unified2orchestra.xslt script 2026-02-18T16:55:35.754Z FIX Trading Community OrchestraFIX44 Copyright (c) FIX Protocol Ltd. All Rights Reserved. Orchestra schema FIX Unified Repository Session level messages to establish and control a FIX session Pre trade messages including reference data, market data, quoting, news and email, indication of interest Order handling and execution messages Post trade messages including trade reporting, allocation, collateral, confirmation, position maintenance, registration instruction, and settlement instructions Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23"). Examples: 723 in field 21 would be mapped int as |21=723|. -723 in field 12 would be mapped int as |12=-723| The following data types are based on int. Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23"). Examples: 723 in field 21 would be mapped int as |21=723|. -723 in field 12 would be mapped int as |12=-723| The following data types are based on int. int field representing the length in bytes. Value must be positive. int field representing the length in bytes. Value must be positive. int field representing the number of entries in a repeating group. Value must be positive. int field representing the number of entries in a repeating group. Value must be positive. int field representing a message sequence number. Value must be positive. int field representing a message sequence number. Value must be positive. int field representing a field's tag number when using FIX "Tag=Value" syntax. Value must be positive and may not contain leading zeros. int field representing a field's tag number when using FIX "Tag=Value" syntax. Value must be positive and may not contain leading zeros. int field representing a day during a particular month (values 1 to 31). Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits. The number of decimal places used should be a factor of business/market needs and mutual agreement between counterparties. Note that float values may contain leading zeros (e.g. "00023.23" = "23.23") and may contain or omit trailing zeros after the decimal point (e.g. "23.0" = "23.0000" = "23" = "23."). Note that fields which are derived from float may contain negative values unless explicitly specified otherwise. Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits. The number of decimal places used should be a factor of business/market needs and mutual agreement between counterparties. Note that float values may contain leading zeros (e.g. "00023.23" = "23.23") and may contain or omit trailing zeros after the decimal point (e.g. "23.0" = "23.0000" = "23" = "23."). Note that fields which are derived from float may contain negative values unless explicitly specified otherwise. float field capable of storing either a whole number (no decimal places) of "shares" (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units). float field capable of storing either a whole number (no decimal places) of "shares" (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units). float field representing a price. Note the number of decimal places may vary. For certain asset classes prices may be negative values. For example, prices for options strategies can be negative under certain market conditions. Refer to Volume 7: FIX Usage by Product for asset classes that support negative price values. float field representing a price. Note the number of decimal places may vary. For certain asset classes prices may be negative values. For example, prices for options strategies can be negative under certain market conditions. Refer to Volume 7: FIX Usage by Product for asset classes that support negative price values. float field representing a price offset, which can be mathematically added to a "Price". Note the number of decimal places may vary and some fields such as LastForwardPoints may be negative. float field representing a price offset, which can be mathematically added to a "Price". Note the number of decimal places may vary and some fields such as LastForwardPoints may be negative. float field typically representing a Price times a Qty float field typically representing a Price times a Qty float field representing a percentage (e.g. 0.05 represents 5% and 0.9525 represents 95.25%). Note the number of decimal places may vary. float field representing a percentage (e.g. 0.05 represents 5% and 0.9525 represents 95.25%). Note the number of decimal places may vary. Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m != M). Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m != M). char field containing one of two values: 'Y' = True/Yes 'N' = False/No char field containing one of two values: 'Y' = True/Yes 'N' = False/No Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case-sensitive (i.e. morstatt != Morstatt). Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case-sensitive (i.e. morstatt != Morstatt). string field containing one or more space delimited single character values. string field containing one or more space delimited single character values. string field representing a country using ISO 3166 Country code (2 character) values (see Appendix 6-B). string field representing a country using ISO 3166 Country code (2 character) values (see Appendix 6-B). string field representing a currency type using ISO 4217 Currency code (3 character) values (see Appendix 6-A). string field representing a currency type using ISO 4217 Currency code (3 character) values (see Appendix 6-A). string field representing a market or exchange using ISO 10383 Market Identifier Code (MIC) values (see Appendix 6-C). string field representing a market or exchange using ISO 10383 Market Identifier Code (MIC) values (see Appendix 6-C). string field representing month of a year. An optional day of the month can be appended or an optional week code. Valid formats: YYYYMM YYYYMMDD YYYYMMWW Valid values: YYYY = 0000-9999; MM = 01-12; DD = 01-31; WW = w1, w2, w3, w4, w5. string field representing month of a year. An optional day of the month can be appended or an optional week code. Valid formats: YYYYMM YYYYMMDD YYYYMMWW Valid values: YYYY = 0000-9999; MM = 01-12; DD = 01-31; WW = w1, w2, w3, w4, w5. string field representing Time/date combination represented in UTC (Universal Time Coordinated, also known as "GMT") in either YYYY-MM-DDTHH:MM:SS (whole seconds) or YYYY-MM-DDTHH:MM:SS.sss (milliseconds) format, colons, dash, and period required. Valid values: * YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second) (without milliseconds). * YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss=000-999 (indicating milliseconds). Leap Seconds: Note that UTC includes corrections for leap seconds, which are inserted to account for slowing of the rotation of the earth. Leap second insertion is declared by the International Earth Rotation Service (IERS) and has, since 1972, only occurred on the night of Dec. 31 or Jun 30. The IERS considers March 31 and September 30 as secondary dates for leap second insertion, but has never utilized these dates. During a leap second insertion, a UTCTimestamp field may read "1998-12-31T23:59:59", "1998-12-31T23:59:60", "1999-01-01T00:00:00". (see http://tycho.usno.navy.mil/leapsec.html) string field representing Time/date combination represented in UTC (Universal Time Coordinated, also known as "GMT") in either YYYYMMDD-HH:MM:SS (whole seconds) or YYYYMMDD-HH:MM:SS.sss (milliseconds) format, colons, dash, and period required. Valid values: * YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second) (without milliseconds). * YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss=000-999 (indicating milliseconds). Leap Seconds: Note that UTC includes corrections for leap seconds, which are inserted to account for slowing of the rotation of the earth. Leap second insertion is declared by the International Earth Rotation Service (IERS) and has, since 1972, only occurred on the night of Dec. 31 or Jun 30. The IERS considers March 31 and September 30 as secondary dates for leap second insertion, but has never utilized these dates. During a leap second insertion, a UTCTimestamp field may read "19981231-23:59:59", "19981231-23:59:60", "19990101-00:00:00". (see http://tycho.usno.navy.mil/leapsec.html) string field representing Time-only represented in UTC (Universal Time Coordinated, also known as "GMT") in either HH:MM:SS (whole seconds) or HH:MM:SS.sss (milliseconds) format, colons, and period required. This special-purpose field is paired with UTCDateOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. Valid values: HH = 00-23, MM = 00-60 (60 only if UTC leap second), SS = 00-59. (without milliseconds) HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss=000-999 (indicating milliseconds). string field representing Time-only represented in UTC (Universal Time Coordinated, also known as "GMT") in either HH:MM:SS (whole seconds) or HH:MM:SS.sss (milliseconds) format, colons, and period required. This special-purpose field is paired with UTCDateOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. Valid values: HH = 00-23, MM = 00-60 (60 only if UTC leap second), SS = 00-59. (without milliseconds) HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss=000-999 (indicating milliseconds). string field representing Date represented in UTC (Universal Time Coordinated, also known as "GMT") in YYYY-MM-DD format specified by ISO 8601. This special-purpose field is paired with UTCTimeOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31. string field representing Date represented in UTC (Universal Time Coordinated, also known as "GMT") in YYYYMMDD format. This special-purpose field is paired with UTCTimeOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31. string field representing a Date of Local Market (as opposed to UTC) in YYYY-MM-DD format per the ISO 8601 standard. This is the "normal" date field used by the FIX Protocol. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31. string field representing a Date of Local Market (as opposed to UTC) in YYYYMMDD format. This is the "normal" date field used by the FIX Protocol. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31. Raw data with no format or content restrictions. Data fields are always immediately preceded by a length field. The length field should specify the number of bytes of the value of the data field (up to but not including the terminating SOH). Caution: the value of one of these fields may contain the delimiter (SOH) character. Note that the value specified for this field should be followed by the delimiter (SOH) character as all fields are terminated with an "SOH". Raw data with no format or content restrictions. Data fields are always immediately preceded by a length field. The length field should specify the number of bytes of the value of the data field (up to but not including the terminating SOH). Caution: the value of one of these fields may contain the delimiter (SOH) character. Note that the value specified for this field should be followed by the delimiter (SOH) character as all fields are terminated with an "SOH". Buy Sell Cross Trade Broker's side of advertised trade New Cancel Replace Identifies advertisement message transaction type per unit (implying shares, par, currency, etc) percentage absolute (total monetary amount) (for CIV buy orders) percentage waived – cash discount (for CIV buy orders) percentage waived – enhanced units points per bond 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.] Commission type Not held Work Go along Over the day Held Participate don't initiate Strict scale Try to scale Stay on bidside Stay on offerside No cross (cross is forbidden) OK to cross Call first Percent of volume "(indicates that the sender does not want to be all the volume on the floor vs. a specific percentage)" Do not increase - DNI Do not reduce - DNR All or none - AON Reinstate on System Failure (mutually exclusive with Q) Institutions only Reinstate on Trading Halt (mutually exclusive with K) Cancel on Trading Halt (mutually exclusive with L) Last peg (last sale) Mid-price peg (midprice of inside quote) Non-negotiable Opening peg Market peg Cancel on System Failure (mutually exclusive with H) Primary peg (primary market - buy at bid/sell at offer) Suspend Customer Display Instruction (Rule11Ac1-1/4) Netting (for Forex) Peg to VWAP Trade Along Try to Stop Cancel if Not Best Trailing Stop Peg Strict Limit (No Price Improvement) Ignore Price Validity Checks Peg to Limit Price Work to Target Strategy 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. Automated execution order, private, no Broker intervention Automated execution order, public, Broker intervention OK Manual order, best execution Instructions for order handling on Broker trading floor CUSIP SEDOL QUIK ISIN number RIC code ISO Currency Code ISO Country Code Exchange Symbol Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) Bloomberg Symbol Wertpapier Dutch Valoren Sicovam Belgian "Common" (Clearstream and Euroclear) Clearing House / Clearing Organization ISDA/FpML Product Specification Options Price Reporting Authority Identifies class or source of the SecurityID (48) value. Required if SecurityID is specified. Low Medium High Relative quality of indication Small Medium Large Quantity (e.g. number of shares) in numeric form or relative size. New Cancel Replace Identifies IOI message transaction type Agent Cross as agent Cross as principal Principal Broker capacity in order execution Heartbeat Test Request Resend Request Reject Sequence Reset Logout Indication of Interest Advertisement Execution Report Order Cancel Reject Logon News Email Order – Single Order – List Order Cancel Request Order Cancel/Replace Request Order Status Request Allocation Instruction List Cancel Request List Execute List Status Request List Status Allocation Instruction Ack Don’t Know Trade (DK) Quote Request Quote Settlement Instructions Market Data Request Market Data-Snapshot/Full Refresh Market Data-Incremental Refresh Market Data Request Reject Quote Cancel Quote Status Request Mass Quote Acknowledgement Security Definition Request Security Definition Security Status Request Security Status Trading Session Status Request Trading Session Status Mass Quote Business Message Reject Bid Request Bid Response (lowercase L) List Strike Price XML message (e.g. non-FIX MsgType) Registration Instructions Registration Instructions Response Order Mass Cancel Request Order Mass Cancel Report New Order - Cross Cross Order Cancel/Replace Request (a.k.a. Cross Order Modification Request) Cross Order Cancel Request Security Type Request Security Types Security List Request Security List Derivative Security List Request Derivative Security List New Order - Multileg Multileg Order Cancel/Replace (a.k.a. Multileg Order Modification Request) Trade Capture Report Request Trade Capture Report Order Mass Status Request Quote Request Reject RFQ Request Quote Status Report Quote Response Confirmation Position Maintenance Request Position Maintenance Report Request For Positions Request For Positions Ack Position Report Trade Capture Report Request Ack Trade Capture Report Ack Allocation Report (aka Allocation Claim) Allocation Report Ack (aka Allocation Claim Ack) Confirmation Ack (aka Affirmation) Settlement Instruction Request Assignment Report Collateral Request Collateral Assignment Collateral Response Collateral Report Collateral Inquiry Network (Counterparty System) Status Request Network (Counterparty System) Status Response User Request User Response Collateral Inquiry Ack Confirmation Request Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted) Note: A "U" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver. New Partially filled Filled Done for day Canceled Pending Cancel (e.g. result of Order Cancel Request) Stopped Rejected Suspended Pending New Calculated Expired Accepted for bidding Pending Replace (e.g. result of Order Cancel/Replace Request) Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Market Limit Stop Stop limit With or without Limit or better (Deprecated) Limit with or without On basis Previously quoted Previously indicated Forex - Swap Funari (Limit Day Order with unexecuted portion handled as Market On Close. E.g. Japan) Market If Touched (MIT) Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price) Previous Fund Valuation Point (Historic pricing) (for CIV) Next Fund Valuation Point –(Forward pricing) (for CIV) Pegged Order type *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Possible duplicate Original transmission Indicates possible retransmission of message with this sequence number Buy Sell Buy minus Sell plus Sell short Sell short exempt Undisclosed (valid for IOI and List Order messages only) Cross (orders where counterparty is an exchange, valid for all messages except IOIs) Cross short Cross short exempt "As Defined" (for use with multileg instruments) "Opposite" (for use with multileg instruments) Subscribe (e.g. CIV) Redeem (e.g. CIV) Lend (FINANCING - identifies direction of collateral) Borrow (FINANCING - identifies direction of collateral) Side of order Day (or session) Good Till Cancel (GTC) At the Opening (OPG) Immediate or Cancel (IOC) Fill or Kill (FOK) Good Till Crossing (GTX) Good Till Date At the Close Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. Normal Flash Background Urgency flag Regular Cash Next Day (T+1) T+2 T+3 T+4 Future When And If Issued Sellers Option T+ 5 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. New Replace Cancel Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** Open Close Rolled FIFO 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. regular soft dollar step-in step-out soft-dollar step-in soft-dollar step-out plan sponsor Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade. accepted (successfully processed) block level reject account level reject received (received, not yet processed) incomplete rejected by intermediary Identifies status of allocation unknown account(s) incorrect quantity incorrect average price unknown executing broker mnemonic commission difference unknown OrderID (37) unknown ListID (66) other (further in Note 58=) incorrect allocated quantity calculation difference unknown or stale ExecID (17) mismatched data value (further in Note 58=) unknown ClOrdID (11) warehouse request rejected Identifies reason for rejection New Reply Admin Reply Email message type Possible resend Original transmission Indicates that message may contain information that has been sent under another sequence number. None / other PKCS (proprietary) DES (ECB mode) PKCS/DES (proprietary) PGP/DES (defunct) PGP/DES-MD5 (see app note on FIX website) PEM/DES-MD5 (see app note on FIX website) Method of encryption Too late to cancel Unknown order Broker / Exchange Option Order already in Pending Cancel or Pending Replace status Unable to process Order Mass Cancel Request OrigOrdModTime (586) did not match last TransactTime (60) of order Duplicate ClOrdID (11) received Other Code to identify reason for cancel rejection Broker / Exchange option Unknown symbol Exchange closed Order exceeds limit Too late to enter Unknown Order Duplicate Order (e.g. dupe ClOrdID (11)) Duplicate of a verbally communicated order Stale Order Trade Along required Invalid Investor ID Unsupported order characteristic Surveillance Option Incorrect quantity Incorrect allocated quantity Unknown account(s) Other Code to identify reason for order rejection. All or none Market On Close (MOC) (held to close) At the close (around/not held to close) VWAP (Volume Weighted Avg Price) In touch with Limit More behind At the open Taking a position At the Market (previously called Current Quote) Ready to trade Portfolio shown Through the day Versus Indication - Working away Crossing opportunity At the Midpoint Pre-open Code to qualify IOI use Indicates that party receiving message must report trade Indicates that party sending message will report trade Identifies party of trade responsible for exchange reporting. Indicates the broker is responsible for locating the stock Indicates the broker is not required to locate Indicates whether the broker is to locate the stock in conjunction with a short sell order. Execute Forex after security trade Do not execute Forex after security trade Indicates request for forex accommodation trade to be executed along with security transaction. Gap Fill message, MsgSeqNum field valid Sequence Reset, ignore MsgSeqNum Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent. Unknown symbol Wrong side Quantity exceeds order No matching order Price exceeds limit Calculation difference Other Reason for execution rejection Natural Not natural 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. Regulatory (e.g. SEC) Tax Local Commission Exchange Fees Stamp Levy Other Markup Consumption Tax Per transaction Conversion Agent Indicates type of miscellaneous fee Yes, reset sequence numbers No Indicates that the both sides of the FIX session should reset sequence numbers. New Done for day Canceled Replace Pending Cancel (e.g. result of Order Cancel Request) Stopped Rejected Suspended Pending New Calculated Expired Restated (ExecutionRpt sent unsolicited by sellside, with ExecRestatementReason (378) set) Pending Replace (e.g. result of Order Cancel/Replace Request) Trade (partial fill or fill) Trade Correct (formerly an ExecTransType (20)) Trade Cancel (formerly an ExecTransType) Order Status (formerly an ExecTransType) Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus (39) will always identify the current order status (i.e. Partially Filled) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** Multiply Divide Specifies whether or not SettlCurrFxRate(155) should be multiplied or divided Standing Instructions Provided Specific Order for a single account (for CIV) Request reject Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** New Cancel Replace Restate (used where the Settlement Instruction is being used to communicate standing instructions which have not been changed or added to) Settlement Instructions message transaction type Broker’s Instructions Institution’s Instructions Investor (e.g. CIV use) Indicates source of Settlement Instructions Euro Supranational Coupons * Federal Agency Coupon Federal Agency Discount Note Private Export Funding * USD Supranational Coupons * Corporate Bond Corporate Private Placement Convertible Bond Dual Currency Euro Corporate Bond Indexed Linked Structured Notes Yankee Corporate Bond Foreign Exchange Contract Common Stock Preferred Stock Brady Bond Euro Sovereigns * US Treasury Bond Interest strip from any bond or note Treasury Inflation Protected Securities Principal strip of a callable bond or note Principal strip from a non-callable bond or note US Treasury Note (deprecated value, use "TNOTE") US Treasury Bill (deprecated value, use "TBILL") US Treasury Note US Treasury Bill Repurchase Forward Buy Sellback Securities Loan Securities Pledge Term Loan Revolver Loan Revolver/Term Loan Bridge Loan Letter of Credit Swing Line Facility Debtor in Possession Defaulted Withdrawn Replaced Matured Amended & Restated Retired Bankers Acceptance Bank Notes Bill of Exchanges Certificate of Deposit Call Loans Commercial Paper Deposit Notes Euro Certificate of Deposit Euro Commercial Paper Liquidity Note Medium Term Notes Overnight Promissory Note Plazos Fijos Short Term Loan Note Time Deposit Extended Comm Note Yankee Certificate of Deposit Asset-backed Securities Corp. Mortgage-backed Securities Collateralized Mortgage Obligation IOETTE Mortgage Mortgage-backed Securities Mortgage Interest Only Mortgage Principal Only Mortgage Private Placement Miscellaneous Pass-through Pfandbriefe * To be Announced Other Anticipation Notes BAN, GAN, etc. Certificate of Obligation Certificate of Participation General Obligation Bonds Mandatory Tender Revenue Anticipation Note Revenue Bonds Special Assessment Special Obligation Special Tax Tax Anticipation Note Tax Allocation Tax Exempt Commercial Paper Tax & Revenue Anticipation Note Variable Rate Demand Note Warrant Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle") Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.) No Security Type Future Option Indicates type of security. See also the Product(460) and CFICode(461) fields. It is recommended that CFICode(461) be used instead of SecurityType(167) for non-Fixed Income instruments. Example values (grouped by Product field value) (Note: additional values may be used by mutual agreement of the counterparties): * Identify the Issuer in the field Issuer(106) *** REPLACED values - See "Replaced Features and Supported Approach" *** NOTE: Additional values may be used by mutual agreement of the counterparties) Other DTC SID Thomson ALERT A Global Custodian (StandInstDbName (170) must be provided) AccountNet Identifies the Standing Instruction database used "Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment "Free": Deliver (if Sell) or Receive (if Buy) Free Tri-Party Hold In Custody Identifies type of settlement F/X Netting F/X Swap Identifies the type of Allocation linkage when AllocLinkID(196) is used. Put Call Indicates whether an Option is for a put or call Covered Uncovered Used for derivative products, such as options Details should be communicated Details should not be communicated Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker). Match Forward Forward and Match Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details Target Firm Target List Block Firm Block List Indicates the type of RoutingID (27) specified EONIA EUREPO Euribor FutureSWAP LIBID LIBOR (London Inter-Bank Offer) MuniAAA OTHER Pfandbriefe SONIA SWAP Treasury AMT (y/n) Auto Reinvestment at <rate> or better Bank qualified (y/n) Bargain Conditions– see (234) for values Coupon range ISO Currency code Custom start/end date Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets]) Valuation discount Insured (y/n) Year or Year/Month of Issue (ex. 234=2002/09) Issuer’s ticker issue size range Lookback days Explicit lot identifier Lot Variance (value in percent maximum over- or under-allocation allowed) Maturity Year and Month Maturity range Maximum substitutions (Repo) Minimum quantity Minimum increment Minimum denomination Payment frequency, calendar Number of Pieces Pools Maximum Pools per Million Pools per Lot Pools per Trade Price range Pricing frequency Production Year Call protection Purpose Benchmark price source Rating source and range Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible Restricted (y/n) Market sector SecurityType included or excluded Structure Substitutions frequency (Repo) Substitutions left (Repo) Freeform text Trade Variance (value in percent maximum over- or under-allocation allowed) 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]) Weighted Average Life Coupon: value in percent (exact or range) Weighted Average Loan Age: value in months (exact or range) Weighted Average Maturity : value in months (exact or range) Whole Pool (y/n) Yield range Type of Stipulation After Tax Yield (Municipals) Annual Yield Yield At Issue (Municipals) Yield To Average Maturity Book Yield Yield to Next Call Yield Change Since Close Closing Yield Compound Yield Current Yield True Gross Yield Government Equivalent Yield Yield with Inflation Assumption Inverse Floater Bond Yield Most Recent Closing Yield Closing Yield Most Recent Month Closing Yield Most Recent Quarter Closing Yield Most Recent Year Yield to Longest Average Life Mark To Market Yield Yield to Maturity Yield To Next Refund (Sinking Fund Bonds) Open Average Yield Yield to Next Put Previous Close Yield Proceeds Yield Semi-annual Yield Yield to Shortest Average Life Simple Yield Tax Equivalent Yield Yield to Tender Date True Yield Yield Value Of 1/32 Yield To Worst Type of yield Traded Flat Not Traded Flat Driver and part of trade in the event that the Security Master file was wrong at the point of entry (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Snapshot Snapshot + Updates (Subscribe) Disable previous Snapshot + Update Request (Unsubscribe) Subscription Request Type Full Refresh Incremental Refresh Specifies the type of Market Data update one book entry per side per price Multiple entries per side per price allowed Specifies whether or not book entries should be aggregated. Bid Offer Trade Index Value Opening Price Closing Price Settlement Price Trading Session High Price Trading Session Low Price Trading Session VWAP Price Imbalance Trade Volume Open Interest Type Market Data entry Plus Tick Zero-Plus Tick Minus Tick Zero-Minus Tick Direction of the "tick" Open / Active Closed / Inactive Exchange Best Consolidated Best Locked Crossed Depth Fast Trading Non-Firm Space-delimited list of conditions describing a quote Cash (only) Market Average Price Trade Cash Trade (same day clearing) Next Day (only) Market Opening / Reopening Trade Detail Intraday Trade Detail Rule 127 Trade (NYSE) Rule 155 Trade (Amex) Sold Last (late reporting) Next Day Trade (next day clearing) Opened (late report of opened trade) Seller Sold (out of sequence) Stopped Stock (guarantee of price but does not execute the order) Imbalance More Buyers (Cannot be used in combination with Q) Imbalance More Sellers (Cannot be used in combination with P) Opening Price Space-delimited list of conditions describing a trade New Change Delete Type of Market Data update action Unknown symbol Duplicate MDReqID Insufficient Bandwidth Insufficient Permissions Unsupported SubscriptionRequestType Unsupported MarketDepth Unsupported MDUpdateType Unsupported AggregatedBook Unsupported MDEntryType Unsupported TradingSessionID Unsupported Scope Unsupported OpenCloseSettleFlag Unsupported MDImplicitDelete Reason for the rejection of a Market Data request Cancelation / Trade Bust Error Reason for deletion Daily Open / Close / Settlement entry Session Open / Close / Settlement entry Delivery Settlement entry Expected entry Entry from previous business day Theoretical Price value Flag that identifies a market data entry (Prior to FIX 4.3 this field was of type char) Bankrupt Pending delisting Identifies a firm’s financial status Ex-Dividend Ex-Distribution Ex-Rights New Ex-Interest Identifies the type of Corporate Action Accepted Canceled for Symbol(s) Canceled for Security Type(s) Canceled for Underlying Canceled All Rejected Removed from Market Expired Query Quote Not Found Pending Pass Locked Market Warning Cross Market Warning Canceled due to lock market Canceled due to cross market Identifies the status of the quote acknowledgement Cancel for Symbol(s) Cancel for Security Type(s) Cancel for Underlying Symbol Cancel All Quotes Identifies the type of quote cancel. Unknown symbol (Security) Exchange (Security) closed Quote Request exceeds limit Too late to enter Unknown Quote Duplicate Quote Invalid bid/ask spread Invalid price Not authorized to quote security Other Reason Quote was rejected No Acknowledgement (Default) Acknowledge only negative or erroneous quotes Acknowledge each quote messages Level of Response requested from receiver of quote messages. Manual Automatic Indicates the type of Quote Request being generated Request Security identity and specifications Request Security identity for the specifications provided (Name of the security is not supplied) Request List Security Types Request List Securities (Can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange. If provided then only list Securities for the specific type) Type of Security Definition Request. Accept security proposal as is Accept security proposal with revisions as indicated in the message Reject security proposal Can not match selection criteria Type of Security Definition message response Message is being sent unsolicited Message is being sent as a result of a prior request Indicates whether or not message is being sent as a result of a subscription request or not. Opening Delay Trading Halt Resume No Open/No Resume Price Indication Trading Range Indication Market Imbalance Buy Market Imbalance Sell Market On Close Imbalance Buy Market On Close Imbalance Sell No Market Imbalance No Market On Close Imbalance ITS Pre-Opening New Price Indication Trade Dissemination Time Ready to trade (start of session) Not Available for trading (end of session) Not Traded on this Market Unknown or Invalid Pre-Open Opening Rotation Fast Market Identifies the trading status applicable to the transaction Order Imbalance Equipment Changeover News Pending News Dissemination Order Influx Additional Information Denotes the reason for the Opening Delay or Trading Halt Halt was due to common stock being halted Halt was not related to a halt of the common stock Indicates whether or not the halt was due to Common Stock trading being halted. Halt was due to related security being halted Halt was not related to a halt of the related security Indicates whether or not the halt was due to the Related Security being halted. Cancel Error Correction Identifies the type of adjustment Electronic Open Outcry Two Party Method of trading Testing Simulated Production Trading Session Mode Unknown Halted Open Closed Pre-Open Pre-Close Request Rejected State of the trading session JIS EUC for using SJIS Unicode Type of message encoding (non-ASCII (non-English) characters) used in a message’s "Encoded" fields. Invalid tag number Required tag missing Tag not defined for this message type Undefined Tag Tag specified without a value Value is incorrect (out of range) for this tag Incorrect data format for value Decryption problem Signature problem CompID problem SendingTime accuracy problem Invalid MsgType XML Validation error Tag appears more than once Tag specified out of required order Repeating group fields out of order Incorrect NumInGroup count for repeating group Non "data" value includes field delimiter (SOH character) Other Code to identify reason for a session-level Reject message New Cancel Identifies the Bid Request message type Was solicited Was not solicited Indicates whether or not the order was solicited. GT Corporate action GT renewal / restatement (no corporate action) Verbal change Repricing of order Broker option Partial decline of OrderQty (e.g. exchange-initiated partial cancel) Cancel on Trading Halt Cancel on System Failure Market (Exchange) Option Canceled, Not Best Warehouse recap Other Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel. Other Unknown ID Unknown Security Unsupported Message Type Application not available Conditionally Required Field Missing Not authorized DeliverTo firm not available at this time Code to identify reason for a Business Message Reject message Send Receive Specifies the direction of the message Related to displayed price Related to market price Related to primary price Related to local primary price Related to midpoint price Related to last trade price Related to VWAP Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to "Non Disclosed" Style (e.g. US/European) "Disclosed" Style (e.g. Japanese) No Bidding Process Code to identify the type of Bid Request Sector Country Index Code to identify the type of BidDescriptor (400) SideValue1 SideValue 2 Code to identify which "SideValue" the value refers to. SideValue and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. 5day moving average 20 day moving average Normal Market Size Other Code to identify the type of liquidity indicator True False Indicates whether or not to exchange for physical. BuySide explicitly requests status using StatusRequest (Default) The sell-side firm can however, send a DONE status List Status Response in an unsolicited fashion SellSide periodically sends status using ListStatus. Period optionally specified in ProgressPeriod Real-time execution reports (to be discouraged) Code to identify the desired frequency of progress reports Net Gross Code to represent whether value is net (inclusive of tax) or gross Risk Trade VWAP Guarantee Agency Guaranteed Close Code to represent the type of trade Closing Price at morning session Closing Price Current price SQ VWAP through a day VWAP through a morning session VWAP through an afternoon session VWAP through a day except "YORI" (an opening auction) VWAP through a morning session except "YORI" (an opening auction) VWAP through an afternoon session except "YORI" (an opening auction) Strike Open Others Code to represent the basis price type Percentage (e.g. percent of par) (often called "dollar price" for fixed income) Per unit (i.e. per share or contract) Fixed Amount (absolute value) Discount – percentage points below par Premium – percentage points over par Spread TED price TED yield Yield Fixed cabinet trade price (primarily for listed futures and options) Variable cabinet trade price (primarily for listed futures and options) Code to represent the price type book out all trades on day of execution accumulate executions until order is filled or expires accumulate until verbally notified otherwise Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate Ack Response Timed ExecStarted AllDone Alert Code to represent the status type Net Gross Code to represent whether value is net (inclusive of tax) or gross InBiddingProcess ReceivedForExecution Executing Canceling Alert All Done Reject Code to represent the status of a list order Immediate Wait for Execute Instruction (e.g. a List Execute message or phone call before proceeding with execution of the list) Exchange/switch CIV order – Sell driven Exchange/switch CIV order – Buy driven, cash top-up (i.e. additional cash will be provided to fulfil the order) Exchange/switch CIV order – Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfil the order) Identifies the type of ListExecInst (69) Order Cancel Request Order Cancel/Replace Request Identifies the type of request that a Cancel Reject is in response to Single Security (default if not specified) Individual leg of a multi-leg security Multi-leg security Used to indicate what an Execution Report represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.). BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B") Generally accepted market participant identifier (e.g. NASD mnemonic) Proprietary/Custom code ISO Country Code Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values) MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C") CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number) Korean Investor ID Taiwanese Qualified Foreign Investor ID QFII / FID Taiwanese Trading Account Malaysian Central Depository (MCD) number Chinese B Share (Shezhen and Shanghai) UK National Insurance or Pension Number US Social Security Number US Employer Identification Number Australian Business Number Australian Tax File Number Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document 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" Executing Firm (formerly FIX 4.2 ExecBroker) Broker of Credit (formerly FIX 4.2 BrokerOfCredit) Client ID (formerly FIX 4.2 ClientID) Clearing Firm (formerly FIX 4.2 ClearingFirm) Investor ID Introducing Firm Entering Firm Locate/Lending Firm (for short-sales) Fund manager Client ID (for CIV) Settlement Location (formerly FIX 4.2 SettlLocation) Order Origination Trader (associated with Order Origination Firm – e.g. trader who initiates/submits the order) Executing Trader (associated with Executing Firm - actually executes) Order Origination Firm (e.g. buyside firm) Giveup Clearing Firm (firm to which trade is given up) Correspondant Clearing Firm Executing System Contra Firm Contra Clearing Firm Sponsoring Firm Underlying Contra Firm Clearing Organization Exchange Customer Account Correspondent Clearing Organization Correspondent Broker Buyer/Seller (Receiver/Deliverer) Custodian Intermediary Agent Sub custodian Beneficiary Interested party Regulatory body Liquidity provider Entering Trader Contra Trader Position Account Identifies the type or role of the PartyID (448) specified. See "Appendix 6-G – Use of <Parties> Component Block" AGENCY COMMODITY CORPORATE CURRENCY EQUITY GOVERNMENT INDEX LOAN MONEYMARKET MORTGAGE MUNICIPAL OTHER FINANCING Indicates the type of product the security is associated with. See also the CFICode(461) and SecurityType(167) fields. True (Test) False (Production) Indicates whether or not this FIX Session is a "test" vs. "production" connection. Useful for preventing "accidents". Round to nearest Round down Round up 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 (52) or (for CIV only) OrderPercent (56) are specified on an order. 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 0 – "round down" would give 320 units, "round up" would give 330 units and "round to nearest" would give 320 units. CREST NSCC Euroclear Clearstream Cheque Telegraphic Transfer FedWire Direct Credit (BECS, BACS) ACH Credit BPAY High Value Clearing System (HVACS) Reinvest in fund A code identifying the payment method for a (fractional) distribution. 13 through 998 are reserved for future use Values above 000 are available for use by private agreement among counterparties Yes No – execution only No – waiver agreement No – institutional. For CIV – A one character code identifying whether Cancellation rights/Cooling-off period applies Passed Not checked Exempt – Below The Limit Exempt – Client Money Type Exemption Exempt – Authorised Credit or Financial Institution. A one character code identifying Money laundering status Bid price Creation price Creation price plus adjustment % Creation price plus adjustment amount Offer price Offer price minus adjustment % Offer price minus adjustment amount Single price For CIV - Identifies how the execution price LastPx (3) was calculated from the fund unit/share price(s) calculated at the fund valuation point New Cancel Replace Release Reverse CREST NSCC Euroclear Clearstream Cheque Telegraphic Transfer FedWire Debit Card Direct Debit (BECS) Direct Credit (BECS) Credit Card ACH Debit ACH Credit BPAY High Value Clearing System (HVACS) A code identifying the Settlement payment method. 16 through 998 are reserved for future use Values above 000 are available for use by private agreement among counterparties None/Not Applicable (default) Maxi ISA (UK) TESSA (UK) Mini Cash ISA (UK) Mini Stocks and Shares ISA (UK) Mini Insurance ISA (UK) Current year payment (US) Prior year payment (US) Asset transfer (US) Employee - prior year (US) Employee – current year (US) Employer - prior year (US) Employer – current year (US) Non-fund prototype IRA (US) Non-fund qualified plan (US) Defined contribution plan (US) Individual Retirement Account (US) Individual Retirement Account – Rollover (US) KEOGH (US) Profit Sharing Plan (US) 401K (US) Self-Directed IRA (US) 403(b) (US) 457 (US) Roth IRA (fund prototype) (US) Roth IRA (non-prototype) (US) Roth Conversion IRA (fund prototype) (US) Roth Conversion IRA (non-prototype) (US) Education IRA (fund prototype) (US) Education IRA (non-prototype) (US) For CIV - a code identifying the type of tax-exempt account in which purchased shares/units are to be held Yes No A one character code identifying whether the Fund based renewal commission is to be waived. Accepted Rejected Held Reminder – i.e. Registration Instructions are still outstanding Registration status as returned by the broker or (for CIV) the fund manager Invalid/unacceptable Account Type Invalid/unacceptable Tax Exempt Type Invalid/unacceptable Ownership Type Invalid/unacceptable No Reg Dtls Invalid/unacceptable Reg Seq No Invalid/unacceptable Reg Dtls Invalid/unacceptable Mailing Dtls Invalid/unacceptable Mailing Inst Invalid/unacceptable Investor ID Invalid/unacceptable Investor ID Source Invalid/unacceptable Date of Birth Invalid/unacceptable Investor Country Of Residence Invalid/unacceptable NoDistribInstns Invalid/unacceptable Distrib Percentage Invalid/unacceptable Distrib Payment Method Invalid/unacceptable Cash Distrib Agent Acct Name Invalid/unacceptable Cash Distrib Agent Code Invalid/unacceptable Cash Distrib Agent Acct Num Other Reason(s) why Registration Instructions has been rejected. The reason may be further amplified in the RegistRejReasonCode field. Possible values of reason code include: New Replace Cancel Identifies Registration Instructions transaction type Joint Investors Tenants in Common Joint Trustees The relationship between Registration parties. Commission Amount (actual) Commission % (actual) Initial Charge Amount Initial Charge % Discount Amount Discount % Dilution Levy Amount Dilution Levy % Exit Charge Amount Exit Charge % Fund-based Renewal Commission % (a.k.a. Trail commission) Projected Fund Value (i.e. for investments intended to realise or exceed a specific future value) Fund-based Renewal Commission Amount (based on Order value) Fund-based Renewal Commission Amount (based on Projected Fund value) Net Settlement Amount Type of ContAmtValue (520). NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3. Individual Investor Public Company Private Company Individual Trustee Company Trustee Pension Plan Custodian Under Gifts to Minors Act Trusts Fiduciaries Networking Sub-Account Non-Profit Organization Corporate Body Nominee Identifies the type of owner Agency Proprietary Individual Principal (Note for CMS purposes, Principal includes Proprietary) Riskless Principal Agent for Other Member Designates the capacity of the firm placing the order (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions) Program Trade Index Arbitrage Non-Index Arbitrage Competing Market Maker Acting as Market Maker or Specialist in the security Acting as Market Maker or Specialist in the underlying security of a derivative security Foreign Entity (of foreign government or regulatory jurisdiction) External Market Participant External Inter-connected Market Linkage Riskless Arbitrage Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space. Cancel orders for a security Cancel orders for an Underlying security Cancel orders for a Product Cancel orders for a CFICode Cancel orders for a SecurityType Cancel orders for a trading session Cancel all orders Specifies scope of Order Mass Cancel Request Cancel Request Rejected -- See MassCancelRejectReason (532) Cancel orders for a security Cancel orders for an Underlying security Cancel orders for a Product Cancel orders for a CFICode Cancel orders for a SecurityType Cancel orders for a trading session Cancel all orders Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request Mass Cancel Not Supported Invalid or unknown Security Invalid or unknown underlying Invalid or unknown Product Invalid or unknown CFICode Invalid or unknown Security Type Invalid or unknown trading session Other Reason Order Mass Cancel Request was rejected Indicative Tradeable Restricted Tradeable Counter (tradable) Identifies the type of quote. 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. Cash Margin Open Margin Close 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. Local (Exchange, ECN, ATS) National Global Defines the scope of a data element Client has responsibility for implicitly deleting bids or offers falling outside the MarketDepth of the request. Server must send an explicit delete for bids or offers falling outside the requested MarketDepth of the request. Defines how a server handles distribution of a truncated book. Defaults to broker option. Cross Trade which is executed completely or not. Both sides are treated in the same manner. This is equivalent to an All or None. 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. 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. 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. Type of cross being submitted to a market None Buy side is prioritized Sell side is prioritized Indicates if one side or the other of a cross order should be 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). one side both sides Number of Side repeating group instances. Symbol SecurityType and/or CFICode Product TradingSessionID All Securities Identifies the type/criteria of Security List Request Valid request Invalid or unsupported request No instruments found that match selection criteria Not authorized to retrieve instrument data Instrument data temporarily unavailable Request for instrument data not supported The results returned to a Security Request message Report by mulitleg security only (Do not report legs) Report by multileg security and by instrument legs belonging to the multileg security. Report by instrument legs belonging to the multileg security only (Do not report status of multileg security) Indicates the method of execution reporting requested by issuer of the order Unknown or invalid TradingSessionID Other Indicates the reason a Trading Session Status Request was rejected All trades Matched trades matching Criteria provided on request (parties, exec id, trade id, order id, instrument, input source, etc.) Unmatched trades that match criteria Unreported trades that match criteria Advisories that match criteria Type of Trade Capture Report previously reported to counterparty not reported to counterparty Indicates if the trade capture report was previously reported to the counterparty compared, matched or affirmed uncompared, unmatched, or unaffirmed advisory or alert The status of this trade with respect to matching or comparison 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) Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges 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) Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus two badges Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus execution time (within two-minute window) Compared records resulting from stamped advisories or specialist accepts/pair-offs Summarized Match using A1 exact match criteria except quantity is summarized Summarized Match using A2 exact match criteria except quantity is summarized Summarized Match using A3 exact match criteria except quantity is summarized Summarized Match using A4 exact match criteria except quantity is summarized Summarized Match using A5 exact match criteria except quantity is summarized Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match Summarized match minus badges and times: ACT M2 Match OCS Locked In: Non-ACT ACT Accepted Trade ACT Default Trade ACT Default After M2 ACT M6 Match The point in the matching process at which this trade was matched treat as odd lot treat as round lot This trade is to be treated as an odd lot process normally exclude from all netting bilateral netting only ex clearing special trade multilateral netting clear against central counterparty exclude from central counterparty Manual mode (pre-posting and/or pre-giveup) Automatic posting mode (trade posting to the position account number specified) Automatic give-up mode (trade give-up to the give-up destination number specified) Qualified Service Representative (QSR) - Customer Trade Self clearing Eligibility of this trade for clearing and central counterparty processing Account is carried on customer Side of Books Account is carried on non-Customer Side of books House Trader Floor Trader Account is carried on non-customer side of books and is cross margined Account is house trader and is cross margined Joint Backoffice Account (JBO) Type of account associated with an order Member trading for their own account Clearing Firm trading for its proprietary account Member trading for another member All other Capacity of customer placing the order Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). Status for orders for a security Status for orders for an Underlying security Status for orders for a Product Status for orders for a CFICode Status for orders for a SecurityType Status for orders for a trading session Status for all orders Status for orders for a PartyID Mass Status Request Type Can trigger booking without reference to the order initiator ("auto") Speak with order initiator before booking ("speak first") Accumulate Indicates whether or not automatic booking can occur. Each partial execution is a bookable unit Aggregate partial executions on this order, and book one trade per order Aggregate executions for this symbol, side, and settlement date Indicates what constitutes a bookable unit. Pro-rata Do not pro-rata = discuss first Indicates the method of preallocation. Calculated (includes MiscFees and NetMoney) Preliminary (without MiscFees and NetMoney) Ready-To-Book Warehouse instruction Request to Intermediary Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated") CBOE Member Non-member and Customer Equity Member and Clearing Member Full and Associate Member trading for own account and as floor Brokers 106.H and 106.J Firms GIM, IDEM and COM Membership Interest Holders Lessee and 106.F Employees All other ownership types 1st year delegate trading for his own account 2nd year delegate trading for his own account 3rd year delegate trading for his own account 4th year delegate trading for his own account 5th year delegate trading for his own account 6th year and beyond delegate trading for his own account Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX): Order is currently being worked Order has been accepted but not yet in a working state 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. Priority Unchanged Lost Priority as result of order change Indicates if a Cancel/Replace has caused an order to lose book priority Legal confirm Does not constitute a legal confirm Indicates that this message is to serve as the final and legal confirmation. Unknown symbol (Security) Exchange (Security) closed Quote Request exceeds limit Too late to enter Invalid price Not authorized to request quote No match for inquiry No market for instrument No inventory Pass Other Reason Quote was rejected: BIC SID code TFM (GSPTA) OMGEO (AlertID) DTCC code Other (custom or proprietary) 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 set up yet in their system. Received Mismatched account Missing settlement instructions Confirmed Request rejected Identifies the status of the Confirmation. New Replace Cancel Identifies the Confirmation transaction type BookEntry Bearer Identifies the form of delivery Par For Par Modified Duration Risk Proceeds 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. percent (percent of par) per share (e.g. cents per share) fixed amount (absolute value) discount – percentage points below par premium – percentage points over par basis points relative to benchmark TED price TED yield Yield spread (swaps) Yield Code to represent price type requested in Quote Hit/Lift Counter Expired Cover Done Away Pass Identifies the type of Quote Response Transaction Quantity Intra-Spread Qty Inter-Spread Qty End-of-Day Qty Start-of-Day Qty Option Exercise Qty Option Assignment Transaction from Exercise Transaction from Assignment Pit Trade Qty Transfer Trade Qty Electronic Trade Qty Allocation Trade Qty Adjustment Qty As-of Trade Qty Delivery Qty Total Transaction Qty Cross Margin Qty Integral Split Used to identify the type of quantity that is being returned Submitted Accepted Rejected Status of this position Final Mark-to-Market Amount Incremental Mark-to-Market Amount Trade Variation Amount Start-of-Day Mark-to-Market Amount Premium Amount Cash Residual Amount Cash Amount (Corporate Event) Value Adjusted Amount Type of Position amount Exercise Do Not Exercise Position Adjustment Position Change Submission/Margin Disposition Pledge Identifies the type of position transaction New: used to increment the overall transaction quantity Replace: used to override the overall transaction quantity or specific add messages based on the reference id Cancel: used to remove the overall transaction or specific add messages based on reference id Maintenance Action to be performed Intraday Regular Trading Hours Electronic Trading Hours Identifies a specific settlement session Process request as Margin Disposition Delta_plus Delta_minus Final Type of adjustment to be applied, used for PCS & PAJ Accepted Accepted with Warnings Rejected Completed Completed with Warnings Status of Position Maintenance Request Successful completion - no warnings or errors Rejected Other Result of Position Maintenance Request. Positions Trades Exercises Assignments Unique identifier for the position maintenance request as assigned by the submitter Inband: transport the request was sent over (Default) Out-of-Band: pre-arranged out of band delivery mechanism (i.e. FTP, HTTP, NDM, etc) between counterparties. Details specified via ResponseDestination (726). Identifies how the response to the request should be transmitted Valid Request Invalid or unsupported Request No positions found that match criteria Not authorized to request positions Request for Position not supported Other (use Text(58) in conjunction with this code for an explanation) Result of Request for Position 4000+ Reserved and available for bi-laterally agreed upon user-defined values Completed Completed with Warnings Rejected Status of Request for Positions Final Theoretical Type of settlement price Random ProRata Method under which assignment was conducted Automatic Manual Exercise Method used to in performing assignment Successful (Default) Invalid or unknown instrument Invalid type of trade requested Invalid parties Invalid Transport Type requested Invalid Destination requested TradeRequestType not supported Unauthorized for Trade Capture Report Request Other Result of Trade Request 4000+ Reserved and available for bi-laterally agreed upon user-defined values Accepted Completed Rejected Status of Trade Request. Successful (Default) Invalid party information Unknown instrument Unauthorized to report trades Invalid trade type Other Reason Trade Capture Request was rejected. 4000+ Reserved and available for bi-laterally agreed upon user-defined values Single Security (default if not specified) Individual leg of a multi-leg security Multi-leg security Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security Execution Time Time In Time Out Broker Receipt Broker Execution Traded / Regulatory timestamp type Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction. (see Volume : "Glossary" for value definitions) Status Confirmation Confirmation Request Rejected (reason can be stated in Text field) Identifies the type of Confirmation message being sent Mismatched account Missing settlement instructions Other Identifies the reason for rejecting a Confirmation Regular booking CFD (Contract For Difference) Total return swap 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). use default instructions derive from parameters provided full details provided SSI db ids provided phone for instructions Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived securities cash Used to indicate whether a delivery instruction is used for securities or cash settlement Overnight Term Flexible Open Type of financing termination unable to process request (e.g. database unavailable) unknown account no matching settlement instructions found other Identifies reason for rejection (of a settlement instruction request message) Sellside Calculated Using Preliminary (includes MiscFees and NetMoney) Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) Warehouse recap Request to Intermediary Describes the specific type or purpose of an Allocation Report message Original details incomplete/incorrect Change in underlying order details Other Reason for cancelling or replacing an Allocation Instruction or Allocation Report message Account is carried on customer Side of Books Account is carried on non-Customer Side of books House Trader Floor Trader Account is carried on non-customer side of books and is cross margined Account is house trader and is cross margined Joint Backoffice Account (JBO) Type of account associated with a confirmation or other trade-level message Firm Person System Application Full legal name of firm Postal address (inclusive of street address, location, and postal code) Phone number Email address Contact name Securities account number (for settlement instructions) Registration number (for settlement instructions and confirmations) Registered address (for confirmation purposes) Regulatory status (for confirmation purposes) Registration name (for settlement instructions) Cash account number (for settlement instructions) BIC CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number) Registered address Fund/account name Telex number Fax number Securities account name Cash account name Department Location / Desk Position Account Type Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values Pending Accept Pending Release Pending Reversal Accept Block Level Reject Account Level Reject 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" No action taken Queue flushed Overlay last End session Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size. No action taken Queue flushed Overlay last End session Action to take to resolve an application message queue (backlog). No Average Pricing Trade is part of an average price group identified by the TradeLinkID Last Trade in the average price group identified by the TradeLinkID Average Pricing Indicator Allocation not required Allocation required (give up trade) allocation information not provided (incomplete) Use allocation provided with the trade Identifies how the trade is to be allocated Expire on trading session close (default) Expire on trading session open Part of trading cycle when an instrument expires. Field is applicable for derivatives. Regular Trade Block Trade EFP (Exchange for Physical) Transfer Late Trade T Trade Weighted Average Price Trade Bunched Trade Late Bunched Trade Prior Reference Price Trade After Hours Trade Type of Trade Floating (default) Fixed Describes whether peg is static or floats Price (default) Basis Points Ticks Price Tier / Level Type of Peg Offset value Or better (default) - price improvement allowed Strict – limit is a strict limit 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) Type of Peg Limit More aggressive – on a buy order round the price up to the nearest tick, on a sell round down to the nearest tick More passive – on a buy order round down to nearest tick on a sell order round up to nearest tick If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive Local (Exchange, ECN, ATS) National Global National excluding local The scope of the peg Floating (default) Fixed Describes whether discretionary price is static or floats Price (default) Basis Points Ticks Price Tier / Level Type of Discretion Offset value Or better (default) - price improvement allowed Strict – limit is a strict limit 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) Type of Discretion Limit More aggressive – on a buy order round the price up to the nearest tick, on a sell round down to the nearest tick More passive – on a buy order round down to nearest tick on a sell order round up to nearest tick If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive Local (Exchange, ECN, ATS) National Global National excluding local The scope of the discretion VWAP Participate (i.e. aim to be x percent of the market volume) Minimize market impact The target strategy of the order 1000+ = Reserved and available for bi-laterally agreed upon user defined values Added Liquidity Removed Liquidity Liquidity Routed Out 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. Report trade Do not report trade Indicates if a trade should be reported via a market reporting service. Dealer Sold Short Dealer Sold Short Exempt Selling Customer Sold Short Selling Customer Sold Short Exempt Qualified Service Representative (QSR) or Automatic Giveup (AGU) Contra Side Sold Short QSR or AGU Contra Side Sold Short Exempt Reason for short sale Units (shares, par, currency) Contracts (if used - should specify ContractMultiplier (tag 231)) Type of quantity specified in a quantity field Submit Alleged Accept Decline Addendum No/Was Trade Report Cancel Locked In Trade Break Type of Trade Report Not specified Explicit list provided 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. Put Call Tender Sinking Fund Call Other Code to represent the type of event Flat (securities pay interest on a current basis but are traded without interest) Zero coupon Interest bearing (for Euro commercial paper when not issued at discount) No periodic payments Variable rate Less fee for put Stepped coupon Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field When [and if] issued Original issue discount Callable, puttable Escrowed to Maturity Escrowed to redemption date – callable. Supply redemption date in the InstrAttribValue (872) field Prerefunded In default Unrated Taxable Indexed Subject to Alternative Minimum Tax Original issue discount price. Supply price in the InstrAttribValue (872) field Callable below maturity value Callable without notice by mail to holder unless registered Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field Code to represent the type of instrument attribute 3(a)(3) 4(2) Other The program under which a commercial paper is issued Absolute Per unit Percentage Defines the unit for a miscellaneous fee. Last message Not last message 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 Initial Scheduled Time Warning Margin Deficiency Margin Excess Forward Collateral Demand Event of default Adverse tax event Reason for Collateral Assignment TradeDate GC Instrument CollateralInstrument Substitution Eligible Not Assigned Partially Assigned Fully Assigned Outstanding Trades (Today < end date) Collateral inquiry qualifiers: New Replace Cancel Release Reverse Collateral Assignment Transaction Type Received Accepted Declined Rejected Collateral Assignment Response Type Unknown deal (order / trade) Unknown or invalid instrument Unauthorized transaction Insufficient collateral Invalid type of collateral Excessive substitution Other Collateral Assignment Reject Reason Unassigned Partially Assigned Assignment Proposed Assigned (Accepted) Challenged Collateral Status "Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment "Free": Deliver (if Sell) or Receive (if Buy) Free Tri-Party Hold In Custody Identifies type of settlement LogOnUser LogOffUser ChangePasswordForUser Request Individual User Status Indicates the action required by a User Request Message Logged In Not Logged In User Not Recognised Password Incorrect Password Changed Other Indicates the status of a user Connected Not connected – down expected up Not connected – down expected down In Process Indicates the status of a network connection Snapshot Subscribe Stop subscribing Level of detail, then NoCompID’s becomes required Indicates the type and level of details required for a Network Status Request Message Boolean logic applies EG If you want to subscribe for changes to certain id’s then UserRequestType =0 (8+2), Snapshot for certain ID’s = 9 (8+) Full Incremental update Indicates the type of Network Response Message Accepted Rejected Trade Report Status Received Confirm rejected, i.e. not affirmed Affirmed Identifies the status of the ConfirmationAck Retain Add Remove Action proposed for an Underlying Instrument instance Accepted Accepted with Warnings Completed Completed with Warnings Rejected Status of Collateral Inquiry Successful (Default) Invalid or unknown instrument Invalid or unknown collateral type Invalid parties Invalid Transport Type requested Invalid Destination requested No collateral found for the trade specified No collateral found for the order specified Collateral Inquiry type not supported Unauthorized for collateral inquiry Other (further information in Text (58) field) Result returned in response to Collateral Inquiry 4000+ Reserved and available for bi-laterally agreed upon user-defined values Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. Unique identifier of advertisement message. (Prior to FIX 4.1 this field was of type int) Reference identifier used with CANCEL and REPLACE transaction types. (Prior to FIX 4.1 this field was of type int) Broker's side of advertised trade Identifies advertisement message transaction type 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 (3). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount. Message sequence number of first message in range to be resent Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted) Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted) 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) 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(11) field. Commission. Note if CommType (3) is percentage, Commission of 5% should be represented as .05. Commission type Total quantity (e.g. number of shares) filled. (Prior to FIX 4.2 this field was of type int) 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. 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). Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (50) =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) 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. Reference identifier used with Trade Cancel and Trade Correct execution types. (Prior to FIX 4.1 this field was of type int) Instructions for order handling on Broker trading floor Identifies class or source of the SecurityID (48) value. Required if SecurityID is specified. Unique identifier of IOI message. (Prior to FIX 4.1 this field was of type int) Relative quality of indication Reference identifier used with CANCEL and REPLACE, transaction types. (Prior to FIX 4.1 this field was of type int) Quantity (e.g. number of shares) in numeric form or relative size. Identifies IOI message transaction type Broker capacity in order execution Market of execution for last fill, or an indication of the market where an order was routed Valid values: See "Appendix 6-C" Price of this (last) fill. Quantity (e.g. shares) bought/sold on this (last) fill. (Prior to FIX 4.2 this field was of type int) Identifies number of lines of text body Integer message sequence number Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted) Note: A "U" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver. New sequence number 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. 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) Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Order type *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) ClOrdID () 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. Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT")) Indicates possible retransmission of message with this sequence number Price per unit of quantity (e.g. per share) Reference message sequence number Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource. Assigned value used to identify firm sending message. Assigned value used to identify specific message originator (desk, trader, etc.) Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Overall/total quantity (e.g. number of shares) (Prior to FIX 4.2 this field was of type int) Side of order 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. Assigned value used to identify receiving firm. Assigned value used to identify specific individual or unit intended to receive message. "ADMIN" reserved for administrative messages not intended for a specific user. Free format text string (Note: this field does not have a specified maximum length) Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") Urgency flag Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") 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. 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) 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 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. Sequence of individual order within list (i.e. ListSeqNo of TotNoOrders (68), 2 of 25, 3 of 25, . . . ) 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") Free format text message containing list handling and execution instructions. Unique identifier for allocation message. (Prior to FIX 4.1 this field was of type int) Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** Reference identifier to be used with AllocTransType (7) =Replace or Cancel. (Prior to FIX 4.1 this field was of type int) Indicates number of orders to be combined for average pricing and allocation. 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. 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). 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. Number of repeating AllocAccount (79)/AllocPrice (366) entries. Sub-account mnemonic Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int) Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade. Total number of reports within series. Sequence number of message within report series. Total quantity canceled for this order. (Prior to FIX 4.2 this field was of type int) Number of delivery instruction fields in repeating group. Note this field was removed in FIX 4.1 and reinstated in FIX 4.4. Identifies status of allocation Identifies reason for rejection Electronic signature Length of encrypted message Actual encrypted data stream Number of bytes in signature field. Email message type Number of bytes in raw data field. Unformatted raw data, can include bitmaps, word processor documents, etc. Indicates that message may contain information that has been sent under another sequence number. Method of encryption Price per unit of quantity (e.g. per share) Execution destination as defined by institution when order is entered. Valid values: See "Appendix 6-C" Code to identify reason for cancel rejection Code to identify reason for order rejection. Code to qualify IOI use Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" Security description. Heartbeat interval (seconds) Minimum quantity of an order to be executed. (Prior to FIX 4.2 this field was of type int) 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) Identifier included in Test Request message to be returned in resulting Heartbeat Identifies party of trade responsible for exchange reporting. Indicates whether the broker is to locate the stock in conjunction with a short sell order. 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. Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party Unique identifier for quote Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution. Total amount due expressed in settlement currency (includes the effect of the forex transaction) Currency code of settlement denomination. Indicates request for forex accommodation trade to be executed along with security transaction. 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. Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent. No of execution repeating group entries to follow. 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. Reason for execution rejection 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. Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third party 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. Unique identifier for quote request Bid price/rate Offer price/rate Quantity of bid (Prior to FIX 4.2 this field was of type int) Quantity of offer (Prior to FIX 4.2 this field was of type int) Number of repeating groups of miscellaneous fees Miscellaneous fee value Currency of miscellaneous fee Indicates type of miscellaneous fee Previous closing price of security. Indicates that the both sides of the FIX session should reset sequence numbers. Assigned value used to identify specific message originator’s location (i.e. geographic location and/or desk, trader) Assigned value used to identify specific message destination’s location (i.e. geographic location and/or desk, trader) Assigned value used to identify specific message originator’s location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party Assigned value used to identify specific message recipient’s location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party Specifies the number of repeating symbols specified. The subject of an Email message The headline of a News message 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" Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus (39) will always identify the current order status (i.e. Partially Filled) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** 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 (4). (Prior to FIX 4.2 this field was of type int) 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. AvgPx (6) for a specific AllocAccount (79) For Fixed Income this is always expressed as "percent of par" price type. NetMoney(118) for a specific AllocAccount (79) Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120) Specifies whether or not SettlCurrFxRate(155) should be multiplied or divided Number of Days of Interest for convertible bonds and fixed income. Note value may be negative. 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. Amount of Accrued Interest for convertible bonds and fixed income Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** Free format text related to a specific AllocAccount (79). Unique identifier for Settlement Instruction. Settlement Instructions message transaction type Unique identifier for an email thread (new and chain of replies) Indicates source of Settlement Instructions Indicates type of security. See also the Product(460) and CFICode(461) fields. It is recommended that CFICode(461) be used instead of SecurityType(167) for non-Fixed Income instruments. Example values (grouped by Product field value) (Note: additional values may be used by mutual agreement of the counterparties): * Identify the Issuer in the field Issuer(106) *** REPLACED values - See "Replaced Features and Supported Approach" *** NOTE: Additional values may be used by mutual agreement of the counterparties) Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Identifies the Standing Instruction database used Name of the Standing Instruction database represented with StandInstDbType (69) (i.e. the Global Custodian’s name). Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced. Identifies type of settlement Bid F/X spot rate. Bid F/X forward points added to spot rate. May be a negative value. Offer F/X spot rate. Offer F/X forward points added to spot rate. May be a negative value. OrderQty (38) of the future part of an F/X swap order. SettDate (64) of the future part of an F/X swap order. F/X spot rate. F/X forward points added to LastSpotRate(194). May be a negative value. 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. Identifies the type of Allocation linkage when AllocLinkID(196) is used. Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system. Number of repeating groups of IOIQualifiers (04). 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 (200303w) 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 "w" or "w2" to indicate week as opposed to week 2 expiration. Likewise, the date (0-3) can be appended to indicate a specific expiration (maturity date). Indicates whether an Option is for a put or call Strike Price for an Option. Used for derivative products, such as options 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). Market used to help identify a security. Valid values: See "Appendix 6-C" Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker). Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details 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) 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) Length of the XmlData data block. Actual XML data stream (e.g. FIXML). See approriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters. Reference identifier for the SettlInstID (62) with Cancel and Replace SettlInstTransType (63) transaction types. Number of repeating groups of RoutingID (27) and RoutingType (26) values. See Volume 3: "Pre-Trade Message Targeting/Routing" Indicates the type of RoutingID (27) specified Assigned value used to identify a specific routing destination. 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. 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) Name of benchmark curve. Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = 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) 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. 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) 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) *** 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) *** 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-/4 percent of par. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) For Fixed Income: Amortization 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 . 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) Used with Fixed Income for Municipal 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) 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) 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 classes should be expressed in the basic unit of the instrument, e.g. shares for equities, nominal or par amount for bonds, currency for foreign exchange. When quantity is expressed in contracts, e.g. financing transactions and bond trade reporting, ContractMultiplier 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. Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3). Type of Stipulation 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 value – value2 value OR value2 value AND value2 YES NO (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Type of yield Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) 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) Provides the reduction in price for the secondary market in Municipals. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) *** 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) *** 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) Underlying security’s 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) Underlying security’s 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) *** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" *** Underlying security’s RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) *** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" *** Underlying security’s RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) *** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" *** Underlying security’s RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) *** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" *** Underlying security’s 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) Multileg instrument's individual leg security’s 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) Multileg instrument's individual leg security’s 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) *** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" *** Multileg instrument's individual leg security’s RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) *** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" *** Multileg instrument's individual leg security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) *** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" *** Multileg instrument's individual leg security’s RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) *** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" *** Multileg instrument's individual leg security’s 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) 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) Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Driver and part of trade in the event that the Security Master file was wrong at the point of entry (Note tag # was reserved in FIX 4.1, added in FIX 4.3) 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) Price for BasisFeatureDate. See BasisFeatureDate (259) (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Unique identifier for Market Data Request Subscription Request Type Depth of market for Book Snapshot Specifies the type of Market Data update Specifies whether or not book entries should be aggregated. Number of MDEntryType (269) fields requested. Number of entries in Market Data message. Type Market Data entry Price of the Market Data Entry. Quantity or volume represented by the Market Data Entry. Date of Market Data Entry. (prior to FIX 4.4 field was of type UTCDate) Time of Market Data Entry. Direction of the "tick" Market posting quote / trade. Valid values: See "Appendix 6-C" Space-delimited list of conditions describing a quote Space-delimited list of conditions describing a trade Unique Market Data Entry identifier. Type of Market Data update action Refers to a previous MDEntryID (278). Reason for the rejection of a Market Data request Originator of a Market Data Entry Identification of a Market Maker’s location Identification of a Market Maker’s desk Reason for deletion Flag that identifies a market data entry (Prior to FIX 4.3 this field was of type char) Specifies the number of days that may elapse before delivery of the security Buying party in a trade Selling party in a trade Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with . Identifies a firm’s financial status Identifies the type of Corporate Action Default Bid Size. Default Offer Size. The number of quote entries for a QuoteSet. The number of sets of quotes in the message. Identifies the status of the quote acknowledgement Identifies the type of quote cancel. Uniquely identifies the quote as part of a QuoteSet. Reason Quote was rejected Level of Response requested from receiver of quote messages. Unique id for the Quote Set. Indicates the type of Quote Request being generated 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) Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field Underlying security’s Issuer. See Issuer(106) field for description Underlying security’s SecurityDesc. See SecurityDesc (07) field for description Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207) Underlying security’s SecurityID. See SecurityID (48) field for description Underlying security’s 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= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb- Underlying security’s Symbol. See Symbol (55) field for description Underlying security’s SymbolSfx. See SymbolSfx (65) field for description Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description Underlying security’s PutOrCall. See PutOrCall field for description Underlying security’s StrikePrice. See StrikePrice (202) field for description Underlying security’s OptAttribute. See OptAttribute (206) field for description Underlying security’s Currency. See Currency(15) field for description and valid values Unique ID of a Security Definition Request. Type of Security Definition Request. Unique ID of a Security Definition message. Type of Security Definition message response Unique ID of a Security Status Request message. Indicates whether or not message is being sent as a result of a subscription request or not. Identifies the trading status applicable to the transaction Denotes the reason for the Opening Delay or Trading Halt Indicates whether or not the halt was due to Common Stock trading being halted. Indicates whether or not the halt was due to the Related Security being halted. Quantity bought. Quantity sold. Represents an indication of the high end of the price range for a security prior to the open or reopen Represents an indication of the low end of the price range for a security prior to the open or reopen Identifies the type of adjustment Unique ID of a Trading Session Status message. Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "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). Identifies the trader (e.g. "badge number") of the ContraBroker. Method of trading Trading Session Mode State of the trading session Starting time of the trading session Time of the opening of the trading session Time of the pre-closed of the trading session Closing time of the trading session End time of the trading session Number of orders in the market. Type of message encoding (non-ASCII (non-English) characters) used in a message’s "Encoded" fields. Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field. 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. Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (35) field. Encoded (non-ASCII characters) representation of the SecurityDesc (07) 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. Byte length of encoded (non-ASCII characters) EncodedListExecInst (353) field. 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. Byte length of encoded (non-ASCII characters) EncodedText (355) field. 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. Byte length of encoded (non-ASCII characters) EncodedSubject (357) field. Encoded (non-ASCII characters) representation of the Subject (47) 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. Byte length of encoded (non-ASCII characters) EncodedHeadline (359) field. Encoded (non-ASCII characters) representation of the Headline (48) 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. Byte length of encoded (non-ASCII characters) EncodedAllocText (36) field. Encoded (non-ASCII characters) representation of the AllocText (6) 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. Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. 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. Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. 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 UnderlyingSecurityDesc field. Executed price for an AllocAccount (79) entry used when using "executed price" vs. "average price" allocations (e.g. Japan). Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Reason Quote Entry was rejected 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. The tag number of the FIX field being referenced. The MsgType (35) of the FIX message being referenced. Code to identify reason for a session-level Reject message Identifies the Bid Request message type Identifies contra broker. Standard NASD market-maker mnemonic is preferred. ID used to represent this transaction for compliance purposes (e.g. OATS reporting). Indicates whether or not the order was solicited. Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel. The value of the business-level "ID" field on the message being referenced. Code to identify reason for a Business Message Reject message Total amount traded (e.g. CumQty (4) * AvgPx (6)) expressed in units of currency. The number of ContraBroker (375) entries. Maximum number of bytes supported for a single message. Number of MsgTypes (35) in repeating group. Specifies the direction of the message Number of TradingSessionIDs (336) in repeating group. Total volume (quantity) traded. Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to 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) Unique identifier for Bid Response as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day. Descriptive name for list order. Total number of securities. (Prior to FIX 4.4 this field was named TotalNumSecurities) Code to identify the type of Bid Request Total number of tickets. Amounts in currency Amounts in currency Number of BidDescriptor (400) entries. Code to identify the type of BidDescriptor (400) 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 FT00, FT250, STOX - Free text Code to identify which "SideValue" the value refers to. SideValue and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. Liquidity indicator or lower limit if TotalNumSecurities (393) > . Represented as a percentage. Upper liquidity indicator if TotalNumSecurities (393) > . Represented as a percentage. Value between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency Eg Used in EFP trades 2% (EFP – Exchange for Physical ). Represented as a percentage. Used in EFP trades Used in EFP trades. Represented as a percentage. Used in EFP trades Code to identify the type of liquidity indicator Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage. Indicates whether or not to exchange for physical. Value of stocks in Currency Percentage of program that crosses in Currency. Represented as a percentage. Code to identify the desired frequency of progress reports Time in minutes between each ListStatus report sent by SellSide. Zero means don’t send status. Code to represent whether value is net (inclusive of tax) or gross Indicates the total number of bidders on the list Code to represent the type of trade Code to represent the basis price type Indicates the number of list entries. ISO Country Code in field 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. Code to represent the price type For GT orders, the OrderQty (38) less all quantity (adjusted for stock splits) that traded on previous days. DayOrderQty (424) = OrderQty – (CumQty (4) – DayCumQty (425)) Quantity on a GT order that has traded today. The average price for quantity on a GT order that has traded today. Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate Number of list strike price entries. Code to represent the status type Code to represent whether value is net (inclusive of tax) or gross Code to represent the status of a list order Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market’s business practices Identifies the type of ListExecInst (69) Identifies the type of request that a Cancel Reject is in response to Underlying security’s CouponRate. See CouponRate (223) field for description Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description Quantity traded with the ContraBroker (375). Identifies the time of the trade with the ContraBroker (375). (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Number of Securities between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency. Used to indicate what an Execution Report represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.). The time at which current market prices are used to determine the value of a basket. Free format text string related to List Status. Byte length of encoded (non-ASCII characters) EncodedListStatusText (446) field. 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. 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" Party identifier/code. See PartyIDSource (447) and PartyRole (452). See "Appendix 6-G – Use of <Parties> Component Block" Net change from previous day’s closing price vs. last traded price. Identifies the type or role of the PartyID (448) specified. See "Appendix 6-G – Use of <Parties> Component Block" Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries Number of SecurityAltID (455) entries. Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires 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 Number of UnderlyingSecurityAltID (458) entries. Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires 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 Indicates the type of product the security is associated with. See also the CFICode(146) and SecurityType(167) fields. 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(461) 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)" Underlying security’s Product. Valid values: see Product(460) field Underlying security’s CFICode. Valid values: see CFICode(461) field Indicates whether or not this FIX Session is a "test" vs. "production" connection. Useful for preventing "accidents". Common reference passed to a post-trade booking process (e.g. industry matching utility). Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). 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 (52) or (for CIV only) OrderPercent (56) are specified on an order. 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 0 – "round down" would give 320 units, "round up" would give 330 units and "round to nearest" would give 320 units. For CIV - a float value indicating the value to which rounding is required. i.e. 0 means round to a multiple of 0 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. 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. A two-character state or province abbreviation. 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. The number of registration details on a Registration Instructions message Set of Correspondence address details, possibly including phone, fax, etc. The ISO 366 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes. "Settlement Payment Reference" – A free format Payment reference to assist with reconciliation, e.g. a Client and/or Order ID number. A code identifying the payment method for a (fractional) distribution. 13 through 998 are reserved for future use Values above 000 are available for use by private agreement among counterparties Specifies currency to be used for Cash Distributions– see "Appendix 6-A; Valid Currency Codes". Specifies currency to be used for Commission (2) if the Commission currency is different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes". For CIV – A one character code identifying whether Cancellation rights/Cooling-off period applies A one character code identifying Money laundering status Free format text to specify mailing instruction requirements, e.g. "no third party mailings". For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager. For CIV - Identifies how the execution price LastPx (3) was calculated from the fund unit/share price(s) calculated at the fund valuation point For CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by ExecPriceType (484) The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account. Identifies Trade Report message transaction type (Prior to FIX 4.4 this field was of type char) The name of the payment cardholder as specified on the card being used for payment. The number of the payment card as specified on the card being used for payment. The expiry date of the payment card as specified on the card being used for payment. 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. A code identifying the Settlement payment method. 16 through 998 are reserved for future use Values above 000 are available for use by private agreement among counterparties For CIV – a fund manager-defined code identifying which of the fund manager’s account types is required. Free format text defining the designation to be associated with a holding on the register. Used to identify assets of a specific underlying investor using a common registration, e.g. a broker’s nominee or street name. For CIV - a code identifying the type of tax-exempt account in which purchased shares/units are to be held Text indicating reason(s) why a Registration Instruction has been rejected. A one character code identifying whether the Fund based renewal commission is to be waived. Name of local agent bank if for cash distributions BIC (Bank Identification Code--Swift managed) code of agent bank for cash distributions Account number at agent bank for distributions. Free format Payment reference to assist with reconciliation of distributions. Name of account at agent bank for distributions. The start date of the card as specified on the card being used for payment. The date written on a cheque or date payment should be submitted to the relevant clearing system. Identifies sender of a payment, e.g. the payment remitter or a customer reference number. Registration status as returned by the broker or (for CIV) the fund manager Reason(s) why Registration Instructions has been rejected. The reason may be further amplified in the RegistRejReasonCode field. Possible values of reason code include: Reference identifier for the RegistID(513) with Cancel and Replace RegistTransType(514) transaction types. Set of Registration name and address details, possibly including phone, fax etc. The number of Distribution Instructions on a Registration Instructions message Email address relating to Registration name and address details The amount of each distribution to go to this beneficiary, expressed as a percentage Unique identifier of the registration details as assigned by institution or intermediary. Identifies Registration Instructions transaction type For CIV - a date and time stamp to indicate the fund valuation point with respect to which an order was priced by the fund manager. For CIV specifies the approximate order quantity desired. For a CIV Sale it specifies percentage of investor’s total holding to be sold. For a CIV switch/exchange it specifies percentage of investor’s cash realised from sales to be re-invested. The executing broker, intermediary or fund manager is responsible for converting and calculating OrderQty (38) in shares/units for subsequent messages. The relationship between Registration parties. The number of Contract Amount details on an Execution Report message Type of ContAmtValue (520). NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3. Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (59). Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes". Identifies the type of owner 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. PartyID value within a nested repeating group. Same values as PartyID (448) PartyIDSource value within a nested repeating group. Same values as PartyIDSource (447) Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. Assigned by the party which accepts the order. Can be used to provide the ExecID (7) used by an exchange or executing system. Designates the capacity of the firm placing the order (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions) Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space. Specifies scope of Order Mass Cancel Request Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request Reason Order Mass Cancel Request was rejected Total number of orders affected by mass cancel request. Number of affected orders in the repeating group of order ids. OrderID (37) of an order affected by a mass cancel request. SecondaryOrderID (98) of an order affected by a mass cancel request. Identifies the type of quote. 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. PartyRole value within a nested repeating group. Same values as PartyRole (452) Number of NestedPartyID (524), NestedPartyIDSource (525), and NestedPartyRole (538) entries *** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" *** Total Amount of Accrued Interest for convertible bonds and fixed income Date of maturity. Underlying security’s maturity date. See MaturityDate(541) field for description The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. 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. PartySubID value within a nested repeating group. Same values as PartySubID (523) Defines the scope of a data element Defines how a server handles distribution of a truncated book. Defaults to broker option. 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. Type of cross being submitted to a market Indicates if one side or the other of a cross order should be 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). 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. Number of Side repeating group instances. Userid or username. Password or passphrase. Number of InstrumentLeg repeating group instances. Currency associated with a particular Leg's quantity 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) Number of Security Type repeating group instances. Identifies the type/criteria of Security List Request The results returned to a Security Request message The trading lot size of a security The minimum trading volume for a security Indicates the method of execution reporting requested by issuer of the order PositionEffect for leg of a multileg See PositionEffect (77) field for description CoveredOrUncovered for leg of a multileg See CoveredOrUncovered (203) field for description Price for leg of a multileg See Price (44) field for description Indicates the reason a Trading Session Status Request was rejected Trade Capture Report Request ID Type of Trade Capture Report Indicates if the trade capture report was previously reported to the counterparty Unique identifier of trade capture report Reference identifier used with CANCEL and REPLACE transaction types. The status of this trade with respect to matching or comparison The point in the matching process at which this trade was matched This trade is to be treated as an odd lot Number of clearing instructions Eligibility of this trade for clearing and central counterparty processing Type of input device or system from which the trade was entered. Specific device number, terminal number or station where trade was entered Number of Date fields provided in date range Type of account associated with an order Capacity of customer placing the order Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). 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. Value assigned by issuer of Mass Status Request to uniquely identify the request Mass Status Request Type 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. Refer to values for SettlType[63] Refer to description for SettlDate[64] Indicates whether or not automatic booking can occur. Indicates what constitutes a bookable unit. Indicates the method of preallocation. Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description Underlying security’s InstrRegistry. See InstrRegistry (543) field for description Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description Multileg instrument's individual security’s Symbol. See Symbol (55) field for description Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description Multileg instrument's individual security’s Product. See Product (460) field for description Multileg instrument's individual security’s CFICode. See CFICode(461) field for description Multileg instrument's individual security’s SecurityType. See SecurityType(167) field for description Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description Multileg instrument's individual security’s MaturityDate. See MaturityDate(541) field for description Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description Multileg instrument's individual security’s Issuer. See Issuer (106) field for description Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description The ratio of quantity for this individual leg relative to the entire multileg security. The side of this individual leg (multileg security). See Side (54) field for description and values 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. Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated") Number of HopCompID entries in repeating group. 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. 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. 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. Mid price/rate Bid yield Mid yield Offer yield Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX): 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. Execution price assigned to a leg of a multileg instrument. See LastPx (31) field for description and values Indicates if a Cancel/Replace has caused an order to lose book priority Amount of price improvement. Price of the future part of an F/X swap order. See Price (44) for description. F/X forward points of the future part of an F/X swap order added to LastSpotRate(194). May be a negative value. Bid F/X forward points of the future portion of an F/X swap quote added to spot rate. May be a negative value. Offer F/X forward points of the future portion of an F/X swap quote added to spot rate. May be a negative value. RFQ Request ID – used to identify an RFQ Request. Used to indicate the best bid in a market Used to indicate the best offer in a market 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 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. Unique identifier for Quote Status Request. Indicates that this message is to serve as the final and legal confirmation. 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. 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. Unique indicator for a specific leg. Unique indicator for a specific leg for the ContraBroker (375). Foreign exchange rate used to compute the bid "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120) Foreign exchange rate used to compute the offer "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120) Reason Quote was rejected: ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting). 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 set up yet in their system. Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values. Specifies the price of the benchmark. Identifies type of BenchmarkPrice (662). See PriceType (423) for valid values. Message reference for Confirmation Identifies the status of the Confirmation. Identifies the Confirmation transaction type Specifies when the contract (i.e. MBS/TBA) will settle. Identifies the form of delivery Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (3) is expressed in Yield, Spread, Discount or any other type. Usage: Execution Report and Allocation Report repeating executions block (from sellside). Number of Allocations for the leg Allocation Account for the leg See AllocAccount (79) for description and valid values. Reference for the individual allocation ticket See IndividualAllocID (467) for description and valid values. Leg allocation quantity. See AllocQty (80) for description and valid values. The source of the LegAllocAccount(671) See AllocAcctIDSource(660) for description and valid values. Identifies settlement currency for the Leg. See SettlCurrency(120) for description and valid values LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values. Name of the Leg Benchmark Curve. See BenchmarkCurveName(221) for description and valid values. Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values. Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values. The price type of the LegBenchmarkPrice. See BenchmarkPriceType (663) for description and valid values. Bid price of this leg. See BidPx (32) for description and valid values. Leg-specific IOI quantity. See IOIQty (27) for description and valid values Number of leg stipulation entries Offer price of this leg. See OfferPx (33) for description and valid values The price type of the LegBidPx (68) and/or LegOfferPx (684). See PriceType (423) for description and valid values Quantity of this leg, e.g. in Quote dialog. See Quantity (53) for description and valid values For Fixed Income, type of Stipulation for this leg. See StipulationType (233) for description and valid values For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values 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. For Fixed Income, identifies MBS / ABS pool. Code to represent price type requested in Quote Message reference for Quote Response Identifies the type of Quote Response Code to qualify Quote use See IOIQualifier (04) for description and valid values. Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date). Price to which the yield has been calculated. The price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values. The identifier of the benchmark security, e.g. Treasury against Corporate bond. See SecurityID (tag 48) for description and valid values. Indicates a trade that reverses a previous trade. Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day. Number of position entries. Used to identify the type of quantity that is being returned Long Quantity Short Quantity Status of this position Type of Position amount Position amount Identifies the type of position transaction Unique identifier for the position maintenance request as assigned by the submitter Number of underlying legs that make up the security. Maintenance Action to be performed Reference to the PosReqID (710) of a previous maintenance request that is being replaced or canceled. Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being replaced or canceled. The "Clearing Business Date" referred to by this maintenance request. Identifies a specific settlement session SubID value associated with SettlSessID (76) Type of adjustment to be applied, used for PCS & PAJ 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. Indicates if requesting a rollover of prior day’s spread submissions. Unique identifier for this position report Status of Position Maintenance Request Result of Position Maintenance Request. Unique identifier for the position maintenance request as assigned by the submitter Identifies how the response to the request should be transmitted. 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" Total number of Position Reports being returned. Result of Request for Position 4000+ Reserved and available for bi-laterally agreed upon user-defined values Status of Request for Positions Settlement price Type of settlement price Underlying security’s SettlPrice. See SettlPrice (730) field for description Underlying security’s SettlPriceType. See SettlPriceType (73) field for description Previous settlement price Number of repeating groups of QuoteQualifiers (695). Currency code of settlement denomination for a specific AllocAccount (79). Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79). Amount of interest (i.e. lump-sum) at maturity. 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 For Fixed Income, identifies MBS / ABS pool for a specific leg of a multi-leg instrument. See Pool (69) for description and valid values. Amount of interest (i.e. lump-sum) at maturity at the account-level. Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level. Date of delivery. Method under which assignment was conducted Quantity Increment used in performing assignment. Open interest that was eligible for assignment. Exercise Method used to in performing assignment Total number of trade reports returned. Result of Trade Request 4000+ Reserved and available for bi-laterally agreed upon user-defined values Status of Trade Request. Reason Trade Capture Request was rejected. 4000+ Reserved and available for bi-laterally agreed upon user-defined values Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security Number of position amount entries. Identifies whether or not an allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House. Unique identifier for Allocation Report message. Number of Nested2PartyID (757), Nested2PartyIDSource (758), and Nested2PartyRole (759) entries PartyID value within a "second instance" Nested repeating group. Same values as PartyID (448) PartyIDSource value within a "second instance" Nested repeating group. Same values as PartyIDSource (447) PartyRole value within a "second instance" Nested repeating group. Same values as PartyRole (452) PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523) Identifies class or source of the BenchmarkSecurityID (699) value. Required if BenchmarkSecurityID is specified. Same values as the SecurityIDSource (22) field 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 Underlying security’s SecuritySubType. See SecuritySubType (762) field for description SecuritySubType of the leg instrument. See SecuritySubType (762) field for description The maximum percentage that execution of one side of a program trade can exceed execution of the other. The maximum amount that execution of one side of a program trade can exceed execution of the other. The currency that AllowableOneSidednessValue (766) is expressed in if AllowableOneSidednessValue is used. Number of TrdRegTimestamp (769) entries Traded / Regulatory timestamp value. Use to store time information required by government regulators or self-regulatory organizations (such as an exchange or clearing house). Traded / Regulatory timestamp type Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction. (see Volume : "Glossary" for value definitions) Text which identifies the "origin" (i.e. system which was used to generate the time stamp) for the Traded / Regulatory timestamp value. Reference identifier to be used with ConfirmTransType (666) = Replace or Cancel Identifies the type of Confirmation message being sent Identifies the reason for rejecting a Confirmation 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). Identified reason for rejecting an individual AllocAccount (79) detail. Same values as AllocRejCode (88) Unique identifier for Settlement Instruction message. Number of settlement instructions within repeating group. Timestamp of last update to data item (or creation if no updates made since creation). Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived Number of SettlPartyID (782), SettlPartyIDSource (783), and SettlPartyRole (784) entries PartyID value within a settlement parties component. Nested repeating group. Same values as PartyID (448) PartyIDSource value within a settlement parties component. Same values as PartyIDSource (447) PartyRole value within a settlement parties component. Same values as PartyRole (452) PartySubID value within a settlement parties component. Same values as PartySubID (523) Type of SettlPartySubID (785) value. Same values as PartySubIDType (803) Used to indicate whether a delivery instruction is used for securities or cash settlement Type of financing termination Next expected MsgSeqNum value to be received. Can be used to uniquely identify a specific Order Status Request message. Unique ID of settlement instruction request message Identifies reason for rejection (of a settlement instruction request message) 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.). Describes the specific type or purpose of an Allocation Report message Reference identifier to be used with AllocTransType (7) = Replace or Cancel Reason for cancelling or replacing an Allocation Instruction or Allocation Report message Indicates whether or not this message is a drop copy of another message. Type of account associated with a confirmation or other trade-level message Average price for a specific order Quantity of the order that is being booked out as part of an Allocation Instruction or Allocation Report message Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries Number of PartySubID (523)and PartySubIDType (803) entries Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries Type of NestedPartySubID (545) value. Same values as PartySubIDType (803) Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>. Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803) 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" Underlying price associate with a derivative instrument. Delta calculated from theoretical price 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. Current number of application messages that were queued at the time that the message was created by the counterparty. Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size. Action to take to resolve an application message queue (backlog). Number of alternative market data sources Session layer source for market data (For the standard FIX session layer, this would be the TargetCompID (56) where market data can be obtained). Secondary trade report identifier - can be used to associate an additional identifier with a trade. Average Pricing Indicator Used to link a group of trades together. Useful for linking a group of trades together for average price calculations. Specific device number, terminal number or station where order was entered Trading Session in which the underlying instrument trades Trading Session sub identifier in which the underlying instrument trades Reference to the leg of a multileg instrument to which this trade refers 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. Identifies how the trade is to be allocated Part of trading cycle when an instrument expires. Field is applicable for derivatives. Type of Trade Further qualification to the trade type Reason trade is being transferred Total Number of Assignment Reports being returned to a firm Unique identifier for the Assignment Report Amount that a position has to be in the money before it is exercised. Describes whether peg is static or floats Type of Peg Offset value Type of Peg Limit If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive The price the order is currently pegged at The scope of the peg Describes whether discretionary price is static or floats Type of Discretion Offset value Type of Discretion Limit If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive The current discretionary price of the order The scope of the discretion The target strategy of the order 1000+ = Reserved and available for bi-laterally agreed upon user defined values Field to allow further specification of the TargetStrategy – usage to be agreed between counterparties For a TargetStrategy=Participate order specifies the target participation rate. For other order types this is a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy 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. Indicates if a trade should be reported via a market reporting service. Reason for short sale Type of quantity specified in a quantity field Additional TrdType (see tag 828) assigned to a trade by trade match system. Type of Trade Report 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. Commission to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. Unique identifier for a Confirmation Request message Used to express average price as percent of par (used where AvgPx field is expressed in some other way) Reported price (used to differentiate from AvgPx on a confirmation of a marked-up or marked-down principal trade) Number of repeating OrderCapacity entries. Quantity executed under a specific OrderCapacity (e.g. quantity executed as agent, quantity executed as principal) Number of repeating EventType entries. Code to represent the type of event Date of event Predetermined price of issue at event, if applicable Comments related to the event. Percent at risk due to lowest possible call. Number of repeating InstrAttribType entries. Code to represent the type of instrument attribute Attribute value appropriate to the InstrAttribType (87) field. 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 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 The program under which a commercial paper is issued The registration type of a commercial paper issuance The program under which the underlying commercial paper is issued The registration type of the underlying commercial paper issuance Unit amount of the underlying security (par, shares, currency, etc.) Identifier assigned to a trade by a matching system. Used to refer to a previous SecondaryTradeReportRefID when amending the transaction (cancel, replace, release, or reversal). Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest Price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. Currency value attributed to this collateral at the start of the agreement Currency value currently attributed to this collateral Currency value attributed to this collateral at the end of the agreement Number of underlying stipulation entries Type of stipulation. Same values as StipulationType (233) Value of stipulation. Same values as StipulationValue (234) Net Money at maturity if Zero Coupon and maturity value is different from par value Defines the unit for a miscellaneous fee. 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. 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 Collateral Request Identifier Reason for Collateral Assignment Collateral inquiry qualifiers: Number of trades in repeating group. The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 02% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%. Excess margin amount (deficit if value is negative) 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)). For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut) Starting consideration less repayments Collateral Assignment Identifier Collateral Assignment Transaction Type Collateral Response Identifier Collateral Assignment Response Type Collateral Assignment Reject Reason Collateral Assignment Identifier to which a transaction refers Collateral Report Identifier Collateral Inquiry Identifier Collateral Status Total number of reports returned in response to a request Indicates whether this message is that last report message in response to a request, such as Order Mass Status Request. The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. A common reference to the applicable standing agreement between the counterparties to a financing transaction. A reference to the date the underlying agreement specified by AgreementID and AgreementDesc was executed. Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency. Identifies type of settlement Accrued Interest Amount applicable to a financing transaction on the End Date. Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date. Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date. Unique identifier for a User Request. Indicates the action required by a User Request Message New Password or passphrase Indicates the status of a user A text description associated with a user status. Indicates the status of a network connection A text description associated with a network status. Assigned value used to identify a firm. Assigned value used to identify specific elements within a firm. Unique identifier for a network response. Unique identifier for a network request. Identifier of the previous Network Response message sent to a counterparty, used to allow incremental updates. Indicates the type and level of details required for a Network Status Request Message Boolean logic applies EG If you want to subscribe for changes to certain id’s then UserRequestType =0 (8+2), Snapshot for certain ID’s = 9 (8+) Number of CompID entries in a repeating group. Indicates the type of Network Response Message Number of CollInquiryQualifier entries in a repeating group. Trade Report Status Identifies the status of the ConfirmationAck Currency in which the strike price of an underlying instrument is denominated Currency in which the strike price of an instrument leg of a multileg instrument is denominated A code that represents a time interval in which a fill or trade occurred. Required for US futures markets. Action proposed for an Underlying Instrument instance Status of Collateral Inquiry Result returned in response to Collateral Inquiry 4000+ Reserved and available for bi-laterally agreed upon user-defined values Currency in which the StrikePrice is denominated. Number of Nested3PartyID (949), Nested3PartyIDSource (950), and Nested3PartyRole (95) entries PartyID value within a "third instance" Nested repeating group. Same values as PartyID (448) PartyIDSource value within a "third instance" Nested repeating group. Same values as PartyIDSource (447) PartyRole value within a "third instance" Nested repeating group. Same values as PartyRole (452) Number of Nested3PartySubIDs (953) entries PartySubID value within a "third instance" Nested repeating group. Same values as PartySubID (523) PartySubIDType value within a "third instance" Nested repeating group. Same values as PartySubIDType (803) Specifies when the contract (i.e. MBS/TBA) will settle. 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 For CIV - Optional For CIV - Optional The CommissionDate component block is used to carry commission information such as the type of commission and the rate. What the discretionary price is related to (e.g. primary price, display price etc) Amount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetType Describes whether discretion price is static/fixed or floats Type of Discretion Offset (e.g. price offset, tick offset etc) Specifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc) If the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive) The scope of "related to" price of the discretion (e.g. local, global etc) The presence of DiscretionInstructions component block on an order indicates that the trader wishes to display one price but will accept trades at another price. The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal A common reference to the applicable standing agreement between the principals A reference to the date the underlying agreement was executed. Currency of the underlying agreement. For Repos the timing or method for terminating the agreement. Settlement date of the beginning of the deal Repayment / repurchase date Delivery or custody arrangement for the underlying securities Percentage of cash value that underlying security collateral must meet. Component block is optionally used only for financing deals to identify the legal agreement under which the deal was made and other unique characteristics of the transaction. The AgreementDesc field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan – Amended 1998, for example. Common, "human understood" representation of the security. SecurityID 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. Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. Required if SecurityID is specified. Number of alternate Security Identifiers Indicates the type of product the security is associated with (high-level category) Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.) Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified. Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).may use MaturityMonthYear and/or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. For Options. Date interest is to be paid. Used in identifying Corporate Bond issues. Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. (Deprecated, use UnderlyingSecurityType (310) ) (Deprecated, use TerminationType (788) ) (Deprecated, use Price (44) ) For Fixed Income: Amortization 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 The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. A two-character state or province abbreviation. The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) Used for derivatives, such as options and covered warrants Used for derivatives Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. For Fixed Income. Can be used to identify the security. Must be set if EncodedIssuer field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. Must be set if EncodedSecurityDesc field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. Identifies MBS / ABS pool Must be present for MBS/TBA The program under which a commercial paper is issued The registration type of a commercial paper issuance Number of repeating EventType group entries. If different from IssueDate If different from IssueDate and DatedDate The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX. Identifies the form of delivery. Percent at risk due to lowest possible call. Number of repeating InstrAttrib group entries. The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities. (Deprecated, not applicable/used for Repos) (Deprecated, not applicable/used for Repos) (Deprecated, not applicable/used for Repos) (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) Specific to the <InstrumentLeg> (not in <Instrument>) Specific to the <InstrumentLeg> (not in <Instrument>) Specific to the <InstrumentLeg> (not in <Instrument>) Identifies MBS / ABS pool The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages. The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security. One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages. For CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. For CIV - Optional For CIV - Optional The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV). Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType Describes whether peg is static/fixed or floats Type of Peg Offset (e.g. price offset, tick offset etc) Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc) If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive) The scope of the "related to" price of the peg (e.g. local, global etc) The Peg Instructions component block is used to tie the price of a security to a market event such as opening price, mid-price, best price. The Peg Instructions block may also be used to tie the price to the behavior of a related security. Required if AllocSettlInstType = 1 or 2 Required if AllocSettlInstType = 3 (should not be populated otherwise) Required if AllocSettlInstType = 3 (should not be populated otherwise) Identifier used within the StandInstDbType Required if AllocSettlInstType = 3 (should not be populated otherwise) Required (and must be > 0) if AllocSettlInstType = 2 (should not be populated otherwise) The SettlInstructionsData component block is used to convey key information regarding standing settlement and delivery instructions. It also provides a reference to standing settlement details regarding the source, delivery instructions, and settlement parties For Fixed Income Must be present if BenchmarkPrice is used. The identifier of the benchmark security, e.g. Treasury against Corporate bond. Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block. The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve. (Deprecated, not applicable/used for Repos) (Deprecated, not applicable/used for Repos) (Deprecated, not applicable/used for Repos) (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block) Specific to the <UnderlyingInstrument> (not in <Instrument>) Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.) Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields. The YieldData component block conveys yield information for a given Fixed Income security. FIX.4.4 (Always unencrypted, must be first field in message) (Always unencrypted, must be second field in message) (Always unencrypted, must be third field in message) (Always unencrypted) (Always unencrypted) Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) Required to identify length of encrypted section of message. (Always unencrypted) Required when message body is encrypted. Always immediately follows SecureDataLen field. (Can be embedded within encrypted data section.) (Can be embedded within encrypted data section.) Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.) Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.) (Can be embedded within encrypted data section.) Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.) Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.) Can contain an XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML Support Type of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used. The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops. The standard FIX message header Required when trailer contains signature. Note: Not to be included within SecureData field Note: Not to be included within SecureData field (Always unencrypted, always last field in message) The standard FIX message trailer Required if NoLegStipulations >0 The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security. Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. Repeating group of NestedParty sub-identifiers. The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax. Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0. Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0. Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0. Repeating group of Nested2Party sub-identifiers. The NestedParties2 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message. Use of NestedParties2 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax. Repeating group below should contain unique combinations of Nested3PartyID, Nested3PartyIDSource, and Nested3PartyRole Used to identify source of Nested3PartyID. Required if Nested3PartyIDSource is specified. Required if NoNested3PartyIDs > 0. Used to identify class source of Nested3PartyID value (e.g. BIC). Required if Nested3PartyID is specified. Required if NoNested3PartyIDs > 0. Identifies the type of Nested3PartyID (e.g. Executing Broker). Required if NoNested3PartyIDs > 0. Repeating group of Nested3Party sub-identifiers. The NestedParties3 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message. Use of NestedParties3 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax. Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0. Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0. Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0. Repeating group of Party sub-identifiers. The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the PartyIDSource. Number of Position Amount entries The PositionAmountData component block is used to report netted amounts associated with position quantities. In the listed derivatives market the amount is generally expressing a type of futures variation or option premium. In the equities market this may be the net pay or collect on a given position. Required if NoPositions > 1 Optional repeating group - used to associate or distribute position to a specific party other than the party that currently owns the position. The PositionQty component block specifies the various types of position quantity in the position life-cycle including start-of-day, intraday, trade, adjustments, and end-of-day position quantities. Quantities are expressed in terms of long and short quantities. Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0. Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0. Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0. Repeating group of SettlParty sub-identifiers. The SettlParties component block is used in a similar manner as Parties Block within the context of settlement instruction messages to distinguish between parties involved in the settlement and parties who are expected to execute the settlement process. Required if NoStipulations >0 The Stipulations component block is used in Fixed Income to provide additional information on a given security. These additional information are usually not considered static data information. Required if NoTrdRegTimestamps > 1 Required if NoTrdRegTimestamps > 1 Optional The TrdRegTimestamps component block is used to express timestamps for an order or trade that are required by regulatory agencies. These timestamps are used to identify the timeframes for when an order or trade is received on the floor, received and executed by the broker, etc. Required if NoUnderlyingStips >0 The UnderlyingStipulations component block has the same usage as the Stipulations component block, but for an underlying security. (Deprecated) Replaced by AllocSettlCurrAmt. (Deprecated) Replaced by AllocSettlCurrency. Specifies the number of repeating RefMsgTypes specified Specifies a specific, supported MsgType. Required if NoMsgTypes is > 0. Should be specified from the point of view of the sender of the Logon message Indicates direction (send vs. receive) of a supported MsgType. Required if NoMsgTypes is > 0. Should be specified from the point of view of the sender of the Logon message The logon message authenticates a user establishing a connection to a remote system. MsgType = 0 Required when the heartbeat is the result of a Test Request message. The Heartbeat monitors the status of the communication link and identifies when the last of a string of messages was not received. MsgType = 1 The test request message forces a heartbeat from the opposing application. MsgType = 2 The resend request is sent by the receiving application to initiate the retransmission of messages. This function is utilized if a sequence number gap is detected, if the receiving application lost a message, or as a function of the initialization process. MsgType = 3 MsgSeqNum of rejected message The tag number of the FIX field being referenced. The MsgType of the FIX message being referenced. Code to identify reason for a session-level Reject message. Where possible, message to explain reason for rejection Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation. MsgType = 4 The Sequence Reset message has two modes: Gap Fill mode and Reset mode. MsgType = 5 Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The logout message initiates or confirms the termination of a FIX session. MsgType = 6 Required for Cancel and Replace IOITransType messages Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Side of Indication Valid values: 1 = Buy 2 = Sell 7 = Undisclosed (for IOIs) B = As Defined (for multilegs) C = Opposite (for multilegs) Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" The value zero is used if NoLegs repeating group is used Applicable if needed to express CashOrder Qty (tag 152) The value zero is used if NoLegs repeating group is used Insert here the set of "Stipulations" (symbology) fields defined in "Common Components of Application Messages" Required for multileg IOIs Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. MsgType = 7 Required for Cancel and Replace AdvTransType messages Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of legs Identifies a Multi-leg Execution if present and non-zero. Number of underlyings Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) Advertisement messages are used to announce completed transactions. MsgType = 8 OrderID is required to be unique for each chain of orders. Can be used to provide order id used by exchange or executing system. Required for executions against electronically submitted orders which were assigned an ID by the institution or intermediary. Not required for orders manually entered by the broker or fund manager (for CIV orders). Conditionally required for response to an electronic Cancel or Cancel/Replace request (ExecType=PendingCancel, Replace, or Canceled). ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Required if responding to a QuoteResponse message. Echo back the Initiator’s value specified in the message. Required if responding to and if provided on the Order Status Request message. Echo back the value provided by the requester. Required if responding to an Order Mass Status Request. Echo back the value provided by the requester. Can be used when responding to an Order Mass Status Request to identify the total number of Execution Reports which will be returned. Can be used when responding to an Order Mass Status Request to indicate that this is the last Execution Reports which will be returned as a result of the request. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Number of ContraBrokers repeating group instances. Required for executions against orders which were submitted as part of a list. CrossID for the replacement order Must match original cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) forExecType=I (Order Status)). Required for Trade Cancel and Trade Correct ExecType messages Describes the purpose of the execution report. Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx For optional use with OrdStatus = 0 (New) For optional use with ExecType = 8 (Rejected) Required for ExecType = D (Restated). Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary Specifies type of account Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" **Note: OrderQty field is required for Single Instrument Orders unless rejecting or acknowledging an order for a CashOrderQty or PercentOrder. Required if specified on the order Required if specified on the order Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The current price the order is pegged at The current discretionary price of the order The target strategy of the order For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target participation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy Absence of this field indicates Day order Time specified on the order at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. Can contain multiple instructions, space delimited. Quantity (e.g. shares) bought/sold on this (last) fill. Required if ExecType = Trade or Trade Correct. If ExecType=Stopped, represents the quantity stopped/guaranteed/protected for. Price of this (last) fill. Required if ExecType = Trade or Trade Correct. Should represent the "all-in" (LastSpotRate + LastForwardPoints) rate for F/X orders. ). If ExecType=Stopped, represents the price stopped/guaranteed/protected at. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. Applicable for F/X orders Applicable for F/X orders If ExecType = Trade (F), indicates the market where the trade was executed. If ExecType = New (0), indicates the market where the order was routed. Quantity open for further execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty - CumQty. Currently executed quantity for chain of orders. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. States whether executions are booked out or accumulated on a partially filled GT order Used when reporting other than current day trades. Time the transaction represented by this ExecutionReport occurred Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" Note: On a fill/partial fill messages, it represents value for that fill/partial fill. On ExecType=Calculated, it represents cumulative value for the order. Monetary commission values are expressed in the currency reflected by the Currency field. Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" For fixed income products which pay lump-sum interest at maturity. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration For repurchase agreements the end (dirty) cash consideration Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency field. Used to report results of forex accommodation trade Used to report results of forex accommodation trade Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency Specifies whether the SettlCurrFxRate should be multiplied or divided For use in derivatives omnibus accounting 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). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of an F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of an F/X swap. Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of an F/X swap. Default is a single security if not specified. For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order For CIV - Optional For CIV - Optional For CIV - Optional For CIV - Optional Applicable only on OrdStatus of Partial or Filled. Number of contract details in this message (number of repeating groups to follow) Number of legs Identifies a Multi-leg Execution if present and non-zero. Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group. ** Nested Repeating Group follows ** The execution report message is used to: 1. Confirm the receipt of an order 2. Confirm changes to an existing order (i.e. accept cancel and replace requests) 3. Relay order status information 4. Relay fill information on working orders 5. Relay fill information on tradeable or restricted tradeable quotes 6. Reject orders 7. Report post-trade fees calculations associated with a trade MsgType = 9 If CxlRejReason="Unknown order", specify "NONE". Can be used to provide order id used by exchange or executing system. Unique order id assigned by institution or by the intermediary with the closest association with the investor. to the cancel request or to the replacement order. ClOrdID which could not be canceled/replaced. ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. OrdStatus value after this cancel reject is applied. If CxlRejReason = "Unknown Order", specify Rejected. For optional use with OrdStatus = 0 (New) Required for rejects against orders which were submitted as part of a list. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored. MsgType = A (Always unencrypted) Note same value used by both sides Required for some authentication methods Required for some authentication methods Indicates both sides of a FIX session should reset sequence numbers Optional, alternative via counterparty bi-lateral agreement message gap detection and recovery approach (see "Logon Message NextExpectedMsgSeqNum Processing" section) Can be used to specify the maximum number of bytes supported for messages received Specifies the number of repeating RefMsgTypes specified Can be used to specify that this FIX session will be sending and receiving "test" vs. "production" messages. Note: minimal security exists without transport-level encryption. The logon message authenticates a user establishing a connection to a remote system. MsgType = B Specifies the headline text Must be set if EncodedHeadline field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Headline field in the encoded format specified via the MessageEncoding field. Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. Specifies the number of repeating symbols (instruments) specified Number of legs Identifies a Multi-leg Execution if present and non-zero. Number of underlyings Specifies the number of repeating lines of text specified A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) The news message is a general free format message between the broker and institution. MsgType = C Unique identifier for the email message thread Specifies the Subject text Must be set if EncodedSubject field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Subject field in the encoded format specified via the MessageEncoding field. Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. Specifies the number of repeating symbols (instruments) specified Number of underlyings Number of legs Identifies a Multi-leg Execution if present and non-zero. Specifies the number of repeating lines of text specified The email message is similar to the format and purpose of the News message, however, it is intended for private use between two parties. MsgType = D Unique identifier of the order as assigned by institution or by the intermediary (CIV term, not a hub/service bureau) with the closest association with the investor. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Type of account associated with the order (Origin) Used to assign an overall allocation id to the block of preallocations Number of repeating groups for pre-trade allocation Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, W, a, d) must be specified. Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Useful for verifying security identification Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Required if ForexReq = Y. 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). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of an F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of an F/X swap. Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of an F/X swap which is also a limit order. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). For use in derivatives omnibus accounting For use with derivatives, such as options Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution. MsgType = E Must be unique, by customer, for the day Should refer to an earlier program if bidding took place. e.g. Non Disclosed Model, Disclosed Model, No Bidding Process For CIV - Optional Reference to Registration Instructions message applicable to all Orders in this List. Controls when execution should begin For CIV Orders indicates order of execution.. Free-form text. Must be set if EncodedListExecInst field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ListExecInst field in the encoded format specified via the MessageEncoding field. The maximum percentage that execution of one side of a program trade can exceed execution of the other. The maximum amount that execution of one side of a program trade can exceed execution of the other. The currency that AllowableOneSidedness is expressed in if AllowableOneSidednessValue is used. Used to support fragmentation. Sum of NoOrders across all messages with the same ListID. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Number of orders in this message (number of repeating groups to follow) The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed. MsgType = F ClOrdID of the previous non-rejected order (NOT the initial order of the day) when canceling or replacing an order. Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Unique ID of cancel request as assigned by the institution. Required for List Orders Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order Number of underlyings Time this order request was initiated/released by the trader or trading system. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty = CumQty + LeavesQty (see exceptions above) Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The order cancel request message requests the cancellation of all the remaining quantity of an existing order. MsgType = G Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" ClOrdID of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order. Unique identifier of replacement order as assigned by institution or by the intermediary with the closest association with the investor. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected. Required for List Orders TransactTime of the last state change that occurred to the original order Used to assign an overall allocation id to the block of preallocations Number of repeating groups for pre-trade allocation Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. Replacement order must be created with new parameters (i.e. original order values will not be brought forward to replacement order unless redefined within this message). Specifies the number of repeating TradingSessionIDs Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Must match original order Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order Number of underlyings Should match original order's side, however, if bilaterally agreed to the following groups could potentially be interchanged: Buy and Buy Minus Sell, Sell Plus, Sell Short, and Sell Short Exempt Cross, Cross Short, and Cross Short Exempt Time this order request was initiated/released by the trader or trading system. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty value should be the "Total Intended Order Quantity" (including the amount already executed for this chain of orders) Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) Must match original order. Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Required if ForexReq = Y. 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). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of an F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of an F/X swap. Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of an F/X swap. For use in derivatives omnibus accounting For use with derivatives, such as options Required for short sell orders For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order The order cancel/replace request is used to change the parameters of an existing order. MsgType = H The ClOrdID of the order whose status is being requested. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Optional, can be used to uniquely identify a specific Order Status Request message. Echoed back on Execution Report if provided. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order Number of underlyings The order status request message is used by the institution to generate an order status message back from the broker. MsgType = J Unique identifier for this allocation instruction message i.e. New, Cancel, Replace Specifies the purpose or type of Allocation message Optional second identifier for this allocation instruction (need not be unique) Required for AllocTransType = Replace or Cancel Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation instruction Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified. Can be used with AllocType=" Ready-To-Book " Indicates how the orders being booked and allocated by this message are identified, i.e. by explicit definition in the NoOrders group or not. Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Indicates number of individual execution repeating group entries to follow. Absence of this field indicates that no individual execution entries are included. Primarily used to support step-outs. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book Market of the executions. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. Absence of this field indicates that default precision arranged by the broker/institution is to be used Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Date/time when allocation is generated Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice). Expressed in same currency as AvgPx. Sum of AllocNetMoney. Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income (REMOVED FROM THIS LOCATION AS OF FIX 4.4, REPLACED BY AllocAccruedInterest) (Deprecated) use AccruedInterestAmt Sum of AccruedInterestAmt within repeating group. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration For repurchase agreements the end (dirty) cash consideration Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Indicates number of allocation groups to follow. Not required for AllocTransType=Cancel Not required for AllocType=" Ready-To-Book " or "Warehouse instruction". The Allocation Instruction message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts. In versions of FIX prior to version 4.4, this same message was known as the Allocation message. Note in versions of FIX prior to version 4.4, the allocation message was also used to communicate fee and expense details from the Sellside to the Buyside. This role has now been removed from the Allocation Instruction and is now performed by the new (to version 4.4) Allocation Report and Confirmation messages.,The Allocation Report message should be used for the Sell-side Initiated Allocation role as defined in previous versions of the protocol. MsgType = K Time this order request was initiated/released by the trader or trading system. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The List Cancel Request message type is used by institutions wishing to cancel previously submitted lists either before or during execution. MsgType = L Must be unique, by customer, for the day Used with BidType=Disclosed to provide the sell side the ability to determine the direction of the trade to execute. Time this order request was initiated/released by the trader or trading system. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The List Execute message type is used by institutions to instruct the broker to begin execution of a previously submitted list. This message may or may not be used, as it may be mirroring a phone conversation. MsgType = M Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The list status request message type is used by institutions to instruct the broker to generate status messages for a list. MsgType = N Total number of messages required to status complete list. Sequence number of this report message. Must be set if EncodedListStatusText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ListStatusText field in the encoded format specified via the MessageEncoding field. Used to support fragmentation. Sum of NoOrders across all messages with the same ListID. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Number of orders statused in this message, i.e. number of repeating groups to follow. The list status message is issued as the response to a List Status Request message sent in an unsolicited fashion by the sell-side. It indicates the current state of the orders within the list as they exist at the broker's site. This message may also be used to respond to the List Cancel Request. MsgType = P Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Optional second identifier for the allocation instruction being acknowledged (need not be unique) Date/Time Allocation Instruction Ack generated Denotes the status of the allocation instruction; received (but not yet processed), rejected (at block or account level) or accepted (and processed). Required for AllocStatus = 1 ( block level reject) and for AllocStatus 2 (account level reject) if the individual accounts and reject reasons are not provided in this message Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Denotes whether the financial details provided on the Allocation Instruction were successfully matched. Can include explanation for AllocRejCode = 7 (other) Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. This repeating group is optionally used for messages with AllocStatus = 2 (account level reject) to provide details of the individual accounts that caused the rejection, together with reject reasons. This group should not be populated when AllocStatus has any other value. Indicates number of allocation groups to follow. In versions of FIX prior to version 4.4, this message was known as the Allocation ACK message. The Allocation Instruction Ack message is used to acknowledge the receipt of and provide status for an Allocation Instruction message. MsgType = Q Broker Order ID as identified on problem execution Execution ID of problem execution Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Number of Legs Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Required if specified on the ExecutionRpt Required if specified on the ExecutionRpt Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Don’t Know Trade (DK) message notifies a trading partner that an electronically received execution has been rejected. This message can be thought of as an execution reject message. MsgType = R For tradeable quote model - used to indicate to which RFQ Request this Quote Request is in response. Required when QuoteType is Tradeable and the OrdType is Limit. Number of related symbols (instruments) in Request Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose. This message is commonly referred to as a Request For Quote (RFQ) MsgType = S Required when quote is in response to a Quote Request message Required when responding to the Quote Response message. The counterparty specified ID of the Quote Response message. Quote Type If not specified, the default is an indicative quote Level of Response requested from receiver of quote messages. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Required for Tradeable or Counter quotes of single instruments Required for Tradeable quotes or Counter quotes of single instruments Can be used with forex quotes to specify a specific "value date" Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of an F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of an F/X swap. Can be used to specify the currency of the quoted prices. May differ from the ‘normal’ trading currency of the instrument being quoted Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Type of account associated with the order (Origin) Required for multileg quotes If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. Can be used by markets that require showing the current best bid and offer Can be used by markets that require showing the current best bid and offer Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size. Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size. Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. The time when the quote will expire May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes Can be used to specify the type of order the quote is for Bid F/X forward points of the future portion of an F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of an F/X swap quote added to spot rate. May be a negative value Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all bid prices contained in this quote message Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all offer prices contained in this quote message Can be used when the quote is provided in a currency other than the instruments trading currency. Can be used to show the counterparty the commission associated with the transaction. Can be used to show the counterparty the commission associated with the transaction. For Futures Exchanges Used when routing quotes to multiple markets Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Quote message is used as the response to a Quote Request or a Quote Response message in both indicative, tradeable, and restricted tradeable quoting markets. MsgType = T Unique identifier for this message Only used when this message is used to respond to a settlement instruction request (to which this ID refers) 1=Standing Instructions, 2=Specific Allocation Account Overriding, 3=Specific Allocation Account Standing , 4=Specific Order, 5=Reject SSI request Required for SettlInstMode = 5. Used to provide reason for rejecting a Settlement Instruction Request message. Can be used to provide any additional rejection text where rejecting a Settlement Instruction Request message. Required for SettlInstMode=4. Date/time this message was generated Required except where SettlInstMode is 5=Reject SSI request The Settlement Instructions message provides the broker’s, the institution’s, or the intermediary’s instructions for trade settlement. This message has been designed so that it can be sent from the broker to the institution, from the institution to the broker, or from either to an independent "standing instructions" database or matching system or, for CIV, from an intermediary to a fund manager. MsgType = V Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). SubcriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counterparty. Required if SubscriptionRequestType = Snapshot + Updates (1). Can be used to clarify a request if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6). Defines the scope(s) of the request Can be used when MarketDepth >= 2 and MDUpdateType = Incremental Refresh(1). Number of MDEntryType fields requested. Number of symbols (instruments) requested. Number of trading sessions for which the request is valid. Action to take if application level queuing exists Maximum application queue depth that must be exceeded before queuing action is taken. Some systems allow the transmission of real-time quote, order, trade, trade volume, open interest, and/or other price information on a subscription basis. A Market Data Request is a general request for market data on specific securities or forex quotes. MsgType = W Conditionally required if this message is in response to a Market Data Request. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Required for multileg quotes Number of entries following. Depth of application messages queued for transmission as of delivery of this message Action taken to resolve application queuing The Market Data messages are used as the response to a Market Data Request message. MsgType = X Conditionally required if this message is in response to a Market Data Request. Number of entries following. Depth of application messages queued for transmission as of delivery of this message Action taken to resolve application queuing The second Market Data message format is used for incremental updates. MsgType = Y Must refer to the MDReqID of the request. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Market Data Request Reject is used when the broker cannot honor the Market Data Request, due to business or technical reasons. MsgType = Z Required when quote is in response to a Quote Request message Identifies the type of Quote Cancel request. Level of Response requested from receiver of quote messages. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Type of account associated with the order (Origin) The number of securities (instruments) whose quotes are to be canceled Not required when cancelling all quotes. The Quote Cancel message is used by an originator of quotes to cancel quotes. MsgType = a (lowercase) Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Required for multileg quotes Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Type of account associated with the order (Origin) Used to subscribe for Quote Status Report messages The quote status request message is used for the following purposes in markets that employ tradeable or restricted tradeable quotes: MsgType = b (lowercase) Required when acknowledgment is in response to a Quote Request message Required when acknowledgment is in response to a Quote message Status of the mass quote acknowledgement. Reason Quote was rejected. Level of Response requested from receiver of quote messages. Is echoed back to the counterparty. Type of Quote Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Type of account associated with the order (Origin) The number of sets of quotes in the message Mass Quote Acknowledgement is used as the application level response to a Mass Quote message. MsgType = c (lowercase) Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Number of underlyings Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Number of legs that make up the Security Subscribe or unsubscribe for security status to security specified in request. The Security Definition Request message is used for the following: 1. Request a specific Security to be traded with the second party. The request security can be defined as a multileg security made up of one or more instrument legs. MsgType = d (lowercase) Identifier for the Security Definition message Response to the Security Definition Request Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Number of underlyings Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of legs that make up the Security The Security Definition message is used for the following: 1. Accept the security defined in a Security Definition message. 2. Accept the security defined in a Security Definition message with changes to the definition and/or identity of the security. 3. Reject the security requested in a Security Definition message MsgType = e (lowercase) Must be unique, or the ID of previous Security Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Number of underlyings Number of legs that make up the Security SubcriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counterparty.) The Security Status Request message provides for the ability to request the status of a security. MsgType = f (lowercase) Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Number of underlyings Required for multileg quotes Set to 'Y' if message is sent as a result of a subscription request not a snapshot request Identifies the trading status applicable to the transaction. Denotes the reason for the Opening Delay or Trading Halt. Represents the last price for that security either on a Consolidated or an individual participant basis at the time it is disseminated. Trade Dissemination Time Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Security Status message provides for the ability to report changes in status to a security. MsgType = g (lowercase) Must be unique, or the ID of previous Trading Session Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). Trading Session for which status is being requested Method of trading Trading Session Mode The Trading Session Status Request is used to request information on the status of a market. MsgType = h (lowercase) Provided for a response to a specific Trading Session Status Request message (snapshot). Identifier for Trading Session Method of trading: Trading Session Mode Set to 'Y' if message is sent unsolicited as a result of a previous subscription request. State of the trading session Use with TradSesStatus = "Request Rejected" Starting time of the trading session Time of the opening of the trading session Time of the pre-close of the trading session Closing time of the trading session End time of the trading session Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Trading Session Status provides information on the status of a market. MsgType = i (lowercase) Required when quote is in response to a Quote Request message Type of Quote Default is Indicative if not specified Level of Response requested from receiver of quote messages. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Type of account associated with the order (Origin) Default Bid Size for quote contained within this quote message - if not explicitly provided. Default Offer Size for quotes contained within this quote message - if not explicitly provided. The number of sets of quotes in the message The Mass Quote message can contain quotes for multiple securities to support applications that allow for the mass quoting of an option series. MsgType = j (lowercase) MsgSeqNum of rejected message The MsgType of the FIX message being referenced. The value of the business-level "ID" field on the message being referenced. Required unless the corresponding ID field (see list above) was not specified. Code to identify reason for a Business Message Reject message. Where possible, message to explain reason for rejection Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. MsgType = k (lowercase) Required to relate the bid response Identifies the Bid Request message transaction type e.g. "Non Disclosed", "Disclosed", No Bidding Process Total number of tickets/allocations assuming fully executed Used to represent the currency of monetary amounts. Expressed in Currency Expressed in Currency Used if BidType="Non Disclosed" Used if BidType="Disclosed" Overall weighted average liquidity expressed as a % of average daily volume % value of stocks outside main country in Currency % of program that crosses in Currency Time in minutes between each ListStatus report sent by SellSide. Zero means don’t send status. Net/Gross Is foreign exchange required Indicates the total number of bidders on the list Used when BasisPxType = "C" Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The BidRequest Message can be used in one of two ways depending on which market conventions are being followed. MsgType = l (lowercase L) Number of bid repeating groups The Bid Response message can be used in one of two ways depending on which market conventions are being followed. In the "Non disclosed" convention the Bid Response message can be used to supply a bid based on the sector, country, index and liquidity information contained within the corresponding bid request message. See "Program/Basket/List Trading" for an example. In the "Disclosed" convention the Bid Response message can be used to supply bids based on the List Order Detail messages sent in advance of the corresponding Bid Request message. MsgType = m (lowercase) Used to support fragmentation. Sum of NoStrikes across all messages with the same ListID. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Number of strike price entries Number of underlyings The strike price message is used to exchange strike price information for principal trades. It can also be used to exchange reference prices for agency trades. MsgType = o (lowercase O) Required for Cancel and Replace RegistTransType messages Unique identifier of the order as assigned by institution or intermediary to which Registration relates Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Number of registration details in this message (number of repeating groups to follow) Number of Distribution instructions in this message (number of repeating groups to follow) The Registration Instructions message type may be used by institutions or retail intermediaries wishing to electronically submit registration information to a broker or fund manager (for CIV) for an order or for an allocation. MsgType = p (lowercase P) Unique identifier of the original Registration Instructions details Identifies original Registration Instructions transaction type Required for Cancel and Replace RegistTransType messages Unique identifier of the order as assigned by institution or intermediary. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" The Registration Instructions Response message type may be used by broker or fund manager (for CIV) in response to a Registration Instructions message submitted by an institution or retail intermediary for an order or for an allocation. MsgType = q (lowercase Q) Unique ID of Order Mass Cancel Request as assigned by the institution. Specifies the type of cancellation requested Trading Session in which orders are to be canceled Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Optional qualifier used to indicate the side of the market for which orders are to be canceled. Absence of this field indicates that orders are to be canceled regardless of side. Time this order request was initiated/released by the trader or trading system. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The order mass cancel request message requests the cancellation of all the remaining quantity of a group of orders matching criteria specified within the request. NOTE: This message can only be used to cancel order messages (reduce the full quantity). MsgType = r (lowercase R) ClOrdID provided on the Order Mass Cancel Request. Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request Secondary Order ID assigned by the recipient of the Order Mass Cancel Request Order Mass Cancel Request Type accepted by the system Indicates the action taken by the counterparty order handling system as a result of the Cancel Request 0 - Indicates Order Mass Cancel Request was rejected. Indicates why Order Mass Cancel Request was rejected Required if MassCancelResponse = 0 Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request Optional field used to indicate the number of order identifiers for orders affected by the Order Mass Cancel Request. Must be followed with OrigClOrdID as the next field Trading Session in which orders are to be canceled Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Side of the market specified on the Order Mass Cancel Request Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report or Order Cancel Reject message. MsgType = s (lowercase S) Must be 1 or 2 1 or 2 if CrossType=1 2 otherwise Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Number of Legs Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Useful for verifying security identification Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Used to submit a cross order into a market. The cross order contains two order sides (a buy and a sell). MsgType = t (lowercase T) Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). CrossID for the replacement order Must match the CrossID of the previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. Must be 1 or 2 Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Number of Legs Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Useful for verifying security identification Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Used to modify a cross order previously submitted using the New Order - Cross message. See Order Cancel Replace Request for details concerning message usage. MsgType = u (lowercase U) Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). CrossID for the replacement order Must match the CrossID of previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. Must be 1 or 2 Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Number of Leg Time this order request was initiated/released by the trader, trading system, or intermediary. Used to fully cancel the remaining open quantity of a cross order. MsgType = v (lowercase V) Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Used to qualify which security types are returned Used to qualify which security type is returned Used to qualify which security types are returned The Security Type Request message is used to return a list of security types available from a counterparty or market. MsgType = w (lowercase W) Identifier for the security response message The result of the security request identified by SecurityReqID Indicates total number of security types in the event that multiple Security Type messages are used to return results Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Subscribe or unsubscribe for security status to security specified in request. The Security Type message is used to return a list of security types available from a counterparty or market. MsgType = x (lowercase X) Type of Security List Request being made Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Number of underlyings Number of legs that make up the Security Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Subscribe or unsubscribe for security status to security specified in request. The Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request MsgType = y (lowercase Y) Identifier for the Security List message Result of the Security Request identified by the SecurityReqID Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the number of repeating symbols (instruments) specified The Security List message is used to return a list of securities that matches the criteria specified in a Security List Request. MsgType = z (lowercase Z) Specifies the underlying instrument Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Subscribe or unsubscribe for security status to security specified in request. The Derivative Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request MsgType = AA (2 A's) Identifier for the Derivative Security List message Result of the Security Request identified by SecurityReqID Underlying security for which derivatives are being returned Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the number of repeating symbols (instruments) specified The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request. MsgType = AB Unique identifier of the order as assigned by institution or by the intermediary with the closest association with the investor. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Used to assign an identifier to the block of individual preallocations Number of repeating groups for pre-trade allocation Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" SecurityType[167] = "MLEG" CFICode should be set to the type of multileg product, such as "O" - options, "F" - Future or Swap. Number of underlyings Useful for verifying security identification Number of legs Can be zero (e.g. standardized multileg instrument such as an Option strategy) - must be provided even if zero Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. Required for OrdType = "Stop" or OrdType = "Stop limit". Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Required if ForexReq = Y. 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). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. For use in derivatives omnibus accounting For use with derivatives, such as options Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Indicates the method of execution reporting requested by issuer of the order. The New Order - Multileg is provided to submit orders for securities that are made up of multiple securities, known as legs. MsgType = AC Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. Unique identifier of replacement order as assigned by institution or by the intermediary with the closest association with the investor. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Used to assign an identifier to the block of individual preallocations Number of repeating groups for pre-trade allocation Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" SecurityType[167] = "MLEG" CFICode should be set to the type of multileg product, such as "O" - options, "F" - Future or Swap. Number of underlyings Useful for verifying security identification Number of legs Can be zero (e.g. standardized multileg instrument such as an Option strategy) - must be provided even if zero Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. Required for OrdType = "Stop" or OrdType = "Stop limit". Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Required if ForexReq = Y. 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). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. For use in derivatives omnibus accounting For use with derivatives, such as options Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Indicates the method of execution reporting requested by issuer of the order. Used to modify a multileg order previously submitted using the New Order - Multileg message. See Order Cancel Replace Request for details concerning message usage. MsgType = AD Identifier for the trade request Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default (snapshot only - no subscription) To request a specific trade report To request a specific trade report To requst all trades of a specific execution type To request all trades of a specific trade type To request all trades of a specific trade sub type To request all trades for a specific transfer reason To request all trades of a specific trade sub type To request all trades of a specific trade link id To request a trade matching a specific TrdMatchID Used to specify the parties for the trades to be returned (clearing firm, execution broker, trader id, etc.) ExecutingBroker ClearingFirm ContraBroker ContraClearingFirm SettlementLocation - depository, CSD, or other settlement party ExecutingTrader InitiatingTrader OrderOriginator Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Indicates number of repeating entries. ** Nested Repeating Group follows ** Indicates number of repeating entries. ** Nested Repeating Group follows ** Number of date ranges provided (must be 1 or 2 if specified) To request trades for a specific clearing business date. To request trades for a specific trading session. To request trades for a specific trading session. To request trades within a specific time bracket. To request trades for a specific side of a trade. Used to indicate if trades are to be returned for the individual legs of a multileg instrument or for the overall instrument. To requests trades that were submitted from a specific trade input source. To request trades that were submitted from a specific trade input device. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Used to match specific values within Text fields Trade Capture Reporting allows sell-side firms (broker, exchange, ECN) to provide timely reporting of completed trades to an external entity not involved in the execution of the trade. MsgType = AE Unique identifier for the Trade Capture Report Identifies Trade Report message transaction type. Request ID if the Trade Capture Report is in response to a Trade Capture Report Request Type of Execution being reported: Uses subset of ExecType for Trade Capture Reports Number of trade reports returned - if this report is part of a response to a Trade Capture Report Request Indicates if this is the last report in the response to a Trade Capture Report Request Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request. Used to subscribe / unsubscribe for trade capture reports. If the field is absent, the value 0 will be the default The TradeReportID that is being referenced for some action, such as correction or cancellation Used to associate a group of trades together. Useful for average price calculations. Exchanged assigned Execution ID (Trade Identifier) Status of order as of this trade report Reason for restatement Indicates if the trade capture report was previously reported to the counterparty Can be used to indicate cabinet trade pricing Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty field is required unless rejecting or an order ack for a CashOrderQty or PercentOrder. Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" Trade Quantity. Trade Price. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. Applicable for F/X orders Applicable for F/X orders Used when reporting other than current day trades. Average Price - if present then the LastPx will contain the original price on the execution Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Average Pricing indicator Insert here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" Type of report if multileg instrument. Provided to support a scenario for trades of multileg instruments between two parties. Reference to the leg of a multileg instrument to which this trade refers Used when MultiLegReportingType = 2 (Single Leg of a Multileg security) Number of legs Identifies a Multi-leg Execution if present and non-zero. Time the transaction represented by this Trade Capture Report occurred Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Number of sides Indicates drop copy. The Trade Capture Report message can be: • Used to report trades between counterparties. • Used to report trades to a trade matching system • Can be sent unsolicited between counterparties. • Sent as a reply to a Trade Capture Report Request. • Can be used to report unmatched and matched trades. MsgType = AF Unique ID of mass status request as assigned by the institution. Specifies the scope of the mass status request Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Account Trading Session Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Optional qualifier used to indicate the side of the market for which orders will be returned. The order mass status request message requests the status for orders matching criteria specified within the request. MsgType = AG For tradeable quote model - used to indicate to which RFQ Request this Quote Request is in response. Reason Quote was rejected Number of related symbols (instruments) in Request Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Quote Request Reject message is used to reject Quote Request messages for all quoting models. MsgType = AH Number of related symbols (instruments) in Request Used to subscribe for Quote Requests that are sent into a market In tradeable and restricted tradeable quoting markets – Quote Requests are issued by counterparties interested in ascertaining the market for an instrument. MsgType = AI Required when quote is in response to a Quote Request message Required when responding to a Quote Response message. Quote Type If not specified, the default is an indicative quote Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Required for Tradeable quotes of single instruments Can be used with forex quotes to specify a specific "value date" Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of an F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of an F/X swap. Can be used to specify the currency of the quoted prices. May differ from the ‘normal’ trading currency of the instrument being quoted Type of account associated with the order (Origin) Required for multileg quote status reports If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. Can be used by markets that require showing the current best bid and offer Can be used by markets that require showing the current best bid and offer Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size. Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size. Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes Can be used to specify the type of order the quote is for Bid F/X forward points of the future portion of an F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of an F/X swap quote added to spot rate. May be a negative value Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all bid prices contained in this message Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all offer prices contained in this message Can be used when the quote is provided in a currency other than the instruments trading currency. Can be used to show the counterparty the commission associated with the transaction. Can be used to show the counterparty the commission associated with the transaction. For Futures Exchanges Used when routing quotes to multiple markets Quote Status The quote status report message is used: * As the response to a Quote Status Request message * As a response to a Quote Cancel message * As a response to a Quote Response message in a negotiation dialog (see Volume 7 – PRODUCT: FIXED INCOME) MsgType = AJ Unique ID as assigned by the Initiator Required only when responding to a Quote. Type of response this Quote Response is. Required only when QuoteRespType is 1 (Hit/Lift) or 2 (Counter quote). Required only when responding to an IOI. Default is Indicative. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" For multilegs supply minimally a value for Symbol (55). Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" For multilegs supply minimally a value for Symbol (55). Number of underlyings Required when countering a single instrument quote or "hit/lift" an IOI or Quote. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Required when countering a single instrument quote or "hit/lift" an IOI or Quote. Can be used with forex quotes to specify a specific "value date" Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of an F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of an F/X swap. Can be used to specify the currency of the quoted prices. May differ from the ‘normal’ trading currency of the instrument being quoted Optional Used to identify the source of the Account code. Type of account associated with the order (Origin) Required for multileg quote response If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. Can be used by markets that require showing the current best bid and offer Can be used by markets that require showing the current best bid and offer Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size. Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size. Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. The time when the quote will expire. Required for FI when the QuoteRespType is 2 (Counter quote) to indicate to the Respondent when the counteroffer is valid until. May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes Can be used to specify the type of order the quote is for. Bid F/X forward points of the future portion of an F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of an F/X swap quote added to spot rate. May be a negative value Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all bid prices contained in this quote message Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all offer prices contained in this quote message Can be used when the quote is provided in a currency other than the instruments trading currency. Can be used to show the counterparty the commission associated with the transaction. Can be used to show the counterparty the commission associated with the transaction. For Futures Exchanges Used when routing quotes to multiple markets Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" The Quote Response message is used to respond to an IOI message or Quote message. MsgType = AK Unique ID for this message Mandatory if ConfirmTransType is Replace or Cancel Only used when this message is used to respond to a confirmation request (to which this ID refers) New, Cancel or Replace Denotes whether this message represents a confirmation or a trade status message Denotes whether or not this message represents copy confirmation (or status message) Absence of this field indicates message is not a drop copy. Denotes whether this message represents the legally binding confirmation Absence of this field indicates message is not a legal confirm. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Required for fixed income Also to be used in associated with ProcessCode for broker of credit (e.g. for directed brokerage trades) Also to be used to specify party-specific regulatory details (e.g. full legal name of contracting legal entity, registered address, regulatory status, any registration details) Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Used to refer to an earlier Allocation Instruction. Used to refer to an earlier Allocation Instruction via its secondary identifier Used to refer to an allocation account within an earlier Allocation Instruction. Represents the time this message was generated Time of last execution being confirmed by this message Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Indicates number of repeating entries. ** Nested Repeating Group follows ** Indicates number of repeating entries. ** Nested Repeating Group follows ** If traded on Yield, price must be calculated "to worst" and the <Yield> component block must specify how calculated, redemption date and price (if not par). If traded on Price, the <Yield> component block must specify how calculated - "Worst", and include redemptiondate and price (if not par). The quantity being confirmed by this message (this is at a trade level, not block or order level) Indicates number of repeating entries. ** Nested Repeating Group follows ** Account number for the trade being confirmed by this message Gross price for the trade being confirmed Always expressed in percent-of-par for Fixed Income Absence of this field indicates that default precision arranged by the broker/institution is to be used Price type for the AvgPx field Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Reported price (may be different to AvgPx in the event of a marked-up or marked-down principal trade) Used to identify whether the trade was a soft dollar trade, step in/out etc. Broker of credit, where relevant, can be specified using the Parties nested block above. Optional "next coupon date" for Fixed Income Required for Fixed Income products that trade with accrued interest Required for Fixed Income products that pay lump sum interest at maturity For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration For repurchase agreements the end (dirty) cash consideration Net Money at maturity if Zero Coupon and maturity value is different from par value Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Used to communicate settlement instructions for this Confirmation. Used to identify any commission shared with a third party (e.g. directed brokerage) Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group. ** Nested Repeating Group follows ** The Confirmation messages are used to provide individual trade level confirmations from the sell side to the buy side. In versions of FIX prior to version 4.4, this role was performed by the allocation message. Unlike the allocation message, the confirmation message operates at an allocation account (trade) level rather than block level, allowing for the affirmation or rejection of individual confirmations. This message is also used to report back, confirm or exception, the booking status of each allocation instance. When the buy-side, in response, "affirms" with the ConfirmationAck message, the trade is ready to settle. MsgType = AL Unique identifier for the position maintenance request as assigned by the submitter Reference to the PosReqID of a previous maintenance request that is being replaced or canceled. Reference to a PosMaintRptID from a previous Position Maintenance Report that is being replaced or canceled. The Clearing Business Date referred to by this maintenance request The Following PartyRoles can be specified: ClearingOrganization Clearing Firm Position Account Type of account associated with the order (Origin) Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security Specifies the number of repeating TradingSessionIDs Time this order request was initiated/released by the trader, trading system, or intermediary. Type of adjustment to be applied, used for PCS & PAJ Delta_plus, Delta_minus, Final, If Adjustment Type is null, the request will be processed as Margin Disposition Boolean - if Y then indicates you are requesting a position maintenance that acting Boolean - Y indicates you are requesting rollover of prior day’s spread submissions Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Position Maintenance Request MsgType = AM Unique identifier for this position report Unique identifier for the position maintenance request associated with this report Reference to the PosReqID of a previous maintenance request that is being replaced or canceled. Status of Position Maintenance Request The Clearing Business Date covered by this request Intraday(ITD), Regular Trading Hours(EOD), Position Account Type of account associated with the order (Origin) Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security Specifies the number of repeating TradingSessionIDs Time this order request was initiated/released by the trader, trading system, or intermediary. See definition for Position Quantity in the Proposed Component Block section above Insert here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" Type of adjustment to be applied Delta_plus, Delta_minus, Final. If Adjustment Type is null, the PCS request will be processed as Margin Disposition only Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Position Maintenance Report MsgType = AN Unique identifier for the Request for Positions as assigned by the submitter Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default Position Account Type of account associated with the order (Origin) Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security The Clearing Business Date referred to by this request Intraday(ITD), Regular Trading Hours(EOD) Specifies the number of repeating TradingSessionIDs Time this order request was initiated/released by the trader, trading system, or intermediary. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Request For Positions MsgType = AO Unique identifier for this position report Unique identifier for the Request for Position associated with this report This field should not be provided if the report was sent unsolicited. Total number of Position Reports being returned Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request. Position Account Type of account associated with the order (Origin) Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Request for Positions Ack MsgType = AP Unique identifier for this position report Unique identifier for the Request for Positions associated with this report This field should not be provided if the report was sent unsolicited. Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default Total number of Position Reports being returned Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request. The Clearing Business Date referred to by this maintenance request Position Account Type of account associated with the order (Origin) Values = Final, Theoretical Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security See definition for Position Quantity in the Proposed Component Block section above Insert here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" RegNonRegInd Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Position Report MsgType = AQ Identifier for the trade request Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default Number of trade reports returned Result of Trade Request Status of Trade Request Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of legs NoLegs > 0 identifies a Multi-leg Execution Specify type of multileg reporting to be returned. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. May be used by the executing market to record any execution Details that are particular to that market Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Trade Capture Request Ack message is used to: • Provide an acknowledgement to a Trade Capture Report Request in the case where the Trade Capture Report Request is used to specify a subscription or delivery of reports via an out-of-band ResponseTransmissionMethod. • Provide an acknowledgement to a Trade Capture Report Request in the case when the return of the Trade Capture Reports matching that request will be delayed or delivered asynchronously. This is useful in distributed trading system environments. • Indicate that no trades were found that matched the selection criteria specified on the Trade Capture Report Request • The Trade Capture Request was invalid for some business reason, such as request is not authorized, invalid or unknown instrument, party, trading session, etc. MsgType = AR Unique identifier for the Trade Capture Report Identifies Trade Report message transaction type. Indicates action to take on trade Type of Execution being reported: Uses subset of ExecType for Trade Capture Reports The TradeReportID that is being referenced for some action, such as correction or cancellation The SecondaryTradeReportID that is being referenced for some action, such as correction or cancellation Status of Trade Report Reason for Rejection of Trade Report Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default Used to associate a group of trades together. Useful for average price calculations. Exchanged assigned Execution ID (Trade Identifier) Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Time ACK was issued by matching system, trading system or counterparty Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. May be used by the executing market to record any execution Details that are particular to that market Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of legs Identifies a Multi-leg Execution if present and non-zero. The capacity of the participant for this trade (principal or agent for example). Restrictions associated with the participant and their capacity for this trade. The customer capacity for this trade Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary Specifies type of account For use in derivatives omnibus accounting Number of repeating groups for trade allocation The Trade Capture Report Ack message can be: • Used to acknowledge trade capture reports received from a counterparty • Used to reject a trade capture report received from a counterparty MsgType = AS Unique identifier for this message i.e. New, Cancel, Replace Required for AllocTransType = Replace or Cancel Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation report Optional second identifier for this allocation instruction (need not be unique) Specifies the purpose or type of Allocation Report message Required for AllocStatus = 1 (rejected) Required for AllocTransType = Replace or Cancel Required if AllocReportType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified. Indicates how the orders being booked and allocated by this message are identified, i.e. by explicit definition in the NoOrders group or not. Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Indicates number of individual execution repeating group entries to follow. Absence of this field indicates that no individual execution entries are included. Primarily used to support step-outs. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book Market of the executions. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. Absence of this field indicates that default precision arranged by the broker/institution is to be used Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Date/time when allocation is generated Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice). Expressed in same currency as AvgPx. Sum of AllocNetMoney. Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income Sum of AllocAccruedInterestAmt within repeating group. (Deprecated) use AccruedInterestAmt Sum of AccruedInterestAmt within repeating group. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration For repurchase agreements the end (dirty) cash consideration Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Indicates number of allocation groups to follow. Not required for AllocTransType=Cancel Not required for AllocReportType= "Warehouse recap". Sent from sell-side to buy-side, sell-side to 3rd-party or 3rd-party to buy-side, the Allocation Report (Claim) provides account breakdown of an order or set of orders plus any additional follow-up front-office information developed post-trade during the trade allocation, matching and calculation phase. In versions of FIX prior to version 4.4, this functionality was provided through the Allocation message. Depending on the needs of the market and the timing of "confirmed" status, the role of Allocation Report can be taken over in whole or in part by the Confirmation message. Note the response to the Allocation Report message is the Allocation Report Ack message. In versions of FIX prior to version 4.4, the Allocation ACK served this purpose. MsgType = AT Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Optional second identifier for the allocation report being acknowledged (need not be unique) Date/Time Allocation Report Ack generated Denotes the status of the allocation report; received (but not yet processed), rejected (at block or account level) or accepted (and processed). Required for AllocStatus = 1 ( block level reject) and for AllocStatus 2 (account level reject) if the individual accounts and reject reasons are not provided in this message Required if AllocReportType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Denotes whether the financial details provided on the Allocation Report were successfully matched. Can include explanation for AllocRejCode = 7 (other) Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. This repeating group is optionally used for messages with AllocStatus = 2 (account level reject) to provide details of the individual accounts that caused the rejection, together with reject reasons. This group should not be populated where AllocStatus has any other value. Indicates number of allocation groups to follow. The Allocation Report Ack message is used to acknowledge the receipt of and provide status for an Allocation Report message. MsgType = AU Date/Time Allocation Instruction Ack generated Conditionally required for AffirmStatus = 2 (Confirm rejected) Denotes whether the financial details provided on the Confirmation were successfully matched. Can include explanation for AllocRejCode = 7 (other) Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Confirmation Ack (aka Affirmation) message is used to respond to a Confirmation message. MsgType = AV Unique message ID Date/Time this request message was generated Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Used here for party whose instructions this message is requesting and (optionally) for settlement location Not required if database identifiers are being used to request settlement instructions. Required otherwise. Should not be populated if StandInstDbType is populated Required if AllocAccount populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if any of AllocAccount through to LastUpdateTime are populated Should not be populated if any of AllocAccount through to LastUpdateTime are populated The identifier of the standing instructions within the database specified in StandInstDbType Required if StandInstDbType populated Should not be populated if any of AllocAccount through to LastUpdateTime are populated MsgType = AW Unique identifier for the Assignment report Total Number of Assignment Reports being returned to a firm Clearing Organization Clearing Firm Contra Clearing Organization Contra Clearing Firm Position Account Customer Account Type of account associated with the order (Origin) CFI Code - Market Indicator (col 4) used to indicate Market of Assignment Number of legs that make up the Security Number of legs that make up the Security See definition for Position Quantity in the Proposed Component Block section above AS - Assignment Quantity Insert here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" FMTM - Final Mark-to-Market for Assignment Settlement Price of Option Values = Final, Theoretical Settlement Price of Underlying Expiration Date of Option Method under which assignment was conducted Values = Random, ProRata Quantity Increment used in performing assignment Open interest that was eligible for assignment Exercise Method used to in performing assignment Values = Automatic, Manual Settlement Session - EOD or Intraday Settlement Session enumerator Business date of assignment Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process. MsgType = AX Unique identifier for collateral request Reason collateral assignment is being requested Time until when Respondent has to assign collateral Customer Account Type of account associated with the order (Origin) Identifier fo order for which collateral is required Identifier fo order for which collateral is required Identifier fo order for which collateral is required Identifier fo order for which collateral is required Executions for which collateral is required Trades for which collateral is required Instrument that was traded for which collateral is required Details of the Agreement and Deal Number of legs that make up the Security Number of legs that make up the Security Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" Required if any miscellaneous fees are reported. Indicates number of repeating entries ** Nested Repeating Group follows ** Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Trading Session in which trade occurred Trading Session Subid in which trade occurred Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. An initiator that requires collateral from a respondent sends a Collateral Request. The initiator can be either counterparty to a trade in a two party model or an intermediary such as an ATS or clearinghouse in a three party model. A Collateral Assignment is expected as a response to a request for collateral. MsgType = AY Unique Identifer for collateral assignment Identifer of CollReqID to which the Collateral Assignment is in response Reason for collateral assignment Collateral Transaction Type Collateral assignment to which this transaction refers For an Initial assignment, time by which a response is expected Customer Account Type of account associated with the order (Origin) Identifier fo order for which collateral is required Identifier fo order for which collateral is required Identifier fo order for which collateral is required Identifier fo order for which collateral is required Executions for which collateral is required Trades for which collateral is required Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Number of legs that make up the Security Number of legs that make up the Security Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" Required if any miscellaneous fees are reported. Indicates number of repeating entries ** Nested Repeating Group follows ** Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Trading Session in which trade occurred Trading Session Subid in which trade occurred Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Used to assign collateral to cover a trading position. This message can be sent unsolicited or in reply to a Collateral Request message. MsgType = AZ Unique identifer for the collateral response Collateral assignment to which this response refers Identifer of CollReqID to which the Collateral Assignment is in response Reason collateral assignment is being requested Collateral Transaction Type - not recommended because it causes confusion Collateral Assignment Response Type Reason Colllateral Assignment was rejected Customer Account Type of account associated with the order (Origin) Identifier fo order for which collateral is required Identifier fo order for which collateral is required Identifier fo order for which collateral is required Identifier fo order for which collateral is required Executions for which collateral is required Trades for which collateral is required Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Number of legs that make up the Security Number of legs that make up the Security Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" Required if any miscellaneous fees are reported. Indicates number of repeating entries ** Nested Repeating Group follows ** Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Used to respond to a Collateral Assignment message MsgType = BA Unique Identifer for collateral report Identifier for the collateral inquiry to which this message is a reply Collateral status Customer Account Type of account associated with the order (Origin) Identifier fo order for which collateral is required Identifier fo order for which collateral is required Identifier fo order for which collateral is required Identifier fo order for which collateral is required Executions for which collateral is required Trades for which collateral is required Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Number of legs that make up the Security Number of legs that make up the Security Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" Required if any miscellaneous fees are reported. Indicates number of repeating entries ** Nested Repeating Group follows ** Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Trading Session in which trade occurred Trading Session Subid in which trade occurred Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Used to report collateral status when responding to a Collateral Inquiry message. MsgType = BB Identifier for the collateral inquiry to which this message is a reply Number of qualifiers to inquiry Used to subscribe / unsubscribe for collateral status reports. If the field is absent, the default will be snapshot request only - no subscription. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Customer Account Type of account associated with the order (Origin) Identifier fo order for which collateral is required Identifier fo order for which collateral is required Identifier fo order for which collateral is required Identifier fo order for which collateral is required Executions for which collateral is required Trades for which collateral is required Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Number of legs that make up the Security Number of legs that make up the Security Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Trading Session in which trade occurred Trading Session Subid in which trade occurred Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Used to inquire for collateral status MsgType = "BC" Used to restrict updates/request to a list of specific CompID/SubID/LocationID/DeskID combinations. If not present request applies to all applicable available counterparties. EG Unless one sell side broker was a customer of another you would not expect to see information about other brokers, similarly one fund manager etc. MsgType = "BD" Required when NetworkStatusResponseType=2 Specifies the number of repeating CompId’s MsgType = "BE" Can be used to hand structures etc. to other APIs etc. MsgType = "BF" Reason a request was not carried out MsgType = BG Identifier for the collateral inquiry to which this message is a reply Status of the Collateral Inquiry referenced by CollInquiryID Result of the Collateral Inquriy referenced by CollInquiryID - specifies any errors or warnings Number of qualifiers to inquiry Total number of reports generated in response to this inquiry Customer Account Type of account associated with the order (Origin) Identifier fo order for which collateral is required Identifier fo order for which collateral is required Identifier fo order for which collateral is required Identifier fo order for which collateral is required Executions for which collateral is required Trades for which collateral is required Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Number of legs that make up the Security Number of legs that make up the Security Trading Session in which trade occurred Trading Session Subid in which trade occurred Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Used to respond to a Collateral Inquiry MsgType = BH Unique identifier for this message Denotes whether this message is being used to request a confirmation or a trade status message Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Used to refer to an earlier Allocation Instruction. Used to refer to an earlier Allocation Instruction via its secondary identifier Used to refer to an allocation account within an earlier Allocation Instruction. Represents the time this message was generated Account number for the trade being confirmed by this message The Confirmation Request message is used to request a Confirmation message.