |
|
|
UnderlyingPutOrCall |
No longer used as of FIX 4.3. Included here for reference to prior versions.
*** REPLACED FIELD - See "Replaced Features and Supported Approach" *** Underlying securitys PutOrCall. See PutOrCall field for description |
|
|
UnderlyingPx |
Underlying price associate with a derivative instrument.
|
|
|
UnderlyingQty |
Unit amount of the underlying security (par, shares, currency, etc.)
|
|
|
UnderlyingRedemptionDate |
*** DEPRECATED FIELD - See "Deprecated (Phased-out)
Features and Supported Approach" ***
Underlying securitys RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) |
|
|
UnderlyingRepoCollateralSecurityType |
*** DEPRECATED FIELD - See "Deprecated (Phased-out)
Features and Supported Approach" ***
Underlying securitys RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) |
|
|
UnderlyingRepurchaseRate |
*** DEPRECATED FIELD - See "Deprecated (Phased-out)
Features and Supported Approach" ***
Underlying securitys RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) |
|
|
UnderlyingRepurchaseTerm |
*** DEPRECATED FIELD - See "Deprecated (Phased-out)
Features and Supported Approach" ***
Underlying securitys RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) |
|
|
UnderlyingSecurityAltID |
Alternate Security identifier value for this underlying security
of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL,
ISIN, etc). Requires UnderlyingSecurityAltIDSource.
|
|
|
UnderlyingSecurityAltIDSource |
Identifies class or source of the UnderlyingSecurityAltID (458)
value. Required if UnderlyingSecurityAltID is specified.
Valid values: Same valid values as the SecurityIDSource (22) field |
|
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UnderlyingSecurityDesc |
Underlying securitys SecurityDesc.
See SecurityDesc (107) field for description |
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UnderlyingSecurityExchange |
Underlying securitys SecurityExchange. Can be
used to identify the underlying security.
Valid values: see SecurityExchange (207) |
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UnderlyingSecurityID |
Underlying securitys SecurityID.
See SecurityID (48) field for description |
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UnderlyingSecurityIDSource |
Underlying securitys SecurityIDSource.
Valid values: see SecurityIDSource (22) field |
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UnderlyingSecuritySubType |
Underlying securitys SecuritySubType.
See SecuritySubType (762) field for description |
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UnderlyingSecurityType |
Underlying securitys SecurityType.
Valid values: see SecurityType (167) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH 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.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations=1 UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb- |
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UnderlyingSettlPrice |
Underlying securitys SettlPrice.
See SettlPrice (730) field for description |
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UnderlyingSettlPriceType |
Underlying securitys SettlPriceType.
See SettlPriceType (731) field for description |
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UnderlyingStartValue |
Currency value attributed to this collateral at the start of the agreement
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UnderlyingStateOrProvinceOfIssue |
Underlying securitys StateOrProvinceOfIssue.
See StateOrProvinceOfIssue (471) field for description |
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UnderlyingStipType |
Type of stipulation.
Same values as StipulationType (233) |
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UnderlyingStipValue |
Value of stipulation.
Same values as StipulationValue (234) |
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UnderlyingStrikeCurrency |
Currency in which the strike price of an underlying instrument is denominated
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UnderlyingStrikePrice |
Underlying securitys StrikePrice.
See StrikePrice (202) field for description |
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UnderlyingSymbol |
Underlying securitys Symbol.
See Symbol (55) field for description |
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UnderlyingSymbolSfx |
Underlying securitys SymbolSfx.
See SymbolSfx (65) field for description |
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UnderlyingTradingSessionID |
Trading Session in which the underlying instrument trades
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UnderlyingTradingSessionSubID |
Trading Session sub identifier in which the underlying instrument trades
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UnsolicitedIndicator |
Indicates whether or not message is being sent
as a result of a subscription request or not.
Valid values: Y = Message is being sent unsolicited N = Message is being sent as a result of a prior request |
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Urgency |
Urgency flag
Valid values: 0 = Normal 1 = Flash 2 = Background |
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UserRequestID |
Unique identifier for a User Request.
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UserRequestType |
Indicates the action required by a User Request Message
Valid values: 1 = LogOnUser 2 = LogOffUser 3 = ChangePasswordForUser 4 = Request Individual User Status |
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UserStatus |
Indicates the status of a user
Valid values: 1 = Logged In 2 = Not Logged In 3 = User Not Recognised 4 = Password Incorrect 5 = Password Changed 6 = Other |
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UserStatusText |
A text description associated with a user status.
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Username |
Userid or username.
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ValidUntilTime |
Indicates expiration time of indication message (always expressed
in UTC (Universal Time Coordinated, also known as GMT)
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ValueOfFutures |
Used in EFP trades
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WaveNo |
No longer used as of FIX 4.3. Included here for reference to prior versions.
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WorkingIndicator |
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.
Valid values: Y = Order is currently being worked N = Order has been accepted but not yet in a working state |
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WtAverageLiquidity |
Overall weighted average liquidity expressed as a % of
average daily volume. Represented as a percentage.
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XmlData |
Actual XML data stream (e.g. FIXML). See approriate XML reference
(e.g. FIXML). Note: may contain embedded SOH characters.
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XmlDataLen |
Length of the XmlData data block.
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Yield |
Yield percentage.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) |
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YieldCalcDate |
Include as needed to clarify yield irregularities associated
with date, e.g. when it falls on a non-business day.
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YieldRedemptionDate |
Date to which the yield has been calculated (i.e. maturity,
par call or current call, pre-refunded date).
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YieldRedemptionPrice |
Price to which the yield has been calculated.
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YieldRedemptionPriceType |
The price type of the YieldRedemptionPrice (697)
See PriceType (423) for description and valid values. |
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YieldType |
Type of yield.
Valid values: AFTERTAX = After Tax Yield (Municipals) ANNUAL = Annual Yield ATISSUE = Yield At Issue (Municipals) AVGMATURITY = Yield To Average Maturity BOOK = Book Yield CALL = Yield to Next Call CHANGE = Yield Change Since Close CLOSE = Closing Yield COMPOUND = Compound Yield CURRENT = Current Yield GROSS = True Gross Yield GOVTEQUIV = Government Equivalent Yield INFLATION = Yield with Inflation Assumption INVERSEFLOATER = Inverse Floater Bond Yield LASTCLOSE = Most Recent Closing Yield LASTMONTH = Closing Yield Most Recent Month LASTQUARTER = Closing Yield Most Recent Quarter LASTYEAR = Closing Yield Most Recent Year LONGAVGLIFE = Yield to Longest Average Life MARK = Mark To Market Yield MATURITY = Yield to Maturity NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds) OPENAVG = Open Average Yield PUT = Yield to Next Put PREVCLOSE = Previous Close Yield PROCEEDS = Proceeds Yield SEMIANNUAL = Semi-annual Yield SHORTAVGLIFE = Yield to Shortest Average Life SIMPLE = Simple Yield TAXEQUIV = Tax Equivalent Yield TENDER = Yield to Tender Date TRUE = True Yield VALUE1/32 = Yield Value Of 1/32 WORST = Yield To Worst (Note tag # was reserved in FIX 4.1, added in FIX 4.3) |