EFIXField Class

EFIXField, class holding field tags
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.
public final class EFIXField
This language is not supported or no code example is available.
Fields
 
Name Description
Public field Account Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.  
 
Public field 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)  
 
Public field AccruedInterestAmt Amount of Accrued Interest for convertible bonds and fixed income  
 
Public field 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.  
 
Public field 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)  
 
Public field Adjustment Identifies the type of adjustment.  
Valid values:  
1 = Cancel  
2 = Error  
3 = Correction  
 
Public field AdjustmentFactor
Public field 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  
 
Public field AdvId Unique identifier of advertisement message.  
(Prior to FIX 4.1 this field was of type int)  
 
Public field AdvRefID Reference identifier used with CANCEL and REPLACE transaction types.  
(Prior to FIX 4.1 this field was of type int)  
 
Public field AdvSide
Public field AdvTransType Identifies advertisement message transaction type  
Valid values:  
N = New  
C = Cancel  
R = Replace  
 
Public field AffectedOrderID OrderID (37) of an order affected by a mass cancel request.  
 
Public field AffectedSecondaryOrderID SecondaryOrderID (198) of an order affected by a mass cancel request.  
 
Public field AffirmStatus Identifies the status of the ConfirmationAck.  
Valid values:  
1 = Received  
2 = Confirm rejected, i.e. not affirmed  
3 = Affirmed  
 
Public field 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  
 
Public field AgreementCurrency Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency.  
 
 
Public field AgreementDate A reference to the date the underlying agreement specified by AgreementID and AgreementDesc was executed.  
 
Public field AgreementDesc The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction.  
 
Public field AgreementID A common reference to the applicable standing agreement between the counterparties to a financing transaction.  
 
Public field AllOrNone Marks the order as AON, to ensure the order will not execute unless/until the entire quantity is available.  
 
Public field AllocAccount Sub-account mnemonic  
 
Public field 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)  
 
Public field AllocAccruedInterestAmt Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level.  
 
Public field AllocAcctIDSource Used to identify the source of the AllocAccount (79) code.  
See AcctIDSource (660) for valid values.  
 
Public field AllocAvgPx AvgPx (6) for a specific AllocAccount (79)  
For Fixed Income this is always expressed as percent of par price type.  
 
Public field 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  
 
Public field 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  
 
Public field AllocID Unique identifier for allocation message.  
(Prior to FIX 4.1 this field was of type int)  
 
Public field AllocInterestAtMaturity Amount of interest (i.e. lump-sum) at maturity at the account-level.  
 
Public field 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  
 
Public field 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.  
 
Public field AllocLinkType Identifies the type of Allocation linkage when AllocLinkID (196) is used.  
Valid values:  
0 = F/X Netting  
1 = F/X Swap  
 
Public field AllocNetMoney NetMoney (118) for a specific AllocAccount (79)  
 
Public field 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  
 
Public field AllocPrice Executed price for an AllocAccount (79) entry used when using executed price vs. average price allocations (e.g. Japan).  
 
Public field AllocQty Quantity to be allocated to specific sub-account  
(Prior to FIX 4.2 this field was of type int)  
 
Public field 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  
 
Public field AllocReportID Unique identifier for Allocation Report message.  
 
Public field AllocReportRefID Reference identifier to be used with AllocTransType (71) = Replace or Cancel  
 
Public field 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  
 
Public field AllocSettlCurrAmt Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79).  
 
Public field AllocSettlCurrency Currency code of settlement denomination for a specific AllocAccount (79).  
 
Public field 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  
 
Public field 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  
 
Public field AllocText Free format text related to a specific AllocAccount (79).  
 
Public field 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" ***  
 
Public field 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" ***  
 
Public field AllowableOneSidednessCurr The currency that AllowableOneSidednessValue (766) is expressed in if AllowableOneSidednessValue is used.  
 
Public field AllowableOneSidednessPct The maximum percentage that execution of one side of a program trade can exceed execution of the other.  
 
Public field AllowableOneSidednessValue The maximum amount that execution of one side of a program trade can exceed execution of the other.  
 
Public field 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).  
 
Public field 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  
 
Public field ApplQueueDepth Current number of application messages that were queued at the time that the message was created by the counterparty.  
 
Public field 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.  
 
Public field 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  
 
Public field AsgnReqID Unique identifier for the Assignment Report Request  
 
Public field AsgnRptID Unique identifier for the Assignment Report  
 
Public field AssignmentMethod Method under which assignment was conducted  
Valid values:  
R = Random  
P = ProRata  
 
Public field AssignmentUnit Quantity Increment used in performing assignment.  
 
Public field AutoAcceptIndicator Identifies whether or not an allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House.  
 
Public field AvgParPx Used to express average price as percent of par (used where AvgPx field is expressed in some other way)  
 
Public field 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.  
 
Public field 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  
 
Public field 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.  
 
Public field 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)  
 
Public field BasisFeaturePrice Price for BasisFeatureDate.  
See BasisFeatureDate (259)  
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)  
 
Public field 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  
 
Public field BeginSeqNo Message sequence number of first message in range to be resent  
 
Public field BeginString Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted)  
Valid values:  
FIX.4.4  
 
Public field 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  
 
Public field 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)  
 
Public field 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)  
 
Public field 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)  
 
Public field BenchmarkPrice Specifies the price of the benchmark.  
 
Public field BenchmarkPriceType Identifies type of BenchmarkPrice (662).  
See PriceType (423) for valid values.  
 
Public field BenchmarkSecurityID The identifier of the benchmark security, e.g. Treasury against Corporate bond.  
See SecurityID (tag 48) for description and valid values.  
 
Public field BenchmarkSecurityIDSource Identifies class or source of the BenchmarkSecurityID (699) value. Required if BenchmarkSecurityID is specified.  
Same values as the SecurityIDSource (22) field  
 
Public field 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  
 
Public field BidDescriptorType Code to identify the type of BidDescriptor (400).  
Valid values:  
1 = Sector  
2 = Country  
3 = Index  
 
Public field BidForwardPoints Bid F/X forward points added to spot rate. May be a negative value.  
 
Public field 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.  
 
Public field BidID Unique identifier for Bid Response as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day.  
 
Public field BidPx Bid price/rate  
 
Public field BidRequestTransType Identifies the Bid Request message type.  
Valid values:  
N = New  
C = Cancel  
 
Public field BidSize Quantity of bid  
(Prior to FIX 4.2 this field was of type int)  
 
Public field BidSpotRate Bid F/X spot rate.  
 
Public field 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")  
 
Public field 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  
 
Public field BidYield Bid yield  
 
Public field BodyLength Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted)  
 
 
Public field BookValuePerShare
Public field BookingRefID Common reference passed to a post-trade booking process (e.g. industry matching utility).  
 
Public field 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  
 
Public field 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  
 
Public field 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.  
 
Public field 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  
 
Public field BusinessRejectRefID The value of the business-level ID field on the message being referenced.  
 
Public field BuyVolume Quantity bought.  
 
Public field 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)"  
 
Public field CPProgram The program under which a commercial paper is issued  
Valid values:  
1 = 3(a)(3)  
2 = 4(2)  
99 = Other  
 
Public field CPRegType The registration type of a commercial paper issuance  
 
Public field 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.  
 
Public field CardExpDate The expiry date of the payment card as specified on the card being used for payment.  
 
Public field CardHolderName The name of the payment card holder as specified on the card being used for payment.  
 
Public field 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.  
 
Public field CardNumber The number of the payment card as specified on the card being used for payment.  
 
Public field CardStartDate The start date of the card as specified on the card being used for payment.  
 
Public field CashDistribAgentAcctName Name of account at agent bank for distributions.  
 
Public field CashDistribAgentAcctNumber Account number at agent bank for distributions.  
 
Public field CashDistribAgentCode BIC (Bank Identification Code--Swift managed) code of agent bank for cash distributions  
 
Public field CashDistribAgentName Name of local agent bank if for cash distributions  
 
Public field CashDistribCurr Specifies currency to be use for Cash Distributions see "Appendix 6-A; Valid Currency Codes".  
 
Public field CashDistribPayRef Free format Payment reference to assist with reconciliation of distributions.  
 
Public field CashFlowPerShare
Public field 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  
 
Public field 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.  
 
Public field CashOutstanding Starting consideration less repayments  
 
Public field CashPerShare
Public field 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  
 
Public field 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  
 
Public field 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  
 
Public field 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  
 
Public field 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  
 
Public field 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  
 
Public field 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)  
 
Public field 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.  
 
Public field 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.  
 
Public field 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.  
 
Public field ClearingBusinessDate The "Clearing Business Date" referred to by this maintenance request.  
 
Public field 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  
 
Public field 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.  
 
Public field 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  
 
Public field ClientBidID Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day.  
 
Public field 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).  
 
Public field ClientOrderRefID
Public field CollAction Action proposed for an Underlying Instrument instance.  
Valid values:  
0 = Retain  
1 = Add  
2 = Remove  
 
Public field CollAsgnID Collateral Assignment Identifier  
 
Public field 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  
 
Public field CollAsgnRefID Collateral Assignment Identifier to which a transaction refers  
 
Public field 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  
 
Public field CollAsgnRespType Collateral Assignment Response Type  
Value values:  
0 = Received  
1 = Accepted  
2 = Declined  
3 = Rejected  
 
Public field CollAsgnTransType Collateral Assignment Transaction Type  
Value values:  
0 = New  
1 = Replace  
2 = Cancel  
3 = Release  
4 = Reverse  
 
Public field CollInquiryID Collateral Inquiry Identifier  
 
Public field 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)  
 
Public field 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  
 
Public field CollInquiryStatus Status of Collateral Inquiry  
Valid values:  
0 = Accepted  
1 = Accepted with Warnings  
2 = Completed  
3 = Completed with Warnings  
4 = Rejected  
 
Public field CollReqID Collateral Request Identifier  
 
Public field CollRespID Collateral Response Identifier  
 
Public field CollRptID Collateral Report Identifier  
 
Public field CollStatus Collateral Status  
Value values:  
0 = Unassigned  
1 = Partially Assigned  
2 = Assignment Proposed  
3 = Assigned (Accepted)  
4 = Challenged  
 
Public field 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".  
 
Public field 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.]  
 
Public field Commission Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05.  
 
Public field ComplianceID ID used to represent this transaction for compliance purposes (e.g. OATS reporting).  
 
Public field 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)  
 
Public field ConfirmID Message reference for Confirmation  
 
Public field ConfirmRefID Reference identifier to be used with ConfirmTransType (666) = Replace or Cancel  
 
Public field ConfirmRejReason Identifies the reason for rejecting a Confirmation.  
Valid values:  
1 = Mismatched account  
2 = Missing settlement instructions  
99 = Other  
 
Public field ConfirmReqID Unique identifier for a Confirmation Request message  
 
Public field ConfirmStatus Identifies the status of the Confirmation.  
Valid values:  
1 = Received  
2 = Mismatched account  
3 = Missing settlement instructions  
4 = Confirmed  
5 = Request rejected  
 
 
Public field ConfirmTransType Identifies the Confirmation transaction type.  
Valid values:  
0 = New  
1 = Replace  
2 = Cancel  
 
Public field 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)  
 
Public field ContAmtCurr Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes".  
 
Public field 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.  
 
Public field ContAmtValue Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (519).  
 
Public field ContraBroker Identifies contra broker. Standard NASD market-maker mnemonic is preferred.  
 
Public field ContraLegRefID Unique indicator for a specific leg for the ContraBroker (375).  
 
Public field ContraTradeQty Quantity traded with the ContraBroker (375).  
 
Public field ContraTradeTime Identifes the time of the trade with the ContraBroker (375). (always expressed in UTC (Universal Time Coordinated, also known as GMT)  
 
Public field ContraTrader Identifies the trader (e.g. "badge number") of the ContraBroker.  
 
Public field 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.  
 
Public field ContractSettlMonth Specifies when the contract (i.e. MBS/TBA) will settle.  
 
Public field 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.  
 
Public field CopyMsgIndicator Indicates whether or not this message is a drop copy of another message.  
 
Public field CorporateAction Identifies the type of Corporate Action.  
Valid values:  
A = Ex-Dividend  
B = Ex-Distribution  
C = Ex-Rights  
D = New  
E = Ex-Interest  
 
Public field CorporateActionType
Public field Country ISO Country Code in field  
 
Public field 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.  
 
Public field 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)  
 
Public field 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.  
 
Public field CoveredOrUncovered Used for derivative products, such as options  
Valid values:  
0 = Covered  
1 = Uncovered  
 
Public field 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)  
 
Public field 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.  
 
Public field CrossPercent Percentage of program that crosses in Currency. Represented as a percentage.  
 
Public field 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).  
 
Public field 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.  
 
Public field CumQty Total quantity (e.g. number of shares) filled.  
(Prior to FIX 4.2 this field was of type int)  
 
 
Public field 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.  
 
Public field 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).  
 
Public field 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  
 
Public field CxlQty Total quantity canceled for this order.  
(Prior to FIX 4.2 this field was of type int)  
 
Public field 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  
 
Public field 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  
 
Public field CxlType No longer used. Included here for reference to prior versions.  
 
Public field 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  
 
Public field DateOfBirth The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account.  
 
Public field 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  
 
Public field DayAvgPx The average price for quantity on a GT order that has traded today.  
 
Public field 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  
 
Public field DayCumQty Quantity on a GT order that has traded today.  
 
Public field 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))  
 
Public field DebtPerShare
Public field DeclaredDate
Public field DefBidSize Default Bid Size.  
 
Public field DefOfferSize Default Offer Size.  
 
Public field DeleteReason Reason for deletion.  
Valid values:  
0 = Cancelation / Trade Bust  
1 = Error  
 
Public field 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.  
 
Public field 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  
 
Public field DeliverToSubID Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third party  
 
Public field DeliveryDate Date of delivery.  
 
Public field DeliveryForm Identifies the form of delivery.  
Valid values:  
1 = BookEntry [the default]  
2 = Bearer  
 
Public field 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  
 
Public field 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.  
 
Public field DeskID Identification of a Market Makers desk  
 
Public field 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  
 
Public field 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)  
 
Public field DiscretionMoveType Describes whether discretionay price is static or floats  
Valid Values  
0 = Floating (default)  
1 = Fixed  
 
Public field DiscretionOffsetType Type of Discretion Offset value  
Valid Values  
0 = Price (default)  
1 = Basis Points  
2 = Ticks  
3 = Price Tier / Level  
 
Public field 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)  
 
Public field DiscretionPrice The current discretionary price of the order  
 
Public field 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  
 
Public field DiscretionScope The scope of the discretion  
Valid values:  
1 = Local (Exchange, ECN, ATS)  
2 = National  
3 = Global  
4 = National excluding local  
 
Public field DisplaySize Display size of order.  
 
Public field 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  
 
Public field DistribPercentage The amount of each distribution to go to this beneficiary, expressed as a percentage  
 
Public field DividendType
Public field DlvyInst Free format text field to indicate delivery instructions  
No longer used. Included here for reference to prior versions.  
 
Public field DlvyInstType Used to indicate whether a delivery instruction is used for securities or cash settlement.  
Valid values:  
S = securities  
C = cash  
 
Public field 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  
 
Public field EFPTrackingError Eg Used in EFP trades 12% (EFP Exchange for Physical ). Represented as a percentage.  
 
Public field EarningsPerShare
Public field EffectiveTime Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as GMT)  
 
Public field EmailThreadID Unique identifier for an email thread (new and chain of replies)  
 
Public field EmailType Email message type.  
Valid values:  
0 = New  
1 = Reply  
2 = Admin Reply  
 
Public field 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.  
 
Public field EncodedAllocTextLen Byte length of encoded (non-ASCII characters) EncodedAllocText (361) field.  
 
Public 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.  
 
Public field EncodedHeadlineLen Byte length of encoded (non-ASCII characters) EncodedHeadline (359) field.  
 
Public 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.  
 
Public field EncodedIssuerLen Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field.  
 
Public field EncodedLegIssuer Multileg instrument's individual securitys EncodedIssuer.  
See EncodedIssuer (349) field for description  
 
Public field EncodedLegIssuerLen Multileg instrument's individual securitys EncodedIssuerLen.  
See EncodedIssuerLen (348) field for description  
 
Public field EncodedLegSecurityDesc Multileg instrument's individual securitys EncodedSecurityDesc.  
See EncodedSecurityDesc (351) field for description  
 
Public field EncodedLegSecurityDescLen Multileg instrument's individual securitys EncodedSecurityDescLen.  
See EncodedSecurityDescLen (350) field for description  
 
Public field 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.  
 
Public field EncodedListExecInstLen Byte length of encoded (non-ASCII characters) EncodedListExecInst (353) field.  
 
Public 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.  
 
Public field EncodedListStatusTextLen Byte length of encoded (non-ASCII characters) EncodedListStatusText (446) field.  
 
Public 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.  
 
Public field EncodedSecurityDescLen Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (351) field.  
 
Public 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.  
 
Public field EncodedSubjectLen Byte length of encoded (non-ASCII characters) EncodedSubject (357) field.  
 
Public 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.  
 
Public field EncodedTextLen Byte length of encoded (non-ASCII characters) EncodedText (355) field.  
 
Public 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.  
 
Public field EncodedUnderlyingIssuerLen Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.  
 
Public 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.  
 
Public field EncodedUnderlyingSecurityDescLen Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.  
 
Public 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)  
 
Public field EndAccruedInterestAmt Accrued Interest Amount applicable to a financing transaction on the End Date.  
 
Public field EndCash Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date.  
 
Public field EndDate End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral  
 
Public field 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).  
 
Public field EventDate Date of event  
 
Public field EventPx Predetermined price of issue at event, if applicable  
 
Public field EventText Comments related to the event.  
 
Public field EventType Code to represent the type of event  
Valid values:  
1 = Put  
2 = Call  
3 = Tender  
4 = Sinking Fund Call  
99 = Other  
 
Public field 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)  
 
Public field ExDestination Execution destination as defined by institution when order is entered.  
Valid values:  
See "Appendix 6-C"  
 
Public field ExchangeForPhysical Indicates whether or not to exchange for phsyical.  
Valid values:  
Y = True  
N = False  
 
Public field 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.  
 
Public field 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.  
 
Public field 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)  
 
Public field 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)  
Public field ExecPriceAdjustment For CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by ExecPriceType (484)  
 
Public field 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  
 
Public field ExecRefID Reference identifier used with Trade Cancel and Trade Correct execution types.  
(Prior to FIX 4.1 this field was of type int)  
 
Public field 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  
 
Public field 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  
 
Public field 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" ***  
 
 
Public field 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.  
 
Public field ExerciseMethod Exercise Method used to in performing assignment.  
Valid values:  
A = Automatic  
M = Manual  
 
Public field 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  
 
Public field 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  
 
Public field ExpireSecondsOrMilliseconds
Public field 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.  
 
Public field FFT2
Public field FFT3
Public field FaGroup
Public field FaMethod
Public field FaPercentage
Public field FaProfile
Public field 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)  
 
Public field FairValue Used in EFP trades  
 
Public field FillOnBarMode
Public field FinancialStatus Identifies a firms financial status.  
Valid values:  
1 = Bankrupt  
2 = Pending delisting  
 
Public field ForceMarketOrder
Public field 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  
 
Public field FundRenewWaiv A one character code identifying whether the Fund based renewal commission is to be waived.  
Valid values are:  
Y = Yes  
N = No  
 
Public field 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  
 
Public field 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  
 
Public field GrossAmount
Public field GrossTradeAmt Total amount traded (e.g. CumQty (14) * AvgPx (6)) expressed in units of currency.  
 
Public field 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  
 
Public field 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  
 
Public field Headline The headline of a News message  
 
Public field HeartBtInt Heartbeat interval (seconds)  
 
Public field Hidden Check to create a hidden order.  
 
Public field HighPx Represents an indication of the high end of the price range for a security prior to the open or reopen  
 
Public field 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.  
 
Public field 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.  
 
Public field 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.  
 
Public field 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
Public field IBalgoParams
Public field IBalgoStrategy AlgoStrategy header field.  
Example values:  
"Vwap"  
 
Public field IBallowPastEndTime Allow trading past end time.  
Example values:  
1 (true) or 0 (false)  
 
Public field IBendTime Algorithm ending time.  
Example values:  
hh:mm:ss TMZ or YYYYMMDD-hh:mm:ss TMZ  
 
Public field IBforceCompletion Attempt completion by the end of the day 1 (true) or 0 (false)
Public field IBmaxPctVol Maximum percentage of average daily volume.  
Example values:  
0.1 (10%) - 0.5 (50%)  
 
Public field IBmonetaryValue Cash Quantity
Public field IBnoTakeLiq Attempt to never take liquidity.  
Example values:  
1 (true) or 0 (false)  
 
Public field IBriskAversion Urgency/risk aversion Get Done, Aggressive, Neutral, Passive
Public field IBroute Alternative exchange.  
 
 
Public field IBspeedUp Compensate for the decreased fill rate due to presence of limit price 1 (true) or 0 (false)
Public field IBstartTime Algorithm starting time  
Example values:  
hh:mm:ss TMZ or YYYYMMDD-hh:mm:ss TMZ  
 
Public field 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.
Public field IOIID Unique identifier of IOI message.  
(Prior to FIX 4.1 this field was of type int)  
 
 
Public field 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  
 
Public field IOIOthSvc No longer used as of FIX 4.2. Included here for reference to prior versions.  
 
Public field IOIQltyInd Relative quality of indication  
Valid values:  
L = Low  
M = Medium  
H = High  
 
Public field IOIQty Quantity (e.g. number of shares) in numeric form or relative size.  
Valid values:  
0 - 1000000000  
S = Small  
M = Medium  
L = Large  
 
Public field 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)  
 
Public field IOIRefID Reference identifier used with CANCEL and REPLACE, transaction types.  
(Prior to FIX 4.1 this field was of type int)  
 
Public field IOITransType Identifies IOI message transaction type  
Valid values:  
N = New  
C = Cancel  
R = Replace  
 
Public field 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  
 
Public field IncTaxInd Code to represent whether value is net (inclusive of tax) or gross.  
Valid values:  
1 = Net  
2 = Gross  
 
Public field IndividualAllocID Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).  
 
Public field IndividualAllocRejCode Identified reason for rejecting an individual AllocAccount (79) detail.  
Same values as AllocRejCode (88)  
 
Public field IndustryCode
Public field IndustryGroup
Public field IndustrySector
Public field IndustrySubGroup
Public field 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  
 
Public field InstrAttribValue Attribute value appropriate to the InstrAttribType (871) field.  
 
Public 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  
 
Public field 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  
 
Public field InterestAtMaturity Amount of interest (i.e. lump-sum) at maturity.  
 
Public field InterestPaymentPerShare
Public field InvestorCountryOfResidence The ISO 3166 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes.  
 
Public field 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)  
 
Public field Issuer Name of security issuer (e.g. International Business Machines, GNMA).  
see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"  
 
Public field LastCapacity Broker capacity in order execution  
Valid values:  
1 = Agent  
2 = Cross as agent  
3 = Cross as principal  
4 = Principal  
 
Public field LastForwardPoints F/X forward points added to LastSpotRate (194). May be a negative value.  
 
Public field LastForwardPoints2 F/X forward points of the future part of a F/X swap order added to LastSpotRate (194). May be a negative value.  
 
Public field 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  
 
Public field 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  
 
Public field LastMkt Market of execution for last fill, or an indication of the market where an order was routed  
Valid values:  
See "Appendix 6-C"  
 
Public field 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.  
 
Public field LastNetworkResponseID Identifier of the previous Network Response message sent to a counterparty, used to allow incremental updates.  
 
Public field 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).  
 
Public field LastPx Price of this (last) fill.  
 
 
Public field LastQty Quantity (e.g. shares) bought/sold on this (last) fill.  
(Prior to FIX 4.2 this field was of type int)  
 
Public field 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  
 
Public field LastSpotRate F/X spot rate.  
 
Public field LastUpdateTime Timestamp of last update to data item (or creation if no updates made since creation).  
 
Public field 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)  
 
Public field LegAllocAccount Allocation Account for the leg  
See AllocAccount (79) for description and valid values.  
 
Public field LegAllocAcctIDSource The source of the LegAllocAccount (671)  
See AllocAcctIDSource (661) for description and valid values.  
 
Public field LegAllocQty Leg allocation quantity.  
See AllocQty (80) for description and valid values.  
 
Public field LegBenchmarkCurveCurrency LegBenchmarkPrice (679) currency  
See BenchmarkCurveCurrency (220) for description and valid values.  
 
Public field LegBenchmarkCurveName Name of the Leg Benchmark Curve.  
See BenchmarkCurveName (221) for description and valid values.  
 
Public field LegBenchmarkCurvePoint Identifies the point on the Leg Benchmark Curve.  
See BenchmarkCurvePoint (222) for description and valid values.  
 
Public field LegBenchmarkPrice Used to identify the price of the benchmark security.  
See BenchmarkPrice (662) for description and valid values.  
 
Public field LegBenchmarkPriceType The price type of the LegBenchmarkPrice.  
See BenchmarkPriceType (663) for description and valid values.  
 
Public field LegBidPx Bid price of this leg.  
See BidPx (132) for description and valid values.  
 
Public field LegCFICode Multileg instrument's individual securitys CFICode.  
See CFICode (461) field for description  
 
Public field LegContractMultiplier Multileg instrument's individual securitys ContractMultiplier.  
See ContractMultiplier (231) field for description  
 
Public field LegContractSettlMonth Specifies when the contract (i.e. MBS/TBA) will settle.  
 
Public field LegCountryOfIssue Multileg instrument's individual leg securitys CountryOfIssue.  
See CountryOfIssue (470) field for description  
 
Public field 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)  
 
Public field LegCouponRate Multileg instrument's individual securitys CouponRate.  
See CouponRate (223) field for description  
 
Public field LegCoveredOrUncovered CoveredOrUncovered for leg of a multileg  
See CoveredOrUncovered (203) field for description  
 
Public field 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)  
 
Public field LegCurrency Currency associated with a particular Leg's quantity  
 
Public field 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  
 
Public field 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)  
 
Public field LegIOIQty Leg-specific IOI quantity.  
See IOIQty (27) for description and valid values  
 
Public field LegIndividualAllocID Reference for the individual allocation ticket  
See IndividualAllocID (467) for description and valid values.  
 
Public field LegInstrRegistry Multileg instrument's individual leg securitys InstrRegistry.  
See InstrRegistry (543) field for description  
 
Public field 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  
 
Public field 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)  
 
Public field LegIssuer Multileg instrument's individual securitys Issuer.  
See Issuer (106) field for description  
 
Public field LegLastPx Execution price assigned to a leg of a multileg instrument.  
See LastPx (31) field for description and values  
 
Public field LegLocaleOfIssue Multileg instrument's individual leg securitys LocaleOfIssue.  
See LocaleOfIssue (472) field for description  
 
Public field LegMaturityDate Multileg instrument's individual securitys MaturityDate.  
See MaturityDate (541) field for description  
 
Public field LegMaturityMonthYear Multileg instrument's individual securitys MaturityMonthYear.  
See MaturityMonthYear (200) field for description  
 
Public field LegOfferPx Offer price of this leg.  
See OfferPx (133) for description and valid values  
 
Public field LegOptAttribute Multileg instrument's individual securitys OptAttribute.  
See OptAttribute (206) field for description  
 
Public field LegOrderQty Quantity ordered of this leg.  
See OrderQty (38) for description and valid values  
 
Public field 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.  
 
Public field LegPositionEffect PositionEffect for leg of a multileg  
See PositionEffect (77) field for description  
 
Public field LegPrice Price for leg of a multileg  
See Price (44) field for description  
 
Public field LegPriceType The price type of the LegBidPx (681) and/or LegOfferPx (684).  
See PriceType (423) for description and valid values  
 
Public field LegProduct Multileg instrument's individual securitys Product.  
See Product (460) field for description  
 
Public field LegQty Quantity of this leg, e.g. in Quote dialog.  
See Quantity (53) for description and valid values  
 
Public field LegRatioQty The ratio of quantity for this individual leg relative to the entire multileg security.  
 
Public field 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)  
 
Public field LegRefID Unique indicator for a specific leg.  
 
Public field 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)  
 
Public field 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)  
 
Public field 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)  
 
Public field LegSecurityAltID Multileg instrument's individual securitys SecurityAltID.  
See SecurityAltID (455) field for description  
 
Public field LegSecurityAltIDSource Multileg instrument's individual securitys SecurityAltIDSource.  
See SecurityAltIDSource (456) field for description  
 
Public field LegSecurityDesc Multileg instrument's individual securitys SecurityDesc.  
See SecurityDesc (107) field for description  
 
Public field LegSecurityExchange Multileg instrument's individual securitys SecurityExchange.  
See SecurityExchange (207) field for description  
 
Public field LegSecurityID Multileg instrument's individual securitys SecurityID.  
See SecurityID (48) field for description  
 
Public field LegSecurityIDSource Multileg instrument's individual securitys SecurityIDSource.  
See SecurityIDSource (22) field for description  
 
Public field LegSecuritySubType SecuritySubType of the leg instrument.  
See SecuritySubType (762) field for description  
 
Public field LegSecurityType Multileg instrument's individual securitys SecurityType.  
See SecurityType (167) field for description  
 
Public field LegSettlCurrency Identifies settlement currency for the Leg.  
See SettlCurrency (120) for description and valid values  
 
Public field LegSettlDate Refer to description for SettlDate[64]  
 
Public field LegSettlType Refer to values for SettlType[63]  
 
Public field LegSide The side of this individual leg (multileg security).  
See Side (54) field for description and values  
 
Public field LegStateOrProvinceOfIssue Multileg instrument's individual leg securitys StateOrProvinceOfIssue.  
See StateOrProvinceOfIssue (471) field for description  
 
Public field LegStipulationType For Fixed Income, type of Stipulation for this leg.  
See StipulationType (233) for description and valid values  
 
Public field LegStipulationValue For Fixed Income, value of stipulation.  
See StipulationValue (234) for description and valid values  
 
Public field LegStrikeCurrency Currency in which the strike price of a instrument leg of a multileg instrument is denominated  
 
Public field LegStrikePrice Multileg instrument's individual securitys StrikePrice.  
See StrikePrice (202) field for description  
 
Public field 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  
 
Public field LegSymbol Multileg instrument's individual securitys Symbol.  
See Symbol (55) field for description  
 
Public field LegSymbolSfx Multileg instrument's individual securitys SymbolSfx.  
See SymbolSfx (65) field for description  
 
Public field 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  
 
Public field 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  
 
Public field LiquidityNumSecurities Number of Securites between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency.  
 
Public field LiquidityPctHigh Upper liquidity indicator if TotalNumSecurities (393) > 1. Represented as a percentage.  
 
Public field LiquidityPctLow Liquidity indicator or lower limit if TotalNumSecurities (393) > 1. Represented as a percentage.  
 
Public field LiquidityValue Value between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency  
 
Public field ListExecInst Free format text message containing list handling and execution instructions.  
 
Public field 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)  
 
Public field 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.  
 
Public field ListName Descriptive name for list order.  
 
Public field 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  
 
Public field ListSeqNo Sequence of individual order within list (i.e. ListSeqNo of TotNoOrders (68), 2 of 25, 3 of 25, . . . )  
 
Public field ListStatusText Free format text string related to List Status.  
 
Public field ListStatusType Code to represent the status type.  
Valid values:  
1 = Ack  
2 = Response  
3 = Timed  
4 = ExecStarted  
5 = AllDone  
6 = Alert  
 
Public field 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.  
 
Public field 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  
 
Public field LocationID Identification of a Market Makers location  
 
Public field LongQty Long Quantity  
 
Public field LowPx Represents an indication of the low end of the price range for a security prior to the open or reopen  
 
Public field MDEntryBuyer Buying party in a trade  
 
Public field MDEntryDate Date of Market Data Entry.  
(prior to FIX 4.4 field was of type UTCDate)  
 
Public field MDEntryID Unique Market Data Entry identifier.  
 
Public field MDEntryOriginator Originator of a Market Data Entry  
 
Public field MDEntryPositionNo Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1.  
 
Public field MDEntryPx Price of the Market Data Entry.  
 
Public field MDEntryRefID Refers to a previous MDEntryID (278).  
 
 
Public field MDEntrySeller Selling party in a trade  
 
Public field MDEntrySize Quantity or volume represented by the Market Data Entry.  
 
Public field MDEntryTime Time of Market Data Entry.  
 
Public field 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  
 
Public field 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.  
 
Public field MDMkt Market posting quote / trade.  
Valid values:  
See "Appendix 6-C"  
 
Public field MDPriceLevel
Public field MDReqID Unique identifier for Market Data Request  
 
Public field 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  
 
Public field MDUpdateAction Type of Market Data update action.  
Valid values:  
0 = New  
1 = Change  
2 = Delete  
 
Public field MDUpdateType Specifies the type of Market Data update.  
Valid values:  
0 = Full Refresh  
1 = Incremental Refresh  
 
Public field MS_FIXSpecVersionNo
Public field MS_LowerPercentVolume
Public field MS_MaxPercentVolume
Public field MS_NearSideOnly
Public field MS_PriceScaling
Public field MS_ReactPrice
Public field MS_ReactPriceType
Public field MS_RefMarket
Public field MS_ScalingPrice
Public field MS_ScalingReference
Public field MS_Strategy
Public field MS_TrailingStop
Public field MS_TriggerPrice
Public field MS_UpperPercentVolume
Public field MS_Urgency
Public field MailingDtls Set of Correspondence address details, possibly including phone, fax, etc.  
 
Public field MailingInst Free format text to specify mailing instruction requirements, e.g. "no third party mailings".  
 
Public field ManualOrderIndicator
Public field Margin
Public field MarginExcess Excess margin amount (deficit if value is negative)  
 
Public field 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%.  
 
Public field MarketDepth Depth of market for Book Snapshot  
Valid values:  
0 = Full Book  
1 = Top of Book  
N = Report best N price tiers of data  
 
Public field MarketID
Public field 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  
 
Public field 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  
 
Public field 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  
 
Public field MassStatusReqID Value assigned by issuer of Mass Status Request to uniquely identify the request  
 
Public field 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  
 
Public field 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  
 
Public field 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  
 
Public field MaturityDate Date of maturity.  
 
Public field 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  
 
Public field 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).  
 
Public field MaturityNetMoney Net Money at maturity if Zero Coupon and maturity value is different from par value  
 
Public field MaturityTime
Public field 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)  
 
Public field MaxMessageSize Maximum number of bytes supported for a single message.  
 
Public field 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)  
 
Public field 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)  
 
Public field MidPx Mid price/rate  
 
Public field MidYield Mid yield  
 
Public field 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  
 
Public field 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.  
 
Public field MinPriceIncrement
Public field MinQty Minimum quantity of an order to be executed.  
 
(Prior to FIX 4.2 this field was of type int)  
 
Public field MinTradeVol The minimum trading volume for a security  
 
Public field MiscFeeAmt Miscellaneous fee value  
 
Public field MiscFeeBasis Defines the unit for a miscellaneous fee.  
Value values:  
0 = Absolute  
1 = Per unit  
2 = Percentage  
 
Public field MiscFeeCurr Currency of miscellaneous fee  
 
Public field 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  
 
Public field MktBidPx Used to indicate the best bid in a market  
 
Public field MktOfferPx Used to indicate the best offer in a market  
 
Public field 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.  
 
 
Public field MsgDirection Specifies the direction of the messsage.  
Valid values:  
S = Send  
R = Receive  
 
Public field MsgSeqNum Integer message sequence number.  
 
 
Public field 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  
 
 
 
Public field 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  
 
Public field 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)  
 
Public field Nested2PartyID PartyID value within a "second instance" Nested repeating group.  
Same values as PartyID (448)  
 
Public field Nested2PartyIDSource PartyIDSource value within a "second instance" Nested repeating group.  
Same values as PartyIDSource (447)  
 
Public field Nested2PartyRole PartyRole value within a "second instance" Nested repeating group.  
Same values as PartyRole (452)  
 
Public field Nested2PartySubID PartySubID value within a "second instance" Nested repeating group.  
Same values as PartySubID (523)  
 
Public field Nested2PartySubIDType Type of Nested2PartySubID (760) value. Second instance of <NestedParties>.  
Same values as PartySubIDType (803)  
 
Public field Nested3PartyID PartyID value within a "third instance" Nested repeating group.  
Same values as PartyID (448)  
 
Public field Nested3PartyIDSource PartyIDSource value within a "third instance" Nested repeating group.  
Same values as PartyIDSource (447)  
 
Public field Nested3PartyRole PartyRole value within a "third instance" Nested repeating group.  
Same values as PartyRole (452)  
 
Public field Nested3PartySubID PartySubID value within a "third instance" Nested repeating group.  
Same values as PartySubID (523)  
 
Public field Nested3PartySubIDType PartySubIDType value within a "third instance" Nested repeating group.  
Same values as PartySubIDType (803)  
 
Public field NestedPartyID PartyID value within a nested repeating group.  
Same values as PartyID (448)  
 
Public field NestedPartyIDSource PartyIDSource value within a nested repeating group.  
Same values as PartyIDSource (447)  
 
Public field NestedPartyRole PartyRole value within a nested repeating group.  
Same values as PartyRole (452)  
 
Public field NestedPartySubID PartySubID value within a nested repeating group.  
Same values as PartySubID (523)  
 
Public field NestedPartySubIDType Type of NestedPartySubID (545) value.  
Same values as PartySubIDType (803)  
 
Public field NetAmount
Public field NetChgPrevDay Net change from previous days closing price vs. last traded price.  
 
Public field NetGrossInd Code to represent whether value is net (inclusive of tax) or gross.  
Valid values:  
1 = Net  
2 = Gross  
 
Public field NetMoney Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution.  
 
Public field NetworkRequestID Unique identifier for a network resquest.  
 
Public field 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)  
 
Public field NetworkResponseID Unique identifier for a network response.  
 
Public field NetworkStatusResponseType Indicates the type of Network Response Message.  
Valid values:  
1 = Full  
2 = Incremental update  
 
Public field NewPassword New Password or passphrase  
 
Public field NewSeqNo New sequence number  
 
Public field NextExpectedMsgSeqNum Next expected MsgSeqNum value to be received.  
 
Public field NoAffectedOrders Number of affected orders in the repeating group of order ids.  
 
Public field NoAllocs Number of repeating AllocAccount (79)/AllocPrice (366) entries.  
 
Public field NoAltMDSource Number of alternative market data sources  
 
Public field NoBidComponents Indicates the number of list entries.  
 
Public field NoBidDescriptors Number of BidDescriptor (400) entries.  
 
Public field NoCapacities Number of repeating OrderCapacity entries.  
 
Public field NoClearingInstructions Number of clearing instructions  
 
Public field NoCollInquiryQualifier Number of CollInquiryQualifier entries in a repeating group.  
 
Public field NoCompIDs Number of CompID entries in a repeating group.  
 
Public field NoContAmts The number of Contract Amount details on an Execution Report message  
 
Public field NoContraBrokers The number of ContraBroker (375) entries.  
 
Public field NoDates Number of Date fields provided in date range  
 
Public field NoDistribInsts The number of Distribution Instructions on a Registration Instructions message  
 
Public field NoDlvyInst Number of delivery instruction fields in repeating group.  
 
Note this field was removed in FIX 4.1 and reinstated in FIX 4.4.  
 
Public field NoEvents Number of repeating EventType entries.  
 
Public field NoExecs No of execution repeating group entries to follow.  
 
Public field NoHops Number of HopCompID entries in repeating group.  
 
Public field NoIOIQualifiers Number of repeating groups of IOIQualifiers (104).  
 
Public field NoInstrAttrib Number of repeating InstrAttribType entries.  
 
Public field NoLegAllocs Number of Allocations for the leg  
 
Public field NoLegSecurityAltID Multileg instrument's individual securitys NoSecurityAltID.  
See NoSecurityAltID (454) field for description  
 
Public field NoLegStipulations Number of leg stipulation entries  
 
Public field NoLegs Number of InstrumentLeg repeating group instances.  
 
Public field NoLinesOfText Identifies number of lines of text body  
 
Public field NoMDEntries Number of entries in Market Data message.  
 
Public field NoMDEntryTypes Number of MDEntryType (269) fields requested.  
 
Public field NoMarketSegments
Public field NoMiscFees Number of repeating groups of miscellaneous fees  
 
Public field NoMsgTypes Number of MsgTypes (35) in repeating group.  
 
Public field NoNested2PartyIDs Number of Nested2PartyID (757), Nested2PartyIDSource (758), and Nested2PartyRole (759) entries  
 
Public field NoNested2PartySubIDs Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>.  
 
Public field NoNested3PartyIDs Number of Nested3PartyID (949), Nested3PartyIDSource (950), and Nested3PartyRole (951) entries  
 
Public field NoNested3PartySubIDs Number of Nested3PartySubIDs (953) entries  
 
Public field NoNestedPartyIDs Number of NestedPartyID (524), NestedPartyIDSource (525), and NestedPartyRole (538) entries  
 
Public field NoNestedPartySubIDs Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries  
 
Public field NoOrders Indicates number of orders to be combined for average pricing and allocation.  
 
Public field NoPartyIDs Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries  
 
Public field NoPartySubIDs Number of PartySubID (523)and PartySubIDType (803) entries  
 
Public field NoPosAmt Number of position amount entries.  
 
Public field NoPositions Number of position entries.  
 
Public field NoQuoteEntries The number of quote entries for a QuoteSet.  
 
Public field NoQuoteQualifiers Number of repeating groups of QuoteQualifiers (695).  
 
Public field NoQuoteSets The number of sets of quotes in the message.  
 
Public field NoRegistDtls The number of registration details on a Registration Instructions message  
 
Public field NoRelatedSym Specifies the number of repeating symbols specified.  
 
Public field NoRoutingIDs Number of repeating groups of RoutingID (217) and RoutingType (216) values.  
 
See Volume 3: "Pre-Trade Message Targeting/Routing"  
 
Public field NoRpts Total number of reports within series.  
 
Public field NoSecurityAltID Number of SecurityAltID (455) entries.  
 
Public field NoSecurityTypes Number of Security Type repeating group instances.  
 
Public field NoSettlInst Number of settlement instructions within repeating group.  
 
Public field NoSettlPartyIDs Number of SettlPartyID (782), SettlPartyIDSource (783), and SettlPartyRole (784) entries  
 
Public field NoSettlPartySubIDs Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries  
 
Public field NoSides Number of Side repeating group instances.  
Valid values:  
1 = one side  
2 = both sides  
 
Public field NoStipulations Number of stipulation entries  
(Note tag # was reserved in FIX 4.1, added in FIX 4.3).  
 
Public field NoStrikes Number of list strike price entries.  
 
Public field NoTrades Number of trades in repeating group.  
 
Public field NoTradingSessionRules
Public field NoTradingSessions Number of TradingSessionIDs (336) in repeating group.  
 
Public field NoTrdRegTimestamps Number of TrdRegTimestamp (769) entries  
 
Public field NoUnderlyingSecurityAltID Number of UnderlyingSecurityAltID (458) entries.  
 
Public field NoUnderlyingStips Number of underlying stipulation entries  
 
Public field NoUnderlyings Number of underlying legs that make up the security.  
 
Public field 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  
 
Public field NumBidders Indicates the total number of bidders on the list  
 
Public field NumDaysInterest Number of Days of Interest for convertible bonds and fixed income. Note value may be negative.  
 
Public field NumTickets Total number of tickets.  
 
Public field NumberOfOrders Number of orders in the market.  
 
Public field OCAGroup
Public field 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"  
 
Public field OfferForwardPoints Offer F/X forward points added to spot rate. May be a negative value.  
 
Public field 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.  
 
Public field OfferPx Offer price/rate  
 
Public field OfferSize Quantity of offer  
(Prior to FIX 4.2 this field was of type int)  
 
Public field OfferSpotRate Offer F/X spot rate.  
 
Public field OfferYield Offer yield  
 
Public field 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.  
 
Public 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  
 
Public field 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)  
 
Public field OnBehalfOfSubID Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party  
 
Public field OpenClose 'O' to open (or increase) a position;  
'C' to close (or decrease) a position  
 
Public field 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)  
 
Public field OpenInterest Open interest that was eligible for assignment.  
 
Public field 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).  
 
Public field 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.  
 
Public field 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)  
 
Public field OrdStatusReqID Can be used to uniquely identify a specific Order Status Request message.  
 
Public field 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)  
 
Public field OrderAvgPx Average price for a specific order  
 
Public field OrderBookingQty Quantity of the order that is being booked out as part of an Allocation Instruction or Allocation Report message  
 
Public field 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)  
 
Public field OrderCapacityQty Quantity executed under a specific OrderCapacity (e.g. quantity executed as agent, quantity executed as principal)  
 
Public field 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.  
 
Public field OrderInputDevice Specific device number, terminal number or station where order was entered  
 
Public field OrderOriginationID
Public field 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.  
 
Public field 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)  
 
Public field OrderQty2 OrderQty (38) of the future part of a F/X swap order.  
 
Public field OrderRef
Public field 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  
 
 
Public field 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.  
 
Public field 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.  
 
Public field 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.  
 
Public field OrigPosReqRefID Reference to the PosReqID (710) of a previous maintenance request that is being replaced or canceled.  
 
Public field 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.  
 
Public field OrigTime Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as GMT))  
 
Public field OutMainCntryUIndex Value of stocks in Currency  
 
Public field OutsideIndexPct Used in EFP trades. Represented as a percentage.  
 
Public field 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  
 
Public field OwnershipType The relationship between Registration parties.  
J = Joint Investors  
T = Tenants in Common  
2 = Joint Trustees  
 
Public field 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)  
 
Public field PartyID Party identifier/code. See PartyIDSource (447) and PartyRole (452).  
See Appendix 6-G Use of <Parties> Component Block  
 
Public field 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  
 
 
Public field 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)  
 
 
Public field 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.  
 
Public field 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  
 
Public field Password Password or passphrase.  
 
Public field PayDate
Public field PaymentDate The date written on a cheque or date payment should be submitted to the relevant clearing system.  
 
Public field 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  
 
Public field PaymentRef Settlement Payment Reference A free format Payment reference to assist with reconciliation, e.g. a Client and/or Order ID number.  
 
Public field PaymentRemitterID Identifies sender of a payment, e.g. the payment remitter or a customer reference number.  
 
Public field PctAtRisk Percent at risk due to lowest possible call.  
 
Public field 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)  
 
Public field PegMoveType Describes whether peg is static or floats  
Valid Values  
0 = Floating (default)  
1 = Fixed  
 
Public field PegOffsetType Type of Peg Offset value  
Valid Values  
0 = Price (default)  
1 = Basis Points  
2 = Ticks  
3 = Price Tier / Level  
 
Public field 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)  
 
Public field 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  
 
Public field PegScope The scope of the peg  
Valid values:  
1 = Local (Exchange, ECN, ATS)  
2 = National  
3 = Global  
4 = National excluding local  
 
Public field PeggedOrdAtOrBetter
Public field PeggedOrdDiscretion
Public field PeggedOrdOffset
Public field PeggedOrdProtect
Public field PeggedOrdSide
Public field PeggedOrdType
Public field PeggedPrice The price the order is currently pegged at  
 
Public field Percent
Public field Pool For Fixed Income, identifies MBS / ABS pool.  
 
Public field PosAmt Position amount  
 
Public field 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  
 
Public field 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  
 
Public field 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  
 
Public field PosMaintRptID Unique identifier for this position report  
 
Public field PosMaintRptRefID Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being replaced or canceled.  
 
Public field PosMaintStatus Status of Position Maintenance Request  
Valid values:  
0 = Accepted  
1 = Accepted with Warnings  
2 = Rejected  
3 = Completed  
4 = Completed with Warnings  
 
Public field PosQtyStatus Status of this position.  
Valid values:  
0 = Submitted  
1 = Accepted  
2 = Rejected  
 
Public field PosReqID Unique identifier for the position maintenance request as assigned by the submitter  
 
Public field 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  
 
Public field PosReqStatus Status of Request for Positions  
Valid values:  
0 = Completed  
1 = Completed with Warnings  
2 = Rejected  
 
Public field PosReqType Unique identifier for the position maintenance request as assigned by the submitter  
Valid values:  
0 = Positions  
1 = Trades  
2 = Exercises  
3 = Assignments  
 
Public field 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  
 
Public field 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  
 
Public field 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  
 
Public field PossDupFlag Indicates possible retransmission of message with this sequence number  
Valid values:  
Y = Possible duplicate  
N = Original transmission  
 
Public field PossResend Indicates that message may contain information that has been sent under another sequence number.  
Valid Values:  
Y=Possible resend  
N=Original transmission  
 
Public field PreallocMethod Indicates the method of preallocation.  
0 = Pro-rata  
1 = Do not pro-rata = discuss first  
 
Public field PrevClosePx Previous closing price of security.  
 
Public field 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  
 
Public field Price Price per unit of quantity (e.g. per share)  
 
Public field Price2 Price of the future part of a F/X swap order.  
See Price (44) for description.  
 
Public field PriceDelta Delta calculated from theoretical price  
 
Public field PriceDisplay
Public field PriceImprovement Amount of price improvement.  
 
Public field 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)  
 
Public field PriorSettlPrice Previous settlement price  
 
Public field PriorSpreadIndicator Indicates if requesting a rollover of prior days spread submissions.  
 
Public field 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  
 
Public field 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  
 
Public field 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  
 
Public field ProgPeriodInterval Time in minutes between each ListStatus report sent by SellSide. Zero means dont send status.  
 
Public field 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)  
 
Public field PublishTrdIndicator Indicates if a trade should be reported via a market reporting service.  
Valid values:  
Y = Report trade  
N = Do not report trade  
 
Public field 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  
 
Public field 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))  
 
Public field Quantity Overall/total quantity (e.g. number of shares)  
(Prior to FIX 4.2 this field was of type int)  
 
Public field 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)  
 
Public field 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  
 
Public field 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  
 
Public field QuoteEntryID Uniquely identifies the quote as part of a QuoteSet.  
 
Public field 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  
 
Public field QuoteID Unique identifier for quote  
 
Public field 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.  
 
Public field QuoteQualifier Code to qualify Quote use  
See IOIQualifier (104) for description and valid values.  
 
Public field 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  
 
Public field QuoteReqID Unique identifier for quote request  
 
Public field 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  
 
Public field QuoteRequestType Indicates the type of Quote Request being generated  
Valid values:  
1 = Manual  
2 = Automatic  
 
Public field QuoteRespID Message reference for Quote Response  
 
Public field QuoteRespType Identifies the type of Quote Response.  
Valid values:  
1 = Hit/Lift  
2 = Counter  
3 = Expired  
4 = Cover  
5 = Done Away  
6 = Pass  
 
Public field 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  
 
Public field QuoteSetID Unique id for the Quote Set.  
 
Public field QuoteSetValidUntilTime Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as GMT)  
 
Public field 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  
 
Public field QuoteStatusReqID Unique identifier for Quote Status Request.  
 
Public field 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.  
 
Public field RFQReqID RFQ Request ID used to identify an RFQ Request.  
 
Public field Ratio
Public field 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.  
 
Public field RawData Unformatted raw data, can include bitmaps, word processor documents, etc.  
 
Public field RawDataLength Number of bytes in raw data field.  
 
Public field RecordDate
Public field 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)  
 
Public field RefAllocID Reference identifier to be used with AllocTransType (71) =Replace or Cancel.  
(Prior to FIX 4.1 this field was of type int)  
 
Public field RefCompID Assigned value used to identify a firm.  
 
Public field RefMsgType The MsgType (35) of the FIX message being referenced.  
 
Public field RefSeqNum Reference message sequence number  
 
Public field RefSubID Assigned value used to identify specific elements within a firm.  
 
Public field RefTagID The tag number of the FIX field being referenced.  
 
Public field RegistAcctType For CIV a fund manager-defined code identifying which of the fund managers account types is required.  
 
Public field RegistDtls Set of Registration name and address details, possibly including phone, fax etc.  
 
Public field RegistEmail Email address relating to Registration name and address details  
 
Public field RegistID Unique identifier of the registration details as assigned by institution or intermediary.  
 
Public field RegistRefID Reference identifier for the RegistID (513) with Cancel and Replace RegistTransType (514) transaction types.  
 
Public field 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.  
 
Public field RegistRejReasonText Text indicating reason(s) why a Registration Instruction has been rejected.  
 
Public field 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  
 
Public field RegistTransType Identifies Registration Instructions transaction type Valid values:  
0 = New  
1 = Replace  
2 = Cancel  
 
Public field RelatdSym No longer used as of FIX 4.3. Included here for reference to prior versions.  
 
Public field 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)  
 
Public field 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  
 
Public field ReportedPx Reported price (used to differentiate from AvgPx on a confirmation of a marked-up or marked-down principal trade)  
 
Public field 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)  
 
Public field 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)  
 
Public field ResetSeqNumFlag Indicates that the both sides of the FIX session should reset sequence numbers.  
Valid values:  
Y = Yes, reset sequence numbers  
N = No  
 
Public field 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"  
 
Public field 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).  
 
Public field RevenuePerShare
Public field ReversalIndicator Indicates a trade that reverses a previous trade.  
 
Public field RightsIssueType
Public field RoundLot The trading lot size of a security  
 
Public field 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.  
 
Public field 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.  
 
Public field Route
Public field RoutingID Assigned value used to identify a specific routing destination.  
 
Public field RoutingType Indicates the type of RoutingID (217) specified.  
Valid values:  
1 = Target Firm  
2 = Target List  
3 = Block Firm  
4 = Block List  
 
Public field RptSeq Sequence number of message within report series.  
 
Public field 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)  
 
 
Public field Scope Defines the scope of a data element.  
Valid values:  
1 = Local (Exchange, ECN, ATS)  
2 = National  
3 = Global  
 
Public field 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  
 
Public field 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.).  
 
Public field SecondaryClOrdID Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.  
 
Public field SecondaryExecID Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system.  
 
Public field SecondaryOrderID Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system.  
 
Public field SecondaryTradeReportID Secondary trade report identifier - can be used to associate an additional identifier with a trade.  
 
Public field SecondaryTradeReportRefID Used to refer to a previous SecondaryTradeReportRefID when amending the transaction (cancel, replace, release, or reversal).  
 
Public field SecondaryTrdType Additional TrdType (see tag 828) assigned to a trade by trade match system.  
 
Public field SecureData Actual encrypted data stream  
 
Public field SecureDataLen Length of encrypted message  
 
Public field SecurityAltCurrency
Public field SecurityAltExchange
Public field SecurityAltID Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.  
 
Public field 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  
 
Public field SecurityDesc Security description.  
 
Public field SecurityExchange Market used to help identify a security.  
Valid values:  
See "Appendix 6-C"  
 
Public field SecurityID Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource.  
 
Public field 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  
 
Public field 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  
 
Public field SecurityReqID Unique ID of a Security Definition Request.  
 
Public field 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  
 
Public field 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)  
 
Public field SecurityResponseID Unique ID of a Security Definition message.  
 
Public field 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  
 
Public field 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  
 
Public field 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  
 
Public field 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  
 
Public field 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  
 
Public field 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  
 
Public field 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  
 
Public field SecurityStatusReqID Unique ID of a Security Status Request message.  
 
Public field 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  
 
Public field 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  
 
Public field 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)  
 
 
Public field SellVolume Quantity sold.  
 
Public field SellerDays Specifies the number of days that may elapse before delivery of the security  
 
Public field SenderCompID Assigned value used to identify firm sending message.  
 
Public field SenderLocationID Assigned value used to identify specific message originators location (i.e. geographic location and/or desk, trader)  
 
Public field SenderSubID Assigned value used to identify specific message originator (desk, trader, etc.)  
 
Public field SendingDate No longer used. Included here for reference to prior versions.  
 
Public field SendingTime Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as GMT)  
 
Public field 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  
 
Public field 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)  
 
Public field SettlCurrAmt Total amount due expressed in settlement currency (includes the effect of the forex transaction)  
 
Public field SettlCurrBidFxRate Foreign exchange rate used to compute the bid SettlCurrAmt (119) from Currency (15) to SettlCurrency (120)  
 
Public field SettlCurrFxRate Foreign exchange rate used to compute SettlCurrAmt (119) from Currency (15) to SettlCurrency (120)  
 
Public field SettlCurrFxRateCalc Specifies whether or not SettlCurrFxRate (155) should be multiplied or divided.  
M = Multiply  
D = Divide  
 
Public field SettlCurrOfferFxRate Foreign exchange rate used to compute the offer SettlCurrAmt (119) from Currency (15) to SettlCurrency (120)  
 
Public field SettlCurrency Currency code of settlement denomination.  
 
Public field 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)  
 
Public field SettlDate2 SettDate (64) of the future part of a F/X swap order.  
 
Public field 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  
 
Public field 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  
 
Public field 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)  
 
Public field SettlInstID Unique identifier for Settlement Instruction.  
 
Public field 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" ***  
 
Public field SettlInstMsgID Unique identifier for Settlement Instruction message.  
 
Public field SettlInstRefID Reference identifier for the SettlInstID (162) with Cancel and Replace SettlInstTransType (163) transaction types.  
 
Public field SettlInstReqID Unique ID of settlement instruction request message  
 
Public field 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  
 
Public field SettlInstSource Indicates source of Settlement Instructions  
Valid values:  
1 = Brokers Instructions  
2 = Institutions Instructions  
3 = Investor (e.g. CIV use)  
 
Public field 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)  
 
Public field 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  
 
Public field SettlPartyID PartyID value within a settlement parties component. Nested repeating group.  
Same values as PartyID (448)  
 
Public field SettlPartyIDSource PartyIDSource value within a settlement parties component.  
Same values as PartyIDSource (447)  
 
Public field SettlPartyRole PartyRole value within a settlement parties component.  
Same values as PartyRole (452)  
 
Public field SettlPartySubID PartySubID value within a settlement parties component.  
Same values as PartySubID (523)  
 
Public field SettlPartySubIDType Type of SettlPartySubID (785) value.  
Same values as PartySubIDType (803)  
 
Public field SettlPrice Settlement price  
 
Public field SettlPriceType Type of settlement price  
Valid values:  
1 = Final  
2 = Theoretical  
 
Public field SettlSessID Identifies a specific settlement session  
Examples:  
ITD = Intraday  
RTH = Regular Trading Hours  
ETH = Electronic Trading Hours  
 
Public field SettlSessSubID SubID value associated with SettlSessID (716)  
 
Public field 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)  
 
Public field SharedCommission Commission to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement.  
 
Public field ShortQty Short Quantity  
 
Public field 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  
 
Public field 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)  
 
Public field SideComplianceID ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting).  
 
Public field 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  
 
Public field SideValue1 Amounts in currency  
 
Public field SideValue2 Amounts in currency  
 
Public field 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  
 
Public field Signature Electronic signature  
 
Public field SignatureLength Number of bytes in signature field.  
 
Public field SolicitedFlag Indicates whether or not the order was solicited.  
Valid values:  
Y = Was solcitied  
N = Was not solicited  
 
Public field SplitType
Public field 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.  
 
Public field StandInstDbID Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced.  
 
Public field StandInstDbName Name of the Standing Instruction database represented with StandInstDbType (169) (i.e. the Global Custodians name).  
 
Public field 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  
 
Public field StartCash Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date.  
 
Public field StartDate Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral  
 
Public field StateOrProvinceOfIssue A two-character state or province abbreviation.  
 
Public field StatusText A text description associated with a network status.  
 
Public field 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  
 
Public field 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)  
 
Public field 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)  
 
 
Public field StopPx Price per unit of quantity (e.g. per share)  
 
Public field StopSide
Public field Strategy
Public field StrategyComponent
Public field StrategyFill
Public field StrategyMode
Public field StrategyPrice
Public field StrikeCurrency Currency in which the StrikePrice is denominated.  
 
Public field StrikePrice Strike Price for an Option.  
 
Public field StrikeTime The time at which current market prices are used to determine the value of a basket.  
 
Public field Subject The subject of an Email message  
 
Public field SubscriptionRequestType Subscription Request Type  
Valid values:  
0 = Snapshot  
1 = Snapshot + Updates (Subscribe)  
2 = Disable previous Snapshot + Update Request (Unsubscribe)  
 
Public field SweepToFill Check to create a sweep-to-fill order.
Public field 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.  
 
Public field 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  
 
Public field TTAccountType
Public field TTBrokerID
Public field TTCompanyID
Public field TTExchangeGateway
Public field TTManualOrderIndicator
Public field TTOrderTag
Public field TTUserTag
Public field TargetCompID Assigned value used to identify receiving firm.  
 
Public field TargetLocationID Assigned value used to identify specific message destinations location (i.e. geographic location and/or desk, trader)  
 
Public field 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  
 
Public field TargetStrategyParameters Field to allow further specification of the TargetStrategy usage to be agreed between counterparties  
 
Public field TargetStrategyPerformance For communication of the performance of the order versus the target strategy  
 
Public field 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.  
 
Public field 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  
 
Public field TerminationType Type of financing termination.  
Valid values:  
1 = Overnight  
2 = Term  
3 = Flexible  
4 = Open  
 
Public field 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)  
 
Public field TestReqID Identifier included in Test Request message to be returned in resulting Heartbeat  
 
Public field Text Free format text string  
(Note: this field does not have a specified maximum length)  
 
Public field ThresholdAmount Amount that a position has to be in the money before it is exercised.  
 
Public field TickDirection Direction of the "tick".  
Valid values:  
0 = Plus Tick  
1 = Zero-Plus Tick  
2 = Minus Tick  
3 = Zero-Minus Tick  
 
Public field TickSize
Public field TickerType
Public field TimeBracket A code that represents a time interval in which a fill or trade occurred.  
Required for US futures markets.  
 
Public field 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)  
 
Public field 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.  
 
Public field 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")  
 
Public field 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)  
 
Public field TotNoRelatedSym Total number of securities.  
(Prior to FIX 4.4 this field was named TotalNumSecurities)  
 
Public field 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)  
 
Public field 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.  
 
Public field TotNumAssignmentReports Total Number of Assignment Reports being returned to a firm  
 
Public field TotNumReports Total number or reports returned in response to a request  
 
Public field TotNumTradeReports Total number of trade reports returned.  
 
Public field TotalAccruedInterestAmt *** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" ***  
Total Amount of Accrued Interest for convertible bonds and fixed income  
 
Public field TotalAffectedOrders Total number of orders affected by mass cancel request.  
 
Public field 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)).  
 
Public field TotalNumPosReports Total number of Position Reports being returned.  
 
Public field 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)  
 
Public field TotalVolumeTraded Total volume (quantity) traded.  
 
Public field 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)  
 
Public field 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).  
 
Public field TradSesCloseTime Closing time of the trading session  
 
Public field TradSesEndTime End time of the trading session  
 
Public field TradSesMethod Method of trading  
Valid values:  
1 = Electronic  
2 = Open Outcry  
3 = Two Party  
 
Public field TradSesMode Trading Session Mode  
Valid values:  
1 = Testing  
2 = Simulated  
3 = Production  
 
Public field TradSesOpenTime Time of the opening of the trading session  
 
Public field TradSesPreCloseTime Time of the pre-closed of the trading session  
 
Public field TradSesReqID Unique ID of a Trading Session Status message.  
 
Public field TradSesStartTime Starting time of the trading session  
 
Public field 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  
 
Public field TradSesStatusRejReason Indicates the reason a Trading Session Status Request was rejected.  
Valid values:  
1 = Unknown or invalid TradingSessionID  
99 = Other  
 
Public field 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  
 
Public field 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  
 
Public field 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).  
 
Public field TradeInputDevice Specific device number, terminal number or station where trade was entered  
 
Public field TradeInputSource Type of input device or system from which the trade was entered.  
 
Public field TradeLegRefID Reference to the leg of a multileg instrument to which this trade refers  
 
Public field TradeLinkID Used to link a group of trades together. Useful for linking a group of trades together for average price calculations.  
 
Public field 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)  
 
Public field TradeReportID Unique identifier of trade capture report  
 
Public field TradeReportRefID Reference identifier used with CANCEL and REPLACE transaction types.  
 
Public field 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  
 
Public field 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)  
 
Public field 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  
 
Public field TradeRequestID Trade Capture Report Request ID  
 
Public field 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  
 
Public field TradeRequestStatus Status of Trade Request.  
Valid values:  
0 = Accepted  
1 = Completed  
2 = Rejected  
 
Public field 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  
 
Public field TradeVolumeDelay
Public field 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)  
 
Public field 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).  
 
Public field 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.  
 
Public field TrailBy
Public field TrailingAmt Trailing amount of order.  
 
Public field TransBkdTime For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager.  
 
Public field TransactTime Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as GMT)  
 
Public field TransferReason Reason trade is being transferred  
 
Public field TrdMatchID Identifier assigned to a trade by a matching system.  
 
Public field 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).  
 
Public field TrdRegTimestampOrigin Text which identifies the "origin" (i.e. system which was used to generate the time stamp) for the Traded / Regulatory timestamp value.  
 
Public field 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)  
 
Public field TrdRptStatus Trade Report Status  
Valid values:  
0 = Accepted  
1 = Rejected  
 
Public field TrdSubType Further qualification to the trade type  
 
Public field 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  
 
Public field 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.
Public field 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"  
 
Public field UnderlyingCFICode Underlying securitys CFICode.  
Valid values: see CFICode (461)field  
 
Public field UnderlyingCPProgram The program under which the underlying commercial paper is issued  
 
Public field UnderlyingCPRegType The registration type of the underlying commercial paper issuance  
 
Public field UnderlyingContractMultiplier Underlying securitys ContractMultiplier.  
See ContractMultiplier (231) field for description  
 
Public field UnderlyingCountryOfIssue Underlying securitys CountryOfIssue.  
See CountryOfIssue (470) field for description  
 
Public field 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)  
 
Public field UnderlyingCouponRate Underlying securitys CouponRate.  
See CouponRate (223) field for description  
 
Public field UnderlyingCreditRating Underlying securitys CreditRating.  
See CreditRating (255) field for description  
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)  
 
Public field UnderlyingCurrency Underlying securitys Currency.  
See Currency (15) field for description and valid values  
 
Public field UnderlyingCurrentValue Currency value currently attributed to this collateral  
 
Public field UnderlyingDirtyPrice Price (percent-of-par or per unit) of the underlying security or basket. Dirty means it includes accrued interest  
 
Public field UnderlyingEndPrice Price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.  
 
Public field UnderlyingEndValue Currency value attributed to this collateral at the end of the agreement  
 
Public field UnderlyingFactor Underlying securitys Factor.  
See Factor (228) field for description  
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)  
 
Public field UnderlyingInstrRegistry Underlying securitys InstrRegistry.  
See InstrRegistry (543) field for description  
 
Public field 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)  
 
Public field UnderlyingIssuer Underlying securitys Issuer.  
See Issuer (106) field for description  
 
Public field 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.  
 
Public field 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.  
 
Public field UnderlyingLocaleOfIssue Underlying securitys LocaleOfIssue.  
See LocaleOfIssue (472) field for description  
 
Public field UnderlyingMaturityDate Underlying securitys maturity date.  
See MaturityDate (541) field for description  
 
Public field 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  
 
Public field UnderlyingMaturityMonthYear Underlying securitys MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field.  
See MaturityMonthYear (200) field for description  
 
Public field UnderlyingOptAttribute Underlying securitys OptAttribute.  
See OptAttribute (206) field for description  
 
Public field UnderlyingProduct Underlying securitys Product.  
Valid values: see Product(460) field  
 
Public 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  
 
Public field UnderlyingPx Underlying price associate with a derivative instrument.  
 
Public field UnderlyingQty Unit amount of the underlying security (par, shares, currency, etc.)  
 
Public field 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)  
 
Public field 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)  
 
Public field 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)  
 
Public field 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)  
 
Public field UnderlyingSecurityAltID Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.  
 
Public field 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  
 
Public field UnderlyingSecurityDesc Underlying securitys SecurityDesc.  
See SecurityDesc (107) field for description  
 
Public field UnderlyingSecurityExchange Underlying securitys SecurityExchange. Can be used to identify the underlying security.  
Valid values: see SecurityExchange (207)  
 
Public field UnderlyingSecurityID Underlying securitys SecurityID.  
See SecurityID (48) field for description  
 
Public field UnderlyingSecurityIDSource Underlying securitys SecurityIDSource.  
Valid values: see SecurityIDSource (22) field  
 
Public field UnderlyingSecuritySubType Underlying securitys SecuritySubType.  
See SecuritySubType (762) field for description  
 
Public field 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-  
 
 
Public field UnderlyingSettlPrice Underlying securitys SettlPrice.  
See SettlPrice (730) field for description  
 
Public field UnderlyingSettlPriceType Underlying securitys SettlPriceType.  
See SettlPriceType (731) field for description  
 
Public field UnderlyingStartValue Currency value attributed to this collateral at the start of the agreement  
 
Public field UnderlyingStateOrProvinceOfIssue Underlying securitys StateOrProvinceOfIssue.  
See StateOrProvinceOfIssue (471) field for description  
 
Public field UnderlyingStipType Type of stipulation.  
Same values as StipulationType (233)  
 
Public field UnderlyingStipValue Value of stipulation.  
Same values as StipulationValue (234)  
 
Public field UnderlyingStrikeCurrency Currency in which the strike price of an underlying instrument is denominated  
 
Public field UnderlyingStrikePrice Underlying securitys StrikePrice.  
See StrikePrice (202) field for description  
 
Public field UnderlyingSymbol Underlying securitys Symbol.  
See Symbol (55) field for description  
 
Public field UnderlyingSymbolSfx Underlying securitys SymbolSfx.  
See SymbolSfx (65) field for description  
 
Public field UnderlyingTradingSessionID Trading Session in which the underlying instrument trades  
 
Public field UnderlyingTradingSessionSubID Trading Session sub identifier in which the underlying instrument trades  
 
Public field 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  
 
Public field Urgency Urgency flag  
Valid values:  
0 = Normal  
1 = Flash  
2 = Background  
 
Public field UserRequestID Unique identifier for a User Request.  
 
Public field UserRequestType Indicates the action required by a User Request Message  
Valid values:  
1 = LogOnUser  
2 = LogOffUser  
3 = ChangePasswordForUser  
4 = Request Individual User Status  
 
Public field 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  
 
Public field UserStatusText A text description associated with a user status.  
 
Public field Username Userid or username.  
 
Public field ValidUntilTime Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as GMT)  
 
Public field ValueOfFutures Used in EFP trades  
 
Public field WaveNo No longer used as of FIX 4.3. Included here for reference to prior versions.  
 
Public field 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  
 
Public field WtAverageLiquidity Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage.  
 
Public field XmlData Actual XML data stream (e.g. FIXML). See approriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters.  
 
Public field XmlDataLen Length of the XmlData data block.  
 
Public field Yield Yield percentage.  
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)  
 
Public field YieldCalcDate Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day.  
 
Public field YieldRedemptionDate Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date).  
 
Public field YieldRedemptionPrice Price to which the yield has been calculated.  
 
Public field YieldRedemptionPriceType The price type of the YieldRedemptionPrice (697)  
See PriceType (423) for description and valid values.  
 
Public field 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)  
 
 
 
 
Top

In this article

Definition