Orchestra unified2orchestra.xslt script FIX Trading Community 2020-10-16T11:16:07-05:00 Orchestra schema FIX Unified Repository Copyright (c) FIX Protocol Ltd. All Rights Reserved. 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 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. float field (see definition of "float" above) capable of storing either a whole number (no decimal places) of "shares" or a decimal value containing decimal places for non-share quantity asset classes. float field (see definition of "float" above) representing a price. Note the number of decimal places may vary. float field (see definition of "float" above) 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 Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive 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. String field containing one or more space delimited multiple character values. String field (see definition of "String" above) representing a currency type (see Appendix A-Valid Currency Codes). String field (see definition of "String" above) representing a market or exchange. (see Appendix C-Reuters Exchange Mnemonics). 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 = 00-59 (without milliseconds). * YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-59. sss=000-999 (indicating milliseconds). 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. Valid values: * HH = 00-23, MM = 00-59, SS = 00-59. (without milliseconds) * HH = 00-23, MM = 00-59, SS = 00-59. sss=000-999 (indicating milliseconds). Date of Local Market (vs. UTC) in YYYYMMDD format. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31. Date represented in UTC (Universal Time Coordinated, also known as "GMT") in YYYYMMDD format. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31. string field containing opaque or non-ASCII 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). The number of bytes does not equal the number of characters when multibyte character sets are used. Caution: The value of these fields may contain the delimiter (SOH) character. Note that the value specified for these fields must be followed by the delimiter (SOH) character as all tag-value fields are terminated with an SOH. char field representing month of a year in YYYYMM format. Valid values: YYYY = 0000-9999, MM = 01-12. int field representing a day during a particular month (values 1 to 31). Buy Sell Trade Cross Broker's side of advertised trade Cancel New Replace Identifies advertisement message transaction type per share percentage absolute Commission type Stay on offerside Not held Work Go along Over the day Held Participate don't initiate Strict scale Try to scale Stay on bidside 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 Institutions only Last peg (last sale) Mid-price peg (midprice of inside quote) Non-negotiable Opening peg Market peg Primary peg (primary market - buy at bid/sell at offer) Suspend Fixed Peg to Local best bid or offer at time of order Customer Display Instruction (Rule11Ac1-1/4) Netting (for Forex) Peg to VWAP 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. New Cancel Correct Status Identifies transaction type 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) Identifies class of alternative SecurityID High Low Medium Relative quality of indication Large Medium Small Number of shares in numeric or relative size. Cancel New 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 List Cancel Request List Execute List Status Request List Status Allocation ACK Dont 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 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 Defines message type. ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted) Note: A "U" as the first character in the MsgType field (i.e. U1, U2, etc) indicates that the message format is privately defined between the sender and receiver. New Partially filled Filled Done for day Canceled Replaced 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. Market Limit Stop Stop limit Market on close With or without Limit or better Limit with or without On basis On close Limit on close Forex - Market Previously quoted Previously indicated Forex - Limit Forex - Swap Forex - Previously Quoted Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan) Pegged Order type. Original transmission Possible duplicate Indicates possible retransmission of message with this sequence number Agency single order Short exempt transaction (refer to A type) Program Order, non-index arb, for Member firm/org Program Order, index arb, for Member firm/org Registered Equity Market Maker trades Short exempt transaction (refer to W type) Short exempt transaction (refer to I type) Individual Investor, single order Program Order, index arb, for individual customer Program Order, non-index arb, for individual customer Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types) Program Order, index arb, for other member Program Order, non-index arb, for other member Competing dealer trades Principal Competing dealer trades Specialist trades Competing dealer trades Program Order, index arb, for other agency All other orders as agent for other member Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types) Program Order, non-index arb, for other agency Short exempt transaction for non-member competing market-maker (refer to A and R types) Note that the name of this field is changing to "OrderCapacity" as Rule80A is a very US market-specific term. Other world markets need to convey similar information, however, often a subset of the US values. . See the "Rule80A (aka OrderCapacity) Usage by Market" appendix for market-specific usage of this field. 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 Side of order Day Good Till Cancel (GTC) At the Opening (OPG) Immediate or Cancel (IOC) Fill or Kill (FOK) Good Till Crossing (GTX) Good Till Date 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+2 T+3 T+4 Future When Issued Sellers Option T+ 5 Indicates order settlement period. Absence of this field is interpreted as Regular. Regular is defined as the default settlement period for the particular security on the exchange of execution. New Replace Cancel Preliminary (without MiscFees and NetMoney) Calculated (includes MiscFees and NetMoney) Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) Identifies allocation transaction type Close Open 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 / AllocPrice/AllocShares / ProcessCode instance indicates regular trade. accepted (successfully processed) rejected partial accept received (received, not yet processed) Identifies status of allocation. unknown account(s) incorrect quantity incorrect average price unknown executing broker mnemonic commission difference unknown OrderID unknown ListID other Identifies reason for rejection. New Reply Admin Reply Email message type. Original transmission Possible resend 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 Option Order already in Pending Cancel or Pending Replace status Code to identify reason for cancel rejection. Broker option Unknown symbol Exchange closed Order exceeds limit Too late to enter Unknown Order Duplicate Order (e.g. dupe ClOrdID) Duplicate of a verbally communicated order Stale Order Code to identify reason for order rejection. All or none At the close In touch with Limit More behind At the open Taking a position At the Market (previously called Current Quote) Ready to trade Portfolio show-n Through the day Versus Indication - Working away Crossing opportunity At the Midpoint Pre-open Code to qualify IOI use. Indicates that party sending message will report trade Indicates that party receiving message must report trade Identifies party of trade responsible for exchange reporting. Indicates the broker is not required to locate Indicates the broker is responsible for locating the stock Indicates whether the broker is to locate the stock in conjunction with a short sell order. Do not execute Forex after security trade Execute Forex after security trade Indicates request for forex accommodation trade to be executed along with security transaction. Sequence Reset, ignore MsgSeqNum Gap Fill message, MsgSeqNum field valid 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 Other Reason for execution rejection. Not natural 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 Indicates type of miscellaneous fee. No Yes, reset sequence numbers Indicates that the both sides of the FIX session should reset sequence numbers. New Partial fill Fill 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 set) Pending Replace (e.g. result of Order Cancel/Replace Request) Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus will always identify the current order status (i.e. Partially Filled) Default Standing Instructions Provided Specific Allocation Account Overriding Specific Allocation Account Standing Indicates mode used for Settlement Instructions Cancel New Replace Settlement Instructions message transaction type Brokers Instructions Institutions Instructions Indicates source of Settlement Instructions CEDEL Depository Trust Company Euroclear Federal Book Entry Local Market Settle Location Physical Participant Trust Company Identifies Settlement Depository or Country Code (ISITC spec) Wildcard entry (used on Security Definition Request message) Bankers Acceptance Convertible Bond (Note not part of ISITC spec) Certificate Of Deposit Collateralize Mortgage Obligation Corporate Bond Commercial Paper Corporate Private Placement Common Stock Federal Housing Authority Federal Home Loan Federal National Mortgage Association Foreign Exchange Contract Future Government National Mortgage Association Treasuries + Agency Debenture Mortgage IOETTE Mutual Fund Mortgage Interest Only Mortgage Principal Only Mortgage Private Placement Miscellaneous Pass-Thru Municipal Bond No ISITC Security Type Option Preferred Stock Repurchase Agreement Reverse Repurchase Agreement Student Loan Marketing Association Time Deposit US Treasury Bill Warrant Cats, Tigers & Lions (a real code: US Treasury Receipts) Indicates type of security (ISITC spec) Other DTC SID Thomson ALERT A Global Custodian (StandInstDbName must be provided) Identifies the Standing Instruction database used F/X Netting F/X Swap Identifies the type of Allocation linkage when AllocLinkID is used. Put Call Indicates whether an Option is for a put or call. Covered Uncovered Used for options Customer Firm Used for options when delivering the order to an execution system/exchange to specify if the order is for a customer or the firm placing the order itself. Details should not be communicated Details should 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 specified. CURVE 5-YR OLD-5 10-YR OLD-10 30-YR OLD-30 3-MO-LIBOR 6-MO-LIBOR For Fixed Income. Identifies the benchmark (e.g. used in conjunction with the SpreadToBenchmark field). Snapshot Snapshot + Updates (Subscribe) Disable previous Snapshot + Update Request (Unsubscribe) Subscription Request Type Full Refresh Incremental Refresh Specifies the type of Market Data update. Multiple entries per side per price allowed one book entry per side per price 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 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) 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 Reason for the rejection of a Market Data request. Cancelation / Trade Bust Error Reason for deletion. Daily Open / Close / Settlement price Session Open / Close / Settlement price Delivery Settlement price Flag that identifies a price. Bankrupt 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 Identifies the status of the quote acknowledgement. Cancel for Symbol(s) Cancel for Security Type(s) Cancel for Underlying Symbol Cancel for 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 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 is 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 List of security types returned per request List of securities returned per request Reject security proposal Can not match selection criteria Type of Security Definition message response. Message is being sent as a result of a prior request Message is being sent unsolicited Indicates whether or not message is being sent as a result of a subscription request or not. Opening Delay 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 Trading Halt Unknown or Invalid Resume No Open/No Resume Price Indication Trading Range Indication Market Imbalance Buy Market Imbalance Sell Market On Close Imbalance Buy Identifies the trading status applicable to the transaction. News Dissemination Order Influx Order Imbalance Additional Information News Pending Equipment Changeover Denotes the reason for the Opening Delay or Trading Halt. Halt was not related to a halt of the common stock Halt was due to common stock being halted Indicates whether or not the halt was due to Common Stock trading being halted. Halt was not related to a halt of the related security Halt was due to related security being halted 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 Halted Open Closed Pre-Open Pre-Close State of the trading session. (for using EUC) (for using JIS) (for using SJIS) (for using Unicode) Type of message encoding (non-ASCII (non-English) characters) used in a message’s "Encoded" fields. Unknown symbol (Security) Exchange (Security) closed Quote exceeds limit Too late to enter Unknown Quote Duplicate Quote Invalid bid/ask spread Invalid price Not authorized to quote security Reason Quote Entry was rejected: Invalid tag number Required tag missing SendingTime accuracy problem Invalid MsgType 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 Code to identify reason for a session-level Reject message. Cancel New Identifies the Bid Request message type. Was not solicited Was 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) 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 Code to identify reason for a Business Message Reject message. Receive Send 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 Code to identify the price a DiscretionOffset is related to and should be mathematically added to. 5 day moving average 20 day moving average Normal Market Size Other Code to identify the type of liquidity indicator. False True 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. Agency VWAP Guarantee Guaranteed Close Risk Trade 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 VWAP through a morning session except YORI VWAP through an afternoon session except YORI Strike Open Others Code to represent the basis price type. Percentage per share (e.g. cents per share) Fixed Amount (absolute value) 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. Net Gross Code to represent whether value is net (inclusive of tax) or gross. Immediate Wait for Execute Instruction (e.g. a List Execute message or phone call before proceeding with execution of the list) Identifies the type of ListExecInst. 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.). Account mnemonic as agreed between broker and institution. 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. 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 Appendix B: 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 institution (identified by SenderCompID or OnBehalfOfCompID as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods,should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. Commission. Note if CommType is percentage, Commission of 5% should be represented as .05. Commission type Total 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 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 = EndSeqNo. If request is for all messages subsequent to a particular message, EndSeqNo = "0" (representing infinity). Unique identifier of execution message as assigned by broker (will be 0 (zero) for ExecTransType=3 (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 Cancel and Correct transaction types. (Prior to FIX 4.1 this field was of type int) Identifies transaction type Instructions for order handling on Broker trading floor Identifies class of alternative SecurityID 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) Number of shares in numeric or relative size. Identifies IOI message transaction type Broker capacity in order execution Market of execution for last fill Price of this (last) fill. Field not required for ExecTransType = 3 (Status) Quantity of shares bought/sold on this (last) fill. Field not required for ExecTransType = 3 (Status) (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. U1, 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 broker. 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. Number of shares ordered. This represents the number of shares for equities or based on normal convention the number of contracts for options, futures, convertible bonds, etc. (Prior to FIX 4.2 this field was of type int) Identifies current status of order. Order type. 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 share Reference message sequence number Symbol of issue related to story. Can be repeated within message to identify multiple companies. Note that the name of this field is changing to "OrderCapacity" as Rule80A is a very US market-specific term. Other world markets need to convey similar information, however, often a subset of the US values. . See the "Rule80A (aka OrderCapacity) Usage by Market" appendix for market-specific usage of this field. CUSIP or other alternate security identifier Assigned value used to identify firm sending message. Assigned value used to identify specific message originator (desk, trader, etc.) No longer used. Included here for reference to prior versions. Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Number of shares (Prior to FIX 4.2 this field was of type int) Side of order Ticker 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. Absence of this field is interpreted as Regular. Regular is defined as the default settlement period for the particular security on the exchange of execution. Specific date of trade settlement (SettlementDate) in YYYYMMDD format. Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option). (expressed in local time at place of settlement) Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType. Valid values: As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory 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 ListNoOrds, 2 of 25, 3 of 25, . . . ) Total number of list order entries across all messages. Should be the sum of all NoOrders in each message that has repeating list order entries related to the same ListID. 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 Reference identifier to be used with Replace, Cancel, and Calculated AllocTransType messages. (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). Identifies executing / give-up broker. Standard NASD market-maker mnemonic is preferred. 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/AllocPrice entries. Sub-account mnemonic Number of shares 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 / AllocPrice/AllocShares / ProcessCode instance indicates regular trade. Total number of reports within series. Sequence number of message within report series. Total number of shares canceled for this order. (Prior to FIX 4.2 this field was of type int) Number of delivery instruction fields to follow No longer used. Included here for reference to prior versions. Free format text field to indicate delivery instructions No longer used. Included here for reference to prior versions. Identifies status of allocation. Identifies reason for rejection. Electronic signature Length of encrypted message Actual encrypted data stream Broker to receive trade credit. 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 share Execution destination as defined by institution when order is entered. Valid values: See Appendix C Code to identify reason for cancel rejection. Code to identify reason for order rejection. Code to qualify IOI use. Identifier to aid in the management of multiple lists derived from a single, master list. Company name of security issuer (e.g. International Business Machines) Security description. Heartbeat interval (seconds) Firm identifier used in third party-transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). Minimum quantity of an order to be executed. (Prior to FIX 4.2 this field was of type int) Maximum 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. No longer used. Included here for reference to prior versions. Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT") 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 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 URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus will always identify the current order status (i.e. Partially Filled) Amount of shares 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. (Prior to FIX 4.2 this field was of type int) Specifies the approximate order quantity desired in total monetary units vs. as a number of shares. The broker would be responsible for converting and calculating a share quantity (OrderQty) based upon this amount to be used for the actual order and subsequent messages. AvgPx for a specific AllocAccount NetMoney for a specific AllocAccount Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency Specifies whether or not SettlCurrFxRate should be multiplied or divided. Number of Days of Interest for convertible bonds and fixed income Accrued Interest Rate for convertible bonds and fixed income Amount of Accrued Interest for convertible bonds and fixed income Indicates mode used for Settlement Instructions Free format text related to a specific AllocAccount. Unique identifier for Settlement Instructions message. Settlement Instructions message transaction type Unique identifier for an email thread (new and chain of replies) Indicates source of Settlement Instructions Identifies Settlement Depository or Country Code (ISITC spec) using ISO 3166 (2 character) representing the country of settlement. Indicates type of security (ISITC spec) 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 (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 Broker’s account code at the depository (i.e. CEDEL ID for CEDEL, FINS for DTC, or Euroclear ID for Euroclear) if SettlLocation is a depository BIC (Bank Identification Code—Swift managed) code of the broker involved (i.e. for multi-company brokerage firms) BIC (Bank Identification Code—Swift managed) code of the institution involved (i.e. for multi-company institution firms) Name of SettlInstSource's local agent bank if SettlLocation is not a depository BIC (Bank Identification Code--Swift managed) code of the SettlInstSource's local agent bank if SettlLocation is not a depository SettlInstSource's account number at local agent bank if SettlLocation is not a depository Name of SettlInstSource's account at local agent bank if SettlLocation is not a depository Name of contact at local agent bank for SettlInstSource's account if SettlLocation is not a depository Phone number for contact at local agent bank if SettlLocation is not a depository Name of SettlInstSource's local agent bank if SettlDeliveryType=Free BIC (Bank Identification Code--Swift managed) code of the SettlInstSource's local agent bank if SettlDeliveryType=Free SettlInstSource's account number at local agent bank if SettlDeliveryType=Free Name of SettlInstSource's account at local agent bank if SettlDeliveryType=Free Name of contact at local agent bank for SettlInstSource's account if SettlDeliveryType=Free Phone number for contact at local agent bank for SettlInstSource's account if SettlDeliveryType=Free Bid F/X spot rate.y vary and not limited to four) 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 of the future part of an F/X swap order. FutSettDate of the future part of an F/X swap order. F/X spot rate. F/X forward points added to LastSpotRate. May be a negative value. Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps". Should be unique. Identifies the type of Allocation linkage when AllocLinkID is used. Assigned by the party which accepts the order. Can be used to provide the OrderID used by an exchange or executing system. Number of repeating groups of IOIQualifiers. Month and Year of the maturity for SecurityType=FUT or SecurityType=OPT. Required if MaturityDay is specified. Format: YYYYMM (i.e. 199903) Indicates whether an Option is for a put or call. Strike Price for an Option. Used for options Used for options when delivering the order to an execution system/exchange to specify if the order is for a customer or the firm placing the order itself. Day of month used in conjunction with MaturityMonthYear to specify the maturity date for SecurityType=FUT or SecurityType=OPT. Can be used for SecurityType=OPT to identify a particular security. Market used to help identify a security. 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 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 price of the peg for a pegged order. Length of the XmlData data block. Actual XML data stream (e.g. FIXML). See appropriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters. Reference identifier for the SettlInstID with Cancel and Replace SettlInstTransType transaction types. Number of repeating groups of RoutingID and RoutingType values. See Appendix L – Pre-Trade Message Targeting/Routing Indicates the type of RoutingID specified. Assigned value used to identify a specific routing destination. For Fixed Income. 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 Benchmark field). Note: Basis points can be negative. For Fixed Income. Identifies the benchmark (e.g. used in conjunction with the SpreadToBenchmark field). For Fixed Income. Coupon rate of the bond. Will be zero for step-up bonds. Specifies the ratio or multiply factor to convert from contracts to shares (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. 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 fields requested. Number of entries in Market Data message. Type Market Data entry. Price of the Market Data Entry. Number of shares represented by the Market Data Entry. Date of Market Data Entry. Time of Market Data Entry. Direction of the "tick". Market posting quote / trade. Valid values: See Appendix 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. 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 price. 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 1. 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 in each message that has repeating quotes that are part of the same quote set. Underlying security’s IDSource. Underlying security’s Issuer. See Issuer field for description Underlying security’s SecurityDesc. See SecurityDesc field for description Underlying security’s SecurityExchange. Can be used to identify the underlying security. Underlying security’s SecurityID. See SecurityID field for description Underlying security’s SecurityType. Underlying security’s Symbol. See Symbol field for description Underlying security’s SymbolSfx. See SymbolSfx field for description Underlying security’s MaturityMonthYear. Required if UnderlyingMaturityDay is specified. See MaturityMonthYear field for description Underlying security’s MaturityDay. See MaturityDay field for description Underlying security’s PutOrCall. See PutOrCall field for description Underlying security’s StrikePrice. See StrikePrice field for description Underlying security’s OptAttribute. See OptAttribute field for description Underlying security’s Currency. See Currency field for description and valid values Quantity of a particular leg in the security. 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. Number of shares bought. Number of shares 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", "TOSTNET1", "TOSTNET2", etc). Values should be bi-laterally agreed to between counterparties. 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 field. Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the Issuer field. Byte length of encoded (non-ASCII characters) EncodedSecurityDesc field. Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field. Byte length of encoded (non-ASCII characters) EncodedListExecInst field. Encoded (non-ASCII characters) representation of the ListExecInst field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the ListExecInst field. Byte length of encoded (non-ASCII characters) EncodedText field. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the Text field. Byte length of encoded (non-ASCII characters) EncodedSubject field. Encoded (non-ASCII characters) representation of the Subject field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the Subject field. Byte length of encoded (non-ASCII characters) EncodedHeadline field. Encoded (non-ASCII characters) representation of the Headline field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the Headline field. Byte length of encoded (non-ASCII characters) EncodedAllocText field. Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the AllocText field. Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer field. Encoded (non-ASCII characters) representation of the UnderlyingIssuer field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc field. Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. Executed price for an AllocAccount 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 value received and processed. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. Used when a message is sent via a "hub" or "service bureau". If A sends to Q (the hub) who then sends to B via a separate FIX session, then when Q sends to B the value of this field should represent the SendingTime on the message A sent to Q. (always expressed in UTC (Universal Time Coordinated, also known as "GMT") 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. 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 * AvgPx) expressed in units of currency. The number of ContraBroker entries. Maximum number of bytes supported for a single message. Number of MsgTypes in repeating group. Specifies the direction of the message. Number of TradingSessionIDs in repeating group. Total volume (quantity) traded. Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Amount (signed) added to the "related to" price specified via DiscretionInst. Unique identifier for Bid Response as assigned by broker. 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. Code to identify the type of Bid Request. Total number of tickets. Amounts in currency Amounts in currency Number of BidDescriptor entries. Code to identify the type of BidDescriptor. BidDescriptor value. Usage depends upon BidDescriptorType. Code to identify which "SideValue" the value refers to. SideValue1 and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. Liquidity indicator or lower limit if TotalNumSecurities > 1. Represented as a percentage. Upper liquidity indicator if TotalNumSecurities > 1. Represented as a percentage. Value between LiquidityPctLow and LiquidityPctHigh in Currency Eg Used in EFP trades 12% (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 in each message that has repeating strike price entries related to the same ListID. Used to support fragmentation. Code to represent the price type. For GT orders, the OrderQty less all shares (adjusted for stock splits) that traded on previous days. DayOrderQty = OrderQty – (CumQty - DayCumQty) The number of shares on a GT order that have traded today. The average price of shares on a GT order that have 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 price 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. Identifies the type of request that a Cancel Reject is in response to. Underlying security’s CouponRate. See CouponRate field for description Underlying security’s ContractMultiplier. See ContractMultiplier field for description Quantity traded with the ContraBroker. Identifies the time of the trade with the ContraBroker. (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Firm that will clear the trade. Used if different from the executing firm. Supplemental accounting information forwarded to clearing house/firm. Number of Securities between LiquidityPctLow and LiquidityPctHigh 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 field. Encoded (non-ASCII characters) representation of the ListStatusText field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the ListStatusText field. FIX.4.2 (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 Appendix M – 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 and processed. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. Used when a message is sent via a "hub" or "service bureau". If A sends to Q (the hub) who then sends to B via a separate FIX session, then when Q sends to B the value of this field should represent the SendingTime on the message A sent to Q. (always expressed in UTC (Universal Time Coordinated, also known as "GMT") 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 NoIOIQualifiers > 0 Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers. Indicates type of RoutingID. Required if NoRoutingIDs is > 0. Identifies routing destination. Required if NoRoutingIDs is > 0. Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. First field in repeating group. Required if NoContraBrokers > 0. Number of ContraBrokers repeating group instances. 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 Specifies the number of repeating MsgTypes specified Can be repeated multiple times if message is related to multiple symbols. Can be repeated multiple times if message is related to multiple symbols. Can be repeated multiple times if message is related to multiple symbols. Can be repeated multiple times if message is related to multiple symbols. Must be specified if a Future or Option. If a Future: RelatdSym, SecurityType, and MaturityMonthYear are required. If an Option: RelatdSym, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. Specifies the month and year of maturity. Required if MaturityDay is specified. Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. For Options. For Options. For Options. 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. Can be repeated multiple times if message is related to multiple symbols. 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. Can be repeated multiple times if message is related to multiple symbols. 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. Specifies the number of repeating symbols specified Repeating field, number of instances defined in LinesOfText 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. Specifies the number of repeating lines of text specified Required if NoAllocs > 0. Must be first field in repeating group. Number of repeating groups for pre-trade allocation Required if NoTradingSessions is > 0. Specifies the number of repeating TradingSessionIDs Must be the first field in the repeating group. Order number within the list Indicates number of pre-trade allocation accounts to follow 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. Can be repeated multiple times if message is related to multiple symbols. Can be repeated multiple times if message is related to multiple symbols. Can be repeated multiple times if message is related to multiple symbols. Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. Specifies the month and year of maturity. Required if MaturityDay is specified. Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. For Options. For Options. For Options. 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. Can be repeated multiple times if message is related to multiple symbols. 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. Can be repeated multiple times if message is related to multiple symbols. 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. Useful for verifying security identification Note: to indicate the side of SideValue1 or SideValue2, specify Side=Undisclosed and SideValueInd=either the SideValue1 or SideValue2 indicator. Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified. Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages. Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) 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 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. Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Required if DiscretionOffset is specified. Amount (signed) added to the "related to" price specified via DiscretionInst. Number of orders in this message (number of repeating groups to follow) Order ID assigned by client if order(s) were electronically delivered and executed. If order(s) were manually delivered this field should contain string "MANUAL". Can be used to provide order id used by exchange or executing system. Required for List Orders. Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one). Number of shares in individual execution. Required if NoExecs > 0 Price of individual execution. Required if NoExecs > 0 Can be specified by broker for AllocTransTyp=Calculated 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. May be the same value as BrokerOfCredit if ProcessCode is step-out or soft-dollar step-out and Institution does not wish to disclose individual account breakdowns to the ExecBroker. Required if NoAllocs > 0. Must be first field in repeating group. Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount plus AllocPrice form a unique Allocs entry. Used in lieu of AllocAvgPx. Required if ProcessCode is step-out or soft-dollar step-out Free format text field related to this AllocAccount Must be set if EncodedAllocText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field. Required for step-in and step-out trades Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). AvgPx for this AllocAccount. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points) for this allocation. NetMoney for this AllocAccount ((AllocShares * AllocAvgPx) - Commission - sum of MiscFeeAmt + AccruedInterestAmt) if a Sell ((AllocShares * AllocAvgPx) + Commission + sum of MiscFeeAmt + AccruedInterestAmt) if a Buy AllocNetMoney in SettlCurrency for this AllocAccount if SettlCurrency is different from "overall" Currency SettlCurrency for this AllocAccount if different from "overall" Currency. Required if SettlCurrAmt is specified. Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency Specifies whether the SettlCurrFxRate should be multiplied or divided Applicable for Convertible Bonds and fixed income Type of Settlement Instructions which will be provided via Settlement Instructions message (0=Default, 1=Standing Instructions, 2=Specific Allocation Account Overriding, 3=Specific Allocation Account Standing) Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group within Alloc repeating group. ** Nested Repeating Group follows ** Indicates number of allocation groups to follow. Required if NoMiscFees > 0 Required if NoMiscFees > 0 Required if NoMiscFees > 0 Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group within Alloc repeating group. ** Nested Repeating Group follows ** Amount of shares open for further execution. LeavesQty = OrderQty - CumQty. Used if the order is rejected 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 orders statuses in this message, i.e. number of repeating groups to follow. Must be the first field in the repeating group. Can be repeated multiple times if message is related to multiple symbols. Can be repeated multiple times if message is related to multiple symbols. Can be repeated multiple times if message is related to multiple symbols. Must be specified if a Future or Option. If a Future:Symbol, SecurityType, and MaturityMonthYear are required. If an Option:Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. Specifies the month and year of maturity. Required if MaturityDay is specified. Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. For Options. For Options. For Options. 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. Can be repeated multiple times if message is related to multiple symbols. 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. Can be repeated multiple times if message is related to multiple symbols. 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. Useful for verifying security identification Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. If OrdType = "Forex - Swap", should be the side of the future portion of an F/X swap Can be used with forex quotes to specify the desired "value date" Can be used to specify the type of order the quote request is for 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. The time when Quote Request will expire. Time transaction was entered Can be used to specify the currency of the quoted price. Number of related symbols in Request Must be the first field in this repeating group. This is a list of all the types of Market Data Entries that the firm requesting the Market Data is interested in receiving. Number of MDEntryType fields requested. Must be the first field in the repeating group. Can be repeated multiple times if message is related to multiple symbols. Can be repeated multiple times if message is related to multiple symbols. Can be repeated multiple times if message is related to multiple symbols. Must be specified if a Future or Option. If a Future:Symbol, SecurityType, and MaturityMonthYear are required. If an Option:Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. Specifies the month and year of maturity. Required if MaturityDay is specified. Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. For Options. For Options. For Options. 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. Can be repeated multiple times if message is related to multiple symbols. 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. Can be repeated multiple times if message is related to multiple symbols. 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. Number of symbols requested. Must be the first field in this repeating group. Can be used to specify the currency of the quoted price. Conditionally required if MDEntryType = Bid(0), Offer(1), or Trade(2) Market posting quote / trade. Valid values: See Appendix C Space-delimited list of conditions describing a quote. Space-delimited list of conditions describing a trade Used if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6). For optional use when this Bid or Offer represents an order For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. For optional use when this Bid or Offer represents an order Can contain multiple instructions, space delimited. For optional use when this Bid, Offer, or Trade represents an order For optional use when this Bid, Offer, or Trade represents a quote For optional use in reporting Trades For optional use in reporting Trades In an Aggregated Book, used to show how many individual orders make up an MDEntry Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 Text to describe the Market Data Entry. Part of repeating group. 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 entries following. Must be first field in this repeating group. If MDUpdateAction = Delete(2), can be used to specify a reason for the deletion. Conditionally required if MDUpdateAction = New(0). Cannot be changed. If specified, must be unique among currently active entries if MDUpdateAction = New (0), must be the same as a previous MDEntryID if MDUpdateAction = Delete (2), and must be the same as a previous MDEntryID if MDUpdateAction = Change (1) and MDEntryRefID is not specified, or must be unique among currently active entries if MDUpdateAction = Change(1) and MDEntryRefID is specified.. If MDUpdateAction = New(0), for the first Market Data Entry in a message, either this field or a Symbol must be specified. If MDUpdateAction = Change(1), this must refer to a previous MDEntryID. Either Symbol or MDEntryRefID must be specified if MDUpdateAction = New(0) for the first Market Data Entry in a message. For subsequent Market Data Entries where MDUpdateAction = New(0), the default is the instrument used in the previous Market Data Entry if neither Symbol nor MDEntryRefID are specified, or in the case of options and futures, the previous instrument with changes specified in MaturityMonthYear, MaturityDay, PutOrCall, StrikePrice, OptAttribute, and SecurityExchange. May not be changed. May not be changed. May not be changed. May not be changed. Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. May not be changed. Specifies the month and year of maturity. Required if MaturityDay is specified. May not be changed. Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. May not be changed. For Options. May not be changed. For Options. May not be changed. For Options. May not be changed. 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. May not be changed. May not be changed. 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. May not be changed. 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. Conditionally required when MDUpdateAction = New(0). Can be used to specify the currency of the quoted price. Conditionally required when MDUpdateAction = New(0) andMDEntryType = Bid(0), Offer(1), or Trade(2). Market posting quote / trade. Valid values: See Appendix C Space-delimited list of conditions describing a quote. Space-delimited list of conditions describing a trade Used if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6). For optional use when this Bid or Offer represents an order For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. For optional use when this Bid or Offer represents an order Can contain multiple instructions, space delimited. For optional use when this Bid, Offer, or Trade represents an order For optional use when this Bid, Offer, or Trade represents a quote For optional use in reporting Trades For optional use in reporting Trades In an Aggregated Book, used to show how many individual orders make up an MDEntry Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 Total volume traded in this trading session for this security. Text to describe the Market Data Entry. Part of repeating group. 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 entries following. Must be the first field in the repeating group. Can be repeated multiple times if message is related to multiple symbols. Can be repeated multiple times if message is related to multiple symbols. Can be repeated multiple times if message is related to multiple symbols. Must be specified if a Future or Option. If a Future:Symbol, SecurityType, and MaturityMonthYear are required. If an Option:Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. Specifies the month and year of maturity. Required if MaturityDay is specified. Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. For Options. For Options. For Options. 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. Can be repeated multiple times if message is related to multiple symbols. 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. Can be repeated multiple times if message is related to multiple symbols. 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. The symbol of the underlying security of options that should be canceled. The number of securities whose quotes are to be canceled First field in repeating group. Required if NoQuoteSets > 0 Required if NoQuoteSets > 0 Required if UnderlyingMaturityDay is specified. For Fixed Income, Convertible Bonds, Derivatives, etc. For Fixed Income. Must be set if EncodedUnderlyingIssuer field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingIssuer field in the encoded format specified via the MessageEncoding field. Must be set if EncodedUnderlyingSecurityDesc field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc field in the encoded format specified via the MessageEncoding field. Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. Required if NoQuoteEntries > 0 The number of quotes for this Symbol (QuoteSet) that follow in this message. The number of sets of quotes in the message Uniquely identifies the quote as part of a QuoteSet. First field in repeating group. Required if NoQuoteEntries > 0. Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. Specifies the month and year of maturity. Required if MaturityDay is specified. Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. For Options. For Options. For Options. 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. Reason Quote Entry was rejected. The number of quotes for this Symbol (QuoteSet) that follow in this message. Uniquely identifies the quote as part of a QuoteSet. First field in repeating group. Required if NoQuoteEntries > 0. Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. Specifies the month and year of maturity. Required if MaturityDay is specified. Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. For Options. For Options. For Options. 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. 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. 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 with forex quotes to specify a specific "value date" Can be used to specify the type of order the quote is for 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 price. Must be specified as the first field in the repeating group. Required if NoRelatedSym > 0. Must be specified if a Future or Option. If a Future: UnderlyingSymbol, UnderlyingSecurityType, and UnderlyingMaturityMonthYear are required. If an Option: UnderlyingSymbol, UnderlyingSecurityType, UnderlyingMaturityMonthYear, PutOrCall, and UnderlyingStrikePrice are required. Specifies the month and year of maturity. Required if UnderlyingMaturityDay is specified. Can be used in conjunction with UnderlyingMaturityMonthYear to specify a particular maturity date. For Options. For Options. For Options. For Fixed Income, Convertible Bonds, Derivatives, etc. For Fixed Income. Can be used to identify the security. Must be set if EncodedUnderlyingIssuer field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingIssuer field in the encoded format specified via the MessageEncoding field. Must be set if EncodedUnderlyingSecurityDesc field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc field in the encoded format specified via the MessageEncoding field. Quantity of particular leg in the Security Indicates if this leg of the security is to be Bought or Sold as part of this complex security. Number of legs that make up the Security Sequential number for the Quote Set. For a given QuoteID – assumed to start at 1. Must be the first field in the repeating group. Required if UnderlyingMaturityDay is specified. For Fixed Income, Convertible Bonds, Derivatives, etc. For Fixed Income. Must be set if EncodedUnderlyingIssuer field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingIssuer field in the encoded format specified via the MessageEncoding field. Must be set if EncodedUnderlyingSecurityDesc field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc field in the encoded format specified via the MessageEncoding field. Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. The number of quotes for this Symbol (QuoteSet) that follow in this message. ** Nested Repeating Group follows ** The number of sets of quotes in the message Required if NoBidDescriptors > 0. Must be first field in repeating group. Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. Value between LiquidityPctLow and LiquidityPctHigh in Currency Number of Securities between LiquidityPctLow and LiquidityPctHigh in Currency Liquidity indicator or lower limit if LiquidityNumSecurities > 1 Upper liquidity indicator if LiquidityNumSecurities > 1 Eg Used in EFP (Exchange For Physical) trades 12% Used in EFP trades Used in EFP trades Used in EFP trades Used if BidType="Non Disclosed" Required if NoBidComponents > 0. Must be first field in repeating group. When used in request for a "Disclosed" bid indicates that bid is required on assumption that SideValue1 is Buy or Sell. SideValue2 can be derived by inference. Indicates off-exchange type activities for Detail. Indicates Net or Gross for selling Detail. Indicates order settlement period for Detail. Used if BidType="Disclosed" First element of price. Required if NoBidComponents > 0. ISO Country Code When used in response to a "Disclosed" request indicates whether SideValue1 is Buy or Sell. SideValue2 can be derived by inference. Second element of price The difference between the value of a future and the value of the underlying equities after allowing for the discounted cash flows associated with the underlying stocks (E.g. Dividends etc). Net/Gross Indicates order settlement period for Detail. 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 bid repeating groups Required if NoStrikes > 0. Must be first field in repeating group. Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. Specifies the month and year of maturity. Required if MaturityDay is specified. Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. For Options. For Options. For Options. 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. Useful for verifying security identification Can use client order identifier or the symbol and side to uniquely identify the stock in the 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. Number of strike price entries Must be specified as the first field in the repeating group. Required if NoRelatedSym > 0. Must be specified if a Future or Option. If a Future: UnderlyingSymbol, UnderlyingSecurityType, and UnderlyingMaturityMonthYear are required. If an Option: UnderlyingSymbol, UnderlyingSecurityType, UnderlyingMaturityMonthYear, PutOrCall, and UnderlyingStrikePrice are required. Specifies the month and year of maturity. Required if UnderlyingMaturityDay is specified. Can be used in conjunction with UnderlyingMaturityMonthYear to specify a particular maturity date. For Options. For Options. For Options. For Fixed Income, Convertible Bonds, Derivatives, etc. For Fixed Income. Can be used to identify the security. Must be set if EncodedUnderlyingIssuer field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingIssuer field in the encoded format specified via the MessageEncoding field. Must be set if EncodedUnderlyingSecurityDesc field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc field in the encoded format specified via the MessageEncoding field. Quantity of particular leg in the Security Indicates if this leg of the security is to be Bought or Sold as part of this complex security. Number of legs that make up the Security 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 is used by the sending application to reset the incoming sequence number on the opposing side. 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 Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. Specifies the month and year of maturity. Required if MaturityDay is specified. Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. For Options. For Options. For Options. 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. Side of Indication Valid values: 1 = Buy 2 = Sell 7 = Undisclosed (for 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. For Fixed Income For Fixed Income Indication of interest messages 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 Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. Specifies the month and year of maturity. Required if MaturityDay is specified. Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. For Options. For Options. For Options. 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. 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. Not required for orders manually entered by the broker. Conditionally required for response to an electronic Cancel or Cancel/Replace request (ExecType=PendingCancel, Replaced, or Canceled). ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). Number of ContraBrokers repeating group instances. Required for executions against orders which were submitted as part of a list. Must be unique for each Execution Report message Required for Cancel and Correct ExecTransType messages Describes the type of execution report. Same possible values as OrdStatus. Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx 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 Absence of this field is interpreted as Regular. Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option) Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. Specifies the month and year of maturity. Required if MaturityDay is specified. Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. For Options. For Options. For Options. 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. Either CashOrderQty or OrderQty is required. Not required for a rejected cash order or an order ack for a cash order. Either CashOrderQty or OrderQty is required. Specifies the approximate "monetary quantity" conveyed on the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages involving fills. Required if specified on the order Required if specified on the order Required if specified on the order Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Required if DiscretionOffset is specified. Amount (signed) added to the "related to" price specified via DiscretionInst. 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 of shares bought/sold on this (last) fill. Not required ExecTransType = 3 (Status). When required, should be "0" for non-fills ("fill" defined as ExecTransType=New and ExecType=Partial Fill or Fill) unless noted below. If ExecType=Stopped, represents the quantity stopped/guaranteed/protected for. Price of this (last) fill. Not required for ExecTransType = 3 (Status), Should represent the "all-in" (LastSpotRate + LastForwardPoints) rate for F/X orders. ). When required, should be "0" for non-fills ("fill" defined as ExecTransType=New and ExecType=Partial Fill or Fill) unless noted below. If ExecType=Stopped, represents the price stopped/guaranteed/protected at. Applicable for F/X orders Applicable for F/X orders Amount of shares 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 shares 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 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. 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 options 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. Default is a single security if not specified. 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. Reject orders 6. 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 to the cancel request or to the replacement order. ClOrdID which could not be canceled/replaced. ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. OrdStatus value after this cancel reject is applied. Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). 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 Can be used to specify the maximum number of bytes supported for messages received Specifies the number of repeating MsgTypes specified 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 specified 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 specified Specifies the number of repeating lines of text specified The email message is similar to the format and purpose of to the News message, however, it is intended for private use between two parties. MsgType = D Unique identifier of the order as assigned by institution. Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). Number of repeating groups for pre-trade allocation Absence of this field is interpreted as Regular. Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option) 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. Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. Specifies the month and year of maturity. Required if MaturityDay is specified. Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. For Options. For Options. For Options. 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. Useful for verifying security identification Required for short sell orders Time this order request was initiated/released by the trader or trading system. Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified. Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent 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 Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Required if ForexReq = Y. 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. For options For options For options when delivering the order to execution system/exchange. Amount (signed) added to the price of the peg Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Required if DiscretionOffset is specified. Amount (signed) added to the "related to" price specified via DiscretionInst. 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 Controls when execution should begin. 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. Used to support fragmentation. Sum of NoOrders across all messages with the same ListID. 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 order (NOT the initial order of the day) when canceling or replacing an order. Unique identifier of most recent order as assigned by broker. Unique ID of cancel request as assigned by the institution. Required for List Orders Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. Specifies the month and year of maturity. Required if MaturityDay is specified. Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. For Options. For Options. For Options. 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. Time this order request was initiated/released by the trader or trading system. Either CashOrderQty or OrderQty is required. OrderQty = CumQty + LeavesQty (see exceptions above) Either CashOrderQty or OrderQty is required. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent 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. 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 broker. Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). 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. 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 Number of repeating groups for pre-trade allocation Absence of this field is interpreted as Regular. Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option) 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 Must match original order Must match original order Must match original order Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. Specifies the month and year of maturity. Required if MaturityDay is specified. Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. For Options. For Options. For Options. 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. Must match original side, however, Buy and Buy Minus can be interchanged as well as Sell and Sell Plus Time this order request was initiated/released by the trader or trading system. Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified. Should be the "Total Intended Order Quantity" (including the amount already executed for this chain of orders) Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent 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". Amount (signed) added to the price of the peg Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Required if DiscretionOffset is specified. Amount (signed) added to the "related to" price specified via DiscretionInst. 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 Must match original order Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Required if ForexReq = Y. 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. For options For options For options when delivering the order to execution system/exchange. The order cancel/replace request is used to change the parameters of an existing order. MsgType = H Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. Specifies the month and year of maturity. Required if MaturityDay is specified. Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. For Options. For Options. For Options. 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. The order status request message is used by the institution to generate an order status message back from the broker. MsgType = J Required for AllocTransType = Calculated, Replace, or Cancel 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 number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one). 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. Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. Specifies the month and year of maturity. Required if MaturityDay is specified. Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. For Options. For Options. For Options. 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. Total number of shares allocated to all accounts Market of the executions. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). 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 Date/time when allocation is generated Absence of this field is interpreted as Regular "Settlement Date". Required with SettlmntTyp other than regular Expressed in same currency as AvgPx. Sum of (AllocShares * AllocAvgPx or AllocPrice). Expressed in same currency as AvgPx. Sum of AllocNetMoney. 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 Indicates number of allocation groups to follow. The Allocation message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts. 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. 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. Number of orders statuses 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. MsgType = P Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). Date/Time AllocationACK generated Required for AllocStatus = 1 (rejected) 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 allocation ACK message is used to acknowledge the receipt and status of an allocation message received from the institution. MsgType = Q Broker Order ID as identified on problem execution Execution ID of problem execution Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. Specifies the month and year of maturity. Required if MaturityDay is specified. Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. For Options. For Options. For Options. 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. Either CashOrderQty or OrderQty is required. Either CashOrderQty or OrderQty is required. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent 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. MsgType = R Number of related symbols in Request 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. MsgType = S Required when quote is in response to a Quote Request message Level of Response requested from receiver of quote messages. Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. Specifies the month and year of maturity. Required if MaturityDay is specified. Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. For Options. For Options. For Options. 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. 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. 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 with forex quotes to specify a specific "value date" Can be used to specify the type of order the quote is for 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 price. The quote message is used as the response to a Quote Request message and can be used to publish unsolicited quotes. MsgType = T Unique message ID regardless of SettlInstMode New, Replace, or Cancel Required for Cancel and Replace SettlInstTransType messages 1=Standing Instructions, 2=Specific Allocation Account Overriding, 3=Specific Allocation Account Standing 1=Broker’s Settlement Instructions, 2=Institution’s Settlement Instructions Required for SettlInstMode=1, 2, or 3 Required for SettlInstMode=2 or 3, may be required for SettlInstMode=1 (i.e. may not be required if StandInstDbType and StandInstDbID are used) Required for SettlInstMode=2 or 3 Required for SettlInstMode=2 or 3 Required for SettlInstMode=2 or 3, May be required for SettlInstMode=1 Required for SettlInstMode=2 or 3, May be required for SettlInstMode=1 May be required for SettlInstMode=1 May be required for SettlInstMode=1 (timestamp when it goes in to effect) Date/Time Settlement Instructions were generated Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). 1=DTC SID, 2=Thomson ALERT, 3=Global Custodian’s, etc. Name of StandInstDbType (i.e. DTC, Global Custodian’s name) Identifier used within the StandInstDbType Applicable when SettlLocation is a depository Applicable when settlement is being performed at a country vs. a depository Applicable when settlement is being performed at a country vs. a depository Applicable when settlement is being performed at a country vs. a depository Applicable when settlement is being performed at a country vs. a depository Applicable when settlement is being performed at a country vs. a depository Applicable when settlement is being performed at a country vs. a depository Applicable when SettlDeliveryType=Free Applicable when SettlDeliveryType=Free Applicable when SettlDeliveryType=Free Applicable when SettlDeliveryType=Free Applicable when SettlDeliveryType=Free Applicable when SettlDeliveryType=Free The Settlement Instructions message provides either the broker’s or the institution’s instructions for trade settlement. MsgType = V Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). SubscriptionRequestType 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). Number of MDEntryType fields requested. Number of symbols requested. Some systems allow the transmission of real-time quote, order, trade and/or other price information on a subscription basis. MsgType = W Conditionally required if this message is in response to a Market Data Request. Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. Specifies the month and year of maturity. Required if MaturityDay is specified. Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. For Options. For Options. For Options. 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. Total volume traded in this trading session for this security. Number of entries following. 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. 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. The number of securities whose quotes are to be canceled The Quote Cancel message is used by an originator of quotes to cancel quotes. MsgType = a (lowercase) Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. Specifies the month and year of maturity. Required if MaturityDay is specified. Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. For Options. For Options. For Options. 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. The quote status request message is used by the institution to generate an execution report that contains the quote status message back from the counterparty. 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 quote acknowledgement. Reason Quote was rejected. Level of Response requested from receiver of quote messages. Is echoed back to the counterparty. The number of sets of quotes in the message An optional response to Quote, Mass Quote, Quote Cancel, and Quote Request message is the Quote Acknowledgement message. MsgType = c (lowercase) Symbol of the requested Security Suffix of the Requested Security Security ID of the requested Security Source of the Security ID Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. Specifies the month and year of maturity. Required if MaturityDay is specified. Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. For Options. For Options. For Options. 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. 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. 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 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 complex security made up of one or more underlying securities. 2. Request a list of the Security Types that can be traded with the second party. 3. Request a list of Securities that can be traded with the second party. This request can optionally be qualified with Symbol, TradingSessionID, SecurityExchange, and Security Type. MsgType = d (lowercase) Identifier for the Security Definition message Symbol of the requested Security Suffix of the Requested Security Security ID of the requested Security Source of the Security ID Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. Set to "?" if Security Definition Request is looking for the Security Types Specifies the month and year of maturity. Required if MaturityDay is specified. Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. For Options. For Options. For Options. 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. 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. 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 4. Return a list of Security Types 5. Return a list of Securities MsgType = e (lowercase) Must be unique, or the ID of previous Security Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. Specifies the month and year of maturity. Required if MaturityDay is specified. Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. For Options. For Options. For Options. 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. SubscriptionRequestType 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) Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. Specifies the month and year of maturity. Required if MaturityDay is specified. Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. For Options. For Options. For Options. 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. 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 MsgType = g (lowercase) Must be unique, or the ID of previous Market Data 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 ‘Y’ if message is sent unsolicited as a result of a previous subscription request. State of the trading session 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 Level of Response requested from receiver of quote messages. 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. The Business Message Reject message can reject an application-level message which fulfills session-level rules and cannot be rejected via any other means. 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. Number of strike price entries 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.