Orchestra

FIX.4.4

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Orchestra

Message Set Overview

The following table lists all messages described in this report.

Name
Category
Description

AllocationInstruction
Allocation
The Allocation Instruction message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts. In versions of FIX prior to version 4.4, this same message was known as the Allocation message. Note in versions of FIX prior to version 4.4, the allocation message was also used to communicate fee and expense details from the Sellside to the Buyside. This role has now been removed from the Allocation Instruction and is now performed by the new (to version 4.4) Allocation Report and Confirmation messages.,The Allocation Report message should be used for the Sell-side Initiated Allocation role as defined in previous versions of the protocol.

AllocationInstructionAck
Allocation
In versions of FIX prior to version 4.4, this message was known as the Allocation ACK message. The Allocation Instruction Ack message is used to acknowledge the receipt of and provide status for an Allocation Instruction message.

AllocationReport
Allocation
Sent from sell-side to buy-side, sell-side to 3rd-party or 3rd-party to buy-side, the Allocation Report (Claim) provides account breakdown of an order or set of orders plus any additional follow-up front-office information developed post-trade during the trade allocation, matching and calculation phase. In versions of FIX prior to version 4.4, this functionality was provided through the Allocation message. Depending on the needs of the market and the timing of “confirmed” status, the role of Allocation Report can be taken over in whole or in part by the Confirmation message. Note the response to the Allocation Report message is the Allocation Report Ack message. In versions of FIX prior to version 4.4, the Allocation ACK served this purpose.

AllocationReportAck
Allocation
The Allocation Report Ack message is used to acknowledge the receipt of and provide status for an Allocation Report message.

CollateralAssignment
CollateralManagement
Used to assign collateral to cover a trading position. This message can be sent unsolicited or in reply to a Collateral Request message.

CollateralInquiry
CollateralManagement
Used to inquire for collateral status

CollateralInquiryAck
CollateralManagement
Used to respond to a Collateral Inquiry

CollateralReport
CollateralManagement
Used to report collateral status when responding to a Collateral Inquiry message.

CollateralRequest
CollateralManagement
An initiator that requires collateral from a respondent sends a Collateral Request. The initiator can be either counterparty to a trade in a two party model or an intermediary such as an ATS or clearinghouse in a three party model. A Collateral Assignment is expected as a response to a request for collateral.

CollateralResponse
CollateralManagement
Used to respond to a Collateral Assignment message

BusinessMessageReject
Common

NetworkCounterpartySystemStatusRequest
Common

NetworkCounterpartySystemStatusResponse
Common

UserRequest
Common

UserResponse
Common

Confirmation
Confirmation
The Confirmation messages are used to provide individual trade level confirmations from the sell side to the buy side. In versions of FIX prior to version 4.4, this role was performed by the allocation message. Unlike the allocation message, the confirmation message operates at an allocation account (trade) level rather than block level, allowing for the affirmation or rejection of individual confirmations. This message is also used to report back, confirm or exception, the booking status of each allocation instance. When the buy-side, in response, “affirms” with the ConfirmationAck message, the trade is ready to settle.

ConfirmationAck
Confirmation
The Confirmation Ack (aka Affirmation) message is used to respond to a Confirmation message.

ConfirmationRequest
Confirmation
The Confirmation Request message is used to request a Confirmation message.

CrossOrderCancelReplaceRequest
CrossOrders
Used to modify a cross order previously submitted using the New Order - Cross message. See Order Cancel Replace Request for details concerning message usage.

CrossOrderCancelRequest
CrossOrders
Used to fully cancel the remaining open quantity of a cross order.

NewOrderCross
CrossOrders
Used to submit a cross order into a market. The cross order contains two order sides (a buy and a sell).

Email
EventCommunication
The email message is similar to the format and purpose of the News message, however, it is intended for private use between two parties.

News
EventCommunication
The news message is a general free format message between the broker and institution.

Advertisement
Indication
Advertisement messages are used to announce completed transactions.

IOI
Indication
Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity.

MarketDataIncrementalRefresh
MarketData
The second Market Data message format is used for incremental updates.

MarketDataRequest
MarketData
Some systems allow the transmission of real-time quote, order, trade, trade volume, open interest, and/or other price information on a subscription basis. A Market Data Request is a general request for market data on specific securities or forex quotes.

MarketDataRequestReject
MarketData
The Market Data Request Reject is used when the broker cannot honor the Market Data Request, due to business or technical reasons.

MarketDataSnapshotFullRefresh
MarketData
The Market Data messages are used as the response to a Market Data Request message.

MultilegOrderCancelReplace
MultilegOrders
Used to modify a multileg order previously submitted using the New Order - Multileg message. See Order Cancel Replace Request for details concerning message usage.

NewOrderMultileg
MultilegOrders
The New Order - Multileg is provided to submit orders for securities that are made up of multiple securities, known as legs.

AssignmentReport
PositionMaintenance
Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process.

PositionMaintenanceReport
PositionMaintenance
Position Maintenance Report

PositionMaintenanceRequest
PositionMaintenance
Position Maintenance Request

PositionReport
PositionMaintenance
Position Report

RequestForPositions
PositionMaintenance
Request For Positions

RequestForPositionsAck
PositionMaintenance
Request for Positions Ack

BidRequest
ProgramTrading
The BidRequest Message can be used in one of two ways depending on which market conventions are being followed.

ListCancelRequest
ProgramTrading
The List Cancel Request message type is used by institutions wishing to cancel previously submitted lists either before or during execution.

ListExecute
ProgramTrading
The List Execute message type is used by institutions to instruct the broker to begin execution of a previously submitted list. This message may or may not be used, as it may be mirroring a phone conversation.

ListStatus
ProgramTrading
The list status message is issued as the response to a List Status Request message sent in an unsolicited fashion by the sell-side. It indicates the current state of the orders within the list as they exist at the broker’s site. This message may also be used to respond to the List Cancel Request.

ListStatusRequest
ProgramTrading
The list status request message type is used by institutions to instruct the broker to generate status messages for a list.

ListStrikePrice
ProgramTrading
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.

NewOrderList
ProgramTrading
The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed.

MassQuote
QuotationNegotiation
The Mass Quote message can contain quotes for multiple securities to support applications that allow for the mass quoting of an option series.

MassQuoteAcknowledgement
QuotationNegotiation
Mass Quote Acknowledgement is used as the application level response to a Mass Quote message.

Quote
QuotationNegotiation
The Quote message is used as the response to a Quote Request or a Quote Response message in both indicative, tradeable, and restricted tradeable quoting markets.

QuoteCancel
QuotationNegotiation
The Quote Cancel message is used by an originator of quotes to cancel quotes.

QuoteRequest
QuotationNegotiation
In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose. This message is commonly referred to as a Request For Quote (RFQ)

QuoteRequestReject
QuotationNegotiation
The Quote Request Reject message is used to reject Quote Request messages for all quoting models.

QuoteResponse
QuotationNegotiation
The Quote Response message is used to respond to an IOI message or Quote message.

QuoteStatusReport
QuotationNegotiation
The quote status report message is used: * As the response to a Quote Status Request message * As a response to a Quote Cancel message * As a response to a Quote Response message in a negotiation dialog (see Volume 7 – PRODUCT: FIXED INCOME)

QuoteStatusRequest
QuotationNegotiation
The quote status request message is used for the following purposes in markets that employ tradeable or restricted tradeable quotes:

RFQRequest
QuotationNegotiation
In tradeable and restricted tradeable quoting markets – Quote Requests are issued by counterparties interested in ascertaining the market for an instrument.

RegistrationInstructions
RegistrationInstruction
The Registration Instructions message type may be used by institutions or retail intermediaries wishing to electronically submit registration information to a broker or fund manager (for CIV) for an order or for an allocation.

RegistrationInstructionsResponse
RegistrationInstruction
The Registration Instructions Response message type may be used by broker or fund manager (for CIV) in response to a Registration Instructions message submitted by an institution or retail intermediary for an order or for an allocation.

DerivativeSecurityList
SecurityAndTradingSessionDefinitionOrStatus
The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request.

DerivativeSecurityListRequest
SecurityAndTradingSessionDefinitionOrStatus
The Derivative Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request

SecurityDefinition
SecurityAndTradingSessionDefinitionOrStatus
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

SecurityDefinitionRequest
SecurityAndTradingSessionDefinitionOrStatus
The Security Definition Request message is used for the following: 1. Request a specific Security to be traded with the second party. The request security can be defined as a multileg security made up of one or more instrument legs.

SecurityList
SecurityAndTradingSessionDefinitionOrStatus
The Security List message is used to return a list of securities that matches the criteria specified in a Security List Request.

SecurityListRequest
SecurityAndTradingSessionDefinitionOrStatus
The Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request

SecurityStatus
SecurityAndTradingSessionDefinitionOrStatus
The Security Status message provides for the ability to report changes in status to a security.

SecurityStatusRequest
SecurityAndTradingSessionDefinitionOrStatus
The Security Status Request message provides for the ability to request the status of a security.

SecurityTypeRequest
SecurityAndTradingSessionDefinitionOrStatus
The Security Type Request message is used to return a list of security types available from a counterparty or market.

SecurityTypes
SecurityAndTradingSessionDefinitionOrStatus
The Security Type message is used to return a list of security types available from a counterparty or market.

TradingSessionStatus
SecurityAndTradingSessionDefinitionOrStatus
The Trading Session Status provides information on the status of a market.

TradingSessionStatusRequest
SecurityAndTradingSessionDefinitionOrStatus
The Trading Session Status Request is used to request information on the status of a market.

Heartbeat
Session
The Heartbeat monitors the status of the communication link and identifies when the last of a string of messages was not received.

Logon
Session
The logon message authenticates a user establishing a connection to a remote system.

Logout
Session
The logout message initiates or confirms the termination of a FIX session.

Reject
Session
The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation.

ResendRequest
Session
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.

SequenceReset
Session
The Sequence Reset message has two modes: Gap Fill mode and Reset mode.

TestRequest
Session
The test request message forces a heartbeat from the opposing application.

SettlementInstructionRequest
SettlementInstruction

SettlementInstructions
SettlementInstruction
The Settlement Instructions message provides the broker’s, the institution’s, or the intermediary’s instructions for trade settlement. This message has been designed so that it can be sent from the broker to the institution, from the institution to the broker, or from either to an independent “standing instructions” database or matching system or, for CIV, from an intermediary to a fund manager.

BidResponse
SingleGeneralOrderHandling
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.

DontKnowTrade
SingleGeneralOrderHandling
The Don’t Know Trade (DK) message notifies a trading partner that an electronically received execution has been rejected. This message can be thought of as an execution reject message.

ExecutionReport
SingleGeneralOrderHandling
The execution report message is used to: 1. Confirm the receipt of an order 2. Confirm changes to an existing order (i.e. accept cancel and replace requests) 3. Relay order status information 4. Relay fill information on working orders 5. Relay fill information on tradeable or restricted tradeable quotes 6. Reject orders 7. Report post-trade fees calculations associated with a trade

NewOrderSingle
SingleGeneralOrderHandling
The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution.

OrderCancelReject
SingleGeneralOrderHandling
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.

OrderCancelReplaceRequest
SingleGeneralOrderHandling
The order cancel/replace request is used to change the parameters of an existing order.

OrderCancelRequest
SingleGeneralOrderHandling
The order cancel request message requests the cancellation of all the remaining quantity of an existing order.

OrderMassCancelReport
SingleGeneralOrderHandling
The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report or Order Cancel Reject message.

OrderMassCancelRequest
SingleGeneralOrderHandling
The order mass cancel request message requests the cancellation of all the remaining quantity of a group of orders matching criteria specified within the request. NOTE: This message can only be used to cancel order messages (reduce the full quantity).

OrderMassStatusRequest
SingleGeneralOrderHandling
The order mass status request message requests the status for orders matching criteria specified within the request.

OrderStatusRequest
SingleGeneralOrderHandling
The order status request message is used by the institution to generate an order status message back from the broker.

TradeCaptureReport
TradeCapture
The Trade Capture Report message can be: • Used to report trades between counterparties. • Used to report trades to a trade matching system • Can be sent unsolicited between counterparties. • Sent as a reply to a Trade Capture Report Request. • Can be used to report unmatched and matched trades.

TradeCaptureReportAck
TradeCapture
The Trade Capture Report Ack message can be: • Used to acknowledge trade capture reports received from a counterparty • Used to reject a trade capture report received from a counterparty

TradeCaptureReportRequest
TradeCapture
Trade Capture Reporting allows sell-side firms (broker, exchange, ECN) to provide timely reporting of completed trades to an external entity not involved in the execution of the trade.

TradeCaptureReportRequestAck
TradeCapture
The Trade Capture Request Ack message is used to: • Provide an acknowledgement to a Trade Capture Report Request in the case where the Trade Capture Report Request is used to specify a subscription or delivery of reports via an out-of-band ResponseTransmissionMethod. • Provide an acknowledgement to a Trade Capture Report Request in the case when the return of the Trade Capture Reports matching that request will be delayed or delivered asynchronously. This is useful in distributed trading system environments. • Indicate that no trades were found that matched the selection criteria specified on the Trade Capture Report Request • The Trade Capture Request was invalid for some business reason, such as request is not authorized, invalid or unknown instrument, party, trading session, etc.

Advertisement

Category: Indication

Message Functionality

Advertisement messages are used to announce completed transactions.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = 7
AdvId | [1..1] | String |
AdvTransType | [1..1] | CodeSet |
AdvRefID | [0..1] | String | Required for Cancel and Replace AdvTransType messages
Instrument | [1..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
InstrmtLegGrp | [0..*] | Group | Number of legs Identifies a Multi-leg Execution if present and non-zero.
UndInstrmtGrp | [0..*] | Group | Number of underlyings
AdvSide | [1..1] | CodeSet |
Quantity | [1..1] | Qty |
QtyType | [0..1] | CodeSet |
Price | [0..1] | Price |
Currency | [0..1] | Currency |
TradeDate | [0..1] | LocalMktDate |
TransactTime | [0..1] | UTCTimestamp |
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
URLLink | [0..1] | String | A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html)
LastMkt | [0..1] | Exchange |
TradingSessionID | [0..1] | String |
TradingSessionSubID | [0..1] | String |
StandardTrailer | [1..1] | Component |

AllocationInstruction

Category: Allocation

Message Functionality

The Allocation Instruction message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts. In versions of FIX prior to version 4.4, this same message was known as the Allocation message. Note in versions of FIX prior to version 4.4, the allocation message was also used to communicate fee and expense details from the Sellside to the Buyside. This role has now been removed from the Allocation Instruction and is now performed by the new (to version 4.4) Allocation Report and Confirmation messages.,The Allocation Report message should be used for the Sell-side Initiated Allocation role as defined in previous versions of the protocol.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = J
AllocID | [1..1] | String | Unique identifier for this allocation instruction message
AllocTransType | [1..1] | CodeSet | i.e. New, Cancel, Replace
AllocType | [1..1] | CodeSet | Specifies the purpose or type of Allocation message
SecondaryAllocID | [0..1] | String | Optional second identifier for this allocation instruction (need not be unique)
RefAllocID | [0..1] | String | Required for AllocTransType = Replace or Cancel
AllocCancReplaceReason | [0..1] | CodeSet | Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation instruction
AllocIntermedReqType | [0..1] | CodeSet | Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
AllocLinkID | [0..1] | String | Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps"
AllocLinkType | [0..1] | CodeSet | Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified.
BookingRefID | [0..1] | String | Can be used with AllocType=" Ready-To-Book "
AllocNoOrdersType | [1..1] | CodeSet | Indicates how the orders being booked and allocated by this message are identified, i.e. by explicit definition in the NoOrders group or not.
OrdAllocGrp | [0..*] | Group | Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1
ExecAllocGrp | [0..*] | Group | 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.
PreviouslyReported | [0..1] | CodeSet |
ReversalIndicator | [0..1] | Boolean |
MatchType | [0..1] | CodeSet |
Side | [1..1] | CodeSet |
Instrument | [1..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
InstrumentExtension | [0..1] | Component | Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
FinancingDetails | [0..1] | Component | Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
UndInstrmtGrp | [0..*] | Group |
InstrmtLegGrp | [0..*] | Group |
Quantity | [1..1] | Qty | Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book
QtyType | [0..1] | CodeSet |
LastMkt | [0..1] | Exchange | Market of the executions.
TradeOriginationDate | [0..1] | LocalMktDate |
TradingSessionID | [0..1] | String |
TradingSessionSubID | [0..1] | String |
PriceType | [0..1] | CodeSet |
AvgPx | [1..1] | Price | For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points).
AvgParPx | [0..1] | Price |
SpreadOrBenchmarkCurveData | [0..1] | Component | Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
Currency | [0..1] | Currency | Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted.
AvgPxPrecision | [0..1] | int | Absence of this field indicates that default precision arranged by the broker/institution is to be used
Parties | [0..*] | Group | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
TradeDate | [1..1] | LocalMktDate |
TransactTime | [0..1] | UTCTimestamp | Date/time when allocation is generated
SettlType | [0..1] | CodeSet |
SettlDate | [0..1] | LocalMktDate | Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
BookingType | [0..1] | CodeSet | Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
GrossTradeAmt | [0..1] | Amt | Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice).
Concession | [0..1] | Amt |
TotalTakedown | [0..1] | Amt |
NetMoney | [0..1] | Amt | Expressed in same currency as AvgPx. Sum of AllocNetMoney.
PositionEffect | [0..1] | CodeSet |
AutoAcceptIndicator | [0..1] | Boolean | Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
NumDaysInterest | [0..1] | int | Applicable for Convertible Bonds and fixed income
AccruedInterestRate | [0..1] | Percentage | Applicable for Convertible Bonds and fixed income
AccruedInterestAmt | [0..1] | Amt | Applicable for Convertible Bonds and fixed income (REMOVED FROM THIS LOCATION AS OF FIX 4.4, REPLACED BY AllocAccruedInterest)
TotalAccruedInterestAmt | [0..1] | Amt | (Deprecated) use AccruedInterestAmt Sum of AccruedInterestAmt within repeating group.
InterestAtMaturity | [0..1] | Amt |
EndAccruedInterestAmt | [0..1] | Amt | For repurchase agreements the accrued interest on termination.
StartCash | [0..1] | Amt | For repurchase agreements the start (dirty) cash consideration
EndCash | [0..1] | Amt | For repurchase agreements the end (dirty) cash consideration
LegalConfirm | [0..1] | CodeSet |
Stipulations | [0..*] | Group |
YieldData | [0..1] | Component |
TotNoAllocs | [0..1] | int | Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented.
LastFragment | [0..1] | CodeSet | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
AllocGrp | [0..*] | Group | Indicates number of allocation groups to follow. Not required for AllocTransType=Cancel Not required for AllocType=" Ready-To-Book " or "Warehouse instruction".
StandardTrailer | [1..1] | Component |

AllocationInstructionAck

Category: Allocation

Message Functionality

In versions of FIX prior to version 4.4, this message was known as the Allocation ACK message. The Allocation Instruction Ack message is used to acknowledge the receipt of and provide status for an Allocation Instruction message.

Structure

Name
Mult.
Type
Description

StandardHeader
[1..1]
Component
MsgType = P

AllocID
[1..1]
String

Parties
[0..*]
Group
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

SecondaryAllocID
[0..1]
String
Optional second identifier for the allocation instruction being acknowledged (need not be unique)

TradeDate
[0..1]
LocalMktDate

TransactTime
[1..1]
UTCTimestamp
Date/Time Allocation Instruction Ack generated

AllocStatus
[1..1]
CodeSet
Denotes the status of the allocation instruction; received (but not yet processed), rejected (at block or account level) or accepted (and processed).

AllocRejCode
[0..1]
CodeSet
Required for AllocStatus = 1 ( block level reject) and for AllocStatus 2 (account level reject) if the individual accounts and reject reasons are not provided in this message

AllocType
[0..1]
CodeSet

AllocIntermedReqType
[0..1]
CodeSet
Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)

MatchStatus
[0..1]
CodeSet
Denotes whether the financial details provided on the Allocation Instruction were successfully matched.

Product
[0..1]
CodeSet

SecurityType
[0..1]
CodeSet

Text
[0..1]
String
Can include explanation for AllocRejCode = 7 (other)

EncodedTextLen
[0..1]
Length
Must be set if EncodedText field is specified and must immediately precede it.

EncodedText
[0..1]
data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

AllocAckGrp
[0..*]
Group
This repeating group is optionally used for messages with AllocStatus = 2 (account level reject) to provide details of the individual accounts that caused the rejection, together with reject reasons. This group should not be populated when AllocStatus has any other value. Indicates number of allocation groups to follow.

StandardTrailer
[1..1]
Component

AllocationReport

Category: Allocation

Message Functionality

Sent from sell-side to buy-side, sell-side to 3rd-party or 3rd-party to buy-side, the Allocation Report (Claim) provides account breakdown of an order or set of orders plus any additional follow-up front-office information developed post-trade during the trade allocation, matching and calculation phase. In versions of FIX prior to version 4.4, this functionality was provided through the Allocation message. Depending on the needs of the market and the timing of "confirmed" status, the role of Allocation Report can be taken over in whole or in part by the Confirmation message. Note the response to the Allocation Report message is the Allocation Report Ack message. In versions of FIX prior to version 4.4, the Allocation ACK served this purpose.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = AS
AllocReportID | [1..1] | String | Unique identifier for this message
AllocID | [0..1] | String |
AllocTransType | [1..1] | CodeSet | i.e. New, Cancel, Replace
AllocReportRefID | [0..1] | String | Required for AllocTransType = Replace or Cancel
AllocCancReplaceReason | [0..1] | CodeSet | Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation report
SecondaryAllocID | [0..1] | String | Optional second identifier for this allocation instruction (need not be unique)
AllocReportType | [1..1] | CodeSet | Specifies the purpose or type of Allocation Report message
AllocStatus | [1..1] | CodeSet |
AllocRejCode | [0..1] | CodeSet | Required for AllocStatus = 1 (rejected)
RefAllocID | [0..1] | String | Required for AllocTransType = Replace or Cancel
AllocIntermedReqType | [0..1] | CodeSet | Required if AllocReportType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
AllocLinkID | [0..1] | String | Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps"
AllocLinkType | [0..1] | CodeSet | Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified.
BookingRefID | [0..1] | String |
AllocNoOrdersType | [1..1] | CodeSet | Indicates how the orders being booked and allocated by this message are identified, i.e. by explicit definition in the NoOrders group or not.
OrdAllocGrp | [0..*] | Group | Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1
ExecAllocGrp | [0..*] | Group | 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.
PreviouslyReported | [0..1] | CodeSet |
ReversalIndicator | [0..1] | Boolean |
MatchType | [0..1] | CodeSet |
Side | [1..1] | CodeSet |
Instrument | [1..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
InstrumentExtension | [0..1] | Component | Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
FinancingDetails | [0..1] | Component | Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
UndInstrmtGrp | [0..*] | Group |
InstrmtLegGrp | [0..*] | Group |
Quantity | [1..1] | Qty | Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book
QtyType | [0..1] | CodeSet |
LastMkt | [0..1] | Exchange | Market of the executions.
TradeOriginationDate | [0..1] | LocalMktDate |
TradingSessionID | [0..1] | String |
TradingSessionSubID | [0..1] | String |
PriceType | [0..1] | CodeSet |
AvgPx | [1..1] | Price | For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points).
AvgParPx | [0..1] | Price |
SpreadOrBenchmarkCurveData | [0..1] | Component | Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
Currency | [0..1] | Currency | Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted.
AvgPxPrecision | [0..1] | int | Absence of this field indicates that default precision arranged by the broker/institution is to be used
Parties | [0..*] | Group | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
TradeDate | [1..1] | LocalMktDate |
TransactTime | [0..1] | UTCTimestamp | Date/time when allocation is generated
SettlType | [0..1] | CodeSet |
SettlDate | [0..1] | LocalMktDate | Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
BookingType | [0..1] | CodeSet | Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
GrossTradeAmt | [0..1] | Amt | Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice).
Concession | [0..1] | Amt |
TotalTakedown | [0..1] | Amt |
NetMoney | [0..1] | Amt | Expressed in same currency as AvgPx. Sum of AllocNetMoney.
PositionEffect | [0..1] | CodeSet |
AutoAcceptIndicator | [0..1] | Boolean | Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
NumDaysInterest | [0..1] | int | Applicable for Convertible Bonds and fixed income
AccruedInterestRate | [0..1] | Percentage | Applicable for Convertible Bonds and fixed income
AccruedInterestAmt | [0..1] | Amt | Sum of AllocAccruedInterestAmt within repeating group.
TotalAccruedInterestAmt | [0..1] | Amt | (Deprecated) use AccruedInterestAmt Sum of AccruedInterestAmt within repeating group.
InterestAtMaturity | [0..1] | Amt |
EndAccruedInterestAmt | [0..1] | Amt | For repurchase agreements the accrued interest on termination.
StartCash | [0..1] | Amt | For repurchase agreements the start (dirty) cash consideration
EndCash | [0..1] | Amt | For repurchase agreements the end (dirty) cash consideration
LegalConfirm | [0..1] | CodeSet |
Stipulations | [0..*] | Group |
YieldData | [0..1] | Component |
TotNoAllocs | [0..1] | int | Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented.
LastFragment | [0..1] | CodeSet | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
AllocGrp | [0..*] | Group | Indicates number of allocation groups to follow. Not required for AllocTransType=Cancel Not required for AllocReportType= "Warehouse recap".
StandardTrailer | [1..1] | Component |

AllocationReportAck

Category: Allocation

Message Functionality

The Allocation Report Ack message is used to acknowledge the receipt of and provide status for an Allocation Report message.

Structure

Name
Mult.
Type
Description

StandardHeader
[1..1]
Component
MsgType = AT

AllocReportID
[1..1]
String

AllocID
[1..1]
String

Parties
[0..*]
Group
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

SecondaryAllocID
[0..1]
String
Optional second identifier for the allocation report being acknowledged (need not be unique)

TradeDate
[0..1]
LocalMktDate

TransactTime
[1..1]
UTCTimestamp
Date/Time Allocation Report Ack generated

AllocStatus
[1..1]
CodeSet
Denotes the status of the allocation report; received (but not yet processed), rejected (at block or account level) or accepted (and processed).

AllocRejCode
[0..1]
CodeSet
Required for AllocStatus = 1 ( block level reject) and for AllocStatus 2 (account level reject) if the individual accounts and reject reasons are not provided in this message

AllocReportType
[0..1]
CodeSet

AllocIntermedReqType
[0..1]
CodeSet
Required if AllocReportType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)

MatchStatus
[0..1]
CodeSet
Denotes whether the financial details provided on the Allocation Report were successfully matched.

Product
[0..1]
CodeSet

SecurityType
[0..1]
CodeSet

Text
[0..1]
String
Can include explanation for AllocRejCode = 7 (other)

EncodedTextLen
[0..1]
Length
Must be set if EncodedText field is specified and must immediately precede it.

EncodedText
[0..1]
data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

AllocAckGrp
[0..*]
Group
This repeating group is optionally used for messages with AllocStatus = 2 (account level reject) to provide details of the individual accounts that caused the rejection, together with reject reasons. This group should not be populated where AllocStatus has any other value. Indicates number of allocation groups to follow.

StandardTrailer
[1..1]
Component

AssignmentReport

Category: PositionMaintenance

Message Functionality

Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = AW
AsgnRptID | [1..1] | String | Unique identifier for the Assignment report
TotNumAssignmentReports | [0..1] | int | Total Number of Assignment Reports being returned to a firm
LastRptRequested | [0..1] | Boolean |
Parties | [1..*] | Group | Clearing Organization Clearing Firm Contra Clearing Organization Contra Clearing Firm Position Account
Account | [0..1] | String | Customer Account
AccountType | [1..1] | CodeSet | Type of account associated with the order (Origin)
Instrument | [0..1] | Component | CFI Code - Market Indicator (col 4) used to indicate Market of Assignment
Currency | [0..1] | Currency |
InstrmtLegGrp | [0..*] | Group | Number of legs that make up the Security
UndInstrmtGrp | [0..*] | Group | Number of legs that make up the Security
PositionQty | [1..*] | Group | See definition for Position Quantity in the Proposed Component Block section above AS - Assignment Quantity
PositionAmountData | [1..*] | Group | Insert here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" FMTM - Final Mark-to-Market for Assignment
ThresholdAmount | [0..1] | PriceOffset |
SettlPrice | [1..1] | Price | Settlement Price of Option
SettlPriceType | [1..1] | CodeSet | Values = Final, Theoretical
UnderlyingSettlPrice | [1..1] | Price | Settlement Price of Underlying
ExpireDate | [0..1] | LocalMktDate | Expiration Date of Option
AssignmentMethod | [1..1] | CodeSet | Method under which assignment was conducted Values = Random, ProRata
AssignmentUnit | [0..1] | Qty | Quantity Increment used in performing assignment
OpenInterest | [1..1] | Amt | Open interest that was eligible for assignment
ExerciseMethod | [1..1] | CodeSet | Exercise Method used to in performing assignment Values = Automatic, Manual
SettlSessID | [1..1] | CodeSet | Settlement Session - EOD or Intraday
SettlSessSubID | [1..1] | String | Settlement Session enumerator
ClearingBusinessDate | [1..1] | LocalMktDate | Business date of assignment
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

BidRequest

Category: ProgramTrading

Message Functionality

The BidRequest Message can be used in one of two ways depending on which market conventions are being followed.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = k (lowercase)
BidID | [0..1] | String | Required to relate the bid response
ClientBidID | [1..1] | String |
BidRequestTransType | [1..1] | CodeSet | Identifies the Bid Request message transaction type
ListName | [0..1] | String |
TotNoRelatedSym | [1..1] | int |
BidType | [1..1] | CodeSet | e.g. "Non Disclosed", "Disclosed", No Bidding Process
NumTickets | [0..1] | int | Total number of tickets/allocations assuming fully executed
Currency | [0..1] | Currency | Used to represent the currency of monetary amounts.
SideValue1 | [0..1] | Amt | Expressed in Currency
SideValue2 | [0..1] | Amt | Expressed in Currency
BidDescReqGrp | [0..*] | Group | Used if BidType="Non Disclosed"
BidCompReqGrp | [0..*] | Group | Used if BidType="Disclosed"
LiquidityIndType | [0..1] | CodeSet |
WtAverageLiquidity | [0..1] | Percentage | Overall weighted average liquidity expressed as a % of average daily volume
ExchangeForPhysical | [0..1] | CodeSet |
OutMainCntryUIndex | [0..1] | Amt | % value of stocks outside main country in Currency
CrossPercent | [0..1] | Percentage | % of program that crosses in Currency
ProgRptReqs | [0..1] | CodeSet |
ProgPeriodInterval | [0..1] | int | Time in minutes between each ListStatus report sent by SellSide. Zero means don’t send status.
IncTaxInd | [0..1] | CodeSet | Net/Gross
ForexReq | [0..1] | CodeSet | Is foreign exchange required
NumBidders | [0..1] | int | Indicates the total number of bidders on the list
TradeDate | [0..1] | LocalMktDate |
BidTradeType | [1..1] | CodeSet |
BasisPxType | [1..1] | CodeSet |
StrikeTime | [0..1] | UTCTimestamp | Used when BasisPxType = "C"
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

BidResponse

Category: SingleGeneralOrderHandling

Message Functionality

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.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = l (lowercase L)
BidID | [0..1] | String |
ClientBidID | [0..1] | String |
BidCompRspGrp | [1..*] | Group | Number of bid repeating groups
StandardTrailer | [1..1] | Component |

BusinessMessageReject

Category: Common

Message Functionality

The message usage documentation for BusinessMessageReject

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = j (lowercase)
RefSeqNum | [0..1] | SeqNum | MsgSeqNum of rejected message
RefMsgType | [1..1] | String | The MsgType of the FIX message being referenced.
BusinessRejectRefID | [0..1] | String | 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.
BusinessRejectReason | [1..1] | CodeSet | Code to identify reason for a Business Message Reject message.
Text | [0..1] | String | Where possible, message to explain reason for rejection
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

CollateralAssignment

Category: CollateralManagement

Message Functionality

Used to assign collateral to cover a trading position. This message can be sent unsolicited or in reply to a Collateral Request message.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = AY
CollAsgnID | [1..1] | String | Unique Identifer for collateral assignment
CollReqID | [0..1] | String | Identifer of CollReqID to which the Collateral Assignment is in response
CollAsgnReason | [1..1] | CodeSet | Reason for collateral assignment
CollAsgnTransType | [1..1] | CodeSet | Collateral Transaction Type
CollAsgnRefID | [0..1] | String | Collateral assignment to which this transaction refers
TransactTime | [1..1] | UTCTimestamp |
ExpireTime | [0..1] | UTCTimestamp | For an Initial assignment, time by which a response is expected
Parties | [0..*] | Group |
Account | [0..1] | String | Customer Account
AccountType | [0..1] | CodeSet | Type of account associated with the order (Origin)
ClOrdID | [0..1] | String | Identifier fo order for which collateral is required
OrderID | [0..1] | String | Identifier fo order for which collateral is required
SecondaryOrderID | [0..1] | String | Identifier fo order for which collateral is required
SecondaryClOrdID | [0..1] | String | Identifier fo order for which collateral is required
ExecCollGrp | [0..*] | Group | Executions for which collateral is required
TrdCollGrp | [0..*] | Group | Trades for which collateral is required
Instrument | [0..1] | Component | Insert here the set of "Instrument" fields defined in "Common Components of Application Messages"
FinancingDetails | [0..1] | Component | Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
SettlDate | [0..1] | LocalMktDate |
Quantity | [0..1] | Qty |
QtyType | [0..1] | CodeSet |
Currency | [0..1] | Currency |
InstrmtLegGrp | [0..*] | Group | Number of legs that make up the Security
UndInstrmtCollGrp | [0..*] | Group | Number of legs that make up the Security
MarginExcess | [0..1] | Amt |
TotalNetValue | [0..1] | Amt |
CashOutstanding | [0..1] | Amt |
TrdRegTimestamps | [0..*] | Group | Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages"
Side | [0..1] | CodeSet |
MiscFeesGrp | [0..*] | Group | Required if any miscellaneous fees are reported. Indicates number of repeating entries ** Nested Repeating Group follows **
Price | [0..1] | Price |
PriceType | [0..1] | CodeSet |
AccruedInterestAmt | [0..1] | Amt |
EndAccruedInterestAmt | [0..1] | Amt |
StartCash | [0..1] | Amt |
EndCash | [0..1] | Amt |
SpreadOrBenchmarkCurveData | [0..1] | Component | Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
Stipulations | [0..*] | Group | Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages"
SettlInstructionsData | [0..1] | Component | Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages"
TradingSessionID | [0..1] | String | Trading Session in which trade occurred
TradingSessionSubID | [0..1] | String | Trading Session Subid in which trade occurred
SettlSessID | [0..1] | CodeSet |
SettlSessSubID | [0..1] | String |
ClearingBusinessDate | [0..1] | LocalMktDate |
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

CollateralInquiry

Category: CollateralManagement

Message Functionality

Used to inquire for collateral status

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = BB
CollInquiryID | [0..1] | String | Identifier for the collateral inquiry to which this message is a reply
CollInqQualGrp | [0..*] | Group | Number of qualifiers to inquiry
SubscriptionRequestType | [0..1] | CodeSet | Used to subscribe / unsubscribe for collateral status reports. If the field is absent, the default will be snapshot request only - no subscription.
ResponseTransportType | [0..1] | CodeSet | Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
ResponseDestination | [0..1] | String | URI destination name. Used if ResponseTransportType is out-of-band.
Parties | [0..*] | Group |
Account | [0..1] | String | Customer Account
AccountType | [0..1] | CodeSet | Type of account associated with the order (Origin)
ClOrdID | [0..1] | String | Identifier fo order for which collateral is required
OrderID | [0..1] | String | Identifier fo order for which collateral is required
SecondaryOrderID | [0..1] | String | Identifier fo order for which collateral is required
SecondaryClOrdID | [0..1] | String | Identifier fo order for which collateral is required
ExecCollGrp | [0..*] | Group | Executions for which collateral is required
TrdCollGrp | [0..*] | Group | Trades for which collateral is required
Instrument | [0..1] | Component | Insert here the set of "Instrument" fields defined in "Common Components of Application Messages"
FinancingDetails | [0..1] | Component | Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
SettlDate | [0..1] | LocalMktDate |
Quantity | [0..1] | Qty |
QtyType | [0..1] | CodeSet |
Currency | [0..1] | Currency |
InstrmtLegGrp | [0..*] | Group | Number of legs that make up the Security
UndInstrmtGrp | [0..*] | Group | Number of legs that make up the Security
MarginExcess | [0..1] | Amt |
TotalNetValue | [0..1] | Amt |
CashOutstanding | [0..1] | Amt |
TrdRegTimestamps | [0..*] | Group | Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages"
Side | [0..1] | CodeSet |
Price | [0..1] | Price |
PriceType | [0..1] | CodeSet |
AccruedInterestAmt | [0..1] | Amt |
EndAccruedInterestAmt | [0..1] | Amt |
StartCash | [0..1] | Amt |
EndCash | [0..1] | Amt |
SpreadOrBenchmarkCurveData | [0..1] | Component | Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
Stipulations | [0..*] | Group | Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages"
SettlInstructionsData | [0..1] | Component | Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages"
TradingSessionID | [0..1] | String | Trading Session in which trade occurred
TradingSessionSubID | [0..1] | String | Trading Session Subid in which trade occurred
SettlSessID | [0..1] | CodeSet |
SettlSessSubID | [0..1] | String |
ClearingBusinessDate | [0..1] | LocalMktDate |
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

CollateralInquiryAck

Category: CollateralManagement

Message Functionality

Used to respond to a Collateral Inquiry

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = BG
CollInquiryID | [1..1] | String | Identifier for the collateral inquiry to which this message is a reply
CollInquiryStatus | [1..1] | CodeSet | Status of the Collateral Inquiry referenced by CollInquiryID
CollInquiryResult | [0..1] | CodeSet | Result of the Collateral Inquriy referenced by CollInquiryID - specifies any errors or warnings
CollInqQualGrp | [0..*] | Group | Number of qualifiers to inquiry
TotNumReports | [0..1] | int | Total number of reports generated in response to this inquiry
Parties | [0..*] | Group |
Account | [0..1] | String | Customer Account
AccountType | [0..1] | CodeSet | Type of account associated with the order (Origin)
ClOrdID | [0..1] | String | Identifier fo order for which collateral is required
OrderID | [0..1] | String | Identifier fo order for which collateral is required
SecondaryOrderID | [0..1] | String | Identifier fo order for which collateral is required
SecondaryClOrdID | [0..1] | String | Identifier fo order for which collateral is required
ExecCollGrp | [0..*] | Group | Executions for which collateral is required
TrdCollGrp | [0..*] | Group | Trades for which collateral is required
Instrument | [0..1] | Component | Insert here the set of "Instrument" fields defined in "Common Components of Application Messages"
FinancingDetails | [0..1] | Component | Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
SettlDate | [0..1] | LocalMktDate |
Quantity | [0..1] | Qty |
QtyType | [0..1] | CodeSet |
Currency | [0..1] | Currency |
InstrmtLegGrp | [0..*] | Group | Number of legs that make up the Security
UndInstrmtGrp | [0..*] | Group | Number of legs that make up the Security
TradingSessionID | [0..1] | String | Trading Session in which trade occurred
TradingSessionSubID | [0..1] | String | Trading Session Subid in which trade occurred
SettlSessID | [0..1] | CodeSet |
SettlSessSubID | [0..1] | String |
ClearingBusinessDate | [0..1] | LocalMktDate |
ResponseTransportType | [0..1] | CodeSet | Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
ResponseDestination | [0..1] | String | URI destination name. Used if ResponseTransportType is out-of-band.
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

CollateralReport

Category: CollateralManagement

Message Functionality

Used to report collateral status when responding to a Collateral Inquiry message.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = BA
CollRptID | [1..1] | String | Unique Identifer for collateral report
CollInquiryID | [0..1] | String | Identifier for the collateral inquiry to which this message is a reply
CollStatus | [1..1] | CodeSet | Collateral status
TotNumReports | [0..1] | int |
LastRptRequested | [0..1] | Boolean |
Parties | [0..*] | Group |
Account | [0..1] | String | Customer Account
AccountType | [0..1] | CodeSet | Type of account associated with the order (Origin)
ClOrdID | [0..1] | String | Identifier fo order for which collateral is required
OrderID | [0..1] | String | Identifier fo order for which collateral is required
SecondaryOrderID | [0..1] | String | Identifier fo order for which collateral is required
SecondaryClOrdID | [0..1] | String | Identifier fo order for which collateral is required
ExecCollGrp | [0..*] | Group | Executions for which collateral is required
TrdCollGrp | [0..*] | Group | Trades for which collateral is required
Instrument | [0..1] | Component | Insert here the set of "Instrument" fields defined in "Common Components of Application Messages"
FinancingDetails | [0..1] | Component | Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
SettlDate | [0..1] | LocalMktDate |
Quantity | [0..1] | Qty |
QtyType | [0..1] | CodeSet |
Currency | [0..1] | Currency |
InstrmtLegGrp | [0..*] | Group | Number of legs that make up the Security
UndInstrmtGrp | [0..*] | Group | Number of legs that make up the Security
MarginExcess | [0..1] | Amt |
TotalNetValue | [0..1] | Amt |
CashOutstanding | [0..1] | Amt |
TrdRegTimestamps | [0..*] | Group | Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages"
Side | [0..1] | CodeSet |
MiscFeesGrp | [0..*] | Group | Required if any miscellaneous fees are reported. Indicates number of repeating entries ** Nested Repeating Group follows **
Price | [0..1] | Price |
PriceType | [0..1] | CodeSet |
AccruedInterestAmt | [0..1] | Amt |
EndAccruedInterestAmt | [0..1] | Amt |
StartCash | [0..1] | Amt |
EndCash | [0..1] | Amt |
SpreadOrBenchmarkCurveData | [0..1] | Component | Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
Stipulations | [0..*] | Group | Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages"
SettlInstructionsData | [0..1] | Component | Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages"
TradingSessionID | [0..1] | String | Trading Session in which trade occurred
TradingSessionSubID | [0..1] | String | Trading Session Subid in which trade occurred
SettlSessID | [0..1] | CodeSet |
SettlSessSubID | [0..1] | String |
ClearingBusinessDate | [0..1] | LocalMktDate |
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

CollateralRequest

Category: CollateralManagement

Message Functionality

An initiator that requires collateral from a respondent sends a Collateral Request. The initiator can be either counterparty to a trade in a two party model or an intermediary such as an ATS or clearinghouse in a three party model. A Collateral Assignment is expected as a response to a request for collateral.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = AX
CollReqID | [1..1] | String | Unique identifier for collateral request
CollAsgnReason | [1..1] | CodeSet | Reason collateral assignment is being requested
TransactTime | [1..1] | UTCTimestamp |
ExpireTime | [0..1] | UTCTimestamp | Time until when Respondent has to assign collateral
Parties | [0..*] | Group |
Account | [0..1] | String | Customer Account
AccountType | [0..1] | CodeSet | Type of account associated with the order (Origin)
ClOrdID | [0..1] | String | Identifier fo order for which collateral is required
OrderID | [0..1] | String | Identifier fo order for which collateral is required
SecondaryOrderID | [0..1] | String | Identifier fo order for which collateral is required
SecondaryClOrdID | [0..1] | String | Identifier fo order for which collateral is required
ExecCollGrp | [0..*] | Group | Executions for which collateral is required
TrdCollGrp | [0..*] | Group | Trades for which collateral is required
Instrument | [0..1] | Component | Instrument that was traded for which collateral is required
FinancingDetails | [0..1] | Component | Details of the Agreement and Deal
SettlDate | [0..1] | LocalMktDate |
Quantity | [0..1] | Qty |
QtyType | [0..1] | CodeSet |
Currency | [0..1] | Currency |
InstrmtLegGrp | [0..*] | Group | Number of legs that make up the Security
UndInstrmtCollGrp | [0..*] | Group | Number of legs that make up the Security
MarginExcess | [0..1] | Amt |
TotalNetValue | [0..1] | Amt |
CashOutstanding | [0..1] | Amt |
TrdRegTimestamps | [0..*] | Group | Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages"
Side | [0..1] | CodeSet |
MiscFeesGrp | [0..*] | Group | Required if any miscellaneous fees are reported. Indicates number of repeating entries ** Nested Repeating Group follows **
Price | [0..1] | Price |
PriceType | [0..1] | CodeSet |
AccruedInterestAmt | [0..1] | Amt |
EndAccruedInterestAmt | [0..1] | Amt |
StartCash | [0..1] | Amt |
EndCash | [0..1] | Amt |
SpreadOrBenchmarkCurveData | [0..1] | Component | Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
Stipulations | [0..*] | Group | Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages"
TradingSessionID | [0..1] | String | Trading Session in which trade occurred
TradingSessionSubID | [0..1] | String | Trading Session Subid in which trade occurred
SettlSessID | [0..1] | CodeSet |
SettlSessSubID | [0..1] | String |
ClearingBusinessDate | [0..1] | LocalMktDate |
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

CollateralResponse

Category: CollateralManagement

Message Functionality

Used to respond to a Collateral Assignment message

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = AZ
CollRespID | [1..1] | String | Unique identifer for the collateral response
CollAsgnID | [1..1] | String | Collateral assignment to which this response refers
CollReqID | [0..1] | String | Identifer of CollReqID to which the Collateral Assignment is in response
CollAsgnReason | [1..1] | CodeSet | Reason collateral assignment is being requested
CollAsgnTransType | [0..1] | CodeSet | Collateral Transaction Type - not recommended because it causes confusion
CollAsgnRespType | [1..1] | CodeSet | Collateral Assignment Response Type
CollAsgnRejectReason | [0..1] | CodeSet | Reason Colllateral Assignment was rejected
TransactTime | [1..1] | UTCTimestamp |
Parties | [0..*] | Group |
Account | [0..1] | String | Customer Account
AccountType | [0..1] | CodeSet | Type of account associated with the order (Origin)
ClOrdID | [0..1] | String | Identifier fo order for which collateral is required
OrderID | [0..1] | String | Identifier fo order for which collateral is required
SecondaryOrderID | [0..1] | String | Identifier fo order for which collateral is required
SecondaryClOrdID | [0..1] | String | Identifier fo order for which collateral is required
ExecCollGrp | [0..*] | Group | Executions for which collateral is required
TrdCollGrp | [0..*] | Group | Trades for which collateral is required
Instrument | [0..1] | Component | Insert here the set of "Instrument" fields defined in "Common Components of Application Messages"
FinancingDetails | [0..1] | Component | Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
SettlDate | [0..1] | LocalMktDate |
Quantity | [0..1] | Qty |
QtyType | [0..1] | CodeSet |
Currency | [0..1] | Currency |
InstrmtLegGrp | [0..*] | Group | Number of legs that make up the Security
UndInstrmtCollGrp | [0..*] | Group | Number of legs that make up the Security
MarginExcess | [0..1] | Amt |
TotalNetValue | [0..1] | Amt |
CashOutstanding | [0..1] | Amt |
TrdRegTimestamps | [0..*] | Group | Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages"
Side | [0..1] | CodeSet |
MiscFeesGrp | [0..*] | Group | Required if any miscellaneous fees are reported. Indicates number of repeating entries ** Nested Repeating Group follows **
Price | [0..1] | Price |
PriceType | [0..1] | CodeSet |
AccruedInterestAmt | [0..1] | Amt |
EndAccruedInterestAmt | [0..1] | Amt |
StartCash | [0..1] | Amt |
EndCash | [0..1] | Amt |
SpreadOrBenchmarkCurveData | [0..1] | Component | Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
Stipulations | [0..*] | Group | Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages"
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

Confirmation

Category: Confirmation

Message Functionality

The Confirmation messages are used to provide individual trade level confirmations from the sell side to the buy side. In versions of FIX prior to version 4.4, this role was performed by the allocation message. Unlike the allocation message, the confirmation message operates at an allocation account (trade) level rather than block level, allowing for the affirmation or rejection of individual confirmations. This message is also used to report back, confirm or exception, the booking status of each allocation instance. When the buy-side, in response, "affirms" with the ConfirmationAck message, the trade is ready to settle.

Structure

Name
Mult.
Type
Description

StandardHeader
[1..1]
Component
MsgType = AK

ConfirmID
[1..1]
String
Unique ID for this message

ConfirmRefID
[0..1]
String
Mandatory if ConfirmTransType is Replace or Cancel

ConfirmReqID
[0..1]
String
Only used when this message is used to respond to a confirmation request (to which this ID refers)

ConfirmTransType
[1..1]
CodeSet
New, Cancel or Replace

ConfirmType
[1..1]
CodeSet
Denotes whether this message represents a confirmation or a trade status message

CopyMsgIndicator
[0..1]
Boolean
Denotes whether or not this message represents copy confirmation (or status message) Absence of this field indicates message is not a drop copy.

LegalConfirm
[0..1]
CodeSet
Denotes whether this message represents the legally binding confirmation Absence of this field indicates message is not a legal confirm.

ConfirmStatus
[1..1]
CodeSet

Parties
[0..*]
Group
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Required for fixed income Also to be used in associated with ProcessCode for broker of credit (e.g. for directed brokerage trades) Also to be used to specify party-specific regulatory details (e.g. full legal name of contracting legal entity, registered address, regulatory status, any registration details)

OrdAllocGrp
[0..*]
Group
Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1

AllocID
[0..1]
String
Used to refer to an earlier Allocation Instruction.

SecondaryAllocID
[0..1]
String
Used to refer to an earlier Allocation Instruction via its secondary identifier

IndividualAllocID
[0..1]
String
Used to refer to an allocation account within an earlier Allocation Instruction.

TransactTime
[1..1]
UTCTimestamp
Represents the time this message was generated

TradeDate
[1..1]
LocalMktDate

TrdRegTimestamps
[0..*]
Group
Time of last execution being confirmed by this message

Instrument
[1..1]
Component
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

InstrumentExtension
[0..1]
Component
Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"

FinancingDetails
[0..1]
Component
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"

UndInstrmtGrp
[1..*]
Group
Indicates number of repeating entries. ** Nested Repeating Group follows **

InstrmtLegGrp
[1..*]
Group
Indicates number of repeating entries. ** Nested Repeating Group follows **

YieldData
[0..1]
Component
If traded on Yield, price must be calculated "to worst" and the <Yield> component block must specify how calculated, redemption date and price (if not par). If traded on Price, the <Yield> component block must specify how calculated - "Worst", and include redemptiondate and price (if not par).

AllocQty
[1..1]
Qty
The quantity being confirmed by this message (this is at a trade level, not block or order level)

QtyType
[0..1]
CodeSet

Side
[1..1]
CodeSet

Currency
[0..1]
Currency

LastMkt
[0..1]
Exchange

CpctyConfGrp
[1..*]
Group
Indicates number of repeating entries. ** Nested Repeating Group follows **

AllocAccount
[1..1]
String
Account number for the trade being confirmed by this message

AllocAcctIDSource
[0..1]
CodeSet

AllocAccountType
[0..1]
CodeSet

AvgPx
[1..1]
Price
Gross price for the trade being confirmed Always expressed in percent-of-par for Fixed Income

AvgPxPrecision
[0..1]
int
Absence of this field indicates that default precision arranged by the broker/institution is to be used

PriceType
[0..1]
CodeSet
Price type for the AvgPx field

AvgParPx
[0..1]
Price

SpreadOrBenchmarkCurveData
[0..1]
Component
Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"

ReportedPx
[0..1]
Price
Reported price (may be different to AvgPx in the event of a marked-up or marked-down principal trade)

Text
[0..1]
String

EncodedTextLen
[0..1]
Length

EncodedText
[0..1]
data

ProcessCode
[0..1]
CodeSet
Used to identify whether the trade was a soft dollar trade, step in/out etc. Broker of credit, where relevant, can be specified using the Parties nested block above.

GrossTradeAmt
[1..1]
Amt

NumDaysInterest
[0..1]
int

ExDate
[0..1]
LocalMktDate
Optional "next coupon date" for Fixed Income

AccruedInterestRate
[0..1]
Percentage

AccruedInterestAmt
[0..1]
Amt
Required for Fixed Income products that trade with accrued interest

InterestAtMaturity
[0..1]
Amt
Required for Fixed Income products that pay lump sum interest at maturity

EndAccruedInterestAmt
[0..1]
Amt
For repurchase agreements the accrued interest on termination.

StartCash
[0..1]
Amt
For repurchase agreements the start (dirty) cash consideration

EndCash
[0..1]
Amt
For repurchase agreements the end (dirty) cash consideration

Concession
[0..1]
Amt

TotalTakedown
[0..1]
Amt

NetMoney
[1..1]
Amt

MaturityNetMoney
[0..1]
Amt
Net Money at maturity if Zero Coupon and maturity value is different from par value

SettlCurrAmt
[0..1]
Amt

SettlCurrency
[0..1]
Currency

SettlCurrFxRate
[0..1]
float

SettlCurrFxRateCalc
[0..1]
CodeSet

SettlType
[0..1]
CodeSet

SettlDate
[0..1]
LocalMktDate

SettlInstructionsData
[0..1]
Component
Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Used to communicate settlement instructions for this Confirmation.

CommissionData
[0..1]
Component

SharedCommission
[0..1]
Amt
Used to identify any commission shared with a third party (e.g. directed brokerage)

Stipulations
[0..*]
Group

MiscFeesGrp
[0..*]
Group
Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group. ** Nested Repeating Group follows **

StandardTrailer
[1..1]
Component

ConfirmationAck

Category: Confirmation

Message Functionality

The Confirmation Ack (aka Affirmation) message is used to respond to a Confirmation message.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = AU
ConfirmID | [1..1] | String |
TradeDate | [1..1] | LocalMktDate |
TransactTime | [1..1] | UTCTimestamp | Date/Time Allocation Instruction Ack generated
AffirmStatus | [1..1] | CodeSet |
ConfirmRejReason | [0..1] | CodeSet | Conditionally required for AffirmStatus = 2 (Confirm rejected)
MatchStatus | [0..1] | CodeSet | Denotes whether the financial details provided on the Confirmation were successfully matched.
Text | [0..1] | String | Can include explanation for AllocRejCode = 7 (other)
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

ConfirmationRequest

Category: Confirmation

Message Functionality

The Confirmation Request message is used to request a Confirmation message.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = BH
ConfirmReqID | [1..1] | String | Unique identifier for this message
ConfirmType | [1..1] | CodeSet | Denotes whether this message is being used to request a confirmation or a trade status message
OrdAllocGrp | [0..*] | Group | Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1
AllocID | [0..1] | String | Used to refer to an earlier Allocation Instruction.
SecondaryAllocID | [0..1] | String | Used to refer to an earlier Allocation Instruction via its secondary identifier
IndividualAllocID | [0..1] | String | Used to refer to an allocation account within an earlier Allocation Instruction.
TransactTime | [1..1] | UTCTimestamp | Represents the time this message was generated
AllocAccount | [0..1] | String | Account number for the trade being confirmed by this message
AllocAcctIDSource | [0..1] | CodeSet |
AllocAccountType | [0..1] | CodeSet |
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length |
EncodedText | [0..1] | data |
StandardTrailer | [1..1] | Component |

CrossOrderCancelReplaceRequest

Category: CrossOrders

Message Functionality

Used to modify a cross order previously submitted using the New Order - Cross message. See Order Cancel Replace Request for details concerning message usage.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = t (lowercase T)
OrderID | [0..1] | String | Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
CrossID | [1..1] | String | CrossID for the replacement order
OrigCrossID | [1..1] | String | Must match the CrossID of the previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace.
CrossType | [1..1] | CodeSet |
CrossPrioritization | [1..1] | CodeSet |
SideCrossOrdModGrp | [1..*] | Group | Must be 1 or 2
Instrument | [1..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
UndInstrmtGrp | [0..*] | Group | Number of underlyings
InstrmtLegGrp | [0..*] | Group | Number of Legs
SettlType | [0..1] | CodeSet |
SettlDate | [0..1] | LocalMktDate | Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
HandlInst | [0..1] | CodeSet |
ExecInst | [0..1] | CodeSet | 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.
MinQty | [0..1] | Qty |
MaxFloor | [0..1] | Qty |
ExDestination | [0..1] | Exchange |
TrdgSesGrp | [0..*] | Group | Specifies the number of repeating TradingSessionIDs
ProcessCode | [0..1] | CodeSet | Used to identify soft trades at order entry.
PrevClosePx | [0..1] | Price | Useful for verifying security identification
LocateReqd | [0..1] | CodeSet | Required for short sell orders
TransactTime | [1..1] | UTCTimestamp | Time this order request was initiated/released by the trader, trading system, or intermediary.
Stipulations | [0..*] | Group | Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"
OrdType | [1..1] | CodeSet |
PriceType | [0..1] | CodeSet |
Price | [0..1] | Price | 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.
StopPx | [0..1] | Price | Required for OrdType = "Stop" or OrdType = "Stop limit".
SpreadOrBenchmarkCurveData | [0..1] | Component | Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"
YieldData | [0..1] | Component | Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"
Currency | [0..1] | Currency |
ComplianceID | [0..1] | String |
IOIID | [0..1] | String | Required for Previously Indicated Orders (OrdType=E)
QuoteID | [0..1] | String | Required for Previously Quoted Orders (OrdType=D)
TimeInForce | [0..1] | CodeSet | Absence of this field indicates Day order
EffectiveTime | [0..1] | UTCTimestamp | Can specify the time at which the order should be considered valid
ExpireDate | [0..1] | LocalMktDate | Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
ExpireTime | [0..1] | UTCTimestamp | Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
GTBookingInst | [0..1] | CodeSet | States whether executions are booked out or accumulated on a partially filled GT order
MaxShow | [0..1] | Qty |
PegInstructions | [0..1] | Component | Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"
DiscretionInstructions | [0..1] | Component | Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
TargetStrategy | [0..1] | CodeSet | The target strategy of the order
TargetStrategyParameters | [0..1] | String | For further specification of the TargetStrategy
ParticipationRate | [0..1] | Percentage | Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)
CancellationRights | [0..1] | CodeSet | For CIV - Optional
MoneyLaunderingStatus | [0..1] | CodeSet |
RegistID | [0..1] | String | Reference to Registration Instructions message for this Order.
Designation | [0..1] | String | Supplementary registration information for this Order
StandardTrailer | [1..1] | Component |

CrossOrderCancelRequest

Category: CrossOrders

Message Functionality

Used to fully cancel the remaining open quantity of a cross order.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = u (lowercase U)
OrderID | [0..1] | String | Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
CrossID | [1..1] | String | CrossID for the replacement order
OrigCrossID | [1..1] | String | Must match the CrossID of previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace.
CrossType | [1..1] | CodeSet |
CrossPrioritization | [1..1] | CodeSet |
SideCrossOrdCxlGrp | [1..*] | Group | Must be 1 or 2
Instrument | [1..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
UndInstrmtGrp | [0..*] | Group | Number of underlyings
InstrmtLegGrp | [0..*] | Group | Number of Leg
TransactTime | [1..1] | UTCTimestamp | Time this order request was initiated/released by the trader, trading system, or intermediary.
StandardTrailer | [1..1] | Component |

DerivativeSecurityList

Category: SecurityAndTradingSessionDefinitionOrStatus

Message Functionality

The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = AA (2 A's)
SecurityReqID | [1..1] | String |
SecurityResponseID | [1..1] | String | Identifier for the Derivative Security List message
SecurityRequestResult | [1..1] | CodeSet | Result of the Security Request identified by SecurityReqID
UnderlyingInstrument | [0..1] | Component | Underlying security for which derivatives are being returned
TotNoRelatedSym | [0..1] | int | Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required.
LastFragment | [0..1] | CodeSet | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
RelSymDerivSecGrp | [0..*] | Group | Specifies the number of repeating symbols (instruments) specified
StandardTrailer | [1..1] | Component |

DerivativeSecurityListRequest

Category: SecurityAndTradingSessionDefinitionOrStatus

Message Functionality

The Derivative Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = z (lowercase Z)
SecurityReqID | [1..1] | String |
SecurityListRequestType | [1..1] | CodeSet |
UnderlyingInstrument | [0..1] | Component | Specifies the underlying instrument
SecuritySubType | [0..1] | String |
Currency | [0..1] | Currency |
Text | [0..1] | String | Comment, instructions, or other identifying information.
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
TradingSessionID | [0..1] | String | Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable.
TradingSessionSubID | [0..1] | String |
SubscriptionRequestType | [0..1] | CodeSet | Subscribe or unsubscribe for security status to security specified in request.
StandardTrailer | [1..1] | Component |

DontKnowTrade

Category: SingleGeneralOrderHandling

Message Functionality

The Don’t Know Trade (DK) message notifies a trading partner that an electronically received execution has been rejected. This message can be thought of as an execution reject message.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = Q
OrderID | [1..1] | String | Broker Order ID as identified on problem execution
SecondaryOrderID | [0..1] | String |
ExecID | [1..1] | String | Execution ID of problem execution
DKReason | [1..1] | CodeSet |
Instrument | [1..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
UndInstrmtGrp | [0..*] | Group | Number of underlyings
InstrmtLegGrp | [0..*] | Group | Number of Legs
Side | [1..1] | CodeSet |
OrderQtyData | [1..1] | Component | Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
LastQty | [0..1] | Qty | Required if specified on the ExecutionRpt
LastPx | [0..1] | Price | Required if specified on the ExecutionRpt
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

Email

Category: EventCommunication

Message Functionality

The email message is similar to the format and purpose of the News message, however, it is intended for private use between two parties.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = C
EmailThreadID | [1..1] | String | Unique identifier for the email message thread
EmailType | [1..1] | CodeSet |
OrigTime | [0..1] | UTCTimestamp |
Subject | [1..1] | String | Specifies the Subject text
EncodedSubjectLen | [0..1] | Length | Must be set if EncodedSubject field is specified and must immediately precede it.
EncodedSubject | [0..1] | data | Encoded (non-ASCII characters) representation of the Subject field in the encoded format specified via the MessageEncoding field.
RoutingGrp | [0..*] | Group | Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group.
InstrmtGrp | [0..*] | Group | Specifies the number of repeating symbols (instruments) specified
UndInstrmtGrp | [0..*] | Group | Number of underlyings
InstrmtLegGrp | [0..*] | Group | Number of legs Identifies a Multi-leg Execution if present and non-zero.
OrderID | [0..1] | String |
ClOrdID | [0..1] | String |
LinesOfTextGrp | [1..*] | Group | Specifies the number of repeating lines of text specified
RawDataLength | [0..1] | Length |
RawData | [0..1] | data |
StandardTrailer | [1..1] | Component |

ExecutionReport

Category: SingleGeneralOrderHandling

Message Functionality

The execution report message is used to: 1. Confirm the receipt of an order 2. Confirm changes to an existing order (i.e. accept cancel and replace requests) 3. Relay order status information 4. Relay fill information on working orders 5. Relay fill information on tradeable or restricted tradeable quotes 6. Reject orders 7. Report post-trade fees calculations associated with a trade

Structure

Name
Mult.
Type
Description

StandardHeader
[1..1]
Component
MsgType = 8

OrderID
[1..1]
String
OrderID is required to be unique for each chain of orders.

SecondaryOrderID
[0..1]
String
Can be used to provide order id used by exchange or executing system.

SecondaryClOrdID
[0..1]
String

SecondaryExecID
[0..1]
String

ClOrdID
[0..1]
String
Required for executions against electronically submitted orders which were assigned an ID by the institution or intermediary. Not required for orders manually entered by the broker or fund manager (for CIV orders).

OrigClOrdID
[0..1]
String
Conditionally required for response to an electronic Cancel or Cancel/Replace request (ExecType=PendingCancel, Replace, or Canceled). ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order.

ClOrdLinkID
[0..1]
String

QuoteRespID
[0..1]
String
Required if responding to a QuoteResponse message. Echo back the Initiator’s value specified in the message.

OrdStatusReqID
[0..1]
String
Required if responding to and if provided on the Order Status Request message. Echo back the value provided by the requester.

MassStatusReqID
[0..1]
String
Required if responding to an Order Mass Status Request. Echo back the value provided by the requester.

TotNumReports
[0..1]
int
Can be used when responding to an Order Mass Status Request to identify the total number of Execution Reports which will be returned.

LastRptRequested
[0..1]
Boolean
Can be used when responding to an Order Mass Status Request to indicate that this is the last Execution Reports which will be returned as a result of the request.

Parties
[0..*]
Group
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

TradeOriginationDate
[0..1]
LocalMktDate

ContraGrp
[0..*]
Group
Number of ContraBrokers repeating group instances.

ListID
[0..1]
String
Required for executions against orders which were submitted as part of a list.

CrossID
[0..1]
String
CrossID for the replacement order

OrigCrossID
[0..1]
String
Must match original cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace.

CrossType
[0..1]
CodeSet

ExecID
[1..1]
String
Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) forExecType=I (Order Status)).

ExecRefID
[0..1]
String
Required for Trade Cancel and Trade Correct ExecType messages

ExecType
[1..1]
CodeSet
Describes the purpose of the execution report.

OrdStatus
[1..1]
CodeSet
Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx

WorkingIndicator
[0..1]
CodeSet
For optional use with OrdStatus = 0 (New)

OrdRejReason
[0..1]
CodeSet
For optional use with ExecType = 8 (Rejected)

ExecRestatementReason
[0..1]
CodeSet
Required for ExecType = D (Restated).

Account
[0..1]
String
Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary

AcctIDSource
[0..1]
CodeSet

AccountType
[0..1]
CodeSet
Specifies type of account

DayBookingInst
[0..1]
CodeSet

BookingUnit
[0..1]
CodeSet

PreallocMethod
[0..1]
CodeSet

SettlType
[0..1]
CodeSet

SettlDate
[0..1]
LocalMktDate
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.

CashMargin
[0..1]
CodeSet

ClearingFeeIndicator
[0..1]
CodeSet

Instrument
[1..1]
Component
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

FinancingDetails
[0..1]
Component
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"

UndInstrmtGrp
[0..*]
Group
Number of underlyings

Side
[1..1]
CodeSet

Stipulations
[0..*]
Group
Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"

QtyType
[0..1]
CodeSet

OrderQtyData
[0..1]
Component
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" **Note: OrderQty field is required for Single Instrument Orders unless rejecting or acknowledging an order for a CashOrderQty or PercentOrder.

OrdType
[0..1]
CodeSet

PriceType
[0..1]
CodeSet

Price
[0..1]
Price
Required if specified on the order

StopPx
[0..1]
Price
Required if specified on the order

PegInstructions
[0..1]
Component
Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"

DiscretionInstructions
[0..1]
Component
Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"

PeggedPrice
[0..1]
Price
The current price the order is pegged at

DiscretionPrice
[0..1]
Price
The current discretionary price of the order

TargetStrategy
[0..1]
CodeSet
The target strategy of the order

TargetStrategyParameters
[0..1]
String
For further specification of the TargetStrategy

ParticipationRate
[0..1]
Percentage
Mandatory for a TargetStrategy=Participate order and specifies the target participation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)

TargetStrategyPerformance
[0..1]
float
For communication of the performance of the order versus the target strategy

Currency
[0..1]
Currency

ComplianceID
[0..1]
String

SolicitedFlag
[0..1]
CodeSet

TimeInForce
[0..1]
CodeSet
Absence of this field indicates Day order

EffectiveTime
[0..1]
UTCTimestamp
Time specified on the order at which the order should be considered valid

ExpireDate
[0..1]
LocalMktDate
Conditionally required if TimeInForce = GTD and ExpireTime is not specified.

ExpireTime
[0..1]
UTCTimestamp
Conditionally required if TimeInForce = GTD and ExpireDate is not specified.

ExecInst
[0..1]
CodeSet
Can contain multiple instructions, space delimited.

OrderCapacity
[0..1]
CodeSet

OrderRestrictions
[0..1]
CodeSet

CustOrderCapacity
[0..1]
CodeSet

LastQty
[0..1]
Qty
Quantity (e.g. shares) bought/sold on this (last) fill. Required if ExecType = Trade or Trade Correct. If ExecType=Stopped, represents the quantity stopped/guaranteed/protected for.

UnderlyingLastQty
[0..1]
Qty

LastPx
[0..1]
Price
Price of this (last) fill. Required if ExecType = Trade or Trade Correct. Should represent the "all-in" (LastSpotRate + LastForwardPoints) rate for F/X orders. ). If ExecType=Stopped, represents the price stopped/guaranteed/protected at.

UnderlyingLastPx
[0..1]
Price

LastParPx
[0..1]
Price
Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par.

LastSpotRate
[0..1]
Price
Applicable for F/X orders

LastForwardPoints
[0..1]
PriceOffset
Applicable for F/X orders

LastMkt
[0..1]
Exchange
If ExecType = Trade (F), indicates the market where the trade was executed. If ExecType = New (0), indicates the market where the order was routed.

TradingSessionID
[0..1]
String

TradingSessionSubID
[0..1]
String

TimeBracket
[0..1]
String

LastCapacity
[0..1]
CodeSet

LeavesQty
[1..1]
Qty
Quantity open for further execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty - CumQty.

CumQty
[1..1]
Qty
Currently executed quantity for chain of orders.

AvgPx
[1..1]
Price

DayOrderQty
[0..1]
Qty
For GT orders on days following the day of the first trade.

DayCumQty
[0..1]
Qty
For GT orders on days following the day of the first trade.

DayAvgPx
[0..1]
Price
For GT orders on days following the day of the first trade.

GTBookingInst
[0..1]
CodeSet
States whether executions are booked out or accumulated on a partially filled GT order

TradeDate
[0..1]
LocalMktDate
Used when reporting other than current day trades.

TransactTime
[0..1]
UTCTimestamp
Time the transaction represented by this ExecutionReport occurred

ReportToExch
[0..1]
CodeSet

CommissionData
[0..1]
Component
Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" Note: On a fill/partial fill messages, it represents value for that fill/partial fill. On ExecType=Calculated, it represents cumulative value for the order. Monetary commission values are expressed in the currency reflected by the Currency field.

SpreadOrBenchmarkCurveData
[0..1]
Component
Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"

YieldData
[0..1]
Component
Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"

GrossTradeAmt
[0..1]
Amt

NumDaysInterest
[0..1]
int

ExDate
[0..1]
LocalMktDate

AccruedInterestRate
[0..1]
Percentage

AccruedInterestAmt
[0..1]
Amt

InterestAtMaturity
[0..1]
Amt
For fixed income products which pay lump-sum interest at maturity.

EndAccruedInterestAmt
[0..1]
Amt
For repurchase agreements the accrued interest on termination.

StartCash
[0..1]
Amt
For repurchase agreements the start (dirty) cash consideration

EndCash
[0..1]
Amt
For repurchase agreements the end (dirty) cash consideration

TradedFlatSwitch
[0..1]
CodeSet

BasisFeatureDate
[0..1]
LocalMktDate

BasisFeaturePrice
[0..1]
Price

Concession
[0..1]
Amt

TotalTakedown
[0..1]
Amt

NetMoney
[0..1]
Amt
Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency field.

SettlCurrAmt
[0..1]
Amt
Used to report results of forex accommodation trade

SettlCurrency
[0..1]
Currency
Used to report results of forex accommodation trade

SettlCurrFxRate
[0..1]
float
Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency

SettlCurrFxRateCalc
[0..1]
CodeSet
Specifies whether the SettlCurrFxRate should be multiplied or divided

HandlInst
[0..1]
CodeSet

MinQty
[0..1]
Qty

MaxFloor
[0..1]
Qty

PositionEffect
[0..1]
CodeSet
For use in derivatives omnibus accounting

MaxShow
[0..1]
Qty

BookingType
[0..1]
CodeSet
Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.

Text
[0..1]
String

EncodedTextLen
[0..1]
Length
Must be set if EncodedText field is specified and must immediately precede it.

EncodedText
[0..1]
data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

SettlDate2
[0..1]
LocalMktDate
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of an F/X swap.

OrderQty2
[0..1]
Qty
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of an F/X swap.

LastForwardPoints2
[0..1]
PriceOffset
Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of an F/X swap.

MultiLegReportingType
[0..1]
CodeSet
Default is a single security if not specified.

CancellationRights
[0..1]
CodeSet
For CIV - Optional

MoneyLaunderingStatus
[0..1]
CodeSet

RegistID
[0..1]
String
Reference to Registration Instructions message for this Order.

Designation
[0..1]
String
Supplementary registration information for this Order

TransBkdTime
[0..1]
UTCTimestamp
For CIV - Optional

ExecValuationPoint
[0..1]
UTCTimestamp
For CIV - Optional

ExecPriceType
[0..1]
CodeSet
For CIV - Optional

ExecPriceAdjustment
[0..1]
float
For CIV - Optional

PriorityIndicator
[0..1]
CodeSet

PriceImprovement
[0..1]
PriceOffset

LastLiquidityInd
[0..1]
CodeSet
Applicable only on OrdStatus of Partial or Filled.

ContAmtGrp
[0..*]
Group
Number of contract details in this message (number of repeating groups to follow)

InstrmtLegExecGrp
[0..*]
Group
Number of legs Identifies a Multi-leg Execution if present and non-zero.

CopyMsgIndicator
[0..1]
Boolean

MiscFeesGrp
[0..*]
Group
Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group. ** Nested Repeating Group follows **

StandardTrailer
[1..1]
Component

Heartbeat

Category: Session

Message Functionality

The Heartbeat monitors the status of the communication link and identifies when the last of a string of messages was not received.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = 0
TestReqID | [0..1] | String | Required when the heartbeat is the result of a Test Request message.
StandardTrailer | [1..1] | Component |

IOI

Category: Indication

Message Functionality

Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = 6
IOIID | [1..1] | String |
IOITransType | [1..1] | CodeSet |
IOIRefID | [0..1] | String | Required for Cancel and Replace IOITransType messages
Instrument | [1..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
FinancingDetails | [0..1] | Component | Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
UndInstrmtGrp | [0..*] | Group | Number of underlyings
Side | [1..1] | CodeSet | Side of Indication Valid values: 1 = Buy 2 = Sell 7 = Undisclosed (for IOIs) B = As Defined (for multilegs) C = Opposite (for multilegs)
QtyType | [0..1] | CodeSet |
OrderQtyData | [0..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" The value zero is used if NoLegs repeating group is used Applicable if needed to express CashOrder Qty (tag 152)
IOIQty | [1..1] | CodeSet | The value zero is used if NoLegs repeating group is used
Currency | [0..1] | Currency |
Stipulations | [0..*] | Group | Insert here the set of "Stipulations" (symbology) fields defined in "Common Components of Application Messages"
InstrmtLegIOIGrp | [0..*] | Group | Required for multileg IOIs
PriceType | [0..1] | CodeSet |
Price | [0..1] | Price |
ValidUntilTime | [0..1] | UTCTimestamp |
IOIQltyInd | [0..1] | CodeSet |
IOINaturalFlag | [0..1] | CodeSet |
IOIQualGrp | [0..*] | Group | Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers.
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
TransactTime | [0..1] | UTCTimestamp |
URLLink | [0..1] | String | A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html)
RoutingGrp | [0..*] | Group | Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group.
SpreadOrBenchmarkCurveData | [0..1] | Component | Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"
YieldData | [0..1] | Component |
StandardTrailer | [1..1] | Component |

ListCancelRequest

Category: ProgramTrading

Message Functionality

The List Cancel Request message type is used by institutions wishing to cancel previously submitted lists either before or during execution.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = K
ListID | [1..1] | String |
TransactTime | [1..1] | UTCTimestamp | Time this order request was initiated/released by the trader or trading system.
TradeOriginationDate | [0..1] | LocalMktDate |
TradeDate | [0..1] | LocalMktDate |
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

ListExecute

Category: ProgramTrading

Message Functionality

The List Execute message type is used by institutions to instruct the broker to begin execution of a previously submitted list. This message may or may not be used, as it may be mirroring a phone conversation.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = L
ListID | [1..1] | String | Must be unique, by customer, for the day
ClientBidID | [0..1] | String | Used with BidType=Disclosed to provide the sell side the ability to determine the direction of the trade to execute.
BidID | [0..1] | String |
TransactTime | [1..1] | UTCTimestamp | Time this order request was initiated/released by the trader or trading system.
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

ListStatus

Category: ProgramTrading

Message Functionality

The list status message is issued as the response to a List Status Request message sent in an unsolicited fashion by the sell-side. It indicates the current state of the orders within the list as they exist at the broker's site. This message may also be used to respond to the List Cancel Request.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = N
ListID | [1..1] | String |
ListStatusType | [1..1] | CodeSet |
NoRpts | [1..1] | int | Total number of messages required to status complete list.
ListOrderStatus | [1..1] | CodeSet |
RptSeq | [1..1] | int | Sequence number of this report message.
ListStatusText | [0..1] | String |
EncodedListStatusTextLen | [0..1] | Length | Must be set if EncodedListStatusText field is specified and must immediately precede it.
EncodedListStatusText | [0..1] | data | Encoded (non-ASCII characters) representation of the ListStatusText field in the encoded format specified via the MessageEncoding field.
TransactTime | [0..1] | UTCTimestamp |
TotNoOrders | [1..1] | int | Used to support fragmentation. Sum of NoOrders across all messages with the same ListID.
LastFragment | [0..1] | CodeSet | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
OrdListStatGrp | [1..*] | Group | Number of orders statused in this message, i.e. number of repeating groups to follow.
StandardTrailer | [1..1] | Component |

ListStatusRequest

Category: ProgramTrading

Message Functionality

The list status request message type is used by institutions to instruct the broker to generate status messages for a list.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = M
ListID | [1..1] | String |
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

ListStrikePrice

Category: ProgramTrading

Message Functionality

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.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = m (lowercase)
ListID | [1..1] | String |
TotNoStrikes | [1..1] | int | Used to support fragmentation. Sum of NoStrikes across all messages with the same ListID.
LastFragment | [0..1] | CodeSet | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
InstrmtStrkPxGrp | [1..*] | Group | Number of strike price entries
UndInstrmtStrkPxGrp | [0..*] | Group | Number of underlyings
StandardTrailer | [1..1] | Component |

Logon

Category: Session

Message Functionality

The logon message authenticates a user establishing a connection to a remote system.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = A
EncryptMethod | [1..1] | CodeSet | (Always unencrypted)
HeartBtInt | [1..1] | int | Note same value used by both sides
RawDataLength | [0..1] | Length | Required for some authentication methods
RawData | [0..1] | data | Required for some authentication methods
ResetSeqNumFlag | [0..1] | CodeSet | Indicates both sides of a FIX session should reset sequence numbers
NextExpectedMsgSeqNum | [0..1] | SeqNum | Optional, alternative via counterparty bi-lateral agreement message gap detection and recovery approach (see "Logon Message NextExpectedMsgSeqNum Processing" section)
MaxMessageSize | [0..1] | Length | Can be used to specify the maximum number of bytes supported for messages received
MsgTypeGrp | [0..*] | Group | Specifies the number of repeating RefMsgTypes specified
TestMessageIndicator | [0..1] | CodeSet | Can be used to specify that this FIX session will be sending and receiving "test" vs. "production" messages.
Username | [0..1] | String |
Password | [0..1] | String | Note: minimal security exists without transport-level encryption.
StandardTrailer | [1..1] | Component |

Logout

Category: Session

Message Functionality

The logout message initiates or confirms the termination of a FIX session.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = 5
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

MarketDataIncrementalRefresh

Category: MarketData

Message Functionality

The second Market Data message format is used for incremental updates.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = X
MDReqID | [0..1] | String | Conditionally required if this message is in response to a Market Data Request.
MDIncGrp | [1..*] | Group | Number of entries following.
ApplQueueDepth | [0..1] | int | Depth of application messages queued for transmission as of delivery of this message
ApplQueueResolution | [0..1] | CodeSet | Action taken to resolve application queuing
StandardTrailer | [1..1] | Component |

MarketDataRequest

Category: MarketData

Message Functionality

Some systems allow the transmission of real-time quote, order, trade, trade volume, open interest, and/or other price information on a subscription basis. A Market Data Request is a general request for market data on specific securities or forex quotes.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = V
MDReqID | [1..1] | String | Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2).
SubscriptionRequestType | [1..1] | CodeSet | SubcriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counterparty.
MarketDepth | [1..1] | int |
MDUpdateType | [0..1] | CodeSet | Required if SubscriptionRequestType = Snapshot + Updates (1).
AggregatedBook | [0..1] | CodeSet |
OpenCloseSettlFlag | [0..1] | CodeSet | Can be used to clarify a request if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6).
Scope | [0..1] | CodeSet | Defines the scope(s) of the request
MDImplicitDelete | [0..1] | CodeSet | Can be used when MarketDepth >= 2 and MDUpdateType = Incremental Refresh(1).
MDReqGrp | [1..*] | Group | Number of MDEntryType fields requested.
InstrmtMDReqGrp | [1..*] | Group | Number of symbols (instruments) requested.
TrdgSesGrp | [0..*] | Group | Number of trading sessions for which the request is valid.
ApplQueueAction | [0..1] | CodeSet | Action to take if application level queuing exists
ApplQueueMax | [0..1] | int | Maximum application queue depth that must be exceeded before queuing action is taken.
StandardTrailer | [1..1] | Component |

MarketDataRequestReject

Category: MarketData

Message Functionality

The Market Data Request Reject is used when the broker cannot honor the Market Data Request, due to business or technical reasons.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = Y
MDReqID | [1..1] | String | Must refer to the MDReqID of the request.
MDReqRejReason | [0..1] | CodeSet |
MDRjctGrp | [0..*] | Group |
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

MarketDataSnapshotFullRefresh

Category: MarketData

Message Functionality

The Market Data messages are used as the response to a Market Data Request message.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = W
MDReqID | [0..1] | String | Conditionally required if this message is in response to a Market Data Request.
Instrument | [1..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
UndInstrmtGrp | [0..*] | Group | Number of underlyings
InstrmtLegGrp | [0..*] | Group | Required for multileg quotes
FinancialStatus | [0..1] | CodeSet |
CorporateAction | [0..1] | CodeSet |
NetChgPrevDay | [0..1] | PriceOffset |
MDFullGrp | [1..*] | Group | Number of entries following.
ApplQueueDepth | [0..1] | int | Depth of application messages queued for transmission as of delivery of this message
ApplQueueResolution | [0..1] | CodeSet | Action taken to resolve application queuing
StandardTrailer | [1..1] | Component |

MassQuote

Category: QuotationNegotiation

Message Functionality

The Mass Quote message can contain quotes for multiple securities to support applications that allow for the mass quoting of an option series.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = i (lowercase)
QuoteReqID | [0..1] | String | Required when quote is in response to a Quote Request message
QuoteID | [1..1] | String |
QuoteType | [0..1] | CodeSet | Type of Quote Default is Indicative if not specified
QuoteResponseLevel | [0..1] | CodeSet | Level of Response requested from receiver of quote messages.
Parties | [0..*] | Group | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
Account | [0..1] | String |
AcctIDSource | [0..1] | CodeSet |
AccountType | [0..1] | CodeSet | Type of account associated with the order (Origin)
DefBidSize | [0..1] | Qty | Default Bid Size for quote contained within this quote message - if not explicitly provided.
DefOfferSize | [0..1] | Qty | Default Offer Size for quotes contained within this quote message - if not explicitly provided.
QuotSetGrp | [1..*] | Group | The number of sets of quotes in the message
StandardTrailer | [1..1] | Component |

MassQuoteAcknowledgement

Category: QuotationNegotiation

Message Functionality

Mass Quote Acknowledgement is used as the application level response to a Mass Quote message.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = b (lowercase)
QuoteReqID | [0..1] | String | Required when acknowledgment is in response to a Quote Request message
QuoteID | [0..1] | String | Required when acknowledgment is in response to a Quote message
QuoteStatus | [1..1] | CodeSet | Status of the mass quote acknowledgement.
QuoteRejectReason | [0..1] | CodeSet | Reason Quote was rejected.
QuoteResponseLevel | [0..1] | CodeSet | Level of Response requested from receiver of quote messages. Is echoed back to the counterparty.
QuoteType | [0..1] | CodeSet | Type of Quote
Parties | [0..*] | Group | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
Account | [0..1] | String |
AcctIDSource | [0..1] | CodeSet |
AccountType | [0..1] | CodeSet | Type of account associated with the order (Origin)
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length |
EncodedText | [0..1] | data |
QuotSetAckGrp | [0..*] | Group | The number of sets of quotes in the message
StandardTrailer | [1..1] | Component |

MultilegOrderCancelReplace

Category: MultilegOrders

Message Functionality

Used to modify a multileg order previously submitted using the New Order - Multileg message. See Order Cancel Replace Request for details concerning message usage.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = AC
OrderID | [0..1] | String | Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
OrigClOrdID | [1..1] | String | ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order.
ClOrdID | [1..1] | String | Unique identifier of replacement order as assigned by institution or by the intermediary with the closest association with the investor. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected.
SecondaryClOrdID | [0..1] | String |
ClOrdLinkID | [0..1] | String |
OrigOrdModTime | [0..1] | UTCTimestamp |
Parties | [0..*] | Group | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
TradeOriginationDate | [0..1] | LocalMktDate |
TradeDate | [0..1] | LocalMktDate |
Account | [0..1] | String |
AcctIDSource | [0..1] | CodeSet |
AccountType | [0..1] | CodeSet |
DayBookingInst | [0..1] | CodeSet |
BookingUnit | [0..1] | CodeSet |
PreallocMethod | [0..1] | CodeSet |
AllocID | [0..1] | String | Used to assign an identifier to the block of individual preallocations
PreAllocMlegGrp | [0..*] | Group | Number of repeating groups for pre-trade allocation
SettlType | [0..1] | CodeSet |
SettlDate | [0..1] | LocalMktDate | Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
CashMargin | [0..1] | CodeSet |
ClearingFeeIndicator | [0..1] | CodeSet |
HandlInst | [0..1] | CodeSet |
ExecInst | [0..1] | CodeSet | 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.
MinQty | [0..1] | Qty |
MaxFloor | [0..1] | Qty |
ExDestination | [0..1] | Exchange |
TrdgSesGrp | [0..*] | Group | Specifies the number of repeating TradingSessionIDs
ProcessCode | [0..1] | CodeSet | Used to identify soft trades at order entry.
Side | [1..1] | CodeSet | Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block.
Instrument | [1..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" SecurityType[167] = "MLEG" CFICode should be set to the type of multileg product, such as "O" - options, "F" - Future or Swap.
UndInstrmtGrp | [0..*] | Group | Number of underlyings
PrevClosePx | [0..1] | Price | Useful for verifying security identification
LegOrdGrp | [1..*] | Group | Number of legs Can be zero (e.g. standardized multileg instrument such as an Option strategy) - must be provided even if zero
LocateReqd | [0..1] | CodeSet | Required for short sell orders
TransactTime | [1..1] | UTCTimestamp | Time this order request was initiated/released by the trader, trading system, or intermediary.
QtyType | [0..1] | CodeSet |
OrderQtyData | [1..1] | Component | Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
OrdType | [1..1] | CodeSet |
PriceType | [0..1] | CodeSet |
Price | [0..1] | Price | 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.
StopPx | [0..1] | Price | Required for OrdType = "Stop" or OrdType = "Stop limit".
Currency | [0..1] | Currency |
ComplianceID | [0..1] | String |
SolicitedFlag | [0..1] | CodeSet |
IOIID | [0..1] | String | Required for Previously Indicated Orders (OrdType=E)
QuoteID | [0..1] | String | Required for Previously Quoted Orders (OrdType=D)
TimeInForce | [0..1] | CodeSet | Absence of this field indicates Day order
EffectiveTime | [0..1] | UTCTimestamp | Can specify the time at which the order should be considered valid
ExpireDate | [0..1] | LocalMktDate | Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
ExpireTime | [0..1] | UTCTimestamp | Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
GTBookingInst | [0..1] | CodeSet | States whether executions are booked out or accumulated on a partially filled GT order
CommissionData | [0..1] | Component | Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"
OrderCapacity | [0..1] | CodeSet |
OrderRestrictions | [0..1] | CodeSet |
CustOrderCapacity | [0..1] | CodeSet |
ForexReq | [0..1] | CodeSet | Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
SettlCurrency | [0..1] | Currency | Required if ForexReq = Y.
BookingType | [0..1] | CodeSet | Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
PositionEffect | [0..1] | CodeSet | For use in derivatives omnibus accounting
CoveredOrUncovered | [0..1] | CodeSet | For use with derivatives, such as options
MaxShow | [0..1] | Qty |
PegInstructions | [0..1] | Component | Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"
DiscretionInstructions | [0..1] | Component | Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
TargetStrategy | [0..1] | CodeSet | The target strategy of the order
TargetStrategyParameters | [0..1] | String | For further specification of the TargetStrategy
ParticipationRate | [0..1] | Percentage | Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)
CancellationRights | [0..1] | CodeSet | For CIV - Optional
MoneyLaunderingStatus | [0..1] | CodeSet |
RegistID | [0..1] | String | Reference to Registration Instructions message for this Order.
Designation | [0..1] | String | Supplementary registration information for this Order
MultiLegRptTypeReq | [0..1] | CodeSet | Indicates the method of execution reporting requested by issuer of the order.
StandardTrailer | [1..1] | Component |

NetworkCounterpartySystemStatusRequest

Category: Common

Message Functionality

The message usage documentation for NetworkCounterpartySystemStatusRequest

Structure

Name
Mult.
Type
Description

StandardHeader
[1..1]
Component
MsgType = "BC"

NetworkRequestType
[1..1]
CodeSet

NetworkRequestID
[1..1]
String

CompIDReqGrp
[0..*]
Group
Used to restrict updates/request to a list of specific CompID/SubID/LocationID/DeskID combinations. If not present request applies to all applicable available counterparties. EG Unless one sell side broker was a customer of another you would not expect to see information about other brokers, similarly one fund manager etc.

StandardTrailer
[1..1]
Component

NetworkCounterpartySystemStatusResponse

Category: Common

Message Functionality

The message usage documentation for NetworkCounterpartySystemStatusResponse

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = "BD"
NetworkStatusResponseType | [1..1] | CodeSet |
NetworkRequestID | [0..1] | String |
NetworkResponseID | [1..1] | String |
LastNetworkResponseID | [0..1] | String | Required when NetworkStatusResponseType=2
CompIDStatGrp | [1..*] | Group | Specifies the number of repeating CompId’s
StandardTrailer | [1..1] | Component |

NewOrderCross

Category: CrossOrders

Message Functionality

Used to submit a cross order into a market. The cross order contains two order sides (a buy and a sell).

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = s (lowercase S)
CrossID | [1..1] | String |
CrossType | [1..1] | CodeSet |
CrossPrioritization | [1..1] | CodeSet |
SideCrossOrdModGrp | [1..*] | Group | Must be 1 or 2 1 or 2 if CrossType=1 2 otherwise
Instrument | [1..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
UndInstrmtGrp | [0..*] | Group | Number of underlyings
InstrmtLegGrp | [0..*] | Group | Number of Legs
SettlType | [0..1] | CodeSet |
SettlDate | [0..1] | LocalMktDate | Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
HandlInst | [0..1] | CodeSet |
ExecInst | [0..1] | CodeSet | 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.
MinQty | [0..1] | Qty |
MaxFloor | [0..1] | Qty |
ExDestination | [0..1] | Exchange |
TrdgSesGrp | [0..*] | Group | Specifies the number of repeating TradingSessionIDs
ProcessCode | [0..1] | CodeSet | Used to identify soft trades at order entry.
PrevClosePx | [0..1] | Price | Useful for verifying security identification
LocateReqd | [0..1] | CodeSet | Required for short sell orders
TransactTime | [1..1] | UTCTimestamp | Time this order request was initiated/released by the trader, trading system, or intermediary.
Stipulations | [0..*] | Group | Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"
OrdType | [1..1] | CodeSet |
PriceType | [0..1] | CodeSet |
Price | [0..1] | Price | 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.
StopPx | [0..1] | Price | Required for OrdType = "Stop" or OrdType = "Stop limit".
SpreadOrBenchmarkCurveData | [0..1] | Component | Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"
YieldData | [0..1] | Component | Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"
Currency | [0..1] | Currency |
ComplianceID | [0..1] | String |
IOIID | [0..1] | String | Required for Previously Indicated Orders (OrdType=E)
QuoteID | [0..1] | String | Required for Previously Quoted Orders (OrdType=D)
TimeInForce | [0..1] | CodeSet | Absence of this field indicates Day order
EffectiveTime | [0..1] | UTCTimestamp | Can specify the time at which the order should be considered valid
ExpireDate | [0..1] | LocalMktDate | Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
ExpireTime | [0..1] | UTCTimestamp | Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
GTBookingInst | [0..1] | CodeSet | States whether executions are booked out or accumulated on a partially filled GT order
MaxShow | [0..1] | Qty |
PegInstructions | [0..1] | Component | Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"
DiscretionInstructions | [0..1] | Component | Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
TargetStrategy | [0..1] | CodeSet | The target strategy of the order
TargetStrategyParameters | [0..1] | String | For further specification of the TargetStrategy
ParticipationRate | [0..1] | Percentage | Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)
CancellationRights | [0..1] | CodeSet | For CIV - Optional
MoneyLaunderingStatus | [0..1] | CodeSet |
RegistID | [0..1] | String | Reference to Registration Instructions message for this Order.
Designation | [0..1] | String | Supplementary registration information for this Order
StandardTrailer | [1..1] | Component |

NewOrderList

Category: ProgramTrading

Message Functionality

The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = E
ListID | [1..1] | String | Must be unique, by customer, for the day
BidID | [0..1] | String | Should refer to an earlier program if bidding took place.
ClientBidID | [0..1] | String |
ProgRptReqs | [0..1] | CodeSet |
BidType | [1..1] | CodeSet | e.g. Non Disclosed Model, Disclosed Model, No Bidding Process
ProgPeriodInterval | [0..1] | int |
CancellationRights | [0..1] | CodeSet | For CIV - Optional
MoneyLaunderingStatus | [0..1] | CodeSet |
RegistID | [0..1] | String | Reference to Registration Instructions message applicable to all Orders in this List.
ListExecInstType | [0..1] | CodeSet | Controls when execution should begin For CIV Orders indicates order of execution.
ListExecInst | [0..1] | String | Free-form text.
EncodedListExecInstLen | [0..1] | Length | Must be set if EncodedListExecInst field is specified and must immediately precede it.
EncodedListExecInst | [0..1] | data | Encoded (non-ASCII characters) representation of the ListExecInst field in the encoded format specified via the MessageEncoding field.
AllowableOneSidednessPct | [0..1] | Percentage | The maximum percentage that execution of one side of a program trade can exceed execution of the other.
AllowableOneSidednessValue | [0..1] | Amt | The maximum amount that execution of one side of a program trade can exceed execution of the other.
AllowableOneSidednessCurr | [0..1] | Currency | The currency that AllowableOneSidedness is expressed in if AllowableOneSidednessValue is used.
TotNoOrders | [1..1] | int | Used to support fragmentation. Sum of NoOrders across all messages with the same ListID.
LastFragment | [0..1] | CodeSet | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
ListOrdGrp | [1..*] | Group | Number of orders in this message (number of repeating groups to follow)
StandardTrailer | [1..1] | Component |

NewOrderMultileg

Category: MultilegOrders

Message Functionality

The New Order - Multileg is provided to submit orders for securities that are made up of multiple securities, known as legs.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = AB
ClOrdID | [1..1] | String | Unique identifier of the order as assigned by institution or by the intermediary with the closest association with the investor.
SecondaryClOrdID | [0..1] | String |
ClOrdLinkID | [0..1] | String |
Parties | [0..*] | Group | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
TradeOriginationDate | [0..1] | LocalMktDate |
TradeDate | [0..1] | LocalMktDate |
Account | [0..1] | String |
AcctIDSource | [0..1] | CodeSet |
AccountType | [0..1] | CodeSet |
DayBookingInst | [0..1] | CodeSet |
BookingUnit | [0..1] | CodeSet |
PreallocMethod | [0..1] | CodeSet |
AllocID | [0..1] | String | Used to assign an identifier to the block of individual preallocations
PreAllocMlegGrp | [0..*] | Group | Number of repeating groups for pre-trade allocation
SettlType | [0..1] | CodeSet |
SettlDate | [0..1] | LocalMktDate | Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
CashMargin | [0..1] | CodeSet |
ClearingFeeIndicator | [0..1] | CodeSet |
HandlInst | [0..1] | CodeSet |
ExecInst | [0..1] | CodeSet | 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.
MinQty | [0..1] | Qty |
MaxFloor | [0..1] | Qty |
ExDestination | [0..1] | Exchange |
TrdgSesGrp | [0..*] | Group | Specifies the number of repeating TradingSessionIDs
ProcessCode | [0..1] | CodeSet | Used to identify soft trades at order entry.
Side | [1..1] | CodeSet | Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block.
Instrument | [1..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" SecurityType[167] = "MLEG" CFICode should be set to the type of multileg product, such as "O" - options, "F" - Future or Swap.
UndInstrmtGrp | [0..*] | Group | Number of underlyings
PrevClosePx | [0..1] | Price | Useful for verifying security identification
LegOrdGrp | [1..*] | Group | Number of legs Can be zero (e.g. standardized multileg instrument such as an Option strategy) - must be provided even if zero
LocateReqd | [0..1] | CodeSet | Required for short sell orders
TransactTime | [1..1] | UTCTimestamp | Time this order request was initiated/released by the trader, trading system, or intermediary.
QtyType | [0..1] | CodeSet |
OrderQtyData | [1..1] | Component | Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
OrdType | [1..1] | CodeSet |
PriceType | [0..1] | CodeSet |
Price | [0..1] | Price | 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.
StopPx | [0..1] | Price | Required for OrdType = "Stop" or OrdType = "Stop limit".
Currency | [0..1] | Currency |
ComplianceID | [0..1] | String |
SolicitedFlag | [0..1] | CodeSet |
IOIID | [0..1] | String | Required for Previously Indicated Orders (OrdType=E)
QuoteID | [0..1] | String | Required for Previously Quoted Orders (OrdType=D)
TimeInForce | [0..1] | CodeSet | Absence of this field indicates Day order
EffectiveTime | [0..1] | UTCTimestamp | Can specify the time at which the order should be considered valid
ExpireDate | [0..1] | LocalMktDate | Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
ExpireTime | [0..1] | UTCTimestamp | Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
GTBookingInst | [0..1] | CodeSet | States whether executions are booked out or accumulated on a partially filled GT order
CommissionData | [0..1] | Component | Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"
OrderCapacity | [0..1] | CodeSet |
OrderRestrictions | [0..1] | CodeSet |
CustOrderCapacity | [0..1] | CodeSet |
ForexReq | [0..1] | CodeSet | Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
SettlCurrency | [0..1] | Currency | Required if ForexReq = Y.
BookingType | [0..1] | CodeSet | Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
PositionEffect | [0..1] | CodeSet | For use in derivatives omnibus accounting
CoveredOrUncovered | [0..1] | CodeSet | For use with derivatives, such as options
MaxShow | [0..1] | Qty |
PegInstructions | [0..1] | Component | Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"
DiscretionInstructions | [0..1] | Component | Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
TargetStrategy | [0..1] | CodeSet | The target strategy of the order
TargetStrategyParameters | [0..1] | String | For further specification of the TargetStrategy
ParticipationRate | [0..1] | Percentage | Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)
CancellationRights | [0..1] | CodeSet | For CIV - Optional
MoneyLaunderingStatus | [0..1] | CodeSet |
RegistID | [0..1] | String | Reference to Registration Instructions message for this Order.
Designation | [0..1] | String | Supplementary registration information for this Order
MultiLegRptTypeReq | [0..1] | CodeSet | Indicates the method of execution reporting requested by issuer of the order.
StandardTrailer | [1..1] | Component |

NewOrderSingle

Category: SingleGeneralOrderHandling

Message Functionality

The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = D
ClOrdID | [1..1] | String | Unique identifier of the order as assigned by institution or by the intermediary (CIV term, not a hub/service bureau) with the closest association with the investor.
SecondaryClOrdID | [0..1] | String |
ClOrdLinkID | [0..1] | String |
Parties | [0..*] | Group | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
TradeOriginationDate | [0..1] | LocalMktDate |
TradeDate | [0..1] | LocalMktDate |
Account | [0..1] | String |
AcctIDSource | [0..1] | CodeSet |
AccountType | [0..1] | CodeSet | Type of account associated with the order (Origin)
DayBookingInst | [0..1] | CodeSet |
BookingUnit | [0..1] | CodeSet |
PreallocMethod | [0..1] | CodeSet |
AllocID | [0..1] | String | Used to assign an overall allocation id to the block of preallocations
PreAllocGrp | [0..*] | Group | Number of repeating groups for pre-trade allocation
SettlType | [0..1] | CodeSet |
SettlDate | [0..1] | LocalMktDate | Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
CashMargin | [0..1] | CodeSet |
ClearingFeeIndicator | [0..1] | CodeSet |
HandlInst | [0..1] | CodeSet |
ExecInst | [0..1] | CodeSet | Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, W, a, d) must be specified.
MinQty | [0..1] | Qty |
MaxFloor | [0..1] | Qty |
ExDestination | [0..1] | Exchange |
TrdgSesGrp | [0..*] | Group | Specifies the number of repeating TradingSessionIDs
ProcessCode | [0..1] | CodeSet | Used to identify soft trades at order entry.
Instrument | [1..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
FinancingDetails | [0..1] | Component | Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
UndInstrmtGrp | [0..*] | Group | Number of underlyings
PrevClosePx | [0..1] | Price | Useful for verifying security identification
Side | [1..1] | CodeSet |
LocateReqd | [0..1] | CodeSet | Required for short sell orders
TransactTime | [1..1] | UTCTimestamp | Time this order request was initiated/released by the trader, trading system, or intermediary.
Stipulations | [0..*] | Group | Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"
QtyType | [0..1] | CodeSet |
OrderQtyData | [1..1] | Component | Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
OrdType | [1..1] | CodeSet |
PriceType | [0..1] | CodeSet |
Price | [0..1] | Price | 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.
StopPx | [0..1] | Price | Required for OrdType = "Stop" or OrdType = "Stop limit".
SpreadOrBenchmarkCurveData | [0..1] | Component | Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"
YieldData | [0..1] | Component | Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"
Currency | [0..1] | Currency |
ComplianceID | [0..1] | String |
SolicitedFlag | [0..1] | CodeSet |
IOIID | [0..1] | String | Required for Previously Indicated Orders (OrdType=E)
QuoteID | [0..1] | String | Required for Previously Quoted Orders (OrdType=D)
TimeInForce | [0..1] | CodeSet | Absence of this field indicates Day order
EffectiveTime | [0..1] | UTCTimestamp | Can specify the time at which the order should be considered valid
ExpireDate | [0..1] | LocalMktDate | Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
ExpireTime | [0..1] | UTCTimestamp | Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
GTBookingInst | [0..1] | CodeSet | States whether executions are booked out or accumulated on a partially filled GT order
CommissionData | [0..1] | Component | Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"
OrderCapacity | [0..1] | CodeSet |
OrderRestrictions | [0..1] | CodeSet |
CustOrderCapacity | [0..1] | CodeSet |
ForexReq | [0..1] | CodeSet | Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
SettlCurrency | [0..1] | Currency | Required if ForexReq = Y.
BookingType | [0..1] | CodeSet | Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
SettlDate2 | [0..1] | LocalMktDate | Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of an F/X swap.
OrderQty2 | [0..1] | Qty | Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of an F/X swap.
Price2 | [0..1] | Price | Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of an F/X swap which is also a limit order. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points).
PositionEffect | [0..1] | CodeSet | For use in derivatives omnibus accounting
CoveredOrUncovered | [0..1] | CodeSet | For use with derivatives, such as options
MaxShow | [0..1] | Qty |
PegInstructions | [0..1] | Component | Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"
DiscretionInstructions | [0..1] | Component | Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
TargetStrategy | [0..1] | CodeSet | The target strategy of the order
TargetStrategyParameters | [0..1] | String | For further specification of the TargetStrategy
ParticipationRate | [0..1] | Percentage | Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)
CancellationRights | [0..1] | CodeSet | For CIV - Optional
MoneyLaunderingStatus | [0..1] | CodeSet |
RegistID | [0..1] | String | Reference to Registration Instructions message for this Order.
Designation | [0..1] | String | Supplementary registration information for this Order
StandardTrailer | [1..1] | Component |

News

Category: EventCommunication

Message Functionality

The news message is a general free format message between the broker and institution.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = B
OrigTime | [0..1] | UTCTimestamp |
Urgency | [0..1] | CodeSet |
Headline | [1..1] | String | Specifies the headline text
EncodedHeadlineLen | [0..1] | Length | Must be set if EncodedHeadline field is specified and must immediately precede it.
EncodedHeadline | [0..1] | data | Encoded (non-ASCII characters) representation of the Headline field in the encoded format specified via the MessageEncoding field.
RoutingGrp | [0..*] | Group | Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group.
InstrmtGrp | [0..*] | Group | Specifies the number of repeating symbols (instruments) specified
InstrmtLegGrp | [0..*] | Group | Number of legs Identifies a Multi-leg Execution if present and non-zero.
UndInstrmtGrp | [0..*] | Group | Number of underlyings
LinesOfTextGrp | [1..*] | Group | Specifies the number of repeating lines of text specified
URLLink | [0..1] | String | A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html)
RawDataLength | [0..1] | Length |
RawData | [0..1] | data |
StandardTrailer | [1..1] | Component |

OrderCancelReject

Category: SingleGeneralOrderHandling

Message Functionality

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.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = 9
OrderID | [1..1] | String | If CxlRejReason="Unknown order", specify "NONE".
SecondaryOrderID | [0..1] | String | Can be used to provide order id used by exchange or executing system.
SecondaryClOrdID | [0..1] | String |
ClOrdID | [1..1] | String | Unique order id assigned by institution or by the intermediary with the closest association with the investor. to the cancel request or to the replacement order.
ClOrdLinkID | [0..1] | String |
OrigClOrdID | [1..1] | String | ClOrdID which could not be canceled/replaced. ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order.
OrdStatus | [1..1] | CodeSet | OrdStatus value after this cancel reject is applied. If CxlRejReason = "Unknown Order", specify Rejected.
WorkingIndicator | [0..1] | CodeSet | For optional use with OrdStatus = 0 (New)
OrigOrdModTime | [0..1] | UTCTimestamp |
ListID | [0..1] | String | Required for rejects against orders which were submitted as part of a list.
Account | [0..1] | String |
AcctIDSource | [0..1] | CodeSet |
AccountType | [0..1] | CodeSet |
TradeOriginationDate | [0..1] | LocalMktDate |
TradeDate | [0..1] | LocalMktDate |
TransactTime | [0..1] | UTCTimestamp |
CxlRejResponseTo | [1..1] | CodeSet |
CxlRejReason | [0..1] | CodeSet |
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

OrderCancelReplaceRequest

Category: SingleGeneralOrderHandling

Message Functionality

The order cancel/replace request is used to change the parameters of an existing order.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = G
OrderID | [0..1] | String | Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
Parties | [0..*] | Group | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
TradeOriginationDate | [0..1] | LocalMktDate |
TradeDate | [0..1] | LocalMktDate |
OrigClOrdID | [1..1] | String | ClOrdID of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order.
ClOrdID | [1..1] | String | Unique identifier of replacement order as assigned by institution or by the intermediary with the closest association with the investor. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected.
SecondaryClOrdID | [0..1] | String |
ClOrdLinkID | [0..1] | String |
ListID | [0..1] | String | Required for List Orders
OrigOrdModTime | [0..1] | UTCTimestamp | TransactTime of the last state change that occurred to the original order
Account | [0..1] | String |
AcctIDSource | [0..1] | CodeSet |
AccountType | [0..1] | CodeSet |
DayBookingInst | [0..1] | CodeSet |
BookingUnit | [0..1] | CodeSet |
PreallocMethod | [0..1] | CodeSet |
AllocID | [0..1] | String | Used to assign an overall allocation id to the block of preallocations
PreAllocGrp | [0..*] | Group | Number of repeating groups for pre-trade allocation
SettlType | [0..1] | CodeSet |
SettlDate | [0..1] | LocalMktDate | Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
CashMargin | [0..1] | CodeSet |
ClearingFeeIndicator | [0..1] | CodeSet |
HandlInst | [0..1] | CodeSet |
ExecInst | [0..1] | CodeSet | 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).
MinQty | [0..1] | Qty |
MaxFloor | [0..1] | Qty |
ExDestination | [0..1] | Exchange |
TrdgSesGrp | [0..*] | Group | Specifies the number of repeating TradingSessionIDs
Instrument | [1..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Must match original order
FinancingDetails | [0..1] | Component | Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order
UndInstrmtGrp | [0..*] | Group | Number of underlyings
Side | [1..1] | CodeSet | Should match original order's side, however, if bilaterally agreed to the following groups could potentially be interchanged: Buy and Buy Minus Sell, Sell Plus, Sell Short, and Sell Short Exempt Cross, Cross Short, and Cross Short Exempt
TransactTime | [1..1] | UTCTimestamp | Time this order request was initiated/released by the trader or trading system.
QtyType | [0..1] | CodeSet |
OrderQtyData | [1..1] | Component | Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty value should be the "Total Intended Order Quantity" (including the amount already executed for this chain of orders)
OrdType | [1..1] | CodeSet |
PriceType | [0..1] | CodeSet |
Price | [0..1] | Price | 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.
StopPx | [0..1] | Price | Required for OrdType = "Stop" or OrdType = "Stop limit".
SpreadOrBenchmarkCurveData | [0..1] | Component | Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"
YieldData | [0..1] | Component | Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"
PegInstructions | [0..1] | Component | Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"
DiscretionInstructions | [0..1] | Component | Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
TargetStrategy | [0..1] | CodeSet | The target strategy of the order
TargetStrategyParameters | [0..1] | String | For further specification of the TargetStrategy
ParticipationRate | [0..1] | Percentage | Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)
ComplianceID | [0..1] | String |
SolicitedFlag | [0..1] | CodeSet |
Currency | [0..1] | Currency | Must match original order.
TimeInForce | [0..1] | CodeSet | Absence of this field indicates Day order
EffectiveTime | [0..1] | UTCTimestamp | Can specify the time at which the order should be considered valid
ExpireDate | [0..1] | LocalMktDate | Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
ExpireTime | [0..1] | UTCTimestamp | Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
GTBookingInst | [0..1] | CodeSet | States whether executions are booked out or accumulated on a partially filled GT order
CommissionData | [0..1] | Component | Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"
OrderCapacity | [0..1] | CodeSet |
OrderRestrictions | [0..1] | CodeSet |
CustOrderCapacity | [0..1] | CodeSet |
ForexReq | [0..1] | CodeSet | Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
SettlCurrency | [0..1] | Currency | Required if ForexReq = Y.
BookingType | [0..1] | CodeSet | Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
SettlDate2 | [0..1] | LocalMktDate | Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of an F/X swap.
OrderQty2 | [0..1] | Qty | Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of an F/X swap.
Price2 | [0..1] | Price | Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of an F/X swap.
PositionEffect | [0..1] | CodeSet | For use in derivatives omnibus accounting
CoveredOrUncovered | [0..1] | CodeSet | For use with derivatives, such as options
MaxShow | [0..1] | Qty |
LocateReqd | [0..1] | CodeSet | Required for short sell orders
CancellationRights | [0..1] | CodeSet | For CIV - Optional
MoneyLaunderingStatus | [0..1] | CodeSet |
RegistID | [0..1] | String | Reference to Registration Instructions message for this Order.
Designation | [0..1] | String | Supplementary registration information for this Order
StandardTrailer | [1..1] | Component |

OrderCancelRequest

Category: SingleGeneralOrderHandling

Message Functionality

The order cancel request message requests the cancellation of all the remaining quantity of an existing order.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = F
OrigClOrdID | [1..1] | String | ClOrdID of the previous non-rejected order (NOT the initial order of the day) when canceling or replacing an order.
OrderID | [0..1] | String | Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
ClOrdID | [1..1] | String | Unique ID of cancel request as assigned by the institution.
SecondaryClOrdID | [0..1] | String |
ClOrdLinkID | [0..1] | String |
ListID | [0..1] | String | Required for List Orders
OrigOrdModTime | [0..1] | UTCTimestamp |
Account | [0..1] | String |
AcctIDSource | [0..1] | CodeSet |
AccountType | [0..1] | CodeSet |
Parties | [0..*] | Group | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
Instrument | [1..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
FinancingDetails | [0..1] | Component | Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order
UndInstrmtGrp | [0..*] | Group | Number of underlyings
Side | [1..1] | CodeSet |
TransactTime | [1..1] | UTCTimestamp | Time this order request was initiated/released by the trader or trading system.
OrderQtyData | [1..1] | Component | Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty = CumQty + LeavesQty (see exceptions above)
ComplianceID | [0..1] | String |
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

OrderMassCancelReport

Category: SingleGeneralOrderHandling

Message Functionality

The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report or Order Cancel Reject message.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = r (lowercase R)
ClOrdID | [0..1] | String | ClOrdID provided on the Order Mass Cancel Request.
SecondaryClOrdID | [0..1] | String |
OrderID | [1..1] | String | Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request
SecondaryOrderID | [0..1] | String | Secondary Order ID assigned by the recipient of the Order Mass Cancel Request
MassCancelRequestType | [1..1] | CodeSet | Order Mass Cancel Request Type accepted by the system
MassCancelResponse | [1..1] | CodeSet | Indicates the action taken by the counterparty order handling system as a result of the Cancel Request 0 - Indicates Order Mass Cancel Request was rejected.
MassCancelRejectReason | [0..1] | CodeSet | Indicates why Order Mass Cancel Request was rejected Required if MassCancelResponse = 0
TotalAffectedOrders | [0..1] | int | Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request
AffectedOrdGrp | [0..*] | Group | Optional field used to indicate the number of order identifiers for orders affected by the Order Mass Cancel Request. Must be followed with OrigClOrdID as the next field
TradingSessionID | [0..1] | String | Trading Session in which orders are to be canceled
TradingSessionSubID | [0..1] | String |
Instrument | [0..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
UnderlyingInstrument | [0..1] | Component | Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages"
Side | [0..1] | CodeSet | Side of the market specified on the Order Mass Cancel Request
TransactTime | [0..1] | UTCTimestamp | Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system.
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

OrderMassCancelRequest

Category: SingleGeneralOrderHandling

Message Functionality

The order mass cancel request message requests the cancellation of all the remaining quantity of a group of orders matching criteria specified within the request. NOTE: This message can only be used to cancel order messages (reduce the full quantity).

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = q (lowercase Q)
ClOrdID | [1..1] | String | Unique ID of Order Mass Cancel Request as assigned by the institution.
SecondaryClOrdID | [0..1] | String |
MassCancelRequestType | [1..1] | CodeSet | Specifies the type of cancellation requested
TradingSessionID | [0..1] | String | Trading Session in which orders are to be canceled
TradingSessionSubID | [0..1] | String |
Instrument | [0..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
UnderlyingInstrument | [0..1] | Component | Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages"
Side | [0..1] | CodeSet | Optional qualifier used to indicate the side of the market for which orders are to be canceled. Absence of this field indicates that orders are to be canceled regardless of side.
TransactTime | [1..1] | UTCTimestamp | Time this order request was initiated/released by the trader or trading system.
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

OrderMassStatusRequest

Category: SingleGeneralOrderHandling

Message Functionality

The order mass status request message requests the status for orders matching criteria specified within the request.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = AF
MassStatusReqID | [1..1] | String | Unique ID of mass status request as assigned by the institution.
MassStatusReqType | [1..1] | CodeSet | Specifies the scope of the mass status request
Parties | [0..*] | Group | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
Account | [0..1] | String | Account
AcctIDSource | [0..1] | CodeSet |
TradingSessionID | [0..1] | String | Trading Session
TradingSessionSubID | [0..1] | String |
Instrument | [0..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
UnderlyingInstrument | [0..1] | Component | Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages"
Side | [0..1] | CodeSet | Optional qualifier used to indicate the side of the market for which orders will be returned.
StandardTrailer | [1..1] | Component |

OrderStatusRequest

Category: SingleGeneralOrderHandling

Message Functionality

The order status request message is used by the institution to generate an order status message back from the broker.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = H
OrderID | [0..1] | String |
ClOrdID | [1..1] | String | The ClOrdID of the order whose status is being requested.
SecondaryClOrdID | [0..1] | String |
ClOrdLinkID | [0..1] | String |
Parties | [0..*] | Group | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
OrdStatusReqID | [0..1] | String | Optional, can be used to uniquely identify a specific Order Status Request message. Echoed back on Execution Report if provided.
Account | [0..1] | String |
AcctIDSource | [0..1] | CodeSet |
Instrument | [1..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
FinancingDetails | [0..1] | Component | Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order
UndInstrmtGrp | [0..*] | Group | Number of underlyings
Side | [1..1] | CodeSet |
StandardTrailer | [1..1] | Component |

PositionMaintenanceReport

Category: PositionMaintenance

Message Functionality

Position Maintenance Report

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = AM
PosMaintRptID | [1..1] | String | Unique identifier for this position report
PosTransType | [1..1] | CodeSet |
PosReqID | [0..1] | String | Unique identifier for the position maintenance request associated with this report
PosMaintAction | [1..1] | CodeSet |
OrigPosReqRefID | [1..1] | String | Reference to the PosReqID of a previous maintenance request that is being replaced or canceled.
PosMaintStatus | [1..1] | CodeSet | Status of Position Maintenance Request
PosMaintResult | [0..1] | CodeSet |
ClearingBusinessDate | [1..1] | LocalMktDate | The Clearing Business Date covered by this request
SettlSessID | [0..1] | CodeSet | Intraday(ITD), Regular Trading Hours(EOD),
SettlSessSubID | [0..1] | String |
Parties | [0..*] | Group | Position Account
Account | [1..1] | String |
AcctIDSource | [0..1] | CodeSet |
AccountType | [1..1] | CodeSet | Type of account associated with the order (Origin)
Instrument | [1..1] | Component |
Currency | [0..1] | Currency |
InstrmtLegGrp | [0..*] | Group | Specifies the number of legs that make up the Security
UndInstrmtGrp | [0..*] | Group | Specifies the number of underlying legs that make up the Security
TrdgSesGrp | [0..*] | Group | Specifies the number of repeating TradingSessionIDs
TransactTime | [1..1] | UTCTimestamp | Time this order request was initiated/released by the trader, trading system, or intermediary.
PositionQty | [1..*] | Group | See definition for Position Quantity in the Proposed Component Block section above
PositionAmountData | [1..*] | Group | Insert here the set of "Position Amount Data" fields defined in "Common Components of Application Messages"
AdjustmentType | [0..1] | CodeSet | Type of adjustment to be applied Delta_plus, Delta_minus, Final. If Adjustment Type is null, the PCS request will be processed as Margin Disposition only
ThresholdAmount | [0..1] | PriceOffset |
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

PositionMaintenanceRequest

Category: PositionMaintenance

Message Functionality

Position Maintenance Request

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = AL
PosReqID | [1..1] | String | Unique identifier for the position maintenance request as assigned by the submitter
PosTransType | [1..1] | CodeSet |
PosMaintAction | [1..1] | CodeSet |
OrigPosReqRefID | [0..1] | String | Reference to the PosReqID of a previous maintenance request that is being replaced or canceled.
PosMaintRptRefID | [0..1] | String | Reference to a PosMaintRptID from a previous Position Maintenance Report that is being replaced or canceled.
ClearingBusinessDate | [1..1] | LocalMktDate | The Clearing Business Date referred to by this maintenance request
SettlSessID | [0..1] | CodeSet |
SettlSessSubID | [0..1] | String |
Parties | [1..*] | Group | The Following PartyRoles can be specified: ClearingOrganization Clearing Firm Position Account
Account | [1..1] | String |
AcctIDSource | [0..1] | CodeSet |
AccountType | [1..1] | CodeSet | Type of account associated with the order (Origin)
Instrument | [1..1] | Component |
Currency | [0..1] | Currency |
InstrmtLegGrp | [0..*] | Group | Specifies the number of legs that make up the Security
UndInstrmtGrp | [0..*] | Group | Specifies the number of underlying legs that make up the Security
TrdgSesGrp | [0..*] | Group | Specifies the number of repeating TradingSessionIDs
TransactTime | [1..1] | UTCTimestamp | Time this order request was initiated/released by the trader, trading system, or intermediary.
PositionQty | [1..*] | Group |
AdjustmentType | [0..1] | CodeSet | Type of adjustment to be applied, used for PCS & PAJ Delta_plus, Delta_minus, Final, If Adjustment Type is null, the request will be processed as Margin Disposition
ContraryInstructionIndicator | [0..1] | Boolean | Boolean - if Y then indicates you are requesting a position maintenance that acting
PriorSpreadIndicator | [0..1] | Boolean | Boolean - Y indicates you are requesting rollover of prior day’s spread submissions
ThresholdAmount | [0..1] | PriceOffset |
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

PositionReport

Category: PositionMaintenance

Message Functionality

Position Report

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = AP
PosMaintRptID | [1..1] | String | Unique identifier for this position report
PosReqID | [0..1] | String | Unique identifier for the Request for Positions associated with this report This field should not be provided if the report was sent unsolicited.
PosReqType | [0..1] | CodeSet |
SubscriptionRequestType | [0..1] | CodeSet | Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default
TotalNumPosReports | [0..1] | int | Total number of Position Reports being returned
UnsolicitedIndicator | [0..1] | CodeSet | Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request.
PosReqResult | [1..1] | CodeSet |
ClearingBusinessDate | [1..1] | LocalMktDate | The Clearing Business Date referred to by this maintenance request
SettlSessID | [0..1] | CodeSet |
SettlSessSubID | [0..1] | String |
Parties | [1..*] | Group | Position Account
Account | [1..1] | String |
AcctIDSource | [0..1] | CodeSet |
AccountType | [1..1] | CodeSet | Type of account associated with the order (Origin)
Instrument | [0..1] | Component |
Currency | [0..1] | Currency |
SettlPrice | [1..1] | Price |
SettlPriceType | [1..1] | CodeSet | Values = Final, Theoretical
PriorSettlPrice | [1..1] | Price |
InstrmtLegGrp | [0..*] | Group | Specifies the number of legs that make up the Security
PosUndInstrmtGrp | [0..*] | Group | Specifies the number of underlying legs that make up the Security
PositionQty | [1..*] | Group | See definition for Position Quantity in the Proposed Component Block section above
PositionAmountData | [1..*] | Group | Insert here the set of "Position Amount Data" fields defined in "Common Components of Application Messages"
RegistStatus | [0..1] | CodeSet | RegNonRegInd
DeliveryDate | [0..1] | LocalMktDate |
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

Quote

Category: QuotationNegotiation

Message Functionality

The Quote message is used as the response to a Quote Request or a Quote Response message in both indicative, tradeable, and restricted tradeable quoting markets.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = S
QuoteReqID | [0..1] | String | Required when quote is in response to a Quote Request message
QuoteID | [1..1] | String |
QuoteRespID | [0..1] | String | Required when responding to the Quote Response message. The counterparty specified ID of the Quote Response message.
QuoteType | [0..1] | CodeSet | Quote Type If not specified, the default is an indicative quote
QuotQualGrp | [0..*] | Group |
QuoteResponseLevel | [0..1] | CodeSet | Level of Response requested from receiver of quote messages.
Parties | [0..*] | Group | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
TradingSessionID | [0..1] | String |
TradingSessionSubID | [0..1] | String |
Instrument | [1..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
FinancingDetails | [0..1] | Component | Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
UndInstrmtGrp | [0..*] | Group | Number of underlyings
Side | [0..1] | CodeSet | Required for Tradeable or Counter quotes of single instruments
OrderQtyData | [0..1] | Component | Required for Tradeable quotes or Counter quotes of single instruments
SettlType | [0..1] | CodeSet |
SettlDate | [0..1] | LocalMktDate | Can be used with forex quotes to specify a specific "value date"
SettlDate2 | [0..1] | LocalMktDate | Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of an F/X swap.
OrderQty2 | [0..1] | Qty | Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of an F/X swap.
Currency | [0..1] | Currency | Can be used to specify the currency of the quoted prices. May differ from the ‘normal’ trading currency of the instrument being quoted
Stipulations | [0..*] | Group | Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"
Account | [0..1] | String |
AcctIDSource | [0..1] | CodeSet |
AccountType | [0..1] | CodeSet | Type of account associated with the order (Origin)
LegQuotGrp | [0..*] | Group | Required for multileg quotes
BidPx | [0..1] | Price | 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.
OfferPx | [0..1] | Price | 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.
MktBidPx | [0..1] | Price | Can be used by markets that require showing the current best bid and offer
MktOfferPx | [0..1] | Price | Can be used by markets that require showing the current best bid and offer
MinBidSize | [0..1] | Qty | Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size.
BidSize | [0..1] | Qty | Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size.
MinOfferSize | [0..1] | Qty | Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.
OfferSize | [0..1] | Qty | Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.
ValidUntilTime | [0..1] | UTCTimestamp | The time when the quote will expire
BidSpotRate | [0..1] | Price | May be applicable for F/X quotes
OfferSpotRate | [0..1] | Price | May be applicable for F/X quotes
BidForwardPoints | [0..1] | PriceOffset | May be applicable for F/X quotes
OfferForwardPoints | [0..1] | PriceOffset | May be applicable for F/X quotes
MidPx | [0..1] | Price |
BidYield | [0..1] | Percentage |
MidYield | [0..1] | Percentage |
OfferYield | [0..1] | Percentage |
TransactTime | [0..1] | UTCTimestamp |
OrdType | [0..1] | CodeSet | Can be used to specify the type of order the quote is for
BidForwardPoints2 | [0..1] | PriceOffset | Bid F/X forward points of the future portion of an F/X swap quote added to spot rate. May be a negative value
OfferForwardPoints2 | [0..1] | PriceOffset | Offer F/X forward points of the future portion of an F/X swap quote added to spot rate. May be a negative value
SettlCurrBidFxRate | [0..1] | float | Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all bid prices contained in this quote message
SettlCurrOfferFxRate | [0..1] | float | Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all offer prices contained in this quote message
SettlCurrFxRateCalc | [0..1] | CodeSet | Can be used when the quote is provided in a currency other than the instruments trading currency.
CommType | [0..1] | CodeSet | Can be used to show the counterparty the commission associated with the transaction.
Commission | [0..1] | Amt | Can be used to show the counterparty the commission associated with the transaction.
CustOrderCapacity | [0..1] | CodeSet | For Futures Exchanges
ExDestination | [0..1] | Exchange | Used when routing quotes to multiple markets
OrderCapacity | [0..1] | CodeSet |
PriceType | [0..1] | CodeSet |
SpreadOrBenchmarkCurveData | [0..1] | Component |
YieldData | [0..1] | Component |
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

QuoteCancel

Category: QuotationNegotiation

Message Functionality

The Quote Cancel message is used by an originator of quotes to cancel quotes.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = Z
QuoteReqID | [0..1] | String | Required when quote is in response to a Quote Request message
QuoteID | [1..1] | String |
QuoteCancelType | [1..1] | CodeSet | Identifies the type of Quote Cancel request.
QuoteResponseLevel | [0..1] | CodeSet | Level of Response requested from receiver of quote messages.
Parties | [0..*] | Group | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
Account | [0..1] | String |
AcctIDSource | [0..1] | CodeSet |
AccountType | [0..1] | CodeSet | Type of account associated with the order (Origin)
TradingSessionID | [0..1] | String |
TradingSessionSubID | [0..1] | String |
QuotCxlEntriesGrp | [0..*] | Group | The number of securities (instruments) whose quotes are to be canceled Not required when cancelling all quotes.
StandardTrailer | [1..1] | Component |

QuoteRequest

Category: QuotationNegotiation

Message Functionality

In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose. This message is commonly referred to as a Request For Quote (RFQ)

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = R
QuoteReqID | [1..1] | String |
RFQReqID | [0..1] | String | For tradeable quote model - used to indicate to which RFQ Request this Quote Request is in response.
ClOrdID | [0..1] | String | Required when QuoteType is Tradeable and the OrdType is Limit.
OrderCapacity | [0..1] | CodeSet |
QuotReqGrp | [1..*] | Group | Number of related symbols (instruments) in Request
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

QuoteRequestReject

Category: QuotationNegotiation

Message Functionality

The Quote Request Reject message is used to reject Quote Request messages for all quoting models.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = AG
QuoteReqID | [1..1] | String |
RFQReqID | [0..1] | String | For tradeable quote model - used to indicate to which RFQ Request this Quote Request is in response.
QuoteRequestRejectReason | [1..1] | CodeSet | Reason Quote was rejected
QuotReqRjctGrp | [1..*] | Group | Number of related symbols (instruments) in Request
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

QuoteResponse

Category: QuotationNegotiation

Message Functionality

The Quote Response message is used to respond to an IOI message or Quote message.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = AJ
QuoteRespID | [1..1] | String | Unique ID as assigned by the Initiator
QuoteID | [0..1] | String | Required only when responding to a Quote.
QuoteRespType | [1..1] | CodeSet | Type of response this Quote Response is.
ClOrdID | [0..1] | String | Required only when QuoteRespType is 1 (Hit/Lift) or 2 (Counter quote).
OrderCapacity | [0..1] | CodeSet |
IOIID | [0..1] | String | Required only when responding to an IOI.
QuoteType | [0..1] | CodeSet | Default is Indicative.
QuotQualGrp | [0..*] | Group |
Parties | [0..*] | Group | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
TradingSessionID | [0..1] | String |
TradingSessionSubID | [0..1] | String |
Instrument | [1..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" For multilegs supply minimally a value for Symbol (55).
FinancingDetails | [0..1] | Component | Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" For multilegs supply minimally a value for Symbol (55).
UndInstrmtGrp | [0..*] | Group | Number of underlyings
Side | [0..1] | CodeSet | Required when countering a single instrument quote or "hit/lift" an IOI or Quote.
OrderQtyData | [0..1] | Component | Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Required when countering a single instrument quote or "hit/lift" an IOI or Quote.
SettlType | [0..1] | CodeSet |
SettlDate | [0..1] | LocalMktDate | Can be used with forex quotes to specify a specific "value date"
SettlDate2 | [0..1] | LocalMktDate | Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of an F/X swap.
OrderQty2 | [0..1] | Qty | Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of an F/X swap.
Currency | [0..1] | Currency | Can be used to specify the currency of the quoted prices. May differ from the ‘normal’ trading currency of the instrument being quoted
Stipulations | [0..*] | Group | Optional
Account | [0..1] | String |
AcctIDSource | [0..1] | CodeSet | Used to identify the source of the Account code.
AccountType | [0..1] | CodeSet | Type of account associated with the order (Origin)
LegQuotGrp | [0..*] | Group | Required for multileg quote response
BidPx | [0..1] | Price | 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.
OfferPx | [0..1] | Price | 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.
MktBidPx | [0..1] | Price | Can be used by markets that require showing the current best bid and offer
MktOfferPx | [0..1] | Price | Can be used by markets that require showing the current best bid and offer
MinBidSize | [0..1] | Qty | Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size.
BidSize | [0..1] | Qty | Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size.
MinOfferSize | [0..1] | Qty | Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.
OfferSize | [0..1] | Qty | Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.
ValidUntilTime | [0..1] | UTCTimestamp | The time when the quote will expire. Required for FI when the QuoteRespType is 2 (Counter quote) to indicate to the Respondent when the counteroffer is valid until.
BidSpotRate | [0..1] | Price | May be applicable for F/X quotes
OfferSpotRate | [0..1] | Price | May be applicable for F/X quotes
BidForwardPoints | [0..1] | PriceOffset | May be applicable for F/X quotes
OfferForwardPoints | [0..1] | PriceOffset | May be applicable for F/X quotes
MidPx | [0..1] | Price |
BidYield | [0..1] | Percentage |
MidYield | [0..1] | Percentage |
OfferYield | [0..1] | Percentage |
TransactTime | [0..1] | UTCTimestamp |
OrdType | [0..1] | CodeSet | Can be used to specify the type of order the quote is for.
BidForwardPoints2 | [0..1] | PriceOffset | Bid F/X forward points of the future portion of an F/X swap quote added to spot rate. May be a negative value
OfferForwardPoints2 | [0..1] | PriceOffset | Offer F/X forward points of the future portion of an F/X swap quote added to spot rate. May be a negative value
SettlCurrBidFxRate | [0..1] | float | Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all bid prices contained in this quote message
SettlCurrOfferFxRate | [0..1] | float | Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all offer prices contained in this quote message
SettlCurrFxRateCalc | [0..1] | CodeSet | Can be used when the quote is provided in a currency other than the instruments trading currency.
Commission | [0..1] | Amt | Can be used to show the counterparty the commission associated with the transaction.
CommType | [0..1] | CodeSet | Can be used to show the counterparty the commission associated with the transaction.
CustOrderCapacity | [0..1] | CodeSet | For Futures Exchanges
ExDestination | [0..1] | Exchange | Used when routing quotes to multiple markets
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
Price | [0..1] | Price |
PriceType | [0..1] | CodeSet |
SpreadOrBenchmarkCurveData | [0..1] | Component | Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
YieldData | [0..1] | Component | Insert here the set of "YieldData" fields defined in "Common Components of Application Messages"
StandardTrailer | [1..1] | Component |

QuoteStatusReport

Category: QuotationNegotiation

Message Functionality

The quote status report message is used: * As the response to a Quote Status Request message * As a response to a Quote Cancel message * As a response to a Quote Response message in a negotiation dialog (see Volume 7 – PRODUCT: FIXED INCOME)

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = AI
QuoteStatusReqID | [0..1] | String |
QuoteReqID | [0..1] | String | Required when quote is in response to a Quote Request message
QuoteID | [1..1] | String |
QuoteRespID | [0..1] | String | Required when responding to a Quote Response message.
QuoteType | [0..1] | CodeSet | Quote Type If not specified, the default is an indicative quote
Parties | [0..*] | Group | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
TradingSessionID | [0..1] | String |
TradingSessionSubID | [0..1] | String |
Instrument | [1..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
FinancingDetails | [0..1] | Component | Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
UndInstrmtGrp | [0..*] | Group | Number of underlyings
Side | [0..1] | CodeSet |
OrderQtyData | [0..1] | Component | Required for Tradeable quotes of single instruments
SettlType | [0..1] | CodeSet |
SettlDate | [0..1] | LocalMktDate | Can be used with forex quotes to specify a specific "value date"
SettlDate2 | [0..1] | LocalMktDate | Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of an F/X swap.
OrderQty2 | [0..1] | Qty | Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of an F/X swap.
Currency | [0..1] | Currency | Can be used to specify the currency of the quoted prices. May differ from the ‘normal’ trading currency of the instrument being quoted
Stipulations | [0..*] | Group |
Account | [0..1] | String |
AcctIDSource | [0..1] | CodeSet |
AccountType | [0..1] | CodeSet | Type of account associated with the order (Origin)
LegQuotStatGrp | [0..*] | Group | Required for multileg quote status reports
QuotQualGrp | [0..*] | Group |
ExpireTime | [0..1] | UTCTimestamp |
Price | [0..1] | Price |
PriceType | [0..1] | CodeSet |
SpreadOrBenchmarkCurveData | [0..1] | Component |
YieldData | [0..1] | Component |
BidPx | [0..1] | Price | 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.
OfferPx | [0..1] | Price | 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.
MktBidPx | [0..1] | Price | Can be used by markets that require showing the current best bid and offer
MktOfferPx | [0..1] | Price | Can be used by markets that require showing the current best bid and offer
MinBidSize | [0..1] | Qty | Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size.
BidSize | [0..1] | Qty | Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size.
MinOfferSize | [0..1] | Qty | Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.
OfferSize | [0..1] | Qty | Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size.
ValidUntilTime | [0..1] | UTCTimestamp |
BidSpotRate | [0..1] | Price | May be applicable for F/X quotes
OfferSpotRate | [0..1] | Price | May be applicable for F/X quotes
BidForwardPoints | [0..1] | PriceOffset | May be applicable for F/X quotes
OfferForwardPoints | [0..1] | PriceOffset | May be applicable for F/X quotes
MidPx | [0..1] | Price |
BidYield | [0..1] | Percentage |
MidYield | [0..1] | Percentage |
OfferYield | [0..1] | Percentage |
TransactTime | [0..1] | UTCTimestamp |
OrdType | [0..1] | CodeSet | Can be used to specify the type of order the quote is for
BidForwardPoints2 | [0..1] | PriceOffset | Bid F/X forward points of the future portion of an F/X swap quote added to spot rate. May be a negative value
OfferForwardPoints2 | [0..1] | PriceOffset | Offer F/X forward points of the future portion of an F/X swap quote added to spot rate. May be a negative value
SettlCurrBidFxRate | [0..1] | float | Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all bid prices contained in this message
SettlCurrOfferFxRate | [0..1] | float | Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all offer prices contained in this message
SettlCurrFxRateCalc | [0..1] | CodeSet | Can be used when the quote is provided in a currency other than the instruments trading currency.
CommType | [0..1] | CodeSet | Can be used to show the counterparty the commission associated with the transaction.
Commission | [0..1] | Amt | Can be used to show the counterparty the commission associated with the transaction.
CustOrderCapacity | [0..1] | CodeSet | For Futures Exchanges
ExDestination | [0..1] | Exchange | Used when routing quotes to multiple markets
QuoteStatus | [0..1] | CodeSet | Quote Status
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length |
EncodedText | [0..1] | data |
StandardTrailer | [1..1] | Component |

QuoteStatusRequest

Category: QuotationNegotiation

Message Functionality

The quote status request message is used for the following purposes in markets that employ tradeable or restricted tradeable quotes:

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = a (lowercase)
QuoteStatusReqID | [0..1] | String |
QuoteID | [0..1] | String |
Instrument | [1..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
FinancingDetails | [0..1] | Component | Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
UndInstrmtGrp | [0..*] | Group | Number of underlyings
InstrmtLegGrp | [0..*] | Group | Required for multileg quotes
Parties | [0..*] | Group | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
Account | [0..1] | String |
AcctIDSource | [0..1] | CodeSet |
AccountType | [0..1] | CodeSet | Type of account associated with the order (Origin)
TradingSessionID | [0..1] | String |
TradingSessionSubID | [0..1] | String |
SubscriptionRequestType | [0..1] | CodeSet | Used to subscribe for Quote Status Report messages
StandardTrailer | [1..1] | Component |

RFQRequest

Category: QuotationNegotiation

Message Functionality

In tradeable and restricted tradeable quoting markets – Quote Requests are issued by counterparties interested in ascertaining the market for an instrument.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = AH
RFQReqID | [1..1] | String |
RFQReqGrp | [1..*] | Group | Number of related symbols (instruments) in Request
SubscriptionRequestType | [0..1] | CodeSet | Used to subscribe for Quote Requests that are sent into a market
StandardTrailer | [1..1] | Component |

RegistrationInstructions

Category: RegistrationInstruction

Message Functionality

The Registration Instructions message type may be used by institutions or retail intermediaries wishing to electronically submit registration information to a broker or fund manager (for CIV) for an order or for an allocation.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = o (lowercase O)
RegistID | [1..1] | String |
RegistTransType | [1..1] | CodeSet |
RegistRefID | [1..1] | String | Required for Cancel and Replace RegistTransType messages
ClOrdID | [0..1] | String | Unique identifier of the order as assigned by institution or intermediary to which Registration relates
Parties | [0..*] | Group | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
Account | [0..1] | String |
AcctIDSource | [0..1] | CodeSet |
RegistAcctType | [0..1] | String |
TaxAdvantageType | [0..1] | CodeSet |
OwnershipType | [0..1] | CodeSet |
RgstDtlsGrp | [0..*] | Group | Number of registration details in this message (number of repeating groups to follow)
RgstDistInstGrp | [0..*] | Group | Number of Distribution instructions in this message (number of repeating groups to follow)
StandardTrailer | [1..1] | Component |

RegistrationInstructionsResponse

Category: RegistrationInstruction

Message Functionality

The Registration Instructions Response message type may be used by broker or fund manager (for CIV) in response to a Registration Instructions message submitted by an institution or retail intermediary for an order or for an allocation.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = p (lowercase P)
RegistID | [1..1] | String | Unique identifier of the original Registration Instructions details
RegistTransType | [1..1] | CodeSet | Identifies original Registration Instructions transaction type
RegistRefID | [1..1] | String | Required for Cancel and Replace RegistTransType messages
ClOrdID | [0..1] | String | Unique identifier of the order as assigned by institution or intermediary.
Parties | [0..*] | Group | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
Account | [0..1] | String |
AcctIDSource | [0..1] | CodeSet |
RegistStatus | [1..1] | CodeSet |
RegistRejReasonCode | [0..1] | CodeSet |
RegistRejReasonText | [0..1] | String |
StandardTrailer | [1..1] | Component |

Reject

Category: Session

Message Functionality

The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = 3
RefSeqNum | [1..1] | SeqNum | MsgSeqNum of rejected message
RefTagID | [0..1] | int | The tag number of the FIX field being referenced.
RefMsgType | [0..1] | String | The MsgType of the FIX message being referenced.
SessionRejectReason | [0..1] | CodeSet | Code to identify reason for a session-level Reject message.
Text | [0..1] | String | Where possible, message to explain reason for rejection
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

RequestForPositions

Category: PositionMaintenance

Message Functionality

Request For Positions

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = AN
PosReqID | [1..1] | String | Unique identifier for the Request for Positions as assigned by the submitter
PosReqType | [1..1] | CodeSet |
MatchStatus | [0..1] | CodeSet |
SubscriptionRequestType | [0..1] | CodeSet | Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default
Parties | [1..*] | Group | Position Account
Account | [1..1] | String |
AcctIDSource | [0..1] | CodeSet |
AccountType | [1..1] | CodeSet | Type of account associated with the order (Origin)
Instrument | [0..1] | Component |
Currency | [0..1] | Currency |
InstrmtLegGrp | [0..*] | Group | Specifies the number of legs that make up the Security
UndInstrmtGrp | [0..*] | Group | Specifies the number of underlying legs that make up the Security
ClearingBusinessDate | [1..1] | LocalMktDate | The Clearing Business Date referred to by this request
SettlSessID | [0..1] | CodeSet | Intraday(ITD), Regular Trading Hours(EOD)
SettlSessSubID | [0..1] | String |
TrdgSesGrp | [0..*] | Group | Specifies the number of repeating TradingSessionIDs
TransactTime | [1..1] | UTCTimestamp | Time this order request was initiated/released by the trader, trading system, or intermediary.
ResponseTransportType | [0..1] | CodeSet | Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
ResponseDestination | [0..1] | String | URI destination name. Used if ResponseTransportType is out-of-band.
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

RequestForPositionsAck

Category: PositionMaintenance

Message Functionality

Request for Positions Ack

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = AO
PosMaintRptID | [1..1] | String | Unique identifier for this position report
PosReqID | [0..1] | String | Unique identifier for the Request for Position associated with this report This field should not be provided if the report was sent unsolicited.
TotalNumPosReports | [0..1] | int | Total number of Position Reports being returned
UnsolicitedIndicator | [0..1] | CodeSet | Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request.
PosReqResult | [1..1] | CodeSet |
PosReqStatus | [1..1] | CodeSet |
Parties | [1..*] | Group | Position Account
Account | [1..1] | String |
AcctIDSource | [0..1] | CodeSet |
AccountType | [1..1] | CodeSet | Type of account associated with the order (Origin)
Instrument | [0..1] | Component |
Currency | [0..1] | Currency |
InstrmtLegGrp | [0..*] | Group | Specifies the number of legs that make up the Security
UndInstrmtGrp | [0..*] | Group | Specifies the number of underlying legs that make up the Security
ResponseTransportType | [0..1] | CodeSet | Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
ResponseDestination | [0..1] | String | URI destination name. Used if ResponseTransportType is out-of-band.
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

ResendRequest

Category: Session

Message Functionality

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.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = 2
BeginSeqNo | [1..1] | SeqNum |
EndSeqNo | [1..1] | SeqNum |
StandardTrailer | [1..1] | Component |

SecurityDefinition

Category: SecurityAndTradingSessionDefinitionOrStatus

Message Functionality

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

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = d (lowercase)
SecurityReqID | [1..1] | String |
SecurityResponseID | [1..1] | String | Identifier for the Security Definition message
SecurityResponseType | [1..1] | CodeSet | Response to the Security Definition Request
Instrument | [0..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security
InstrumentExtension | [0..1] | Component | Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
UndInstrmtGrp | [0..*] | Group | Number of underlyings
Currency | [0..1] | Currency |
TradingSessionID | [0..1] | String |
TradingSessionSubID | [0..1] | String |
Text | [0..1] | String | Comment, instructions, or other identifying information.
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
InstrmtLegGrp | [0..*] | Group | Number of legs that make up the Security
ExpirationCycle | [0..1] | CodeSet |
RoundLot | [0..1] | Qty |
MinTradeVol | [0..1] | Qty |
StandardTrailer | [1..1] | Component |

SecurityDefinitionRequest

Category: SecurityAndTradingSessionDefinitionOrStatus

Message Functionality

The Security Definition Request message is used for the following: 1. Request a specific Security to be traded with the second party. The request security can be defined as a multileg security made up of one or more instrument legs.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = c (lowercase)
SecurityReqID | [1..1] | String |
SecurityRequestType | [1..1] | CodeSet |
Instrument | [0..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security
InstrumentExtension | [0..1] | Component | Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
UndInstrmtGrp | [0..*] | Group | Number of underlyings
Currency | [0..1] | Currency |
Text | [0..1] | String | Comment, instructions, or other identifying information.
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
TradingSessionID | [0..1] | String | Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable.
TradingSessionSubID | [0..1] | String |
InstrmtLegGrp | [0..*] | Group | Number of legs that make up the Security
ExpirationCycle | [0..1] | CodeSet |
SubscriptionRequestType | [0..1] | CodeSet | Subscribe or unsubscribe for security status to security specified in request.
StandardTrailer | [1..1] | Component |

SecurityList

Category: SecurityAndTradingSessionDefinitionOrStatus

Message Functionality

The Security List message is used to return a list of securities that matches the criteria specified in a Security List Request.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = y (lowercase Y)
SecurityReqID | [1..1] | String |
SecurityResponseID | [1..1] | String | Identifier for the Security List message
SecurityRequestResult | [1..1] | CodeSet | Result of the Security Request identified by the SecurityReqID
TotNoRelatedSym | [0..1] | int | Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required.
LastFragment | [0..1] | CodeSet | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
SecListGrp | [0..*] | Group | Specifies the number of repeating symbols (instruments) specified
StandardTrailer | [1..1] | Component |

SecurityListRequest

Category: SecurityAndTradingSessionDefinitionOrStatus

Message Functionality

The Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = x (lowercase X)
SecurityReqID | [1..1] | String |
SecurityListRequestType | [1..1] | CodeSet | Type of Security List Request being made
Instrument | [0..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security
InstrumentExtension | [0..1] | Component | Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
FinancingDetails | [0..1] | Component | Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
UndInstrmtGrp | [0..*] | Group | Number of underlyings
InstrmtLegGrp | [0..*] | Group | Number of legs that make up the Security
Currency | [0..1] | Currency |
Text | [0..1] | String | Comment, instructions, or other identifying information.
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
TradingSessionID | [0..1] | String | Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable.
TradingSessionSubID | [0..1] | String |
SubscriptionRequestType | [0..1] | CodeSet | Subscribe or unsubscribe for security status to security specified in request.
StandardTrailer | [1..1] | Component |

SecurityStatus

Category: SecurityAndTradingSessionDefinitionOrStatus

Message Functionality

The Security Status message provides for the ability to report changes in status to a security.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = f (lowercase)
SecurityStatusReqID | [0..1] | String |
Instrument | [1..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
InstrumentExtension | [0..1] | Component | Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
UndInstrmtGrp | [0..*] | Group | Number of underlyings
InstrmtLegGrp | [0..*] | Group | Required for multileg quotes
Currency | [0..1] | Currency |
TradingSessionID | [0..1] | String |
TradingSessionSubID | [0..1] | String |
UnsolicitedIndicator | [0..1] | CodeSet | Set to 'Y' if message is sent as a result of a subscription request not a snapshot request
SecurityTradingStatus | [0..1] | CodeSet | Identifies the trading status applicable to the transaction.
FinancialStatus | [0..1] | CodeSet |
CorporateAction | [0..1] | CodeSet |
HaltReason | [0..1] | CodeSet | Denotes the reason for the Opening Delay or Trading Halt.
InViewOfCommon | [0..1] | CodeSet |
DueToRelated | [0..1] | CodeSet |
BuyVolume | [0..1] | Qty |
SellVolume | [0..1] | Qty |
HighPx | [0..1] | Price |
LowPx | [0..1] | Price |
LastPx | [0..1] | Price | Represents the last price for that security either on a Consolidated or an individual participant basis at the time it is disseminated.
TransactTime | [0..1] | UTCTimestamp | Trade Dissemination Time
Adjustment | [0..1] | CodeSet |
Text | [0..1] | String | Comment, instructions, or other identifying information.
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

SecurityStatusRequest

Category: SecurityAndTradingSessionDefinitionOrStatus

Message Functionality

The Security Status Request message provides for the ability to request the status of a security.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = e (lowercase)
SecurityStatusReqID | [1..1] | String | Must be unique, or the ID of previous Security Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2).
Instrument | [1..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
InstrumentExtension | [0..1] | Component | Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
UndInstrmtGrp | [0..*] | Group | Number of underlyings
InstrmtLegGrp | [0..*] | Group | Number of legs that make up the Security
Currency | [0..1] | Currency |
SubscriptionRequestType | [1..1] | CodeSet | SubcriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counterparty.)
TradingSessionID | [0..1] | String |
TradingSessionSubID | [0..1] | String |
StandardTrailer | [1..1] | Component |

SecurityTypeRequest

Category: SecurityAndTradingSessionDefinitionOrStatus

Message Functionality

The Security Type Request message is used to return a list of security types available from a counterparty or market.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = v (lowercase V)
SecurityReqID | [1..1] | String |
Text | [0..1] | String | Comment, instructions, or other identifying information.
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
TradingSessionID | [0..1] | String | Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable.
TradingSessionSubID | [0..1] | String |
Product | [0..1] | CodeSet | Used to qualify which security types are returned
SecurityType | [0..1] | CodeSet | Used to qualify which security type is returned
SecuritySubType | [0..1] | String | Used to qualify which security types are returned
StandardTrailer | [1..1] | Component |

SecurityTypes

Category: SecurityAndTradingSessionDefinitionOrStatus

Message Functionality

The Security Type message is used to return a list of security types available from a counterparty or market.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = w (lowercase W)
SecurityReqID | [1..1] | String |
SecurityResponseID | [1..1] | String | Identifier for the security response message
SecurityResponseType | [1..1] | CodeSet | The result of the security request identified by SecurityReqID
TotNoSecurityTypes | [0..1] | int | Indicates total number of security types in the event that multiple Security Type messages are used to return results
LastFragment | [0..1] | CodeSet | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
SecTypesGrp | [0..*] | Group |
Text | [0..1] | String | Comment, instructions, or other identifying information.
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
TradingSessionID | [0..1] | String | Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable.
TradingSessionSubID | [0..1] | String |
SubscriptionRequestType | [0..1] | CodeSet | Subscribe or unsubscribe for security status to security specified in request.
StandardTrailer | [1..1] | Component |

SequenceReset

Category: Session

Message Functionality

The Sequence Reset message has two modes: Gap Fill mode and Reset mode.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = 4
GapFillFlag | [0..1] | CodeSet |
NewSeqNo | [1..1] | SeqNum |
StandardTrailer | [1..1] | Component |

SettlementInstructionRequest

Category: SettlementInstruction

Message Functionality

The message usage documentation for SettlementInstructionRequest

Structure

Name
Mult.
Type
Description

StandardHeader
[1..1]
Component
MsgType = AV

SettlInstReqID
[1..1]
String
Unique message ID

TransactTime
[1..1]
UTCTimestamp
Date/Time this request message was generated

Parties
[0..*]
Group
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Used here for party whose instructions this message is requesting and (optionally) for settlement location Not required if database identifiers are being used to request settlement instructions. Required otherwise.

AllocAccount
[0..1]
String
Should not be populated if StandInstDbType is populated

AllocAcctIDSource
[0..1]
CodeSet
Required if AllocAccount populated Should not be populated if StandInstDbType is populated

Side
[0..1]
CodeSet
Should not be populated if StandInstDbType is populated

Product
[0..1]
CodeSet
Should not be populated if StandInstDbType is populated

SecurityType
[0..1]
CodeSet
Should not be populated if StandInstDbType is populated

CFICode
[0..1]
String
Should not be populated if StandInstDbType is populated

EffectiveTime
[0..1]
UTCTimestamp
Should not be populated if StandInstDbType is populated

ExpireTime
[0..1]
UTCTimestamp
Should not be populated if StandInstDbType is populated

LastUpdateTime
[0..1]
UTCTimestamp
Should not be populated if StandInstDbType is populated

StandInstDbType
[0..1]
CodeSet
Should not be populated if any of AllocAccount through to LastUpdateTime are populated

StandInstDbName
[0..1]
String
Should not be populated if any of AllocAccount through to LastUpdateTime are populated

StandInstDbID
[0..1]
String
The identifier of the standing instructions within the database specified in StandInstDbType Required if StandInstDbType populated Should not be populated if any of AllocAccount through to LastUpdateTime are populated

StandardTrailer
[1..1]
Component

SettlementInstructions

Category: SettlementInstruction

Message Functionality

The Settlement Instructions message provides the broker’s, the institution’s, or the intermediary’s instructions for trade settlement. This message has been designed so that it can be sent from the broker to the institution, from the institution to the broker, or from either to an independent "standing instructions" database or matching system or, for CIV, from an intermediary to a fund manager.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = T
SettlInstMsgID | [1..1] | String | Unique identifier for this message
SettlInstReqID | [0..1] | String | Only used when this message is used to respond to a settlement instruction request (to which this ID refers)
SettlInstMode | [1..1] | CodeSet | 1=Standing Instructions, 2=Specific Allocation Account Overriding, 3=Specific Allocation Account Standing , 4=Specific Order, 5=Reject SSI request
SettlInstReqRejCode | [0..1] | CodeSet | Required for SettlInstMode = 5. Used to provide reason for rejecting a Settlement Instruction Request message.
Text | [0..1] | String | Can be used to provide any additional rejection text where rejecting a Settlement Instruction Request message.
EncodedTextLen | [0..1] | Length |
EncodedText | [0..1] | data |
ClOrdID | [0..1] | String | Required for SettlInstMode=4.
TransactTime | [1..1] | UTCTimestamp | Date/time this message was generated
SettlInstGrp | [0..*] | Group | Required except where SettlInstMode is 5=Reject SSI request
StandardTrailer | [1..1] | Component |

TestRequest

Category: Session

Message Functionality

The test request message forces a heartbeat from the opposing application.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = 1
TestReqID | [1..1] | String |
StandardTrailer | [1..1] | Component |

TradeCaptureReport

Category: TradeCapture

Message Functionality

The Trade Capture Report message can be: • Used to report trades between counterparties. • Used to report trades to a trade matching system • Can be sent unsolicited between counterparties. • Sent as a reply to a Trade Capture Report Request. • Can be used to report unmatched and matched trades.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = AE
TradeReportID | [1..1] | String | Unique identifier for the Trade Capture Report
TradeReportTransType | [0..1] | CodeSet | Identifies Trade Report message transaction type.
TradeReportType | [0..1] | CodeSet |
TradeRequestID | [0..1] | String | Request ID if the Trade Capture Report is in response to a Trade Capture Report Request
TrdType | [0..1] | CodeSet |
TrdSubType | [0..1] | int |
SecondaryTrdType | [0..1] | int |
TransferReason | [0..1] | String |
ExecType | [0..1] | CodeSet | Type of Execution being reported: Uses subset of ExecType for Trade Capture Reports
TotNumTradeReports | [0..1] | int | Number of trade reports returned - if this report is part of a response to a Trade Capture Report Request
LastRptRequested | [0..1] | Boolean | Indicates if this is the last report in the response to a Trade Capture Report Request
UnsolicitedIndicator | [0..1] | CodeSet | Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request.
SubscriptionRequestType | [0..1] | CodeSet | Used to subscribe / unsubscribe for trade capture reports. If the field is absent, the value 0 will be the default
TradeReportRefID | [0..1] | String | The TradeReportID that is being referenced for some action, such as correction or cancellation
SecondaryTradeReportRefID | [0..1] | String |
SecondaryTradeReportID | [0..1] | String |
TradeLinkID | [0..1] | String | Used to associate a group of trades together. Useful for average price calculations.
TrdMatchID | [0..1] | String |
ExecID | [0..1] | String | Exchanged assigned Execution ID (Trade Identifier)
OrdStatus | [0..1] | CodeSet | Status of order as of this trade report
SecondaryExecID | [0..1] | String |
ExecRestatementReason | [0..1] | CodeSet | Reason for restatement
PreviouslyReported | [1..1] | CodeSet | Indicates if the trade capture report was previously reported to the counterparty
PriceType | [0..1] | CodeSet | Can be used to indicate cabinet trade pricing
Instrument | [1..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
FinancingDetails | [0..1] | Component | Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
OrderQtyData | [0..1] | Component | Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty field is required unless rejecting or an order ack for a CashOrderQty or PercentOrder.
QtyType | [0..1] | CodeSet |
YieldData | [0..1] | Component | Insert here the set of "YieldData" fields defined in "Common Components of Application Messages"
UndInstrmtGrp | [0..*] | Group |
UnderlyingTradingSessionID | [0..1] | String |
UnderlyingTradingSessionSubID | [0..1] | String |
LastQty | [1..1] | Qty | Trade Quantity.
LastPx | [1..1] | Price | Trade Price.
LastParPx | [0..1] | Price | Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par.
LastSpotRate | [0..1] | Price | Applicable for F/X orders
LastForwardPoints | [0..1] | PriceOffset | Applicable for F/X orders
LastMkt | [0..1] | Exchange |
TradeDate | [1..1] | LocalMktDate | Used when reporting other than current day trades.
ClearingBusinessDate | [0..1] | LocalMktDate |
AvgPx | [0..1] | Price | Average Price - if present then the LastPx will contain the original price on the execution
SpreadOrBenchmarkCurveData | [0..1] | Component | Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
AvgPxIndicator | [0..1] | CodeSet | Average Pricing indicator
PositionAmountData | [0..*] | Group | Insert here the set of "Position Amount Data" fields defined in "Common Components of Application Messages"
MultiLegReportingType | [0..1] | CodeSet | Type of report if multileg instrument. Provided to support a scenario for trades of multileg instruments between two parties.
TradeLegRefID | [0..1] | String | Reference to the leg of a multileg instrument to which this trade refers Used when MultiLegReportingType = 2 (Single Leg of a Multileg security)
TrdInstrmtLegGrp | [0..*] | Group | Number of legs Identifies a Multi-leg Execution if present and non-zero.
TransactTime | [1..1] | UTCTimestamp | Time the transaction represented by this Trade Capture Report occurred
TrdRegTimestamps | [0..*] | Group |
SettlType | [0..1] | CodeSet |
SettlDate | [0..1] | LocalMktDate | Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
MatchStatus | [0..1] | CodeSet |
MatchType | [0..1] | CodeSet |
TrdCapRptSideGrp | [1..*] | Group | Number of sides
CopyMsgIndicator | [0..1] | Boolean | Indicates drop copy.
PublishTrdIndicator | [0..1] | CodeSet |
ShortSaleReason | [0..1] | CodeSet |
StandardTrailer | [1..1] | Component |

TradeCaptureReportAck

Category: TradeCapture

Message Functionality

The Trade Capture Report Ack message can be: • Used to acknowledge trade capture reports received from a counterparty • Used to reject a trade capture report received from a counterparty

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = AR
TradeReportID | [1..1] | String | Unique identifier for the Trade Capture Report
TradeReportTransType | [0..1] | CodeSet | Identifies Trade Report message transaction type.
TradeReportType | [0..1] | CodeSet | Indicates action to take on trade
TrdType | [0..1] | CodeSet |
TrdSubType | [0..1] | int |
SecondaryTrdType | [0..1] | int |
TransferReason | [0..1] | String |
ExecType | [1..1] | CodeSet | Type of Execution being reported: Uses subset of ExecType for Trade Capture Reports
TradeReportRefID | [0..1] | String | The TradeReportID that is being referenced for some action, such as correction or cancellation
SecondaryTradeReportRefID | [0..1] | String | The SecondaryTradeReportID that is being referenced for some action, such as correction or cancellation
TrdRptStatus | [0..1] | CodeSet | Status of Trade Report
TradeReportRejectReason | [0..1] | CodeSet | Reason for Rejection of Trade Report
SecondaryTradeReportID | [0..1] | String |
SubscriptionRequestType | [0..1] | CodeSet | Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default
TradeLinkID | [0..1] | String | Used to associate a group of trades together. Useful for average price calculations.
TrdMatchID | [0..1] | String |
ExecID | [0..1] | String | Exchanged assigned Execution ID (Trade Identifier)
SecondaryExecID | [0..1] | String |
Instrument | [1..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
TransactTime | [0..1] | UTCTimestamp | Time ACK was issued by matching system, trading system or counterparty
TrdRegTimestamps | [0..*] | Group |
ResponseTransportType | [0..1] | CodeSet | Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
ResponseDestination | [0..1] | String | URI destination name. Used if ResponseTransportType is out-of-band.
Text | [0..1] | String | May be used by the executing market to record any execution Details that are particular to that market
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
TrdInstrmtLegGrp | [0..*] | Group | Number of legs Identifies a Multi-leg Execution if present and non-zero.
ClearingFeeIndicator | [0..1] | CodeSet |
OrderCapacity | [0..1] | CodeSet | The capacity of the participant for this trade (principal or agent for example).
OrderRestrictions | [0..1] | CodeSet | Restrictions associated with the participant and their capacity for this trade.
CustOrderCapacity | [0..1] | CodeSet | The customer capacity for this trade
Account | [0..1] | String | Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary
AcctIDSource | [0..1] | CodeSet |
AccountType | [0..1] | CodeSet | Specifies type of account
PositionEffect | [0..1] | CodeSet | For use in derivatives omnibus accounting
PreallocMethod | [0..1] | CodeSet |
TrdAllocGrp | [0..*] | Group | Number of repeating groups for trade allocation
StandardTrailer | [1..1] | Component |

TradeCaptureReportRequest

Category: TradeCapture

Message Functionality

Trade Capture Reporting allows sell-side firms (broker, exchange, ECN) to provide timely reporting of completed trades to an external entity not involved in the execution of the trade.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = AD
TradeRequestID | [1..1] | String | Identifier for the trade request
TradeRequestType | [1..1] | CodeSet |
SubscriptionRequestType | [0..1] | CodeSet | Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default (snapshot only - no subscription)
TradeReportID | [0..1] | String | To request a specific trade report
SecondaryTradeReportID | [0..1] | String | To request a specific trade report
ExecID | [0..1] | String |
ExecType | [0..1] | CodeSet | To requst all trades of a specific execution type
OrderID | [0..1] | String |
ClOrdID | [0..1] | String |
MatchStatus | [0..1] | CodeSet |
TrdType | [0..1] | CodeSet | To request all trades of a specific trade type
TrdSubType | [0..1] | int | To request all trades of a specific trade sub type
TransferReason | [0..1] | String | To request all trades for a specific transfer reason
SecondaryTrdType | [0..1] | int | To request all trades of a specific trade sub type
TradeLinkID | [0..1] | String | To request all trades of a specific trade link id
TrdMatchID | [0..1] | String | To request a trade matching a specific TrdMatchID
Parties | [0..*] | Group | Used to specify the parties for the trades to be returned (clearing firm, execution broker, trader id, etc.) ExecutingBroker ClearingFirm ContraBroker ContraClearingFirm SettlementLocation - depository, CSD, or other settlement party ExecutingTrader InitiatingTrader OrderOriginator
Instrument | [0..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
InstrumentExtension | [0..1] | Component | Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
FinancingDetails | [0..1] | Component | Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
UndInstrmtGrp | [0..*] | Group | Indicates number of repeating entries. ** Nested Repeating Group follows **
InstrmtLegGrp | [0..*] | Group | Indicates number of repeating entries. ** Nested Repeating Group follows **
TrdCapDtGrp | [0..*] | Group | Number of date ranges provided (must be 1 or 2 if specified)
ClearingBusinessDate | [0..1] | LocalMktDate | To request trades for a specific clearing business date.
TradingSessionID | [0..1] | String | To request trades for a specific trading session.
TradingSessionSubID | [0..1] | String | To request trades for a specific trading session.
TimeBracket | [0..1] | String | To request trades within a specific time bracket.
Side | [0..1] | CodeSet | To request trades for a specific side of a trade.
MultiLegReportingType | [0..1] | CodeSet | Used to indicate if trades are to be returned for the individual legs of a multileg instrument or for the overall instrument.
TradeInputSource | [0..1] | String | To requests trades that were submitted from a specific trade input source.
TradeInputDevice | [0..1] | String | To request trades that were submitted from a specific trade input device.
ResponseTransportType | [0..1] | CodeSet | Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
ResponseDestination | [0..1] | String | URI destination name. Used if ResponseTransportType is out-of-band.
Text | [0..1] | String | Used to match specific values within Text fields
EncodedTextLen | [0..1] | Length |
EncodedText | [0..1] | data |
StandardTrailer | [1..1] | Component |

TradeCaptureReportRequestAck

Category: TradeCapture

Message Functionality

The Trade Capture Request Ack message is used to: • Provide an acknowledgement to a Trade Capture Report Request in the case where the Trade Capture Report Request is used to specify a subscription or delivery of reports via an out-of-band ResponseTransmissionMethod. • Provide an acknowledgement to a Trade Capture Report Request in the case when the return of the Trade Capture Reports matching that request will be delayed or delivered asynchronously. This is useful in distributed trading system environments. • Indicate that no trades were found that matched the selection criteria specified on the Trade Capture Report Request • The Trade Capture Request was invalid for some business reason, such as request is not authorized, invalid or unknown instrument, party, trading session, etc.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = AQ
TradeRequestID | [1..1] | String | Identifier for the trade request
TradeRequestType | [1..1] | CodeSet |
SubscriptionRequestType | [0..1] | CodeSet | Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default
TotNumTradeReports | [0..1] | int | Number of trade reports returned
TradeRequestResult | [1..1] | CodeSet | Result of Trade Request
TradeRequestStatus | [1..1] | CodeSet | Status of Trade Request
Instrument | [1..1] | Component | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
UndInstrmtGrp | [0..*] | Group |
InstrmtLegGrp | [0..*] | Group | Number of legs NoLegs > 0 identifies a Multi-leg Execution
MultiLegReportingType | [0..1] | CodeSet | Specify type of multileg reporting to be returned.
ResponseTransportType | [0..1] | CodeSet | Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
ResponseDestination | [0..1] | String | URI destination name. Used if ResponseTransportType is out-of-band.
Text | [0..1] | String | May be used by the executing market to record any execution Details that are particular to that market
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

TradingSessionStatus

Category: SecurityAndTradingSessionDefinitionOrStatus

Message Functionality

The Trading Session Status provides information on the status of a market.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = h (lowercase)
TradSesReqID | [0..1] | String | Provided for a response to a specific Trading Session Status Request message (snapshot).
TradingSessionID | [1..1] | String | Identifier for Trading Session
TradingSessionSubID | [0..1] | String |
TradSesMethod | [0..1] | CodeSet | Method of trading:
TradSesMode | [0..1] | CodeSet | Trading Session Mode
UnsolicitedIndicator | [0..1] | CodeSet | Set to 'Y' if message is sent unsolicited as a result of a previous subscription request.
TradSesStatus | [1..1] | CodeSet | State of the trading session
TradSesStatusRejReason | [0..1] | CodeSet | Use with TradSesStatus = "Request Rejected"
TradSesStartTime | [0..1] | UTCTimestamp | Starting time of the trading session
TradSesOpenTime | [0..1] | UTCTimestamp | Time of the opening of the trading session
TradSesPreCloseTime | [0..1] | UTCTimestamp | Time of the pre-close of the trading session
TradSesCloseTime | [0..1] | UTCTimestamp | Closing time of the trading session
TradSesEndTime | [0..1] | UTCTimestamp | End time of the trading session
TotalVolumeTraded | [0..1] | Qty |
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length | Must be set if EncodedText field is specified and must immediately precede it.
EncodedText | [0..1] | data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailer | [1..1] | Component |

TradingSessionStatusRequest

Category: SecurityAndTradingSessionDefinitionOrStatus

Message Functionality

The Trading Session Status Request is used to request information on the status of a market.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = g (lowercase)
TradSesReqID | [1..1] | String | Must be unique, or the ID of previous Trading Session Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2).
TradingSessionID | [0..1] | String | Trading Session for which status is being requested
TradingSessionSubID | [0..1] | String |
TradSesMethod | [0..1] | CodeSet | Method of trading
TradSesMode | [0..1] | CodeSet | Trading Session Mode
SubscriptionRequestType | [1..1] | CodeSet |
StandardTrailer | [1..1] | Component |

UserRequest

Category: Common

Message Functionality

The message usage documentation for UserRequest

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = "BE"
UserRequestID | [1..1] | String |
UserRequestType | [1..1] | CodeSet |
Username | [1..1] | String |
Password | [0..1] | String |
NewPassword | [0..1] | String |
RawDataLength | [0..1] | Length |
RawData | [0..1] | data | Can be used to hand structures etc. to other APIs etc.
StandardTrailer | [1..1] | Component |

UserResponse

Category: Common

Message Functionality

The message usage documentation for UserResponse

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = "BF"
UserRequestID | [1..1] | String |
Username | [1..1] | String |
UserStatus | [0..1] | CodeSet |
UserStatusText | [0..1] | String | Reason a request was not carried out
StandardTrailer | [1..1] | Component |

Message Elements

Data Types

Data type
Base type
Description

Amt
float
float field typically representing a Price times a Qty

Boolean
char
char field containing one of two values: 'Y' = True/Yes 'N' = False/No

char

Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m != M).

Country
String
string field representing a country using ISO 3166 Country code (2 character) values (see Appendix 6-B).

Currency
String
string field representing a currency type using ISO 4217 Currency code (3 character) values (see Appendix 6-A).

data
String
Raw data with no format or content restrictions. Data fields are always immediately preceded by a length field. The length field should specify the number of bytes of the value of the data field (up to but not including the terminating SOH). Caution: the value of one of these fields may contain the delimiter (SOH) character. Note that the value specified for this field should be followed by the delimiter (SOH) character as all fields are terminated with an "SOH".

Exchange
String
string field representing a market or exchange using ISO 10383 Market Identifier Code (MIC) values (see Appendix 6-C).

float

Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits. The number of decimal places used should be a factor of business/market needs and mutual agreement between counterparties. Note that float values may contain leading zeros (e.g. "00023.23" = "23.23") and may contain or omit trailing zeros after the decimal point (e.g. "23.0" = "23.0000" = "23" = "23."). Note that fields which are derived from float may contain negative values unless explicitly specified otherwise.

int

Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23"). Examples: 723 in field 21 would be mapped int as

Length
int
int field representing the length in bytes. Value must be positive.

LocalMktDate
String
string field representing a Date of Local Market (as opposed to UTC) in YYYYMMDD format. This is the "normal" date field used by the FIX Protocol. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31.

MonthYear
String
string field representing month of a year. An optional day of the month can be appended or an optional week code. Valid formats: YYYYMM YYYYMMDD YYYYMMWW Valid values: YYYY = 0000-9999; MM = 01-12; DD = 01-31; WW = w1, w2, w3, w4, w5.

MultipleValueString
String
string field containing one or more space delimited single character values.

NumInGroup
int
int field representing the number of entries in a repeating group. Value must be positive.

Percentage
float
float field representing a percentage (e.g. 0.05 represents 5% and 0.9525 represents 95.25%). Note the number of decimal places may vary.

Price
float
float field representing a price. Note the number of decimal places may vary. For certain asset classes prices may be negative values. For example, prices for options strategies can be negative under certain market conditions. Refer to Volume 7: FIX Usage by Product for asset classes that support negative price values.

PriceOffset
float
float field representing a price offset, which can be mathematically added to a "Price". Note the number of decimal places may vary and some fields such as LastForwardPoints may be negative.

Qty
float
float field capable of storing either a whole number (no decimal places) of "shares" (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units).

SeqNum
int
int field representing a message sequence number. Value must be positive.

String

Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case-sensitive (i.e. morstatt != Morstatt).

UTCDateOnly
String
string field representing Date represented in UTC (Universal Time Coordinated, also known as "GMT") in YYYYMMDD format. This special-purpose field is paired with UTCTimeOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31.

UTCTimeOnly
String
string field representing Time-only represented in UTC (Universal Time Coordinated, also known as "GMT") in either HH:MM:SS (whole seconds) or HH:MM:SS.sss (milliseconds) format, colons, and period required. This special-purpose field is paired with UTCDateOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. Valid values: HH = 00-23, MM = 00-60 (60 only if UTC leap second), SS = 00-59. (without milliseconds) HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss=000-999 (indicating milliseconds).

UTCTimestamp
String
string field representing Time/date combination represented in UTC (Universal Time Coordinated, also known as "GMT") in either YYYYMMDD-HH:MM:SS (whole seconds) or YYYYMMDD-HH:MM:SS.sss (milliseconds) format, colons, dash, and period required. Valid values: * YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second) (without milliseconds). * YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss=000-999 (indicating milliseconds). Leap Seconds: Note that UTC includes corrections for leap seconds, which are inserted to account for slowing of the rotation of the earth. Leap second insertion is declared by the International Earth Rotation Service (IERS) and has, since 1972, only occurred on the night of Dec. 31 or Jun 30. The IERS considers March 31 and September 30 as secondary dates for leap second insertion, but has never utilized these dates. During a leap second insertion, a UTCTimestamp field may read "19981231-23:59:59", "19981231-23:59:60", "19990101-00:00:00". (see http://tycho.usno.navy.mil/leapsec.html)

Data Dictionary

Account

Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.

Type: String

Used in groups: BidCompReqGrp, ListOrdGrp, QuotReqGrp, QuotReqRjctGrp, SideCrossOrdModGrp, TrdCapRptSideGrp

Used in messages: AssignmentReport, CollateralAssignment, CollateralInquiry, CollateralInquiryAck, CollateralReport, CollateralRequest, CollateralResponse, ExecutionReport, MassQuote, MassQuoteAcknowledgement, MultilegOrderCancelReplace, NewOrderMultileg, NewOrderSingle, OrderCancelReject, OrderCancelReplaceRequest, OrderCancelRequest, OrderMassStatusRequest, OrderStatusRequest, PositionMaintenanceReport, PositionMaintenanceRequest, PositionReport, Quote, QuoteCancel, QuoteResponse, QuoteStatusReport, QuoteStatusRequest, RegistrationInstructions, RegistrationInstructionsResponse, RequestForPositions, RequestForPositionsAck, TradeCaptureReportAck

AccountType

Type of account associated with an order

Type: int

Allowed values in AccountTypeCodeSet:

Code | Name | Description
1 | CarriedCustomerSide | Account is carried on customer Side of Books
2 | CarriedNonCustomerSide | Account is carried on non-Customer Side of books
3 | HouseTrader | House Trader
4 | FloorTrader | Floor Trader
6 | CarriedNonCustomerSideCrossMargined | Account is carried on non-customer side of books and is cross margined
7 | HouseTraderCrossMargined | Account is house trader and is cross margined
8 | JointBackOfficeAccount | Joint Backoffice Account (JBO)

Used in groups: ListOrdGrp, QuotReqGrp, QuotReqRjctGrp, SideCrossOrdModGrp, TrdCapRptSideGrp

Used in messages: AssignmentReport, CollateralAssignment, CollateralInquiry, CollateralInquiryAck, CollateralReport, CollateralRequest, CollateralResponse, ExecutionReport, MassQuote, MassQuoteAcknowledgement, MultilegOrderCancelReplace, NewOrderMultileg, NewOrderSingle, OrderCancelReject, OrderCancelReplaceRequest, OrderCancelRequest, PositionMaintenanceReport, PositionMaintenanceRequest, PositionReport, Quote, QuoteCancel, QuoteResponse, QuoteStatusReport, QuoteStatusRequest, RequestForPositions, RequestForPositionsAck, TradeCaptureReportAck

AccruedInterestAmt

Amount of Accrued Interest for convertible bonds and fixed income

Type: Amt

Used in groups: TrdCapRptSideGrp

Used in messages: AllocationInstruction, AllocationReport, CollateralAssignment, CollateralInquiry, CollateralReport, CollateralRequest, CollateralResponse, Confirmation, ExecutionReport

AccruedInterestRate

The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond.

Type: Percentage

Used in groups: TrdCapRptSideGrp

Used in messages: AllocationInstruction, AllocationReport, Confirmation, ExecutionReport

AcctIDSource

Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have set up yet in their system.

Type: int

Allowed values in AcctIDSourceCodeSet:

Code | Name | Description
1 | BIC | BIC
2 | SIDCode | SID code
3 | TFM | TFM (GSPTA)
4 | OMGEO | OMGEO (AlertID)
5 | DTCCCode | DTCC code
99 | Other | Other (custom or proprietary)

Used in groups: BidCompReqGrp, ListOrdGrp, QuotReqGrp, QuotReqRjctGrp, SideCrossOrdModGrp, TrdCapRptSideGrp

Used in messages: ExecutionReport, MassQuote, MassQuoteAcknowledgement, MultilegOrderCancelReplace, NewOrderMultileg, NewOrderSingle, OrderCancelReject, OrderCancelReplaceRequest, OrderCancelRequest, OrderMassStatusRequest, OrderStatusRequest, PositionMaintenanceReport, PositionMaintenanceRequest, PositionReport, Quote, QuoteCancel, QuoteResponse, QuoteStatusReport, QuoteStatusRequest, RegistrationInstructions, RegistrationInstructionsResponse, RequestForPositions, RequestForPositionsAck, TradeCaptureReportAck

Adjustment

Identifies the type of adjustment

Type: int

Allowed values in AdjustmentCodeSet:

Code | Name | Description
1 | Cancel | Cancel
2 | Error | Error
3 | Correction | Correction

Used in messages: SecurityStatus

AdjustmentType

Type of adjustment to be applied, used for PCS & PAJ

Type: int

Allowed values in AdjustmentTypeCodeSet:

Code | Name | Description
0 | ProcessRequestAsMarginDisposition | Process request as Margin Disposition
1 | DeltaPlus | Delta_plus
2 | DeltaMinus | Delta_minus
3 | Final | Final

Used in messages: PositionMaintenanceReport, PositionMaintenanceRequest

AdvId

Unique identifier of advertisement message. (Prior to FIX 4.1 this field was of type int)

Type: String

Used in messages: Advertisement

AdvRefID

Reference identifier used with CANCEL and REPLACE transaction types. (Prior to FIX 4.1 this field was of type int)

Type: String

Used in messages: Advertisement

AdvSide

Broker's side of advertised trade

Type: char

Allowed values in AdvSideCodeSet:

Code | Name | Description
B | Buy | Buy
S | Sell | Sell
T | Trade | Trade
X | Cross | Cross

Used in messages: Advertisement

AdvTransType

Identifies advertisement message transaction type

Type: String

Allowed values in AdvTransTypeCodeSet:

Code | Name | Description
C | Cancel | Cancel
N | New | New
R | Replace | Replace

Used in messages: Advertisement

AffectedOrderID

OrderID (37) of an order affected by a mass cancel request.

Type: String

Used in groups: AffectedOrdGrp

AffectedOrdGrp

No component usage documentation for AffectedOrdGrp

Name | Mult. | Type | Description
NoAffectedOrders | [1..1] | NumInGroup |
OrigClOrdID | [0..1] | String |
AffectedOrderID | [0..1] | String |
AffectedSecondaryOrderID | [0..1] | String |

Used in messages: OrderMassCancelReport

AffectedSecondaryOrderID

SecondaryOrderID (98) of an order affected by a mass cancel request.

Type: String

Used in groups: AffectedOrdGrp

AffirmStatus

Identifies the status of the ConfirmationAck

Type: int

Allowed values in AffirmStatusCodeSet:

Code | Name | Description
1 | Received | Received
2 | ConfirmRejected | Confirm rejected, i.e. not affirmed
3 | Affirmed | Affirmed

Used in messages: ConfirmationAck

AggregatedBook

Specifies whether or not book entries should be aggregated.

Type: Boolean

Allowed values in AggregatedBookCodeSet:

Code | Name | Description
N | BookEntriesShouldNotBeAggregated | Multiple entries per side per price allowed
Y | BookEntriesToBeAggregated | one book entry per side per price

Used in messages: MarketDataRequest

AgreementCurrency

Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency.

Type: Currency

Used in components: FinancingDetails

AgreementDate

A reference to the date the underlying agreement specified by AgreementID and AgreementDesc was executed.

Type: LocalMktDate

Used in components: FinancingDetails

AgreementDesc

The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction.

Type: String

Used in components: FinancingDetails

AgreementID

A common reference to the applicable standing agreement between the counterparties to a financing transaction.

Type: String

Used in components: FinancingDetails

AllocAccount

Sub-account mnemonic

Type: String

Used in groups: AllocAckGrp, AllocGrp, PreAllocGrp, PreAllocMlegGrp, TrdAllocGrp

Used in messages: Confirmation, ConfirmationRequest, SettlementInstructionRequest

AllocAccountType

Type of account associated with a confirmation or other trade-level message

Type: int

Allowed values in AllocAccountTypeCodeSet:

Code | Name | Description
1 | CarriedCustomerSide | Account is carried on customer Side of Books
2 | CarriedNonCustomerSide | Account is carried on non-Customer Side of books
3 | HouseTrader | House Trader
4 | FloorTrader | Floor Trader
6 | CarriedNonCustomerSideCrossMargined | Account is carried on non-customer side of books and is cross margined
7 | HouseTraderCrossMargined | Account is house trader and is cross margined
8 | JointBackOfficeAccount | Joint Backoffice Account (JBO)

Used in messages: Confirmation, ConfirmationRequest

AllocAccruedInterestAmt

Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level.

Type: Amt

Used in groups: AllocGrp

AllocAcctIDSource

Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values.

Type: int

Allowed values in AcctIDSourceCodeSet:

Code | Name | Description
1 | BIC | BIC
2 | SIDCode | SID code
3 | TFM | TFM (GSPTA)
4 | OMGEO | OMGEO (AlertID)
5 | DTCCCode | DTCC code
99 | Other | Other (custom or proprietary)

Used in groups: AllocAckGrp, AllocGrp, PreAllocGrp, PreAllocMlegGrp, TrdAllocGrp

Used in messages: Confirmation, ConfirmationRequest, SettlementInstructionRequest

AllocAckGrp

No component usage documentation for AllocAckGrp

Name | Mult. | Type | Description
NoAllocs | [1..1] | NumInGroup |
AllocAccount | [0..1] | String |
AllocAcctIDSource | [0..1] | CodeSet |
AllocPrice | [0..1] | Price |
IndividualAllocID | [0..1] | String |
IndividualAllocRejCode | [0..1] | CodeSet |
AllocText | [0..1] | String |
EncodedAllocTextLen | [0..1] | Length |
EncodedAllocText | [0..1] | data |

Used in messages: AllocationInstructionAck, AllocationReportAck

AllocAvgPx

AvgPx (6) for a specific AllocAccount (79) For Fixed Income this is always expressed as "percent of par" price type.

Type: Price

Used in groups: AllocGrp

AllocCancReplaceReason

Reason for cancelling or replacing an Allocation Instruction or Allocation Report message

Type: int

Allowed values in AllocCancReplaceReasonCodeSet:

Code | Name | Description
1 | OriginalDetailsIncomplete | Original details incomplete/incorrect
2 | ChangeInUnderlyingOrderDetails | Change in underlying order details
99 | Other | Other

Used in messages: AllocationInstruction, AllocationReport

AllocGrp

No component usage documentation for AllocGrp

Name | Mult. | Type | Description
NoAllocs | [1..1] | NumInGroup |
AllocAccount | [0..1] | String |
AllocAcctIDSource | [0..1] | CodeSet |
MatchStatus | [0..1] | CodeSet |
AllocPrice | [0..1] | Price |
AllocQty | [0..1] | Qty |
IndividualAllocID | [0..1] | String |
ProcessCode | [0..1] | CodeSet |
NestedParties | [0..*] | Group |
NotifyBrokerOfCredit | [0..1] | CodeSet |
AllocHandlInst | [0..1] | CodeSet |
AllocText | [0..1] | String |
EncodedAllocTextLen | [0..1] | Length |
EncodedAllocText | [0..1] | data |
CommissionData | [0..1] | Component |
AllocAvgPx | [0..1] | Price |
AllocNetMoney | [0..1] | Amt |
SettlCurrAmt | [0..1] | Amt |
AllocSettlCurrAmt | [0..1] | Amt |
SettlCurrency | [0..1] | Currency |
AllocSettlCurrency | [0..1] | Currency |
SettlCurrFxRate | [0..1] | float |
SettlCurrFxRateCalc | [0..1] | CodeSet |
AllocAccruedInterestAmt | [0..1] | Amt |
AllocInterestAtMaturity | [0..1] | Amt |
MiscFeesGrp | [0..*] | Group |
ClrInstGrp | [0..*] | Group |
AllocSettlInstType | [0..1] | CodeSet |
SettlInstructionsData | [0..1] | Component |

Used in messages: AllocationInstruction, AllocationReport

AllocHandlInst

Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details

Type: int

Allowed values in AllocHandlInstCodeSet:

Code | Name | Description
1 | Match | Match
2 | Forward | Forward
3 | ForwardAndMatch | Forward and Match

Used in groups: AllocGrp

AllocID

Unique identifier for allocation message. (Prior to FIX 4.1 this field was of type int)

Type: String

Used in groups: ListOrdGrp, SideCrossOrdModGrp, TrdCapRptSideGrp

Used in messages: AllocationInstruction, AllocationInstructionAck, AllocationReport, AllocationReportAck, Confirmation, ConfirmationRequest, MultilegOrderCancelReplace, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest

AllocInterestAtMaturity

Amount of interest (i.e. lump-sum) at maturity at the account-level.

Type: Amt

Used in groups: AllocGrp

AllocIntermedReqType

Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary"

Type: int

Allowed values in AllocIntermedReqTypeCodeSet:

Code | Name | Description
1 | PendingAccept | Pending Accept
2 | PendingRelease | Pending Release
3 | PendingReversal | Pending Reversal
4 | Accept | Accept
5 | BlockLevelReject | Block Level Reject
6 | AccountLevelReject | Account Level Reject

Used in messages: AllocationInstruction, AllocationInstructionAck, AllocationReport, AllocationReportAck

AllocLinkID

Can be used to link two different Allocation messages (each with unique AllocID (70)) together, i.e. for F/X "Netting" or "Swaps". Should be unique.

Type: String

Used in messages: AllocationInstruction, AllocationReport

AllocLinkType

Identifies the type of Allocation linkage when AllocLinkID(196) is used.

Type: int

Allowed values in AllocLinkTypeCodeSet:

Code | Name | Description
0 | FXNetting | F/X Netting
1 | FXSwap | F/X Swap

Used in messages: AllocationInstruction, AllocationReport

AllocNetMoney

NetMoney(118) for a specific AllocAccount (79)

Type: Amt

Used in groups: AllocGrp

AllocNoOrdersType

Indicates how the orders being booked and allocated by an Allocation Instruction or Allocation Report message are identified, i.e. by explicit definition in the NoOrders group or not.

Type: int

Allowed values in AllocNoOrdersTypeCodeSet:

Code | Name | Description
0 | NotSpecified | Not specified
1 | ExplicitListProvided | Explicit list provided

Used in messages: AllocationInstruction, AllocationReport

AllocPrice

Executed price for an AllocAccount (79) entry used when using "executed price" vs. "average price" allocations (e.g. Japan).

Type: Price

Used in groups: AllocAckGrp, AllocGrp

AllocQty

Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int)

Type: Qty

Used in groups: AllocGrp, PreAllocGrp, PreAllocMlegGrp, TrdAllocGrp

Used in messages: Confirmation

AllocRejCode

Identifies reason for rejection

Type: int

Allowed values in AllocRejCodeCodeSet:

Code | Name | Description
0 | UnknownAccount | unknown account(s)
1 | IncorrectQuantity | incorrect quantity
10 | UnknownOrStaleExecID | unknown or stale ExecID (17)
11 | MismatchedData | mismatched data value (further in Note 58=)
12 | UnknownClOrdID | unknown ClOrdID (11)
13 | WarehouseRequestRejected | warehouse request rejected
2 | IncorrectAveragegPrice | incorrect average price
3 | UnknownExecutingBrokerMnemonic | unknown executing broker mnemonic
4 | CommissionDifference | commission difference
5 | UnknownOrderID | unknown OrderID (37)
6 | UnknownListID | unknown ListID (66)
7 | OtherSeeText | other (further in Note 58=)
8 | IncorrectAllocatedQuantity | incorrect allocated quantity
9 | CalculationDifference | calculation difference

Used in messages: AllocationInstructionAck, AllocationReport, AllocationReportAck

AllocReportID

Unique identifier for Allocation Report message.

Type: String

Used in messages: AllocationReport, AllocationReportAck

AllocReportRefID

Reference identifier to be used with AllocTransType (7) = Replace or Cancel

Type: String

Used in messages: AllocationReport

AllocReportType

Describes the specific type or purpose of an Allocation Report message

Type: int

Allowed values in AllocReportTypeCodeSet:

Code | Name | Description
3 | SellsideCalculatedUsingPreliminary | Sellside Calculated Using Preliminary (includes MiscFees and NetMoney)
4 | SellsideCalculatedWithoutPreliminary | Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney)
5 | WarehouseRecap | Warehouse recap
8 | RequestToIntermediary | Request to Intermediary

Used in messages: AllocationReport, AllocationReportAck

AllocSettlCurrAmt

Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79).

Type: Amt

Used in groups: AllocGrp

AllocSettlCurrency

Currency code of settlement denomination for a specific AllocAccount (79).

Type: Currency

Used in groups: AllocGrp, PreAllocGrp, PreAllocMlegGrp, TrdAllocGrp

AllocSettlInstType

Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived

Type: int

Allowed values in AllocSettlInstTypeCodeSet:

Code | Name | Description
0 | UseDefaultInstructions | use default instructions
1 | DeriveFromParametersProvided | derive from parameters provided
2 | FullDetailsProvided | full details provided
3 | SSIDBIDsProvided | SSI db ids provided
4 | PhoneForInstructions | phone for instructions

Used in groups: AllocGrp

AllocStatus

Identifies status of allocation

Type: int

Allowed values in AllocStatusCodeSet:

Code | Name | Description
0 | Accepted | accepted (successfully processed)
1 | BlockLevelReject | block level reject
2 | AccountLevelReject | account level reject
3 | Received | received (received, not yet processed)
4 | Incomplete | incomplete
5 | RejectedByIntermediary | rejected by intermediary

Used in messages: AllocationInstructionAck, AllocationReport, AllocationReportAck

AllocText

Free format text related to a specific AllocAccount (79).

Type: String

Used in groups: AllocAckGrp, AllocGrp

AllocTransType

Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***

Type: char

Allowed values in AllocTransTypeCodeSet:

Code | Name | Description
0 | New | New
1 | Replace | Replace
2 | Cancel | Cancel

Used in messages: AllocationInstruction, AllocationReport

AllocType

Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated")

Type: int

Allowed values in AllocTypeCodeSet:

Code | Name | Description
1 | Calculated | Calculated (includes MiscFees and NetMoney)
2 | Preliminary | Preliminary (without MiscFees and NetMoney)
5 | ReadyToBook | Ready-To-Book
7 | WarehouseInstruction | Warehouse instruction
8 | RequestToIntermediary | Request to Intermediary

Used in messages: AllocationInstruction, AllocationInstructionAck

AllowableOneSidednessCurr

The currency that AllowableOneSidednessValue (766) is expressed in if AllowableOneSidednessValue is used.

Type: Currency

Used in messages: NewOrderList

AllowableOneSidednessPct

The maximum percentage that execution of one side of a program trade can exceed execution of the other.

Type: Percentage

Used in messages: NewOrderList

AllowableOneSidednessValue

The maximum amount that execution of one side of a program trade can exceed execution of the other.

Type: Amt

Used in messages: NewOrderList

AltMDSourceID

Session layer source for market data (For the standard FIX session layer, this would be the TargetCompID (56) where market data can be obtained).

Type: String

Used in groups: MDRjctGrp

ApplQueueAction

Action to take to resolve an application message queue (backlog).

Type: int

Allowed values in ApplQueueActionCodeSet:

Code | Name | Description
0 | NoActionTaken | No action taken
1 | QueueFlushed | Queue flushed
2 | OverlayLast | Overlay last
3 | EndSession | End session

Used in messages: MarketDataRequest

ApplQueueDepth

Current number of application messages that were queued at the time that the message was created by the counterparty.

Type: int

Used in messages: MarketDataIncrementalRefresh, MarketDataSnapshotFullRefresh

ApplQueueMax

Used to specify the maximum number of application messages that can be queued bedore a corrective action needs to take place to resolve the queuing issue.

Type: int

Used in messages: MarketDataRequest

ApplQueueResolution

Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size.

Type: int

Allowed values in ApplQueueResolutionCodeSet:

Code | Name | Description
0 | NoActionTaken | No action taken
1 | QueueFlushed | Queue flushed
2 | OverlayLast | Overlay last
3 | EndSession | End session

Used in messages: MarketDataIncrementalRefresh, MarketDataSnapshotFullRefresh

AsgnRptID

Unique identifier for the Assignment Report

Type: String

Used in messages: AssignmentReport

AssignmentMethod

Method under which assignment was conducted

Type: char

Allowed values in AssignmentMethodCodeSet:

Code | Name | Description
P | ProRata | ProRata
R | Random | Random

Used in messages: AssignmentReport

AssignmentUnit

Quantity Increment used in performing assignment.

Type: Qty

Used in messages: AssignmentReport

AttrbGrp

No component usage documentation for AttrbGrp

Name | Mult. | Type | Description
NoInstrAttrib | [1..1] | NumInGroup |
InstrAttribType | [0..1] | CodeSet |
InstrAttribValue | [0..1] | String |

Used in components: InstrumentExtension

AutoAcceptIndicator

Identifies whether or not an allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House.

Type: Boolean

Used in messages: AllocationInstruction, AllocationReport

AvgParPx

Used to express average price as percent of par (used where AvgPx field is expressed in some other way)

Type: Price

Used in messages: AllocationInstruction, AllocationReport, Confirmation

AvgPx

Calculated average price of all fills on this order. For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (3). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount.

Type: Price

Used in groups: OrdListStatGrp

Used in messages: AllocationInstruction, AllocationReport, Confirmation, ExecutionReport, TradeCaptureReport

AvgPxIndicator

Average Pricing Indicator

Type: int

Allowed values in AvgPxIndicatorCodeSet:

Code | Name | Description
0 | NoAveragePricing | No Average Pricing
1 | Trade | Trade is part of an average price group identified by the TradeLinkID
2 | LastTrade | Last Trade in the average price group identified by the TradeLinkID

Used in messages: TradeCaptureReport

AvgPxPrecision

Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is to be used.

Type: int

Used in messages: AllocationInstruction, AllocationReport, Confirmation

BasisFeatureDate

BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

Type: LocalMktDate

Used in messages: ExecutionReport

BasisFeaturePrice

Price for BasisFeatureDate. See BasisFeatureDate (259) (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Type: Price

Used in messages: ExecutionReport

BasisPxType

Code to represent the basis price type

Type: char

Allowed values in BasisPxTypeCodeSet:

Code | Name | Description
2 | ClosingPriceAtMorningSession | Closing Price at morning session
3 | ClosingPrice | Closing Price
4 | CurrentPrice | Current price
5 | SQ | SQ
6 | VWAPThroughADay | VWAP through a day
7 | VWAPThroughAMorningSession | VWAP through a morning session
8 | VWAPThroughAnAfternoonSession | VWAP through an afternoon session
9 | VWAPThroughADayExcept | VWAP through a day except "YORI" (an opening auction)
A | VWAPThroughAMorningSessionExcept | VWAP through a morning session except "YORI" (an opening auction)
B | VWAPThroughAnAfternoonSessionExcept | VWAP through an afternoon session except "YORI" (an opening auction)
C | Strike | Strike
D | Open | Open
Z | Others | Others

Used in messages: BidRequest

BeginSeqNo

Message sequence number of first message in range to be resent

Type: SeqNum

Used in messages: ResendRequest

BeginString

Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted)

Type: String

Used in components: StandardHeader

BenchmarkCurveCurrency

Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Type: Currency

Used in components: SpreadOrBenchmarkCurveData

BenchmarkCurveName

Name of benchmark curve.

Type: String

Used in components: SpreadOrBenchmarkCurveData

BenchmarkCurvePoint

Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Type: String

Used in components: SpreadOrBenchmarkCurveData

BenchmarkPrice

Specifies the price of the benchmark.

Type: Price

Used in components: SpreadOrBenchmarkCurveData

BenchmarkPriceType

Identifies type of BenchmarkPrice (662). See PriceType (423) for valid values.

Type: int

Used in components: SpreadOrBenchmarkCurveData

BenchmarkSecurityID

The identifier of the benchmark security, e.g. Treasury against Corporate bond. See SecurityID (tag 48) for description and valid values.

Type: String

Used in components: SpreadOrBenchmarkCurveData

BenchmarkSecurityIDSource

Identifies class or source of the BenchmarkSecurityID (699) value. Required if BenchmarkSecurityID is specified. Same values as the SecurityIDSource (22) field

Type: String

Allowed values in SecurityIDSourceCodeSet:

Code | Name | Description
1 | CUSIP | CUSIP
2 | SEDOL | SEDOL
3 | QUIK | QUIK
4 | ISINNumber | ISIN number
5 | RICCode | RIC code
6 | ISOCurrencyCode | ISO Currency Code
7 | ISOCountryCode | ISO Country Code
8 | ExchangeSymbol | Exchange Symbol
9 | ConsolidatedTapeAssociation | Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A | BloombergSymbol | Bloomberg Symbol
B | Wertpapier | Wertpapier
C | Dutch | Dutch
D | Valoren | Valoren
E | Sicovam | Sicovam
F | Belgian | Belgian
G | Common | "Common" (Clearstream and Euroclear)
H | ClearingHouse | Clearing House / Clearing Organization
I | ISDAFpMLSpecification | ISDA/FpML Product Specification
J | OptionPriceReportingAuthority | Options Price Reporting Authority

Used in components: SpreadOrBenchmarkCurveData

BidCompReqGrp

No component usage documentation for BidCompReqGrp

Name | Mult. | Type | Description
NoBidComponents | [1..1] | NumInGroup |
ListID | [0..1] | String |
Side | [0..1] | CodeSet |
TradingSessionID | [0..1] | String |
TradingSessionSubID | [0..1] | String |
NetGrossInd | [0..1] | CodeSet |
SettlType | [0..1] | CodeSet |
SettlDate | [0..1] | LocalMktDate |
Account | [0..1] | String |
AcctIDSource | [0..1] | CodeSet |

Used in messages: BidRequest

BidCompRspGrp

No component usage documentation for BidCompRspGrp

Name | Mult. | Type | Description
NoBidComponents | [1..1] | NumInGroup |
CommissionData | [1..1] | Component |
ListID | [0..1] | String |
Country | [0..1] | Country |
Side | [0..1] | CodeSet |
Price | [0..1] | Price |
PriceType | [0..1] | CodeSet |
FairValue | [0..1] | Amt |
NetGrossInd | [0..1] | CodeSet |
SettlType | [0..1] | CodeSet |
SettlDate | [0..1] | LocalMktDate |
TradingSessionID | [0..1] | String |
TradingSessionSubID | [0..1] | String |
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length |
EncodedText | [0..1] | data |

Used in messages: BidResponse

BidDescReqGrp

No component usage documentation for BidDescReqGrp

Name | Mult. | Type | Description
NoBidDescriptors | [1..1] | NumInGroup |
BidDescriptorType | [0..1] | CodeSet |
BidDescriptor | [0..1] | String |
SideValueInd | [0..1] | CodeSet |
LiquidityValue | [0..1] | Amt |
LiquidityNumSecurities | [0..1] | int |
LiquidityPctLow | [0..1] | Percentage |
LiquidityPctHigh | [0..1] | Percentage |
EFPTrackingError | [0..1] | Percentage |
FairValue | [0..1] | Amt |
OutsideIndexPct | [0..1] | Percentage |
ValueOfFutures | [0..1] | Amt |

Used in messages: BidRequest

BidDescriptor

BidDescriptor value. Usage depends upon BidDescriptorTyp (399). If BidDescriptorType = 1 Industrials etc. - Free text If BidDescriptorType =2 "FR" etc. - ISO Country Codes If BidDescriptorType =3 FT00, FT250, STOX - Free text

Type: String

Used in groups: BidDescReqGrp

BidDescriptorType

Code to identify the type of BidDescriptor (400)

Type: int

Allowed values in BidDescriptorTypeCodeSet:

Code | Name | Description
1 | Sector | Sector
2 | Country | Country
3 | Index | Index

Used in groups: BidDescReqGrp

BidForwardPoints

Bid F/X forward points added to spot rate. May be a negative value.

Type: PriceOffset

Used in groups: QuotEntryAckGrp, QuotEntryGrp

Used in messages: Quote, QuoteResponse, QuoteStatusReport

BidForwardPoints2

Bid F/X forward points of the future portion of an F/X swap quote added to spot rate. May be a negative value.

Type: PriceOffset

Used in groups: QuotEntryAckGrp, QuotEntryGrp

Used in messages: Quote, QuoteResponse, QuoteStatusReport

BidID

Unique identifier for Bid Response as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day.

Type: String

Used in messages: BidRequest, BidResponse, ListExecute, NewOrderList

BidPx

Bid price/rate

Type: Price

Used in groups: QuotEntryAckGrp, QuotEntryGrp

Used in messages: Quote, QuoteResponse, QuoteStatusReport

BidRequestTransType

Identifies the Bid Request message type

Type: char

Allowed values in BidRequestTransTypeCodeSet:

Code | Name | Description
C | Cancel | Cancel
N | New | New

Used in messages: BidRequest

BidSize

Quantity of bid (Prior to FIX 4.2 this field was of type int)

Type: Qty

Used in groups: QuotEntryAckGrp, QuotEntryGrp

Used in messages: Quote, QuoteResponse, QuoteStatusReport

BidSpotRate

Bid F/X spot rate.

Type: Price

Used in groups: QuotEntryAckGrp, QuotEntryGrp

Used in messages: Quote, QuoteResponse, QuoteStatusReport

BidTradeType

Code to represent the type of trade

Type: char

Allowed values in BidTradeTypeCodeSet:

Code | Name | Description
A | Agency | Agency
G | VWAPGuarantee | VWAP Guarantee
J | GuaranteedClose | Guaranteed Close
R | RiskTrade | Risk Trade

Used in messages: BidRequest

BidType

Code to identify the type of Bid Request

Type: int

Allowed values in BidTypeCodeSet:

Code | Name | Description
1 | NonDisclosed | "Non Disclosed" Style (e.g. US/European)
2 | Disclosed | "Disclosed" Style (e.g. Japanese)
3 | NoBiddingProcess | No Bidding Process

Used in messages: BidRequest, NewOrderList

BidYield

Bid yield

Type: Percentage

Used in groups: QuotEntryAckGrp, QuotEntryGrp

Used in messages: Quote, QuoteResponse, QuoteStatusReport

BodyLength

Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted)

Type: Length

Used in components: StandardHeader

BookingRefID

Common reference passed to a post-trade booking process (e.g. industry matching utility).

Type: String

Used in messages: AllocationInstruction, AllocationReport

BookingType

Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar).

Type: int

Allowed values in BookingTypeCodeSet:

Code | Name | Description
0 | RegularBooking | Regular booking
1 | CFD | CFD (Contract For Difference)
2 | TotalReturnSwap | Total return swap

Used in groups: ListOrdGrp, SideCrossOrdModGrp

Used in messages: AllocationInstruction, AllocationReport, ExecutionReport, MultilegOrderCancelReplace, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest

BookingUnit

Indicates what constitutes a bookable unit.

Type: char

Allowed values in BookingUnitCodeSet:

Code | Name | Description
0 | EachPartialExecutionIsABookableUnit | Each partial execution is a bookable unit
1 | AggregatePartialExecutionsOnThisOrder | Aggregate partial executions on this order, and book one trade per order
2 | AggregateExecutionsForThisSymbol | Aggregate executions for this symbol, side, and settlement date

Used in groups: ListOrdGrp, SideCrossOrdModGrp

Used in messages: ExecutionReport, MultilegOrderCancelReplace, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest

BusinessRejectReason

Code to identify reason for a Business Message Reject message

Type: int

Allowed values in BusinessRejectReasonCodeSet:

Code | Name | Description
0 | Other | Other
1 | UnknownID | Unknown ID
2 | UnknownSecurity | Unknown Security
3 | UnsupportedMessageType | Unsupported Message Type
4 | ApplicationNotAvailable | Application not available
5 | ConditionallyRequiredFieldMissing | Conditionally Required Field Missing
6 | NotAuthorized | Not authorized
7 | DeliverToFirmNotAvailableAtThisTime | DeliverTo firm not available at this time

Used in messages: BusinessMessageReject

BusinessRejectRefID

The value of the business-level "ID" field on the message being referenced.

Type: String

Used in messages: BusinessMessageReject

BuyVolume

Quantity bought.

Type: Qty

Used in messages: SecurityStatus

CancellationRights

For CIV – A one character code identifying whether Cancellation rights/Cooling-off period applies

Type: char

Allowed values in CancellationRightsCodeSet:

Code | Name | Description
M | NoWaiverAgreement | No – waiver agreement
N | NoExecutionOnly | No – execution only
O | NoInstitutional | No – institutional.
Y | Yes | Yes

Used in messages: CrossOrderCancelReplaceRequest, ExecutionReport, MultilegOrderCancelReplace, NewOrderCross, NewOrderList, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest

CardExpDate

The expiry date of the payment card as specified on the card being used for payment.

Type: LocalMktDate

Used in groups: SettlInstGrp

CardHolderName

The name of the payment cardholder as specified on the card being used for payment.

Type: String

Used in groups: SettlInstGrp

CardIssNum

The issue number of the payment card as specified on the card being used for payment. This is only applicable to certain types of card.

Type: String

Used in groups: SettlInstGrp

CardNumber

The number of the payment card as specified on the card being used for payment.

Type: String

Used in groups: SettlInstGrp

CardStartDate

The start date of the card as specified on the card being used for payment.

Type: LocalMktDate

Used in groups: SettlInstGrp

CashDistribAgentAcctName

Name of account at agent bank for distributions.

Type: String

Used in groups: RgstDistInstGrp

CashDistribAgentAcctNumber

Account number at agent bank for distributions.

Type: String

Used in groups: RgstDistInstGrp

CashDistribAgentCode

BIC (Bank Identification Code–Swift managed) code of agent bank for cash distributions

Type: String

Used in groups: RgstDistInstGrp

CashDistribAgentName

Name of local agent bank if for cash distributions

Type: String

Used in groups: RgstDistInstGrp

CashDistribCurr

Specifies currency to be used for Cash Distributions– see "Appendix 6-A; Valid Currency Codes".

Type: Currency

Used in groups: RgstDistInstGrp

CashDistribPayRef

Free format Payment reference to assist with reconciliation of distributions.

Type: String

Used in groups: RgstDistInstGrp

CashMargin

Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.

Type: char

Allowed values in CashMarginCodeSet:

Code | Name | Description
1 | Cash | Cash
2 | MarginOpen | Margin Open
3 | MarginClose | Margin Close

Used in groups: ListOrdGrp, SideCrossOrdModGrp

Used in messages: ExecutionReport, MultilegOrderCancelReplace, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest

CashOrderQty

Specifies the approximate order quantity desired in total monetary units vs. as tradeable units (e.g. number of shares). The broker or fund manager (for CIV orders) would be responsible for converting and calculating a tradeable unit (e.g. share) quantity (OrderQty (38)) based upon this amount to be used for the actual order and subsequent messages.

Type: Qty

Used in components: OrderQtyData

CashOutstanding

Starting consideration less repayments

Type: Amt

Used in messages: CollateralAssignment, CollateralInquiry, CollateralReport, CollateralRequest, CollateralResponse

CFICode

Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See "Appendix 6-B FIX Fields Based Upon Other Standards". See also the Product(460) and SecurityType(167) fields. It is recommended that CFICode(461) be used instead of SecurityType(167) for non-Fixed Income instruments. A subset of possible values applicable to FIX usage are identified in "Appendix 6-D CFICode Usage - ISO 10962 Classification of Financial Instruments (CFI code)"

Type: String

Used in components: Instrument

Used in groups: SecTypesGrp, SettlInstGrp

Used in messages: SettlementInstructionRequest

CheckSum

Three byte, simple checksum (see Volume 2: "Checksum Calculation" for description). ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing <SOH>, as the end-of-message delimiter. Always defined as three characters. (Always unencrypted)

Type: String

Used in components: StandardTrailer

ClearingBusinessDate

The "Clearing Business Date" referred to by this maintenance request.

Type: LocalMktDate

Used in messages: AssignmentReport, CollateralAssignment, CollateralInquiry, CollateralInquiryAck, CollateralReport, CollateralRequest, PositionMaintenanceReport, PositionMaintenanceRequest, PositionReport, RequestForPositions, TradeCaptureReport, TradeCaptureReportRequest

ClearingFeeIndicator

Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX):

Type: String

Allowed values in ClearingFeeIndicatorCodeSet:

Code | Name | Description
1 | FirstYearDelegate | 1st year delegate trading for his own account
2 | SecondYearDelegate | 2nd year delegate trading for his own account
3 | ThirdYearDelegate | 3rd year delegate trading for his own account
4 | FourthYearDelegate | 4th year delegate trading for his own account
5 | FifthYearDelegate | 5th year delegate trading for his own account
9 | SixthYearDelegate | 6th year and beyond delegate trading for his own account
B | CBOEMember | CBOE Member
C | NonMemberAndCustomer | Non-member and Customer
E | EquityMemberAndClearingMember | Equity Member and Clearing Member
F | FullAndAssociateMember | Full and Associate Member trading for own account and as floor Brokers
H | Firms106HAnd106J | 106.H and 106.J Firms
I | GIM | GIM, IDEM and COM Membership Interest Holders
L | Lessee106FEmployees | Lessee and 106.F Employees
M | AllOtherOwnershipTypes | All other ownership types

Used in groups: ListOrdGrp, SideCrossOrdModGrp, TrdCapRptSideGrp

Used in messages: ExecutionReport, MultilegOrderCancelReplace, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest, TradeCaptureReportAck

ClearingInstruction

Eligibility of this trade for clearing and central counterparty processing

Type: int

Allowed values in ClearingInstructionCodeSet:

Code | Name | Description
0 | ProcessNormally | process normally
1 | ExcludeFromAllNetting | exclude from all netting
10 | AutomaticGiveUpMode | Automatic give-up mode (trade give-up to the give-up destination number specified)
11 | QualifiedServiceRepresentativeQSR | Qualified Service Representative (QSR) -
12 | CustomerTrade | Customer Trade
13 | SelfClearing | Self clearing
2 | BilateralNettingOnly | bilateral netting only
3 | ExClearing | ex clearing
4 | SpecialTrade | special trade
5 | MultilateralNetting | multilateral netting
6 | ClearAgainstCentralCounterparty | clear against central counterparty
7 | ExcludeFromCentralCounterparty | exclude from central counterparty
8 | ManualMode | Manual mode (pre-posting and/or pre-giveup)
9 | AutomaticPostingMode | Automatic posting mode (trade posting to the position account number specified)

Used in groups: ClrInstGrp

ClientBidID

Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day.

Type: String

Used in messages: BidRequest, BidResponse, ListExecute, NewOrderList

ClOrdID

Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID(49) or OnBehalfOfCompID(115) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID(11) field.

Type: String

Used in groups: ListOrdGrp, OrdAllocGrp, OrdListStatGrp, SideCrossOrdCxlGrp, SideCrossOrdModGrp, TrdCapRptSideGrp, UndInstrmtStrkPxGrp

Used in messages: CollateralAssignment, CollateralInquiry, CollateralInquiryAck, CollateralReport, CollateralRequest, CollateralResponse, Email, ExecutionReport, MultilegOrderCancelReplace, NewOrderMultileg, NewOrderSingle, OrderCancelReject, OrderCancelReplaceRequest, OrderCancelRequest, OrderMassCancelReport, OrderMassCancelRequest, OrderStatusRequest, QuoteRequest, QuoteResponse, RegistrationInstructions, RegistrationInstructionsResponse, SettlementInstructions, TradeCaptureReportRequest

ClOrdLinkID

Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade.

Type: String

Used in groups: ListOrdGrp, SideCrossOrdCxlGrp, SideCrossOrdModGrp

Used in messages: ExecutionReport, MultilegOrderCancelReplace, NewOrderMultileg, NewOrderSingle, OrderCancelReject, OrderCancelReplaceRequest, OrderCancelRequest, OrderStatusRequest

ClrInstGrp

No component usage documentation for ClrInstGrp

Name | Mult. | Type | Description
NoClearingInstructions | [1..1] | NumInGroup |
ClearingInstruction | [0..1] | CodeSet |

Used in groups: AllocGrp, TrdCapRptSideGrp

CollAction

Action proposed for an Underlying Instrument instance

Type: int

Allowed values in CollActionCodeSet:

Code | Name | Description
0 | Retain | Retain
1 | Add | Add
2 | Remove | Remove

Used in groups: UndInstrmtCollGrp

CollAsgnID

Collateral Assignment Identifier

Type: String

Used in messages: CollateralAssignment, CollateralResponse

CollAsgnReason

Reason for Collateral Assignment

Type: int

Allowed values in CollAsgnReasonCodeSet:

Code | Name | Description
0 | Initial | Initial
1 | Scheduled | Scheduled
2 | TimeWarning | Time Warning
3 | MarginDeficiency | Margin Deficiency
4 | MarginExcess | Margin Excess
5 | ForwardCollateralDemand | Forward Collateral Demand
6 | EventOfDefault | Event of default
7 | AdverseTaxEvent | Adverse tax event

Used in messages: CollateralAssignment, CollateralRequest, CollateralResponse

CollAsgnRefID

Collateral Assignment Identifier to which a transaction refers

Type: String

Used in messages: CollateralAssignment

CollAsgnRejectReason

Collateral Assignment Reject Reason

Type: int

Allowed values in CollAsgnRejectReasonCodeSet:

Code | Name | Description
0 | UnknownDeal | Unknown deal (order / trade)
1 | UnknownOrInvalidInstrument | Unknown or invalid instrument
2 | UnauthorizedTransaction | Unauthorized transaction
3 | InsufficientCollateral | Insufficient collateral
4 | InvalidTypeOfCollateral | Invalid type of collateral
5 | ExcessiveSubstitution | Excessive substitution
99 | Other | Other

Used in messages: CollateralResponse

CollAsgnRespType

Collateral Assignment Response Type

Type: int

Allowed values in CollAsgnRespTypeCodeSet:

Code | Name | Description
0 | Received | Received
1 | Accepted | Accepted
2 | Declined | Declined
3 | Rejected | Rejected

Used in messages: CollateralResponse

CollAsgnTransType

Collateral Assignment Transaction Type

Type: int

Allowed values in CollAsgnTransTypeCodeSet:

Code | Name | Description
0 | New | New
1 | Replace | Replace
2 | Cancel | Cancel
3 | Release | Release
4 | Reverse | Reverse

Used in messages: CollateralAssignment, CollateralResponse

CollInqQualGrp

No component usage documentation for CollInqQualGrp

Name | Mult. | Type | Description
NoCollInquiryQualifier | [1..1] | NumInGroup |
CollInquiryQualifier | [0..1] | CodeSet |

Used in messages: CollateralInquiry, CollateralInquiryAck

CollInquiryID

Collateral Inquiry Identifier

Type: String

Used in messages: CollateralInquiry, CollateralInquiryAck, CollateralReport

CollInquiryQualifier

Collateral inquiry qualifiers:

Type: int

Allowed values in CollInquiryQualifierCodeSet:

Code | Name | Description
0 | TradeDate | TradeDate
1 | GCInstrument | GC Instrument
2 | CollateralInstrument | CollateralInstrument
3 | SubstitutionEligible | Substitution Eligible
4 | NotAssigned | Not Assigned
5 | PartiallyAssigned | Partially Assigned
6 | FullyAssigned | Fully Assigned
7 | OutstandingTrades | Outstanding Trades (Today < end date)

Used in groups: CollInqQualGrp

CollInquiryResult

Result returned in response to Collateral Inquiry 4000+ Reserved and available for bi-laterally agreed upon user-defined values

Type: int

Allowed values in CollInquiryResultCodeSet:

Code | Name | Description
0 | Successful | Successful (Default)
1 | InvalidOrUnknownInstrument | Invalid or unknown instrument
2 | InvalidOrUnknownCollateralType | Invalid or unknown collateral type
3 | InvalidParties | Invalid parties
4 | InvalidTransportTypeRequested | Invalid Transport Type requested
5 | InvalidDestinationRequested | Invalid Destination requested
6 | NoCollateralFoundForTheTradeSpecified | No collateral found for the trade specified
7 | NoCollateralFoundForTheOrderSpecified | No collateral found for the order specified
8 | CollateralInquiryTypeNotSupported | Collateral Inquiry type not supported
9 | UnauthorizedForCollateralInquiry | Unauthorized for collateral inquiry
99 | Other | Other (further information in Text (58) field)

Used in messages: CollateralInquiryAck

CollInquiryStatus

Status of Collateral Inquiry

Type: int

Allowed values in CollInquiryStatusCodeSet:

Code | Name | Description
0 | Accepted | Accepted
1 | AcceptedWithWarnings | Accepted with Warnings
2 | Completed | Completed
3 | CompletedWithWarnings | Completed with Warnings
4 | Rejected | Rejected

Used in messages: CollateralInquiryAck

CollReqID

Collateral Request Identifier

Type: String

Used in messages: CollateralAssignment, CollateralRequest, CollateralResponse

CollRespID

Collateral Response Identifier

Type: String

Used in messages: CollateralResponse

CollRptID

Collateral Report Identifier

Type: String

Used in messages: CollateralReport

CollStatus

Collateral Status

Type: int

Allowed values in CollStatusCodeSet:

Code | Name | Description
0 | Unassigned | Unassigned
1 | PartiallyAssigned | Partially Assigned
2 | AssignmentProposed | Assignment Proposed
3 | Assigned | Assigned (Accepted)
4 | Challenged | Challenged

Used in messages: CollateralReport

CommCurrency

Specifies currency to be used for Commission (2) if the Commission currency is different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes".

Type: Currency

Used in components: CommissionData

Commission

Commission. Note if CommType (3) is percentage, Commission of 5% should be represented as .05.

Type: Amt

Used in components: CommissionData

Used in messages: Quote, QuoteResponse, QuoteStatusReport

CommissionData

The CommissionDate component block is used to carry commission information such as the type of commission and the rate.

Name | Mult. | Type | Description
Commission | [0..1] | Amt |
CommType | [0..1] | CodeSet |
CommCurrency | [0..1] | Currency | For CIV - Optional
FundRenewWaiv | [0..1] | CodeSet | For CIV - Optional

Used in groups: AllocGrp, BidCompRspGrp, ListOrdGrp, SideCrossOrdModGrp, TrdCapRptSideGrp

Used in messages: Confirmation, ExecutionReport, MultilegOrderCancelReplace, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest

CommType

Commission type

Type: char

Allowed values in CommTypeCodeSet:

Code | Name | Description
1 | PerUnit | per unit (implying shares, par, currency, etc)
2 | Percent | percentage
3 | Absolute | absolute (total monetary amount)
4 | PercentageWaivedCashDiscount | (for CIV buy orders) percentage waived – cash discount
5 | PercentageWaivedEnhancedUnits | (for CIV buy orders) percentage waived – enhanced units
6 | PointsPerBondOrContract | points per bond or contract [Supply ContractMultiplier (231) in the <Instrument> component block if the object security is denominated in a size other than the industry default - 1000 par for bonds.]

Used in components: CommissionData

Used in messages: Quote, QuoteResponse, QuoteStatusReport

CompIDReqGrp

No component usage documentation for CompIDReqGrp

Name | Mult. | Type | Description
NoCompIDs | [1..1] | NumInGroup |
RefCompID | [0..1] | String |
RefSubID | [0..1] | String |
LocationID | [0..1] | String |
DeskID | [0..1] | String |

Used in messages: NetworkCounterpartySystemStatusRequest

CompIDStatGrp

No component usage documentation for CompIDStatGrp

Name | Mult. | Type | Description
NoCompIDs | [1..1] | NumInGroup |
RefCompID | [0..1] | String |
RefSubID | [0..1] | String |
LocationID | [0..1] | String |
DeskID | [0..1] | String |
StatusValue | [0..1] | CodeSet |
StatusText | [0..1] | String |

Used in messages: NetworkCounterpartySystemStatusResponse

ComplianceID

ID used to represent this transaction for compliance purposes (e.g. OATS reporting).

Type: String

Used in groups: ListOrdGrp, SideCrossOrdCxlGrp, TrdCapRptSideGrp

Used in messages: CrossOrderCancelReplaceRequest, ExecutionReport, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest, OrderCancelRequest

Concession

Provides the reduction in price for the secondary market in Municipals. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Type: Amt

Used in groups: TrdCapRptSideGrp

Used in messages: AllocationInstruction, AllocationReport, Confirmation, ExecutionReport

ConfirmID

Message reference for Confirmation

Type: String

Used in messages: Confirmation, ConfirmationAck

ConfirmRefID

Reference identifier to be used with ConfirmTransType (666) = Replace or Cancel

Type: String

Used in messages: Confirmation

ConfirmRejReason

Identifies the reason for rejecting a Confirmation

Type: int

Allowed values in ConfirmRejReasonCodeSet:

Code | Name | Description
1 | MismatchedAccount | Mismatched account
2 | MissingSettlementInstructions | Missing settlement instructions
99 | Other | Other

Used in messages: ConfirmationAck

ConfirmReqID

Unique identifier for a Confirmation Request message

Type: String

Used in messages: Confirmation, ConfirmationRequest

ConfirmStatus

Identifies the status of the Confirmation.

Type: int

Allowed values in ConfirmStatusCodeSet:

Code | Name | Description
1 | Received | Received
2 | MismatchedAccount | Mismatched account
3 | MissingSettlementInstructions | Missing settlement instructions
4 | Confirmed | Confirmed
5 | RequestRejected | Request rejected

Used in messages: Confirmation

ConfirmTransType

Identifies the Confirmation transaction type

Type: int

Allowed values in ConfirmTransTypeCodeSet:

Code | Name | Description
0 | New | New
1 | Replace | Replace
2 | Cancel | Cancel

Used in messages: Confirmation

ConfirmType

Identifies the type of Confirmation message being sent

Type: int

Allowed values in ConfirmTypeCodeSet:

Code | Name | Description
1 | Status | Status
2 | Confirmation | Confirmation
3 | ConfirmationRequestRejected | Confirmation Request Rejected (reason can be stated in Text field)

Used in messages: Confirmation, ConfirmationRequest

ContAmtCurr

Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes".

Type: Currency

Used in groups: ContAmtGrp

ContAmtGrp

No component usage documentation for ContAmtGrp

Name | Mult. | Type | Description
NoContAmts | [1..1] | NumInGroup |
ContAmtType | [0..1] | CodeSet |
ContAmtValue | [0..1] | float |
ContAmtCurr | [0..1] | Currency |

Used in groups: TrdCapRptSideGrp

Used in messages: ExecutionReport

ContAmtType

Type of ContAmtValue (520). NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3.

Type: int

Allowed values in ContAmtTypeCodeSet:

Code | Name | Description
1 | CommissionAmount | Commission Amount (actual)
10 | ExitChargePercent | Exit Charge %
11 | FundBasedRenewalCommissionPercent | Fund-based Renewal Commission % (a.k.a. Trail commission)
12 | ProjectedFundValue | Projected Fund Value (i.e. for investments intended to realise or exceed a specific future value)
13 | FundBasedRenewalCommissionOnOrder | Fund-based Renewal Commission Amount (based on Order value)
14 | FundBasedRenewalCommissionOnFund | Fund-based Renewal Commission Amount (based on Projected Fund value)
15 | NetSettlementAmount | Net Settlement Amount
2 | CommissionPercent | Commission % (actual)
3 | InitialChargeAmount | Initial Charge Amount
4 | InitialChargePercent | Initial Charge %
5 | DiscountAmount | Discount Amount
6 | DiscountPercent | Discount %
7 | DilutionLevyAmount | Dilution Levy Amount
8 | DilutionLevyPercent | Dilution Levy %
9 | ExitChargeAmount | Exit Charge Amount

Used in groups: ContAmtGrp

ContAmtValue

Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (59).

Type: float

Used in groups: ContAmtGrp

ContraBroker

Identifies contra broker. Standard NASD market-maker mnemonic is preferred.

Type: String

Used in groups: ContraGrp

ContractMultiplier

Specifies the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc. In general quantities for all classes should be expressed in the basic unit of the instrument, e.g. shares for equities, nominal or par amount for bonds, currency for foreign exchange. When quantity is expressed in contracts, e.g. financing transactions and bond trade reporting, ContractMultiplier should contain the number of units in one contract and can be omitted if the multiplier is the default amount for the instrument, i.e. 1,000 par of bonds, 1,000,000 par for financing transactions.

Type: float

Used in components: Instrument

ContractSettlMonth

Specifies when the contract (i.e. MBS/TBA) will settle.

Type: MonthYear

Used in components: Instrument

ContraGrp

No component usage documentation for ContraGrp

Name | Mult. | Type | Description
NoContraBrokers | [1..1] | NumInGroup |
ContraBroker | [0..1] | String |
ContraTrader | [0..1] | String |
ContraTradeQty | [0..1] | Qty |
ContraTradeTime | [0..1] | UTCTimestamp |
ContraLegRefID | [0..1] | String |

Used in messages: ExecutionReport

ContraLegRefID

Unique indicator for a specific leg for the ContraBroker (375).

Type: String

Used in groups: ContraGrp

ContraryInstructionIndicator

Required to be set to true (Y) when a position maintenance request is being performed contrary to current money position. Required when an exercise of an out of the money position is requested or an abandonement (do not exercise ) for an in the money position.

Type: Boolean

Used in messages: PositionMaintenanceRequest

ContraTradeQty

Quantity traded with the ContraBroker (375).

Type: Qty

Used in groups: ContraGrp

ContraTrader

Identifies the trader (e.g. "badge number") of the ContraBroker.

Type: String

Used in groups: ContraGrp

ContraTradeTime

Identifies the time of the trade with the ContraBroker (375). (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

Type: UTCTimestamp

Used in groups: ContraGrp

CopyMsgIndicator

Indicates whether or not this message is a drop copy of another message.

Type: Boolean

Used in messages: Confirmation, ExecutionReport, TradeCaptureReport

CorporateAction

Identifies the type of Corporate Action

Type: MultipleValueString

Allowed values in CorporateActionCodeSet:

Code | Name | Description
A | ExDividend | Ex-Dividend
B | ExDistribution | Ex-Distribution
C | ExRights | Ex-Rights
D | New | New
E | ExInterest | Ex-Interest

Used in groups: MDIncGrp

Used in messages: MarketDataSnapshotFullRefresh, SecurityStatus

Country

ISO Country Code in field

Type: Country

Used in groups: BidCompRspGrp

CountryOfIssue

ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (48) (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.

Type: Country

Used in components: Instrument

CouponPaymentDate

Date interest is to be paid. Used in identifying Corporate Bond issues. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

Type: LocalMktDate

Used in components: Instrument

CouponRate

The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment. The coupon is always cited, along with maturity, in any quotation of a bond's price.

Type: Percentage

Used in components: Instrument

CoveredOrUncovered

Used for derivative products, such as options

Type: int

Allowed values in CoveredOrUncoveredCodeSet:

Code | Name | Description
0 | Covered | Covered
1 | Uncovered | Uncovered

Used in groups: ListOrdGrp, SideCrossOrdModGrp

Used in messages: MultilegOrderCancelReplace, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest

CpctyConfGrp

No component usage documentation for CpctyConfGrp

Name | Mult. | Type | Description
NoCapacities | [1..1] | NumInGroup |
OrderCapacity | [1..1] | CodeSet |
OrderRestrictions | [0..1] | CodeSet |
OrderCapacityQty | [1..1] | Qty |

Used in messages: Confirmation

CPProgram

The program under which a commercial paper is issued

Type: int

Allowed values in CPProgramCodeSet:

Code | Name | Description
1 | Program3a3 | 3(a)(3)
2 | Program42 | 4(2)
99 | Other | Other

Used in components: Instrument

CPRegType

The registration type of a commercial paper issuance

Type: String

Used in components: Instrument

CreditRating

An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Type: String

Used in components: Instrument

CrossID

Identifier for a cross order. Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders.

Type: String

Used in messages: CrossOrderCancelReplaceRequest, CrossOrderCancelRequest, ExecutionReport, NewOrderCross

CrossPercent

Percentage of program that crosses in Currency. Represented as a percentage.

Type: Percentage

Used in messages: BidRequest

CrossPrioritization

Indicates if one side or the other of a cross order should be prioritized. The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets – prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected).

Type: int

Allowed values in CrossPrioritizationCodeSet:

Code | Name | Description
0 | None | None
1 | BuySideIsPrioritized | Buy side is prioritized
2 | SellSideIsPrioritized | Sell side is prioritized

Used in messages: CrossOrderCancelReplaceRequest, CrossOrderCancelRequest, NewOrderCross

CrossType

Type of cross being submitted to a market

Type: int

Allowed values in CrossTypeCodeSet:

Code
Name
Description

1
CrossAON
Cross Trade which is executed completely or not. Both sides are treated in the same manner. This is equivalent to an All or None.

2
CrossIOC
Cross Trade which is executed partially and the rest is cancelled. One side is fully executed, the other side is partially executed with the remainder being cancelled. This is equivalent to an Immediate or Cancel on the other side. Note: The CrossPrioritzation (550) field may be used to indicate which side should fully execute in this scenario.

3
CrossOneSide
Cross trade which is partially executed with the unfilled portions remaining active. One side of the cross is fully executed (as denoted with the CrossPrioritization field), but the unfilled portion remains active.

4
CrossSamePrice
Cross trade is executed with existing orders with the same price. In the case other orders exist with the same price, the quantity of the Cross is executed against the existing orders and quotes, the remainder of the cross is executed against the other side of the cross. The two sides potentially have different quantities.

Used in messages: CrossOrderCancelReplaceRequest, CrossOrderCancelRequest, ExecutionReport, NewOrderCross

CumQty

Total quantity (e.g. number of shares) filled. (Prior to FIX 4.2 this field was of type int)

Type: Qty

Used in groups: OrdListStatGrp

Used in messages: ExecutionReport

Currency

Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.

Type: Currency

Used in groups: ListOrdGrp, MDFullGrp, MDIncGrp, QuotEntryAckGrp, QuotEntryGrp, QuotReqGrp, QuotReqRjctGrp, RelSymDerivSecGrp, SecListGrp, TrdCapRptSideGrp, UndInstrmtStrkPxGrp

Used in messages: Advertisement, AllocationInstruction, AllocationReport, AssignmentReport, BidRequest, CollateralAssignment, CollateralInquiry, CollateralInquiryAck, CollateralReport, CollateralRequest, CollateralResponse, Confirmation, CrossOrderCancelReplaceRequest, DerivativeSecurityListRequest, ExecutionReport, IOI, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest, PositionMaintenanceReport, PositionMaintenanceRequest, PositionReport, Quote, QuoteResponse, QuoteStatusReport, RequestForPositions, RequestForPositionsAck, SecurityDefinition, SecurityDefinitionRequest, SecurityListRequest, SecurityStatus, SecurityStatusRequest

CustOrderCapacity

Capacity of customer placing the order Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).

Type: int

Allowed values in CustOrderCapacityCodeSet:

Code | Name | Description
1 | MemberTradingForTheirOwnAccount | Member trading for their own account
2 | ClearingFirmTradingForItsProprietaryAccount | Clearing Firm trading for its proprietary account
3 | MemberTradingForAnotherMember | Member trading for another member
4 | AllOther | All other

Used in groups: ListOrdGrp, SideCrossOrdModGrp, TrdCapRptSideGrp

Used in messages: ExecutionReport, MultilegOrderCancelReplace, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest, Quote, QuoteResponse, QuoteStatusReport, TradeCaptureReportAck

CxlQty

Total quantity canceled for this order. (Prior to FIX 4.2 this field was of type int)

Type: Qty

Used in groups: OrdListStatGrp

CxlRejReason

Code to identify reason for cancel rejection

Type: int

Allowed values in CxlRejReasonCodeSet:

Code | Name | Description
0 | TooLateToCancel | Too late to cancel
1 | UnknownOrder | Unknown order
2 | BrokerCredit | Broker / Exchange Option
3 | OrderAlreadyInPendingStatus | Order already in Pending Cancel or Pending Replace status
4 | UnableToProcessOrderMassCancelRequest | Unable to process Order Mass Cancel Request
5 | OrigOrdModTime | OrigOrdModTime (586) did not match last TransactTime (60) of order
6 | DuplicateClOrdID | Duplicate ClOrdID (11) received
99 | Other | Other

Used in messages: OrderCancelReject

CxlRejResponseTo

Identifies the type of request that a Cancel Reject is in response to

Type: char

Allowed values in CxlRejResponseToCodeSet:

Code | Name | Description
1 | OrderCancelRequest | Order Cancel Request
2 | OrderCancel | Order Cancel/Replace Request

Used in messages: OrderCancelReject

DatedDate

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

Type: LocalMktDate

Used in components: Instrument

DateOfBirth

The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account.

Type: LocalMktDate

Used in groups: RgstDtlsGrp

DayAvgPx

The average price for quantity on a GT order that has traded today.

Type: Price

Used in messages: ExecutionReport

DayBookingInst

Indicates whether or not automatic booking can occur.

Type: char

Allowed values in DayBookingInstCodeSet:

Code | Name | Description
0 | Auto | Can trigger booking without reference to the order initiator ("auto")
1 | SpeakWithOrderInitiatorBeforeBooking | Speak with order initiator before booking ("speak first")
2 | Accumulate | Accumulate

Used in groups: ListOrdGrp, SideCrossOrdModGrp

Used in messages: ExecutionReport, MultilegOrderCancelReplace, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest

DayCumQty

Quantity on a GT order that has traded today.

Type: Qty

Used in messages: ExecutionReport

DayOrderQty

For GT orders, the OrderQty (38) less all quantity (adjusted for stock splits) that traded on previous days. DayOrderQty (424) = OrderQty – (CumQty (4) – DayCumQty (425))

Type: Qty

Used in messages: ExecutionReport

DefBidSize

Default Bid Size.

Type: Qty

Used in messages: MassQuote

DefOfferSize

Default Offer Size.

Type: Qty

Used in messages: MassQuote

DeleteReason

Reason for deletion

Type: char

Allowed values in DeleteReasonCodeSet:

Code | Name | Description
0 | Cancellation | Cancelation / Trade Bust
1 | Error | Error

Used in groups: MDIncGrp

DeliverToCompID

Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would be delivered in the TargetCompID (56) field and the ultimate receiver firm ID in this field.

Type: String

Used in components: StandardHeader

DeliverToLocationID

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

Type: String

Used in components: StandardHeader

DeliverToSubID

Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third party

Type: String

Used in components: StandardHeader

DeliveryDate

Date of delivery.

Type: LocalMktDate

Used in messages: PositionReport

DeliveryForm

Identifies the form of delivery

Type: int

Allowed values in DeliveryFormCodeSet:

Code | Name | Description
1 | BookEntry | BookEntry
2 | Bearer | Bearer

Used in components: InstrumentExtension

DeliveryType

Identifies type of settlement

Type: int

Allowed values in DeliveryTypeCodeSet:

Code | Name | Description
0 | VersusPayment | "Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment
1 | Free | "Free": Deliver (if Sell) or Receive (if Buy) Free
2 | TriParty | Tri-Party
3 | HoldInCustody | Hold In Custody

Used in components: FinancingDetails

Designation

Free format text defining the designation to be associated with a holding on the register. Used to identify assets of a specific underlying investor using a common registration, e.g. a broker’s nominee or street name.

Type: String

Used in groups: ListOrdGrp

Used in messages: CrossOrderCancelReplaceRequest, ExecutionReport, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest

DeskID

Identification of a Market Maker’s desk

Type: String

Used in groups: CompIDReqGrp, CompIDStatGrp, MDFullGrp, MDIncGrp

DiscretionInst

Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to

Type: char

Allowed values in DiscretionInstCodeSet:

Code | Name | Description
0 | RelatedToDisplayedPrice | Related to displayed price
1 | RelatedToMarketPrice | Related to market price
2 | RelatedToPrimaryPrice | Related to primary price
3 | RelatedToLocalPrimaryPrice | Related to local primary price
4 | RelatedToMidpointPrice | Related to midpoint price
5 | RelatedToLastTradePrice | Related to last trade price
6 | RelatedToVWAP | Related to VWAP

Used in components: DiscretionInstructions

DiscretionInstructions

The presence of DiscretionInstructions component block on an order indicates that the trader wishes to display one price but will accept trades at another price.

Name | Mult. | Type | Description
DiscretionInst | [0..1] | CodeSet | What the discretionary price is related to (e.g. primary price, display price etc)
DiscretionOffsetValue | [0..1] | float | Amount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetType
DiscretionMoveType | [0..1] | CodeSet | Describes whether discretion price is static/fixed or floats
DiscretionOffsetType | [0..1] | CodeSet | Type of Discretion Offset (e.g. price offset, tick offset etc)
DiscretionLimitType | [0..1] | CodeSet | Specifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc)
DiscretionRoundDirection | [0..1] | CodeSet | If the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive)
DiscretionScope | [0..1] | CodeSet | The scope of "related to" price of the discretion (e.g. local, global etc)

Used in groups: ListOrdGrp

Used in messages: CrossOrderCancelReplaceRequest, ExecutionReport, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest

DiscretionLimitType

Type of Discretion Limit

Type: int

Allowed values in DiscretionLimitTypeCodeSet:

Code | Name | Description
0 | OrBetter | Or better (default) - price improvement allowed
1 | Strict | Strict – limit is a strict limit
2 | OrWorse | Or worse – for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range)

Used in components: DiscretionInstructions

DiscretionMoveType

Describes whether discretionary price is static or floats

Type: int

Allowed values in DiscretionMoveTypeCodeSet:

Code | Name | Description
0 | Floating | Floating (default)
1 | Fixed | Fixed

Used in components: DiscretionInstructions

DiscretionOffsetType

Type of Discretion Offset value

Type: int

Allowed values in DiscretionOffsetTypeCodeSet:

Code | Name | Description
0 | Price | Price (default)
1 | BasisPoints | Basis Points
2 | Ticks | Ticks
3 | PriceTier | Price Tier / Level

Used in components: DiscretionInstructions

DiscretionOffsetValue

Amount (signed) added to the "related to" price specified via DiscretionInst (388), in the context of DiscretionOffsetType (842) (Prior to FIX 4.4 this field was of type PriceOffset)

Type: float

Used in components: DiscretionInstructions

DiscretionPrice

The current discretionary price of the order

Type: Price

Used in messages: ExecutionReport

DiscretionRoundDirection

If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive

Type: int

Allowed values in DiscretionRoundDirectionCodeSet:

Code | Name | Description
1 | MoreAggressive | More aggressive – on a buy order round the price up to the nearest tick, on a sell round down to the nearest tick
2 | MorePassive | More passive – on a buy order round down to nearest tick on a sell order round up to nearest tick

Used in components: DiscretionInstructions

DiscretionScope

The scope of the discretion

Type: int

Allowed values in DiscretionScopeCodeSet:

Code | Name | Description
1 | Local | Local (Exchange, ECN, ATS)
2 | National | National
3 | Global | Global
4 | NationalExcludingLocal | National excluding local

Used in components: DiscretionInstructions

DistribPaymentMethod

A code identifying the payment method for a (fractional) distribution. 13 through 998 are reserved for future use Values above 000 are available for use by private agreement among counterparties

Type: int

Allowed values in DistribPaymentMethodCodeSet:

Code | Name | Description
1 | CREST | CREST
10 | BPAY | BPAY
11 | HighValueClearingSystemHVACS | High Value Clearing System (HVACS)
12 | ReinvestInFund | Reinvest in fund
2 | NSCC | NSCC
3 | Euroclear | Euroclear
4 | Clearstream | Clearstream
5 | Cheque | Cheque
6 | TelegraphicTransfer | Telegraphic Transfer
7 | FedWire | FedWire
8 | DirectCredit | Direct Credit (BECS, BACS)
9 | ACHCredit | ACH Credit

Used in groups: RgstDistInstGrp

DistribPercentage

The amount of each distribution to go to this beneficiary, expressed as a percentage

Type: Percentage

Used in groups: RgstDistInstGrp

DKReason

Reason for execution rejection

Type: char

Allowed values in DKReasonCodeSet:

Code | Name | Description
A | UnknownSymbol | Unknown symbol
B | WrongSide | Wrong side
C | QuantityExceedsOrder | Quantity exceeds order
D | NoMatchingOrder | No matching order
E | PriceExceedsLimit | Price exceeds limit
F | CalculationDifference | Calculation difference
Z | Other | Other

Used in messages: DontKnowTrade

DlvyInstGrp

No component usage documentation for DlvyInstGrp

Name | Mult. | Type | Description
NoDlvyInst | [1..1] | NumInGroup |
SettlInstSource | [0..1] | CodeSet |
DlvyInstType | [0..1] | CodeSet |
SettlParties | [0..*] | Group |

Used in components: SettlInstructionsData

DlvyInstType

Used to indicate whether a delivery instruction is used for securities or cash settlement

Type: char

Allowed values in DlvyInstTypeCodeSet:

Code | Name | Description
C | Cash | cash
S | Securities | securities

Used in groups: DlvyInstGrp

DueToRelated

Indicates whether or not the halt was due to the Related Security being halted.

Type: Boolean

Allowed values in DueToRelatedCodeSet:

Code | Name | Description
N | NotRelatedToSecurityHalt | Halt was not related to a halt of the related security
Y | RelatedToSecurityHalt | Halt was due to related security being halted

Used in messages: SecurityStatus

EffectiveTime

Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

Type: UTCTimestamp

Used in groups: ListOrdGrp, SettlInstGrp

Used in messages: CrossOrderCancelReplaceRequest, ExecutionReport, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest, SettlementInstructionRequest

EFPTrackingError

Eg Used in EFP trades 2% (EFP – Exchange for Physical ). Represented as a percentage.

Type: Percentage

Used in groups: BidDescReqGrp

EmailThreadID

Unique identifier for an email thread (new and chain of replies)

Type: String

Used in messages: Email

EmailType

Email message type

Type: char

Allowed values in EmailTypeCodeSet:

Code | Name | Description
0 | New | New
1 | Reply | Reply
2 | AdminReply | Admin Reply

Used in messages: Email

EncodedAllocText

Encoded (non-ASCII characters) representation of the AllocText (6) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AllocText field.

Type: data

Used in groups: AllocAckGrp, AllocGrp

EncodedAllocTextLen

Byte length of encoded (non-ASCII characters) EncodedAllocText (36) field.

Type: Length

Used in groups: AllocAckGrp, AllocGrp

EncodedHeadline

Encoded (non-ASCII characters) representation of the Headline (48) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Headline field.

Type: data

Used in messages: News

EncodedHeadlineLen

Byte length of encoded (non-ASCII characters) EncodedHeadline (359) field.

Type: Length

Used in messages: News

EncodedIssuer

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Issuer field.

Type: data

Used in components: Instrument

EncodedIssuerLen

Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field.

Type: Length

Used in components: Instrument

EncodedLegIssuer

Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description

Type: data

Used in components: InstrumentLeg

EncodedLegIssuerLen

Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description

Type: Length

Used in components: InstrumentLeg

EncodedLegSecurityDesc

Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description

Type: data

Used in components: InstrumentLeg

EncodedLegSecurityDescLen

Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

Type: Length

Used in components: InstrumentLeg

EncodedListExecInst

Encoded (non-ASCII characters) representation of the ListExecInst (69) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListExecInst field.

Type: data

Used in messages: NewOrderList

EncodedListExecInstLen

Byte length of encoded (non-ASCII characters) EncodedListExecInst (353) field.

Type: Length

Used in messages: NewOrderList

EncodedListStatusText

Encoded (non-ASCII characters) representation of the ListStatusText (444) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListStatusText field.

Type: data

Used in messages: ListStatus

EncodedListStatusTextLen

Byte length of encoded (non-ASCII characters) EncodedListStatusText (446) field.

Type: Length

Used in messages: ListStatus

EncodedSecurityDesc

Encoded (non-ASCII characters) representation of the SecurityDesc (07) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field.

Type: data

Used in components: Instrument

EncodedSecurityDescLen

Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (35) field.

Type: Length

Used in components: Instrument

EncodedSubject

Encoded (non-ASCII characters) representation of the Subject (47) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Subject field.

Type: data

Used in messages: Email

EncodedSubjectLen

Byte length of encoded (non-ASCII characters) EncodedSubject (357) field.

Type: Length

Used in messages: Email

EncodedText

Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field.

Type: data

Used in groups: BidCompRspGrp, LinesOfTextGrp, ListOrdGrp, MDFullGrp, MDIncGrp, OrdListStatGrp, RelSymDerivSecGrp, SecListGrp, SideCrossOrdCxlGrp, SideCrossOrdModGrp, TrdCapRptSideGrp, UndInstrmtStrkPxGrp

Used in messages: Advertisement, AllocationInstruction, AllocationInstructionAck, AllocationReport, AllocationReportAck, AssignmentReport, BidRequest, BusinessMessageReject, CollateralAssignment, CollateralInquiry, CollateralInquiryAck, CollateralReport, CollateralRequest, CollateralResponse, Confirmation, ConfirmationAck, ConfirmationRequest, DerivativeSecurityListRequest, DontKnowTrade, ExecutionReport, IOI, ListCancelRequest, ListExecute, ListStatusRequest, Logout, MarketDataRequestReject, MassQuoteAcknowledgement, MultilegOrderCancelReplace, NewOrderMultileg, NewOrderSingle, OrderCancelReject, OrderCancelReplaceRequest, OrderCancelRequest, OrderMassCancelReport, OrderMassCancelRequest, PositionMaintenanceReport, PositionMaintenanceRequest, PositionReport, Quote, QuoteRequest, QuoteRequestReject, QuoteResponse, QuoteStatusReport, Reject, RequestForPositions, RequestForPositionsAck, SecurityDefinition, SecurityDefinitionRequest, SecurityListRequest, SecurityStatus, SecurityTypeRequest, SecurityTypes, SettlementInstructions, TradeCaptureReportAck, TradeCaptureReportRequest, TradeCaptureReportRequestAck, TradingSessionStatus

EncodedTextLen

Byte length of encoded (non-ASCII characters) EncodedText (355) field.

Type: Length

Used in groups: BidCompRspGrp, LinesOfTextGrp, ListOrdGrp, MDFullGrp, MDIncGrp, OrdListStatGrp, RelSymDerivSecGrp, SecListGrp, SideCrossOrdCxlGrp, SideCrossOrdModGrp, TrdCapRptSideGrp, UndInstrmtStrkPxGrp

Used in messages: Advertisement, AllocationInstruction, AllocationInstructionAck, AllocationReport, AllocationReportAck, AssignmentReport, BidRequest, BusinessMessageReject, CollateralAssignment, CollateralInquiry, CollateralInquiryAck, CollateralReport, CollateralRequest, CollateralResponse, Confirmation, ConfirmationAck, ConfirmationRequest, DerivativeSecurityListRequest, DontKnowTrade, ExecutionReport, IOI, ListCancelRequest, ListExecute, ListStatusRequest, Logout, MarketDataRequestReject, MassQuoteAcknowledgement, MultilegOrderCancelReplace, NewOrderMultileg, NewOrderSingle, OrderCancelReject, OrderCancelReplaceRequest, OrderCancelRequest, OrderMassCancelReport, OrderMassCancelRequest, PositionMaintenanceReport, PositionMaintenanceRequest, PositionReport, Quote, QuoteRequest, QuoteRequestReject, QuoteResponse, QuoteStatusReport, Reject, RequestForPositions, RequestForPositionsAck, SecurityDefinition, SecurityDefinitionRequest, SecurityListRequest, SecurityStatus, SecurityTypeRequest, SecurityTypes, SettlementInstructions, TradeCaptureReportAck, TradeCaptureReportRequest, TradeCaptureReportRequestAck, TradingSessionStatus

EncodedUnderlyingIssuer

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

Type: data

Used in components: UnderlyingInstrument

EncodedUnderlyingIssuerLen

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

Type: Length

Used in components: UnderlyingInstrument

EncodedUnderlyingSecurityDesc

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityDesc field.

Type: data

Used in components: UnderlyingInstrument

EncodedUnderlyingSecurityDescLen

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

Type: Length

Used in components: UnderlyingInstrument

EncryptMethod

Method of encryption

Type: int

Allowed values in EncryptMethodCodeSet:

Code | Name | Description
0 | None | None / other
1 | PKCS | PKCS (proprietary)
2 | DES | DES (ECB mode)
3 | PKCSDES | PKCS/DES (proprietary)
4 | PGPDES | PGP/DES (defunct)
5 | PGPDESMD5 | PGP/DES-MD5 (see app note on FIX website)
6 | PEM | PEM/DES-MD5 (see app note on FIX website)

Used in messages: Logon

EndAccruedInterestAmt

Accrued Interest Amount applicable to a financing transaction on the End Date.

Type: Amt

Used in groups: TrdCapRptSideGrp

Used in messages: AllocationInstruction, AllocationReport, CollateralAssignment, CollateralInquiry, CollateralReport, CollateralRequest, CollateralResponse, Confirmation, ExecutionReport

EndCash

Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date.

Type: Amt

Used in groups: TrdCapRptSideGrp

Used in messages: AllocationInstruction, AllocationReport, CollateralAssignment, CollateralInquiry, CollateralReport, CollateralRequest, CollateralResponse, Confirmation, ExecutionReport

EndDate

End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral

Type: LocalMktDate

Used in components: FinancingDetails

EndSeqNo

Message sequence number of last message in range to be resent. If request is for a single message BeginSeqNo (7) = EndSeqNo. If request is for all messages subsequent to a particular message, EndSeqNo = "0" (representing infinity).

Type: SeqNum

Used in messages: ResendRequest

EventDate

Date of event

Type: LocalMktDate

Used in groups: EvntGrp

EventPx

Predetermined price of issue at event, if applicable

Type: Price

Used in groups: EvntGrp

EventText

Comments related to the event.

Type: String

Used in groups: EvntGrp

EventType

Code to represent the type of event

Type: int

Allowed values in EventTypeCodeSet:

Code | Name | Description
1 | Put | Put
2 | Call | Call
3 | Tender | Tender
4 | SinkingFundCall | Sinking Fund Call
99 | Other | Other

Used in groups: EvntGrp

EvntGrp

No component usage documentation for EvntGrp

Name | Mult. | Type | Description
NoEvents | [1..1] | NumInGroup |
EventType | [0..1] | CodeSet |
EventDate | [0..1] | LocalMktDate |
EventPx | [0..1] | Price |
EventText | [0..1] | String |

Used in components: Instrument

ExchangeForPhysical

Indicates whether or not to exchange for physical.

Type: Boolean

Allowed values in ExchangeForPhysicalCodeSet:

Code | Name | Description
N | False | False
Y | True | True

Used in messages: BidRequest

ExchangeRule

Used to report any exchange rules that apply to this trade. Primarily intended for US futures markets. Certain trading practices are permitted by the CFTC, such as large lot trading, block trading, all or none trades. If the rules are used, the exchanges are required to indicate these rules on the trade.

Type: String

Used in groups: TrdCapRptSideGrp

ExDate

The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity). (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

Type: LocalMktDate

Used in groups: TrdCapRptSideGrp

Used in messages: Confirmation, ExecutionReport

ExDestination

Execution destination as defined by institution when order is entered. Valid values: See "Appendix 6-C"

Type: Exchange

Used in groups: ListOrdGrp

Used in messages: CrossOrderCancelReplaceRequest, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest, Quote, QuoteResponse, QuoteStatusReport

ExecAllocGrp

No component usage documentation for ExecAllocGrp

Name | Mult. | Type | Description
NoExecs | [1..1] | NumInGroup |
LastQty | [0..1] | Qty |
ExecID | [0..1] | String |
SecondaryExecID | [0..1] | String |
LastPx | [0..1] | Price |
LastParPx | [0..1] | Price |
LastCapacity | [0..1] | CodeSet |

Used in messages: AllocationInstruction, AllocationReport

ExecCollGrp

No component usage documentation for ExecCollGrp

Name | Mult. | Type | Description
NoExecs | [1..1] | NumInGroup |
ExecID | [0..1] | String |

Used in messages: CollateralAssignment, CollateralInquiry, CollateralInquiryAck, CollateralReport, CollateralRequest, CollateralResponse

ExecID

Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (50) =I (Order Status)). Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. (Prior to FIX 4.1 this field was of type int)

Type: String

Used in groups: ExecAllocGrp, ExecCollGrp

Used in messages: DontKnowTrade, ExecutionReport, TradeCaptureReport, TradeCaptureReportAck, TradeCaptureReportRequest

ExecInst

Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space.

Type: MultipleValueString

Allowed values in ExecInstCodeSet:

Code | Name | Description
0 | StayOnOfferSide | Stay on offerside
1 | NotHeld | Not held
2 | Work | Work
3 | GoAlong | Go along
4 | OverTheDay | Over the day
5 | Held | Held
6 | ParticipateDoNotInitiate | Participate don't initiate
7 | StrictScale | Strict scale
8 | TryToScale | Try to scale
9 | StayOnBidSide | Stay on bidside
A | NoCross | No cross (cross is forbidden)
B | OKToCross | OK to cross
C | CallFirst | Call first
D | PercentOfVolume | Percent of volume "(indicates that the sender does not want to be all the volume on the floor vs. a specific percentage)"
E | DoNotIncrease | Do not increase - DNI
F | DoNotReduce | Do not reduce - DNR
G | AllOrNone | All or none - AON
H | ReinstateOnSystemFailure | Reinstate on System Failure (mutually exclusive with Q)
I | InstitutionsOnly | Institutions only
J | ReinstateOnTradingHalt | Reinstate on Trading Halt (mutually exclusive with K)
K | CancelOnTradingHalt | Cancel on Trading Halt (mutually exclusive with L)
L | LastPeg | Last peg (last sale)
M | MidPricePeg | Mid-price peg (midprice of inside quote)
N | NonNegotiable | Non-negotiable
O | OpeningPeg | Opening peg
P | MarketPeg | Market peg
Q | CancelOnSystemFailure | Cancel on System Failure (mutually exclusive with H)
R | PrimaryPeg | Primary peg (primary market - buy at bid/sell at offer)
S | Suspend | Suspend
U | CustomerDisplayInstruction | Customer Display Instruction (Rule11Ac1-1/4)
V | Netting | Netting (for Forex)
W | PegToVWAP | Peg to VWAP
X | TradeAlong | Trade Along
Y | TryToStop | Try to Stop
Z | CancelIfNotBest | Cancel if Not Best
a | TrailingStopPeg | Trailing Stop Peg
b | StrictLimit | Strict Limit (No Price Improvement)
c | IgnorePriceValidityChecks | Ignore Price Validity Checks
d | PegToLimitPrice | Peg to Limit Price
e | WorkToTargetStrategy | Work to Target Strategy

Used in groups: ListOrdGrp, MDFullGrp, MDIncGrp, TrdCapRptSideGrp

Used in messages: CrossOrderCancelReplaceRequest, ExecutionReport, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest

ExecPriceAdjustment

For CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by ExecPriceType (484)

Type: float

Used in messages: ExecutionReport

ExecPriceType

For CIV - Identifies how the execution price LastPx (3) was calculated from the fund unit/share price(s) calculated at the fund valuation point

Type: char

Allowed values in ExecPriceTypeCodeSet:

Code | Name | Description
B | BidPrice | Bid price
C | CreationPrice | Creation price
D | CreationPricePlusAdjustmentPercent | Creation price plus adjustment %
E | CreationPricePlusAdjustmentAmount | Creation price plus adjustment amount
O | OfferPrice | Offer price
P | OfferPriceMinusAdjustmentPercent | Offer price minus adjustment %
Q | OfferPriceMinusAdjustmentAmount | Offer price minus adjustment amount
S | SinglePrice | Single price

Used in messages: ExecutionReport

ExecRefID

Reference identifier used with Trade Cancel and Trade Correct execution types. (Prior to FIX 4.1 this field was of type int)

Type: String

Used in messages: ExecutionReport

ExecRestatementReason

Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel.

Type: int

Allowed values in ExecRestatementReasonCodeSet:

Code | Name | Description
0 | GTCorporateAction | GT Corporate action
1 | GTRenewal | GT renewal / restatement (no corporate action)
10 | WarehouseRecap | Warehouse recap
2 | VerbalChange | Verbal change
3 | RepricingOfOrder | Repricing of order
4 | BrokerOption | Broker option
5 | PartialDeclineOfOrderQty | Partial decline of OrderQty (e.g. exchange-initiated partial cancel)
6 | CancelOnTradingHalt | Cancel on Trading Halt
7 | CancelOnSystemFailure | Cancel on System Failure
8 | Market | Market (Exchange) Option
9 | Canceled | Canceled, Not Best
99 | Other | Other

Used in messages: ExecutionReport, TradeCaptureReport

ExecType

Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus (39) will always identify the current order status (i.e. Partially Filled) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***

Type: char

Allowed values in ExecTypeCodeSet:

Code | Name | Description
0 | New | New
3 | DoneForDay | Done for day
4 | Canceled | Canceled
5 | Replaced | Replace
6 | PendingCancel | Pending Cancel (e.g. result of Order Cancel Request)
7 | Stopped | Stopped
8 | Rejected | Rejected
9 | Suspended | Suspended
A | PendingNew | Pending New
B | Calculated | Calculated
C | Expired | Expired
D | Restated | Restated (ExecutionRpt sent unsolicited by sellside, with ExecRestatementReason (378) set)
E | PendingReplace | Pending Replace (e.g. result of Order Cancel/Replace Request)
F | Trade | Trade (partial fill or fill)
G | TradeCorrect | Trade Correct (formerly an ExecTransType (20))
H | TradeCancel | Trade Cancel (formerly an ExecTransType)
I | OrderStatus | Order Status (formerly an ExecTransType)

Used in messages: ExecutionReport, TradeCaptureReport, TradeCaptureReportAck, TradeCaptureReportRequest

ExecValuationPoint

For CIV - a date and time stamp to indicate the fund valuation point with respect to which an order was priced by the fund manager.

Type: UTCTimestamp

Used in messages: ExecutionReport

ExerciseMethod

Exercise Method used to in performing assignment

Type: char

Allowed values in ExerciseMethodCodeSet:

Code | Name | Description
A | Automatic | Automatic
M | Manual | Manual

Used in messages: AssignmentReport

ExpirationCycle

Part of trading cycle when an instrument expires. Field is applicable for derivatives.

Type: int

Allowed values in ExpirationCycleCodeSet:

Code | Name | Description
0 | ExpireOnTradingSessionClose | Expire on trading session close (default)
1 | ExpireOnTradingSessionOpen | Expire on trading session open

Used in groups: RelSymDerivSecGrp, SecListGrp

Used in messages: SecurityDefinition, SecurityDefinitionRequest

ExpireDate

Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market’s business practices

Type: LocalMktDate

Used in groups: ListOrdGrp, MDFullGrp, MDIncGrp

Used in messages: AssignmentReport, CrossOrderCancelReplaceRequest, ExecutionReport, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest

ExpireTime

Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT") The meaning of expiration is specific to the context where the field is used. For orders, this is the expiration time of a Good Til Date TimeInForce. For Quotes - this is the expiration of the quote. Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process. For collateral requests, this is the time by which collateral must be assigned. For collateral assignments, this is the time by which a response to the assignment is expected.

Type: UTCTimestamp

Used in groups: ListOrdGrp, MDFullGrp, MDIncGrp, QuotReqGrp, QuotReqRjctGrp, SettlInstGrp

Used in messages: CollateralAssignment, CollateralRequest, CrossOrderCancelReplaceRequest, ExecutionReport, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest, QuoteStatusReport, SettlementInstructionRequest

Factor

For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than . In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Type: float

Used in components: Instrument

FairValue

Used in EFP trades

Type: Amt

Used in groups: BidCompRspGrp, BidDescReqGrp

FinancialStatus

Identifies a firm’s financial status

Type: MultipleValueString

Allowed values in FinancialStatusCodeSet:

Code | Name | Description
1 | Bankrupt | Bankrupt
2 | PendingDelisting | Pending delisting

Used in groups: MDIncGrp

Used in messages: MarketDataSnapshotFullRefresh, SecurityStatus

FinancingDetails

Component block is optionally used only for financing deals to identify the legal agreement under which the deal was made and other unique characteristics of the transaction. The AgreementDesc field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan – Amended 1998, for example.

Name | Mult. | Type | Description
AgreementDesc | [0..1] | String | The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal
AgreementID | [0..1] | String | A common reference to the applicable standing agreement between the principals
AgreementDate | [0..1] | LocalMktDate | A reference to the date the underlying agreement was executed.
AgreementCurrency | [0..1] | Currency | Currency of the underlying agreement.
TerminationType | [0..1] | CodeSet | For Repos the timing or method for terminating the agreement.
StartDate | [0..1] | LocalMktDate | Settlement date of the beginning of the deal
EndDate | [0..1] | LocalMktDate | Repayment / repurchase date
DeliveryType | [0..1] | CodeSet | Delivery or custody arrangement for the underlying securities
MarginRatio | [0..1] | Percentage | Percentage of cash value that underlying security collateral must meet.

Used in groups: QuotCxlEntriesGrp, QuotReqGrp, QuotReqRjctGrp, SecListGrp

Used in messages: AllocationInstruction, AllocationReport, CollateralAssignment, CollateralInquiry, CollateralInquiryAck, CollateralReport, CollateralRequest, CollateralResponse, Confirmation, ExecutionReport, IOI, NewOrderSingle, OrderCancelReplaceRequest, OrderCancelRequest, OrderStatusRequest, Quote, QuoteResponse, QuoteStatusReport, QuoteStatusRequest, SecurityListRequest, TradeCaptureReport, TradeCaptureReportRequest

ForexReq

Indicates request for forex accommodation trade to be executed along with security transaction.

Type: Boolean

Allowed values in ForexReqCodeSet:

Code | Name | Description
N | DoNotExecuteForexAfterSecurityTrade | Do not execute Forex after security trade
Y | ExecuteForexAfterSecurityTrade | Execute Forex after security trade

Used in groups: ListOrdGrp, SideCrossOrdModGrp

Used in messages: BidRequest, MultilegOrderCancelReplace, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest

FundRenewWaiv

A one character code identifying whether the Fund based renewal commission is to be waived.

Type: char

Allowed values in FundRenewWaivCodeSet:

Code | Name | Description
N | No | No
Y | Yes | Yes

Used in components: CommissionData

GapFillFlag

Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent.

Type: Boolean

Allowed values in GapFillFlagCodeSet:

Code | Name | Description
N | SequenceReset | Sequence Reset, ignore MsgSeqNum
Y | GapFillMessage | Gap Fill message, MsgSeqNum field valid

Used in messages: SequenceReset

GrossTradeAmt

Total amount traded (e.g. CumQty (4) * AvgPx (6)) expressed in units of currency.

Type: Amt

Used in groups: TrdCapRptSideGrp

Used in messages: AllocationInstruction, AllocationReport, Confirmation, ExecutionReport

GTBookingInst

Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate

Type: int

Allowed values in GTBookingInstCodeSet:

Code | Name | Description
0 | BookOutAllTradesOnDayOfExecution | book out all trades on day of execution
1 | AccumulateUntilFilledOrExpired | accumulate executions until order is filled or expires
2 | AccumulateUntilVerballlyNotifiedOtherwise | accumulate until verbally notified otherwise

Used in groups: ListOrdGrp

Used in messages: CrossOrderCancelReplaceRequest, ExecutionReport, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest

HaltReason

Denotes the reason for the Opening Delay or Trading Halt

Type: char

Allowed values in HaltReasonCodeSet:

Code | Name | Description
D | NewsDissemination | News Dissemination
E | OrderInflux | Order Influx
I | OrderImbalance | Order Imbalance
M | AdditionalInformation | Additional Information
P | NewsPending | News Pending
X | EquipmentChangeover | Equipment Changeover

Used in messages: SecurityStatus

HandlInst

Instructions for order handling on Broker trading floor

Type: char

Allowed values in HandlInstCodeSet:

Code | Name | Description
1 | AutomatedExecutionNoIntervention | Automated execution order, private, no Broker intervention
2 | AutomatedExecutionInterventionOK | Automated execution order, public, Broker intervention OK
3 | ManualOrder | Manual order, best execution

Used in groups: ListOrdGrp

Used in messages: CrossOrderCancelReplaceRequest, ExecutionReport, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest

Headline

The headline of a News message

Type: String

Used in messages: News

HeartBtInt

Heartbeat interval (seconds)

Type: int

Used in messages: Logon

HighPx

Represents an indication of the high end of the price range for a security prior to the open or reopen

Type: Price

Used in messages: SecurityStatus

HopCompID

Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID(115) is being used.

Type: String

Used in groups: Hop

Hop

No component usage documentation for Hop

Name | Mult. | Type | Description
NoHops | [1..1] | NumInGroup |
HopCompID | [0..1] | String |
HopSendingTime | [0..1] | UTCTimestamp |
HopRefID | [0..1] | SeqNum |

Used in components: StandardHeader

HopRefID

Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID(115) is being used.

Type: SeqNum

Used in groups: Hop

HopSendingTime

Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID(115) is being used.

Type: UTCTimestamp

Used in groups: Hop

IncTaxInd

Code to represent whether value is net (inclusive of tax) or gross

Type: int

Allowed values in IncTaxIndCodeSet:

Code | Name | Description
1 | Net | Net
2 | Gross | Gross

Used in messages: BidRequest

IndividualAllocID

Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).

Type: String

Used in groups: AllocAckGrp, AllocGrp, PreAllocGrp, PreAllocMlegGrp, TrdAllocGrp

Used in messages: Confirmation, ConfirmationRequest

IndividualAllocRejCode

Identified reason for rejecting an individual AllocAccount (79) detail. Same values as AllocRejCode (88)

Type: int

Allowed values in AllocRejCodeCodeSet:

Code | Name | Description
0 | UnknownAccount | unknown account(s)
1 | IncorrectQuantity | incorrect quantity
10 | UnknownOrStaleExecID | unknown or stale ExecID (17)
11 | MismatchedData | mismatched data value (further in Note 58=)
12 | UnknownClOrdID | unknown ClOrdID (11)
13 | WarehouseRequestRejected | warehouse request rejected
2 | IncorrectAveragegPrice | incorrect average price
3 | UnknownExecutingBrokerMnemonic | unknown executing broker mnemonic
4 | CommissionDifference | commission difference
5 | UnknownOrderID | unknown OrderID (37)
6 | UnknownListID | unknown ListID (66)
7 | OtherSeeText | other (further in Note 58=)
8 | IncorrectAllocatedQuantity | incorrect allocated quantity
9 | CalculationDifference | calculation difference

Used in groups: AllocAckGrp

InstrAttribType

Code to represent the type of instrument attribute

Type: int

Allowed values in InstrAttribTypeCodeSet:

Code | Name | Description
1 | Flat | Flat (securities pay interest on a current basis but are traded without interest)
10 | OriginalIssueDiscount | Original issue discount
11 | Callable | Callable, puttable
12 | EscrowedToMaturity | Escrowed to Maturity
13 | EscrowedToRedemptionDate | Escrowed to redemption date – callable. Supply redemption date in the InstrAttribValue (872) field
14 | PreRefunded | Prerefunded
15 | InDefault | In default
16 | Unrated | Unrated
17 | Taxable | Taxable
18 | Indexed | Indexed
19 | SubjectToAlternativeMinimumTax | Subject to Alternative Minimum Tax
2 | ZeroCoupon | Zero coupon
20 | OriginalIssueDiscountPrice | Original issue discount price. Supply price in the InstrAttribValue (872) field
21 | CallableBelowMaturityValue | Callable below maturity value
22 | CallableWithoutNotice | Callable without notice by mail to holder unless registered
3 | InterestBearing | Interest bearing (for Euro commercial paper when not issued at discount)
4 | NoPeriodicPayments | No periodic payments
5 | VariableRate | Variable rate
6 | LessFeeForPut | Less fee for put
7 | SteppedCoupon | Stepped coupon
8 | CouponPeriod | Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field
9 | When | When [and if] issued
99 | Text | Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field

Used in groups: AttrbGrp

InstrAttribValue

Attribute value appropriate to the InstrAttribType (87) field.

Type: String

Used in groups: AttrbGrp

InstrmtGrp

No component usage documentation for InstrmtGrp

Name | Mult. | Type | Description
NoRelatedSym | [1..1] | NumInGroup |
Instrument | [0..1] | Component |

Used in messages: Email, News

InstrmtLegExecGrp

No component usage documentation for InstrmtLegExecGrp

Name | Mult. | Type | Description
NoLegs | [1..1] | NumInGroup |
InstrumentLeg | [0..1] | Component |
LegQty | [0..1] | Qty |
LegSwapType | [0..1] | CodeSet |
LegStipulations | [0..*] | Group |
LegPositionEffect | [0..1] | char |
LegCoveredOrUncovered | [0..1] | int |
NestedParties | [0..*] | Group |
LegRefID | [0..1] | String |
LegPrice | [0..1] | Price |
LegSettlType | [0..1] | char |
LegSettlDate | [0..1] | LocalMktDate |
LegLastPx | [0..1] | Price |

Used in messages: ExecutionReport

InstrmtLegGrp

No component usage documentation for InstrmtLegGrp

Name | Mult. | Type | Description
NoLegs | [1..1] | NumInGroup |
InstrumentLeg | [0..1] | Component |

Used in groups: InstrmtMDReqGrp, MDIncGrp, QuotCxlEntriesGrp, QuotEntryAckGrp, QuotEntryGrp, RFQReqGrp, RelSymDerivSecGrp

Used in messages: Advertisement, AllocationInstruction, AllocationReport, AssignmentReport, CollateralAssignment, CollateralInquiry, CollateralInquiryAck, CollateralReport, CollateralRequest, CollateralResponse, Confirmation, CrossOrderCancelReplaceRequest, CrossOrderCancelRequest, DontKnowTrade, Email, MarketDataSnapshotFullRefresh, NewOrderCross, News, PositionMaintenanceReport, PositionMaintenanceRequest, PositionReport, QuoteStatusRequest, RequestForPositions, RequestForPositionsAck, SecurityDefinition, SecurityDefinitionRequest, SecurityListRequest, SecurityStatus, SecurityStatusRequest, TradeCaptureReportRequest, TradeCaptureReportRequestAck

InstrmtLegIOIGrp

No component usage documentation for InstrmtLegIOIGrp

Name | Mult. | Type | Description
NoLegs | [1..1] | NumInGroup |
InstrumentLeg | [0..1] | Component |
LegIOIQty | [0..1] | String |
LegStipulations | [0..*] | Group |

Used in messages: IOI

InstrmtLegSecListGrp

No component usage documentation for InstrmtLegSecListGrp

Name | Mult. | Type | Description
NoLegs | [1..1] | NumInGroup |
InstrumentLeg | [0..1] | Component |
LegSwapType | [0..1] | CodeSet |
LegSettlType | [0..1] | char |
LegStipulations | [0..*] | Group |
LegBenchmarkCurveData | [0..1] | Component |

Used in groups: SecListGrp

InstrmtMDReqGrp

No component usage documentation for InstrmtMDReqGrp

Name | Mult. | Type | Description
NoRelatedSym | [1..1] | NumInGroup |
Instrument | [1..1] | Component |
UndInstrmtGrp | [0..*] | Group |
InstrmtLegGrp | [0..*] | Group |

Used in messages: MarketDataRequest

InstrmtStrkPxGrp

No component usage documentation for InstrmtStrkPxGrp

Name | Mult. | Type | Description
NoStrikes | [1..1] | NumInGroup |
Instrument | [1..1] | Component |

Used in messages: ListStrikePrice

InstrRegistry

The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded.

Type: String

Used in components: Instrument

Instrument

The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.

Name
Mult.
Type
Description

Symbol
[0..1]
String
Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol.

SymbolSfx
[0..1]
String
Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.

SecurityID
[0..1]
String
Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

SecurityIDSource
[0..1]
CodeSet
Required if SecurityID is specified.

SecAltIDGrp
[0..*]
Group
Number of alternate Security Identifiers

Product
[0..1]
CodeSet
Indicates the type of product the security is associated with (high-level category)

CFICode
[0..1]
String
Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.

SecurityType
[0..1]
CodeSet
It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.)

SecuritySubType
[0..1]
String
Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

MaturityMonthYear
[0..1]
MonthYear
Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified.

MaturityDate
[0..1]
LocalMktDate
Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).may use MaturityMonthYear and/or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment.

PutOrCall
[0..1]
CodeSet
For Options.

CouponPaymentDate
[0..1]
LocalMktDate
Date interest is to be paid. Used in identifying Corporate Bond issues.

IssueDate
[0..1]
LocalMktDate
Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

RepoCollateralSecurityType
[0..1]
String
(Deprecated, use UnderlyingSecurityType (310) )

RepurchaseTerm
[0..1]
int
(Deprecated, use TerminationType (788) )

RepurchaseRate
[0..1]
Percentage
(Deprecated, use Price (44) )

Factor
[0..1]
float
For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value

CreditRating
[0..1]
String

InstrRegistry
[0..1]
String
The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues.

CountryOfIssue
[0..1]
Country
ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.

StateOrProvinceOfIssue
[0..1]
String
A two-character state or province abbreviation.

LocaleOfIssue
[0..1]
String
The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

RedemptionDate
[0..1]
LocalMktDate
(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

StrikePrice
[0..1]
Price
Used for derivatives, such as options and covered warrants

StrikeCurrency
[0..1]
Currency
Used for derivatives

OptAttribute
[0..1]
char
Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose.

ContractMultiplier
[0..1]
float
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

CouponRate
[0..1]
Percentage
For Fixed Income.

SecurityExchange
[0..1]
Exchange
Can be used to identify the security.

Issuer
[0..1]
String

EncodedIssuerLen
[0..1]
Length
Must be set if EncodedIssuer field is specified and must immediately precede it.

EncodedIssuer
[0..1]
data
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

SecurityDesc
[0..1]
String

EncodedSecurityDescLen
[0..1]
Length
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

EncodedSecurityDesc
[0..1]
data
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

Pool
[0..1]
String
Identifies MBS / ABS pool

ContractSettlMonth
[0..1]
MonthYear
Must be present for MBS/TBA

CPProgram
[0..1]
CodeSet
The program under which a commercial paper is issued

CPRegType
[0..1]
String
The registration type of a commercial paper issuance

EvntGrp
[0..*]
Group
Number of repeating EventType group entries.

DatedDate
[0..1]
LocalMktDate
If different from IssueDate

InterestAccrualDate
[0..1]
LocalMktDate
If different from IssueDate and DatedDate

Used in groups: InstrmtGrp, InstrmtMDReqGrp, InstrmtStrkPxGrp, ListOrdGrp, MDIncGrp, QuotCxlEntriesGrp, QuotEntryAckGrp, QuotEntryGrp, QuotReqGrp, QuotReqRjctGrp, RFQReqGrp, RelSymDerivSecGrp, SecListGrp

Used in messages: Advertisement, AllocationInstruction, AllocationReport, AssignmentReport, CollateralAssignment, CollateralInquiry, CollateralInquiryAck, CollateralReport, CollateralRequest, CollateralResponse, Confirmation, CrossOrderCancelReplaceRequest, CrossOrderCancelRequest, DontKnowTrade, ExecutionReport, IOI, MarketDataSnapshotFullRefresh, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest, OrderCancelRequest, OrderMassCancelReport, OrderMassCancelRequest, OrderMassStatusRequest, OrderStatusRequest, PositionMaintenanceReport, PositionMaintenanceRequest, PositionReport, Quote, QuoteResponse, QuoteStatusReport, QuoteStatusRequest, RequestForPositions, RequestForPositionsAck, SecurityDefinition, SecurityDefinitionRequest, SecurityListRequest, SecurityStatus, SecurityStatusRequest, TradeCaptureReport, TradeCaptureReportAck, TradeCaptureReportRequest, TradeCaptureReportRequestAck

InstrumentExtension

The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities.

Name | Mult. | Type | Description
DeliveryForm | [0..1] | CodeSet | Identifies the form of delivery.
PctAtRisk | [0..1] | Percentage | Percent at risk due to lowest possible call.
AttrbGrp | [0..*] | Group | Number of repeating InstrAttrib group entries.

Used in groups: RelSymDerivSecGrp, SecListGrp

Used in messages: AllocationInstruction, AllocationReport, Confirmation, SecurityDefinition, SecurityDefinitionRequest, SecurityListRequest, SecurityStatus, SecurityStatusRequest, TradeCaptureReportRequest

InstrumentLeg

The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.

Name | Mult. | Type | Description
LegSymbol | [0..1] | String |
LegSymbolSfx | [0..1] | String |
LegSecurityID | [0..1] | String |
LegSecurityIDSource | [0..1] | CodeSet |
LegSecAltIDGrp | [0..*] | Group |
LegProduct | [0..1] | int |
LegCFICode | [0..1] | String |
LegSecurityType | [0..1] | String |
LegSecuritySubType | [0..1] | String |
LegMaturityMonthYear | [0..1] | MonthYear |
LegMaturityDate | [0..1] | LocalMktDate |
LegCouponPaymentDate | [0..1] | LocalMktDate |
LegIssueDate | [0..1] | LocalMktDate |
LegRepoCollateralSecurityType | [0..1] | String | (Deprecated, not applicable/used for Repos)
LegRepurchaseTerm | [0..1] | int | (Deprecated, not applicable/used for Repos)
LegRepurchaseRate | [0..1] | Percentage | (Deprecated, not applicable/used for Repos)
LegFactor | [0..1] | float |
LegCreditRating | [0..1] | String |
LegInstrRegistry | [0..1] | String |
LegCountryOfIssue | [0..1] | Country |
LegStateOrProvinceOfIssue | [0..1] | String |
LegLocaleOfIssue | [0..1] | String |
LegRedemptionDate | [0..1] | LocalMktDate | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)
LegStrikePrice | [0..1] | Price |
LegStrikeCurrency | [0..1] | Currency |
LegOptAttribute | [0..1] | char |
LegContractMultiplier | [0..1] | float |
LegCouponRate | [0..1] | Percentage |
LegSecurityExchange | [0..1] | Exchange |
LegIssuer | [0..1] | String |
EncodedLegIssuerLen | [0..1] | Length |
EncodedLegIssuer | [0..1] | data |
LegSecurityDesc | [0..1] | String |
EncodedLegSecurityDescLen | [0..1] | Length |
EncodedLegSecurityDesc | [0..1] | data |
LegRatioQty | [0..1] | float | Specific to the <InstrumentLeg> (not in <Instrument>)
LegSide | [0..1] | char | Specific to the <InstrumentLeg> (not in <Instrument>)
LegCurrency | [0..1] | Currency | Specific to the <InstrumentLeg> (not in <Instrument>)
LegPool | [0..1] | String | Identifies MBS / ABS pool
LegDatedDate | [0..1] | LocalMktDate |
LegContractSettlMonth | [0..1] | MonthYear |
LegInterestAccrualDate | [0..1] | LocalMktDate |

Used in groups: InstrmtLegExecGrp, InstrmtLegGrp, InstrmtLegIOIGrp, InstrmtLegSecListGrp, LegOrdGrp, LegQuotGrp, LegQuotStatGrp, QuotReqLegsGrp, TrdInstrmtLegGrp

InterestAccrualDate

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

Type: LocalMktDate

Used in components: Instrument

InterestAtMaturity

Amount of interest (i.e. lump-sum) at maturity.

Type: Amt

Used in groups: TrdCapRptSideGrp

Used in messages: AllocationInstruction, AllocationReport, Confirmation, ExecutionReport

InvestorCountryOfResidence

The ISO 366 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes.

Type: Country

Used in groups: RgstDtlsGrp

InViewOfCommon

Indicates whether or not the halt was due to Common Stock trading being halted.

Type: Boolean

Allowed values in InViewOfCommonCodeSet:

Code | Name | Description
N | HaltWasNotRelatedToAHaltOfTheCommonStock | Halt was not related to a halt of the common stock
Y | HaltWasDueToCommonStockBeingHalted | Halt was due to common stock being halted

Used in messages: SecurityStatus

IOIID

Unique identifier of IOI message. (Prior to FIX 4.1 this field was of type int)

Type: String

Used in groups: ListOrdGrp

Used in messages: CrossOrderCancelReplaceRequest, IOI, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, QuoteResponse

IOINaturalFlag

Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity.

Type: Boolean

Allowed values in IOINaturalFlagCodeSet:

Code | Name | Description
N | NotNatural | Not natural
Y | Natural | Natural

Used in messages: IOI

IOIQltyInd

Relative quality of indication

Type: char

Allowed values in IOIQltyIndCodeSet:

Code | Name | Description
H | High | High
L | Low | Low
M | Medium | Medium

Used in messages: IOI

IOIQty

Quantity (e.g. number of shares) in numeric form or relative size.

Type: String

Allowed values in IOIQtyCodeSet:

Code | Name | Description
L | Large | Large
M | Medium | Medium
S | Small | Small

Used in messages: IOI

IOIQualGrp

No component usage documentation for IOIQualGrp

Name | Mult. | Type | Description
NoIOIQualifiers | [1..1] | NumInGroup |
IOIQualifier | [0..1] | CodeSet |

Used in messages: IOI

IOIQualifier

Code to qualify IOI use

Type: char

Allowed values in IOIQualifierCodeSet:

Code | Name | Description
A | AllOrNone | All or none
B | MarketOnClose | Market On Close (MOC) (held to close)
C | AtTheClose | At the close (around/not held to close)
D | VWAP | VWAP (Volume Weighted Avg Price)
I | InTouchWith | In touch with
L | Limit | Limit
M | MoreBehind | More behind
O | AtTheOpen | At the open
P | TakingAPosition | Taking a position
Q | AtTheMarket | At the Market (previously called Current Quote)
R | ReadyToTrade | Ready to trade
S | PortfolioShown | Portfolio shown
T | ThroughTheDay | Through the day
V | Versus | Versus
W | Indication | Indication - Working away
X | CrossingOpportunity | Crossing opportunity
Y | AtTheMidpoint | At the Midpoint
Z | PreOpen | Pre-open

Used in groups: IOIQualGrp

IOIRefID

Reference identifier used with CANCEL and REPLACE, transaction types. (Prior to FIX 4.1 this field was of type int)

Type: String

Used in messages: IOI

IOITransType

Identifies IOI message transaction type

Type: char

Allowed values in IOITransTypeCodeSet:

Code | Name | Description
C | Cancel | Cancel
N | New | New
R | Replace | Replace

Used in messages: IOI

IssueDate

The date on which a bond or stock offering is issued. It may or may not be the same as the effective date ("Dated Date") or the date on which interest begins to accrue ("Interest Accrual Date") (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

Type: LocalMktDate

Used in components: Instrument

Issuer

Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values"

Type: String

Used in components: Instrument

LastCapacity

Broker capacity in order execution

Type: char

Allowed values in LastCapacityCodeSet:

Code | Name | Description
1 | Agent | Agent
2 | CrossAsAgent | Cross as agent
3 | CrossAsPrincipal | Cross as principal
4 | Principal | Principal

Used in groups: ExecAllocGrp

Used in messages: ExecutionReport

LastForwardPoints

F/X forward points added to LastSpotRate(194). May be a negative value.

Type: PriceOffset

Used in messages: ExecutionReport, TradeCaptureReport

LastForwardPoints2

F/X forward points of the future part of an F/X swap order added to LastSpotRate(194). May be a negative value.

Type: PriceOffset

Used in messages: ExecutionReport

LastFragment

Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List

Type: Boolean

Allowed values in LastFragmentCodeSet:

Code | Name | Description
N | NotLastMessage | Not last message
Y | LastMessage | Last message

Used in groups: QuotSetAckGrp, QuotSetGrp

Used in messages: AllocationInstruction, AllocationReport, DerivativeSecurityList, ListStatus, ListStrikePrice, NewOrderList, SecurityList, SecurityTypes

LastLiquidityInd

Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled.

Type: int

Allowed values in LastLiquidityIndCodeSet:

Code | Name | Description
1 | AddedLiquidity | Added Liquidity
2 | RemovedLiquidity | Removed Liquidity
3 | LiquidityRoutedOut | Liquidity Routed Out

Used in messages: ExecutionReport

LastMkt

Market of execution for last fill, or an indication of the market where an order was routed Valid values: See "Appendix 6-C"

Type: Exchange

Used in messages: Advertisement, AllocationInstruction, AllocationReport, Confirmation, ExecutionReport, TradeCaptureReport

LastMsgSeqNumProcessed

The last MsgSeqNum (34) value received by the FIX engine and processed by downstream application, such as trading engine or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

Type: SeqNum

Used in components: StandardHeader

LastNetworkResponseID

Identifier of the previous Network Response message sent to a counterparty, used to allow incremental updates.

Type: String

Used in messages: NetworkCounterpartySystemStatusResponse

LastParPx

Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (3) is expressed in Yield, Spread, Discount or any other type. Usage: Execution Report and Allocation Report repeating executions block (from sellside).

Type: Price

Used in groups: ExecAllocGrp

Used in messages: ExecutionReport, TradeCaptureReport

LastPx

Price of this (last) fill.

Type: Price

Used in groups: ExecAllocGrp

Used in messages: DontKnowTrade, ExecutionReport, SecurityStatus, TradeCaptureReport

LastQty

Quantity (e.g. shares) bought/sold on this (last) fill. (Prior to FIX 4.2 this field was of type int)

Type: Qty

Used in groups: ExecAllocGrp

Used in messages: DontKnowTrade, ExecutionReport, TradeCaptureReport

LastRptRequested

Indicates whether this message is that last report message in response to a request, such as Order Mass Status Request.

Type: Boolean

Used in messages: AssignmentReport, CollateralReport, ExecutionReport, TradeCaptureReport

LastSpotRate

F/X spot rate.

Type: Price

Used in messages: ExecutionReport, TradeCaptureReport

LastUpdateTime

Timestamp of last update to data item (or creation if no updates made since creation).

Type: UTCTimestamp

Used in groups: SettlInstGrp

Used in messages: SettlementInstructionRequest

LeavesQty

Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) – CumQty (4). (Prior to FIX 4.2 this field was of type int)

Type: Qty

Used in groups: OrdListStatGrp

Used in messages: ExecutionReport

LegalConfirm

Indicates that this message is to serve as the final and legal confirmation.

Type: Boolean

Allowed values in LegalConfirmCodeSet:

Code | Name | Description
N | DoesNotConsituteALegalConfirm | Does not constitute a legal confirm
Y | LegalConfirm | Legal confirm

Used in messages: AllocationInstruction, AllocationReport, Confirmation

LegAllocAccount

Allocation Account for the leg See AllocAccount (79) for description and valid values.

Type: String

Used in groups: LegPreAllocGrp

LegAllocAcctIDSource

The source of the LegAllocAccount(671) See AllocAcctIDSource(660) for description and valid values.

Type: int

Allowed values in AcctIDSourceCodeSet:

Code | Name | Description
1 | BIC | BIC
2 | SIDCode | SID code
3 | TFM | TFM (GSPTA)
4 | OMGEO | OMGEO (AlertID)
5 | DTCCCode | DTCC code
99 | Other | Other (custom or proprietary)

Used in groups: LegPreAllocGrp

LegAllocQty

Leg allocation quantity. See AllocQty (80) for description and valid values.

Type: Qty

Used in groups: LegPreAllocGrp

LegBenchmarkCurveCurrency

LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values.

Type: Currency

Used in components: LegBenchmarkCurveData

LegBenchmarkCurveData

The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security.

Name | Mult. | Type | Description
LegBenchmarkCurveCurrency | [0..1] | Currency |
LegBenchmarkCurveName | [0..1] | String |
LegBenchmarkCurvePoint | [0..1] | String |
LegBenchmarkPrice | [0..1] | Price |
LegBenchmarkPriceType | [0..1] | int |

Used in groups: InstrmtLegSecListGrp, LegQuotGrp, QuotReqLegsGrp

LegBenchmarkCurveName

Name of the Leg Benchmark Curve. See BenchmarkCurveName(221) for description and valid values.

Type: String

Used in components: LegBenchmarkCurveData

LegBenchmarkCurvePoint

Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values.

Type: String

Used in components: LegBenchmarkCurveData

LegBenchmarkPrice

Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values.

Type: Price

Used in components: LegBenchmarkCurveData

LegBenchmarkPriceType

The price type of the LegBenchmarkPrice. See BenchmarkPriceType (663) for description and valid values.

Type: int

Used in components: LegBenchmarkCurveData

LegBidPx

Bid price of this leg. See BidPx (32) for description and valid values.

Type: Price

Used in groups: LegQuotGrp

LegCFICode

Multileg instrument's individual security’s CFICode. See CFICode(461) field for description

Type: String

Used in components: InstrumentLeg

LegContractMultiplier

Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (23) field for description

Type: float

Used in components: InstrumentLeg

LegContractSettlMonth

Specifies when the contract (i.e. MBS/TBA) will settle.

Type: MonthYear

Used in components: InstrumentLeg

LegCountryOfIssue

Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description

Type: Country

Used in components: InstrumentLeg

LegCouponPaymentDate

Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

Type: LocalMktDate

Used in components: InstrumentLeg

LegCouponRate

Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description

Type: Percentage

Used in components: InstrumentLeg

LegCoveredOrUncovered

CoveredOrUncovered for leg of a multileg See CoveredOrUncovered (203) field for description

Type: int

Used in groups: InstrmtLegExecGrp, LegOrdGrp, TrdInstrmtLegGrp

LegCreditRating

Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Type: String

Used in components: InstrumentLeg

LegCurrency

Currency associated with a particular Leg's quantity

Type: Currency

Used in components: InstrumentLeg

LegDatedDate

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

Type: LocalMktDate

Used in components: InstrumentLeg

LegFactor

Multileg instrument's individual leg security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Type: float

Used in components: InstrumentLeg

LegIndividualAllocID

Reference for the individual allocation ticket See IndividualAllocID (467) for description and valid values.

Type: String

Used in groups: LegPreAllocGrp

LegInstrRegistry

Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description

Type: String

Used in components: InstrumentLeg

LegInterestAccrualDate

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

Type: LocalMktDate

Used in components: InstrumentLeg

LegIOIQty

Leg-specific IOI quantity. See IOIQty (27) for description and valid values

Type: String

Used in groups: InstrmtLegIOIGrp

LegIssueDate

Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

Type: LocalMktDate

Used in components: InstrumentLeg

LegIssuer

Multileg instrument's individual security’s Issuer. See Issuer (106) field for description

Type: String

Used in components: InstrumentLeg

LegLastPx

Execution price assigned to a leg of a multileg instrument. See LastPx (31) field for description and values

Type: Price

Used in groups: InstrmtLegExecGrp, TrdInstrmtLegGrp

LegLocaleOfIssue

Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

Type: String

Used in components: InstrumentLeg

LegMaturityDate

Multileg instrument's individual security’s MaturityDate. See MaturityDate(541) field for description

Type: LocalMktDate

Used in components: InstrumentLeg

LegMaturityMonthYear

Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description

Type: MonthYear

Used in components: InstrumentLeg

LegOfferPx

Offer price of this leg. See OfferPx (33) for description and valid values

Type: Price

Used in groups: LegQuotGrp

LegOptAttribute

Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description

Type: char

Used in components: InstrumentLeg

LegOrdGrp

No component usage documentation for LegOrdGrp

Name | Mult. | Type | Description
NoLegs | [1..1] | NumInGroup |
InstrumentLeg | [0..1] | Component |
LegQty | [0..1] | Qty |
LegSwapType | [0..1] | CodeSet |
LegStipulations | [0..*] | Group |
LegPreAllocGrp | [0..*] | Group |
LegPositionEffect | [0..1] | char |
LegCoveredOrUncovered | [0..1] | int |
NestedParties | [0..*] | Group |
LegRefID | [0..1] | String |
LegPrice | [0..1] | Price |
LegSettlType | [0..1] | char |
LegSettlDate | [0..1] | LocalMktDate |

Used in messages: MultilegOrderCancelReplace, NewOrderMultileg

LegPool

For Fixed Income, identifies MBS / ABS pool for a specific leg of a multi-leg instrument. See Pool (69) for description and valid values.

Type: String

Used in components: InstrumentLeg

LegPositionEffect

PositionEffect for leg of a multileg See PositionEffect (77) field for description

Type: char

Used in groups: InstrmtLegExecGrp, LegOrdGrp, TrdInstrmtLegGrp

LegPreAllocGrp

No component usage documentation for LegPreAllocGrp

Name | Mult. | Type | Description
NoLegAllocs | [1..1] | NumInGroup |
LegAllocAccount | [0..1] | String |
LegIndividualAllocID | [0..1] | String |
NestedParties2 | [0..*] | Group |
LegAllocQty | [0..1] | Qty |
LegAllocAcctIDSource | [0..1] | CodeSet |
LegSettlCurrency | [0..1] | Currency |

Used in groups: LegOrdGrp

LegPrice

Price for leg of a multileg See Price (44) field for description

Type: Price

Used in groups: InstrmtLegExecGrp, LegOrdGrp, TrdInstrmtLegGrp

LegPriceType

The price type of the LegBidPx (68) and/or LegOfferPx (684). See PriceType (423) for description and valid values

Type: int

Used in groups: LegQuotGrp

LegProduct

Multileg instrument's individual security’s Product. See Product (460) field for description

Type: int

Used in components: InstrumentLeg

LegQty

Quantity of this leg, e.g. in Quote dialog. See Quantity (53) for description and valid values

Type: Qty

Used in groups: InstrmtLegExecGrp, LegOrdGrp, LegQuotGrp, LegQuotStatGrp, QuotReqLegsGrp, TrdInstrmtLegGrp

LegQuotGrp

No component usage documentation for LegQuotGrp

Name | Mult. | Type | Description
NoLegs | [1..1] | NumInGroup |
InstrumentLeg | [0..1] | Component |
LegQty | [0..1] | Qty |
LegSwapType | [0..1] | CodeSet |
LegSettlType | [0..1] | char |
LegSettlDate | [0..1] | LocalMktDate |
LegStipulations | [0..*] | Group |
NestedParties | [0..*] | Group |
LegPriceType | [0..1] | int |
LegBidPx | [0..1] | Price |
LegOfferPx | [0..1] | Price |
LegBenchmarkCurveData | [0..1] | Component |

Used in messages: Quote, QuoteResponse

LegQuotStatGrp

No component usage documentation for LegQuotStatGrp

Name | Mult. | Type | Description
NoLegs | [1..1] | NumInGroup |
InstrumentLeg | [0..1] | Component |
LegQty | [0..1] | Qty |
LegSwapType | [0..1] | CodeSet |
LegSettlType | [0..1] | char |
LegSettlDate | [0..1] | LocalMktDate |
LegStipulations | [0..*] | Group |
NestedParties | [0..*] | Group |

Used in messages: QuoteStatusReport

LegRatioQty

The ratio of quantity for this individual leg relative to the entire multileg security.

Type: float

Used in components: InstrumentLeg

LegRedemptionDate

*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" *** Multileg instrument's individual leg security’s RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

Type: LocalMktDate

Used in components: InstrumentLeg

LegRefID

Unique indicator for a specific leg.

Type: String

Used in groups: InstrmtLegExecGrp, LegOrdGrp, TrdInstrmtLegGrp

LegRepoCollateralSecurityType

*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" *** Multileg instrument's individual leg security’s RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Type: String

Used in components: InstrumentLeg

LegRepurchaseRate

*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" *** Multileg instrument's individual leg security’s RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Type: Percentage

Used in components: InstrumentLeg

LegRepurchaseTerm

*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" *** Multileg instrument's individual leg security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Type: int

Used in components: InstrumentLeg

LegSecAltIDGrp

No component usage documentation for LegSecAltIDGrp

Name | Mult. | Type | Description
NoLegSecurityAltID | [1..1] | NumInGroup |
LegSecurityAltID | [0..1] | String |
LegSecurityAltIDSource | [0..1] | CodeSet |

Used in components: InstrumentLeg

LegSecurityAltID

Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description

Type: String

Used in groups: LegSecAltIDGrp

LegSecurityAltIDSource

Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description

Type: String

Allowed values in SecurityIDSourceCodeSet:

Code | Name | Description
1 | CUSIP | CUSIP
2 | SEDOL | SEDOL
3 | QUIK | QUIK
4 | ISINNumber | ISIN number
5 | RICCode | RIC code
6 | ISOCurrencyCode | ISO Currency Code
7 | ISOCountryCode | ISO Country Code
8 | ExchangeSymbol | Exchange Symbol
9 | ConsolidatedTapeAssociation | Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A | BloombergSymbol | Bloomberg Symbol
B | Wertpapier | Wertpapier
C | Dutch | Dutch
D | Valoren | Valoren
E | Sicovam | Sicovam
F | Belgian | Belgian
G | Common | "Common" (Clearstream and Euroclear)
H | ClearingHouse | Clearing House / Clearing Organization
I | ISDAFpMLSpecification | ISDA/FpML Product Specification
J | OptionPriceReportingAuthority | Options Price Reporting Authority

Used in groups: LegSecAltIDGrp

LegSecurityDesc

Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (07) field for description

Type: String

Used in components: InstrumentLeg

LegSecurityExchange

Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description

Type: Exchange

Used in components: InstrumentLeg

LegSecurityID

Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description

Type: String

Used in components: InstrumentLeg

LegSecurityIDSource

Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description

Type: String

Allowed values in SecurityIDSourceCodeSet:

Code | Name | Description
1 | CUSIP | CUSIP
2 | SEDOL | SEDOL
3 | QUIK | QUIK
4 | ISINNumber | ISIN number
5 | RICCode | RIC code
6 | ISOCurrencyCode | ISO Currency Code
7 | ISOCountryCode | ISO Country Code
8 | ExchangeSymbol | Exchange Symbol
9 | ConsolidatedTapeAssociation | Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A | BloombergSymbol | Bloomberg Symbol
B | Wertpapier | Wertpapier
C | Dutch | Dutch
D | Valoren | Valoren
E | Sicovam | Sicovam
F | Belgian | Belgian
G | Common | "Common" (Clearstream and Euroclear)
H | ClearingHouse | Clearing House / Clearing Organization
I | ISDAFpMLSpecification | ISDA/FpML Product Specification
J | OptionPriceReportingAuthority | Options Price Reporting Authority

Used in components: InstrumentLeg

LegSecuritySubType

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

Type: String

Used in components: InstrumentLeg

LegSecurityType

Multileg instrument's individual security’s SecurityType. See SecurityType(167) field for description

Type: String

Used in components: InstrumentLeg

LegSettlCurrency

Identifies settlement currency for the Leg. See SettlCurrency(120) for description and valid values

Type: Currency

Used in groups: LegPreAllocGrp

LegSettlDate

Refer to description for SettlDate[64]

Type: LocalMktDate

Used in groups: InstrmtLegExecGrp, LegOrdGrp, LegQuotGrp, LegQuotStatGrp, QuotReqLegsGrp, TrdInstrmtLegGrp

LegSettlType

Refer to values for SettlType[63]

Type: char

Used in groups: InstrmtLegExecGrp, InstrmtLegSecListGrp, LegOrdGrp, LegQuotGrp, LegQuotStatGrp, QuotReqLegsGrp, TrdInstrmtLegGrp

LegSide

The side of this individual leg (multileg security). See Side (54) field for description and values

Type: char

Used in components: InstrumentLeg

LegStateOrProvinceOfIssue

Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

Type: String

Used in components: InstrumentLeg

LegStipulations

The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security.

Name | Mult. | Type | Description
NoLegStipulations | [1..1] | NumInGroup |
LegStipulationType | [0..1] | String | Required if NoLegStipulations >0
LegStipulationValue | [0..1] | String |

Used in groups: InstrmtLegExecGrp, InstrmtLegIOIGrp, InstrmtLegSecListGrp, LegOrdGrp, LegQuotGrp, LegQuotStatGrp, QuotReqLegsGrp, TrdInstrmtLegGrp

LegStipulationType

For Fixed Income, type of Stipulation for this leg. See StipulationType (233) for description and valid values

Type: String

Used in groups: LegStipulations

LegStipulationValue

For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values

Type: String

Used in groups: LegStipulations

LegStrikeCurrency

Currency in which the strike price of an instrument leg of a multileg instrument is denominated

Type: Currency

Used in components: InstrumentLeg

LegStrikePrice

Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description

Type: Price

Used in components: InstrumentLeg

LegSwapType

For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.

Type: int

Allowed values in LegSwapTypeCodeSet:

Code | Name | Description
1 | ParForPar | Par For Par
2 | ModifiedDuration | Modified Duration
4 | Risk | Risk
5 | Proceeds | Proceeds

Used in groups: InstrmtLegExecGrp, InstrmtLegSecListGrp, LegOrdGrp, LegQuotGrp, LegQuotStatGrp, QuotReqLegsGrp, TrdInstrmtLegGrp

LegSymbol

Multileg instrument's individual security’s Symbol. See Symbol (55) field for description

Type: String

Used in components: InstrumentLeg

LegSymbolSfx

Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description

Type: String

Used in components: InstrumentLeg

LinesOfTextGrp

No component usage documentation for LinesOfTextGrp

Name | Mult. | Type | Description
NoLinesOfText | [1..1] | NumInGroup |
Text | [1..1] | String |
EncodedTextLen | [0..1] | Length |
EncodedText | [0..1] | data |

Used in messages: Email, News

LiquidityIndType

Code to identify the type of liquidity indicator

Type: int

Allowed values in LiquidityIndTypeCodeSet:

Code | Name | Description
1 | FiveDayMovingAverage | 5day moving average
2 | TwentyDayMovingAverage | 20 day moving average
3 | NormalMarketSize | Normal Market Size
4 | Other | Other

Used in messages: BidRequest

LiquidityNumSecurities

Number of Securities between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency.

Type: int

Used in groups: BidDescReqGrp

LiquidityPctHigh

Upper liquidity indicator if TotalNumSecurities (393) > . Represented as a percentage.

Type: Percentage

Used in groups: BidDescReqGrp

LiquidityPctLow

Liquidity indicator or lower limit if TotalNumSecurities (393) > . Represented as a percentage.

Type: Percentage

Used in groups: BidDescReqGrp

LiquidityValue

Value between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency

Type: Amt

Used in groups: BidDescReqGrp

ListExecInst

Free format text message containing list handling and execution instructions.

Type: String

Used in messages: NewOrderList

ListExecInstType

Identifies the type of ListExecInst (69)

Type: char

Allowed values in ListExecInstTypeCodeSet:

Code | Name | Description
1 | Immediate | Immediate
2 | WaitForInstruction | Wait for Execute Instruction (e.g. a List Execute message or phone call before proceeding with execution of the list)
3 | SellDriven | Exchange/switch CIV order – Sell driven
4 | BuyDrivenCashTopUp | Exchange/switch CIV order – Buy driven, cash top-up (i.e. additional cash will be provided to fulfil the order)
5 | BuyDrivenCashWithdraw | Exchange/switch CIV order – Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfil the order)

Used in messages: NewOrderList

ListID

Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days.

Type: String

Used in groups: BidCompReqGrp, BidCompRspGrp, OrdAllocGrp, TrdCapRptSideGrp

Used in messages: ExecutionReport, ListCancelRequest, ListExecute, ListStatus, ListStatusRequest, ListStrikePrice, NewOrderList, OrderCancelReject, OrderCancelReplaceRequest, OrderCancelRequest

ListName

Descriptive name for list order.

Type: String

Used in messages: BidRequest

ListOrderStatus

Code to represent the status of a list order

Type: int

Allowed values in ListOrderStatusCodeSet:

Code | Name | Description
1 | InBiddingProcess | InBiddingProcess
2 | ReceivedForExecution | ReceivedForExecution
3 | Executing | Executing
4 | Cancelling | Canceling
5 | Alert | Alert
6 | AllDone | All Done
7 | Reject | Reject

Used in messages: ListStatus

ListOrdGrp

No component usage documentation for ListOrdGrp

Name | Mult. | Type | Description
NoOrders | [1..1] | NumInGroup |
ClOrdID | [1..1] | String |
SecondaryClOrdID | [0..1] | String |
ListSeqNo | [1..1] | int |
ClOrdLinkID | [0..1] | String |
SettlInstMode | [0..1] | CodeSet |
Parties | [0..*] | Group |
TradeOriginationDate | [0..1] | LocalMktDate |
TradeDate | [0..1] | LocalMktDate |
Account | [0..1] | String |
AcctIDSource | [0..1] | CodeSet |
AccountType | [0..1] | CodeSet |
DayBookingInst | [0..1] | CodeSet |
BookingUnit | [0..1] | CodeSet |
AllocID | [0..1] | String |
PreallocMethod | [0..1] | CodeSet |
PreAllocGrp | [0..*] | Group |
SettlType | [0..1] | CodeSet |
SettlDate | [0..1] | LocalMktDate |
CashMargin | [0..1] | CodeSet |
ClearingFeeIndicator | [0..1] | CodeSet |
HandlInst | [0..1] | CodeSet |
ExecInst | [0..1] | CodeSet |
MinQty | [0..1] | Qty |
MaxFloor | [0..1] | Qty |
ExDestination | [0..1] | Exchange |
TrdgSesGrp | [0..*] | Group |
ProcessCode | [0..1] | CodeSet |
Instrument | [1..1] | Component |
UndInstrmtGrp | [0..*] | Group |
PrevClosePx | [0..1] | Price |
Side | [1..1] | CodeSet |
SideValueInd | [0..1] | CodeSet |
LocateReqd | [0..1] | CodeSet |
TransactTime | [0..1] | UTCTimestamp |
Stipulations | [0..*] | Group |
QtyType | [0..1] | CodeSet |
OrderQtyData | [1..1] | Component |
OrdType | [0..1] | CodeSet |
PriceType | [0..1] | CodeSet |
Price | [0..1] | Price |
StopPx | [0..1] | Price |
SpreadOrBenchmarkCurveData | [0..1] | Component |
YieldData | [0..1] | Component |
Currency | [0..1] | Currency |
ComplianceID | [0..1] | String |
SolicitedFlag | [0..1] | CodeSet |
IOIID | [0..1] | String |
QuoteID | [0..1] | String |
TimeInForce | [0..1] | CodeSet |
EffectiveTime | [0..1] | UTCTimestamp |
ExpireDate | [0..1] | LocalMktDate |
ExpireTime | [0..1] | UTCTimestamp |
GTBookingInst | [0..1] | CodeSet |
CommissionData | [0..1] | Component |
OrderCapacity | [0..1] | CodeSet |
OrderRestrictions | [0..1] | CodeSet |
CustOrderCapacity | [0..1] | CodeSet |
ForexReq | [0..1] | CodeSet |
SettlCurrency | [0..1] | Currency |
BookingType | [0..1] | CodeSet |
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length |
EncodedText | [0..1] | data |
SettlDate2 | [0..1] | LocalMktDate |
OrderQty2 | [0..1] | Qty |
Price2 | [0..1] | Price |
PositionEffect | [0..1] | CodeSet |
CoveredOrUncovered | [0..1] | CodeSet |
MaxShow | [0..1] | Qty |
PegInstructions | [0..1] | Component |
DiscretionInstructions | [0..1] | Component |
TargetStrategy | [0..1] | CodeSet |
TargetStrategyParameters | [0..1] | String |
ParticipationRate | [0..1] | Percentage |
Designation | [0..1] | String |

Used in messages: NewOrderList

ListSeqNo

Sequence of individual order within list (i.e. ListSeqNo of TotNoOrders (68), 2 of 25, 3 of 25, . . . )

Type: int

Used in groups: ListOrdGrp

ListStatusText

Free format text string related to List Status.

Type: String

Used in messages: ListStatus

ListStatusType

Code to represent the status type

Type: int

Allowed values in ListStatusTypeCodeSet:

Code | Name | Description
1 | Ack | Ack
2 | Response | Response
3 | Timed | Timed
4 | ExecStarted | ExecStarted
5 | AllDone | AllDone
6 | Alert | Alert

Used in messages: ListStatus

LocaleOfIssue

Identifies the locale. For Municipal Security Issuers other than state or province. Refer to http://www.atmos.albany.edu/cgi/stagrep-cgi Reference the IATA city codes for values. Note IATA (International Air Transport Association) maintains the codes at www.iata.org.

Type: String

Used in components: Instrument

LocateReqd

Indicates whether the broker is to locate the stock in conjunction with a short sell order.

Type: Boolean

Allowed values in LocateReqdCodeSet:

Code | Name | Description
N | No | Indicates the broker is not required to locate
Y | Yes | Indicates the broker is responsible for locating the stock

Used in groups: ListOrdGrp

Used in messages: CrossOrderCancelReplaceRequest, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest

LocationID

Identification of a Market Maker’s location

Type: String

Used in groups: CompIDReqGrp, CompIDStatGrp, MDFullGrp, MDIncGrp

LongQty

Long Quantity

Type: Qty

Used in groups: PositionQty

LowPx

Represents an indication of the low end of the price range for a security prior to the open or reopen

Type: Price

Used in messages: SecurityStatus

MailingDtls

Set of Correspondence address details, possibly including phone, fax, etc.

Type: String

Used in groups: RgstDtlsGrp

MailingInst

Free format text to specify mailing instruction requirements, e.g. "no third party mailings".

Type: String

Used in groups: RgstDtlsGrp

MarginExcess

Excess margin amount (deficit if value is negative)

Type: Amt

Used in messages: CollateralAssignment, CollateralInquiry, CollateralReport, CollateralRequest, CollateralResponse

MarginRatio

The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 02% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%.

Type: Percentage

Used in components: FinancingDetails

MarketDepth

Depth of market for Book Snapshot

Type: int

Used in messages: MarketDataRequest

MassCancelRejectReason

Reason Order Mass Cancel Request was rejected

Type: int

Allowed values in MassCancelRejectReasonCodeSet:

Code | Name | Description
0 | MassCancelNotSupported | Mass Cancel Not Supported
1 | InvalidOrUnknownSecurity | Invalid or unknown Security
2 | InvalidOrUnkownUnderlyingSecurity | Invalid or unknown underlying
3 | InvalidOrUnknownProduct | Invalid or unknown Product
4 | InvalidOrUnknownCFICode | Invalid or unknown CFICode
5 | InvalidOrUnknownSecurityType | Invalid or unknown Security Type
6 | InvalidOrUnknownTradingSession | Invalid or unknown trading session
99 | Other | Other

Used in messages: OrderMassCancelReport

MassCancelRequestType

Specifies scope of Order Mass Cancel Request

Type: char

Allowed values in MassCancelRequestTypeCodeSet:

Code | Name | Description
1 | CancelOrdersForASecurity | Cancel orders for a security
2 | CancelOrdersForAnUnderlyingSecurity | Cancel orders for an Underlying security
3 | CancelOrdersForAProduct | Cancel orders for a Product
4 | CancelOrdersForACFICode | Cancel orders for a CFICode
5 | CancelOrdersForASecurityType | Cancel orders for a SecurityType
6 | CancelOrdersForATradingSession | Cancel orders for a trading session
7 | CancelAllOrders | Cancel all orders

Used in messages: OrderMassCancelReport, OrderMassCancelRequest

MassCancelResponse

Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request

Type: char

Allowed values in MassCancelResponseCodeSet:

Code | Name | Description
0 | CancelRequestRejected | Cancel Request Rejected – See MassCancelRejectReason (532)
1 | CancelOrdersForASecurity | Cancel orders for a security
2 | CancelOrdersForAnUnderlyingSecurity | Cancel orders for an Underlying security
3 | CancelOrdersForAProduct | Cancel orders for a Product
4 | CancelOrdersForACFICode | Cancel orders for a CFICode
5 | CancelOrdersForASecurityType | Cancel orders for a SecurityType
6 | CancelOrdersForATradingSession | Cancel orders for a trading session
7 | CancelAllOrders | Cancel all orders

Used in messages: OrderMassCancelReport

MassStatusReqID

Value assigned by issuer of Mass Status Request to uniquely identify the request

Type: String

Used in messages: ExecutionReport, OrderMassStatusRequest

MassStatusReqType

Mass Status Request Type

Type: int

Allowed values in MassStatusReqTypeCodeSet:

Code | Name | Description
1 | StatusForOrdersForASecurity | Status for orders for a security
2 | StatusForOrdersForAnUnderlyingSecurity | Status for orders for an Underlying security
3 | StatusForOrdersForAProduct | Status for orders for a Product
4 | StatusForOrdersForACFICode | Status for orders for a CFICode
5 | StatusForOrdersForASecurityType | Status for orders for a SecurityType
6 | StatusForOrdersForATradingSession | Status for orders for a trading session
7 | StatusForAllOrders | Status for all orders
8 | StatusForOrdersForAPartyID | Status for orders for a PartyID

Used in messages: OrderMassStatusRequest

MatchStatus

The status of this trade with respect to matching or comparison

Type: char

Allowed values in MatchStatusCodeSet:

Code | Name | Description
0 | Compared | compared, matched or affirmed
1 | Uncompared | uncompared, unmatched, or unaffirmed
2 | AdvisoryOrAlert | advisory or alert

Used in groups: AllocGrp

Used in messages: AllocationInstructionAck, AllocationReportAck, ConfirmationAck, RequestForPositions, TradeCaptureReport, TradeCaptureReportRequest

MatchType

The point in the matching process at which this trade was matched

Type: String

Allowed values in MatchTypeCodeSet:

Code | Name | Description
A1 | ExactMatchPlus4BadgesExecTime | Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window)
A2 | ExactMatchPlus4Badges | Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges
A3 | ExactMatchPlus2BadgesExecTime | Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus two badges and execution time (within two-minute window)
A4 | ExactMatchPlus2Badges | Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus two badges
A5 | ExactMatchPlusExecTime | Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus execution time (within two-minute window)
AQ | StampedAdvisoriesOrSpecialistAccepts | Compared records resulting from stamped advisories or specialist accepts/pair-offs
M1 | ExactMatchMinusBadgesTimes | Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match
M2 | SummarizedMatchMinusBadgesTimes | Summarized match minus badges and times: ACT M2 Match
M3 | ACTAcceptedTrade | ACT Accepted Trade
M4 | ACTDefaultTrade | ACT Default Trade
M5 | ACTDefaultAfterM2 | ACT Default After M2
M6 | ACTM6Match | ACT M6 Match
MT | OCSLockedIn | OCS Locked In: Non-ACT
S1 | A1ExactMatchSummarizedQuantity | Summarized Match using A1 exact match criteria except quantity is summarized
S2 | A2ExactMatchSummarizedQuantity | Summarized Match using A2 exact match criteria except quantity is summarized
S3 | A3ExactMatchSummarizedQuantity | Summarized Match using A3 exact match criteria except quantity is summarized
S4 | A4ExactMatchSummarizedQuantity | Summarized Match using A4 exact match criteria except quantity is summarized
S5 | A5ExactMatchSummarizedQuantity | Summarized Match using A5 exact match criteria except quantity is summarized

Used in messages: AllocationInstruction, AllocationReport, TradeCaptureReport

MaturityDate

Date of maturity.

Type: LocalMktDate

Used in components: Instrument

MaturityMonthYear

Can be used with standardized derivatives vs. the MaturityDate (541) field. Month and Year of the maturity (used for standardized futures and options). Format: YYYYMM (i.e. 199903) YYYYMMDD (20030323) YYYYMMwN (200303w) for week A specific date or can be appended to the MaturityMonthYear. For instance, if multiple standard products exist that mature in the same Year and Month, but actually mature at a different time, a value can be appended, such as "w" or "w2" to indicate week as opposed to week 2 expiration. Likewise, the date (0-3) can be appended to indicate a specific expiration (maturity date).

Type: MonthYear

Used in components: Instrument

MaturityNetMoney

Net Money at maturity if Zero Coupon and maturity value is different from par value

Type: Amt

Used in messages: Confirmation

MaxFloor

Maximum quantity (e.g. number of shares) within an order to be shown on the exchange floor at any given time. (Prior to FIX 4.2 this field was of type int)

Type: Qty

Used in groups: ListOrdGrp

Used in messages: CrossOrderCancelReplaceRequest, ExecutionReport, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest

MaxMessageSize

Maximum number of bytes supported for a single message.

Type: Length

Used in messages: Logon

MaxShow

Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI). (Prior to FIX 4.2 this field was of type int)

Type: Qty

Used in groups: ListOrdGrp

Used in messages: CrossOrderCancelReplaceRequest, ExecutionReport, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest

MDEntryBuyer

Buying party in a trade

Type: String

Used in groups: MDFullGrp, MDIncGrp

MDEntryDate

Date of Market Data Entry. (prior to FIX 4.4 field was of type UTCDate)

Type: UTCDateOnly

Used in groups: MDFullGrp, MDIncGrp

MDEntryID

Unique Market Data Entry identifier.

Type: String

Used in groups: MDIncGrp

MDEntryOriginator

Originator of a Market Data Entry

Type: String

Used in groups: MDFullGrp, MDIncGrp

MDEntryPositionNo

Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with .

Type: int

Used in groups: MDFullGrp, MDIncGrp

MDEntryPx

Price of the Market Data Entry.

Type: Price

Used in groups: MDFullGrp, MDIncGrp

MDEntryRefID

Refers to a previous MDEntryID (278).

Type: String

Used in groups: MDIncGrp

MDEntrySeller

Selling party in a trade

Type: String

Used in groups: MDFullGrp, MDIncGrp

MDEntrySize

Quantity or volume represented by the Market Data Entry.

Type: Qty

Used in groups: MDFullGrp, MDIncGrp

MDEntryTime

Time of Market Data Entry.

Type: UTCTimeOnly

Used in groups: MDFullGrp, MDIncGrp

MDEntryType

Type Market Data entry

Type: char

Allowed values in MDEntryTypeCodeSet:

Code | Name | Description
0 | Bid | Bid
1 | Offer | Offer
2 | Trade | Trade
3 | IndexValue | Index Value
4 | OpeningPrice | Opening Price
5 | ClosingPrice | Closing Price
6 | SettlementPrice | Settlement Price
7 | TradingSessionHighPrice | Trading Session High Price
8 | TradingSessionLowPrice | Trading Session Low Price
9 | TradingSessionVWAPPrice | Trading Session VWAP Price
A | Imbalance | Imbalance
B | TradeVolume | Trade Volume
C | OpenInterest | Open Interest

Used in groups: MDFullGrp, MDIncGrp, MDReqGrp

MDFullGrp

No component usage documentation for MDFullGrp

Name | Mult. | Type | Description
NoMDEntries | [1..1] | NumInGroup |
MDEntryType | [1..1] | CodeSet |
MDEntryPx | [0..1] | Price |
Currency | [0..1] | Currency |
MDEntrySize | [0..1] | Qty |
MDEntryDate | [0..1] | UTCDateOnly |
MDEntryTime | [0..1] | UTCTimeOnly |
TickDirection | [0..1] | CodeSet |
MDMkt | [0..1] | Exchange |
TradingSessionID | [0..1] | String |
TradingSessionSubID | [0..1] | String |
QuoteCondition | [0..1] | CodeSet |
TradeCondition | [0..1] | CodeSet |
MDEntryOriginator | [0..1] | String |
LocationID | [0..1] | String |
DeskID | [0..1] | String |
OpenCloseSettlFlag | [0..1] | CodeSet |
TimeInForce | [0..1] | CodeSet |
ExpireDate | [0..1] | LocalMktDate |
ExpireTime | [0..1] | UTCTimestamp |
MinQty | [0..1] | Qty |
ExecInst | [0..1] | CodeSet |
SellerDays | [0..1] | int |
OrderID | [0..1] | String |
QuoteEntryID | [0..1] | String |
MDEntryBuyer | [0..1] | String |
MDEntrySeller | [0..1] | String |
NumberOfOrders | [0..1] | int |
MDEntryPositionNo | [0..1] | int |
Scope | [0..1] | CodeSet |
PriceDelta | [0..1] | float |
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length |
EncodedText | [0..1] | data |

Used in messages: MarketDataSnapshotFullRefresh

MDImplicitDelete

Defines how a server handles distribution of a truncated book. Defaults to broker option.

Type: Boolean

Allowed values in MDImplicitDeleteCodeSet:

Code | Name | Description
N | No | Server must send an explicit delete for bids or offers falling outside the requested MarketDepth of the request.
Y | Yes | Client has responsibility for implicitly deleting bids or offers falling outside the MarketDepth of the request.

Used in messages: MarketDataRequest

MDIncGrp

No component usage documentation for MDIncGrp

Name | Mult. | Type | Description
NoMDEntries | [1..1] | NumInGroup |
MDUpdateAction | [1..1] | CodeSet |
DeleteReason | [0..1] | CodeSet |
MDEntryType | [0..1] | CodeSet |
MDEntryID | [0..1] | String |
MDEntryRefID | [0..1] | String |
Instrument | [0..1] | Component |
UndInstrmtGrp | [0..*] | Group |
InstrmtLegGrp | [0..*] | Group |
FinancialStatus | [0..1] | CodeSet |
CorporateAction | [0..1] | CodeSet |
MDEntryPx | [0..1] | Price |
Currency | [0..1] | Currency |
MDEntrySize | [0..1] | Qty |
MDEntryDate | [0..1] | UTCDateOnly |
MDEntryTime | [0..1] | UTCTimeOnly |
TickDirection | [0..1] | CodeSet |
MDMkt | [0..1] | Exchange |
TradingSessionID | [0..1] | String |
TradingSessionSubID | [0..1] | String |
QuoteCondition | [0..1] | CodeSet |
TradeCondition | [0..1] | CodeSet |
MDEntryOriginator | [0..1] | String |
LocationID | [0..1] | String |
DeskID | [0..1] | String |
OpenCloseSettlFlag | [0..1] | CodeSet |
TimeInForce | [0..1] | CodeSet |
ExpireDate | [0..1] | LocalMktDate |
ExpireTime | [0..1] | UTCTimestamp |
MinQty | [0..1] | Qty |
ExecInst | [0..1] | CodeSet |
SellerDays | [0..1] | int |
OrderID | [0..1] | String |
QuoteEntryID | [0..1] | String |
MDEntryBuyer | [0..1] | String |
MDEntrySeller | [0..1] | String |
NumberOfOrders | [0..1] | int |
MDEntryPositionNo | [0..1] | int |
Scope | [0..1] | CodeSet |
PriceDelta | [0..1] | float |
NetChgPrevDay | [0..1] | PriceOffset |
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length |
EncodedText | [0..1] | data |

Used in messages: MarketDataIncrementalRefresh

MDMkt

Market posting quote / trade. Valid values: See "Appendix 6-C"

Type: Exchange

Used in groups: MDFullGrp, MDIncGrp

MDReqGrp

No component usage documentation for MDReqGrp

Name | Mult. | Type | Description
NoMDEntryTypes | [1..1] | NumInGroup |
MDEntryType | [1..1] | CodeSet |

Used in messages: MarketDataRequest

MDReqID

Unique identifier for Market Data Request

Type: String

Used in messages: MarketDataIncrementalRefresh, MarketDataRequest, MarketDataRequestReject, MarketDataSnapshotFullRefresh

MDReqRejReason

Reason for the rejection of a Market Data request

Type: char

Allowed values in MDReqRejReasonCodeSet:

Code | Name | Description
0 | UnknownSymbol | Unknown symbol
1 | DuplicateMDReqID | Duplicate MDReqID
2 | InsufficientBandwidth | Insufficient Bandwidth
3 | InsufficientPermissions | Insufficient Permissions
4 | UnsupportedSubscriptionRequestType | Unsupported SubscriptionRequestType
5 | UnsupportedMarketDepth | Unsupported MarketDepth
6 | UnsupportedMDUpdateType | Unsupported MDUpdateType
7 | UnsupportedAggregatedBook | Unsupported AggregatedBook
8 | UnsupportedMDEntryType | Unsupported MDEntryType
9 | UnsupportedTradingSessionID | Unsupported TradingSessionID
A | UnsupportedScope | Unsupported Scope
B | UnsupportedOpenCloseSettleFlag | Unsupported OpenCloseSettleFlag
C | UnsupportedMDImplicitDelete | Unsupported MDImplicitDelete

Used in messages: MarketDataRequestReject

MDRjctGrp

No component usage documentation for MDRjctGrp

Name | Mult. | Type | Description
NoAltMDSource | [1..1] | NumInGroup |
AltMDSourceID | [0..1] | String |

Used in messages: MarketDataRequestReject

MDUpdateAction

Type of Market Data update action

Type: char

Allowed values in MDUpdateActionCodeSet:

Code | Name | Description
0 | New | New
1 | Change | Change
2 | Delete | Delete

Used in groups: MDIncGrp

MDUpdateType

Specifies the type of Market Data update

Type: int

Allowed values in MDUpdateTypeCodeSet:

Code | Name | Description
0 | FullRefresh | Full Refresh
1 | IncrementalRefresh | Incremental Refresh

Used in messages: MarketDataRequest

MessageEncoding

Type of message encoding (non-ASCII (non-English) characters) used in a message’s "Encoded" fields.

Type: String

Allowed values in MessageEncodingCodeSet:

Code | Name | Description
EUC-JP | EUCJP | EUC
ISO-2022-JP | ISO2022JP | JIS
Shift_JIS | ShiftJIS | for using SJIS
UTF-8 | UTF8 | Unicode

Used in components: StandardHeader

MidPx

Mid price/rate

Type: Price

Used in groups: QuotEntryAckGrp, QuotEntryGrp

Used in messages: Quote, QuoteResponse, QuoteStatusReport

MidYield

Mid yield

Type: Percentage

Used in groups: QuotEntryAckGrp, QuotEntryGrp

Used in messages: Quote, QuoteResponse, QuoteStatusReport

MinBidSize

Used to indicate a minimum quantity for a bid. If this field is used the BidSize (134) field is interpreted as the maximum bid size

Type: Qty

Used in messages: Quote, QuoteResponse, QuoteStatusReport

MinOfferSize

Used to indicate a minimum quantity for an offer. If this field is used the OfferSize (135) field is interpreted as the maximum offer size.

Type: Qty

Used in messages: Quote, QuoteResponse, QuoteStatusReport

MinQty

Minimum quantity of an order to be executed. (Prior to FIX 4.2 this field was of type int)

Type: Qty

Used in groups: ListOrdGrp, MDFullGrp, MDIncGrp

Used in messages: CrossOrderCancelReplaceRequest, ExecutionReport, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest

MinTradeVol

The minimum trading volume for a security

Type: Qty

Used in groups: SecListGrp

Used in messages: SecurityDefinition

MiscFeeAmt

Miscellaneous fee value

Type: Amt

Used in groups: MiscFeesGrp

MiscFeeBasis

Defines the unit for a miscellaneous fee.

Type: int

Allowed values in MiscFeeBasisCodeSet:

Code | Name | Description
0 | Absolute | Absolute
1 | PerUnit | Per unit
2 | Percentage | Percentage

Used in groups: MiscFeesGrp

MiscFeeCurr

Currency of miscellaneous fee

Type: Currency

Used in groups: MiscFeesGrp

MiscFeesGrp

No component usage documentation for MiscFeesGrp

Name | Mult. | Type | Description
NoMiscFees | [1..1] | NumInGroup |
MiscFeeAmt | [0..1] | Amt |
MiscFeeCurr | [0..1] | Currency |
MiscFeeType | [0..1] | CodeSet |
MiscFeeBasis | [0..1] | CodeSet |

Used in groups: AllocGrp, TrdCapRptSideGrp

Used in messages: CollateralAssignment, CollateralReport, CollateralRequest, CollateralResponse, Confirmation, ExecutionReport

MiscFeeType

Indicates type of miscellaneous fee

Type: String

Allowed values in MiscFeeTypeCodeSet:

Code | Name | Description
1 | Regulatory | Regulatory (e.g. SEC)
10 | PerTransaction | Per transaction
11 | Conversion | Conversion
12 | Agent | Agent
2 | Tax | Tax
3 | LocalCommission | Local Commission
4 | ExchangeFees | Exchange Fees
5 | Stamp | Stamp
6 | Levy | Levy
7 | Other | Other
8 | Markup | Markup
9 | ConsumptionTax | Consumption Tax

Used in groups: MiscFeesGrp

MktBidPx

Used to indicate the best bid in a market

Type: Price

Used in messages: Quote, QuoteResponse, QuoteStatusReport

MktOfferPx

Used to indicate the best offer in a market

Type: Price

Used in messages: Quote, QuoteResponse, QuoteStatusReport

MoneyLaunderingStatus

A one character code identifying Money laundering status

Type: char

Allowed values in MoneyLaunderingStatusCodeSet:

Code | Name | Description
1 | ExemptBelowLimit | Exempt – Below The Limit
2 | ExemptMoneyType | Exempt – Client Money Type Exemption
3 | ExemptAuthorised | Exempt – Authorised Credit or Financial Institution.
N | NotChecked | Not checked
Y | Passed | Passed

Used in messages: CrossOrderCancelReplaceRequest, ExecutionReport, MultilegOrderCancelReplace, NewOrderCross, NewOrderList, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest

MsgDirection

Specifies the direction of the message

Type: char

Allowed values in MsgDirectionCodeSet:

Code | Name | Description
R | Receive | Receive
S | Send | Send

Used in groups: MsgTypeGrp

MsgSeqNum

Integer message sequence number

Type: SeqNum

Used in components: StandardHeader

MsgType

Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted) Note: A "U" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver.

Type: String

Allowed values in MsgTypeCodeSet:

Code | Name | Description
0 | Heartbeat | Heartbeat
1 | TestRequest | Test Request
2 | ResendRequest | Resend Request
3 | Reject | Reject
4 | SequenceReset | Sequence Reset
5 | Logout | Logout
6 | IOI | Indication of Interest
7 | Advertisement | Advertisement
8 | ExecutionReport | Execution Report
9 | OrderCancelReject | Order Cancel Reject
A | Logon | Logon
AA | DerivativeSecurityList | Derivative Security List
AB | NewOrderMultileg | New Order - Multileg
AC | MultilegOrderCancelReplace | Multileg Order Cancel/Replace (a.k.a. Multileg Order Modification Request)
AD | TradeCaptureReportRequest | Trade Capture Report Request
AE | TradeCaptureReport | Trade Capture Report
AF | OrderMassStatusRequest | Order Mass Status Request
AG | QuoteRequestReject | Quote Request Reject
AH | RFQRequest | RFQ Request
AI | QuoteStatusReport | Quote Status Report
AJ | QuoteResponse | Quote Response
AK | Confirmation | Confirmation
AL | PositionMaintenanceRequest | Position Maintenance Request
AM | PositionMaintenanceReport | Position Maintenance Report
AN | RequestForPositions | Request For Positions
AO | RequestForPositionsAck | Request For Positions Ack
AP | PositionReport | Position Report
AQ | TradeCaptureReportRequestAck | Trade Capture Report Request Ack
AR | TradeCaptureReportAck | Trade Capture Report Ack
AS | AllocationReport | Allocation Report (aka Allocation Claim)
AT | AllocationReportAck | Allocation Report Ack (aka Allocation Claim Ack)
AU | ConfirmationAck | Confirmation Ack (aka Affirmation)
AV | SettlementInstructionRequest | Settlement Instruction Request
AW | AssignmentReport | Assignment Report
AX | CollateralRequest | Collateral Request
AY | CollateralAssignment | Collateral Assignment
AZ | CollateralResponse | Collateral Response
B | News | News
BA | CollateralReport | Collateral Report
BB | CollateralInquiry | Collateral Inquiry
BC | NetworkCounterpartySystemStatusRequest | Network (Counterparty System) Status Request
BD | NetworkCounterpartySystemStatusResponse | Network (Counterparty System) Status Response
BE | UserRequest | User Request
BF | UserResponse | User Response
BG | CollateralInquiryAck | Collateral Inquiry Ack
BH | ConfirmationRequest | Confirmation Request
C | Email | Email
D | NewOrderSingle | Order – Single
E | NewOrderList | Order – List
F | OrderCancelRequest | Order Cancel Request
G | OrderCancelReplaceRequest | Order Cancel/Replace Request
H | OrderStatusRequest | Order Status Request
J | AllocationInstruction | Allocation Instruction
K | ListCancelRequest | List Cancel Request
L | ListExecute | List Execute
M | ListStatusRequest | List Status Request
N | ListStatus | List Status
P | AllocationInstructionAck | Allocation Instruction Ack
Q | DontKnowTrade | Don’t Know Trade (DK)
R | QuoteRequest | Quote Request
S | Quote | Quote
T | SettlementInstructions | Settlement Instructions
V | MarketDataRequest | Market Data Request
W | MarketDataSnapshotFullRefresh | Market Data-Snapshot/Full Refresh
X | MarketDataIncrementalRefresh | Market Data-Incremental Refresh
Y | MarketDataRequestReject | Market Data Request Reject
Z | QuoteCancel | Quote Cancel
a | QuoteStatusRequest | Quote Status Request
b | MassQuoteAcknowledgement | Mass Quote Acknowledgement
c | SecurityDefinitionRequest | Security Definition Request
d | SecurityDefinition | Security Definition
e | SecurityStatusRequest | Security Status Request
f | SecurityStatus | Security Status
g | TradingSessionStatusRequest | Trading Session Status Request
h | TradingSessionStatus | Trading Session Status
i | MassQuote | Mass Quote
j | BusinessMessageReject | Business Message Reject
k | BidRequest | Bid Request
l | BidResponse | Bid Response (lowercase L)
m | ListStrikePrice | List Strike Price
n | XMLNonFIX | XML message (e.g. non-FIX MsgType)
o | RegistrationInstructions | Registration Instructions
p | RegistrationInstructionsResponse | Registration Instructions Response
q | OrderMassCancelRequest | Order Mass Cancel Request
r | OrderMassCancelReport | Order Mass Cancel Report
s | NewOrderCross | New Order - Cross
t | CrossOrderCancelReplaceRequest | Cross Order Cancel/Replace Request (a.k.a. Cross Order Modification Request)
u | CrossOrderCancelRequest | Cross Order Cancel Request
v | SecurityTypeRequest | Security Type Request
w | SecurityTypes | Security Types
x | SecurityListRequest | Security List Request
y | SecurityList | Security List
z | DerivativeSecurityListRequest | Derivative Security List Request

Used in components: StandardHeader

MsgTypeGrp

The logon message authenticates a user establishing a connection to a remote system.

Name | Mult. | Type | Description
NoMsgTypes | [1..1] | NumInGroup | Specifies the number of repeating RefMsgTypes specified
RefMsgType | [0..1] | String | 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
MsgDirection | [0..1] | CodeSet | 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

Used in messages: Logon

MultiLegReportingType

Used to indicate what an Execution Report represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.).

Type: char

Allowed values in MultiLegReportingTypeCodeSet:

Code | Name | Description
1 | SingleSecurity | Single Security (default if not specified)
2 | IndividualLegOfAMultiLegSecurity | Individual leg of a multi-leg security
3 | MultiLegSecurity | Multi-leg security

Used in messages: ExecutionReport, TradeCaptureReport, TradeCaptureReportRequest, TradeCaptureReportRequestAck

MultiLegRptTypeReq

Indicates the method of execution reporting requested by issuer of the order

Type: int

Allowed values in MultiLegRptTypeReqCodeSet:

Code | Name | Description
0 | ReportByMulitlegSecurityOnly | Report by mulitleg security only (Do not report legs)
1 | ReportByMultilegSecurityAndInstrumentLegs | Report by multileg security and by instrument legs belonging to the multileg security.
2 | ReportByInstrumentLegsOnly | Report by instrument legs belonging to the multileg security only (Do not report status of multileg security)

Used in messages: MultilegOrderCancelReplace, NewOrderMultileg

Nested2PartyID

PartyID value within a "second instance" Nested repeating group. Same values as PartyID (448)

Type: String

Used in groups: NestedParties2

Nested2PartyIDSource

PartyIDSource value within a "second instance" Nested repeating group. Same values as PartyIDSource (447)

Type: char

Allowed values in PartyIDSourceCodeSet:

Code | Name | Description
1 | KoreanInvestorID | Korean Investor ID
2 | TaiwaneseForeignInvestorID | Taiwanese Qualified Foreign Investor ID QFII / FID
3 | TaiwaneseTradingAcct | Taiwanese Trading Account
4 | MalaysianCentralDepository | Malaysian Central Depository (MCD) number
5 | ChineseInvestorID | Chinese B Share (Shezhen and Shanghai)
6 | UKNationalInsuranceOrPensionNumber | UK National Insurance or Pension Number
7 | USSocialSecurityNumber | US Social Security Number
8 | USEmployerOrTaxIDNumber | US Employer Identification Number
9 | AustralianBusinessNumber | Australian Business Number
A | AustralianTaxFileNumber | Australian Tax File Number
B | BIC | BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C | GeneralIdentifier | Generally accepted market participant identifier (e.g. NASD mnemonic)
D | Proprietary | Proprietary/Custom code
E | ISOCountryCode | ISO Country Code
F | SettlementEntityLocation | Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G | MIC | MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H | CSDParticipant | CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
I | ISITCAcronym | Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document

Used in groups: NestedParties2

Nested2PartyRole

PartyRole value within a "second instance" Nested repeating group. Same values as PartyRole (452)

Type: int

Allowed values in PartyRoleCodeSet:

Code | Name | Description
1 | ExecutingFirm | Executing Firm (formerly FIX 4.2 ExecBroker)
10 | SettlementLocation | Settlement Location (formerly FIX 4.2 SettlLocation)
11 | OrderOriginationTrader | Order Origination Trader (associated with Order Origination Firm – e.g. trader who initiates/submits the order)
12 | ExecutingTrader | Executing Trader (associated with Executing Firm - actually executes)
13 | OrderOriginationFirm | Order Origination Firm (e.g. buyside firm)
14 | GiveupClearingFirm | Giveup Clearing Firm (firm to which trade is given up)
15 | CorrespondantClearingFirm | Correspondant Clearing Firm
16 | ExecutingSystem | Executing System
17 | ContraFirm | Contra Firm
18 | ContraClearingFirm | Contra Clearing Firm
19 | SponsoringFirm | Sponsoring Firm
2 | BrokerOfCredit | Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
20 | UnderlyingContraFirm | Underlying Contra Firm
21 | ClearingOrganization | Clearing Organization
22 | Exchange | Exchange
24 | CustomerAccount | Customer Account
25 | CorrespondentClearingOrganization | Correspondent Clearing Organization
26 | CorrespondentBroker | Correspondent Broker
27 | Buyer | Buyer/Seller (Receiver/Deliverer)
28 | Custodian | Custodian
29 | Intermediary | Intermediary
3 | ClientID | Client ID (formerly FIX 4.2 ClientID)
30 | Agent | Agent
31 | SubCustodian | Sub custodian
32 | Beneficiary | Beneficiary
33 | InterestedParty | Interested party
34 | RegulatoryBody | Regulatory body
35 | LiquidityProvider | Liquidity provider
36 | EnteringTrader | Entering Trader
37 | ContraTrader | Contra Trader
38 | PositionAccount | Position Account
4 | ClearingFirm | Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 | InvestorID | Investor ID
6 | IntroducingFirm | Introducing Firm
7 | EnteringFirm | Entering Firm
8 | Locate | Locate/Lending Firm (for short-sales)
9 | FundManagerClientID | Fund manager Client ID (for CIV)

Used in groups: NestedParties2

Nested2PartySubID

PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523)

Type: String

Used in groups: NstdPtys2SubGrp

Nested2PartySubIDType

Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803)

Type: int

Allowed values in PartySubIDTypeCodeSet:

Code | Name | Description
1 | Firm | Firm
10 | SecuritiesAccountNumber | Securities account number (for settlement instructions)
11 | RegistrationNumber | Registration number (for settlement instructions and confirmations)
12 | RegisteredAddressForConfirmation | Registered address (for confirmation purposes)
13 | RegulatoryStatus | Regulatory status (for confirmation purposes)
14 | RegistrationName | Registration name (for settlement instructions)
15 | CashAccountNumber | Cash account number (for settlement instructions)
16 | BIC | BIC
17 | CSDParticipantMemberCode | CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 | RegisteredAddress | Registered address
19 | FundAccountName | Fund/account name
2 | Person | Person
20 | TelexNumber | Telex number
21 | FaxNumber | Fax number
22 | SecuritiesAccountName | Securities account name
23 | CashAccountName | Cash account name
24 | Department | Department
25 | LocationDesk | Location / Desk
26 | PositionAccountType | Position Account Type
3 | System | System
4 | Application | Application
5 | FullLegalNameOfFirm | Full legal name of firm
6 | PostalAddress | Postal address (inclusive of street address, location, and postal code)
7 | PhoneNumber | Phone number
8 | EmailAddress | Email address
9 | ContactName | Contact name

Used in groups: NstdPtys2SubGrp

Nested3PartyID

PartyID value within a "third instance" Nested repeating group. Same values as PartyID (448)

Type: String

Used in groups: NestedParties3

Nested3PartyIDSource

PartyIDSource value within a "third instance" Nested repeating group. Same values as PartyIDSource (447)

Type: char

Allowed values in PartyIDSourceCodeSet:

Code | Name | Description
1 | KoreanInvestorID | Korean Investor ID
2 | TaiwaneseForeignInvestorID | Taiwanese Qualified Foreign Investor ID QFII / FID
3 | TaiwaneseTradingAcct | Taiwanese Trading Account
4 | MalaysianCentralDepository | Malaysian Central Depository (MCD) number
5 | ChineseInvestorID | Chinese B Share (Shezhen and Shanghai)
6 | UKNationalInsuranceOrPensionNumber | UK National Insurance or Pension Number
7 | USSocialSecurityNumber | US Social Security Number
8 | USEmployerOrTaxIDNumber | US Employer Identification Number
9 | AustralianBusinessNumber | Australian Business Number
A | AustralianTaxFileNumber | Australian Tax File Number
B | BIC | BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C | GeneralIdentifier | Generally accepted market participant identifier (e.g. NASD mnemonic)
D | Proprietary | Proprietary/Custom code
E | ISOCountryCode | ISO Country Code
F | SettlementEntityLocation | Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G | MIC | MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H | CSDParticipant | CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
I | ISITCAcronym | Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document

Used in groups: NestedParties3

Nested3PartyRole

PartyRole value within a "third instance" Nested repeating group. Same values as PartyRole (452)

Type: int

Allowed values in PartyRoleCodeSet:

Code | Name | Description
1 | ExecutingFirm | Executing Firm (formerly FIX 4.2 ExecBroker)
10 | SettlementLocation | Settlement Location (formerly FIX 4.2 SettlLocation)
11 | OrderOriginationTrader | Order Origination Trader (associated with Order Origination Firm – e.g. trader who initiates/submits the order)
12 | ExecutingTrader | Executing Trader (associated with Executing Firm - actually executes)
13 | OrderOriginationFirm | Order Origination Firm (e.g. buyside firm)
14 | GiveupClearingFirm | Giveup Clearing Firm (firm to which trade is given up)
15 | CorrespondantClearingFirm | Correspondant Clearing Firm
16 | ExecutingSystem | Executing System
17 | ContraFirm | Contra Firm
18 | ContraClearingFirm | Contra Clearing Firm
19 | SponsoringFirm | Sponsoring Firm
2 | BrokerOfCredit | Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
20 | UnderlyingContraFirm | Underlying Contra Firm
21 | ClearingOrganization | Clearing Organization
22 | Exchange | Exchange
24 | CustomerAccount | Customer Account
25 | CorrespondentClearingOrganization | Correspondent Clearing Organization
26 | CorrespondentBroker | Correspondent Broker
27 | Buyer | Buyer/Seller (Receiver/Deliverer)
28 | Custodian | Custodian
29 | Intermediary | Intermediary
3 | ClientID | Client ID (formerly FIX 4.2 ClientID)
30 | Agent | Agent
31 | SubCustodian | Sub custodian
32 | Beneficiary | Beneficiary
33 | InterestedParty | Interested party
34 | RegulatoryBody | Regulatory body
35 | LiquidityProvider | Liquidity provider
36 | EnteringTrader | Entering Trader
37 | ContraTrader | Contra Trader
38 | PositionAccount | Position Account
4 | ClearingFirm | Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 | InvestorID | Investor ID
6 | IntroducingFirm | Introducing Firm
7 | EnteringFirm | Entering Firm
8 | Locate | Locate/Lending Firm (for short-sales)
9 | FundManagerClientID | Fund manager Client ID (for CIV)

Used in groups: NestedParties3

Nested3PartySubID

PartySubID value within a "third instance" Nested repeating group. Same values as PartySubID (523)

Type: String

Used in groups: NstdPtys3SubGrp

Nested3PartySubIDType

PartySubIDType value within a "third instance" Nested repeating group. Same values as PartySubIDType (803)

Type: int

Allowed values in PartySubIDTypeCodeSet:

Code | Name | Description
1 | Firm | Firm
10 | SecuritiesAccountNumber | Securities account number (for settlement instructions)
11 | RegistrationNumber | Registration number (for settlement instructions and confirmations)
12 | RegisteredAddressForConfirmation | Registered address (for confirmation purposes)
13 | RegulatoryStatus | Regulatory status (for confirmation purposes)
14 | RegistrationName | Registration name (for settlement instructions)
15 | CashAccountNumber | Cash account number (for settlement instructions)
16 | BIC | BIC
17 | CSDParticipantMemberCode | CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 | RegisteredAddress | Registered address
19 | FundAccountName | Fund/account name
2 | Person | Person
20 | TelexNumber | Telex number
21 | FaxNumber | Fax number
22 | SecuritiesAccountName | Securities account name
23 | CashAccountName | Cash account name
24 | Department | Department
25 | LocationDesk | Location / Desk
26 | PositionAccountType | Position Account Type
3 | System | System
4 | Application | Application
5 | FullLegalNameOfFirm | Full legal name of firm
6 | PostalAddress | Postal address (inclusive of street address, location, and postal code)
7 | PhoneNumber | Phone number
8 | EmailAddress | Email address
9 | ContactName | Contact name

Used in groups: NstdPtys3SubGrp

NestedParties2

The NestedParties2 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message. Use of NestedParties2 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

Name | Mult. | Type | Description
NoNested2PartyIDs | [1..1] | NumInGroup | Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole
Nested2PartyID | [0..1] | String | Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0.
Nested2PartyIDSource | [0..1] | CodeSet | Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0.
Nested2PartyRole | [0..1] | CodeSet | Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0.
NstdPtys2SubGrp | [0..*] | Group | Repeating group of Nested2Party sub-identifiers.

Used in groups: LegPreAllocGrp, OrdAllocGrp, TrdAllocGrp

NestedParties3

The NestedParties3 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message. Use of NestedParties3 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

Name | Mult. | Type | Description
NoNested3PartyIDs | [1..1] | NumInGroup | Repeating group below should contain unique combinations of Nested3PartyID, Nested3PartyIDSource, and Nested3PartyRole
Nested3PartyID | [0..1] | String | Used to identify source of Nested3PartyID. Required if Nested3PartyIDSource is specified. Required if NoNested3PartyIDs > 0.
Nested3PartyIDSource | [0..1] | CodeSet | Used to identify class source of Nested3PartyID value (e.g. BIC). Required if Nested3PartyID is specified. Required if NoNested3PartyIDs > 0.
Nested3PartyRole | [0..1] | CodeSet | Identifies the type of Nested3PartyID (e.g. Executing Broker). Required if NoNested3PartyIDs > 0.
NstdPtys3SubGrp | [0..*] | Group | Repeating group of Nested3Party sub-identifiers.

Used in groups: PreAllocMlegGrp

NestedParties

The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

Name | Mult. | Type | Description
NoNestedPartyIDs | [1..1] | NumInGroup | Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole
NestedPartyID | [0..1] | String | Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.
NestedPartyIDSource | [0..1] | CodeSet | Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.
NestedPartyRole | [0..1] | CodeSet | Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.
NstdPtysSubGrp | [0..*] | Group | Repeating group of NestedParty sub-identifiers.

Used in groups: AllocGrp, InstrmtLegExecGrp, LegOrdGrp, LegQuotGrp, LegQuotStatGrp, PositionQty, PreAllocGrp, QuotReqLegsGrp, RgstDtlsGrp, TrdInstrmtLegGrp

NestedPartyID

PartyID value within a nested repeating group. Same values as PartyID (448)

Type: String

Used in groups: NestedParties

NestedPartyIDSource

PartyIDSource value within a nested repeating group. Same values as PartyIDSource (447)

Type: char

Allowed values in PartyIDSourceCodeSet:

Code | Name | Description
1 | KoreanInvestorID | Korean Investor ID
2 | TaiwaneseForeignInvestorID | Taiwanese Qualified Foreign Investor ID QFII / FID
3 | TaiwaneseTradingAcct | Taiwanese Trading Account
4 | MalaysianCentralDepository | Malaysian Central Depository (MCD) number
5 | ChineseInvestorID | Chinese B Share (Shezhen and Shanghai)
6 | UKNationalInsuranceOrPensionNumber | UK National Insurance or Pension Number
7 | USSocialSecurityNumber | US Social Security Number
8 | USEmployerOrTaxIDNumber | US Employer Identification Number
9 | AustralianBusinessNumber | Australian Business Number
A | AustralianTaxFileNumber | Australian Tax File Number
B | BIC | BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C | GeneralIdentifier | Generally accepted market participant identifier (e.g. NASD mnemonic)
D | Proprietary | Proprietary/Custom code
E | ISOCountryCode | ISO Country Code
F | SettlementEntityLocation | Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G | MIC | MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H | CSDParticipant | CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
I | ISITCAcronym | Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document

Used in groups: NestedParties

NestedPartyRole

PartyRole value within a nested repeating group. Same values as PartyRole (452)

Type: int

Allowed values in PartyRoleCodeSet:

Code | Name | Description
1 | ExecutingFirm | Executing Firm (formerly FIX 4.2 ExecBroker)
10 | SettlementLocation | Settlement Location (formerly FIX 4.2 SettlLocation)
11 | OrderOriginationTrader | Order Origination Trader (associated with Order Origination Firm – e.g. trader who initiates/submits the order)
12 | ExecutingTrader | Executing Trader (associated with Executing Firm - actually executes)
13 | OrderOriginationFirm | Order Origination Firm (e.g. buyside firm)
14 | GiveupClearingFirm | Giveup Clearing Firm (firm to which trade is given up)
15 | CorrespondantClearingFirm | Correspondant Clearing Firm
16 | ExecutingSystem | Executing System
17 | ContraFirm | Contra Firm
18 | ContraClearingFirm | Contra Clearing Firm
19 | SponsoringFirm | Sponsoring Firm
2 | BrokerOfCredit | Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
20 | UnderlyingContraFirm | Underlying Contra Firm
21 | ClearingOrganization | Clearing Organization
22 | Exchange | Exchange
24 | CustomerAccount | Customer Account
25 | CorrespondentClearingOrganization | Correspondent Clearing Organization
26 | CorrespondentBroker | Correspondent Broker
27 | Buyer | Buyer/Seller (Receiver/Deliverer)
28 | Custodian | Custodian
29 | Intermediary | Intermediary
3 | ClientID | Client ID (formerly FIX 4.2 ClientID)
30 | Agent | Agent
31 | SubCustodian | Sub custodian
32 | Beneficiary | Beneficiary
33 | InterestedParty | Interested party
34 | RegulatoryBody | Regulatory body
35 | LiquidityProvider | Liquidity provider
36 | EnteringTrader | Entering Trader
37 | ContraTrader | Contra Trader
38 | PositionAccount | Position Account
4 | ClearingFirm | Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 | InvestorID | Investor ID
6 | IntroducingFirm | Introducing Firm
7 | EnteringFirm | Entering Firm
8 | Locate | Locate/Lending Firm (for short-sales)
9 | FundManagerClientID | Fund manager Client ID (for CIV)

Used in groups: NestedParties

NestedPartySubID

PartySubID value within a nested repeating group. Same values as PartySubID (523)

Type: String

Used in groups: NstdPtysSubGrp

NestedPartySubIDType

Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)

Type: int

Allowed values in PartySubIDTypeCodeSet:

Code | Name | Description
1 | Firm | Firm
10 | SecuritiesAccountNumber | Securities account number (for settlement instructions)
11 | RegistrationNumber | Registration number (for settlement instructions and confirmations)
12 | RegisteredAddressForConfirmation | Registered address (for confirmation purposes)
13 | RegulatoryStatus | Regulatory status (for confirmation purposes)
14 | RegistrationName | Registration name (for settlement instructions)
15 | CashAccountNumber | Cash account number (for settlement instructions)
16 | BIC | BIC
17 | CSDParticipantMemberCode | CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 | RegisteredAddress | Registered address
19 | FundAccountName | Fund/account name
2 | Person | Person
20 | TelexNumber | Telex number
21 | FaxNumber | Fax number
22 | SecuritiesAccountName | Securities account name
23 | CashAccountName | Cash account name
24 | Department | Department
25 | LocationDesk | Location / Desk
26 | PositionAccountType | Position Account Type
3 | System | System
4 | Application | Application
5 | FullLegalNameOfFirm | Full legal name of firm
6 | PostalAddress | Postal address (inclusive of street address, location, and postal code)
7 | PhoneNumber | Phone number
8 | EmailAddress | Email address
9 | ContactName | Contact name

Used in groups: NstdPtysSubGrp

NetChgPrevDay

Net change from previous day’s closing price vs. last traded price.

Type: PriceOffset

Used in groups: MDIncGrp

Used in messages: MarketDataSnapshotFullRefresh

NetGrossInd

Code to represent whether value is net (inclusive of tax) or gross

Type: int

Allowed values in NetGrossIndCodeSet:

Code | Name | Description
1 | Net | Net
2 | Gross | Gross

Used in groups: BidCompReqGrp, BidCompRspGrp

NetMoney

Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution.

Type: Amt

Used in groups: TrdCapRptSideGrp

Used in messages: AllocationInstruction, AllocationReport, Confirmation, ExecutionReport

NetworkRequestID

Unique identifier for a network request.

Type: String

Used in messages: NetworkCounterpartySystemStatusRequest, NetworkCounterpartySystemStatusResponse

NetworkRequestType

Indicates the type and level of details required for a Network Status Request Message Boolean logic applies EG If you want to subscribe for changes to certain id’s then UserRequestType =0 (8+2), Snapshot for certain ID’s = 9 (8+)

Type: int

Allowed values in NetworkRequestTypeCodeSet:

Code | Name | Description
1 | Snapshot | Snapshot
2 | Subscribe | Subscribe
4 | StopSubscribing | Stop subscribing
8 | LevelOfDetail | Level of detail, then NoCompID’s becomes required

Used in messages: NetworkCounterpartySystemStatusRequest

NetworkResponseID

Unique identifier for a network response.

Type: String

Used in messages: NetworkCounterpartySystemStatusResponse

NetworkStatusResponseType

Indicates the type of Network Response Message

Type: int

Allowed values in NetworkStatusResponseTypeCodeSet:

Code | Name | Description
1 | Full | Full
2 | IncrementalUpdate | Incremental update

Used in messages: NetworkCounterpartySystemStatusResponse

NewPassword

New Password or passphrase

Type: String

Used in messages: UserRequest

NewSeqNo

New sequence number

Type: SeqNum

Used in messages: SequenceReset

NextExpectedMsgSeqNum

Next expected MsgSeqNum value to be received.

Type: SeqNum

Used in messages: Logon

NoAffectedOrders

Number of affected orders in the repeating group of order ids.

Type: NumInGroup

Used in groups: AffectedOrdGrp

NoAllocs

Number of repeating AllocAccount (79)/AllocPrice (366) entries.

Type: NumInGroup

Used in groups: AllocAckGrp, AllocGrp, PreAllocGrp, PreAllocMlegGrp, TrdAllocGrp

NoAltMDSource

Number of alternative market data sources

Type: NumInGroup

Used in groups: MDRjctGrp

NoBidComponents

Indicates the number of list entries.

Type: NumInGroup

Used in groups: BidCompReqGrp, BidCompRspGrp

NoBidDescriptors

Number of BidDescriptor (400) entries.

Type: NumInGroup

Used in groups: BidDescReqGrp

NoCapacities

Number of repeating OrderCapacity entries.

Type: NumInGroup

Used in groups: CpctyConfGrp

NoClearingInstructions

Number of clearing instructions

Type: NumInGroup

Used in groups: ClrInstGrp

NoCollInquiryQualifier

Number of CollInquiryQualifier entries in a repeating group.

Type: NumInGroup

Used in groups: CollInqQualGrp

NoCompIDs

Number of CompID entries in a repeating group.

Type: NumInGroup

Used in groups: CompIDReqGrp, CompIDStatGrp

NoContAmts

The number of Contract Amount details on an Execution Report message

Type: NumInGroup

Used in groups: ContAmtGrp

NoContraBrokers

The number of ContraBroker (375) entries.

Type: NumInGroup

Used in groups: ContraGrp

NoDates

Number of Date fields provided in date range

Type: NumInGroup

Used in groups: TrdCapDtGrp

NoDistribInsts

The number of Distribution Instructions on a Registration Instructions message

Type: NumInGroup

Used in groups: RgstDistInstGrp

NoDlvyInst

Number of delivery instruction fields in repeating group. Note this field was removed in FIX 4.1 and reinstated in FIX 4.4.

Type: NumInGroup

Used in groups: DlvyInstGrp

NoEvents

Number of repeating EventType entries.

Type: NumInGroup

Used in groups: EvntGrp

NoExecs

No of execution repeating group entries to follow.

Type: NumInGroup

Used in groups: ExecAllocGrp, ExecCollGrp

NoHops

Number of HopCompID entries in repeating group.

Type: NumInGroup

Used in groups: Hop

NoInstrAttrib

Number of repeating InstrAttribType entries.

Type: NumInGroup

Used in groups: AttrbGrp

NoIOIQualifiers

Number of repeating groups of IOIQualifiers (04).

Type: NumInGroup

Used in groups: IOIQualGrp

NoLegAllocs

Number of Allocations for the leg

Type: NumInGroup

Used in groups: LegPreAllocGrp

NoLegs

Number of InstrumentLeg repeating group instances.

Type: NumInGroup

Used in groups: InstrmtLegExecGrp, InstrmtLegGrp, InstrmtLegIOIGrp, InstrmtLegSecListGrp, LegOrdGrp, LegQuotGrp, LegQuotStatGrp, QuotReqLegsGrp, TrdInstrmtLegGrp

NoLegSecurityAltID

Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description

Type: NumInGroup

Used in groups: LegSecAltIDGrp

NoLegStipulations

Number of leg stipulation entries

Type: NumInGroup

Used in groups: LegStipulations

NoLinesOfText

Identifies number of lines of text body

Type: NumInGroup

Used in groups: LinesOfTextGrp

NoMDEntries

Number of entries in Market Data message.

Type: NumInGroup

Used in groups: MDFullGrp, MDIncGrp

NoMDEntryTypes

Number of MDEntryType (269) fields requested.

Type: NumInGroup

Used in groups: MDReqGrp

NoMiscFees

Number of repeating groups of miscellaneous fees

Type: NumInGroup

Used in groups: MiscFeesGrp

NoMsgTypes

Number of MsgTypes (35) in repeating group.

Type: NumInGroup

Used in groups: MsgTypeGrp

NoNested2PartyIDs

Number of Nested2PartyID (757), Nested2PartyIDSource (758), and Nested2PartyRole (759) entries

Type: NumInGroup

Used in groups: NestedParties2

NoNested2PartySubIDs

Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>.

Type: NumInGroup

Used in groups: NstdPtys2SubGrp

NoNested3PartyIDs

Number of Nested3PartyID (949), Nested3PartyIDSource (950), and Nested3PartyRole (95) entries

Type: NumInGroup

Used in groups: NestedParties3

NoNested3PartySubIDs

Number of Nested3PartySubIDs (953) entries

Type: NumInGroup

Used in groups: NstdPtys3SubGrp

NoNestedPartyIDs

Number of NestedPartyID (524), NestedPartyIDSource (525), and NestedPartyRole (538) entries

Type: NumInGroup

Used in groups: NestedParties

NoNestedPartySubIDs

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries

Type: NumInGroup

Used in groups: NstdPtysSubGrp

NoOrders

Indicates number of orders to be combined for average pricing and allocation.

Type: NumInGroup

Used in groups: ListOrdGrp, OrdAllocGrp, OrdListStatGrp

NoPartyIDs

Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries

Type: NumInGroup

Used in groups: Parties

NoPartySubIDs

Number of PartySubID (523)and PartySubIDType (803) entries

Type: NumInGroup

Used in groups: PtysSubGrp

NoPosAmt

Number of position amount entries.

Type: NumInGroup

Used in groups: PositionAmountData

NoPositions

Number of position entries.

Type: NumInGroup

Used in groups: PositionQty

NoQuoteEntries

The number of quote entries for a QuoteSet.

Type: NumInGroup

Used in groups: QuotCxlEntriesGrp, QuotEntryAckGrp, QuotEntryGrp

NoQuoteQualifiers

Number of repeating groups of QuoteQualifiers (695).

Type: NumInGroup

Used in groups: QuotQualGrp

NoQuoteSets

The number of sets of quotes in the message.

Type: NumInGroup

Used in groups: QuotSetAckGrp, QuotSetGrp

NoRegistDtls

The number of registration details on a Registration Instructions message

Type: NumInGroup

Used in groups: RgstDtlsGrp

NoRelatedSym

Specifies the number of repeating symbols specified.

Type: NumInGroup

Used in groups: InstrmtGrp, InstrmtMDReqGrp, QuotReqGrp, QuotReqRjctGrp, RFQReqGrp, RelSymDerivSecGrp, SecListGrp

NoRoutingIDs

Number of repeating groups of RoutingID (27) and RoutingType (26) values. See Volume 3: "Pre-Trade Message Targeting/Routing"

Type: NumInGroup

Used in groups: RoutingGrp

NoRpts

Total number of reports within series.

Type: int

Used in messages: ListStatus

NoSecurityAltID

Number of SecurityAltID (455) entries.

Type: NumInGroup

Used in groups: SecAltIDGrp

NoSecurityTypes

Number of Security Type repeating group instances.

Type: NumInGroup

Used in groups: SecTypesGrp

NoSettlInst

Number of settlement instructions within repeating group.

Type: NumInGroup

Used in groups: SettlInstGrp

NoSettlPartyIDs

Number of SettlPartyID (782), SettlPartyIDSource (783), and SettlPartyRole (784) entries

Type: NumInGroup

Used in groups: SettlParties

NoSettlPartySubIDs

Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries

Type: NumInGroup

Used in groups: SettlPtysSubGrp

NoSides

Number of Side repeating group instances.

Type: NumInGroup

Allowed values in NoSidesCodeSet:

Code | Name | Description
1 | OneSide | one side
2 | BothSides | both sides

Used in groups: SideCrossOrdCxlGrp, SideCrossOrdModGrp, TrdCapRptSideGrp

NoStipulations

Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3).

Type: NumInGroup

Used in groups: Stipulations

NoStrikes

Number of list strike price entries.

Type: NumInGroup

Used in groups: InstrmtStrkPxGrp

NotifyBrokerOfCredit

Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker).

Type: Boolean

Allowed values in NotifyBrokerOfCreditCodeSet:

Code | Name | Description
N | DetailsShouldNotBeCommunicated | Details should not be communicated
Y | DetailsShouldBeCommunicated | Details should be communicated

Used in groups: AllocGrp

NoTrades

Number of trades in repeating group.

Type: NumInGroup

Used in groups: TrdCollGrp

NoTradingSessions

Number of TradingSessionIDs (336) in repeating group.

Type: NumInGroup

Used in groups: TrdgSesGrp

NoTrdRegTimestamps

Number of TrdRegTimestamp (769) entries

Type: NumInGroup

Used in groups: TrdRegTimestamps

NoUnderlyings

Number of underlying legs that make up the security.

Type: NumInGroup

Used in groups: PosUndInstrmtGrp, UndInstrmtCollGrp, UndInstrmtGrp, UndInstrmtStrkPxGrp

NoUnderlyingSecurityAltID

Number of UnderlyingSecurityAltID (458) entries.

Type: NumInGroup

Used in groups: UndSecAltIDGrp

NoUnderlyingStips

Number of underlying stipulation entries

Type: NumInGroup

Used in groups: UnderlyingStipulations

NstdPtys2SubGrp

No component usage documentation for NstdPtys2SubGrp

Name | Mult. | Type | Description
NoNested2PartySubIDs | [1..1] | NumInGroup |
Nested2PartySubID | [0..1] | String |
Nested2PartySubIDType | [0..1] | CodeSet |

Used in groups: NestedParties2

NstdPtys3SubGrp

No component usage documentation for NstdPtys3SubGrp

Name | Mult. | Type | Description
NoNested3PartySubIDs | [1..1] | NumInGroup |
Nested3PartySubID | [0..1] | String |
Nested3PartySubIDType | [0..1] | CodeSet |

Used in groups: NestedParties3

NstdPtysSubGrp

No component usage documentation for NstdPtysSubGrp

Name | Mult. | Type | Description
NoNestedPartySubIDs | [1..1] | NumInGroup |
NestedPartySubID | [0..1] | String |
NestedPartySubIDType | [0..1] | CodeSet |

Used in groups: NestedParties

NumberOfOrders

Number of orders in the market.

Type: int

Used in groups: MDFullGrp, MDIncGrp

NumBidders

Indicates the total number of bidders on the list

Type: int

Used in messages: BidRequest

NumDaysInterest

Number of Days of Interest for convertible bonds and fixed income. Note value may be negative.

Type: int

Used in groups: TrdCapRptSideGrp

Used in messages: AllocationInstruction, AllocationReport, Confirmation, ExecutionReport

NumTickets

Total number of tickets.

Type: int

Used in messages: BidRequest

OddLot

This trade is to be treated as an odd lot

Type: Boolean

Allowed values in OddLotCodeSet:

Code | Name | Description
N | TreatAsRoundLot | treat as round lot
Y | TreatAsOddLot | treat as odd lot

Used in groups: TrdCapRptSideGrp

OfferForwardPoints

Offer F/X forward points added to spot rate. May be a negative value.

Type: PriceOffset

Used in groups: QuotEntryAckGrp, QuotEntryGrp

Used in messages: Quote, QuoteResponse, QuoteStatusReport

OfferForwardPoints2

Offer F/X forward points of the future portion of an F/X swap quote added to spot rate. May be a negative value.

Type: PriceOffset

Used in groups: QuotEntryAckGrp, QuotEntryGrp

Used in messages: Quote, QuoteResponse, QuoteStatusReport

OfferPx

Offer price/rate

Type: Price

Used in groups: QuotEntryAckGrp, QuotEntryGrp

Used in messages: Quote, QuoteResponse, QuoteStatusReport

OfferSize

Quantity of offer (Prior to FIX 4.2 this field was of type int)

Type: Qty

Used in groups: QuotEntryAckGrp, QuotEntryGrp

Used in messages: Quote, QuoteResponse, QuoteStatusReport

OfferSpotRate

Offer F/X spot rate.

Type: Price

Used in groups: QuotEntryAckGrp, QuotEntryGrp

Used in messages: Quote, QuoteResponse, QuoteStatusReport

OfferYield

Offer yield

Type: Percentage

Used in groups: QuotEntryAckGrp, QuotEntryGrp

Used in messages: Quote, QuoteResponse, QuoteStatusReport

OnBehalfOfCompID

Assigned value used to identify firm originating message if the message was delivered by a third party i.e. the third party firm identifier would be delivered in the SenderCompID field and the firm originating the message in this field.

Type: String

Used in components: StandardHeader

OnBehalfOfLocationID

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

Type: String

Used in components: StandardHeader

OnBehalfOfSubID

Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party

Type: String

Used in components: StandardHeader

OpenCloseSettlFlag

Flag that identifies a market data entry (Prior to FIX 4.3 this field was of type char)

Type: MultipleValueString

Allowed values in OpenCloseSettlFlagCodeSet:

Code | Name | Description
0 | DailyOpen | Daily Open / Close / Settlement entry
1 | SessionOpen | Session Open / Close / Settlement entry
2 | DeliverySettlementEntry | Delivery Settlement entry
3 | ExpectedEntry | Expected entry
4 | EntryFromPreviousBusinessDay | Entry from previous business day
5 | TheoreticalPriceValue | Theoretical Price value

Used in groups: MDFullGrp, MDIncGrp

Used in messages: MarketDataRequest

OpenInterest

Open interest that was eligible for assignment.

Type: Amt

Used in messages: AssignmentReport

OptAttribute

Can be used for SecurityType(167)=OPT to identify a particular security. Valid values vary by SecurityExchange: *** REPLACED values - See "Replaced Features and Supported Approach" *** For Exchange: MONEP (Paris) L = Long (a.k.a. "American") S = Short (a.k.a. "European") For Exchanges: DTB (Frankfurt), HKSE (Hong Kong), and SOFFEX (Zurich) 0-9 = single digit "version" number assigned by exchange following capital adjustments (0=current, 1=prior, 2=prior to 1, etc).

Type: char

Used in components: Instrument

OrdAllocGrp

No component usage documentation for OrdAllocGrp

Name | Mult. | Type | Description
NoOrders | [1..1] | NumInGroup |
ClOrdID | [0..1] | String |
OrderID | [0..1] | String |
SecondaryOrderID | [0..1] | String |
SecondaryClOrdID | [0..1] | String |
ListID | [0..1] | String |
NestedParties2 | [0..*] | Group |
OrderQty | [0..1] | Qty |
OrderAvgPx | [0..1] | Price |
OrderBookingQty | [0..1] | Qty |

Used in messages: AllocationInstruction, AllocationReport, Confirmation, ConfirmationRequest

OrderAvgPx

Average price for a specific order

Type: Price

Used in groups: OrdAllocGrp

OrderBookingQty

Quantity of the order that is being booked out as part of an Allocation Instruction or Allocation Report message

Type: Qty

Used in groups: OrdAllocGrp

OrderCapacity

Designates the capacity of the firm placing the order (as of FIX 4.3, this field replaced Rule80A (tag 47) –used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions)

Type: char

Allowed values in OrderCapacityCodeSet:

Code | Name | Description
A | Agency | Agency
G | Proprietary | Proprietary
I | Individual | Individual
P | Principal | Principal (Note for CMS purposes, Principal includes Proprietary)
R | RisklessPrincipal | Riskless Principal
W | AgentForOtherMember | Agent for Other Member

Used in groups: CpctyConfGrp, ListOrdGrp, SideCrossOrdModGrp, TrdCapRptSideGrp

Used in messages: ExecutionReport, MultilegOrderCancelReplace, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest, Quote, QuoteRequest, QuoteResponse, TradeCaptureReportAck

OrderCapacityQty

Quantity executed under a specific OrderCapacity (e.g. quantity executed as agent, quantity executed as principal)

Type: Qty

Used in groups: CpctyConfGrp

OrderID

Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.

Type: String

Used in groups: MDFullGrp, MDIncGrp, OrdAllocGrp, TrdCapRptSideGrp

Used in messages: CollateralAssignment, CollateralInquiry, CollateralInquiryAck, CollateralReport, CollateralRequest, CollateralResponse, CrossOrderCancelReplaceRequest, CrossOrderCancelRequest, DontKnowTrade, Email, ExecutionReport, MultilegOrderCancelReplace, OrderCancelReject, OrderCancelReplaceRequest, OrderCancelRequest, OrderMassCancelReport, OrderStatusRequest, TradeCaptureReportRequest

OrderInputDevice

Specific device number, terminal number or station where order was entered

Type: String

Used in groups: TrdCapRptSideGrp

OrderPercent

For CIV specifies the approximate order quantity desired. For a CIV Sale it specifies percentage of investor’s total holding to be sold. For a CIV switch/exchange it specifies percentage of investor’s cash realised from sales to be re-invested. The executing broker, intermediary or fund manager is responsible for converting and calculating OrderQty (38) in shares/units for subsequent messages.

Type: Percentage

Used in components: OrderQtyData

OrderQty

Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments. (Prior to FIX 4.2 this field was of type int)

Type: Qty

Used in components: OrderQtyData

Used in groups: OrdAllocGrp

OrderQty2

OrderQty (38) of the future part of an F/X swap order.

Type: Qty

Used in groups: ListOrdGrp, QuotEntryAckGrp, QuotEntryGrp, QuotReqGrp, QuotReqRjctGrp

Used in messages: ExecutionReport, NewOrderSingle, OrderCancelReplaceRequest, Quote, QuoteResponse, QuoteStatusReport

OrderQtyData

The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV).

Name
Mult.
Type
Description

OrderQty
[0..1]
Qty
One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.

CashOrderQty
[0..1]
Qty
One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages.

OrderPercent
[0..1]
Percentage
For CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.

RoundingDirection
[0..1]
CodeSet
For CIV - Optional

RoundingModulus
[0..1]
float
For CIV - Optional

Used in groups: ListOrdGrp, QuotReqGrp, QuotReqRjctGrp, SideCrossOrdCxlGrp, SideCrossOrdModGrp

Used in messages: DontKnowTrade, ExecutionReport, IOI, MultilegOrderCancelReplace, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest, OrderCancelRequest, Quote, QuoteResponse, QuoteStatusReport, TradeCaptureReport

OrderRestrictions

Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.

Type: MultipleValueString

Allowed values in OrderRestrictionsCodeSet:

Code | Name | Description
1 | ProgramTrade | Program Trade
2 | IndexArbitrage | Index Arbitrage
3 | NonIndexArbitrage | Non-Index Arbitrage
4 | CompetingMarketMaker | Competing Market Maker
5 | ActingAsMarketMakerOrSpecialistInSecurity | Acting as Market Maker or Specialist in the security
6 | ActingAsMarketMakerOrSpecialistInUnderlying | Acting as Market Maker or Specialist in the underlying security of a derivative security
7 | ForeignEntity | Foreign Entity (of foreign government or regulatory jurisdiction)
8 | ExternalMarketParticipant | External Market Participant
9 | ExternalInterConnectedMarketLinkage | External Inter-connected Market Linkage
A | RisklessArbitrage | Riskless Arbitrage

Used in groups: CpctyConfGrp, ListOrdGrp, SideCrossOrdModGrp, TrdCapRptSideGrp

Used in messages: ExecutionReport, MultilegOrderCancelReplace, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest, TradeCaptureReportAck

OrdListStatGrp

No component usage documentation for OrdListStatGrp

Name | Mult. | Type | Description
NoOrders | [1..1] | NumInGroup |
ClOrdID | [1..1] | String |
SecondaryClOrdID | [0..1] | String |
CumQty | [1..1] | Qty |
OrdStatus | [1..1] | CodeSet |
WorkingIndicator | [0..1] | CodeSet |
LeavesQty | [1..1] | Qty |
CxlQty | [1..1] | Qty |
AvgPx | [1..1] | Price |
OrdRejReason | [0..1] | CodeSet |
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length |
EncodedText | [0..1] | data |

Used in messages: ListStatus

OrdRejReason

Code to identify reason for order rejection.

Type: int

Allowed values in OrdRejReasonCodeSet:

Code | Name | Description
0 | BrokerCredit | Broker / Exchange option
1 | UnknownSymbol | Unknown symbol
10 | InvalidInvestorID | Invalid Investor ID
11 | UnsupportedOrderCharacteristic | Unsupported order characteristic
12 | SurveillanceOption | Surveillance Option
13 | IncorrectQuantity | Incorrect quantity
14 | IncorrectAllocatedQuantity | Incorrect allocated quantity
15 | UnknownAccount | Unknown account(s)
2 | ExchangeClosed | Exchange closed
3 | OrderExceedsLimit | Order exceeds limit
4 | TooLateToEnter | Too late to enter
5 | UnknownOrder | Unknown Order
6 | DuplicateOrder | Duplicate Order (e.g. dupe ClOrdID (11))
7 | DuplicateOfAVerballyCommunicatedOrder | Duplicate of a verbally communicated order
8 | StaleOrder | Stale Order
9 | TradeAlongRequired | Trade Along required
99 | Other | Other

Used in groups: OrdListStatGrp

Used in messages: ExecutionReport

OrdStatus

Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)

Type: char

Allowed values in OrdStatusCodeSet:

Code | Name | Description
0 | New | New
1 | PartiallyFilled | Partially filled
2 | Filled | Filled
3 | DoneForDay | Done for day
4 | Canceled | Canceled
6 | PendingCancel | Pending Cancel (e.g. result of Order Cancel Request)
7 | Stopped | Stopped
8 | Rejected | Rejected
9 | Suspended | Suspended
A | PendingNew | Pending New
B | Calculated | Calculated
C | Expired | Expired
D | AcceptedForBidding | Accepted for bidding
E | PendingReplace | Pending Replace (e.g. result of Order Cancel/Replace Request)

Used in groups: OrdListStatGrp

Used in messages: ExecutionReport, OrderCancelReject, TradeCaptureReport

OrdStatusReqID

Can be used to uniquely identify a specific Order Status Request message.

Type: String

Used in messages: ExecutionReport, OrderStatusRequest

OrdType

Order type *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)

Type: char

Allowed values in OrdTypeCodeSet:

Code | Name | Description
1 | Market | Market
2 | Limit | Limit
3 | Stop | Stop
4 | StopLimit | Stop limit
6 | WithOrWithout | With or without
7 | LimitOrBetter | Limit or better (Deprecated)
8 | LimitWithOrWithout | Limit with or without
9 | OnBasis | On basis
D | PreviouslyQuoted | Previously quoted
E | PreviouslyIndicated | Previously indicated
G | ForexSwap | Forex - Swap
I | Funari | Funari (Limit Day Order with unexecuted portion handled as Market On Close. E.g. Japan)
J | MarketIfTouched | Market If Touched (MIT)
K | MarketWithLeftOverAsLimit | Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
L | PreviousFundValuationPoint | Previous Fund Valuation Point (Historic pricing) (for CIV)
M | NextFundValuationPoint | Next Fund Valuation Point –(Forward pricing) (for CIV)
P | Pegged | Pegged

Used in groups: ListOrdGrp, QuotEntryAckGrp, QuotEntryGrp, QuotReqGrp, QuotReqRjctGrp, TrdCapRptSideGrp

Used in messages: CrossOrderCancelReplaceRequest, ExecutionReport, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest, Quote, QuoteResponse, QuoteStatusReport

OrigClOrdID

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.

Type: String

Used in groups: AffectedOrdGrp, SideCrossOrdCxlGrp

Used in messages: ExecutionReport, MultilegOrderCancelReplace, OrderCancelReject, OrderCancelReplaceRequest, OrderCancelRequest

OrigCrossID

CrossID of the previous cross order (NOT the initial cross order of the day) as assigned by the institution, used to identify the previous cross order in Cross Cancel and Cross Cancel/Replace Requests.

Type: String

Used in messages: CrossOrderCancelReplaceRequest, CrossOrderCancelRequest, ExecutionReport

OrigOrdModTime

The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. This is provided to support markets similar to Eurex and A/C/E.

Type: UTCTimestamp

Used in groups: SideCrossOrdCxlGrp, SideCrossOrdModGrp

Used in messages: MultilegOrderCancelReplace, OrderCancelReject, OrderCancelReplaceRequest, OrderCancelRequest

OrigPosReqRefID

Reference to the PosReqID (710) of a previous maintenance request that is being replaced or canceled.

Type: String

Used in messages: PositionMaintenanceReport, PositionMaintenanceRequest

OrigSendingTime

Original time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") when transmitting orders as the result of a resend request.

Type: UTCTimestamp

Used in components: StandardHeader

OrigTime

Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT"))

Type: UTCTimestamp

Used in messages: Email, News

OutMainCntryUIndex

Value of stocks in Currency

Type: Amt

Used in messages: BidRequest

OutsideIndexPct

Used in EFP trades. Represented as a percentage.

Type: Percentage

Used in groups: BidDescReqGrp

OwnershipType

The relationship between Registration parties.

Type: char

Allowed values in OwnershipTypeCodeSet:

Code | Name | Description
2 | JointTrustees | Joint Trustees
J | JointInvestors | Joint Investors
T | TenantsInCommon | Tenants in Common

Used in messages: RegistrationInstructions

OwnerType

Identifies the type of owner

Type: int

Allowed values in OwnerTypeCodeSet:

Code | Name | Description
1 | IndividualInvestor | Individual Investor
10 | NetworkingSubAccount | Networking Sub-Account
11 | NonProfitOrganization | Non-Profit Organization
12 | CorporateBody | Corporate Body
13 | Nominee | Nominee
2 | PublicCompany | Public Company
3 | PrivateCompany | Private Company
4 | IndividualTrustee | Individual Trustee
5 | CompanyTrustee | Company Trustee
6 | PensionPlan | Pension Plan
7 | CustodianUnderGiftsToMinorsAct | Custodian Under Gifts to Minors Act
8 | Trusts | Trusts
9 | Fiduciaries | Fiduciaries

Used in groups: RgstDtlsGrp

ParticipationRate

For a TargetStrategy=Participate order specifies the target participation rate. For other order types this is a volume limit (i.e. do not be more than this percent of the market volume)

Type: Percentage

Used in groups: ListOrdGrp

Used in messages: CrossOrderCancelReplaceRequest, ExecutionReport, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest

Parties

The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the PartyIDSource.

Name | Mult. | Type | Description
NoPartyIDs | [1..1] | NumInGroup | Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole
PartyID | [0..1] | String | Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.
PartyIDSource | [0..1] | CodeSet | Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.
PartyRole | [0..1] | CodeSet | Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.
PtysSubGrp | [0..*] | Group | Repeating group of Party sub-identifiers.

Used in groups: ListOrdGrp, QuotReqGrp, QuotReqRjctGrp, SettlInstGrp, SideCrossOrdCxlGrp, SideCrossOrdModGrp, TrdCapRptSideGrp

Used in messages: AllocationInstruction, AllocationInstructionAck, AllocationReport, AllocationReportAck, AssignmentReport, CollateralAssignment, CollateralInquiry, CollateralInquiryAck, CollateralReport, CollateralRequest, CollateralResponse, Confirmation, ExecutionReport, MassQuote, MassQuoteAcknowledgement, MultilegOrderCancelReplace, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest, OrderCancelRequest, OrderMassStatusRequest, OrderStatusRequest, PositionMaintenanceReport, PositionMaintenanceRequest, PositionReport, Quote, QuoteCancel, QuoteResponse, QuoteStatusReport, QuoteStatusRequest, RegistrationInstructions, RegistrationInstructionsResponse, RequestForPositions, RequestForPositionsAck, SettlementInstructionRequest, TradeCaptureReportRequest

PartyID

Party identifier/code. See PartyIDSource (447) and PartyRole (452). See "Appendix 6-G – Use of <Parties> Component Block"

Type: String

Used in groups: Parties

PartyIDSource

Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified. See "Appendix 6-G – Use of <Parties> Component Block"

Type: char

Allowed values in PartyIDSourceCodeSet:

Code | Name | Description
1 | KoreanInvestorID | Korean Investor ID
2 | TaiwaneseForeignInvestorID | Taiwanese Qualified Foreign Investor ID QFII / FID
3 | TaiwaneseTradingAcct | Taiwanese Trading Account
4 | MalaysianCentralDepository | Malaysian Central Depository (MCD) number
5 | ChineseInvestorID | Chinese B Share (Shezhen and Shanghai)
6 | UKNationalInsuranceOrPensionNumber | UK National Insurance or Pension Number
7 | USSocialSecurityNumber | US Social Security Number
8 | USEmployerOrTaxIDNumber | US Employer Identification Number
9 | AustralianBusinessNumber | Australian Business Number
A | AustralianTaxFileNumber | Australian Tax File Number
B | BIC | BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C | GeneralIdentifier | Generally accepted market participant identifier (e.g. NASD mnemonic)
D | Proprietary | Proprietary/Custom code
E | ISOCountryCode | ISO Country Code
F | SettlementEntityLocation | Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G | MIC | MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H | CSDParticipant | CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
I | ISITCAcronym | Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document

Used in groups: Parties

PartyRole

Identifies the type or role of the PartyID (448) specified. See "Appendix 6-G – Use of <Parties> Component Block"

Type: int

Allowed values in PartyRoleCodeSet:

Code | Name | Description
1 | ExecutingFirm | Executing Firm (formerly FIX 4.2 ExecBroker)
10 | SettlementLocation | Settlement Location (formerly FIX 4.2 SettlLocation)
11 | OrderOriginationTrader | Order Origination Trader (associated with Order Origination Firm – e.g. trader who initiates/submits the order)
12 | ExecutingTrader | Executing Trader (associated with Executing Firm - actually executes)
13 | OrderOriginationFirm | Order Origination Firm (e.g. buyside firm)
14 | GiveupClearingFirm | Giveup Clearing Firm (firm to which trade is given up)
15 | CorrespondantClearingFirm | Correspondant Clearing Firm
16 | ExecutingSystem | Executing System
17 | ContraFirm | Contra Firm
18 | ContraClearingFirm | Contra Clearing Firm
19 | SponsoringFirm | Sponsoring Firm
2 | BrokerOfCredit | Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
20 | UnderlyingContraFirm | Underlying Contra Firm
21 | ClearingOrganization | Clearing Organization
22 | Exchange | Exchange
24 | CustomerAccount | Customer Account
25 | CorrespondentClearingOrganization | Correspondent Clearing Organization
26 | CorrespondentBroker | Correspondent Broker
27 | Buyer | Buyer/Seller (Receiver/Deliverer)
28 | Custodian | Custodian
29 | Intermediary | Intermediary
3 | ClientID | Client ID (formerly FIX 4.2 ClientID)
30 | Agent | Agent
31 | SubCustodian | Sub custodian
32 | Beneficiary | Beneficiary
33 | InterestedParty | Interested party
34 | RegulatoryBody | Regulatory body
35 | LiquidityProvider | Liquidity provider
36 | EnteringTrader | Entering Trader
37 | ContraTrader | Contra Trader
38 | PositionAccount | Position Account
4 | ClearingFirm | Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 | InvestorID | Investor ID
6 | IntroducingFirm | Introducing Firm
7 | EnteringFirm | Entering Firm
8 | Locate | Locate/Lending Firm (for short-sales)
9 | FundManagerClientID | Fund manager Client ID (for CIV)

Used in groups: Parties

PartySubID

Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.

Type: String

Used in groups: PtysSubGrp

PartySubIDType

Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values

Type: int

Allowed values in PartySubIDTypeCodeSet:

Code | Name | Description
1 | Firm | Firm
10 | SecuritiesAccountNumber | Securities account number (for settlement instructions)
11 | RegistrationNumber | Registration number (for settlement instructions and confirmations)
12 | RegisteredAddressForConfirmation | Registered address (for confirmation purposes)
13 | RegulatoryStatus | Regulatory status (for confirmation purposes)
14 | RegistrationName | Registration name (for settlement instructions)
15 | CashAccountNumber | Cash account number (for settlement instructions)
16 | BIC | BIC
17 | CSDParticipantMemberCode | CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 | RegisteredAddress | Registered address
19 | FundAccountName | Fund/account name
2 | Person | Person
20 | TelexNumber | Telex number
21 | FaxNumber | Fax number
22 | SecuritiesAccountName | Securities account name
23 | CashAccountName | Cash account name
24 | Department | Department
25 | LocationDesk | Location / Desk
26 | PositionAccountType | Position Account Type
3 | System | System
4 | Application | Application
5 | FullLegalNameOfFirm | Full legal name of firm
6 | PostalAddress | Postal address (inclusive of street address, location, and postal code)
7 | PhoneNumber | Phone number
8 | EmailAddress | Email address
9 | ContactName | Contact name

Used in groups: PtysSubGrp

Password

Password or passphrase.

Type: String

Used in messages: Logon, UserRequest

PaymentDate

The date written on a cheque or date payment should be submitted to the relevant clearing system.

Type: LocalMktDate

Used in groups: SettlInstGrp

PaymentMethod

A code identifying the Settlement payment method. 16 through 998 are reserved for future use Values above 000 are available for use by private agreement among counterparties

Type: int

Allowed values in PaymentMethodCodeSet:

Code | Name | Description
1 | CREST | CREST
10 | DirectCredit | Direct Credit (BECS)
11 | CreditCard | Credit Card
12 | ACHDebit | ACH Debit
13 | ACHCredit | ACH Credit
14 | BPAY | BPAY
15 | HighValueClearingSystem | High Value Clearing System (HVACS)
2 | NSCC | NSCC
3 | Euroclear | Euroclear
4 | Clearstream | Clearstream
5 | Cheque | Cheque
6 | TelegraphicTransfer | Telegraphic Transfer
7 | FedWire | FedWire
8 | DebitCard | Debit Card
9 | DirectDebit | Direct Debit (BECS)

Used in groups: SettlInstGrp

PaymentRef

"Settlement Payment Reference" – A free format Payment reference to assist with reconciliation, e.g. a Client and/or Order ID number.

Type: String

Used in groups: SettlInstGrp

PaymentRemitterID

Identifies sender of a payment, e.g. the payment remitter or a customer reference number.

Type: String

Used in groups: SettlInstGrp

PctAtRisk

Percent at risk due to lowest possible call.

Type: Percentage

Used in components: InstrumentExtension

PeggedPrice

The price the order is currently pegged at

Type: Price

Used in messages: ExecutionReport

PegInstructions

The Peg Instructions component block is used to tie the price of a security to a market event such as opening price, mid-price, best price. The Peg Instructions block may also be used to tie the price to the behavior of a related security.

Name | Mult. | Type | Description
PegOffsetValue | [0..1] | float | Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType
PegMoveType | [0..1] | CodeSet | Describes whether peg is static/fixed or floats
PegOffsetType | [0..1] | CodeSet | Type of Peg Offset (e.g. price offset, tick offset etc)
PegLimitType | [0..1] | CodeSet | Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc)
PegRoundDirection | [0..1] | CodeSet | If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive)
PegScope | [0..1] | CodeSet | The scope of the "related to" price of the peg (e.g. local, global etc)

Used in groups: ListOrdGrp

Used in messages: CrossOrderCancelReplaceRequest, ExecutionReport, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest

PegLimitType

Type of Peg Limit

Type: int

Allowed values in PegLimitTypeCodeSet:

Code | Name | Description
0 | OrBetter | Or better (default) - price improvement allowed
1 | Strict | Strict – limit is a strict limit
2 | OrWorse | Or worse – for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range)

Used in components: PegInstructions

PegMoveType

Describes whether peg is static or floats

Type: int

Allowed values in PegMoveTypeCodeSet:

Code | Name | Description
0 | Floating | Floating (default)
1 | Fixed | Fixed

Used in components: PegInstructions

PegOffsetType

Type of Peg Offset value

Type: int

Allowed values in PegOffsetTypeCodeSet:

Code | Name | Description
0 | Price | Price (default)
1 | BasisPoints | Basis Points
2 | Ticks | Ticks
3 | PriceTier | Price Tier / Level

Used in components: PegInstructions

PegOffsetValue

Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType (836) (Prior to FIX 4.4 this field was of type PriceOffset)

Type: float

Used in components: PegInstructions

PegRoundDirection

If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive

Type: int

Allowed values in PegRoundDirectionCodeSet:

Code | Name | Description
1 | MoreAggressive | More aggressive – on a buy order round the price up to the nearest tick, on a sell round down to the nearest tick
2 | MorePassive | More passive – on a buy order round down to nearest tick on a sell order round up to nearest tick

Used in components: PegInstructions

PegScope

The scope of the peg

Type: int

Allowed values in PegScopeCodeSet:

Code | Name | Description
1 | Local | Local (Exchange, ECN, ATS)
2 | National | National
3 | Global | Global
4 | NationalExcludingLocal | National excluding local

Used in components: PegInstructions

Pool

For Fixed Income, identifies MBS / ABS pool.

Type: String

Used in components: Instrument

PosAmt

Position amount

Type: Amt

Used in groups: PositionAmountData

PosAmtType

Type of Position amount

Type: String

Allowed values in PosAmtTypeCodeSet:

Code | Name | Description
CASH | CashAmount | Cash Amount (Corporate Event)
CRES | CashResidualAmount | Cash Residual Amount
FMTM | FinalMarkToMarketAmount | Final Mark-to-Market Amount
IMTM | IncrementalMarkToMarketAmount | Incremental Mark-to-Market Amount
PREM | PremiumAmount | Premium Amount
SMTM | StartOfDayMarkToMarketAmount | Start-of-Day Mark-to-Market Amount
TVAR | TradeVariationAmount | Trade Variation Amount
VADJ | ValueAdjustedAmount | Value Adjusted Amount

Used in groups: PositionAmountData

PositionAmountData

The PositionAmountData component block is used to report netted amounts associated with position quantities. In the listed derivatives market the amount is generally expressing a type of futures variation or option premium. In the equities market this may be the net pay or collect on a given position.

Name | Mult. | Type | Description
NoPosAmt | [1..1] | NumInGroup | Number of Position Amount entries
PosAmtType | [0..1] | CodeSet |
PosAmt | [0..1] | Amt |

Used in messages: AssignmentReport, PositionMaintenanceReport, PositionReport, TradeCaptureReport

PositionEffect

Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.

Type: char

Allowed values in PositionEffectCodeSet:

Code | Name | Description
C | Close | Close
F | FIFO | FIFO
O | Open | Open
R | Rolled | Rolled

Used in groups: ListOrdGrp, SideCrossOrdModGrp, TrdCapRptSideGrp

Used in messages: AllocationInstruction, AllocationReport, ExecutionReport, MultilegOrderCancelReplace, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest, TradeCaptureReportAck

PositionQty

The PositionQty component block specifies the various types of position quantity in the position life-cycle including start-of-day, intraday, trade, adjustments, and end-of-day position quantities. Quantities are expressed in terms of long and short quantities.

Name | Mult. | Type | Description
NoPositions | [1..1] | NumInGroup |
PosType | [0..1] | CodeSet | Required if NoPositions > 1
LongQty | [0..1] | Qty |
ShortQty | [0..1] | Qty |
PosQtyStatus | [0..1] | CodeSet |
NestedParties | [0..*] | Group | Optional repeating group - used to associate or distribute position to a specific party other than the party that currently owns the position.

Used in messages: AssignmentReport, PositionMaintenanceReport, PositionMaintenanceRequest, PositionReport

PosMaintAction

Maintenance Action to be performed

Type: int

Allowed values in PosMaintActionCodeSet:

Code | Name | Description
1 | New | New: used to increment the overall transaction quantity
2 | Replace | Replace: used to override the overall transaction quantity or specific add messages based on the reference id
3 | Cancel | Cancel: used to remove the overall transaction or specific add messages based on reference id

Used in messages: PositionMaintenanceReport, PositionMaintenanceRequest

PosMaintResult

Result of Position Maintenance Request.

Type: int

Allowed values in PosMaintResultCodeSet:

Code | Name | Description
0 | SuccessfulCompletion | Successful completion - no warnings or errors
1 | Rejected | Rejected
99 | Other | Other

Used in messages: PositionMaintenanceReport

PosMaintRptID

Unique identifier for this position report

Type: String

Used in messages: PositionMaintenanceReport, PositionReport, RequestForPositionsAck

PosMaintRptRefID

Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being replaced or canceled.

Type: String

Used in messages: PositionMaintenanceRequest

PosMaintStatus

Status of Position Maintenance Request

Type: int

Allowed values in PosMaintStatusCodeSet:

Code | Name | Description
0 | Accepted | Accepted
1 | AcceptedWithWarnings | Accepted with Warnings
2 | Rejected | Rejected
3 | Completed | Completed
4 | CompletedWithWarnings | Completed with Warnings

Used in messages: PositionMaintenanceReport

PosQtyStatus

Status of this position

Type: int

Allowed values in PosQtyStatusCodeSet:

Code | Name | Description
0 | Submitted | Submitted
1 | Accepted | Accepted
2 | Rejected | Rejected

Used in groups: PositionQty

PosReqID

Unique identifier for the position maintenance request as assigned by the submitter

Type: String

Used in messages: PositionMaintenanceReport, PositionMaintenanceRequest, PositionReport, RequestForPositions, RequestForPositionsAck

PosReqResult

Result of Request for Position 4000+ Reserved and available for bi-laterally agreed upon user-defined values

Type: int

Allowed values in PosReqResultCodeSet:

Code | Name | Description
0 | ValidRequest | Valid Request
1 | InvalidOrUnsupportedRequest | Invalid or unsupported Request
2 | NoPositionsFoundThatMatchCriteria | No positions found that match criteria
3 | NotAuthorizedToRequestPositions | Not authorized to request positions
4 | RequestForPositionNotSupported | Request for Position not supported
99 | Other | Other (use Text(58) in conjunction with this code for an explanation)

Used in messages: PositionReport, RequestForPositionsAck

PosReqStatus

Status of Request for Positions

Type: int

Allowed values in PosReqStatusCodeSet:

Code | Name | Description
0 | Completed | Completed
1 | CompletedWithWarnings | Completed with Warnings
2 | Rejected | Rejected

Used in messages: RequestForPositionsAck

PosReqType

Unique identifier for the position maintenance request as assigned by the submitter

Type: int

Allowed values in PosReqTypeCodeSet:

Code | Name | Description
0 | Positions | Positions
1 | Trades | Trades
2 | Exercises | Exercises
3 | Assignments | Assignments

Used in messages: PositionReport, RequestForPositions

PossDupFlag

Indicates possible retransmission of message with this sequence number

Type: Boolean

Allowed values in PossDupFlagCodeSet:

Code | Name | Description
N | OriginalTransmission | Original transmission
Y | PossibleDuplicate | Possible duplicate

Used in components: StandardHeader

PossResend

Indicates that message may contain information that has been sent under another sequence number.

Type: Boolean

Allowed values in PossResendCodeSet:

Code | Name | Description
N | OriginalTransmission | Original transmission
Y | PossibleResend | Possible resend

Used in components: StandardHeader

PosTransType

Identifies the type of position transaction

Type: int

Allowed values in PosTransTypeCodeSet:

Code | Name | Description
1 | Exercise | Exercise
2 | DoNotExercise | Do Not Exercise
3 | PositionAdjustment | Position Adjustment
4 | PositionChangeSubmission | Position Change Submission/Margin Disposition
5 | Pledge | Pledge

Used in messages: PositionMaintenanceReport, PositionMaintenanceRequest

PosType

Used to identify the type of quantity that is being returned

Type: String

Allowed values in PosTypeCodeSet:

Code | Name | Description
ALC | AllocationTradeQty | Allocation Trade Qty
AS | OptionAssignment | Option Assignment
ASF | AsOfTradeQty | As-of Trade Qty
DLV | DeliveryQty | Delivery Qty
ETR | ElectronicTradeQty | Electronic Trade Qty
EX | OptionExerciseQty | Option Exercise Qty
FIN | EndOfDayQty | End-of-Day Qty
IAS | IntraSpreadQty | Intra-Spread Qty
IES | InterSpreadQty | Inter-Spread Qty
PA | AdjustmentQty | Adjustment Qty
PIT | PitTradeQty | Pit Trade Qty
SOD | StartOfDayQty | Start-of-Day Qty
SPL | IntegralSplit | Integral Split
TA | TransactionFromAssignment | Transaction from Assignment
TOT | TotalTransactionQty | Total Transaction Qty
TQ | TransactionQuantity | Transaction Quantity
TRF | TransferTradeQty | Transfer Trade Qty
TX | TransactionFromExercise | Transaction from Exercise
XM | CrossMarginQty | Cross Margin Qty

Used in groups: PositionQty

PosUndInstrmtGrp

No component usage documentation for PosUndInstrmtGrp

Name | Mult. | Type | Description
NoUnderlyings | [1..1] | NumInGroup |
UnderlyingInstrument | [0..1] | Component |
UnderlyingSettlPrice | [1..1] | Price |
UnderlyingSettlPriceType | [1..1] | int |

Used in messages: PositionReport

PreAllocGrp

No component usage documentation for PreAllocGrp

Name | Mult. | Type | Description
NoAllocs | [1..1] | NumInGroup |
AllocAccount | [0..1] | String |
AllocAcctIDSource | [0..1] | CodeSet |
AllocSettlCurrency | [0..1] | Currency |
IndividualAllocID | [0..1] | String |
NestedParties | [0..*] | Group |
AllocQty | [0..1] | Qty |

Used in groups: ListOrdGrp, SideCrossOrdModGrp

Used in messages: NewOrderSingle, OrderCancelReplaceRequest

PreallocMethod

Indicates the method of preallocation.

Type: char

Allowed values in PreallocMethodCodeSet:

Code | Name | Description
0 | ProRata | Pro-rata
1 | DoNotProRata | Do not pro-rata = discuss first

Used in groups: ListOrdGrp, SideCrossOrdModGrp, TrdCapRptSideGrp

Used in messages: ExecutionReport, MultilegOrderCancelReplace, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest, TradeCaptureReportAck

PreAllocMlegGrp

No component usage documentation for PreAllocMlegGrp

Name | Mult. | Type | Description
NoAllocs | [1..1] | NumInGroup |
AllocAccount | [0..1] | String |
AllocAcctIDSource | [0..1] | CodeSet |
AllocSettlCurrency | [0..1] | Currency |
IndividualAllocID | [0..1] | String |
NestedParties3 | [0..*] | Group |
AllocQty | [0..1] | Qty |

Used in messages: MultilegOrderCancelReplace, NewOrderMultileg

PrevClosePx

Previous closing price of security.

Type: Price

Used in groups: ListOrdGrp, QuotReqGrp, QuotReqRjctGrp, RFQReqGrp, UndInstrmtStrkPxGrp

Used in messages: CrossOrderCancelReplaceRequest, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle

PreviouslyReported

Indicates if the trade capture report was previously reported to the counterparty

Type: Boolean

Allowed values in PreviouslyReportedCodeSet:

Code | Name | Description
N | NotReportedToCounterparty | not reported to counterparty
Y | PerviouslyReportedToCounterparty | previously reported to counterparty

Used in messages: AllocationInstruction, AllocationReport, TradeCaptureReport

Price

Price per unit of quantity (e.g. per share)

Type: Price

Used in groups: BidCompRspGrp, ListOrdGrp, QuotReqGrp, QuotReqRjctGrp, UndInstrmtStrkPxGrp

Used in messages: Advertisement, CollateralAssignment, CollateralInquiry, CollateralReport, CollateralRequest, CollateralResponse, CrossOrderCancelReplaceRequest, ExecutionReport, IOI, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest, QuoteResponse, QuoteStatusReport

Price2

Price of the future part of an F/X swap order. See Price (44) for description.

Type: Price

Used in groups: ListOrdGrp, QuotReqGrp, QuotReqRjctGrp

Used in messages: NewOrderSingle, OrderCancelReplaceRequest

PriceDelta

Delta calculated from theoretical price

Type: float

Used in groups: MDFullGrp, MDIncGrp

PriceImprovement

Amount of price improvement.

Type: PriceOffset

Used in messages: ExecutionReport

PriceType

Code to represent the price type

Type: int

Allowed values in PriceTypeCodeSet:

Code | Name | Description
1 | Percentage | Percentage (e.g. percent of par) (often called "dollar price" for fixed income)
10 | FixedCabinetTradePrice | Fixed cabinet trade price (primarily for listed futures and options)
11 | VariableCabinetTradePrice | Variable cabinet trade price (primarily for listed futures and options)
2 | PerUnit | Per unit (i.e. per share or contract)
3 | FixedAmount | Fixed Amount (absolute value)
4 | Discount | Discount – percentage points below par
5 | Premium | Premium – percentage points over par
6 | Spread | Spread
7 | TEDPrice | TED price
8 | TEDYield | TED yield
9 | Yield | Yield

Used in groups: BidCompRspGrp, ListOrdGrp, QuotReqGrp, QuotReqRjctGrp

Used in messages: AllocationInstruction, AllocationReport, CollateralAssignment, CollateralInquiry, CollateralReport, CollateralRequest, CollateralResponse, Confirmation, CrossOrderCancelReplaceRequest, ExecutionReport, IOI, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest, Quote, QuoteResponse, QuoteStatusReport, TradeCaptureReport

PriorityIndicator

Indicates if a Cancel/Replace has caused an order to lose book priority

Type: int

Allowed values in PriorityIndicatorCodeSet:

Code | Name | Description
0 | PriorityUnchanged | Priority Unchanged
1 | LostPriorityAsResultOfOrderChange | Lost Priority as result of order change

Used in messages: ExecutionReport

PriorSettlPrice

Previous settlement price

Type: Price

Used in messages: PositionReport

PriorSpreadIndicator

Indicates if requesting a rollover of prior day’s spread submissions.

Type: Boolean

Used in messages: PositionMaintenanceRequest

ProcessCode

Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade.

Type: char

Allowed values in ProcessCodeCodeSet:

Code | Name | Description
0 | Regular | regular
1 | SoftDollar | soft dollar
2 | StepIn | step-in
3 | StepOut | step-out
4 | SoftDollarStepIn | soft-dollar step-in
5 | SoftDollarStepOut | soft-dollar step-out
6 | PlanSponsor | plan sponsor

Used in groups: AllocGrp, ListOrdGrp, TrdCapRptSideGrp

Used in messages: Confirmation, CrossOrderCancelReplaceRequest, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle

Product

Indicates the type of product the security is associated with. See also the CFICode(146) and SecurityType(167) fields.

Type: int

Allowed values in ProductCodeSet:

Code | Name | Description
1 | AGENCY | AGENCY
10 | MORTGAGE | MORTGAGE
11 | MUNICIPAL | MUNICIPAL
12 | OTHER | OTHER
13 | FINANCING | FINANCING
2 | COMMODITY | COMMODITY
3 | CORPORATE | CORPORATE
4 | CURRENCY | CURRENCY
5 | EQUITY | EQUITY
6 | GOVERNMENT | GOVERNMENT
7 | INDEX | INDEX
8 | LOAN | LOAN
9 | MONEYMARKET | MONEYMARKET

Used in components: Instrument

Used in groups: SecTypesGrp, SettlInstGrp

Used in messages: AllocationInstructionAck, AllocationReportAck, SecurityTypeRequest, SettlementInstructionRequest

ProgPeriodInterval

Time in minutes between each ListStatus report sent by SellSide. Zero means don’t send status.

Type: int

Used in messages: BidRequest, NewOrderList

ProgRptReqs

Code to identify the desired frequency of progress reports

Type: int

Allowed values in ProgRptReqsCodeSet:

Code | Name | Description
1 | BuySideRequests | BuySide explicitly requests status using StatusRequest (Default) The sell-side firm can however, send a DONE status List Status Response in an unsolicited fashion
2 | SellSideSends | SellSide periodically sends status using ListStatus. Period optionally specified in ProgressPeriod
3 | RealTimeExecutionReports | Real-time execution reports (to be discouraged)

Used in messages: BidRequest, NewOrderList

PtysSubGrp

No component usage documentation for PtysSubGrp

Name | Mult. | Type | Description
NoPartySubIDs | [1..1] | NumInGroup |
PartySubID | [0..1] | String |
PartySubIDType | [0..1] | CodeSet |

Used in groups: Parties

PublishTrdIndicator

Indicates if a trade should be reported via a market reporting service.

Type: Boolean

Allowed values in PublishTrdIndicatorCodeSet:

Code | Name | Description
N | DoNotReportTrade | Do not report trade
Y | ReportTrade | Report trade

Used in messages: TradeCaptureReport

PutOrCall

Indicates whether an Option is for a put or call

Type: int

Allowed values in PutOrCallCodeSet:

Code | Name | Description
0 | Put | Put
1 | Call | Call

Used in components: Instrument

QtyType

Type of quantity specified in a quantity field

Type: int

Allowed values in QtyTypeCodeSet:

Code | Name | Description
0 | Units | Units (shares, par, currency)
1 | Contracts | Contracts (if used - should specify ContractMultiplier (tag 231))

Used in groups: ListOrdGrp, QuotReqGrp, QuotReqRjctGrp, SideCrossOrdModGrp

Used in messages: Advertisement, AllocationInstruction, AllocationReport, CollateralAssignment, CollateralInquiry, CollateralInquiryAck, CollateralReport, CollateralRequest, CollateralResponse, Confirmation, ExecutionReport, IOI, MultilegOrderCancelReplace, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest, TradeCaptureReport

Quantity

Overall/total quantity (e.g. number of shares) (Prior to FIX 4.2 this field was of type int)

Type: Qty

Used in messages: Advertisement, AllocationInstruction, AllocationReport, CollateralAssignment, CollateralInquiry, CollateralInquiryAck, CollateralReport, CollateralRequest, CollateralResponse

QuotCxlEntriesGrp

No component usage documentation for QuotCxlEntriesGrp

Name | Mult. | Type | Description
NoQuoteEntries | [1..1] | NumInGroup |
Instrument | [0..1] | Component |
FinancingDetails | [0..1] | Component |
UndInstrmtGrp | [0..*] | Group |
InstrmtLegGrp | [0..*] | Group |

Used in messages: QuoteCancel

QuoteCancelType

Identifies the type of quote cancel.

Type: int

Allowed values in QuoteCancelTypeCodeSet:

Code | Name | Description
1 | CancelForOneOrMoreSecurities | Cancel for Symbol(s)
2 | CancelForSecurityType | Cancel for Security Type(s)
3 | CancelForUnderlyingSecurity | Cancel for Underlying Symbol
4 | CancelAllQuotes | Cancel All Quotes

Used in messages: QuoteCancel

QuoteCondition

Space-delimited list of conditions describing a quote

Type: MultipleValueString

Allowed values in QuoteConditionCodeSet:

Code | Name | Description
A | Open | Open / Active
B | Closed | Closed / Inactive
C | ExchangeBest | Exchange Best
D | ConsolidatedBest | Consolidated Best
E | Locked | Locked
F | Crossed | Crossed
G | Depth | Depth
H | FastTrading | Fast Trading
I | NonFirm | Non-Firm

Used in groups: MDFullGrp, MDIncGrp

QuoteEntryID

Uniquely identifies the quote as part of a QuoteSet.

Type: String

Used in groups: MDFullGrp, MDIncGrp, QuotEntryAckGrp, QuotEntryGrp

QuoteEntryRejectReason

Reason Quote Entry was rejected

Type: int

Used in groups: QuotEntryAckGrp

QuoteID

Unique identifier for quote

Type: String

Used in groups: ListOrdGrp

Used in messages: CrossOrderCancelReplaceRequest, MassQuote, MassQuoteAcknowledgement, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, Quote, QuoteCancel, QuoteResponse, QuoteStatusReport, QuoteStatusRequest

QuotEntryAckGrp

No component usage documentation for QuotEntryAckGrp

Name | Mult. | Type | Description
NoQuoteEntries | [1..1] | NumInGroup |
QuoteEntryID | [0..1] | String |
Instrument | [0..1] | Component |
InstrmtLegGrp | [0..*] | Group |
BidPx | [0..1] | Price |
OfferPx | [0..1] | Price |
BidSize | [0..1] | Qty |
OfferSize | [0..1] | Qty |
ValidUntilTime | [0..1] | UTCTimestamp |
BidSpotRate | [0..1] | Price |
OfferSpotRate | [0..1] | Price |
BidForwardPoints | [0..1] | PriceOffset |
OfferForwardPoints | [0..1] | PriceOffset |
MidPx | [0..1] | Price |
BidYield | [0..1] | Percentage |
MidYield | [0..1] | Percentage |
OfferYield | [0..1] | Percentage |
TransactTime | [0..1] | UTCTimestamp |
TradingSessionID | [0..1] | String |
TradingSessionSubID | [0..1] | String |
SettlDate | [0..1] | LocalMktDate |
OrdType | [0..1] | CodeSet |
SettlDate2 | [0..1] | LocalMktDate |
OrderQty2 | [0..1] | Qty |
BidForwardPoints2 | [0..1] | PriceOffset |
OfferForwardPoints2 | [0..1] | PriceOffset |
Currency | [0..1] | Currency |
QuoteEntryRejectReason | [0..1] | int |

Used in groups: QuotSetAckGrp

QuotEntryGrp

No component usage documentation for QuotEntryGrp

Name | Mult. | Type | Description
NoQuoteEntries | [1..1] | NumInGroup |
QuoteEntryID | [1..1] | String |
Instrument | [0..1] | Component |
InstrmtLegGrp | [0..*] | Group |
BidPx | [0..1] | Price |
OfferPx | [0..1] | Price |
BidSize | [0..1] | Qty |
OfferSize | [0..1] | Qty |
ValidUntilTime | [0..1] | UTCTimestamp |
BidSpotRate | [0..1] | Price |
OfferSpotRate | [0..1] | Price |
BidForwardPoints | [0..1] | PriceOffset |
OfferForwardPoints | [0..1] | PriceOffset |
MidPx | [0..1] | Price |
BidYield | [0..1] | Percentage |
MidYield | [0..1] | Percentage |
OfferYield | [0..1] | Percentage |
TransactTime | [0..1] | UTCTimestamp |
TradingSessionID | [0..1] | String |
TradingSessionSubID | [0..1] | String |
SettlDate | [0..1] | LocalMktDate |
OrdType | [0..1] | CodeSet |
SettlDate2 | [0..1] | LocalMktDate |
OrderQty2 | [0..1] | Qty |
BidForwardPoints2 | [0..1] | PriceOffset |
OfferForwardPoints2 | [0..1] | PriceOffset |
Currency | [0..1] | Currency |

Used in groups: QuotSetGrp

QuotePriceType

Code to represent price type requested in Quote

Type: int

Allowed values in QuotePriceTypeCodeSet:

Code | Name | Description
1 | Percent | percent (percent of par)
10 | Yield | Yield
2 | PerShare | per share (e.g. cents per share)
3 | FixedAmount | fixed amount (absolute value)
4 | Discount | discount – percentage points below par
5 | Premium | premium – percentage points over par
6 | Spread | basis points relative to benchmark
7 | TEDPrice | TED price
8 | TEDYield | TED yield
9 | YieldSpread | Yield spread (swaps)

Used in groups: QuotReqGrp, QuotReqRjctGrp

QuoteQualifier

Code to qualify Quote use See IOIQualifier (04) for description and valid values.

Type: char

Used in groups: QuotQualGrp

QuoteRejectReason

Reason Quote was rejected

Type: int

Allowed values in QuoteRejectReasonCodeSet:

Code | Name | Description
1 | UnknownSymbol | Unknown symbol (Security)
2 | Exchange | Exchange (Security) closed
3 | QuoteRequestExceedsLimit | Quote Request exceeds limit
4 | TooLateToEnter | Too late to enter
5 | UnknownQuote | Unknown Quote
6 | DuplicateQuote | Duplicate Quote
7 | InvalidBid | Invalid bid/ask spread
8 | InvalidPrice | Invalid price
9 | NotAuthorizedToQuoteSecurity | Not authorized to quote security
99 | Other | Other

Used in messages: MassQuoteAcknowledgement

QuoteReqID

Unique identifier for quote request

Type: String

Used in messages: MassQuote, MassQuoteAcknowledgement, Quote, QuoteCancel, QuoteRequest, QuoteRequestReject, QuoteStatusReport

QuoteRequestRejectReason

Reason Quote was rejected:

Type: int

Allowed values in QuoteRequestRejectReasonCodeSet:

Code | Name | Description
1 | UnknownSymbol | Unknown symbol (Security)
10 | Pass | Pass
2 | Exchange | Exchange (Security) closed
3 | QuoteRequestExceedsLimit | Quote Request exceeds limit
4 | TooLateToEnter | Too late to enter
5 | InvalidPrice | Invalid price
6 | NotAuthorizedToRequestQuote | Not authorized to request quote
7 | NoMatchForInquiry | No match for inquiry
8 | NoMarketForInstrument | No market for instrument
9 | NoInventory | No inventory
99 | Other | Other

Used in messages: QuoteRequestReject

QuoteRequestType

Indicates the type of Quote Request being generated

Type: int

Allowed values in QuoteRequestTypeCodeSet:

Code | Name | Description
1 | Manual | Manual
2 | Automatic | Automatic

Used in groups: QuotReqGrp, QuotReqRjctGrp, RFQReqGrp

QuoteRespID

Message reference for Quote Response

Type: String

Used in messages: ExecutionReport, Quote, QuoteResponse, QuoteStatusReport

QuoteResponseLevel

Level of Response requested from receiver of quote messages.

Type: int

Allowed values in QuoteResponseLevelCodeSet:

Code | Name | Description
0 | NoAcknowledgement | No Acknowledgement (Default)
1 | AcknowledgeOnlyNegativeOrErroneousQuotes | Acknowledge only negative or erroneous quotes
2 | AcknowledgeEachQuoteMessage | Acknowledge each quote messages

Used in messages: MassQuote, MassQuoteAcknowledgement, Quote, QuoteCancel

QuoteRespType

Identifies the type of Quote Response

Type: int

Allowed values in QuoteRespTypeCodeSet:

Code | Name | Description
1 | Hit | Hit/Lift
2 | Counter | Counter
3 | Expired | Expired
4 | Cover | Cover
5 | DoneAway | Done Away
6 | Pass | Pass

Used in messages: QuoteResponse

QuoteSetID

Unique id for the Quote Set.

Type: String

Used in groups: QuotSetAckGrp, QuotSetGrp

QuoteSetValidUntilTime

Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

Type: UTCTimestamp

Used in groups: QuotSetGrp

QuoteStatus

Identifies the status of the quote acknowledgement

Type: int

Allowed values in QuoteStatusCodeSet:

Code | Name | Description
0 | Accepted | Accepted
1 | CancelForSymbol | Canceled for Symbol(s)
10 | Pending | Pending
11 | Pass | Pass
12 | LockedMarketWarning | Locked Market Warning
13 | CrossMarketWarning | Cross Market Warning
14 | CanceledDueToLockMarket | Canceled due to lock market
15 | CanceledDueToCrossMarket | Canceled due to cross market
2 | CanceledForSecurityType | Canceled for Security Type(s)
3 | CanceledForUnderlying | Canceled for Underlying
4 | CanceledAll | Canceled All
5 | Rejected | Rejected
6 | RemovedFromMarket | Removed from Market
7 | Expired | Expired
8 | Query | Query
9 | QuoteNotFound | Quote Not Found

Used in messages: MassQuoteAcknowledgement, QuoteStatusReport

QuoteStatusReqID

Unique identifier for Quote Status Request.

Type: String

Used in messages: QuoteStatusReport, QuoteStatusRequest

QuoteType

Identifies the type of quote. An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market. A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order. A counter quote is used in the negotiation model. See Volume 7 – Product: Fixed Income for example usage.

Type: int

Allowed values in QuoteTypeCodeSet:

Code | Name | Description
0 | Indicative | Indicative
1 | Tradeable | Tradeable
2 | RestrictedTradeable | Restricted Tradeable
3 | Counter | Counter (tradable)

Used in groups: QuotReqGrp, QuotReqRjctGrp, RFQReqGrp

Used in messages: MassQuote, MassQuoteAcknowledgement, Quote, QuoteResponse, QuoteStatusReport

QuotQualGrp

No component usage documentation for QuotQualGrp

Name | Mult. | Type | Description
NoQuoteQualifiers | [1..1] | NumInGroup |
QuoteQualifier | [0..1] | char |

Used in groups: QuotReqGrp, QuotReqRjctGrp

Used in messages: Quote, QuoteResponse, QuoteStatusReport

QuotReqGrp

No component usage documentation for QuotReqGrp

Name | Mult. | Type | Description
NoRelatedSym | [1..1] | NumInGroup |
Instrument | [1..1] | Component |
FinancingDetails | [0..1] | Component |
UndInstrmtGrp | [0..*] | Group |
PrevClosePx | [0..1] | Price |
QuoteRequestType | [0..1] | CodeSet |
QuoteType | [0..1] | CodeSet |
TradingSessionID | [0..1] | String |
TradingSessionSubID | [0..1] | String |
TradeOriginationDate | [0..1] | LocalMktDate |
Side | [0..1] | CodeSet |
QtyType | [0..1] | CodeSet |
OrderQtyData | [0..1] | Component |
SettlType | [0..1] | CodeSet |
SettlDate | [0..1] | LocalMktDate |
SettlDate2 | [0..1] | LocalMktDate |
OrderQty2 | [0..1] | Qty |
Currency | [0..1] | Currency |
Stipulations | [0..*] | Group |
Account | [0..1] | String |
AcctIDSource | [0..1] | CodeSet |
AccountType | [0..1] | CodeSet |
QuotReqLegsGrp | [0..*] | Group |
QuotQualGrp | [0..*] | Group |
QuotePriceType | [0..1] | CodeSet |
OrdType | [0..1] | CodeSet |
ValidUntilTime | [0..1] | UTCTimestamp |
ExpireTime | [0..1] | UTCTimestamp |
TransactTime | [0..1] | UTCTimestamp |
SpreadOrBenchmarkCurveData | [0..1] | Component |
PriceType | [0..1] | CodeSet |
Price | [0..1] | Price |
Price2 | [0..1] | Price |
YieldData | [0..1] | Component |
Parties | [0..*] | Group |

Used in messages: QuoteRequest

QuotReqLegsGrp

No component usage documentation for QuotReqLegsGrp

Name | Mult. | Type | Description
NoLegs | [1..1] | NumInGroup |
InstrumentLeg | [0..1] | Component |
LegQty | [0..1] | Qty |
LegSwapType | [0..1] | CodeSet |
LegSettlType | [0..1] | char |
LegSettlDate | [0..1] | LocalMktDate |
LegStipulations | [0..*] | Group |
NestedParties | [0..*] | Group |
LegBenchmarkCurveData | [0..1] | Component |

Used in groups: QuotReqGrp, QuotReqRjctGrp

QuotReqRjctGrp

No component usage documentation for QuotReqRjctGrp

Name | Mult. | Type | Description
NoRelatedSym | [1..1] | NumInGroup |
Instrument | [1..1] | Component |
FinancingDetails | [0..1] | Component |
UndInstrmtGrp | [0..*] | Group |
PrevClosePx | [0..1] | Price |
QuoteRequestType | [0..1] | CodeSet |
QuoteType | [0..1] | CodeSet |
TradingSessionID | [0..1] | String |
TradingSessionSubID | [0..1] | String |
TradeOriginationDate | [0..1] | LocalMktDate |
Side | [0..1] | CodeSet |
QtyType | [0..1] | CodeSet |
OrderQtyData | [0..1] | Component |
SettlType | [0..1] | CodeSet |
SettlDate | [0..1] | LocalMktDate |
SettlDate2 | [0..1] | LocalMktDate |
OrderQty2 | [0..1] | Qty |
Currency | [0..1] | Currency |
Stipulations | [0..*] | Group |
Account | [0..1] | String |
AcctIDSource | [0..1] | CodeSet |
AccountType | [0..1] | CodeSet |
QuotReqLegsGrp | [0..*] | Group |
QuotQualGrp | [0..*] | Group |
QuotePriceType | [0..1] | CodeSet |
OrdType | [0..1] | CodeSet |
ExpireTime | [0..1] | UTCTimestamp |
TransactTime | [0..1] | UTCTimestamp |
SpreadOrBenchmarkCurveData | [0..1] | Component |
PriceType | [0..1] | CodeSet |
Price | [0..1] | Price |
Price2 | [0..1] | Price |
YieldData | [0..1] | Component |
Parties | [0..*] | Group |

Used in messages: QuoteRequestReject

QuotSetAckGrp

No component usage documentation for QuotSetAckGrp

Name | Mult. | Type | Description
NoQuoteSets | [1..1] | NumInGroup |
QuoteSetID | [0..1] | String |
UnderlyingInstrument | [0..1] | Component |
TotNoQuoteEntries | [0..1] | int |
LastFragment | [0..1] | CodeSet |
QuotEntryAckGrp | [0..*] | Group |

Used in messages: MassQuoteAcknowledgement

QuotSetGrp

No component usage documentation for QuotSetGrp

Name | Mult. | Type | Description
NoQuoteSets | [1..1] | NumInGroup |
QuoteSetID | [1..1] | String |
UnderlyingInstrument | [0..1] | Component |
QuoteSetValidUntilTime | [0..1] | UTCTimestamp |
TotNoQuoteEntries | [1..1] | int |
LastFragment | [0..1] | CodeSet |
QuotEntryGrp | [1..*] | Group |

Used in messages: MassQuote

RawData

Unformatted raw data, can include bitmaps, word processor documents, etc.

Type: data

Used in messages: Email, Logon, News, UserRequest

RawDataLength

Number of bytes in raw data field.

Type: Length

Used in messages: Email, Logon, News, UserRequest

RedemptionDate

*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" *** Return of investor's principal in a security. Bond redemption can occur before maturity date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

Type: LocalMktDate

Used in components: Instrument

RefAllocID

Reference identifier to be used with AllocTransType (7) =Replace or Cancel. (Prior to FIX 4.1 this field was of type int)

Type: String

Used in messages: AllocationInstruction, AllocationReport

RefCompID

Assigned value used to identify a firm.

Type: String

Used in groups: CompIDReqGrp, CompIDStatGrp

RefMsgType

The MsgType (35) of the FIX message being referenced.

Type: String

Used in groups: MsgTypeGrp

Used in messages: BusinessMessageReject, Reject

RefSeqNum

Reference message sequence number

Type: SeqNum

Used in messages: BusinessMessageReject, Reject

RefSubID

Assigned value used to identify specific elements within a firm.

Type: String

Used in groups: CompIDReqGrp, CompIDStatGrp

RefTagID

The tag number of the FIX field being referenced.

Type: int

Used in messages: Reject

RegistAcctType

For CIV – a fund manager-defined code identifying which of the fund manager’s account types is required.

Type: String

Used in messages: RegistrationInstructions

RegistDtls

Set of Registration name and address details, possibly including phone, fax etc.

Type: String

Used in groups: RgstDtlsGrp

RegistEmail

Email address relating to Registration name and address details

Type: String

Used in groups: RgstDtlsGrp

RegistID

Unique identifier of the registration details as assigned by institution or intermediary.

Type: String

Used in messages: CrossOrderCancelReplaceRequest, ExecutionReport, MultilegOrderCancelReplace, NewOrderCross, NewOrderList, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest, RegistrationInstructions, RegistrationInstructionsResponse

RegistRefID

Reference identifier for the RegistID(513) with Cancel and Replace RegistTransType(514) transaction types.

Type: String

Used in messages: RegistrationInstructions, RegistrationInstructionsResponse

RegistRejReasonCode

Reason(s) why Registration Instructions has been rejected. The reason may be further amplified in the RegistRejReasonCode field. Possible values of reason code include:

Type: int

Allowed values in RegistRejReasonCodeCodeSet:

Code | Name | Description
1 | InvalidAccountType | Invalid/unacceptable Account Type
10 | InvalidInvestorIDSource | Invalid/unacceptable Investor ID Source
11 | InvalidDateOfBirth | Invalid/unacceptable Date of Birth
12 | InvalidCountry | Invalid/unacceptable Investor Country Of Residence
13 | InvalidDistribInstns | Invalid/unacceptable NoDistribInstns
14 | InvalidPercentage | Invalid/unacceptable Distrib Percentage
15 | InvalidPaymentMethod | Invalid/unacceptable Distrib Payment Method
16 | InvalidAccountName | Invalid/unacceptable Cash Distrib Agent Acct Name
17 | InvalidAgentCode | Invalid/unacceptable Cash Distrib Agent Code
18 | InvalidAccountNum | Invalid/unacceptable Cash Distrib Agent Acct Num
2 | InvalidTaxExemptType | Invalid/unacceptable Tax Exempt Type
3 | InvalidOwnershipType | Invalid/unacceptable Ownership Type
4 | NoRegDetails | Invalid/unacceptable No Reg Dtls
5 | InvalidRegSeqNo | Invalid/unacceptable Reg Seq No
6 | InvalidRegDetails | Invalid/unacceptable Reg Dtls
7 | InvalidMailingDetails | Invalid/unacceptable Mailing Dtls
8 | InvalidMailingInstructions | Invalid/unacceptable Mailing Inst
9 | InvalidInvestorID | Invalid/unacceptable Investor ID
99 | Other | Other

Used in messages: RegistrationInstructionsResponse

RegistRejReasonText

Text indicating reason(s) why a Registration Instruction has been rejected.

Type: String

Used in messages: RegistrationInstructionsResponse

RegistStatus

Registration status as returned by the broker or (for CIV) the fund manager

Type: char

Allowed values in RegistStatusCodeSet:

Code | Name | Description
A | Accepted | Accepted
H | Held | Held
N | Reminder | Reminder – i.e. Registration Instructions are still outstanding
R | Rejected | Rejected

Used in messages: PositionReport, RegistrationInstructionsResponse

RegistTransType

Identifies Registration Instructions transaction type

Type: char

Allowed values in RegistTransTypeCodeSet:

Code | Name | Description
0 | New | New
1 | Replace | Replace
2 | Cancel | Cancel

Used in messages: RegistrationInstructions, RegistrationInstructionsResponse

RelSymDerivSecGrp

No component usage documentation for RelSymDerivSecGrp

Name | Mult. | Type | Description
NoRelatedSym | [1..1] | NumInGroup |
Instrument | [0..1] | Component |
Currency | [0..1] | Currency |
ExpirationCycle | [0..1] | CodeSet |
InstrumentExtension | [0..1] | Component |
InstrmtLegGrp | [0..*] | Group |
TradingSessionID | [0..1] | String |
TradingSessionSubID | [0..1] | String |
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length |
EncodedText | [0..1] | data |

Used in messages: DerivativeSecurityList

RepoCollateralSecurityType

*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" *** Identifies the collateral used in the transaction. Valid values: see SecurityType(167) field (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Type: String

Used in components: Instrument

ReportedPx

Reported price (used to differentiate from AvgPx on a confirmation of a marked-up or marked-down principal trade)

Type: Price

Used in messages: Confirmation

ReportToExch

Identifies party of trade responsible for exchange reporting.

Type: Boolean

Allowed values in ReportToExchCodeSet:

Code | Name | Description
N | SenderReports | Indicates that party sending message will report trade
Y | ReceiverReports | Indicates that party receiving message must report trade

Used in messages: ExecutionReport

RepurchaseRate

*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" *** Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-/4 percent of par. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Type: Percentage

Used in components: Instrument

RepurchaseTerm

*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" *** Number of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Type: int

Used in components: Instrument

ResetSeqNumFlag

Indicates that the both sides of the FIX session should reset sequence numbers.

Type: Boolean

Allowed values in ResetSeqNumFlagCodeSet:

Code | Name | Description
N | No | No
Y | Yes | Yes, reset sequence numbers

Used in messages: Logon

ResponseDestination

URI (Uniform Resource Identifier) for details) or other pre-arranged value. Used in conjunction with ResponseTransportType (725) value of Out-of-Band to identify the out-of-band destination. See "Appendix 6-B FIX Fields Based Upon Other Standards"

Type: String

Used in messages: CollateralInquiry, CollateralInquiryAck, RequestForPositions, RequestForPositionsAck, TradeCaptureReportAck, TradeCaptureReportRequest, TradeCaptureReportRequestAck

ResponseTransportType

Identifies how the response to the request should be transmitted.

Type: int

Allowed values in ResponseTransportTypeCodeSet:

Code | Name | Description
0 | Inband | Inband: transport the request was sent over (Default)
1 | OutOfBand | Out-of-Band: pre-arranged out of band delivery mechanism (i.e. FTP, HTTP, NDM, etc) between counterparties. Details specified via ResponseDestination (726).

Used in messages: CollateralInquiry, CollateralInquiryAck, RequestForPositions, RequestForPositionsAck, TradeCaptureReportAck, TradeCaptureReportRequest, TradeCaptureReportRequestAck

ReversalIndicator

Indicates a trade that reverses a previous trade.

Type: Boolean

Used in messages: AllocationInstruction, AllocationReport

RFQReqGrp

No component usage documentation for RFQReqGrp

Name | Mult. | Type | Description
NoRelatedSym | [1..1] | NumInGroup |
Instrument | [1..1] | Component |
UndInstrmtGrp | [0..*] | Group |
InstrmtLegGrp | [0..*] | Group |
PrevClosePx | [0..1] | Price |
QuoteRequestType | [0..1] | CodeSet |
QuoteType | [0..1] | CodeSet |
TradingSessionID | [0..1] | String |
TradingSessionSubID | [0..1] | String |

Used in messages: RFQRequest

RFQReqID

RFQ Request ID – used to identify an RFQ Request.

Type: String

Used in messages: QuoteRequest, QuoteRequestReject, RFQRequest

RgstDistInstGrp

No component usage documentation for RgstDistInstGrp

Name | Mult. | Type | Description
NoDistribInsts | [1..1] | NumInGroup |
DistribPaymentMethod | [0..1] | CodeSet |
DistribPercentage | [0..1] | Percentage |
CashDistribCurr | [0..1] | Currency |
CashDistribAgentName | [0..1] | String |
CashDistribAgentCode | [0..1] | String |
CashDistribAgentAcctNumber | [0..1] | String |
CashDistribPayRef | [0..1] | String |
CashDistribAgentAcctName | [0..1] | String |

Used in messages: RegistrationInstructions

RgstDtlsGrp

No component usage documentation for RgstDtlsGrp

Name | Mult. | Type | Description
NoRegistDtls | [1..1] | NumInGroup |
RegistDtls | [0..1] | String |
RegistEmail | [0..1] | String |
MailingDtls | [0..1] | String |
MailingInst | [0..1] | String |
NestedParties | [0..*] | Group |
OwnerType | [0..1] | CodeSet |
DateOfBirth | [0..1] | LocalMktDate |
InvestorCountryOfResidence | [0..1] | Country |

Used in messages: RegistrationInstructions

RoundingDirection

Specifies which direction to round For CIV – indicates whether or not the quantity of shares/units is to be rounded and in which direction where CashOrdQty (52) or (for CIV only) OrderPercent (56) are specified on an order. The default is for rounding to be at the discretion of the executing broker or fund manager. e.g. for an order specifying CashOrdQty or OrderPercent if the calculated number of shares/units was 325.76 and RoundingModulus (469) was 0 – "round down" would give 320 units, "round up" would give 330 units and "round to nearest" would give 320 units.

Type: char

Allowed values in RoundingDirectionCodeSet:

Code | Name | Description
0 | RoundToNearest | Round to nearest
1 | RoundDown | Round down
2 | RoundUp | Round up

Used in components: OrderQtyData

RoundingModulus

For CIV - a float value indicating the value to which rounding is required. i.e. 0 means round to a multiple of 0 units/shares; 0.5 means round to a multiple of 0.5 units/shares. The default, if RoundingDirection (468) is specified without RoundingModulus, is to round to a whole unit/share.

Type: float

Used in components: OrderQtyData

RoundLot

The trading lot size of a security

Type: Qty

Used in groups: SecListGrp

Used in messages: SecurityDefinition

RoutingGrp

No component usage documentation for RoutingGrp

Name | Mult. | Type | Description
NoRoutingIDs | [1..1] | NumInGroup |
RoutingType | [0..1] | CodeSet |
RoutingID | [0..1] | String |

Used in messages: Email, IOI, News

RoutingID

Assigned value used to identify a specific routing destination.

Type: String

Used in groups: RoutingGrp

RoutingType

Indicates the type of RoutingID (27) specified

Type: int

Allowed values in RoutingTypeCodeSet:

Code | Name | Description
1 | TargetFirm | Target Firm
2 | TargetList | Target List
3 | BlockFirm | Block Firm
4 | BlockList | Block List

Used in groups: RoutingGrp

RptSeq

Sequence number of message within report series.

Type: int

Used in messages: ListStatus

Scope

Defines the scope of a data element

Type: MultipleValueString

Allowed values in ScopeCodeSet:

Code | Name | Description
1 | LocalMarket | Local (Exchange, ECN, ATS)
2 | National | National
3 | Global | Global

Used in groups: MDFullGrp, MDIncGrp

Used in messages: MarketDataRequest

SecAltIDGrp

No component usage documentation for SecAltIDGrp

Name | Mult. | Type | Description
NoSecurityAltID | [1..1] | NumInGroup |
SecurityAltID | [0..1] | String |
SecurityAltIDSource | [0..1] | CodeSet |

Used in components: Instrument

SecListGrp

No component usage documentation for SecListGrp

Name | Mult. | Type | Description
NoRelatedSym | [1..1] | NumInGroup |
Instrument | [0..1] | Component |
InstrumentExtension | [0..1] | Component |
FinancingDetails | [0..1] | Component |
UndInstrmtGrp | [0..*] | Group |
Currency | [0..1] | Currency |
Stipulations | [0..*] | Group |
InstrmtLegSecListGrp | [0..*] | Group |
SpreadOrBenchmarkCurveData | [0..1] | Component |
YieldData | [0..1] | Component |
RoundLot | [0..1] | Qty |
MinTradeVol | [0..1] | Qty |
TradingSessionID | [0..1] | String |
TradingSessionSubID | [0..1] | String |
ExpirationCycle | [0..1] | CodeSet |
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length |
EncodedText | [0..1] | data |

Used in messages: SecurityList

SecondaryAllocID

Secondary allocation identifier. Unlike the AllocID (70), this can be shared across a number of allocation instruction or allocation report messages, thereby making it possible to pass an identifier for an original allocation message on multiple messages (e.g. from one party to a second to a third, across cancel and replace messages etc.).

Type: String

Used in messages: AllocationInstruction, AllocationInstructionAck, AllocationReport, AllocationReportAck, Confirmation, ConfirmationRequest

SecondaryClOrdID

Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.

Type: String

Used in groups: ListOrdGrp, OrdAllocGrp, OrdListStatGrp, SideCrossOrdCxlGrp, SideCrossOrdModGrp, TrdCapRptSideGrp, UndInstrmtStrkPxGrp

Used in messages: CollateralAssignment, CollateralInquiry, CollateralInquiryAck, CollateralReport, CollateralRequest, CollateralResponse, ExecutionReport, MultilegOrderCancelReplace, NewOrderMultileg, NewOrderSingle, OrderCancelReject, OrderCancelReplaceRequest, OrderCancelRequest, OrderMassCancelReport, OrderMassCancelRequest, OrderStatusRequest

SecondaryExecID

Assigned by the party which accepts the order. Can be used to provide the ExecID (7) used by an exchange or executing system.

Type: String

Used in groups: ExecAllocGrp

Used in messages: ExecutionReport, TradeCaptureReport, TradeCaptureReportAck

SecondaryOrderID

Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system.

Type: String

Used in groups: OrdAllocGrp, TrdCapRptSideGrp

Used in messages: CollateralAssignment, CollateralInquiry, CollateralInquiryAck, CollateralReport, CollateralRequest, CollateralResponse, DontKnowTrade, ExecutionReport, OrderCancelReject, OrderMassCancelReport

SecondaryTradeReportID

Secondary trade report identifier - can be used to associate an additional identifier with a trade.

Type: String

Used in groups: TrdCollGrp

Used in messages: TradeCaptureReport, TradeCaptureReportAck, TradeCaptureReportRequest

SecondaryTradeReportRefID

Used to refer to a previous SecondaryTradeReportRefID when amending the transaction (cancel, replace, release, or reversal).

Type: String

Used in messages: TradeCaptureReport, TradeCaptureReportAck

SecondaryTrdType

Additional TrdType (see tag 828) assigned to a trade by trade match system.

Type: int

Used in messages: TradeCaptureReport, TradeCaptureReportAck, TradeCaptureReportRequest

SecTypesGrp

No component usage documentation for SecTypesGrp

Name | Mult. | Type | Description
NoSecurityTypes | [1..1] | NumInGroup |
SecurityType | [0..1] | CodeSet |
SecuritySubType | [0..1] | String |
Product | [0..1] | CodeSet |
CFICode | [0..1] | String |

Used in messages: SecurityTypes

SecureData

Actual encrypted data stream

Type: data

Used in components: StandardHeader

SecureDataLen

Length of encrypted message

Type: Length

Used in components: StandardHeader

SecurityAltID

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

Type: String

Used in groups: SecAltIDGrp

SecurityAltIDSource

Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

Type: String

Allowed values in SecurityIDSourceCodeSet:

Code | Name | Description
1 | CUSIP | CUSIP
2 | SEDOL | SEDOL
3 | QUIK | QUIK
4 | ISINNumber | ISIN number
5 | RICCode | RIC code
6 | ISOCurrencyCode | ISO Currency Code
7 | ISOCountryCode | ISO Country Code
8 | ExchangeSymbol | Exchange Symbol
9 | ConsolidatedTapeAssociation | Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A | BloombergSymbol | Bloomberg Symbol
B | Wertpapier | Wertpapier
C | Dutch | Dutch
D | Valoren | Valoren
E | Sicovam | Sicovam
F | Belgian | Belgian
G | Common | "Common" (Clearstream and Euroclear)
H | ClearingHouse | Clearing House / Clearing Organization
I | ISDAFpMLSpecification | ISDA/FpML Product Specification
J | OptionPriceReportingAuthority | Options Price Reporting Authority

Used in groups: SecAltIDGrp

SecurityDesc

Security description.

Type: String

Used in components: Instrument

SecurityExchange

Market used to help identify a security. Valid values: See "Appendix 6-C"

Type: Exchange

Used in components: Instrument

SecurityID

Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource.

Type: String

Used in components: Instrument

SecurityIDSource

Identifies class or source of the SecurityID (48) value. Required if SecurityID is specified.

Type: String

Allowed values in SecurityIDSourceCodeSet:

Code | Name | Description
1 | CUSIP | CUSIP
2 | SEDOL | SEDOL
3 | QUIK | QUIK
4 | ISINNumber | ISIN number
5 | RICCode | RIC code
6 | ISOCurrencyCode | ISO Currency Code
7 | ISOCountryCode | ISO Country Code
8 | ExchangeSymbol | Exchange Symbol
9 | ConsolidatedTapeAssociation | Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A | BloombergSymbol | Bloomberg Symbol
B | Wertpapier | Wertpapier
C | Dutch | Dutch
D | Valoren | Valoren
E | Sicovam | Sicovam
F | Belgian | Belgian
G | Common | "Common" (Clearstream and Euroclear)
H | ClearingHouse | Clearing House / Clearing Organization
I | ISDAFpMLSpecification | ISDA/FpML Product Specification
J | OptionPriceReportingAuthority | Options Price Reporting Authority

Used in components: Instrument

SecurityListRequestType

Identifies the type/criteria of Security List Request

Type: int

Allowed values in SecurityListRequestTypeCodeSet:

Code | Name | Description
0 | Symbol | Symbol
1 | SecurityTypeAnd | SecurityType and/or CFICode
2 | Product | Product
3 | TradingSessionID | TradingSessionID
4 | AllSecurities | All Securities

Used in messages: DerivativeSecurityListRequest, SecurityListRequest

SecurityReqID

Unique ID of a Security Definition Request.

Type: String

Used in messages: DerivativeSecurityList, DerivativeSecurityListRequest, SecurityDefinition, SecurityDefinitionRequest, SecurityList, SecurityListRequest, SecurityTypeRequest, SecurityTypes

SecurityRequestResult

The results returned to a Security Request message

Type: int

Allowed values in SecurityRequestResultCodeSet:

Code | Name | Description
0 | ValidRequest | Valid request
1 | InvalidOrUnsupportedRequest | Invalid or unsupported request
2 | NoInstrumentsFound | No instruments found that match selection criteria
3 | NotAuthorizedToRetrieveInstrumentData | Not authorized to retrieve instrument data
4 | InstrumentDataTemporarilyUnavailable | Instrument data temporarily unavailable
5 | RequestForInstrumentDataNotSupported | Request for instrument data not supported

Used in messages: DerivativeSecurityList, SecurityList

SecurityRequestType

Type of Security Definition Request.

Type: int

Allowed values in SecurityRequestTypeCodeSet:

Code | Name | Description
0 | RequestSecurityIdentityAndSpecifications | Request Security identity and specifications
1 | RequestSecurityIdentityForSpecifications | Request Security identity for the specifications provided (Name of the security is not supplied)
2 | RequestListSecurityTypes | Request List Security Types
3 | RequestListSecurities | Request List Securities (Can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange. If provided then only list Securities for the specific type)

Used in messages: SecurityDefinitionRequest

SecurityResponseID

Unique ID of a Security Definition message.

Type: String

Used in messages: DerivativeSecurityList, SecurityDefinition, SecurityList, SecurityTypes

SecurityResponseType

Type of Security Definition message response

Type: int

Allowed values in SecurityResponseTypeCodeSet:

Code | Name | Description
1 | AcceptAsIs | Accept security proposal as is
2 | AcceptWithRevisions | Accept security proposal with revisions as indicated in the message
5 | RejectSecurityProposal | Reject security proposal
6 | CannotMatchSelectionCriteria | Can not match selection criteria

Used in messages: SecurityDefinition, SecurityTypes

SecurityStatusReqID

Unique ID of a Security Status Request message.

Type: String

Used in messages: SecurityStatus, SecurityStatusRequest

SecuritySubType

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="REPO"). Example Values: General = General Collateral (for SecurityType=REPO) For SecurityType="MLEG" markets can provide the name of the option or futures strategy, such as Calendar, Vertical, Butterfly, etc. NOTE: Additional values may be used by mutual agreement of the counterparties

Type: String

Used in components: Instrument

Used in groups: SecTypesGrp

Used in messages: DerivativeSecurityListRequest, SecurityTypeRequest

SecurityTradingStatus

Identifies the trading status applicable to the transaction

Type: int

Allowed values in SecurityTradingStatusCodeSet:

Code | Name | Description
1 | OpeningDelay | Opening Delay
10 | MarketOnCloseImbalanceSell | Market On Close Imbalance Sell
12 | NoMarketImbalance | No Market Imbalance
13 | NoMarketOnCloseImbalance | No Market On Close Imbalance
14 | ITSPreOpening | ITS Pre-Opening
15 | NewPriceIndication | New Price Indication
16 | TradeDisseminationTime | Trade Dissemination Time
17 | ReadyToTrade | Ready to trade (start of session)
18 | NotAvailableForTrading | Not Available for trading (end of session)
19 | NotTradedOnThisMarket | Not Traded on this Market
2 | TradingHalt | Trading Halt
20 | UnknownOrInvalid | Unknown or Invalid
21 | PreOpen | Pre-Open
22 | OpeningRotation | Opening Rotation
23 | FastMarket | Fast Market
3 | Resume | Resume
4 | NoOpen | No Open/No Resume
5 | PriceIndication | Price Indication
6 | TradingRangeIndication | Trading Range Indication
7 | MarketImbalanceBuy | Market Imbalance Buy
8 | MarketImbalanceSell | Market Imbalance Sell
9 | MarketOnCloseImbalanceBuy | Market On Close Imbalance Buy

Used in messages: SecurityStatus

SecurityType

Indicates type of security. See also the Product(460) and CFICode(461) fields. It is recommended that CFICode(461) be used instead of SecurityType(167) for non-Fixed Income instruments. Example values (grouped by Product field value) (Note: additional values may be used by mutual agreement of the counterparties): * Identify the Issuer in the field Issuer(106) *** REPLACED values - See "Replaced Features and Supported Approach" *** NOTE: Additional values may be used by mutual agreement of the counterparties)

Type: String

Allowed values in SecurityTypeCodeSet:

Code | Name | Description
ABS | AssetBackedSecurities | Asset-backed Securities
AMENDED | Amended | Amended & Restated
AN | OtherAnticipationNotes | Other Anticipation Notes BAN, GAN, etc.
BA | BankersAcceptance | Bankers Acceptance
BN | BankNotes | Bank Notes
BOX | BillOfExchanges | Bill of Exchanges
BRADY | BradyBond | Brady Bond
BRIDGE | BridgeLoan | Bridge Loan
BUYSELL | BuySellback | Buy Sellback
CB | ConvertibleBond | Convertible Bond
CD | CertificateOfDeposit | Certificate of Deposit
CL | CallLoans | Call Loans
CMBS | Corp | Corp. Mortgage-backed Securities
CMO | CollateralizedMortgageObligation | Collateralized Mortgage Obligation
COFO | CertificateOfObligation | Certificate of Obligation
COFP | CertificateOfParticipation | Certificate of Participation
CORP | CorporateBond | Corporate Bond
CP | CommercialPaper | Commercial Paper
CPP | CorporatePrivatePlacement | Corporate Private Placement
CS | CommonStock | Common Stock
DEFLTED | Defaulted | Defaulted
DINP | DebtorInPossession | Debtor in Possession
DN | DepositNotes | Deposit Notes
DUAL | DualCurrency | Dual Currency
EUCD | EuroCertificateOfDeposit | Euro Certificate of Deposit
EUCORP | EuroCorporateBond | Euro Corporate Bond
EUCP | EuroCommercialPaper | Euro Commercial Paper
EUSOV | EuroSovereigns | Euro Sovereigns *
EUSUPRA | EuroSupranationalCoupons | Euro Supranational Coupons *
FAC | FederalAgencyCoupon | Federal Agency Coupon
FADN | FederalAgencyDiscountNote | Federal Agency Discount Note
FOR | ForeignExchangeContract | Foreign Exchange Contract
FORWARD | Forward | Forward
GO | GeneralObligationBonds | General Obligation Bonds
IET | IOETTEMortgage | IOETTE Mortgage
LOFC | LetterOfCredit | Letter of Credit
LQN | LiquidityNote | Liquidity Note
MATURED | Matured | Matured
MBS | MortgageBackedSecurities | Mortgage-backed Securities
MF | MutualFund | Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
MIO | MortgageInterestOnly | Mortgage Interest Only
MLEG | MultilegInstrument | Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
MPO | MortgagePrincipalOnly | Mortgage Principal Only
MPP | MortgagePrivatePlacement | Mortgage Private Placement
MPT | MiscellaneousPassThrough | Miscellaneous Pass-through
MT | MandatoryTender | Mandatory Tender
MTN | MediumTermNotes | Medium Term Notes
NONE | NoSecurityType | No Security Type
ONITE | Overnight | Overnight
PEF | PrivateExportFunding | Private Export Funding *
PFAND | Pfandbriefe | Pfandbriefe *
PN | PromissoryNote | Promissory Note
PS | PreferredStock | Preferred Stock
PZFJ | PlazosFijos | Plazos Fijos
RAN | RevenueAnticipationNote | Revenue Anticipation Note
REPLACD | Replaced | Replaced
REPO | Repurchase | Repurchase
RETIRED | Retired | Retired
REV | RevenueBonds | Revenue Bonds
RVLV | RevolverLoan | Revolver Loan
RVLVTRM | Revolver | Revolver/Term Loan
SECLOAN | SecuritiesLoan | Securities Loan
SECPLEDGE | SecuritiesPledge | Securities Pledge
SPCLA | SpecialAssessment | Special Assessment
SPCLO | SpecialObligation | Special Obligation
SPCLT | SpecialTax | Special Tax
STN | ShortTermLoanNote | Short Term Loan Note
STRUCT | StructuredNotes | Structured Notes
SUPRA | USDSupranationalCoupons | USD Supranational Coupons *
SWING | SwingLineFacility | Swing Line Facility
TAN | TaxAnticipationNote | Tax Anticipation Note
TAXA | TaxAllocation | Tax Allocation
TBA | ToBeAnnounced | To be Announced
TBILL | USTreasuryBill | US Treasury Bill
TBOND | USTreasuryBond | US Treasury Bond
TCAL | PrincipalStripOfACallableBondOrNote | Principal strip of a callable bond or note
TD | TimeDeposit | Time Deposit
TECP | TaxExemptCommercialPaper | Tax Exempt Commercial Paper
TERM | TermLoan | Term Loan
TINT | InterestStripFromAnyBondOrNote | Interest strip from any bond or note
TIPS | TreasuryInflationProtectedSecurities | Treasury Inflation Protected Securities
TNOTE | USTreasuryNote | US Treasury Note
TPRN | PrincipalStripFromANonCallableBondOrNote | Principal strip from a non-callable bond or note
TRAN | TaxRevenueAnticipationNote | Tax & Revenue Anticipation Note
UST | USTreasuryNoteOld | US Treasury Note (deprecated value, use "TNOTE")
USTB | USTreasuryBillOld | US Treasury Bill (deprecated value, use "TBILL")
VRDN | VariableRateDemandNote | Variable Rate Demand Note
WAR | Warrant | Warrant
WITHDRN | Withdrawn | Withdrawn
XCN | ExtendedCommNote | Extended Comm Note
XLINKD | IndexedLinked | Indexed Linked
YANK | YankeeCorporateBond | Yankee Corporate Bond
YCD | YankeeCertificateOfDeposit | Yankee Certificate of Deposit
FUT | Future | Future
OPT | Option | Option

Used in components: Instrument

Used in groups: SecTypesGrp, SettlInstGrp

Used in messages: AllocationInstructionAck, AllocationReportAck, SecurityTypeRequest, SettlementInstructionRequest

SellerDays

Specifies the number of days that may elapse before delivery of the security

Type: int

Used in groups: MDFullGrp, MDIncGrp

SellVolume

Quantity sold.

Type: Qty

Used in messages: SecurityStatus

SenderCompID

Assigned value used to identify firm sending message.

Type: String

Used in components: StandardHeader

SenderLocationID

Assigned value used to identify specific message originator’s location (i.e. geographic location and/or desk, trader)

Type: String

Used in components: StandardHeader

SenderSubID

Assigned value used to identify specific message originator (desk, trader, etc.)

Type: String

Used in components: StandardHeader

SendingTime

Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

Type: UTCTimestamp

Used in components: StandardHeader

SessionRejectReason

Code to identify reason for a session-level Reject message

Type: int

Allowed values in SessionRejectReasonCodeSet:

Code | Name | Description
0 | InvalidTagNumber | Invalid tag number
1 | RequiredTagMissing | Required tag missing
10 | SendingTimeAccuracyProblem | SendingTime accuracy problem
11 | InvalidMsgType | Invalid MsgType
12 | XMLValidationError | XML Validation error
13 | TagAppearsMoreThanOnce | Tag appears more than once
14 | TagSpecifiedOutOfRequiredOrder | Tag specified out of required order
15 | RepeatingGroupFieldsOutOfOrder | Repeating group fields out of order
16 | IncorrectNumInGroupCountForRepeatingGroup | Incorrect NumInGroup count for repeating group
17 | Non | Non "data" value includes field delimiter (SOH character)
2 | TagNotDefinedForThisMessageType | Tag not defined for this message type
3 | UndefinedTag | Undefined Tag
4 | TagSpecifiedWithoutAValue | Tag specified without a value
5 | ValueIsIncorrect | Value is incorrect (out of range) for this tag
6 | IncorrectDataFormatForValue | Incorrect data format for value
7 | DecryptionProblem | Decryption problem
8 | SignatureProblem | Signature problem
9 | CompIDProblem | CompID problem
99 | Other | Other

Used in messages: Reject

SettlCurrAmt

Total amount due expressed in settlement currency (includes the effect of the forex transaction)

Type: Amt

Used in groups: AllocGrp, TrdCapRptSideGrp

Used in messages: Confirmation, ExecutionReport

SettlCurrBidFxRate

Foreign exchange rate used to compute the bid "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120)

Type: float

Used in messages: Quote, QuoteResponse, QuoteStatusReport

SettlCurrency

Currency code of settlement denomination.

Type: Currency

Used in groups: AllocGrp, ListOrdGrp, SideCrossOrdModGrp, TrdCapRptSideGrp

Used in messages: Confirmation, ExecutionReport, MultilegOrderCancelReplace, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest

SettlCurrFxRate

Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120)

Type: float

Used in groups: AllocGrp, TrdCapRptSideGrp

Used in messages: Confirmation, ExecutionReport

SettlCurrFxRateCalc

Specifies whether or not SettlCurrFxRate(155) should be multiplied or divided

Type: char

Allowed values in SettlCurrFxRateCalcCodeSet:

Code | Name | Description
D | Divide | Divide
M | Multiply | Multiply

Used in groups: AllocGrp, TrdCapRptSideGrp

Used in messages: Confirmation, ExecutionReport, Quote, QuoteResponse, QuoteStatusReport

SettlCurrOfferFxRate

Foreign exchange rate used to compute the offer "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120)

Type: float

Used in messages: Quote, QuoteResponse, QuoteStatusReport

SettlDate

Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement)

Type: LocalMktDate

Used in groups: BidCompReqGrp, BidCompRspGrp, ListOrdGrp, QuotEntryAckGrp, QuotEntryGrp, QuotReqGrp, QuotReqRjctGrp

Used in messages: AllocationInstruction, AllocationReport, CollateralAssignment, CollateralInquiry, CollateralInquiryAck, CollateralReport, CollateralRequest, CollateralResponse, Confirmation, CrossOrderCancelReplaceRequest, ExecutionReport, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest, Quote, QuoteResponse, QuoteStatusReport, TradeCaptureReport

SettlDate2

SettDate (64) of the future part of an F/X swap order.

Type: LocalMktDate

Used in groups: ListOrdGrp, QuotEntryAckGrp, QuotEntryGrp, QuotReqGrp, QuotReqRjctGrp

Used in messages: ExecutionReport, NewOrderSingle, OrderCancelReplaceRequest, Quote, QuoteResponse, QuoteStatusReport

SettlDeliveryType

Identifies type of settlement

Type: int

Allowed values in SettlDeliveryTypeCodeSet:

Code | Name | Description
0 | Versus | "Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment
1 | Free | "Free": Deliver (if Sell) or Receive (if Buy) Free
2 | TriParty | Tri-Party
3 | HoldInCustody | Hold In Custody

Used in components: SettlInstructionsData

SettlInstGrp

No component usage documentation for SettlInstGrp

Name | Mult. | Type | Description
NoSettlInst | [1..1] | NumInGroup |
SettlInstID | [0..1] | String |
SettlInstTransType | [0..1] | CodeSet |
SettlInstRefID | [0..1] | String |
Parties | [0..*] | Group |
Side | [0..1] | CodeSet |
Product | [0..1] | CodeSet |
SecurityType | [0..1] | CodeSet |
CFICode | [0..1] | String |
EffectiveTime | [0..1] | UTCTimestamp |
ExpireTime | [0..1] | UTCTimestamp |
LastUpdateTime | [0..1] | UTCTimestamp |
SettlInstructionsData | [0..1] | Component |
PaymentMethod | [0..1] | CodeSet |
PaymentRef | [0..1] | String |
CardHolderName | [0..1] | String |
CardNumber | [0..1] | String |
CardStartDate | [0..1] | LocalMktDate |
CardExpDate | [0..1] | LocalMktDate |
CardIssNum | [0..1] | String |
PaymentDate | [0..1] | LocalMktDate |
PaymentRemitterID | [0..1] | String |

Used in messages: SettlementInstructions

SettlInstID

Unique identifier for Settlement Instruction.

Type: String

Used in groups: SettlInstGrp

SettlInstMode

Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***

Type: char

Allowed values in SettlInstModeCodeSet:

Code | Name | Description
1 | StandingInstructionsProvided | Standing Instructions Provided
4 | SpecificOrderForASingleAccount | Specific Order for a single account (for CIV)
5 | RequestReject | Request reject

Used in groups: ListOrdGrp

Used in messages: SettlementInstructions

SettlInstMsgID

Unique identifier for Settlement Instruction message.

Type: String

Used in messages: SettlementInstructions

SettlInstRefID

Reference identifier for the SettlInstID (62) with Cancel and Replace SettlInstTransType (63) transaction types.

Type: String

Used in groups: SettlInstGrp

SettlInstReqID

Unique ID of settlement instruction request message

Type: String

Used in messages: SettlementInstructionRequest, SettlementInstructions

SettlInstReqRejCode

Identifies reason for rejection (of a settlement instruction request message)

Type: int

Allowed values in SettlInstReqRejCodeCodeSet:

Code | Name | Description
0 | UnableToProcessRequest | unable to process request (e.g. database unavailable)
1 | UnknownAccount | unknown account
2 | NoMatchingSettlementInstructionsFound | no matching settlement instructions found
99 | Other | other

Used in messages: SettlementInstructions

SettlInstructionsData

The SettlInstructionsData component block is used to convey key information regarding standing settlement and delivery instructions. It also provides a reference to standing settlement details regarding the source, delivery instructions, and settlement parties

Name | Mult. | Type | Description
SettlDeliveryType | [0..1] | CodeSet | Required if AllocSettlInstType = 1 or 2
StandInstDbType | [0..1] | CodeSet | Required if AllocSettlInstType = 3 (should not be populated otherwise)
StandInstDbName | [0..1] | String | Required if AllocSettlInstType = 3 (should not be populated otherwise)
StandInstDbID | [0..1] | String | Identifier used within the StandInstDbType Required if AllocSettlInstType = 3 (should not be populated otherwise)
DlvyInstGrp | [0..*] | Group | Required (and must be > 0) if AllocSettlInstType = 2 (should not be populated otherwise)

Used in groups: AllocGrp, SettlInstGrp

Used in messages: CollateralAssignment, CollateralInquiry, CollateralReport, Confirmation

SettlInstSource

Indicates source of Settlement Instructions

Type: char

Allowed values in SettlInstSourceCodeSet:

Code | Name | Description
1 | BrokerCredit | Broker’s Instructions
2 | Institution | Institution’s Instructions
3 | Investor | Investor (e.g. CIV use)

Used in groups: DlvyInstGrp

SettlInstTransType

Settlement Instructions message transaction type

Type: char

Allowed values in SettlInstTransTypeCodeSet:

Code | Name | Description
C | Cancel | Cancel
N | New | New
R | Replace | Replace
T | Restate | Restate (used where the Settlement Instruction is being used to communicate standing instructions which have not been changed or added to)

Used in groups: SettlInstGrp

SettlParties

The SettlParties component block is used in a similar manner as Parties Block within the context of settlement instruction messages to distinguish between parties involved in the settlement and parties who are expected to execute the settlement process.

Name | Mult. | Type | Description
NoSettlPartyIDs | [1..1] | NumInGroup | Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole
SettlPartyID | [0..1] | String | Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0.
SettlPartyIDSource | [0..1] | CodeSet | Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0.
SettlPartyRole | [0..1] | CodeSet | Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0.
SettlPtysSubGrp | [0..*] | Group | Repeating group of SettlParty sub-identifiers.

Used in groups: DlvyInstGrp

SettlPartyID

PartyID value within a settlement parties component. Nested repeating group. Same values as PartyID (448)

Type: String

Used in groups: SettlParties

SettlPartyIDSource

PartyIDSource value within a settlement parties component. Same values as PartyIDSource (447)

Type: char

Allowed values in PartyIDSourceCodeSet:

Code | Name | Description
1 | KoreanInvestorID | Korean Investor ID
2 | TaiwaneseForeignInvestorID | Taiwanese Qualified Foreign Investor ID QFII / FID
3 | TaiwaneseTradingAcct | Taiwanese Trading Account
4 | MalaysianCentralDepository | Malaysian Central Depository (MCD) number
5 | ChineseInvestorID | Chinese B Share (Shezhen and Shanghai)
6 | UKNationalInsuranceOrPensionNumber | UK National Insurance or Pension Number
7 | USSocialSecurityNumber | US Social Security Number
8 | USEmployerOrTaxIDNumber | US Employer Identification Number
9 | AustralianBusinessNumber | Australian Business Number
A | AustralianTaxFileNumber | Australian Tax File Number
B | BIC | BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
C | GeneralIdentifier | Generally accepted market participant identifier (e.g. NASD mnemonic)
D | Proprietary | Proprietary/Custom code
E | ISOCountryCode | ISO Country Code
F | SettlementEntityLocation | Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
G | MIC | MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
H | CSDParticipant | CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
I | ISITCAcronym | Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document

Used in groups: SettlParties

SettlPartyRole

PartyRole value within a settlement parties component. Same values as PartyRole (452)

Type: int

Allowed values in PartyRoleCodeSet:

Code | Name | Description
1 | ExecutingFirm | Executing Firm (formerly FIX 4.2 ExecBroker)
10 | SettlementLocation | Settlement Location (formerly FIX 4.2 SettlLocation)
11 | OrderOriginationTrader | Order Origination Trader (associated with Order Origination Firm – e.g. trader who initiates/submits the order)
12 | ExecutingTrader | Executing Trader (associated with Executing Firm - actually executes)
13 | OrderOriginationFirm | Order Origination Firm (e.g. buyside firm)
14 | GiveupClearingFirm | Giveup Clearing Firm (firm to which trade is given up)
15 | CorrespondantClearingFirm | Correspondant Clearing Firm
16 | ExecutingSystem | Executing System
17 | ContraFirm | Contra Firm
18 | ContraClearingFirm | Contra Clearing Firm
19 | SponsoringFirm | Sponsoring Firm
2 | BrokerOfCredit | Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
20 | UnderlyingContraFirm | Underlying Contra Firm
21 | ClearingOrganization | Clearing Organization
22 | Exchange | Exchange
24 | CustomerAccount | Customer Account
25 | CorrespondentClearingOrganization | Correspondent Clearing Organization
26 | CorrespondentBroker | Correspondent Broker
27 | Buyer | Buyer/Seller (Receiver/Deliverer)
28 | Custodian | Custodian
29 | Intermediary | Intermediary
3 | ClientID | Client ID (formerly FIX 4.2 ClientID)
30 | Agent | Agent
31 | SubCustodian | Sub custodian
32 | Beneficiary | Beneficiary
33 | InterestedParty | Interested party
34 | RegulatoryBody | Regulatory body
35 | LiquidityProvider | Liquidity provider
36 | EnteringTrader | Entering Trader
37 | ContraTrader | Contra Trader
38 | PositionAccount | Position Account
4 | ClearingFirm | Clearing Firm (formerly FIX 4.2 ClearingFirm)
5 | InvestorID | Investor ID
6 | IntroducingFirm | Introducing Firm
7 | EnteringFirm | Entering Firm
8 | Locate | Locate/Lending Firm (for short-sales)
9 | FundManagerClientID | Fund manager Client ID (for CIV)

Used in groups: SettlParties

SettlPartySubID

PartySubID value within a settlement parties component. Same values as PartySubID (523)

Type: String

Used in groups: SettlPtysSubGrp

SettlPartySubIDType

Type of SettlPartySubID (785) value. Same values as PartySubIDType (803)

Type: int

Allowed values in PartySubIDTypeCodeSet:

Code | Name | Description
1 | Firm | Firm
10 | SecuritiesAccountNumber | Securities account number (for settlement instructions)
11 | RegistrationNumber | Registration number (for settlement instructions and confirmations)
12 | RegisteredAddressForConfirmation | Registered address (for confirmation purposes)
13 | RegulatoryStatus | Regulatory status (for confirmation purposes)
14 | RegistrationName | Registration name (for settlement instructions)
15 | CashAccountNumber | Cash account number (for settlement instructions)
16 | BIC | BIC
17 | CSDParticipantMemberCode | CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
18 | RegisteredAddress | Registered address
19 | FundAccountName | Fund/account name
2 | Person | Person
20 | TelexNumber | Telex number
21 | FaxNumber | Fax number
22 | SecuritiesAccountName | Securities account name
23 | CashAccountName | Cash account name
24 | Department | Department
25 | LocationDesk | Location / Desk
26 | PositionAccountType | Position Account Type
3 | System | System
4 | Application | Application
5 | FullLegalNameOfFirm | Full legal name of firm
6 | PostalAddress | Postal address (inclusive of street address, location, and postal code)
7 | PhoneNumber | Phone number
8 | EmailAddress | Email address
9 | ContactName | Contact name

Used in groups: SettlPtysSubGrp

SettlPrice

Settlement price

Type: Price

Used in messages: AssignmentReport, PositionReport

SettlPriceType

Type of settlement price

Type: int

Allowed values in SettlPriceTypeCodeSet:

Code | Name | Description
1 | Final | Final
2 | Theoretical | Theoretical

Used in messages: AssignmentReport, PositionReport

SettlPtysSubGrp

No component usage documentation for SettlPtysSubGrp

Name | Mult. | Type | Description
NoSettlPartySubIDs | [1..1] | NumInGroup |
SettlPartySubID | [0..1] | String |
SettlPartySubIDType | [0..1] | CodeSet |

Used in groups: SettlParties

SettlSessID

Identifies a specific settlement session

Type: String

Allowed values in SettlSessIDCodeSet:

Code | Name | Description
ETH | ElectronicTradingHours | Electronic Trading Hours
ITD | Intraday | Intraday
RTH | RegularTradingHours | Regular Trading Hours

Used in messages: AssignmentReport, CollateralAssignment, CollateralInquiry, CollateralInquiryAck, CollateralReport, CollateralRequest, PositionMaintenanceReport, PositionMaintenanceRequest, PositionReport, RequestForPositions

SettlSessSubID

SubID value associated with SettlSessID (76)

Type: String

Used in messages: AssignmentReport, CollateralAssignment, CollateralInquiry, CollateralInquiryAck, CollateralReport, CollateralRequest, PositionMaintenanceReport, PositionMaintenanceRequest, PositionReport, RequestForPositions

SettlType

Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.

Type: char

Allowed values in SettlTypeCodeSet:

Code | Name | Description
0 | Regular | Regular
1 | Cash | Cash
2 | NextDay | Next Day (T+1)
3 | TPlus2 | T+2
4 | TPlus3 | T+3
5 | TPlus4 | T+4
6 | Future | Future
7 | WhenAndIfIssued | When And If Issued
8 | SellersOption | Sellers Option
9 | TPlus5 | T+ 5

Used in groups: BidCompReqGrp, BidCompRspGrp, ListOrdGrp, QuotReqGrp, QuotReqRjctGrp

Used in messages: AllocationInstruction, AllocationReport, Confirmation, CrossOrderCancelReplaceRequest, ExecutionReport, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest, Quote, QuoteResponse, QuoteStatusReport, TradeCaptureReport

SharedCommission

Commission to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement.

Type: Amt

Used in messages: Confirmation

ShortQty

Short Quantity

Type: Qty

Used in groups: PositionQty

ShortSaleReason

Reason for short sale

Type: int

Allowed values in ShortSaleReasonCodeSet:

Code | Name | Description
0 | DealerSoldShort | Dealer Sold Short
1 | DealerSoldShortExempt | Dealer Sold Short Exempt
2 | SellingCustomerSoldShort | Selling Customer Sold Short
3 | SellingCustomerSoldShortExempt | Selling Customer Sold Short Exempt
4 | QualifiedServiceRepresentative | Qualified Service Representative (QSR) or Automatic Giveup (AGU) Contra Side Sold Short
5 | QSROrAGUContraSideSoldShortExempt | QSR or AGU Contra Side Sold Short Exempt

Used in messages: TradeCaptureReport

Side

Side of order

Type: char

Allowed values in SideCodeSet:

Code | Name | Description
1 | Buy | Buy
2 | Sell | Sell
3 | BuyMinus | Buy minus
4 | SellPlus | Sell plus
5 | SellShort | Sell short
6 | SellShortExempt | Sell short exempt
7 | Undisclosed | Undisclosed (valid for IOI and List Order messages only)
8 | Cross | Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9 | CrossShort | Cross short
A | CrossShortExempt | Cross short exempt
B | AsDefined | "As Defined" (for use with multileg instruments)
C | Opposite | "Opposite" (for use with multileg instruments)
D | Subscribe | Subscribe (e.g. CIV)
E | Redeem | Redeem (e.g. CIV)
F | Lend | Lend (FINANCING - identifies direction of collateral)
G | Borrow | Borrow (FINANCING - identifies direction of collateral)

Used in groups: BidCompReqGrp, BidCompRspGrp, ListOrdGrp, QuotReqGrp, QuotReqRjctGrp, SettlInstGrp, SideCrossOrdCxlGrp, SideCrossOrdModGrp, TrdCapRptSideGrp, UndInstrmtStrkPxGrp

Used in messages: AllocationInstruction, AllocationReport, CollateralAssignment, CollateralInquiry, CollateralReport, CollateralRequest, CollateralResponse, Confirmation, DontKnowTrade, ExecutionReport, IOI, MultilegOrderCancelReplace, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest, OrderCancelRequest, OrderMassCancelReport, OrderMassCancelRequest, OrderMassStatusRequest, OrderStatusRequest, Quote, QuoteResponse, QuoteStatusReport, SettlementInstructionRequest, TradeCaptureReportRequest

SideComplianceID

ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting).

Type: String

Used in groups: SideCrossOrdModGrp

SideCrossOrdCxlGrp

No component usage documentation for SideCrossOrdCxlGrp

Name | Mult. | Type | Description
NoSides | [1..1] | CodeSet |
Side | [1..1] | CodeSet |
OrigClOrdID | [1..1] | String |
ClOrdID | [1..1] | String |
SecondaryClOrdID | [0..1] | String |
ClOrdLinkID | [0..1] | String |
OrigOrdModTime | [0..1] | UTCTimestamp |
Parties | [0..*] | Group |
TradeOriginationDate | [0..1] | LocalMktDate |
TradeDate | [0..1] | LocalMktDate |
OrderQtyData | [1..1] | Component |
ComplianceID | [0..1] | String |
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length |
EncodedText | [0..1] | data |

Used in messages: CrossOrderCancelRequest

SideCrossOrdModGrp

No component usage documentation for SideCrossOrdModGrp

Name | Mult. | Type | Description
NoSides | [1..1] | CodeSet |
Side | [1..1] | CodeSet |
ClOrdID | [1..1] | String |
SecondaryClOrdID | [0..1] | String |
ClOrdLinkID | [0..1] | String |
OrigOrdModTime | [0..1] | UTCTimestamp |
Parties | [0..*] | Group |
TradeOriginationDate | [0..1] | LocalMktDate |
TradeDate | [0..1] | LocalMktDate |
Account | [0..1] | String |
AcctIDSource | [0..1] | CodeSet |
AccountType | [0..1] | CodeSet |
DayBookingInst | [0..1] | CodeSet |
BookingUnit | [0..1] | CodeSet |
PreallocMethod | [0..1] | CodeSet |
AllocID | [0..1] | String |
PreAllocGrp | [0..*] | Group |
QtyType | [0..1] | CodeSet |
OrderQtyData | [1..1] | Component |
CommissionData | [0..1] | Component |
OrderCapacity | [0..1] | CodeSet |
OrderRestrictions | [0..1] | CodeSet |
CustOrderCapacity | [0..1] | CodeSet |
ForexReq | [0..1] | CodeSet |
SettlCurrency | [0..1] | Currency |
BookingType | [0..1] | CodeSet |
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length |
EncodedText | [0..1] | data |
PositionEffect | [0..1] | CodeSet |
CoveredOrUncovered | [0..1] | CodeSet |
CashMargin | [0..1] | CodeSet |
ClearingFeeIndicator | [0..1] | CodeSet |
SolicitedFlag | [0..1] | CodeSet |
SideComplianceID | [0..1] | String |

Used in messages: CrossOrderCancelReplaceRequest, NewOrderCross

SideMultiLegReportingType

Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security

Type: int

Allowed values in SideMultiLegReportingTypeCodeSet:

Code | Name | Description
1 | SingleSecurity | Single Security (default if not specified)
2 | IndividualLegOfAMultilegSecurity | Individual leg of a multi-leg security
3 | MultilegSecurity | Multi-leg security

Used in groups: TrdCapRptSideGrp

SideValue1

Amounts in currency

Type: Amt

Used in messages: BidRequest

SideValue2

Amounts in currency

Type: Amt

Used in messages: BidRequest

SideValueInd

Code to identify which "SideValue" the value refers to. SideValue and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell.

Type: int

Allowed values in SideValueIndCodeSet:

Code | Name | Description
1 | SideValue1 | SideValue1
2 | SideValue2 | SideValue 2

Used in groups: BidDescReqGrp, ListOrdGrp

Signature

Electronic signature

Type: data

Used in components: StandardTrailer

SignatureLength

Number of bytes in signature field.

Type: Length

Used in components: StandardTrailer

SolicitedFlag

Indicates whether or not the order was solicited.

Type: Boolean

Allowed values in SolicitedFlagCodeSet:

Code | Name | Description
N | WasNotSolicited | Was not solicited
Y | WasSolicited | Was solicited

Used in groups: ListOrdGrp, SideCrossOrdModGrp, TrdCapRptSideGrp

Used in messages: ExecutionReport, MultilegOrderCancelReplace, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest

Spread

For Fixed Income. Either Swap Spread or Spread to Benchmark depending upon the order type. Spread to Benchmark: Basis points relative to a benchmark. To be expressed as "count of basis points" (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the BenchmarkCurveName(221) field). Note: Basis points can be negative. Swap Spread: Target spread for a swap.

Type: PriceOffset

Used in components: SpreadOrBenchmarkCurveData

SpreadOrBenchmarkCurveData

The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve.

Name | Mult. | Type | Description
Spread | [0..1] | PriceOffset | For Fixed Income
BenchmarkCurveCurrency | [0..1] | Currency |
BenchmarkCurveName | [0..1] | String |
BenchmarkCurvePoint | [0..1] | String |
BenchmarkPrice | [0..1] | Price |
BenchmarkPriceType | [0..1] | int | Must be present if BenchmarkPrice is used.
BenchmarkSecurityID | [0..1] | String | The identifier of the benchmark security, e.g. Treasury against Corporate bond.
BenchmarkSecurityIDSource | [0..1] | CodeSet | Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

Used in groups: ListOrdGrp, QuotReqGrp, QuotReqRjctGrp, SecListGrp

Used in messages: AllocationInstruction, AllocationReport, CollateralAssignment, CollateralInquiry, CollateralReport, CollateralRequest, CollateralResponse, Confirmation, CrossOrderCancelReplaceRequest, ExecutionReport, IOI, NewOrderCross, NewOrderSingle, OrderCancelReplaceRequest, Quote, QuoteResponse, QuoteStatusReport, TradeCaptureReport

StandardHeader

The standard FIX message header

Name | Mult. | Type | Description
BeginString | [1..1] | String | FIX.4.4 (Always unencrypted, must be first field in message)
BodyLength | [1..1] | Length | (Always unencrypted, must be second field in message)
MsgType | [1..1] | CodeSet | (Always unencrypted, must be third field in message)
SenderCompID | [1..1] | String | (Always unencrypted)
TargetCompID | [1..1] | String | (Always unencrypted)
OnBehalfOfCompID | [0..1] | String | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)
DeliverToCompID | [0..1] | String | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)
SecureDataLen | [0..1] | Length | Required to identify length of encrypted section of message. (Always unencrypted)
SecureData | [0..1] | data | Required when message body is encrypted. Always immediately follows SecureDataLen field.
MsgSeqNum | [1..1] | SeqNum | (Can be embedded within encrypted data section.)
SenderSubID | [0..1] | String | (Can be embedded within encrypted data section.)
SenderLocationID | [0..1] | String | Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)
TargetSubID | [0..1] | String | "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)
TargetLocationID | [0..1] | String | Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)
OnBehalfOfSubID | [0..1] | String | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)
OnBehalfOfLocationID | [0..1] | String | 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.)
DeliverToSubID | [0..1] | String | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)
DeliverToLocationID | [0..1] | String | 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.)
PossDupFlag | [0..1] | CodeSet | 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.)
PossResend | [0..1] | CodeSet | Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)
SendingTime | [1..1] | UTCTimestamp | (Can be embedded within encrypted data section.)
OrigSendingTime | [0..1] | UTCTimestamp | 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.)
XmlDataLen | [0..1] | Length | Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)
XmlData | [0..1] | data | Can contain an XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML Support
MessageEncoding | [0..1] | CodeSet | Type of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used.
LastMsgSeqNumProcessed | [0..1] | SeqNum | The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.
Hop | [0..*] | Group | Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops.

Used in messages: Advertisement, AllocationInstruction, AllocationInstructionAck, AllocationReport, AllocationReportAck, AssignmentReport, BidRequest, BidResponse, BusinessMessageReject, CollateralAssignment, CollateralInquiry, CollateralInquiryAck, CollateralReport, CollateralRequest, CollateralResponse, Confirmation, ConfirmationAck, ConfirmationRequest, CrossOrderCancelReplaceRequest, CrossOrderCancelRequest, DerivativeSecurityList, DerivativeSecurityListRequest, DontKnowTrade, Email, ExecutionReport, Heartbeat, IOI, ListCancelRequest, ListExecute, ListStatus, ListStatusRequest, ListStrikePrice, Logon, Logout, MarketDataIncrementalRefresh, MarketDataRequest, MarketDataRequestReject, MarketDataSnapshotFullRefresh, MassQuote, MassQuoteAcknowledgement, MultilegOrderCancelReplace, NetworkCounterpartySystemStatusRequest, NetworkCounterpartySystemStatusResponse, NewOrderCross, NewOrderList, NewOrderMultileg, NewOrderSingle, News, OrderCancelReject, OrderCancelReplaceRequest, OrderCancelRequest, OrderMassCancelReport, OrderMassCancelRequest, OrderMassStatusRequest, OrderStatusRequest, PositionMaintenanceReport, PositionMaintenanceRequest, PositionReport, Quote, QuoteCancel, QuoteRequest, QuoteRequestReject, QuoteResponse, QuoteStatusReport, QuoteStatusRequest, RFQRequest, RegistrationInstructions, RegistrationInstructionsResponse, Reject, RequestForPositions, RequestForPositionsAck, ResendRequest, SecurityDefinition, SecurityDefinitionRequest, SecurityList, SecurityListRequest, SecurityStatus, SecurityStatusRequest, SecurityTypeRequest, SecurityTypes, SequenceReset, SettlementInstructionRequest, SettlementInstructions, TestRequest, TradeCaptureReport, TradeCaptureReportAck, TradeCaptureReportRequest, TradeCaptureReportRequestAck, TradingSessionStatus, TradingSessionStatusRequest, UserRequest, UserResponse

StandardTrailer

The standard FIX message trailer

Name | Mult. | Type | Description
SignatureLength | [0..1] | Length | Required when trailer contains signature. Note: Not to be included within SecureData field
Signature | [0..1] | data | Note: Not to be included within SecureData field
CheckSum | [1..1] | String | (Always unencrypted, always last field in message)

Used in messages: Advertisement, AllocationInstruction, AllocationInstructionAck, AllocationReport, AllocationReportAck, AssignmentReport, BidRequest, BidResponse, BusinessMessageReject, CollateralAssignment, CollateralInquiry, CollateralInquiryAck, CollateralReport, CollateralRequest, CollateralResponse, Confirmation, ConfirmationAck, ConfirmationRequest, CrossOrderCancelReplaceRequest, CrossOrderCancelRequest, DerivativeSecurityList, DerivativeSecurityListRequest, DontKnowTrade, Email, ExecutionReport, Heartbeat, IOI, ListCancelRequest, ListExecute, ListStatus, ListStatusRequest, ListStrikePrice, Logon, Logout, MarketDataIncrementalRefresh, MarketDataRequest, MarketDataRequestReject, MarketDataSnapshotFullRefresh, MassQuote, MassQuoteAcknowledgement, MultilegOrderCancelReplace, NetworkCounterpartySystemStatusRequest, NetworkCounterpartySystemStatusResponse, NewOrderCross, NewOrderList, NewOrderMultileg, NewOrderSingle, News, OrderCancelReject, OrderCancelReplaceRequest, OrderCancelRequest, OrderMassCancelReport, OrderMassCancelRequest, OrderMassStatusRequest, OrderStatusRequest, PositionMaintenanceReport, PositionMaintenanceRequest, PositionReport, Quote, QuoteCancel, QuoteRequest, QuoteRequestReject, QuoteResponse, QuoteStatusReport, QuoteStatusRequest, RFQRequest, RegistrationInstructions, RegistrationInstructionsResponse, Reject, RequestForPositions, RequestForPositionsAck, ResendRequest, SecurityDefinition, SecurityDefinitionRequest, SecurityList, SecurityListRequest, SecurityStatus, SecurityStatusRequest, SecurityTypeRequest, SecurityTypes, SequenceReset, SettlementInstructionRequest, SettlementInstructions, TestRequest, TradeCaptureReport, TradeCaptureReportAck, TradeCaptureReportRequest, TradeCaptureReportRequestAck, TradingSessionStatus, TradingSessionStatusRequest, UserRequest, UserResponse

StandInstDbID

Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced.

Type: String

Used in components: SettlInstructionsData

Used in messages: SettlementInstructionRequest

StandInstDbName

Name of the Standing Instruction database represented with StandInstDbType (69) (i.e. the Global Custodian’s name).

Type: String

Used in components: SettlInstructionsData

Used in messages: SettlementInstructionRequest

StandInstDbType

Identifies the Standing Instruction database used

Type: int

Allowed values in StandInstDbTypeCodeSet:

Code | Name | Description
0 | Other | Other
1 | DTCSID | DTC SID
2 | ThomsonALERT | Thomson ALERT
3 | AGlobalCustodian | A Global Custodian (StandInstDbName (170) must be provided)
4 | AccountNet | AccountNet

Used in components: SettlInstructionsData

Used in messages: SettlementInstructionRequest

StartCash

Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date.

Type: Amt

Used in groups: TrdCapRptSideGrp

Used in messages: AllocationInstruction, AllocationReport, CollateralAssignment, CollateralInquiry, CollateralReport, CollateralRequest, CollateralResponse, Confirmation, ExecutionReport

StartDate

Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral

Type: LocalMktDate

Used in components: FinancingDetails

StateOrProvinceOfIssue

A two-character state or province abbreviation.

Type: String

Used in components: Instrument

StatusText

A text description associated with a network status.

Type: String

Used in groups: CompIDStatGrp

StatusValue

Indicates the status of a network connection

Type: int

Allowed values in StatusValueCodeSet:

Code | Name | Description
1 | Connected | Connected
2 | NotConnectedUnexpected | Not connected – down expected up
3 | NotConnectedExpected | Not connected – down expected down
4 | InProcess | In Process

Used in groups: CompIDStatGrp

Stipulations

The Stipulations component block is used in Fixed Income to provide additional information on a given security. These additional information are usually not considered static data information.

Name | Mult. | Type | Description
NoStipulations | [1..1] | NumInGroup |
StipulationType | [0..1] | CodeSet | Required if NoStipulations >0
StipulationValue | [0..1] | String |

Used in groups: ListOrdGrp, QuotReqGrp, QuotReqRjctGrp, SecListGrp, TrdCapRptSideGrp

Used in messages: AllocationInstruction, AllocationReport, CollateralAssignment, CollateralInquiry, CollateralReport, CollateralRequest, CollateralResponse, Confirmation, CrossOrderCancelReplaceRequest, ExecutionReport, IOI, NewOrderCross, NewOrderSingle, Quote, QuoteResponse, QuoteStatusReport

StipulationType

Type of Stipulation

Type: String

Allowed values in StipulationTypeCodeSet:

Code | Name | Description
AMT | AlternativeMinimumTax | AMT (y/n)
AUTOREINV | AutoReinvestment | Auto Reinvestment at <rate> or better
BANKQUAL | BankQualified | Bank qualified (y/n)
BGNCON | BargainConditions | Bargain Conditions– see (234) for values
COUPON | CouponRange | Coupon range
CURRENCY | ISOCurrencyCode | ISO Currency code
CUSTOMDATE | CustomStart | Custom start/end date
GEOG | Geographics | Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT | ValuationDiscount | Valuation discount
INSURED | Insured | Insured (y/n)
ISSUE | IssueDate | Year or Year/Month of Issue (ex. 234=2002/09)
ISSUER | Issuer | Issuer’s ticker
ISSUESIZE | IssueSizeRange | issue size range
LOOKBACK | LookbackDays | Lookback days
LOT | ExplicitLotIdentifier | Explicit lot identifier
LOTVAR | LotVariance | Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT | MaturityYearAndMonth | Maturity Year and Month
MATURITY | MaturityRange | Maturity range
MAXSUBS | MaximumSubstitutions | Maximum substitutions (Repo)
MINDNOM | MinimumDenomination | Minimum denomination
MININCR | MinimumIncrement | Minimum increment
MINQTY | MinimumQuantity | Minimum quantity
PAYFREQ | PaymentFrequency | Payment frequency, calendar
PIECES | NumberOfPieces | Number of Pieces
PMAX | PoolsMaximum | Pools Maximum
PPL | PoolsPerLot | Pools per Lot
PPM | PoolsPerMillion | Pools per Million
PPT | PoolsPerTrade | Pools per Trade
PRICE | PriceRange | Price range
PRICEFREQ | PricingFrequency | Pricing frequency
PROD | ProductionYear | Production Year
PROTECT | CallProtection | Call protection
PURPOSE | Purpose | Purpose
PXSOURCE | BenchmarkPriceSource | Benchmark price source
RATING | RatingSourceAndRange | Rating source and range
REDEMPTION | TypeOfRedemption | Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED | Restricted | Restricted (y/n)
SECTOR | MarketSector | Market sector
SECTYPE | SecurityTypeIncludedOrExcluded | SecurityType included or excluded
STRUCT | Structure | Structure
SUBSFREQ | SubstitutionsFrequency | Substitutions frequency (Repo)
SUBSLEFT | SubstitutionsLeft | Substitutions left (Repo)
TEXT | FreeformText | Freeform text
TRDVAR | TradeVariance | Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC | WeightedAverageCoupon | Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])
WAL | WeightedAverageLifeCoupon | Weighted Average Life Coupon: value in percent (exact or range)
WALA | WeightedAverageLoanAge | Weighted Average Loan Age: value in months (exact or range)
WAM | WeightedAverageMaturity | Weighted Average Maturity : value in months (exact or range)
WHOLE | WholePool | Whole Pool (y/n)
YIELD | YieldRange | Yield range

Used in groups: Stipulations

StipulationValue

For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value – value2 value OR value2 value AND value2 YES NO (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Type: String

Used in groups: Stipulations

StopPx

Price per unit of quantity (e.g. per share)

Type: Price

Used in groups: ListOrdGrp

Used in messages: CrossOrderCancelReplaceRequest, ExecutionReport, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest

StrikeCurrency

Currency in which the StrikePrice is denominated.

Type: Currency

Used in components: Instrument

StrikePrice

Strike Price for an Option.

Type: Price

Used in components: Instrument

StrikeTime

The time at which current market prices are used to determine the value of a basket.

Type: UTCTimestamp

Used in messages: BidRequest

Subject

The subject of an Email message

Type: String

Used in messages: Email

SubscriptionRequestType

Subscription Request Type

Type: char

Allowed values in SubscriptionRequestTypeCodeSet:

Code | Name | Description
0 | Snapshot | Snapshot
1 | SnapshotAndUpdates | Snapshot + Updates (Subscribe)
2 | DisablePreviousSnapshot | Disable previous Snapshot + Update Request (Unsubscribe)

Used in messages: CollateralInquiry, DerivativeSecurityListRequest, MarketDataRequest, PositionReport, QuoteStatusRequest, RFQRequest, RequestForPositions, SecurityDefinitionRequest, SecurityListRequest, SecurityStatusRequest, SecurityTypes, TradeCaptureReport, TradeCaptureReportAck, TradeCaptureReportRequest, TradeCaptureReportRequestAck, TradingSessionStatusRequest

Symbol

Ticker symbol. Common, "human understood" representation of the security. SecurityID (48) value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol.

Type: String

Used in components: Instrument

SymbolSfx

Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType(167). Valid values: As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory Fixed Income use: WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN CD = a EUCP with lump-sum interest rather than discount price

Type: String

Used in components: Instrument

TargetCompID

Assigned value used to identify receiving firm.

Type: String

Used in components: StandardHeader

TargetLocationID

Assigned value used to identify specific message destination’s location (i.e. geographic location and/or desk, trader)

Type: String

Used in components: StandardHeader

TargetStrategy

The target strategy of the order 1000+ = Reserved and available for bi-laterally agreed upon user defined values

Type: int

Allowed values in TargetStrategyCodeSet:

Code | Name | Description
1 | VWAP | VWAP
2 | Participate | Participate (i.e. aim to be x percent of the market volume)
3 | MininizeMarketImpact | Minimize market impact

Used in groups: ListOrdGrp

Used in messages: CrossOrderCancelReplaceRequest, ExecutionReport, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest

TargetStrategyParameters

Field to allow further specification of the TargetStrategy – usage to be agreed between counterparties

Type: String

Used in groups: ListOrdGrp

Used in messages: CrossOrderCancelReplaceRequest, ExecutionReport, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest

TargetStrategyPerformance

For communication of the performance of the order versus the target strategy

Type: float

Used in messages: ExecutionReport

TargetSubID

Assigned value used to identify specific individual or unit intended to receive message. "ADMIN" reserved for administrative messages not intended for a specific user.

Type: String

Used in components: StandardHeader

TaxAdvantageType

For CIV - a code identifying the type of tax-exempt account in which purchased shares/units are to be held

Type: int

Allowed values in TaxAdvantageTypeCodeSet:

Code | Name | Description
0 | None | None/Not Applicable (default)
1 | MaxiISA | Maxi ISA (UK)
10 | EmployeeCurrentYear | Employee – current year (US)
11 | EmployerPriorYear | Employer - prior year (US)
12 | EmployerCurrentYear | Employer – current year (US)
13 | NonFundPrototypeIRA | Non-fund prototype IRA (US)
14 | NonFundQualifiedPlan | Non-fund qualified plan (US)
15 | DefinedContributionPlan | Defined contribution plan (US)
16 | IRA | Individual Retirement Account (US)
17 | IRARollover | Individual Retirement Account – Rollover (US)
18 | KEOGH | KEOGH (US)
19 | ProfitSharingPlan | Profit Sharing Plan (US)
2 | TESSA | TESSA (UK)
20 | US401K | 401K (US)
21 | SelfDirectedIRA | Self-Directed IRA (US)
22 | US403b | 403(b) (US)
23 | US457 | 457 (US)
24 | RothIRAPrototype | Roth IRA (fund prototype) (US)
25 | RothIRANonPrototype | Roth IRA (non-prototype) (US)
26 | RothConversionIRAPrototype | Roth Conversion IRA (fund prototype) (US)
27 | RothConversionIRANonPrototype | Roth Conversion IRA (non-prototype) (US)
28 | EducationIRAPrototype | Education IRA (fund prototype) (US)
29 | EducationIRANonPrototype | Education IRA (non-prototype) (US)
3 | MiniCashISA | Mini Cash ISA (UK)
4 | MiniStocksAndSharesISA | Mini Stocks and Shares ISA (UK)
5 | MiniInsuranceISA | Mini Insurance ISA (UK)
6 | CurrentYearPayment | Current year payment (US)
7 | PriorYearPayment | Prior year payment (US)
8 | AssetTransfer | Asset transfer (US)
9 | EmployeePriorYear | Employee - prior year (US)

Used in messages: RegistrationInstructions

TerminationType

Type of financing termination

Type: int

Allowed values in TerminationTypeCodeSet:

Code | Name | Description
1 | Overnight | Overnight
2 | Term | Term
3 | Flexible | Flexible
4 | Open | Open

Used in components: FinancingDetails

TestMessageIndicator

Indicates whether or not this FIX Session is a "test" vs. "production" connection. Useful for preventing "accidents".

Type: Boolean

Allowed values in TestMessageIndicatorCodeSet:

Code | Name | Description
N | False | False (Production)
Y | True | True (Test)

Used in messages: Logon

TestReqID

Identifier included in Test Request message to be returned in resulting Heartbeat

Type: String

Used in messages: Heartbeat, TestRequest

Text

Free format text string (Note: this field does not have a specified maximum length)

Type: String

Used in groups: BidCompRspGrp, LinesOfTextGrp, ListOrdGrp, MDFullGrp, MDIncGrp, OrdListStatGrp, RelSymDerivSecGrp, SecListGrp, SideCrossOrdCxlGrp, SideCrossOrdModGrp, TrdCapRptSideGrp, UndInstrmtStrkPxGrp

Used in messages: Advertisement, AllocationInstruction, AllocationInstructionAck, AllocationReport, AllocationReportAck, AssignmentReport, BidRequest, BusinessMessageReject, CollateralAssignment, CollateralInquiry, CollateralInquiryAck, CollateralReport, CollateralRequest, CollateralResponse, Confirmation, ConfirmationAck, ConfirmationRequest, DerivativeSecurityListRequest, DontKnowTrade, ExecutionReport, IOI, ListCancelRequest, ListExecute, ListStatusRequest, Logout, MarketDataRequestReject, MassQuoteAcknowledgement, MultilegOrderCancelReplace, NewOrderMultileg, NewOrderSingle, OrderCancelReject, OrderCancelReplaceRequest, OrderCancelRequest, OrderMassCancelReport, OrderMassCancelRequest, PositionMaintenanceReport, PositionMaintenanceRequest, PositionReport, Quote, QuoteRequest, QuoteRequestReject, QuoteResponse, QuoteStatusReport, Reject, RequestForPositions, RequestForPositionsAck, SecurityDefinition, SecurityDefinitionRequest, SecurityListRequest, SecurityStatus, SecurityTypeRequest, SecurityTypes, SettlementInstructions, TradeCaptureReportAck, TradeCaptureReportRequest, TradeCaptureReportRequestAck, TradingSessionStatus

ThresholdAmount

Amount that a position has to be in the money before it is exercised.

Type: PriceOffset

Used in messages: AssignmentReport, PositionMaintenanceReport, PositionMaintenanceRequest

TickDirection

Direction of the "tick"

Type: char

Allowed values in TickDirectionCodeSet:

Code | Name | Description
0 | PlusTick | Plus Tick
1 | ZeroPlusTick | Zero-Plus Tick
2 | MinusTick | Minus Tick
3 | ZeroMinusTick | Zero-Minus Tick

Used in groups: MDFullGrp, MDIncGrp

TimeBracket

A code that represents a time interval in which a fill or trade occurred. Required for US futures markets.

Type: String

Used in groups: TrdCapRptSideGrp

Used in messages: ExecutionReport, TradeCaptureReportRequest

TimeInForce

Specifies how long the order remains in effect. Absence of this field is interpreted as DAY.

Type: char

Allowed values in TimeInForceCodeSet:

Code | Name | Description
0 | Day | Day (or session)
1 | GoodTillCancel | Good Till Cancel (GTC)
2 | AtTheOpening | At the Opening (OPG)
3 | ImmediateOrCancel | Immediate or Cancel (IOC)
4 | FillOrKill | Fill or Kill (FOK)
5 | GoodTillCrossing | Good Till Crossing (GTX)
6 | GoodTillDate | Good Till Date
7 | AtTheClose | At the Close

Used in groups: ListOrdGrp, MDFullGrp, MDIncGrp

Used in messages: CrossOrderCancelReplaceRequest, ExecutionReport, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest

TotalAccruedInterestAmt

*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" *** Total Amount of Accrued Interest for convertible bonds and fixed income

Type: Amt

Used in messages: AllocationInstruction, AllocationReport

TotalAffectedOrders

Total number of orders affected by mass cancel request.

Type: int

Used in messages: OrderMassCancelReport

TotalNetValue

TotalNetValue is determined as follows: At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)). In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)). For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut)

Type: Amt

Used in messages: CollateralAssignment, CollateralInquiry, CollateralReport, CollateralRequest, CollateralResponse

TotalNumPosReports

Total number of Position Reports being returned.

Type: int

Used in messages: PositionReport, RequestForPositionsAck

TotalTakedown

The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Type: Amt

Used in groups: TrdCapRptSideGrp

Used in messages: AllocationInstruction, AllocationReport, Confirmation, ExecutionReport

TotalVolumeTraded

Total volume (quantity) traded.

Type: Qty

Used in messages: TradingSessionStatus

TotNoAllocs

Total number of NoAlloc entries across all messages. Should be the sum of all NoAllocs in each message that has repeating NoAlloc entries related to the same AllocID or AllocReportID. Used to support fragmentation.

Type: int

Used in messages: AllocationInstruction, AllocationReport

TotNoOrders

Total number of list order entries across all messages. Should be the sum of all NoOrders (73) in each message that has repeating list order entries related to the same ListID (66). Used to support fragmentation. (Prior to FIX 4.2 this field was named "ListNoOrds")

Type: int

Used in messages: ListStatus, NewOrderList

TotNoQuoteEntries

Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries (295) in each message that has repeating quotes that are part of the same quote set. (Prior to FIX 4.4 this field was named TotQuoteEntries)

Type: int

Used in groups: QuotSetAckGrp, QuotSetGrp

TotNoRelatedSym

Total number of securities. (Prior to FIX 4.4 this field was named TotalNumSecurities)

Type: int

Used in messages: BidRequest, DerivativeSecurityList, SecurityList

TotNoSecurityTypes

Indicates total number of security types in the event that multiple Security Type messages are used to return results (Prior to FIX 4.4 this field was named TotalNumSecurityTypes)

Type: int

Used in messages: SecurityTypes

TotNoStrikes

Total number of strike price entries across all messages. Should be the sum of all NoStrikes (428) in each message that has repeating strike price entries related to the same ListID (66). Used to support fragmentation.

Type: int

Used in messages: ListStrikePrice

TotNumAssignmentReports

Total Number of Assignment Reports being returned to a firm

Type: int

Used in messages: AssignmentReport

TotNumReports

Total number of reports returned in response to a request

Type: int

Used in messages: CollateralInquiryAck, CollateralReport, ExecutionReport

TotNumTradeReports

Total number of trade reports returned.

Type: int

Used in messages: TradeCaptureReport, TradeCaptureReportRequestAck

TradeAllocIndicator

Identifies how the trade is to be allocated

Type: int

Allowed values in TradeAllocIndicatorCodeSet:

Code | Name | Description
0 | AllocationNotRequired | Allocation not required
1 | AllocationRequired | Allocation required (give up trade) allocation information not provided (incomplete)
2 | UseAllocationProvidedWithTheTrade | Use allocation provided with the trade

Used in groups: TrdCapRptSideGrp

TradeCondition

Space-delimited list of conditions describing a trade

Type: MultipleValueString

Allowed values in TradeConditionCodeSet:

Code | Name | Description
A | Cash | Cash (only) Market
B | AveragePriceTrade | Average Price Trade
C | CashTrade | Cash Trade (same day clearing)
D | NextDay | Next Day (only) Market
E | Opening | Opening / Reopening Trade Detail
F | IntradayTradeDetail | Intraday Trade Detail
G | Rule127Trade | Rule 127 Trade (NYSE)
H | Rule155Trade | Rule 155 Trade (Amex)
I | SoldLast | Sold Last (late reporting)
J | NextDayTrade | Next Day Trade (next day clearing)
K | Opened | Opened (late report of opened trade)
L | Seller | Seller
M | Sold | Sold (out of sequence)
N | StoppedStock | Stopped Stock (guarantee of price but does not execute the order)
P | ImbalanceMoreBuyers | Imbalance More Buyers (Cannot be used in combination with Q)
Q | ImbalanceMoreSellers | Imbalance More Sellers (Cannot be used in combination with P)
R | OpeningPrice | Opening Price

Used in groups: MDFullGrp, MDIncGrp

TradeDate

Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).

Type: LocalMktDate

Used in groups: ListOrdGrp, SideCrossOrdCxlGrp, SideCrossOrdModGrp, TrdCapDtGrp

Used in messages: Advertisement, AllocationInstruction, AllocationInstructionAck, AllocationReport, AllocationReportAck, BidRequest, Confirmation, ConfirmationAck, ExecutionReport, ListCancelRequest, MultilegOrderCancelReplace, NewOrderMultileg, NewOrderSingle, OrderCancelReject, OrderCancelReplaceRequest, TradeCaptureReport

TradedFlatSwitch

Driver and part of trade in the event that the Security Master file was wrong at the point of entry (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Type: Boolean

Allowed values in TradedFlatSwitchCodeSet:

Code | Name | Description
N | NotTradedFlat | Not Traded Flat
Y | TradedFlat | Traded Flat

Used in messages: ExecutionReport

TradeInputDevice

Specific device number, terminal number or station where trade was entered

Type: String

Used in groups: TrdCapRptSideGrp

Used in messages: TradeCaptureReportRequest

TradeInputSource

Type of input device or system from which the trade was entered.

Type: String

Used in groups: TrdCapRptSideGrp

Used in messages: TradeCaptureReportRequest

TradeLegRefID

Reference to the leg of a multileg instrument to which this trade refers

Type: String

Used in messages: TradeCaptureReport

TradeLinkID

Used to link a group of trades together. Useful for linking a group of trades together for average price calculations.

Type: String

Used in messages: TradeCaptureReport, TradeCaptureReportAck, TradeCaptureReportRequest

TradeOriginationDate

Used with Fixed Income for Municipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

Type: LocalMktDate

Used in groups: ListOrdGrp, QuotReqGrp, QuotReqRjctGrp, SideCrossOrdCxlGrp, SideCrossOrdModGrp

Used in messages: AllocationInstruction, AllocationReport, ExecutionReport, ListCancelRequest, MultilegOrderCancelReplace, NewOrderMultileg, NewOrderSingle, OrderCancelReject, OrderCancelReplaceRequest

TradeReportID

Unique identifier of trade capture report

Type: String

Used in groups: TrdCollGrp

Used in messages: TradeCaptureReport, TradeCaptureReportAck, TradeCaptureReportRequest

TradeReportRefID

Reference identifier used with CANCEL and REPLACE transaction types.

Type: String

Used in messages: TradeCaptureReport, TradeCaptureReportAck

TradeReportRejectReason

Reason Trade Capture Request was rejected. 4000+ Reserved and available for bi-laterally agreed upon user-defined values

Type: int

Allowed values in TradeReportRejectReasonCodeSet:

Code | Name | Description
0 | Successful | Successful (Default)
1 | InvalidPartyOnformation | Invalid party information
2 | UnknownInstrument | Unknown instrument
3 | UnauthorizedToReportTrades | Unauthorized to report trades
4 | InvalidTradeType | Invalid trade type
99 | Other | Other

Used in messages: TradeCaptureReportAck

TradeReportTransType

Identifies Trade Report message transaction type (Prior to FIX 4.4 this field was of type char)

Type: int

Allowed values in TradeReportTransTypeCodeSet:

Code | Name | Description
0 | New | New
1 | Cancel | Cancel
2 | Replace | Replace
3 | Release | Release
4 | Reverse | Reverse

Used in messages: TradeCaptureReport, TradeCaptureReportAck

TradeReportType

Type of Trade Report

Type: int

Allowed values in TradeReportTypeCodeSet:

Code | Name | Description
0 | Submit | Submit
1 | Alleged | Alleged
2 | Accept | Accept
3 | Decline | Decline
4 | Addendum | Addendum
5 | No | No/Was
6 | TradeReportCancel | Trade Report Cancel
7 | LockedIn | Locked In Trade Break

Used in messages: TradeCaptureReport, TradeCaptureReportAck

TradeRequestID

Trade Capture Report Request ID

Type: String

Used in messages: TradeCaptureReport, TradeCaptureReportRequest, TradeCaptureReportRequestAck

TradeRequestResult

Result of Trade Request 4000+ Reserved and available for bi-laterally agreed upon user-defined values

Type: int

Allowed values in TradeRequestResultCodeSet:

Code | Name | Description
0 | Successful | Successful (Default)
1 | InvalidOrUnknownInstrument | Invalid or unknown instrument
2 | InvalidTypeOfTradeRequested | Invalid type of trade requested
3 | InvalidParties | Invalid parties
4 | InvalidTransportTypeRequested | Invalid Transport Type requested
5 | InvalidDestinationRequested | Invalid Destination requested
8 | TradeRequestTypeNotSupported | TradeRequestType not supported
9 | NotAuthorized | Unauthorized for Trade Capture Report Request
99 | Other | Other

Used in messages: TradeCaptureReportRequestAck

TradeRequestStatus

Status of Trade Request.

Type: int

Allowed values in TradeRequestStatusCodeSet:

Code | Name | Description
0 | Accepted | Accepted
1 | Completed | Completed
2 | Rejected | Rejected

Used in messages: TradeCaptureReportRequestAck

TradeRequestType

Type of Trade Capture Report

Type: int

Allowed values in TradeRequestTypeCodeSet:

Code | Name | Description
0 | AllTrades | All trades
1 | MatchedTradesMatchingCriteria | Matched trades matching Criteria provided on request (parties, exec id, trade id, order id, instrument, input source, etc.)
2 | UnmatchedTradesThatMatchCriteria | Unmatched trades that match criteria
3 | UnreportedTradesThatMatchCriteria | Unreported trades that match criteria
4 | AdvisoriesThatMatchCriteria | Advisories that match criteria

Used in messages: TradeCaptureReportRequest, TradeCaptureReportRequestAck

TradingSessionID

Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID. Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section).

Type: String

Used in groups: BidCompReqGrp, BidCompRspGrp, MDFullGrp, MDIncGrp, QuotEntryAckGrp, QuotEntryGrp, QuotReqGrp, QuotReqRjctGrp, RFQReqGrp, RelSymDerivSecGrp, SecListGrp, TrdCapRptSideGrp, TrdgSesGrp

Used in messages: Advertisement, AllocationInstruction, AllocationReport, CollateralAssignment, CollateralInquiry, CollateralInquiryAck, CollateralReport, CollateralRequest, DerivativeSecurityListRequest, ExecutionReport, OrderMassCancelReport, OrderMassCancelRequest, OrderMassStatusRequest, Quote, QuoteCancel, QuoteResponse, QuoteStatusReport, QuoteStatusRequest, SecurityDefinition, SecurityDefinitionRequest, SecurityListRequest, SecurityStatus, SecurityStatusRequest, SecurityTypeRequest, SecurityTypes, TradeCaptureReportRequest, TradingSessionStatus, TradingSessionStatusRequest

TradingSessionSubID

Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations.

Type: String

Used in groups: BidCompReqGrp, BidCompRspGrp, MDFullGrp, MDIncGrp, QuotEntryAckGrp, QuotEntryGrp, QuotReqGrp, QuotReqRjctGrp, RFQReqGrp, RelSymDerivSecGrp, SecListGrp, TrdCapRptSideGrp, TrdgSesGrp

Used in messages: Advertisement, AllocationInstruction, AllocationReport, CollateralAssignment, CollateralInquiry, CollateralInquiryAck, CollateralReport, CollateralRequest, DerivativeSecurityListRequest, ExecutionReport, OrderMassCancelReport, OrderMassCancelRequest, OrderMassStatusRequest, Quote, QuoteCancel, QuoteResponse, QuoteStatusReport, QuoteStatusRequest, SecurityDefinition, SecurityDefinitionRequest, SecurityListRequest, SecurityStatus, SecurityStatusRequest, SecurityTypeRequest, SecurityTypes, TradeCaptureReportRequest, TradingSessionStatus, TradingSessionStatusRequest

TradSesCloseTime

Closing time of the trading session

Type: UTCTimestamp

Used in messages: TradingSessionStatus

TradSesEndTime

End time of the trading session

Type: UTCTimestamp

Used in messages: TradingSessionStatus

TradSesMethod

Method of trading

Type: int

Allowed values in TradSesMethodCodeSet:

Code | Name | Description
1 | Electronic | Electronic
2 | OpenOutcry | Open Outcry
3 | TwoParty | Two Party

Used in messages: TradingSessionStatus, TradingSessionStatusRequest

TradSesMode

Trading Session Mode

Type: int

Allowed values in TradSesModeCodeSet:

Code | Name | Description
1 | Testing | Testing
2 | Simulated | Simulated
3 | Production | Production

Used in messages: TradingSessionStatus, TradingSessionStatusRequest

TradSesOpenTime

Time of the opening of the trading session

Type: UTCTimestamp

Used in messages: TradingSessionStatus

TradSesPreCloseTime

Time of the pre-closed of the trading session

Type: UTCTimestamp

Used in messages: TradingSessionStatus

TradSesReqID

Unique ID of a Trading Session Status message.

Type: String

Used in messages: TradingSessionStatus, TradingSessionStatusRequest

TradSesStartTime

Starting time of the trading session

Type: UTCTimestamp

Used in messages: TradingSessionStatus

TradSesStatus

State of the trading session

Type: int

Allowed values in TradSesStatusCodeSet:

Code | Name | Description
0 | Unknown | Unknown
1 | Halted | Halted
2 | Open | Open
3 | Closed | Closed
4 | PreOpen | Pre-Open
5 | PreClose | Pre-Close
6 | RequestRejected | Request Rejected

Used in messages: TradingSessionStatus

TradSesStatusRejReason

Indicates the reason a Trading Session Status Request was rejected

Type: int

Allowed values in TradSesStatusRejReasonCodeSet:

Code | Name | Description
1 | UnknownOrInvalidTradingSessionID | Unknown or invalid TradingSessionID
99 | Other | Other

Used in messages: TradingSessionStatus

TransactTime

Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")

Type: UTCTimestamp

Used in groups: ListOrdGrp, QuotEntryAckGrp, QuotEntryGrp, QuotReqGrp, QuotReqRjctGrp, TrdCapDtGrp

Used in messages: Advertisement, AllocationInstruction, AllocationInstructionAck, AllocationReport, AllocationReportAck, CollateralAssignment, CollateralRequest, CollateralResponse, Confirmation, ConfirmationAck, ConfirmationRequest, CrossOrderCancelReplaceRequest, CrossOrderCancelRequest, ExecutionReport, IOI, ListCancelRequest, ListExecute, ListStatus, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, OrderCancelReject, OrderCancelReplaceRequest, OrderCancelRequest, OrderMassCancelReport, OrderMassCancelRequest, PositionMaintenanceReport, PositionMaintenanceRequest, Quote, QuoteResponse, QuoteStatusReport, RequestForPositions, SecurityStatus, SettlementInstructionRequest, SettlementInstructions, TradeCaptureReport, TradeCaptureReportAck

TransBkdTime

For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager.

Type: UTCTimestamp

Used in groups: TrdCapRptSideGrp

Used in messages: ExecutionReport

TransferReason

Reason trade is being transferred

Type: String

Used in messages: TradeCaptureReport, TradeCaptureReportAck, TradeCaptureReportRequest

TrdAllocGrp

No component usage documentation for TrdAllocGrp

Name | Mult. | Type | Description
NoAllocs | [1..1] | NumInGroup |
AllocAccount | [0..1] | String |
AllocAcctIDSource | [0..1] | CodeSet |
AllocSettlCurrency | [0..1] | Currency |
IndividualAllocID | [0..1] | String |
NestedParties2 | [0..*] | Group |
AllocQty | [0..1] | Qty |

Used in groups: TrdCapRptSideGrp

Used in messages: TradeCaptureReportAck

TrdCapDtGrp

No component usage documentation for TrdCapDtGrp

Name | Mult. | Type | Description
NoDates | [1..1] | NumInGroup |
TradeDate | [0..1] | LocalMktDate |
TransactTime | [0..1] | UTCTimestamp |

Used in messages: TradeCaptureReportRequest

TrdCapRptSideGrp

No component usage documentation for TrdCapRptSideGrp

Name | Mult. | Type | Description
NoSides | [1..1] | CodeSet |
Side | [1..1] | CodeSet |
OrderID | [1..1] | String |
SecondaryOrderID | [0..1] | String |
ClOrdID | [0..1] | String |
SecondaryClOrdID | [0..1] | String |
ListID | [0..1] | String |
Parties | [0..*] | Group |
Account | [0..1] | String |
AcctIDSource | [0..1] | CodeSet |
AccountType | [0..1] | CodeSet |
ProcessCode | [0..1] | CodeSet |
OddLot | [0..1] | CodeSet |
ClrInstGrp | [0..*] | Group |
ClearingFeeIndicator | [0..1] | CodeSet |
TradeInputSource | [0..1] | String |
TradeInputDevice | [0..1] | String |
OrderInputDevice | [0..1] | String |
Currency | [0..1] | Currency |
ComplianceID | [0..1] | String |
SolicitedFlag | [0..1] | CodeSet |
OrderCapacity | [0..1] | CodeSet |
OrderRestrictions | [0..1] | CodeSet |
CustOrderCapacity | [0..1] | CodeSet |
OrdType | [0..1] | CodeSet |
ExecInst | [0..1] | CodeSet |
TransBkdTime | [0..1] | UTCTimestamp |
TradingSessionID | [0..1] | String |
TradingSessionSubID | [0..1] | String |
TimeBracket | [0..1] | String |
CommissionData | [0..1] | Component |
GrossTradeAmt | [0..1] | Amt |
NumDaysInterest | [0..1] | int |
ExDate | [0..1] | LocalMktDate |
AccruedInterestRate | [0..1] | Percentage |
AccruedInterestAmt | [0..1] | Amt |
InterestAtMaturity | [0..1] | Amt |
EndAccruedInterestAmt | [0..1] | Amt |
StartCash | [0..1] | Amt |
EndCash | [0..1] | Amt |
Concession | [0..1] | Amt |
TotalTakedown | [0..1] | Amt |
NetMoney | [0..1] | Amt |
SettlCurrAmt | [0..1] | Amt |
SettlCurrency | [0..1] | Currency |
SettlCurrFxRate | [0..1] | float |
SettlCurrFxRateCalc | [0..1] | CodeSet |
PositionEffect | [0..1] | CodeSet |
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length |
EncodedText | [0..1] | data |
SideMultiLegReportingType | [0..1] | CodeSet |
ContAmtGrp | [0..*] | Group |
Stipulations | [0..*] | Group |
MiscFeesGrp | [0..*] | Group |
ExchangeRule | [0..1] | String |
TradeAllocIndicator | [0..1] | CodeSet |
PreallocMethod | [0..1] | CodeSet |
AllocID | [0..1] | String |
TrdAllocGrp | [0..*] | Group |

Used in messages: TradeCaptureReport

TrdCollGrp

No component usage documentation for TrdCollGrp

Name | Mult. | Type | Description
NoTrades | [1..1] | NumInGroup |
TradeReportID | [0..1] | String |
SecondaryTradeReportID | [0..1] | String |

Used in messages: CollateralAssignment, CollateralInquiry, CollateralInquiryAck, CollateralReport, CollateralRequest, CollateralResponse

TrdgSesGrp

No component usage documentation for TrdgSesGrp

Name | Mult. | Type | Description
NoTradingSessions | [1..1] | NumInGroup |
TradingSessionID | [0..1] | String |
TradingSessionSubID | [0..1] | String |

Used in groups: ListOrdGrp

Used in messages: CrossOrderCancelReplaceRequest, MarketDataRequest, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, OrderCancelReplaceRequest, PositionMaintenanceReport, PositionMaintenanceRequest, RequestForPositions

TrdInstrmtLegGrp

No component usage documentation for TrdInstrmtLegGrp

Name | Mult. | Type | Description
NoLegs | [1..1] | NumInGroup |
InstrumentLeg | [0..1] | Component |
LegQty | [0..1] | Qty |
LegSwapType | [0..1] | CodeSet |
LegStipulations | [0..*] | Group |
LegPositionEffect | [0..1] | char |
LegCoveredOrUncovered | [0..1] | int |
NestedParties | [0..*] | Group |
LegRefID | [0..1] | String |
LegPrice | [0..1] | Price |
LegSettlType | [0..1] | char |
LegSettlDate | [0..1] | LocalMktDate |
LegLastPx | [0..1] | Price |

Used in messages: TradeCaptureReport, TradeCaptureReportAck

TrdMatchID

Identifier assigned to a trade by a matching system.

Type: String

Used in messages: TradeCaptureReport, TradeCaptureReportAck, TradeCaptureReportRequest

TrdRegTimestamp

Traded / Regulatory timestamp value. Use to store time information required by government regulators or self-regulatory organizations (such as an exchange or clearing house).

Type: UTCTimestamp

Used in groups: TrdRegTimestamps

TrdRegTimestampOrigin

Text which identifies the "origin" (i.e. system which was used to generate the time stamp) for the Traded / Regulatory timestamp value.

Type: String

Used in groups: TrdRegTimestamps

TrdRegTimestamps

The TrdRegTimestamps component block is used to express timestamps for an order or trade that are required by regulatory agencies. These timestamps are used to identify the timeframes for when an order or trade is received on the floor, received and executed by the broker, etc.

Name | Mult. | Type | Description
NoTrdRegTimestamps | [1..1] | NumInGroup |
TrdRegTimestamp | [0..1] | UTCTimestamp | Required if NoTrdRegTimestamps > 1
TrdRegTimestampType | [0..1] | CodeSet | Required if NoTrdRegTimestamps > 1
TrdRegTimestampOrigin | [0..1] | String | Optional

Used in messages: CollateralAssignment, CollateralInquiry, CollateralReport, CollateralRequest, CollateralResponse, Confirmation, TradeCaptureReport, TradeCaptureReportAck

TrdRegTimestampType

Traded / Regulatory timestamp type Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction. (see Volume : "Glossary" for value definitions)

Type: int

Allowed values in TrdRegTimestampTypeCodeSet:

Code | Name | Description
1 | ExecutionTime | Execution Time
2 | TimeIn | Time In
3 | TimeOut | Time Out
4 | BrokerReceipt | Broker Receipt
5 | BrokerExecution | Broker Execution

Used in groups: TrdRegTimestamps

TrdRptStatus

Trade Report Status

Type: int

Allowed values in TrdRptStatusCodeSet:

Code | Name | Description
0 | Accepted | Accepted
1 | Rejected | Rejected

Used in messages: TradeCaptureReportAck

TrdSubType

Further qualification to the trade type

Type: int

Used in messages: TradeCaptureReport, TradeCaptureReportAck, TradeCaptureReportRequest

TrdType

Type of Trade

Type: int

Allowed values in TrdTypeCodeSet:

Code | Name | Description
0 | RegularTrade | Regular Trade
1 | BlockTrade | Block Trade
10 | AfterHoursTrade | After Hours Trade
2 | EFP | EFP (Exchange for Physical)
3 | Transfer | Transfer
4 | LateTrade | Late Trade
5 | TTrade | T Trade
6 | WeightedAveragePriceTrade | Weighted Average Price Trade
7 | BunchedTrade | Bunched Trade
8 | LateBunchedTrade | Late Bunched Trade
9 | PriorReferencePriceTrade | Prior Reference Price Trade

Used in messages: TradeCaptureReport, TradeCaptureReportAck, TradeCaptureReportRequest

UnderlyingCFICode

Underlying security’s CFICode. Valid values: see CFICode(461) field

Type: String

Used in components: UnderlyingInstrument

UnderlyingContractMultiplier

Underlying security’s ContractMultiplier. See ContractMultiplier (23) field for description

Type: float

Used in components: UnderlyingInstrument

UnderlyingCountryOfIssue

Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description

Type: Country

Used in components: UnderlyingInstrument

UnderlyingCouponPaymentDate

Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

Type: LocalMktDate

Used in components: UnderlyingInstrument

UnderlyingCouponRate

Underlying security’s CouponRate. See CouponRate (223) field for description

Type: Percentage

Used in components: UnderlyingInstrument

UnderlyingCPProgram

The program under which the underlying commercial paper is issued

Type: String

Used in components: UnderlyingInstrument

UnderlyingCPRegType

The registration type of the underlying commercial paper issuance

Type: String

Used in components: UnderlyingInstrument

UnderlyingCreditRating

Underlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Type: String

Used in components: UnderlyingInstrument

UnderlyingCurrency

Underlying security’s Currency. See Currency(15) field for description and valid values

Type: Currency

Used in components: UnderlyingInstrument

UnderlyingCurrentValue

Currency value currently attributed to this collateral

Type: Amt

Used in components: UnderlyingInstrument

UnderlyingDirtyPrice

Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

Type: Price

Used in components: UnderlyingInstrument

UnderlyingEndPrice

Price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

Type: Price

Used in components: UnderlyingInstrument

UnderlyingEndValue

Currency value attributed to this collateral at the end of the agreement

Type: Amt

Used in components: UnderlyingInstrument

UnderlyingFactor

Underlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Type: float

Used in components: UnderlyingInstrument

UnderlyingInstrRegistry

Underlying security’s InstrRegistry. See InstrRegistry (543) field for description

Type: String

Used in components: UnderlyingInstrument

UnderlyingInstrument

The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.

Name | Mult. | Type | Description
UnderlyingSymbol | [0..1] | String |
UnderlyingSymbolSfx | [0..1] | String |
UnderlyingSecurityID | [0..1] | String |
UnderlyingSecurityIDSource | [0..1] | CodeSet |
UndSecAltIDGrp | [0..*] | Group |
UnderlyingProduct | [0..1] | int |
UnderlyingCFICode | [0..1] | String |
UnderlyingSecurityType | [0..1] | String |
UnderlyingSecuritySubType | [0..1] | String |
UnderlyingMaturityMonthYear | [0..1] | MonthYear |
UnderlyingMaturityDate | [0..1] | LocalMktDate |
UnderlyingPutOrCall | [0..1] | int |
UnderlyingCouponPaymentDate | [0..1] | LocalMktDate |
UnderlyingIssueDate | [0..1] | LocalMktDate |
UnderlyingRepoCollateralSecurityType | [0..1] | String | (Deprecated, not applicable/used for Repos)
UnderlyingRepurchaseTerm | [0..1] | int | (Deprecated, not applicable/used for Repos)
UnderlyingRepurchaseRate | [0..1] | Percentage | (Deprecated, not applicable/used for Repos)
UnderlyingFactor | [0..1] | float |
UnderlyingCreditRating | [0..1] | String |
UnderlyingInstrRegistry | [0..1] | String |
UnderlyingCountryOfIssue | [0..1] | Country |
UnderlyingStateOrProvinceOfIssue | [0..1] | String |
UnderlyingLocaleOfIssue | [0..1] | String |
UnderlyingRedemptionDate | [0..1] | LocalMktDate | (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)
UnderlyingStrikePrice | [0..1] | Price |
UnderlyingStrikeCurrency | [0..1] | Currency |
UnderlyingOptAttribute | [0..1] | char |
UnderlyingContractMultiplier | [0..1] | float |
UnderlyingCouponRate | [0..1] | Percentage |
UnderlyingSecurityExchange | [0..1] | Exchange |
UnderlyingIssuer | [0..1] | String |
EncodedUnderlyingIssuerLen | [0..1] | Length |
EncodedUnderlyingIssuer | [0..1] | data |
UnderlyingSecurityDesc | [0..1] | String |
EncodedUnderlyingSecurityDescLen | [0..1] | Length |
EncodedUnderlyingSecurityDesc | [0..1] | data |
UnderlyingCPProgram | [0..1] | String |
UnderlyingCPRegType | [0..1] | String |
UnderlyingCurrency | [0..1] | Currency | Specific to the <UnderlyingInstrument> (not in <Instrument>)
UnderlyingQty | [0..1] | Qty | Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)
UnderlyingPx | [0..1] | Price | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.
UnderlyingDirtyPrice | [0..1] | Price | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest
UnderlyingEndPrice | [0..1] | Price | Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.
UnderlyingStartValue | [0..1] | Amt | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement
UnderlyingCurrentValue | [0..1] | Amt | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral
UnderlyingEndValue | [0..1] | Amt | Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement
UnderlyingStipulations | [0..*] | Group | Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block

Used in groups: PosUndInstrmtGrp, QuotSetAckGrp, QuotSetGrp, UndInstrmtCollGrp, UndInstrmtGrp, UndInstrmtStrkPxGrp

Used in messages: DerivativeSecurityList, DerivativeSecurityListRequest, OrderMassCancelReport, OrderMassCancelRequest, OrderMassStatusRequest

UnderlyingIssueDate

Underlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

Type: LocalMktDate

Used in components: UnderlyingInstrument

UnderlyingIssuer

Underlying security’s Issuer. See Issuer(106) field for description

Type: String

Used in components: UnderlyingInstrument

UnderlyingLastPx

The calculated or traded price for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.

Type: Price

Used in messages: ExecutionReport

UnderlyingLastQty

The calculated or traded quantity for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.

Type: Qty

Used in messages: ExecutionReport

UnderlyingLocaleOfIssue

Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

Type: String

Used in components: UnderlyingInstrument

UnderlyingMaturityDate

Underlying security’s maturity date. See MaturityDate(541) field for description

Type: LocalMktDate

Used in components: UnderlyingInstrument

UnderlyingMaturityMonthYear

Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description

Type: MonthYear

Used in components: UnderlyingInstrument

UnderlyingOptAttribute

Underlying security’s OptAttribute. See OptAttribute (206) field for description

Type: char

Used in components: UnderlyingInstrument

UnderlyingProduct

Underlying security’s Product. Valid values: see Product(460) field

Type: int

Used in components: UnderlyingInstrument

UnderlyingPutOrCall

Underlying security’s PutOrCall. See PutOrCall field for description

Type: int

Used in components: UnderlyingInstrument

UnderlyingPx

Underlying price associate with a derivative instrument.

Type: Price

Used in components: UnderlyingInstrument

UnderlyingQty

Unit amount of the underlying security (par, shares, currency, etc.)

Type: Qty

Used in components: UnderlyingInstrument

UnderlyingRedemptionDate

*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" *** Underlying security’s RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)

Type: LocalMktDate

Used in components: UnderlyingInstrument

UnderlyingRepoCollateralSecurityType

*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" *** Underlying security’s RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Type: String

Used in components: UnderlyingInstrument

UnderlyingRepurchaseRate

*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" *** Underlying security’s RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Type: Percentage

Used in components: UnderlyingInstrument

UnderlyingRepurchaseTerm

*** DEPRECATED FIELD - See "Deprecated (Phased-out) Features and Supported Approach" *** Underlying security’s RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Type: int

Used in components: UnderlyingInstrument

UnderlyingSecurityAltID

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

Type: String

Used in groups: UndSecAltIDGrp

UnderlyingSecurityAltIDSource

Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field

Type: String

Allowed values in SecurityIDSourceCodeSet:

Code | Name | Description
1 | CUSIP | CUSIP
2 | SEDOL | SEDOL
3 | QUIK | QUIK
4 | ISINNumber | ISIN number
5 | RICCode | RIC code
6 | ISOCurrencyCode | ISO Currency Code
7 | ISOCountryCode | ISO Country Code
8 | ExchangeSymbol | Exchange Symbol
9 | ConsolidatedTapeAssociation | Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A | BloombergSymbol | Bloomberg Symbol
B | Wertpapier | Wertpapier
C | Dutch | Dutch
D | Valoren | Valoren
E | Sicovam | Sicovam
F | Belgian | Belgian
G | Common | "Common" (Clearstream and Euroclear)
H | ClearingHouse | Clearing House / Clearing Organization
I | ISDAFpMLSpecification | ISDA/FpML Product Specification
J | OptionPriceReportingAuthority | Options Price Reporting Authority

Used in groups: UndSecAltIDGrp

UnderlyingSecurityDesc

Underlying security’s SecurityDesc. See SecurityDesc (07) field for description

Type: String

Used in components: UnderlyingInstrument

UnderlyingSecurityExchange

Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)

Type: Exchange

Used in components: UnderlyingInstrument

UnderlyingSecurityID

Underlying security’s SecurityID. See SecurityID (48) field for description

Type: String

Used in components: UnderlyingInstrument

UnderlyingSecurityIDSource

Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field

Type: String

Allowed values in SecurityIDSourceCodeSet:

Code | Name | Description
1 | CUSIP | CUSIP
2 | SEDOL | SEDOL
3 | QUIK | QUIK
4 | ISINNumber | ISIN number
5 | RICCode | RIC code
6 | ISOCurrencyCode | ISO Currency Code
7 | ISOCountryCode | ISO Country Code
8 | ExchangeSymbol | Exchange Symbol
9 | ConsolidatedTapeAssociation | Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
A | BloombergSymbol | Bloomberg Symbol
B | Wertpapier | Wertpapier
C | Dutch | Dutch
D | Valoren | Valoren
E | Sicovam | Sicovam
F | Belgian | Belgian
G | Common | "Common" (Clearstream and Euroclear)
H | ClearingHouse | Clearing House / Clearing Organization
I | ISDAFpMLSpecification | ISDA/FpML Product Specification
J | OptionPriceReportingAuthority | Options Price Reporting Authority

Used in components: UnderlyingInstrument

UnderlyingSecuritySubType

Underlying security’s SecuritySubType. See SecuritySubType (762) field for description

Type: String

Used in components: UnderlyingInstrument

UnderlyingSecurityType

Underlying security’s SecurityType. Valid values: see SecurityType(167) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb-

Type: String

Used in components: UnderlyingInstrument

UnderlyingSettlPrice

Underlying security’s SettlPrice. See SettlPrice (730) field for description

Type: Price

Used in groups: PosUndInstrmtGrp

Used in messages: AssignmentReport

UnderlyingSettlPriceType

Underlying security’s SettlPriceType. See SettlPriceType (73) field for description

Type: int

Used in groups: PosUndInstrmtGrp

UnderlyingStartValue

Currency value attributed to this collateral at the start of the agreement

Type: Amt

Used in components: UnderlyingInstrument

UnderlyingStateOrProvinceOfIssue

Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

Type: String

Used in components: UnderlyingInstrument

UnderlyingStipType

Type of stipulation. Same values as StipulationType (233)

Type: String

Allowed values in StipulationTypeCodeSet:

Code | Name | Description
AMT | AlternativeMinimumTax | AMT (y/n)
AUTOREINV | AutoReinvestment | Auto Reinvestment at <rate> or better
BANKQUAL | BankQualified | Bank qualified (y/n)
BGNCON | BargainConditions | Bargain Conditions– see (234) for values
COUPON | CouponRange | Coupon range
CURRENCY | ISOCurrencyCode | ISO Currency code
CUSTOMDATE | CustomStart | Custom start/end date
GEOG | Geographics | Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets])
HAIRCUT | ValuationDiscount | Valuation discount
INSURED | Insured | Insured (y/n)
ISSUE | IssueDate | Year or Year/Month of Issue (ex. 234=2002/09)
ISSUER | Issuer | Issuer’s ticker
ISSUESIZE | IssueSizeRange | issue size range
LOOKBACK | LookbackDays | Lookback days
LOT | ExplicitLotIdentifier | Explicit lot identifier
LOTVAR | LotVariance | Lot Variance (value in percent maximum over- or under-allocation allowed)
MAT | MaturityYearAndMonth | Maturity Year and Month
MATURITY | MaturityRange | Maturity range
MAXSUBS | MaximumSubstitutions | Maximum substitutions (Repo)
MINDNOM | MinimumDenomination | Minimum denomination
MININCR | MinimumIncrement | Minimum increment
MINQTY | MinimumQuantity | Minimum quantity
PAYFREQ | PaymentFrequency | Payment frequency, calendar
PIECES | NumberOfPieces | Number of Pieces
PMAX | PoolsMaximum | Pools Maximum
PPL | PoolsPerLot | Pools per Lot
PPM | PoolsPerMillion | Pools per Million
PPT | PoolsPerTrade | Pools per Trade
PRICE | PriceRange | Price range
PRICEFREQ | PricingFrequency | Pricing frequency
PROD | ProductionYear | Production Year
PROTECT | CallProtection | Call protection
PURPOSE | Purpose | Purpose
PXSOURCE | BenchmarkPriceSource | Benchmark price source
RATING | RatingSourceAndRange | Rating source and range
REDEMPTION | TypeOfRedemption | Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
RESTRICTED | Restricted | Restricted (y/n)
SECTOR | MarketSector | Market sector
SECTYPE | SecurityTypeIncludedOrExcluded | SecurityType included or excluded
STRUCT | Structure | Structure
SUBSFREQ | SubstitutionsFrequency | Substitutions frequency (Repo)
SUBSLEFT | SubstitutionsLeft | Substitutions left (Repo)
TEXT | FreeformText | Freeform text
TRDVAR | TradeVariance | Trade Variance (value in percent maximum over- or under-allocation allowed)
WAC | WeightedAverageCoupon | Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])
WAL | WeightedAverageLifeCoupon | Weighted Average Life Coupon: value in percent (exact or range)
WALA | WeightedAverageLoanAge | Weighted Average Loan Age: value in months (exact or range)
WAM | WeightedAverageMaturity | Weighted Average Maturity : value in months (exact or range)
WHOLE | WholePool | Whole Pool (y/n)
YIELD | YieldRange | Yield range

Used in groups: UnderlyingStipulations

UnderlyingStipulations

The UnderlyingStipulations component block has the same usage as the Stipulations component block, but for an underlying security.

Name | Mult. | Type | Description
NoUnderlyingStips | [1..1] | NumInGroup |
UnderlyingStipType | [0..1] | CodeSet | Required if NoUnderlyingStips >0
UnderlyingStipValue | [0..1] | String |

Used in components: UnderlyingInstrument

UnderlyingStipValue

Value of stipulation. Same values as StipulationValue (234)

Type: String

Used in groups: UnderlyingStipulations

UnderlyingStrikeCurrency

Currency in which the strike price of an underlying instrument is denominated

Type: Currency

Used in components: UnderlyingInstrument

UnderlyingStrikePrice

Underlying security’s StrikePrice. See StrikePrice (202) field for description

Type: Price

Used in components: UnderlyingInstrument

UnderlyingSymbol

Underlying security’s Symbol. See Symbol (55) field for description

Type: String

Used in components: UnderlyingInstrument

UnderlyingSymbolSfx

Underlying security’s SymbolSfx. See SymbolSfx (65) field for description

Type: String

Used in components: UnderlyingInstrument

UnderlyingTradingSessionID

Trading Session in which the underlying instrument trades

Type: String

Used in messages: TradeCaptureReport

UnderlyingTradingSessionSubID

Trading Session sub identifier in which the underlying instrument trades

Type: String

Used in messages: TradeCaptureReport

UndInstrmtCollGrp

No component usage documentation for UndInstrmtCollGrp

Name | Mult. | Type | Description
NoUnderlyings | [1..1] | NumInGroup |
UnderlyingInstrument | [0..1] | Component |
CollAction | [0..1] | CodeSet |

Used in messages: CollateralAssignment, CollateralRequest, CollateralResponse

UndInstrmtGrp

No component usage documentation for UndInstrmtGrp

Name | Mult. | Type | Description
NoUnderlyings | [1..1] | NumInGroup |
UnderlyingInstrument | [0..1] | Component |

Used in groups: InstrmtMDReqGrp, ListOrdGrp, MDIncGrp, QuotCxlEntriesGrp, QuotReqGrp, QuotReqRjctGrp, RFQReqGrp, SecListGrp

Used in messages: Advertisement, AllocationInstruction, AllocationReport, AssignmentReport, CollateralInquiry, CollateralInquiryAck, CollateralReport, Confirmation, CrossOrderCancelReplaceRequest, CrossOrderCancelRequest, DontKnowTrade, Email, ExecutionReport, IOI, MarketDataSnapshotFullRefresh, MultilegOrderCancelReplace, NewOrderCross, NewOrderMultileg, NewOrderSingle, News, OrderCancelReplaceRequest, OrderCancelRequest, OrderStatusRequest, PositionMaintenanceReport, PositionMaintenanceRequest, Quote, QuoteResponse, QuoteStatusReport, QuoteStatusRequest, RequestForPositions, RequestForPositionsAck, SecurityDefinition, SecurityDefinitionRequest, SecurityListRequest, SecurityStatus, SecurityStatusRequest, TradeCaptureReport, TradeCaptureReportRequest, TradeCaptureReportRequestAck

UndInstrmtStrkPxGrp

No component usage documentation for UndInstrmtStrkPxGrp

Name | Mult. | Type | Description
NoUnderlyings | [1..1] | NumInGroup |
UnderlyingInstrument | [0..1] | Component |
PrevClosePx | [0..1] | Price |
ClOrdID | [0..1] | String |
SecondaryClOrdID | [0..1] | String |
Side | [0..1] | CodeSet |
Price | [1..1] | Price |
Currency | [0..1] | Currency |
Text | [0..1] | String |
EncodedTextLen | [0..1] | Length |
EncodedText | [0..1] | data |

Used in messages: ListStrikePrice

UndSecAltIDGrp

No component usage documentation for UndSecAltIDGrp

Name | Mult. | Type | Description
NoUnderlyingSecurityAltID | [1..1] | NumInGroup |
UnderlyingSecurityAltID | [0..1] | String |
UnderlyingSecurityAltIDSource | [0..1] | CodeSet |

Used in components: UnderlyingInstrument

UnsolicitedIndicator

Indicates whether or not message is being sent as a result of a subscription request or not.

Type: Boolean

Allowed values in UnsolicitedIndicatorCodeSet:

Code | Name | Description
N | MessageIsBeingSentAsAResultOfAPriorRequest | Message is being sent as a result of a prior request
Y | MessageIsBeingSentUnsolicited | Message is being sent unsolicited

Used in messages: PositionReport, RequestForPositionsAck, SecurityStatus, TradeCaptureReport, TradingSessionStatus

Urgency

Urgency flag

Type: char

Allowed values in UrgencyCodeSet:

Code | Name | Description
0 | Normal | Normal
1 | Flash | Flash
2 | Background | Background

Used in messages: News

URLLink

A URI (Uniform Resource Identifier) or URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) See "Appendix 6-B FIX Fields Based Upon Other Standards"

Type: String

Used in messages: Advertisement, IOI, News

Username

Userid or username.

Type: String

Used in messages: Logon, UserRequest, UserResponse

UserRequestID

Unique identifier for a User Request.

Type: String

Used in messages: UserRequest, UserResponse

UserRequestType

Indicates the action required by a User Request Message

Type: int

Allowed values in UserRequestTypeCodeSet:

Code | Name | Description
1 | LogOnUser | LogOnUser
2 | LogOffUser | LogOffUser
3 | ChangePasswordForUser | ChangePasswordForUser
4 | RequestIndividualUserStatus | Request Individual User Status

Used in messages: UserRequest

UserStatus

Indicates the status of a user

Type: int

Allowed values in UserStatusCodeSet:

Code | Name | Description
1 | LoggedIn | Logged In
2 | NotLoggedIn | Not Logged In
3 | UserNotRecognised | User Not Recognised
4 | PasswordIncorrect | Password Incorrect
5 | PasswordChanged | Password Changed
6 | Other | Other

Used in messages: UserResponse

UserStatusText

A text description associated with a user status.

Type: String

Used in messages: UserResponse

ValidUntilTime

Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

Type: UTCTimestamp

Used in groups: QuotEntryAckGrp, QuotEntryGrp, QuotReqGrp

Used in messages: IOI, Quote, QuoteResponse, QuoteStatusReport

ValueOfFutures

Used in EFP trades

Type: Amt

Used in groups: BidDescReqGrp

WorkingIndicator

Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order.

Type: Boolean

Allowed values in WorkingIndicatorCodeSet:

Code | Name | Description
N | NotWorking | Order has been accepted but not yet in a working state
Y | Working | Order is currently being worked

Used in groups: OrdListStatGrp

Used in messages: ExecutionReport, OrderCancelReject

WtAverageLiquidity

Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage.

Type: Percentage

Used in messages: BidRequest

XmlData

Actual XML data stream (e.g. FIXML). See approriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters.

Type: data

Used in components: StandardHeader

XmlDataLen

Length of the XmlData data block.

Type: Length

Used in components: StandardHeader

Yield

Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Type: Percentage

Used in components: YieldData

YieldCalcDate

Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day.

Type: LocalMktDate

Used in components: YieldData

YieldData

The YieldData component block conveys yield information for a given Fixed Income security.

Name | Mult. | Type | Description
YieldType | [0..1] | CodeSet |
Yield | [0..1] | Percentage |
YieldCalcDate | [0..1] | LocalMktDate |
YieldRedemptionDate | [0..1] | LocalMktDate |
YieldRedemptionPrice | [0..1] | Price |
YieldRedemptionPriceType | [0..1] | int |

Used in groups: ListOrdGrp, QuotReqGrp, QuotReqRjctGrp, SecListGrp

Used in messages: AllocationInstruction, AllocationReport, Confirmation, CrossOrderCancelReplaceRequest, ExecutionReport, IOI, NewOrderCross, NewOrderSingle, OrderCancelReplaceRequest, Quote, QuoteResponse, QuoteStatusReport, TradeCaptureReport

YieldRedemptionDate

Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date).

Type: LocalMktDate

Used in components: YieldData

YieldRedemptionPrice

Price to which the yield has been calculated.

Type: Price

Used in components: YieldData

YieldRedemptionPriceType

The price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values.

Type: int

Used in components: YieldData

YieldType

Type of yield

Type: String

Allowed values in YieldTypeCodeSet:

Code | Name | Description
AFTERTAX | AfterTaxYield | After Tax Yield (Municipals)
ANNUAL | AnnualYield | Annual Yield
ATISSUE | YieldAtIssue | Yield At Issue (Municipals)
AVGMATURITY | YieldToAverageMaturity | Yield To Average Maturity
BOOK | BookYield | Book Yield
CALL | YieldToNextCall | Yield to Next Call
CHANGE | YieldChangeSinceClose | Yield Change Since Close
CLOSE | ClosingYield | Closing Yield
COMPOUND | CompoundYield | Compound Yield
CURRENT | CurrentYield | Current Yield
GOVTEQUIV | GvntEquivalentYield | Government Equivalent Yield
GROSS | TrueGrossYield | True Gross Yield
INFLATION | YieldWithInflationAssumption | Yield with Inflation Assumption
INVERSEFLOATER | InverseFloaterBondYield | Inverse Floater Bond Yield
LASTCLOSE | MostRecentClosingYield | Most Recent Closing Yield
LASTMONTH | ClosingYieldMostRecentMonth | Closing Yield Most Recent Month
LASTQUARTER | ClosingYieldMostRecentQuarter | Closing Yield Most Recent Quarter
LASTYEAR | ClosingYieldMostRecentYear | Closing Yield Most Recent Year
LONGAVGLIFE | YieldToLongestAverageLife | Yield to Longest Average Life
MARK | MarkToMarketYield | Mark To Market Yield
MATURITY | YieldToMaturity | Yield to Maturity
NEXTREFUND | YieldToNextRefund | Yield To Next Refund (Sinking Fund Bonds)
OPENAVG | OpenAverageYield | Open Average Yield
PREVCLOSE | PreviousCloseYield | Previous Close Yield
PROCEEDS | ProceedsYield | Proceeds Yield
PUT | YieldToNextPut | Yield to Next Put
SEMIANNUAL | SemiAnnualYield | Semi-annual Yield
SHORTAVGLIFE | YieldToShortestAverageLife | Yield to Shortest Average Life
SIMPLE | SimpleYield | Simple Yield
TAXEQUIV | TaxEquivalentYield | Tax Equivalent Yield
TENDER | YieldToTenderDate | Yield to Tender Date
TRUE | TrueYield | True Yield
VALUE1/32 | YieldValueOf132 | Yield Value Of 1/32
WORST | YieldToWorst | Yield To Worst

Used in components: YieldData