FIX User Defined Fields (UDFs)

FIX User Defined Fields

FIX UDFs Organized by User

Atomic Wire Technology Limited

FIX User Defined Fields (UDFs)

FIX User Defined Fields (UDFs)

Message Set Overview

ABNAMRO

AgentTraderSecuritiesLLC

AmericanCenturyInvestments

AngelNetworks

AptComputerSystemsLimited

AutomatedSecurityClearanceLtd

B2BITS

BATSTrading

BNYBrokerage

BankOfAmerica

BarclaysCapital

BeaconCapitalStrategies

BearStearns

BelgradeStockExchange

Bloomberg

BolsadeMercadoriasFuturos

BootComputers

BroadridgeFinancialSolutions

BrookPathPartnersInc

CBOE

CMC

CMEGroup

CapMartInc

CapitalInstitutionalServices

CapitalMarketsConsulting

CarlinFinancialGroup

ChangepondTechnologies

CharlesRiverBrokerage

CinnoberFinancialTechnologyAB

Citigroup

Computershare

CreditAgricoleCheuvreux

CreditSuisse

DepositoryTrustCompany

DeutscheBank

DeutscheBorse

DeutscheBourse360T

DresdnerKleinwortWasserstein

EBS

EaseTechnologiesInc

Euronext

FIXProtocolLtd

FXall

FannieMae

FidelityCapitalMarkets

FidelityInvestments

Fidessa

FinancialGeneticsCorporation

FinancialModelsCompany

FutureDynamicsLtd

GATETecnologieInformatiche

GLConsultantsInc

GLTrade

Gartmore

GlobeNet

GuosenSecurities

Harts

HelfantGroup

ICAP

INTERTRADE

IndusValleyPartners

Instinet

IntegratedTransactionSystemsLtd

InterbizzFinancialSystemsAB

JPMorganChase

JapanCrossSecurities

JavelinTechnologiesInc

Jefferies

KnightCapitalGroup

KoreaStockExchange

LaSalleTechnologyGroup

LavaTrading

LehmanBrothers

LekSecuritiesCorp

LiquidityDirect

LondonStockExchange

MBASystemsLtd

MEFF

Mantara

MarketAxess

McNamaraGroup

MercoInc

MerrillLynch

MiddleWareIdioms

Millennium

NYFIXEuroMillennium

NYSE

NYSEEuronext

Nasdaq

NationalQuotationBureau

NationalSecuritiesCompany

Nomura

Novita

OMGroup

OMX

ObjectTrading

Omgeo

PELynch

PaineWebber

ParityEnergyInc

Patsystems

PerformanceTechnologiesInc

PhiladelphiaStockExchange

PiperJaffray

RBC

RaptorTradingSystems

Reuters

SIAC

SIXSwissExchange

SSITechnologies

SWXSwissExchange

StandardChartered

StateStreet

Sungard

TSXGroup

TeleinvestSA

ThomsonFinancial

ThomsonReuters

TownsendAnalytics

Tradeweb

TradingboxLtd

UBS

Unknown

VelocitySystemsInternational

Weeden

WofexInc

Message Elements

Data Types

Data Dictionary

AAD

AbbreviatedPrice

ABNCust

ABNCust1

ABNCust2

AcceptedByDate

AccountCode

AccountNDS

AccountOriginType

AccountSell

AccountSource

AccountType1

AccountType2

AccountType3

AccountType4

AccountTypeSell

AccountTypeUSA

AccruedDays

AccruedInterestAmt

ACCTACR

AcctClassCode

AckStatus

AckType

ACODE

AcpCrestRef

AcpLegalDisclaimer

AcqTicker

Action

ActionCode

Active

ActOnImbalance

AddInstText

AddOrRemove

AddQty

AdjBasePx

AdjDayRegion

ADJDT

ADJDTCP

ADJDTPD

ADJDTRES

AdjMidPx

ADJSDT

AdjSpread

AdjTargetLevel

AdjTheoPx

AdjustedConsideration

AdjustedEndCash

AdjustedPriceInd

AdjustedSwapPoints

AdjYield

ADOSA

ADPBlotterCode

ADT

ADTCurrency

AdvertisementInstruction

AEPTradeID

AffirmationIndicator

AffirmativeDetermination

AgentIDNumber

AgentInternalAcct

AggregateConversionQty

AggregatedOrderExecRefIDs

AggressiveInTheMoney

AggressorIndicator

AggressorSide

AgreeDateTime

Algo8

AlgoField3

AlgoParam1

AlgoParam10

AlgoParam11

AlgoParam12

AlgoParam2

AlgoParam3

AlgoParam4

AlgoParam5

AlgoParam6

AlgoParam7

AlgoParam8

AlgoParam9

AlgoParameter1

AlgoParameter2

AlgoParameter3

AlgoParameter4

AlgoParameter5

AlgoParameter6

AlgoParameter7

AlgorithmicField1

AlgorithmicField10

AlgorithmicField11

AlgorithmicField12

AlgorithmicField13

AlgorithmicField14

AlgorithmicField15

AlgorithmicField2

AlgorithmicField3

AlgorithmicField4

AlgorithmicField5

AlgorithmicField6

AlgorithmicField7

AlgorithmicField8

AlgorithmicField9

AlgorithmID

Algotag1

Algotag10

Algotag2

Algotag4

Algotag5

Algotag6

Algotag7

Algotag8

Algotag9

AllInPrice

AllinPriceFlag

AllocAccountSubID1

AllocAccountSubID2

AllocAccountSubID3

AllocAgreementDate

AllocAgreementDesc

AllocatedQty

AllocationAcct

AllocationBlockOriginalFace

AllocationDetailInstiturionId

AllocationDetailOriginalFace

AllocationDetailPrincipal

AllocationIndicator1

AllocationIndicator2

AllocationType

AllocAvgPx

AllocBrokerAccountID

AllocCalcAgentLocation

AllocClearingFirm

AllocClearingMember

AllocConfirmErrorParamFlag

AllocCurrentFace

AllocCurrentFaceNew

AllocExecID

AllocGiveUpBroker

AllocGrossTradeAmt1

AllocGrossTradeAmt2

AllocGrossTradeAmtNew

AllocGTSBroker

AllocInterestAtMaturity

AllocMatrixAgreementType

AllocMcaAnnexDate

AllocPositionEffect

AllocQty2

AllocReceiverId

AllocReceiverIdtype

AllocReceiverRole

AllocRecieverRole

AllocRefEventID

AllocStatus

AllocStepOutBroker

AllocTarget

AllowHiddenSize

AllowLimits

AllowReversal

AlphaNbCO

ALRXCode

Alsotag3

AltExDestination

AltHandlInst

AltPhone1

AltPhone2

AltRule80A

AmntBought

AmntSold

AMSessionPercent

AnchorPxDirection

Annonymous

Anonymity

Anonymous

AnyPriceAtClose

AOLM

AORGID1

AORGID2

AORThreshold

APIMuser

Application

ApplicationLogonRspCode

ApplicationQueueAction

ApplicationQueueDepth

ApplicationQueueResolution

ApplyIOIEdits

ApplyRestriction

ARCAExNewsType

AskDelta

AskDifference

AskMarketSize

AskPrice

AsOfIndicator1

AsOfIndicator2

AsOfTime

Asset

AssetSwapSpread

AssumedCoupon

ASWSpread

ATSAccess

ATSAccessType

AttributedQuote

AuctionAway

AuctionContingency

AuctionDate

AuctionID

AuctionIndicator

Auctionlimitprice

AuctionType

AussieAlgo1

AussieAlgo2

AutoexFirmStatus

AutoExSize

AutoHedge

AutoHedgePrice

AutoHedgeStrategy

AutoPlace

AutoProbe

AutoQuote

AutoQuoteRequest

AutoReplace1

AutoReplace2

AuxAuctionInfo

AvgCost

AvgPriceDay

AvgPx2

AvgPxInd

AvgRevPrice

AVT

AVTCurrency

BackOfficeText

BalanceGroupID

BAMT

BangCounterParty

BangFlag

BangGroups

BangMinFill

BangMMID

BangMMIDQty

BangQty

BangSDP

BangStyle

BarrierDirection

BarrierEndDate

BarrierLevel

BarrierLevel2

BarrierRebate

BarrierRebate2

BarrierStartDate

BarrierStyle

BaseIndex

BaseStrategy

BaseSwapPx

BasisOfTrade

BasisPriceTradeInd

BasketID1

BasketID2

BasketName

BasketTrade

BBBankNum

BBExecSubType

BbgTradeType

BBRespType

BCANID

BcastFilterFlag

BcastSeqNo

BDBidSize

BDBidSizeType

BDOfferSize

BDOfferSizeType

Behaviour

BenchIDSource1

BenchIDSource2

BenchmarkBidYield

BenchmarkCurveName

BenchmarkCurvePoint2

BenchmarkOfferPx

BenchmarkOfferSpread

BenchmarkOfferYield

BenchmarkPrice

BenchmarkPriceType

BenchmarkSecurityAltID

BenchmarkSecurityDesc

BenchmarkSecurityID

BenchmarkSecurityIDSource

BenchmarkSymbolSfx

BenchmarkYield

BenchSecurityID

BeneficiaryAcctNum

BeneficiaryCode

BeneficiaryName

BetaExposure

BetaNeutralityLimit

Bias

BidActivity

BidDelta

BidDifference

BidForwardPoints

BidForwardPoints2

BidForwardPointsDelta

BidFundingCharge

BidFundingConsideration

BidMarketSize

BidNbOr1

BidNbOr2

BidPostedQty

BidPriceForDiscountQuotes

BidPriceImpAmount

BidPriceType

BidPx2

BidSize2

BidSpotRate2

BidVolLimit

BidVolMultiplier

BidYTM

Billable

BillingIndicator

BillingRate

BillTo

BinaryReporting

BindIndicator

BinID

BlackoutEnd

BlackoutStart

BlkOrderDesk

BlkOrderDeskNo

BlkOrdFlag

BlockbusterSizableActionCode

BlockbusterSizableActionTime

BlockbusterSizableStartTime

BlockErrorParamFlag

BlockFilter

BlockFilterManual

BlockOrderID

BlockPrice

BlockSeqNumber

BlockTradeCode

BloombergPriceEngPriceLevel

BloombergServerID

BlotOrderStatus

BlotSeq

BlotTransactionNumber

BLPAllocationRefTicketNumber

BLPAllocationticketnumber

BLPProgType

BLPTicketType

BoardLot

BOATdelay

BoblAsk

BoblBid

BofAAlgoParam1

BofAAlgoParam2

BofAAlgoParam3

BofAAlgoParam4

BofAAlgoParam5

BofAAlgoParam6

BofAAlgoParam7

BofAAlgoParam8

BondFactor

BookCondition

BookID

BookingID

BookingRefID

BookingStatus

BookingTransType

BookingTypeCustom

BookStatus

BookStatusApplicableSide

BoothID

Branch

BranchID

BranchSeqNbr

BreakIndicator

BRKNA

BrokerBadge

BrokerClearingID

BrokerDealerServiceFee

BrokerFirmID

BrokerLEI

BrokerOrderReceiveTime

BrokerReceiptTime

BrokerSeqNo

BTDSCommissionIndicator

BTDSPriceChangeCode

BTDSQuantityIndicator

BTDSReportingPartySide

BTDSSaleCondition

BTDSSecondModifier

BTDSSpecialPriceIndicator

BTOrderInst

BTReportInst

BundsAsk

BundsBid

BusinessLine

BusinessTransactionType

BuyBackDate

BuyBackPx

BuyBackRules

BuyLimit

BuytoCoverIndicator

BuyTradeControlNumber

BuyWeight

BWitemID

BypassHiddenPeg

BypassPrimeBrokerSw

CabPriceIncrement

CalcAgentLocation

CalcFrequency

CalcInclSettlCurrAmt

CalculatedAllocQty

CalculatedAllocQty2

CalculatedCcyLastQty1

CalculatedCcyLastQty2

CallDate

CallOrPut

CallPutCurrency

CancAftAck

CancelledSymbol

CancelOnDisconnect

CancelOpenQty

CancelOrigOnReject

CancelPrice

CancelRebillReason

CanTradeQuote

CAPIndicator

CapitalDifference

CapitalPct

CarryFwdISINCode

CarryIndicator

Cash1

Cash2

CashOffset

CashOpen

CashOrCredit

CashRoundingIndicator

CashTolerance

CatchUp1

CatchUp2

CatchUpStop

CATExecStyle

CATStrategy

CCPOrderCompletionFlag

CCPTradeSuffixNumber

CDNAccountType

CDNAnonymous

CDNBasketTrade

CDNExchangeID

CDNInternalCross

CDNJitney

CDNLotsOf

CDNMarketOnClose

CDNMGFCandidate

CDNNonResident

CDNPrincipalTrade

CDNProgramTrade

CDNRTAutoFill

CDNSettlementTerm

CDNShortExempt

CDNUserId

CeilingFloorPrice

CentralCounterParty

CFICode

CheapECN

Checkout

ChgFromSettlmnt

ChgFromSettlmntDirection

ChgFromWAPrice

ChgOpenInterest

ChildID

ChildPriceLevels

CHXHandlInst

CircleInd

ClassiOfForInv

CleanPx

CleanUp

ClearBrokerInd

ClearingAccountNDS

ClearingBroker

ClearingBusCycle

ClearingClCodType

ClearingCode

ClearingDest

ClearingFeeIndicator

ClearingHandlingType

ClearingLastPx

ClearingMatchID

ClearingMember

ClearingOptionalData

ClearingOrderID

ClearingOrdType

ClearingPrice

ClearingQType

ClearingRefNo

ClearingSecurityID

ClearingSlipID

ClearingStatus

ClearingStrikePx

ClearingVenue

CLExecID

ClientAccID

ClientCapacity

ClientCharID

ClientDomicile

ClientFreeField1

ClientFreeField2

ClientFullName

ClientIdSOM

ClientIndicator

ClientInfo

ClientMarketInd

ClientOrderIDFormat

ClientTier

ClientTrade

CloseAuctionRate

ClosePxType

CloseStrat

ClotGrpCot

ClRefID

ClTrdIDRefType

CMPA

CMPB

CMPM

CMPND

CMPSP

CMSInternalData

CMSLeavesQty

CMSLine1A

CMSText

CMSType

CmtaGiveupCD

CNFCO

CombinedOrderType

CombinedPointsBid

CombinedPointsOffer

ComfirmFlag

CommisionValue

CommissionAdjLastPx

CommissionHandlingInstructions

CommissionScheduleOverride

CommissionTreatment

CommissionType

CommitIdent

CommMax

CommMin

CommPct1

CommPxLimit

CommRateDayCount

CompetingQuote

CompetingQuoteDealer

CompetingQuoteFwdPoints

CompetingQuoteLeg2

CompetingQuoteType

CompetitionStatus

CompetitiveStatus

CompetitorCount

ComplaintCode

CompletionIndicator

CompletionLimit

CompletionPrice

ComplResp

ComplSettlement

ComponentType

Compounding

CompQuote

ConcessionAmt

ConcessionType

ConditionalVolumeTarget

CondPctQty

ConfigSet

ConfirmCancCorr

ConfirmNote

ConfirmReasonCode

ConfirmType

ConnectionStatus

Consideration

ContactEmailAddress

ContactFax

ContactPhoneNumber

ContMarketPart

ContraAccount

ContraAccountSource

ContraAccountType

ContraBranchSeqNbr

ContraBroker1

ContraBroker2

ContraClearingAcct

ContraClrFirm

ContraCreationDate

ContraCreationRef

ContractSettlementMonth

ContractTime

ContraFeesSw

ContraID

ContraOrderOrigin

ContraOrderRestrictions

ContraSubNo

ContraTradePA

ContraTradeQty

ContraTrader

ContraTradeTime

Contributor

ConversionTick

CorrectedPrice

CorrelationClOrdID

CountEligibleVolInLimitPx

Counter

CounterDepositAccrual

CounterDepositRate

CounterDepositUnit

CounterpartMandatorID

CounterParty

CounterParty1

CounterpartyAccount

CounterpartyClientDomicile

CounterpartyClientReference

CounterpartyCompID

CounterPartyIpAddress

CounterpartyOrderCapacity

CounterPartyOSIdentifier

CounterpartyReference

CounterpartyTraderID

CounterpartyType

CountryIssuer

Coupon1

Coupon2

Coupon3

CouponFrequency

CoverInd

CoverPrice

CPProgram

CreditRating

CreditRatingAgency

CriteriaCheckFlag

CrossCategory1

CrossCategory2

CrossDest

CrossDestExclusion

CrossDiscIncrement

CrossDiscInstr

CrossDoNotCrossPrincipal

CrossExclusionIndicator

CrossExecID

CrossFlag

CrossID

CrossIndicator

CrossMaxQty

CrossMinQty

CrossMktProtection

CrossOrdAskQty

CrossOrdBidQty

CrossOversizeLimit

CrossParentResPct

CrossPrice

CrossPxImpr

CrossPxImprMaxQty

CrossPXImprMinQty

CrossQualifier

CrossResidualRatio

CrossSeqNum

CrossTradeFlag

CrossType

CrossVariant

CSIItemNo

CstmApplVerID

CtiCode

CumQty2

Currency

Currency1

Currency2

CurrencyRate

CurrentCostBasis

CurrentFace

CurveDateRate1

CurveDateRate2

CurveName

CurvePoint

CustBidSizeType

CustodialLotID

CustodianCode

CustOfferSizeType

CustomerAccount

CustomerDirectedOrder

CustomerDirectedOrderClone

CustomerId

CustomerLEI

CustomerSize

CustomerType

CustomOrderType

CustomPrice1

CustomPrice2

CustomRate1

CustomRate2

CustOrderCapacity

CustOrderHandlingInstClone

CUSTPRC

CVInstruction

CXFlag

CxlAfterMatching

CxlBal

CxlQty1

CxlQty2

CxlReason

DaggerTradingStyle

DarkBlockLimitPrice

DarkBookRate

DarkOnlyIndic

DataBaseIndex

DataSource

DatedDate

DateFrom

DateTo

DayCount1

DayCount2

DaylightSavingSw

DaysBeforePwdExpiration

DaysHeld

DaysToSettlement

DBAlgo1

DBAlgo10

DBAlgo11

DBAlgo12

DBAlgo13

DBAlgo14

DBAlgo15

DBAlgo16

DBAlgo17

DBAlgo18

DBAlgo19

DBAlgo2

DBAlgo20

DBAlgo21

DBAlgo22

DBAlgo23

DBAlgo24

DBAlgo25

DBAlgo26

DBAlgo27

DBAlgo28

DBAlgo29

DBAlgo3

DBAlgo30

DBAlgo31

DBAlgo32

DBAlgo33

DBAlgo4

DBAlgo5

DBAlgo6

DBAlgo7

DBAlgo8

DBAlgo9

DbExecID

DBKLinkId

DealCash

Dealer

dealerNetMoney

DealerNote

DealerPrincipal

DealerQuoteFxRate

DealerQuoteOrdQty

DealerQuotePrice

DealerQuotePriceType

DealerQuoteText

DealerResponseTime

DealerTradeID

DealInstBroker

DealLinkReference

DealNumber

DealRatio

DecayQuantity

DecayStartDate

DECPLCS

DECRND

DelayedDisseminationInst

DelayResponsibility

DelayToTime

DeliveryType

Delta1

Delta2

DeltaAmnt

DeltaHedgeSpotDate

DeltaLeg

DeltaLegAsk

DeltaNet

DeltaNetAskValue

DeltaTransfer

DepoActionType

DepoDayCount

DepositAccrual

DepositoryID

DepositoryIDSource

DepositRate

DepositUnit

Desk

DeskOrderHandlingInstClone

DeskSpecialHandlingCode

DeskTraderID

DeskTypeClone

DeskTypeSourceClone

DestFirmID

Direction

DirtyPrice1

DirtyPrice2

DisaffirmInd

DiscIncrType

DiscMaxVol

DiscountRate

DiscPriceRange

Discretion

DiscretionAmount

DiscretionDelta

DiscretionInstruction

DiscretionMinFill

DiscretionOffset

DiscretionPx

DiscretionQty

DiscretionRange

DiscretionRangePct

DiscretionSize

DiscretionSizePct

DiscretionUsedSw

DisplayFactor

DisplayGroup

DisplayIndicator

DisplayLimitPrice

DisplayQty

DisplayRange

DisplaySize1

DisplaySize2

DisplaySize3

DisplaySize4

DisseminatedStatus

DisseminationTime

DistributionType

DividendGrossAmt

DividendGrossPx

DividendNetAmt

DividendNetPx

DIVINST

DivNbCO

DivReinvest

DJSTOXX

DMAOrderType

DocType

DollarNeutral

DollarNeutralityLimit

DoNotArb

DownloadRequestID

DPFormatTag

DPIFirm

DraftAlgoFlag

DripInterval

DripQty

DropCopyFlag

DropID

DSS

DTCCMatchedIndicator

DueInSeconds

Duration1

Duration2

Duration3

Duration4

Duration5

Duration6

DV01

DwellTime

DYCTBAS

DynamicDriverType

EaseBaseTag

ECNAccessFee

ECV

EffectiveTime1

EffectiveTime2

ElectronicQuoteType

EMS

EncodedShortSecurityDesc

EncodedShortSecurityDescLen

EndOfBatch

EndPaymentDate

EndpointExchangeExecutionId

EndPointExchangeOrderId

EndSamePxFlag

EndTIme

EndTime1

EndTime2

EndTime3

EndTime4

EndTime5

EndTradeSequence

EndWorkUp

EnhancedCxlRe

EnhancedQuoteBehavior

EnteringFirm1

EnteringFirm2

EnteringSubsidiary

EQIAdvisoryType

EQIQuoteOrigin

EQIQuoteResponseLevel

EQIRole

EquitySession

EquivalentInstrument

EquoteExecType

eQuoteId

ERCActivityType

ERCReferenceNumber

ErrorRequestor

ESAReference

EstimatedAmount

ETBegin

ETCMarketID

ETLast

EvalueInterval

EventTimePeriod

EventTimeUnit

ExchangeCode

ExchangeGatewayID

ExchangeName

ExchangeQuoteID

ExchangeQuoteReqID

ExchangeReserve

ExchangeSymbolName

ExchangeTradeType

ExchangeTradingStatus

ExClearingHouse

Exclude

ExcludeAuctions

ExcludeDest

ExcludePostDest

ExclusiveFlag

ExDividend

ExecAwayMktInd

ExecBrokerFINS

ExecBrokerInd

ExecBy

ExecChangeSourceID

ExecClearingBkrAcct

ExecClearingBkrID

ExecDeltaHedge

ExecInst

ExecObjType

ExecPhase

ExecPrice

ExecReceiptTime

ExecServProduct

ExecutedPrice

ExecutedQuantityLeg2

ExecutedYield

ExecutionConcession

ExecutionID

ExecutionInformation

ExecutionMethod

ExecutionMode

ExecutionReportDetail

ExecutionStyle1

ExecutionStyle2

ExecutionStyle3

ExecutionStyle4

ExecutionType

ExecutionVersion

ExecutionView

ExerciseEndDate

ExerciseStartDate

ExpectedAlpha

ExpERCReferenceNumber

ExpireBy

ExpireTime1

ExpireTime2

ExpiryDuration

ExpiryTime

ExpiryTimeCode

ExplicitPromptDate

ExpositionOrderType

ExtendedExecInst

ExtendedPNP

ExtendedPriceType

ExtendedVolatilityBand

ExternalCustomerName

ExternalExchangeRef

ExternalMarkUp

ExTransactionType

FaceValue

Factor

FaF

FarFwdPoints

FDID

Fe

FeeAdjToSpread

FeeBilling

FidessaTradeFlags

FidStrategyParameter1

FidStrategyParameter10

FidStrategyParameter11

FidStrategyParameter12

FidStrategyParameter13

FidStrategyParameter14

FidStrategyParameter15

FidStrategyParameter16

FidStrategyParameter17

FidStrategyParameter18

FidStrategyParameter19

FidStrategyParameter2

FidStrategyParameter20

FidStrategyParameter21

FidStrategyParameter22

FidStrategyParameter23

FidStrategyParameter24

FidStrategyParameter25

FidStrategyParameter26

FidStrategyParameter27

FidStrategyParameter28

FidStrategyParameter29

FidStrategyParameter3

FidStrategyParameter30

FidStrategyParameter31

FidStrategyParameter32

FidStrategyParameter33

FidStrategyParameter34

FidStrategyParameter35

FidStrategyParameter36

FidStrategyParameter37

FidStrategyParameter38

FidStrategyParameter39

FidStrategyParameter4

FidStrategyParameter40

FidStrategyParameter41

FidStrategyParameter42

FidStrategyParameter43

FidStrategyParameter44

FidStrategyParameter45

FidStrategyParameter46

FidStrategyParameter47

FidStrategyParameter48

FidStrategyParameter49

FidStrategyParameter5

FidStrategyParameter50

FidStrategyParameter51

FidStrategyParameter52

FidStrategyParameter6

FidStrategyParameter7

FidStrategyParameter8

FidStrategyParameter9

Fiduciary1

Fiduciary2

FillLineNum

FillNumLines

FillOrKillAmount

FillSeqNum

FillTerminalID

FillUserID

Filter

FilterID

FilterReqID

FilterSource

FinancialMarketCode

FinOrderQty

FireQuantity

FirmAccount

FirmAmount

FirmID1

FirmNo

FirstEligibleTradeDate

FirstPaymentDate

FirstShare

FixedIncomeFlag

FixedIncomeSubFlag

FixedLegDayCount

FixedPaymentFreq

FixedRate

FixEngineName

FixingBraket

FixingDate

FixingDate2

FIXReferenceNumber

FIXreserved1

FIXreserved10

FIXreserved11

FIXreserved12

FIXreserved13

FIXreserved14

FIXreserved15

FIXreserved16

FIXreserved2

FIXreserved3

FIXreserved4

FIXreserved5

FIXreserved6

FIXreserved7

FIXreserved8

FIXreserved9

FIXStatus

FIXStatusOBOCompID

FIXStatusOBOSubID

FIXStatusSubID

FlashDuration

FlatFlag

FloatingLegDayCount

FloatingPaymentFreq

FloatingRate

FloorQtyDay

FMCNETTradeNumber

FMCNOE

FMCSettlementBlock

FMCTradeBlocknumber

FMTradeStatus

FOKPosition

Footprint

ForeignerID

ForeignExchange

ForeRunnerVariation

FormattedLastPx

ForwardRate

ForwardRateLegAsk

FourWayAgreement

FracToTrade

FRESDAYS

FRNIndex

FRREF

FTSEIntl

FunctionCodeOrig

FundBuyableFromDate

FundBuyableToDate

FundCommissionOption

FundCommissionWaiver

FundDesignation

FundExternalRef

FundGroup1Units

FundGroup2Units

FundingCharge

FundingConsideration

FundInitialCharge

FundManagerName

FundNomineeAccount

FundReInvestIncome

FundSecurityType

FundSellAll

FundSpecialDealDiscount

FundUnitType

FundValuationDate

FundValuationPoint

FundValuationSSM

FurthestSeriesPrice

FutSettDate

FutSettDate2

FwdPrecision

FwdTickSize

FXallContingentInd

FXallCrossExclusionInd

FXallIndicator11

FXallIndicator4

FXallIndicator5

FXallIndicator6

FXallIndicator7

FXallIndicator8

FXallIndicator9

FXallMDFilterInd1

FXallMDFilterInd2

FXCurrencyOffsetAmt

FxMarketType

FXOptionStyle

FXSplitTradeFlag

GammaLeg

GammaLegAsk

GammaNet

GammaNetAskValue

GapLimit

GeneralLedgerAccount

GivePrice

GiveUpBroker

GiveUpFirm

GiveUpID

GLID

GlobalAgentAcctNum

GlobalAgentCode

GlobalAgentName

GLRoutingReference

Gross

GrossCode

GrossCover

GrossPx

GrossReturnIndex

GroupID

GTSBroker

GUID

Haircut

HaltBeforeClose

HandlInst

HedgeRatio1

HedgeRatio2

HedgeSide

HedgeTradeType

HighLimit

HighLimitBlockTrade

HighLimitNormalTrade

HighLimitSIT

HighPxDenom

HighTenorQuoteId

HoldIntrnl

HomeCcy

HomeCcyEquivQty

HomeCcyEquivQty2

HomeCcyEquivRte

HomeCcyEquivRte2

HSFXAdjustmentAmt

HSFXBrokerage

HSFXCloseBalance

HSFXCollateralID

HSFXDepositAmt

HSFXEffectiveOpenBalance

HSFXFinanceAmt

HSFXInterest

HSFXOpenBalance

HSFXQuoteLayer

HSFXRealizedPL

HSFXTotalBalance

HSFXTradeStatus

HSFXTradeType

HSFXTradeviewChase

HSFXTradeviewIterations

HSFXUnrealizedLockedDayPL

HSFXUnrealizedLockedPL

HSFXUnrealizedOpenPL

HSFXUserID

HSFXWithdrawAmt

ICSFarLeg

ICSNearLeg

IdealPrice

IfIncomplete

ImbalanceQty

InactivationRejReason

InclSettlementAmount

InclSettlementCurrencyCode

IncludeAuction

IncludeMarketClose

IncludeMarketOpen

IncludeSIs

InCompete

IncrementParticipationRate

Index

IndexCalcFreq

IndexCMV

IndexID

IndexLmt

IndexLMTBen

IndexLowerPct

IndexLowerSIT

IndexMode

IndexPct

IndexRatio

IndexUpperPct

IndexUpperSIT

IndexValue

IndicativeOrderType

IndustryCode

IndxIndic

InhibitTradeIndicator

InitialDisplayPrice

InitialDisplayQty

InstitutionalID

InstitutionID

InstrAttribType

InstructNoInstruct

InstrumentCateg

InstrumentExternalCode

InstrumentID1

InstrumentID2

InstrumentPricePrecision

InsuranceCode

IntentToCross

InterestAtMaturity

InterestPaymentCurrency

InternalAcknowledgementSw

InternalCross

InternalExternal

Internalize

InternalOrderStatus

InternalRef

InternalSeqNo

IntroBrokerInd

InvestorAdvisorCode

InvestorCode

InvPositionDate

InvPositionQty

InWorkup

IOCIndic

IOE

IOIAvailQty

IOILink

IoiNatural

IoiType

IPOSubscriptionVenue

IRSEOM

IRSSWTYPE

IRSTYPE

IsBuyBack

IsCancelled

ISDY

IsFastFirm

IsForeignBroker

IsInCompetition

IsLastTrade

ISMN

ISpread1

ISpread2

IsRelative

IsShortCover

IsSLMessage

IssueDate

IssueDenomination

IssueID

IssuerLongName

IssueStatus

IsTaxable

IsVolOnePct

IsVolTwoPct

ItemID

ItemNumber

ITSAllInd

Jitney

JIWAYTradingStatus

Language

LastBustShares

LastCounterpartExec

LastCrossReqTime

LastEligibleTradeDate

LastFragment

LastLiquidityInd

LastMkt2

LastMktBloomberg

LastMsgFlag

LastParPx

LastPx2

LastQty2

LastQuoteReqTime

LastSale

LastSpotRate2

LastTradeDate

LastTrader

LastYield

LayerLinkId

LeadingLeg

LeadWith

LeaveQtyFlag

LeavesQty2

LegAccrued

LegAllocAccount

LegAllocClearingFirm

LegAllocClearingMember

LegAllocQty

LegalMarket

LegAskPrice

LegBidSize1

LegBlotSeqNumber

LegCalcFrequency

LegCalculatedCcyLastQty

LegCash

LegClearingFirm

LegClearingMember

LegCompounding

LegContractSettlmntMonth

LegContraQty

LegCouponRate

LegCoveredUncoveredList

LegCreditRatingAgency

LegCurrency

LegCurrentCostBasis

LegCustodialLotID

LegDatedDate

LegEndDate

LegErrorCode

LegErrorMsg

LegExchangeRate

LegFactor

LegFixedRateDayCount

LegFixedRatePayFrequency

LegFlag

LegFloatRatePayFrequency

LegFutSettDate

LegFuturesCBroker

LegFuturesDBroker

LegGrossTradeAmt

LegIDSource

LegIndex

LegIssueDate

LegIssuer

LegLastForwardPoints

LegLastParPx

LegLastSpotRate

LegLimit

LegMarketType

LegMaturityDate

LegMaturityDayList

LegMaturityMonthYearList

LegMinBidSize

LegMinOfferSize

LegNetMoney

LegNoAllocs

LegNoStipulations

LegNotionalAmount

LegNotionalCurrency

LegNumDaysInterest

LegOfferSize1

LegOptAttributeList

LegOrderQty

LegOrdStatus

LegPositionEffectList

LegPriceList

LegPriceType

LegPrincipal

LegProduct

LegRank

LegRatio1

LegRatio2

LegRatioQtyList

LegRefID

LegRefIdList

LegRelativeStart

LegReport

LegRollConvention

LegRoute

LegSecurityDesc

LegSecurityGroup

LegSecurityID

LegSecurityIdList

LegSecurityType

LegSecurityTypeList

LegSettlmntTyp

LegShortSaleExemptionReason

LegSide

LegSideList

LegSplitTradeFlag

LegStartDate

LegStipulationType

LegStipulationValue

LegStrikePriceList

LegSubFlag

LegSwapType

LegSymbolList

LegTenorCode

LegTerm

LegTransactionSeqNumber

LegTSTicketNumber

LegVSPDate

LegVSPPrice

LegYield

Lehman

lehman2

lehman3

lehman4

LehmanATS1

LehmanATS10

LehmanATS2

LehmanATS3

LehmanATS4

LehmanATS5

LehmanATS6

LehmanATS7

LehmanATS8

LehmanATS9

LEKInternationalOrderParams1

LEKInternationalOrderParams2

LEKInternationalOrderTypes

LekSecuritiesCustomField1

LekSecuritiesCustomField2

LekSecuritiesCustomField3

LetAccruedInterestAmt

Levy

LimitGap

LimitPxAnchor

LimitPxDirection

LimitPxOffset

LimitPxType

LimitvLast

LimitWRT

LingerTime

LinkPercent1

LinkPercent2

LinkSymbol

LiqProvOnly

LiquidityFlag

LiquidityLevel

LiquidityProvider

LiquidShare

ListID1

ListID2

LmtTickSizeRatio

LoanSettleDate

LoanSupportFlag

LocalAgentAcctNum

LocalAgentCode

LocalAgentName

LocalOrForeign

LocateBroker

LocateIdentifier

LocateSource

LockCrossFlag

LockedIn

LockedInStatus

LockedQty

LockMktProtection

LockOrCrossIndicator

LockStatus

LODIndicator

LoginRouteID

LongLimit

LongMoneyLimit

LongName1

LongName2

LotSize1

LotSize2

LowerPricePct

LowerPricePctSIT

LowerVolatilityBand

LowLimit

LowLimitBlockTrade

LowLimitNormalTrade

LowLimitSIT

LowPxDenom

LvsTimeInForce

MADataID

MajorBadge

MajorClearingInd

Manageability

Managed

ManagedAccount

MandatorID

Mantara1

Mantara2

Mantara3

Mantara4

Mantara5

ManualOrderIndicator

ManualOrderIndicatorClone

Margin

MarginInit

MarketCode

MarketFlowID

MarketID1

MarketID2

MarketMakerID

MarketMakerName1

MarketMakerName2

MarketMakerPhone

MarketMakerType

MarketMarketOn

Marketsection

MarketSegment

MarketShareCapClose

MarketShareCapOpen

MarketZone

MassCancelRequestType1

MassCancelRequestType2

MassQuoteMessagesCount

MassStatusReqType

MasterAccount

MasterSPSAID

MatchAsk

MatchBid

MatchedIndicator

MatchEventStartIndicator

MatchingSlipID

MatchingVariance

MatchMultipleQty

MatchRefNo

MatchType

MatDatEndYield

MatDatStartYield

MATDTADJ

MatrixAgreementType

Maturity

MaturityDate1

MaturityDate2

MaturityDateEnd

MaturitySize

Max2BX

MaxAuction

MaxBestBidSize

MaxBestOfferSize

MaxBidQty

MaxCabPrice

MaxChildVol

MaxChildVolPct

MaxCostFromStrike

MaxCrossQty

MaxDeltaNeutrality

MaxFloor

MaxFloorPercent

MaxHedge

MaxNoDecimals

MaxOfferQty

MaxOrderQty

MaxOrdersPerLevel

MaxOrdersVolume

MaxPctParticipation

MaxPctVol1

MaxPctVol2

MaxPctVolume

MaxPegQty

MaxPercentCrossing

MaxPercentVol

MaxPercentVolume

MaxPostDest

MaxPriceLevels

MaxQuotableBidSize

MaxQuotableOfferSize

MaxShares

MaxShow1

MaxShow2

MaxSliceSize

MaxSpent

MaxTimeDelay

MDAggressorSide

MDAvailBuySize

MDAvailSellSize

MDBookType

MDCount

MDCountType

MDCumTradeSize

MDCustomerSize

MDDelayed

MDElementName

MDEntryCode

MDEntryHiddenSize

MDEntryPxDenom

MDEntrySizeType

MDEntryTransType

MDEntryType

MDExecDate

MDExecTime

MDGatewayIDs

MDHiddenSize

MDPriceLevel

MDPriceUpdateType

MDProcessIndicator

MDRefReqID

MDReqRejReason

MDScope

MDSecondaryCustomerSize

MDStatScope

MDStdDeviation

MDWorkupState

MemberAddress

MemberCodeCounterpart

MemberID

MemberName

MemberVolume

Memo

MemoAB

MessageDestination

MessageID

MessageKind

MessagePartID

MGFCandidate

MguIndicator

MIC

MidPointFlag

MIFIDBestExecutionIndicator

MIFIDBestExecutionReqd

MIFIDClientCodeType

MIFIDDestination

MIFIDInternalizationIndicator

MIFIDInternalLimite

MIFIDNegociationcode

MIFIDOrderType

MIFIDRetention

MIFIDSplit

MIFIDTradeExchange

MinAnytimeQty

MinCabPrice

MinCrossQty

MinDeltaNeutrality

MinDiscretionTime

MinHedgeTriggerQty

MinHedgeTriggerValue

MinimumValueType

MinLeavesQty

MinNoDecimals

MinorCtrlNbr

MinOrderQty

MinPctParticipation

MinPctVol1

MinPctVol2

MinPctVolume

MinPegQty

MinPercentLQFI

MinPercentVol

MinPercentVolume

MinPriceIncrement

MinPxVar

MinQty

MinRaised

MinReqComp

MinSliceQty

MinTake

MiscDataLine4

MiscDataLine4A

MiscFeeCCY

MiscFeePayer

MiscFeeReceiver

MITFlag

MktIndic

MktMkerID

MktShareLimit

MktShareThreshold

MktSize

MktSpread

MktTickSizeRatio

MKTXActualDueAtTime

MKTXAllowPartialFill

MKTXAnalysisTo

MKTXAvailableActions

MKTXBenefit

MKTXComparisonPrice

MKTXDeltaDayPrice

MKTXDeltaDaySpread

MKTXDeltaDayYield

MKTXDeltaMtdPrice

MKTXDeltaMtdSpread

MKTXDeltaMtdYield

MKTXDeltaWeekPrice

MKTXDeltaWeekSpread

MKTXDeltaWeekYield

MKTXDesiredDueAtTime

MKTXEstimatedQuantity

MKTXInquiryState

MKTXInquiryTimerDuration

MKTXInquiryType

MKTXLegBenchmarkSecurityID

MKTXLegBenchmarkSecurityIDSource

MKTXLegTargetLevel

MKTXListComment

MKTXListName

MKTXListRejectMode

MKTXListType

MKTXPriceDiff

MKTXPricingProcess

MKTXQuoteReponseRejectReason

MKTXReleaseTime

MKTXRevealNumberOfDealers

MKTXSpottingProcess

MKTXTargetLevel

MLBenchmarkPrice

MLBlockThreshold

MLContraId

MLET10

MLET11

MLET12

MLET4

MLET5

MLET6

MLET7

MLET8

MLET9

MLETReserved1

MLETReserved10

MLETReserved11

MLETReserved12

MLETReserved13

MLETReserved14

MLETReserved15

MLETReserved16

MLETReserved17

MLETReserved18

MLETReserved2

MLETReserved3

MLETReserved4

MLETReserved5

MLETReserved6

MLETReserved7

MLETReserved8

MLETReserved9

MLExecService

MLExecutionInstruction

MLGuarant

MLMaxParticipate

MLMinParticipant

MLOrderCompletionInstr

MLPegOption

MLPlanning

MLPrimaryFlag

MLRiskFactor

MLSpecialOrderType

MLSpeedPrice

MLSpeedTargetPercent

MLSUser

MLTargetParticipate

MLTransactionFundType

MLUPDATEUSER

MMAccount

MMAutoQuoteRefreshParameter

MMBestBidMemberID

MMBestBidPx

MMBestOfferMemberID

MMBestOfferPx

MMBidPx

MMBidSize1

MMBidSize2

MMBidSizeType

MMFirstEffectiveDate

MmkrCapacity

MMLastEffectiveDate

MMLocation

MMMemberID

MMOfferPx

MMOfferSize1

MMOfferSize2

MMOfferSizeType

MMProtectionReset

MMQuoteCloseTime

MMQuoteOpenTime

MOC1Percent

MOCPercent

MOCType

Mode

ModelType

ModifySequence

MomentumFactor

MOO2Percent

MPRequestID

MrkUp

MrkupQuote

MSCI

MsgID

MsgVersion

MTKT

MulitiLegPrice

MultilegComponent

MultilegCoveredOrUncovered

MultilegMonthIncrement

MultilegPartNum

MultilegPositionEffects

MultilegPriceIncrement

MultilegRefID

MultilegStockClearingFirm

MustRefresh

MVEntryType

NASDRegistered

NBBOStepUpMode

NbMaxPart

NearestSeriesPrice

NearFwdPoints

NegativeBidPxFlag

NegativeOfferPxFlag

NegotiationPhase

NestedPartyIdList

NetChg

NetChgDirection

NetGrossInd2

NetMoney

NetOrGrossIndicator

NetPctChg

NetPresentValue

NetReturnIndex

Netting

NettingGroup

NettingLevel

NetTradeLimitInd

NetTrdInd

NetworkRequestID

NetworkRequestType

NetworkResponseID

NetworkStatusResponseType

NewCtrlNbr

NewFDID

NewIssueIndicator

NewRank

NewSecuritySubscription

NewsEventDate

NewsID

NewsSource

NewsType

NewSubRank

NewsValidUntil

NextMsgFlag

NIMAllowed

NIMEnabled

NIMLotSize

NIMMinimumSize

NIMPrivateDuration

NIMPublicDuration

NIMTimeRemaining

NoBlots

NoBookStatusEntries

NoBranch

NoChildMsgs

NoCompetingQuotes

NoCompetitiveQuotes

NoCompIDs

NoContraBrokers

NoContractLimitsConfig

NoCreditRating

NoDealers

NoDeposit

NoDisplayGroupEntries

NoDPFormatTags

NoEquivalentIxmLimitsConfig

NoExchanges

NoFallingSecurities

NoFirms

NoFixStatusses

NoInitSecurities

NoInstrumentLimitsConfig

NoInvPositions

NoIOIs

NoLegCreditRating

NoLegs

NoMDRefReqID

NominalValue

NoMKTXCostAnalysis

NoMQEntries

NoMVEntries

NonCustSize

NonDirectedBrokerFINS1

NonDirectedBrokerFINS2

NonMemberAffiliate

NonMemberID

NoNotes

NoNotTradedSecurities

NonReportingGUID

NoOfExecutionDays

NoOfLegsList

NoOfMarketMakers

NoParam

NoPartitionIDs

NoProcessedEntries

NoPrompts

NoQuotableCurrencies

NoQuotableInstruments

NoQuoteSizes

NoReferentialPrices

NoReRoutedOrders

NoRFQs

NoRisingSecurities

NoScriptLevel

NoSettDays

NoSharesIssued

NoSides

NoSteps

NoStipulations

NoStrategyParameters

NoSynthetics

NoTapePrintFlag

NoTBAGroupEntries

NoteId

Notes

NoteText

NoteType

NoTick

NoTickBands

NoTickets

NotionalAmt

NoTradePriceConditions

NoTradeSeqNoSeries

NoTransactionCosts

NoTrdRegTimestampsClone

NoTriggers

NoTWRPositions

NoUnchangedSecurities

NoUnderlyingCreditRating

NoUnderlyingReinvCoupon

NoUnderlyings

NoUnderlyingStips

NoUserData

NoVolRules

NoWarningReasons

NoYields

NQBIssuerID

NQBSecurityID

NSXHandlInst

NumberItems

NumberOccurAlreadySent

NumberofAllocsReceivers

NumberOfCxlReasons

NumberOfQuotes

NumberOfSlices

NumberOfTrades

NumberOfWaves

NumExec

NumLinks

NumMsg

NumULID

NYSEDirect

NYSEDirectPlus

NYSELiquidityBidPx

NYSELiquidityBidSize

NYSELiquidityOfferPx

NYSELiquidityOfferSize

NYSENoQuoteErrors

NYSEPrime

NYSEQuoteErrorCode

NYSEQuoteFieldCode

NYSEQuoteRefId

NYSETANum

OASSpread

OATSAcctType

Occupation

OCSControlNum

OddLotAlarmShares

OddLotDiffInd

OddLotImbalanceShares

OddLotInstrument

OddLotLineCode

OddOrderFlag

OfferActivity

OfferForwardPoints

OfferForwardPoints2

OfferForwardPointsDelta

OfferFundingCharge

OfferFundingConsideration

OfferingTime

OfferingType

OfferNbOr

OfferPriceForDiscountQuotes

OfferPriceImpAmount

OfferPriceType

OfferPx2

OfferSize2

OfferSpotRate2

OfferType

OfferVolLimit

OfferVolMultiplier

OfferYTC

OfferYTM

OfficeCode

OffsetCurrencyCode

OffsetPrice

OFMOverride

OfrPostedQty

OLAOrdRejReason

OldPrice1

OldPrice2

OldQty1

OldQty2

OldQty3

OldReferenceID

OldRiskClass

OlrlprlCode

OmgeoAlertCountryCode

OmgeoAlertMethodType

OmgeoAlertSecurityType

OmgeoAlertSettlementModelName

OmgeoAllSecurityTypeGroups

OmgeoAlternateCurrency

OmgeoBlockChargesOrTaxesAmount

OmgeoBlockChargesOrTaxesCurrency

OmgeoBlockChargesOrTaxesType

OmgeoBlockCommissionAmount

OmgeoBlockCommissionCurrency

OmgeoBlockCommissionType

OmgeoBlockSettlementIndicator

OmgeoBrokerCapacity

OmgeoBrokerCountryOfIssue

OmgeoBrokerIDSource

OmgeoBrokerRegMembership

OmgeoBrokerRestrictions

OmgeoBrokerSecurityID

OmgeoBySideCompleteIndicator

OmgeoCommissionReason

OmgeoCommissionSharingType

OmgeoCommSharingBasisIndicator

OmgeoCompleteStatus

OmgeoConfirmCommissionReason

OmgeoConfirmCommissionType

OmgeoContinuationString

OmgeoCounterpartyTradeSideID

OmgeoCptyAlertCountryCode

OmgeoCptyAlertMethodType

OmgeoCptyAlertSecurityType

OmgeoCptySettlInstSourceInd

OmgeoCurrSettlInstructionNum

OmgeoDeliveryChannel

OmgeoDisclosureIndicator

OmgeoDisclosureStatement

OmgeoDisclosureType

OmgeoEBVersionOfTradeSide

OmgeoErrorFIXTag

OmgeoErrorKey

OmgeoErrorParamValue

OmgeoErrorText

OmgeoErrorXPath

OmgeoFXDealCurrencyCode

OmgeoGoodThroughDateTime

OmgeoHeaderFooterFormat

OmgeoIMVersionOfTradeSide

OmgeoIndividualErrorFIXTag

OmgeoIndividualErrorKey

OmgeoIndividualErrorParamValue

OmgeoIndividualErrorText

OmgeoIndividualErrorXPath

OmgeoInitialMarginAmount

OmgeoInitialMarginTypeCode

OmgeoL2MatchingProfileName

OmgeoMarkupMarkdown

OmgeoMatchAgreedStatus

OmgeoMessageFormat

OmgeoMinLastUpdateDateTime

OmgeoMoreFlag

OmgeoNoBlockChargesOrTaxes

OmgeoNoBlockCommissions

OmgeoNoDisclosures

OmgeoNoErrorParameter

OmgeoNoErrors

OmgeoNoFieldComparisons

OmgeoNoIndividualErrorParameter

OmgeoNoIndividualErrors

OmgeoNoIndividualFieldComparison

OmgeoNoRegMemberships

OmgeoNoSecurityTypeGroups

OmgeoNoSettlTransCondIndicators

OmgeoNoSWIFTDifferences

OmgeoNoTDBusinessExceptionCodes

OmgeoNoTDL2FieldsSameValueEval

OmgeoNoTDWorkflowModifier

OmgeoNoThirdPartyData

OmgeoNoTLBusinessExceptionCodes

OmgeoNoTLL2FieldsSameValueEval

OmgeoNoTLWorkflowModifier

OmgeoNoTradeTransCondIndicators

OmgeoNoWorkflowType

OmgeoOmnibusExpected

OmgeoPlaceOfSafekeeping

OmgeoPlaceOfSafekeepingPlace

OmgeoPlaceOfSafekeepingType

OmgeoPlaceOfSafekeepingValue

OmgeoPoolReference

OmgeoPremiumAmount

OmgeoRejectComponentFlagAlloc

OmgeoRejectComponentFlagBlock

OmgeoSecurityTypeGroup

OmgeoSettlementViewIndicator

OmgeoSettlInstProcNarrative

OmgeoSettlInstrSourceIndicator

OmgeoSettlTransCondIndicator

OmgeoShowHiddenFieldsIndicator

OmgeoSWIFTBuyerSeller

OmgeoSWIFTDifferenceFlag

OmgeoSWIFTDifferences

OmgeoSwiftFieldName

OmgeoSwiftNewValue

OmgeoSwiftOldValue

OmgeoSwiftTagQualifier

OmgeoTDBusinessExceptionCode

OmgeoTDCancelText

OmgeoTDErrorSeverity

OmgeoTDErrorStatus

OmgeoTDExecutingBrokerValue

OmgeoTDFieldLevelL2MatchRule

OmgeoTDFieldLevelMatchRule

OmgeoTDFieldLevelMatchStatus

OmgeoTDFieldMatchRuleDescription

OmgeoTDFieldName

OmgeoTDHighestErrorSeverity

OmgeoTDInstructingPartyValue

OmgeoTDISITCRejectReasonCode

OmgeoTDL2FieldName

OmgeoTDL2SameValue

OmgeoTDMatchStatus

OmgeoTDMessageFieldType

OmgeoTDRejectDateTime

OmgeoTDRejectText

OmgeoTDSAFECUST

OmgeoTDSAFEICSD

OmgeoTDSAFENCSD

OmgeoTDSAFESHHE

OmgeoTDVersionOfTradeComponent

OmgeoTDWorkflowModifier

OmgeoTDWorkflowType

OmgeoThirdPartyCreatedAt

OmgeoThirdPartyDetail

OmgeoThirdPartyDetailStatus

OmgeoThirdPartyDetailStatusTime

OmgeoThirdPartyError

OmgeoThirdPartyName

OmgeoThirdPartyRole

OmgeoThirdPartyStatus

OmgeoThirdPartyStatusTime

OmgeoThirdPartySummaryStatus

OmgeoThirdPartyType

OmgeoThirdPartyValue

OmgeoTimeZoneIndicator

OmgeoTLAccruedInterestAmount

OmgeoTLAccruedInterestCurrency

OmgeoTLBusinessExceptionCode

OmgeoTLErrorSeverity

OmgeoTLErrorStatus

OmgeoTLExecutingBrokerValue

OmgeoTLExpected

OmgeoTLFieldLevelL2MatchRule

OmgeoTLFieldLevelMatchRule

OmgeoTLFieldLevelMatchStatus

OmgeoTLFieldMatchRuleDescription

OmgeoTLFieldName

OmgeoTLHighestErrorSeverity

OmgeoTLInstructingPartyValue

OmgeoTLISITCRejectReasonCode

OmgeoTLL2FieldName

OmgeoTLL2SameValue

OmgeoTLMatchStatus

OmgeoTLMessageFieldType

OmgeoTLRejectDateTime

OmgeoTLRejectText

OmgeoTLVersionOfTradeComponent

OmgeoTLWorkflowModifier

OmgeoTLWorkflowType

OmgeoTotSettlInstructionNum

OmgeoTPAssignedID

OmgeoTPAssignedTime

OmgeoTPHighestErrorSeverity

OmgeoTPMessageDelivery

OmgeoTPNErrorID

OmgeoTPNErrorSeverity

OmgeoTPNErrorText

OmgeoTPNotificationType

OmgeoTPReason

OmgeoTPSourceSettlingAgentFrmMsg

OmgeoTradeAgreementMethod

OmgeoTradeDetailTradeAmount

OmgeoTradeLevelMasterReference

OmgeoTradeSideHighestErrSeverity

OmgeoTradeSideID

OmgeoTradeTimeQualifier

OmgeoTradeToleranceMatchStatus

OmgeoTradeTransCondIndicator

OmgeoTypeOfPriceIndicator

Omnibus

OmnibusAccount

OmnibusClearing

OMSVersion

OnAMOpenPercent

OneDayOnly

OnlineCloseTime

OnlineStartTime

OnPMOpenPercent

OpenAuctionRate

OpenCloseFlag

OpenFlag

OpenInterest

OpenInterestQty

OperationTypeIndicator

OppBroker

OppHouse

OpportunisticVol

OppSideMaxSize

OppSideMinSize

OppSidePeg

OPRAClassCode

OPRAStrikeCode

OptionProductType

OptionSettlType

OptionSponsorType

OptionStrategy

OptionStrategyType

OptionTradeType

OptPxDenominator

OrdActiveStatus

OrderAcceptedBy

OrderAcceptedTime

OrderAttributeTypes

OrderBenchmarkPrice

OrderBookID

OrderCapacity

OrderCapacity2

OrderChangeSourceID

OrderContainerID

OrderCreateTime

OrderDate1

OrderDate2

OrderedQuantityLeg2

OrderEnteredBy

OrderEnteredTime

OrderExpositionEndTime

OrderHandlingInstSourceClone

OrderId

OrderIDNext

OrderIDPrev

OrderIDSell

OrderLegNum

OrderLinkID

OrderMaxValue

OrderMinValue

OrderNote

OrderOptions

OrderOrigin1

OrderOrigin2

OrderPrice

OrderQty

OrderQty2

OrderRatio

OrderRefDate

OrderRejectReasonTxt

OrderReqType

OrderRestrictions

OrderRoutingMethod

OrderSequence

OrderSize

OrderSource

OrderStartTime

OrderTANumber

OrderTime

OrderTTL

OrdFillType

OrdStatReq

OrdStatus

OrdStatusReqID

OrdStatusReqType

OrdStatusRequestType

OrdSubStatus

OrdTypeExt

OrgTrdMatchID

OrigBCastSeqNo

OrigBidPx1

OrigBidPx2

OrigBidSize

OrigClientID

OrigCompID

OriginalContractSize

OriginalDestination

OriginalEmailThreadID

OriginalOrderTime

OriginalSize

OriginalSource

OriginatorAcc

OriginatorAccFinal

OriginatorType

OrigInfoMarket

OrigIssueAmt

OrigLeavesQty

OrigOfferPx

OrigOfferSize

OrigOrderDate

OrigOrderID1

OrigOrderID2

OrigOrderUser

OrigOrdQty

OrigOwnerID

OrigPrice

OrigQuoteID

OrigSubID

OrigTime

OrigTrdMatchID

OTCBBFlag

OTCInd

OTCSession

OTFQty

OtherLegLastPx

OtherLegReferenceNo

OtherLegSecurityID

OtherLegSecurityIDSource

OtherParty

OutstandingQty

OverallVolumeLimit

OverrideDelay

OverrideFlag

OverrideValidation

OverridPrice

OwnerID

Ownership

OwnerTraderID1

OwnerTraderID2

PackageID

Pair1

Pair2

pair3

Pair4

Pair5

PairExecutionMethod

PairFormulaOffset

PairsID

PairsRebalanceThreshold

PairsSuspendStatus

ParamType

ParamValue

ParentFirm

ParentFirmOrdId

ParentID

ParentOrdXRefId

PariLegCoefficient

ParSpread

ParticipantRoleIndicator

ParticipationRate1

ParticipationRate2

ParticipationRate3

ParticipationRate4

ParticipationRate5

ParticipationRate6

ParticipationRate7

ParticipationRate8

ParticipationRate9

ParticipationRateOffSideAnchor

PartitionID

PartitionStatus

PartNum

PartyRole1

PartyRole2

PartyRoleClearingFirm

PartyRoleClearingOrg

PartyRoleExecutingTrader

ParValue

PassiveQty

Password1

Password2

Password3

Password4

PayPeriodMultiplier

PBRESP

PBRKR

PBSVC

PBTFut1

PBTFut2

PBTFut3

PBTFut4

PctOfVolume

PCXQuoteID

PegDifference1

PegDifference2

PegDirection

PeggingTicker

PegInd

PegMode

PegSpreadPct

PegTo

PendingAllocation

PendingReason

PendingSettl

PercentageVar

PercentFromClosePriceCap

PercentFromLastPriceCap

PercentPriceOffsetFromIAPClose

PercentPriceOffsetFromIAPOpen

PercentVolumeOverrides

PershingOrderReceiptTime

PershingOrderReceiveFrom

PfdMktMkr

PHLXRoutingInstruction

PhysicalTradingGrp

PiggybackFlag

PingAllECN

PIPExpiryDuration

PIPExpiryTime

PIPImprovementType

PIPManagementType

PIPMaxPrice

PIPSequentialNo

PivotPrice1

PivotPrice2

PivotRate

PnlLocation

POComment

PortfolioBuyValue

PortfolioID

PortfolioName1

PortfolioName2

PortfolioSellValue

PortfolioStyle

PortfolioTactic

Position

PositionAccount

PositionId

PosQty

PosRejectReason

Post

PostExchange

PostExecutionAllocation

PostID

PostingAction

PostInLit

PostResidual

PowerNet

PPTOverride

PrcLmtBen

PrcLmtTol

PreAllocPct

PreBorrowQty

PreFactored

PrefDest

PrefPostDest

PremiumFee

PremiumPayer

PremPriceTickAbove

PremPriceTickBelow

PremPriceTickBreakPoint

PreopenFlag

PrepaymentSpeed

PrevDayCapitalTrd

PrevDayClosRefIndex

PrevDayCumQty

PrevDayRefMktCapitalAmt

PrevDayRefMktCapitalPct

PrevDeskOrderID

PrevExpERCReferenceNumber

PrevFMCNETTradeNumber

PrevFMCNOE

PreviousDayTradeFlag

PreviousRank

PreviousSubRank

PrevOrdPrice

PrevOrdQty

PrevPxVarSide

PrevSesID

PrevYearVariation

Price1

Price2

Price3

Price4

Price5

PriceActivity

PriceBandInst

PriceBandType

PriceBenchmark

PriceCheckingFlag

PriceCode

PriceDef

PriceDisplayFormat

PriceImprovement

PriceImprovementSide

PriceIndi

PriceInstruction

PriceIntercept1

PriceIntercept2

PriceMultiplier1

PriceMultiplier2

PriceMvmLimit

PriceMvmLimitT1

PriceOffset1

PriceOffset2

PricePctFixed

PricePegType

PriceProtectionScope

PriceRatio

PriceReferenceAnchor

PriceReferenceId

PriceSensitivity1

PriceSensitivity2

PriceSource

PriceTimestamp

PriceType1

PriceType2

PriceType3

PricingModel

PricingNo

PrimaryBookingID

PrimaryOnly

PrimarySecurityIdentifier

PrimeDealIndicator

PrinChangeIndicator

Principal1

Principal2

PrinCommentCode

PrinIndicator

PrintedTicketLabel

PriorityTime

PrivateReference

ProactiveifLocked

ProceedsCalBy

ProcessCount

Product

ProductComplex

ProductExtended

ProductStatus

ProductType1

ProductType2

ProductVersion

ProfessionalSize

Profit

ProgramOpen

ProgramSettleType

ProgramTrade1

ProgramTrade2

ProgramType

ProhibitedLocales

PromptDate

ProprietaryFixProtocolVersion

PROSA

ProspectusIndicator

PSBidPrice

PSMMFlag

PSOfferPrice

PublicOrderCode

PublicReferece

PublicTradeTypeCodeList

PublishOrderStatus

PurgeMessageCount

PurgeReason

PurgeSequenceNumber

PurgeStatusFlag

PxPctFlag

PxQtyReviewed

QBroker

QSBaseBidPx

QSBaseOfferPx

QtyLimitRelease

QtyParam

QtyPerWave

QtyRandomizationPercent

QtyVariance

Quantitycontrol

QuantitySign

QueriedTrade

QueryDirection

QueryToken

QuotableInstrStatusReqRejReason

QuotableInstrumentStatusReqID

QuoteAction

QuoteDepthOfMarket

QuoteEntriesCount

QuoteEntryDate

QuoteEntryOpen

QuoteEntryTime

QuoteID

QuoteMOPLevel

QuoteOrigin

QuoteQty

QuoteRank

QuoteRefID

QuoteRepID

QuoteReqAskQty

QuoteReqBidQty

QuoteReqRefID

QuoteReqTransType

QuoteRequestSubscription

QuotesClearedTime

QuoteScriptDataType

QuoteStatus1

QuoteStatus2

QuoteStatusReqType1

QuoteStatusReqType2

QuoteStatusRequestType

QuoteStreamClosed

QuoteText

QuoteType1

QuoteType2

QuoteType3

QuoteUpdateControlId

QuoteUpdateRequestID

QuoteYieldTo

QuotingDuration

RandomisedInterval

RateEffectiveDate

RatioNeutralityLimit

RawLastPx

RawLegPrice

RawPrice

RawStopPx

ReadyToPrice

ReadyToTrade

RebillValue

ReceiptTime

ReceivedDeptIDClone

ReceivedTime

ReceivePendings

RecipientRole

Recycle

ReduceDeltaOption

ReemissionFlag

RefChildVol

RefCompID

ReferenceID

ReferencePrice1

ReferencePrice2

ReferencePriceType

ReferenceSecurityID

ReferenceSecurityIDSource

ReferenceSpread

ReferenceVolume

ReferentialPx

ReferentialPxType

RefHedgePrice

RefHedgePriceType

RefreshQty

RefreshSize

RefSpotDate

RegFeeFlag

RegisteredRep

RegulationID

RegulationId

RegulationIdSell

RegulatoryRptDate

RegulatoryRptID

RegwayAccountType

ReHedgeBase

RehedgePercent

ReinitiateConfig

ReinvestCode

RejectCode

RejectQty

RejectReasonCode

RejectStatus

RelatedMarketCenter

RelationToBroker

RelativeGTTLife

RelativeIDSource

RelativeLimitBase

RelativeLimitDirection

RelativeLimitInstruction

RelativeLimitOffset

RelativeLimitType

RelativeSecureID

RelativeStart

RelatviePrice

ReliabilityIndicator

RelitUnwindingDelay

RemainingFills

RemainingParty

RemainingParty1

RemainingParty2

RemainingPortfolioNetDeltaMax

RemainingPortfolioNetDeltaMin

ReminderInterval

RemoveType

RepeatingTicketNo

RepeatNext

ReplaceCashMargin

ReplaceOrderCapacity

ReplaceOrderQty

ReplacePrice

ReplaceTimeInForce

Replenish

ReplyMsgCount

Repo2Px

ReportedJurisdictions

ReportedPxDiff

ReportedPXReason

ReportedTradePrice

ReportFlowFlag

ReportingGUID

ReportToOCS

RepStatReq

ReqID

ReqResponseStatus

ReqResponseTo

RequestCountIndicator

RequestID

RequestIn

RequestOut

RequestTime

RequestType

Requotable

ReRoutedBrokerID

ReRoutedOrderId

ReRoutedOrderQty

ReRoutedPrice

ReRoutedSettlDate

Reserved

Reserved1

RESERVED1

Reserved10

Reserved11

Reserved12

Reserved13

Reserved14

Reserved15

Reserved16

Reserved17

Reserved18

Reserved19

Reserved2

RESERVED2

Reserved20

Reserved21

Reserved22

Reserved23

Reserved24

Reserved25

Reserved26

Reserved27

Reserved28

Reserved29

Reserved3

RESERVED3

Reserved30

Reserved31

Reserved32

Reserved33

Reserved34

Reserved35

Reserved36

Reserved360T1

Reserved360T10

Reserved360T11

Reserved360T12

Reserved360T13

Reserved360T2

Reserved360T3

Reserved360T4

Reserved360T5

Reserved360T6

Reserved360T7

Reserved360T8

Reserved360T9

Reserved37

Reserved38

Reserved39

Reserved4

RESERVED4

Reserved40

Reserved41

Reserved42

Reserved43

Reserved44

Reserved45

Reserved46

Reserved47

Reserved48

Reserved49

Reserved5

RESERVED5

Reserved50

Reserved51

Reserved52

Reserved53

Reserved54

Reserved55

Reserved56

Reserved57

Reserved58

Reserved59

Reserved6

Reserved60

Reserved61

Reserved62

Reserved63

Reserved64

Reserved65

Reserved66

Reserved67

Reserved68

Reserved69

Reserved7

Reserved70

Reserved71

Reserved72

Reserved73

Reserved74

Reserved7444

Reserved7445

Reserved75

Reserved76

Reserved77

Reserved78

Reserved79

Reserved8

Reserved80

Reserved81

Reserved82

Reserved83

Reserved84

Reserved85

Reserved86

Reserved87

Reserved88

Reserved89

Reserved9

Reserved90

Reserved91

ReservedbyDoug1

ReservedbyDoug2

ReservedforHotspotFX1

ReservedforHotspotFX10

ReservedforHotspotFX11

ReservedforHotspotFX12

ReservedforHotspotFX13

ReservedforHotspotFX14

ReservedforHotspotFX15

ReservedforHotspotFX16

ReservedforHotspotFX17

ReservedforHotspotFX18

ReservedforHotspotFX19

ReservedforHotspotFX2

ReservedforHotspotFX20

ReservedforHotspotFX21

ReservedforHotspotFX22

ReservedforHotspotFX23

ReservedforHotspotFX3

ReservedforHotspotFX4

ReservedforHotspotFX5

ReservedforHotspotFX6

ReservedforHotspotFX7

ReservedforHotspotFX8

ReservedforHotspotFX9

ReservePublishQty

ReserveSize

ResetEligibleVolOnAmend

ResponseID

ResponseIn

ResponseOut

ResponseRequested

ResponsibilityInd

RestrictedBrokers

RetainVolumeCountHistory

ReturnCode

ReversedInquiryAmt

RevisedFinal

RFQReferenceNo

RhoLeg

RhoLegAsk

RhoNet

RhoNetAskValue

RiskAversion1

RiskAversion2

RiskAversion3

RiskClass

RiskID

RiskMgmtInd

RiskTol

RollConvention

RolloverFlag

ROLLSON

RoundLotInstrument

RoutedOrderID

RouteOddToSlowExchange

Routetosession

RoutingAwayBroker

RoutingInst

RoutingInstruction

RptSys

RptTime

RubNbCO

RunHalt

SACrossType

SaleCrdt

SaleCrdtType

SalesBook

SalesInstBroker

SampleSector

SatisfactionOrdDisp

ScaleDownAction

ScaleDownLevel

ScaleUpAction

ScaleUpLevel

SCANDestination

SCANIndicator

ScanLevel

SCBFIXParameter1

SCBFIXParameter10

SCBFIXParameter11

SCBFIXParameter12

SCBFIXParameter13

SCBFIXParameter14

SCBFIXParameter15

SCBFIXParameter16

SCBFIXParameter17

SCBFIXParameter18

SCBFIXParameter19

SCBFIXParameter2

SCBFIXParameter20

SCBFIXParameter3

SCBFIXParameter4

SCBFIXParameter5

SCBFIXParameter6

SCBFIXParameter7

SCBFIXParameter8

SCBFIXParameter9

SchatzAsk

SchatzBid

SchedulingDays

ScriptLevel

SecDefnReqType

SecondaryAccount

SecondaryBookingID

SecondaryClOrdID

SecondaryConfirmStatus

SecondaryCurrency

SecondaryExecID

SecondaryIndividualAllocID

SecondaryOrdID

SecondaryQty

SecondaryQty2

SecondaryQuoteID

SecondaryTradeID1

SecondaryTradeID2

SecondaryTransactTime

Sector1

Sector2

SectorLmtTol

SectorLowerPct

SectorLowerSIT

SectorUpperPct

SectorUpperSIT

SectorVariable

SecurityChangedTime

SecurityExchangeBloomberg

SecurityGroup

SecurityGroupStatus

SecurityHaltType

SecurityListRequest

SecurityListResponseType

SecuritySource

SecurityState

SecuritySubType1

SecuritySubType2

SecuritySuspended

SecurityTradingStatus

SecurityType1

SecurityType2

SecurityTypeExtended

SecurityUpdatesSince

SecurityValidFromTime

SecurityValidityTimestamp

SecurityValidToTime

SegrClearingAccountType

SegrSettleAccountType

SellerCode

SellLimit

SellTradeControlNumber

SellWeight

SendBrokerID

SenderGroupID

SendingTimeJavaEpoch

SerialNo

Series

SeriesID

SeriesNo

SeriesNumber

Service

SessionIndicator

SessionType

SettlAccType1

SettlAccType2

SettlCommunicationService

SettlCurrAccruedInterestAmt

SettlCurrAmtValid

SettlCurrency2

SettlCurrNetMoney

SettlDate

SettlementChainControlCode

SettlementInst

SettlementLocation

SettlementStatusCode

SettlementTerms

SettlementTime

SettlementVenue

SettleTypeAlt

SettlFixingDate

SettlInstBroker

SettlLocation

SettlPx

SettlText1

SettlText2

SettlType

SettlVariation

SettlVenue

ShareGroupID

ShortCode

ShortExempt

ShortLimit

ShortMarkingExempt

ShortMoneyLimit

ShortName

ShortSaleExemptionReason

ShortSaleRestriction

ShortSaleType

ShortSecurityDesc

ShowingFactor

SICOVAMCode

SideShortSaleExemptionReason

SIJurisdiction

SILiquidSharesRejectReason

SILiquidSharesReqID

SILiquidSharesStatus

SingleConversionQty

SISAddlinstructions

SISBopsind

SISEnhTrailer

SISTrailer

SISTrailerInd

SISUpdOnlyTransaction

SISVantraTrailer

SISVerifyTerminal

SLBasis

SLCptyGrossCredit

SLCptyID

SLCptyNetCredit

SLEUID

SLFee

SliceMethod

Slices

Slippage

SLLocateID

SLMargin

SLMsgID

SLMsgType

SLOfferID

Slope

SLPositionID

SLQuoteType

SLRate

SLRnd

SLSecClassification

SLTerm

SMAIQFlag

SmartStrategy

SMAttribFlag

SMBnchdFlag

SMExecAlgorFlag

SmoothRateSrc

SMPrImpFlag

SMRouteFlag

SMS

SoftLimit

SoftLimitFlag

SolicitedFlag1

SolicitedFlag2

Source

SourceExchange

SourceIP

SourceOfOrder

SourceOfReport

SpecialTradeInd

SpecialTypingCode

SpecSymbol

SpecUnitID

SpeedRelIDSource

SpeedRelPrice

SpeedRelSecurityID

SpeedRelTargetPercent

SpeedRiskFactor

SpiSendingTime

Split

SponsorBkr

SponsoringFirm

SpotAskRate

SpotDate

SpotHedgeLeg

SpotHedgeLegAsk

SpotHedgeNet

SpotHedgeNetAskValue

SpotNotional

SpotOptions

SpotPrecision

SpotPrice

SpotQuoteId

SpotRate

SpotReference

SpotTickSize

SpotYield

Spread1

Spread2

Spread3

SpreadExecID

SpreadFormula

SpreadLimit

SpreadMonicker

SpreadPctDiscount

SpreadPctPremium

SpreadPremium

SpreadRatio

SpreadSecurityID

SpreadSide

SpreadType

SPSAID

SrcOfExecution

SrcSys

StabilisationPx

StageOrderIsInquiry

StagingTargetPrice

StAllocType

StampConsid

StampTax

StandingInstOverride

StartingPrice

StartPaymentDate

StartPercentVolume

StartTime1

StartTime2

StartTime3

StartTime4

StartTime5

StartTime6

StartTradeSequence

STATE

StateOfResidence

StateOrCountry

StateSecurityID

StaticRefPx

StatusResp

StatusValue

StepInClearingAcct

StepInClearingBkrID

StepOutBroker

StepOutReasonCode1

StepOutReasonCode2

StepOutReasonCode3

StepOutText

StepPosition

Stepsize

StipulationType

StipulationValue

StockBasketLimit

StockFirmName

StockFirmNameKey

StockRatio

StockType

StopLossLimit

StopPxAnchor

StopPxCondition

StopPxOffset

StoryField

STPExecType

STPFixingName

STPOrderType

StraddleInd

Strategy1

StrategyComponent

StrategyFlags

StrategyParameterName

StrategyParameterType

StrategyParameterValue

StrategyStyle

StrategyUrgency

StratEndTime

StratStartTime

StreamingQuoteTime

StrikePrice

StrikePriceCode

StrikePriceCurrency

StripLength

SubAccount

SubClCodType

SubjectID

SubjectOrNot

SubjectTime

SubMkt

SubRule80A

SubscriberID

SubscriptionRequestType

SUFICapacity

SumBidQuantity

SummaryStatus

SumOfferQuantity

SuppressOatsReport

SuppressOrderStatus

SuppTacticsFlag

SurveillanceAccountType

SuspectTradeIndicator

SuspendQuotingRejectReason

SuspendQuotingReqID

SuspendQuotingStatus

SuspendReason

SuspendTime

SuspensionInd

SwapPoints

SwapTradeType

SweepLevel

SweepPriceEnum

SweepType

SWSPRD

Symbol

Syndicate

SyndicateTakedown

SyntheticBroker

SyntheticQty

SyntheticQtyType

SyntheticType

SystemUTI

SystemUTIRef

Tactic

TALAccountType

TargAuctPart

Target

TargetDayVolAuction

TargetPartAuction

TargetPercentVolume

TargetPrice

TargetPriceType

TargetStrategy1

TargetStrategy2

TargetStrategy3

TargetStrategyParameters1

TargetStrategyParameters2

TargetTicker

TargetVolumeReference

Tariff

TaxDeductCode

TaxRate

TaxStatus

TBAGroup

TBAMonth

TechnicalOrderType

TeeID

Telephone1

Telephone2

TenorCode

TenorValue

TenorValue2

Term

TerminationType

Testingselecttag

TestMessageIndicator

testprice

TFConfirmRequest

TFPossRetransFlag

TgtPctParticipation

TheoVariation

ThetaLeg

ThetaLegAsk

ThetaNet

ThetaNetAskValue

ThinlyTradedFlag

ThirdPartyFullCalcPeriod

ThomsonUDF1

ThomsonUDF10

ThomsonUDF11

ThomsonUDF2

ThomsonUDF3

ThomsonUDF4

ThomsonUDF5

ThomsonUDF6

ThomsonUDF7

ThomsonUDF8

ThomsonUDF9

ThresholdExecQty

Tick

TickBandHigh

TickBandLow

TickBandNoDecPlaces

TickBandType

TicketOwner

TicketStatus1

TicketStatus2

TicketTraders

TickIndicator

TickMultiplier

TickRule

TickSize1

TickSize2

TickSizeDenominator

TiCustom2

TiCustom3

TiCustom4

TighterToTargetSchedule

Time0

Time2

Time3

Time4

Time5

Time6

Time7

Time71

Time8

Time9

TimeBracketCode

TimeIn

TimeInBX

TimeInBXValue

TimeInExecution

TimeInForce

TimeInterval

TimeOut

TimeSpanStartTime

TimespanToQuote

TimestampCounterpart

TimestampOwn

TimezoneOffset

TLCQty

TLTCClOrdRefID

TLTCFlag

TMXUDF1

TMXUDF2

TMXUDF3

TMXUDF4

TMXUDF5

TMXUDF6

TMXUDF7

TMXUDF8

TMXUDF9

Tolerance1

Tolerance2

Tolerance3

ToleranceLimit1

ToleranceLimit2

ToleranceLimit3

ToleranceUnit

TotalAccruedInterestAmt

TotalBustedQty

TotalCostDay

TotalNumOfParts

TotalNumOfTrades

TotalOddLotBuyAlarm

TotalOddLotSellAlarm

TotalRevCost

TotalTurnover

TotalVolume

TotNoIOIs

TotTradedSecurities

TouchType

TRACEReportSw

TrackingIndex

TrackLowerPct

TrackLowerSIT

TrackSecurity

TrackUpperPct

TrackUpperSIT

TRACRoutingInstruction

TradeCancelFlag

TradeCancelTime

TradeClip

TradeClipPct

TradeClipShares

TradeConvention

TradeCorrectType

TradeDiscountRateDayCount

TradeError

TradeEvent

TradeHistoryFlag

TradeID

TradeInfoID

TradeInfoRequestID

TradeIssueDate

TradeLiquidityIndicator

TradeMode

TradeMsgSubCod

TradeNotificationID

TradeOrigin1

TradeOrigin2

TradeOrigin3

TradePriceCondition

TradePriceConditions

TradePrincipal

TradePurpose

TradeQty

TradeRatio

TraderCount

TradeRefDate

TradeRepAvailInd

TradeReportRefSystem

TradeReportRefVersion

TradeReportSystem

TradeReportVersion

TradeReportWarningReason

TradeRequestType

TraderGroupID

TraderId

TraderID1

TraderID2

TraderName

TradeSeqNo

TradeSeqNoSeries

TradeSequence1

TradeSequence2

TradeSesPreopenTime

TradeSessConsultTime

TradeThruFlag

TradeThruPrice

TradeThruSize

TradeThruTime

TradeTime

TradeType

TradeType2

TradeTypeCodeList

TradeTypeFlag

TradeTypeIndicator

TradeValue

TradeVersion

TradingGroup

TradingMethod

TradingPortfolioNetDeltaMax

TradingPortfolioNetDeltaMin

TradingProtocol

TradingReferenceDate

TradingSessionID

TradingSessionID2

TradingStatus

TradingStrategy

TradingStyle1

TradingStyle2

TradingSuspendFlag

TradingSystemId

TradingSystemID1

TradingSystemID2

TradingSystemReferenceTicketNumber

TradingSystemTicketNumber

TradingVenueRegulatoryTradeID

TradingVenueType

TradOrdNum

TrailerCode1

TrailerCode2

TrailerCode3

TrailerNote

TrailerNoteSuppressionInd

TransactID

TransactionCostAmt

TransactionCostCode

TransactionCostCurrency

TransactionCostFlag

TransactionCostRate

TransactionCostTypes

TransactionType

TransFeeIncluded

TransferAction

TransferID

TransferReason

TransferRejReason

TransferStatus

TransitionStatus

TransReport

TransStampStat

TrdCptRepResult

TrdMatchTime

TrdRegPublicationReasons

TrdRegTimestamp

TrdRegTimestampClone

TrdRegTimestampOriginBrkReceipt

TrdRegTimestampOriginClone

TrdRegTimestampOriginExecution

TrdRegTimestampOriginTimeOut

TrdRegTimestampTimeIn

TrdRegTimestampTypeClone

TriggerDate

TriggerDateTime

TriggerDelay

TriggerIDSource

TriggerIndicator

TriggerLimitGap

TriggerList

TriggerMaxFloor

TriggerMinQty

TriggerPrice1

TriggerPrice2

TriggerPx

TriggerPxAnchor

TriggerPxDirection

TriggerPxOffset

TriggerQty

TriggerQtyADVPct

TriggerQtyNotional

TriggerQtyOrderPct

TriggerSecurityIDSource

TriggerStopGap

TriggerSymbol

TriggerTradSesStat

TriggerType

TrusteeID

TryToStop

TSXAccountType

TSXActionSource

TSXAL1Timestamp

TSXAnonymous

TSXATSName

TSXATSTimestamp

TSXBasketTrade

TSXBrokerNumber

TSXBuyAccountId

TSXBuyAccountType

TSXBuyCustomerType

TSXBuyJitney

TSXBuyParticipation

TSXBuyParticipationVolume

TSXBuyRegulationID

TSXByPass

TSXCrossType

TSXCustomerType

TSXErrorNumber

TSXExchangeAdmin

TSXExchangeUserID

TSXExecCancelledReason

TSXJitney

TSXLongLife

TSXMarketInst

TSXMatchingPriority

TSXMessageId

TSXMGFCandidate

TSXMGFVolume

TSXMinInteractionSize

TSXNCIB

TSXNonResident

TSXNoTradeFeat

TSXNoTradeKey

TSXNoTradeOrderNum

TSXNoTradePrice

TSXNoTradeVol

TSXOrderKey

TSXOrigTradeID

TSXParticipationOption

TSXPegType

TSXPrincipalTrade

TSXPrivateOrigPrice

TSXProgramTrade

TSXReferenceVolume

TSXRegulationID

TSXRemainingBuyParticipationVolume

TSXRemainingMGFVolume

TSXRemainingSellParticipationVolume

TSXRTAutoFill

TSXSeekDarkLiquidity

TSXSelfTrade

TSXSellAccountId

TSXSellAccountType

TSXSellCustomerType

TSXSellJitney

TSXSellParticipation

TSXSellParticipationVolume

TSXSellRegulationID

TSXSOROrderID1

TSXSOROrderID2

TSXSpeedbump

TSXSpreadGoal

TSXTradeCorrection

TSXUndisplayed

TSXUserId

TSXWashTrade

TTORep

TTORepBranch

TTOSubNo

TurnAroundNumber

TwapBuckets

TWEquitiesReserved1

TWEquitiesReserved2

TWReserved1

TWReserved10

TWReserved11

TWReserved12

TWReserved13

TWReserved2

TWReserved3

TWReserved4

TWReserved5

TWReserved6

TWReserved7

TWReserved8

TWReserved9

TypeActionOnInstrument

TypeOfInstr

UDFSupportIndicator

ULDisposeCode

ULProprietaryCode

UnderlyingAlgo

UnderlyingCreditRatingAgency

UnderlyingEndAcrdIntAmt

UnderlyingID

UnderlyingLastPx

UnderlyingLowerRange

UnderlyingNumber

UnderlyingPxOffset

UnderlyingPxOffsetType

UnderlyingReinvCouponAmt

UnderlyingReinvCouponDate

UnderlyingReinvCouponRate

UnderlyingRisk

UnderlyingSecurity

UnderlyingSecuritySubtype

UnderlyingSecurityType

UnderlyingStartAcrdIntAmt

UnderlyingStipType

UnderlyingStipValue

UnderlyingUpperRange

UndisclTradedVol

UndSecurityExchange

UndStockPrice

UndSymbol

UndSymbolSfx

UniqueTradeID

UnitOftrade

UnreleasedDate

UnreleasedText

UnreleasedTime

UnsolicitedCancelType

UnsolicitedFlag

UpdateReason1

UpdateReason2

UpdateRequestRejectReason

UpdateType

UpFrontFee

UpperLimit

UpperPricePct

UpperPricePctSIT

UpperVolatilityBand

UQuoteRespType

Urgency1

Urgency2

USDEquiv

USDEquiv2

UserAssignedCancelID

UserDataName

UserDataValue

UserDealer

UserDefinedInstrument

UserIDCmd

UserMessageId

Username1

Username2

UserSales

UseSettlement

USFirmFlag

UUID

ValidateOrd

ValidSeconds

Value

ValueCheckTypes

VannaLeg

VannaLegAsk

VannaNet

VarianceDirection

Variation

VegaLeg

VegaLegAsk

VegaNet

VegaNetAskValue

Vendornetwork

VenueOrderTypes

VenueReferenceID

VersionID1

VersionID2

VersusPurchaseSw

VolatilityLeg

VolatilityLegAsk

Volga

VolProfSkew

VolRuleType

VolumeIndicator

VolumeLimit

VolumeProfile

VommaLeg

VommaLegAsk

VommaNet

VommaNetAskValue

VonnaNetAskValue

VSPDate

VSPPrice

VWAPExceed

VWAPMatching

VWAPOrder

VwapPercent

VWAPStart

VWAPStop

VWAPType

WaitPrimaryExchange

WdnEndTime

WdnMaxParticipation

WdnMOCFlag

WdnStartTime

WdnStrategyMode

WdnStrategyParameter1

WdnStrategyParameter10

WdnStrategyParameter11

WdnStrategyParameter12

WdnStrategyParameter13

WdnStrategyParameter14

WdnStrategyParameter15

WdnStrategyParameter16

WdnStrategyParameter17

WdnStrategyParameter18

WdnStrategyParameter19

WdnStrategyParameter2

WdnStrategyParameter20

WdnStrategyParameter21

WdnStrategyParameter22

WdnStrategyParameter23

WdnStrategyParameter24

WdnStrategyParameter25

WdnStrategyParameter26

WdnStrategyParameter27

WdnStrategyParameter28

WdnStrategyParameter29

WdnStrategyParameter3

WdnStrategyParameter30

WdnStrategyParameter31

WdnStrategyParameter32

WdnStrategyParameter33

WdnStrategyParameter34

WdnStrategyParameter35

WdnStrategyParameter36

WdnStrategyParameter37

WdnStrategyParameter38

WdnStrategyParameter39

WdnStrategyParameter4

WdnStrategyParameter40

WdnStrategyParameter41

WdnStrategyParameter42

WdnStrategyParameter43

WdnStrategyParameter44

WdnStrategyParameter45

WdnStrategyParameter46

WdnStrategyParameter47

WdnStrategyParameter48

WdnStrategyParameter49

WdnStrategyParameter5

WdnStrategyParameter50

WdnStrategyParameter51

WdnStrategyParameter52

WdnStrategyParameter53

WdnStrategyParameter54

WdnStrategyParameter6

WdnStrategyParameter7

WdnStrategyParameter8

WdnStrategyParameter9

WdnStrategyType

WdnTargetParticipation

WeightedAvgBuyPx

WeightedAvgQty

WeightedAvgSellPx

WhenIssued

WhoseError

WireTime

WorkChildMinQty

WorkDelay

WorkDoNotExceedReference

WorkDuration

WorkedVolumeTarget

WorkEndDate

WorkGapPrice

WorkIDSource

WorkingPrice

WorkList

WorkMaxLimitPrice

WorkNbSentWaves

WorkPrice

WorkPriceGapType

WorkReferencePrice

WorkRefVolume

WorkSecurityIDSource

WorkSentQty

WorkStation

WorkSymbol

WorkUpExecQty

WorkUpPhase

WouldDark

WouldIfGood

WouldIfNat

WriteInTime

XbCrestRef

XbLegalDisclaimer

Yield1

Yield2

YieldAdjustment

YieldFlag

YieldTo

YieldType

ZSpread1

ZSpread2

Title Page

Table of Contents

FIX User Defined Fields (UDFs)

Message Set Overview

The following table lists all messages described in this report.

Name | Category | Description
ABNAMRO | Bank | List of user-defined fields for ABN AMRO.
BNYBrokerage | Bank | List of user-defined fields for BNY Brokerage.
BankOfAmerica | Bank | List of user-defined fields for Bank of America.
BarclaysCapital | Bank | List of user-defined fields for Barclays Capital.
BearStearns | Bank | List of user-defined fields for Bear Stearns & Co.
Citigroup | Bank | List of user-defined fields for Citigroup.
CreditAgricoleCheuvreux | Bank | List of user-defined fields for Credit Agricole Cheuvreux.
CreditSuisse | Bank | List of user-defined fields for Credit Suisse.
DeutscheBank | Bank | List of user-defined fields for Deutsche Bank.
DresdnerKleinwortWasserstein | Bank | List of user-defined fields for Dresdner Kleinwort Wasserstein.
JPMorganChase | Bank | List of user-defined fields for JPMorgan Chase.
Jefferies | Bank | List of user-defined fields for Jefferies.
LehmanBrothers | Bank | List of user-defined fields for Lehman Brothers.
Nomura | Bank | List of user-defined fields for Nomura.
Novita | Bank | List of user-defined fields for Novita.
PiperJaffray | Bank | List of user-defined fields for Piper Jaffray.
RBC | Bank | List of user-defined fields for RBC.
StandardChartered | Bank | List of user-defined fields for Standard Chartered.
StateStreet | Bank | List of user-defined fields for State Street.
UBS | Bank | List of user-defined fields for UBS.
AgentTraderSecuritiesLLC | Brokerage | List of user-defined fields for Agent Trader Securities LLC.
CMC | Brokerage | List of user-defined fields for CMC.
CapMartInc | Brokerage | List of user-defined fields for Cap-Mart Inc.
CapitalInstitutionalServices | Brokerage | List of user-defined fields for Capital Institutional Services.
CharlesRiverBrokerage | Brokerage | List of user-defined fields for Charles River Brokerage.
FidelityCapitalMarkets | Brokerage | List of user-defined fields for Fidelity Capital Markets.
GuosenSecurities | Brokerage | List of user-defined fields for Guosen Securities.
Harts | Brokerage | List of user-defined fields for Harts and Company.
HelfantGroup | Brokerage | List of user-defined fields for Helfant Group.
ICAP | Brokerage | List of user-defined fields for ICAP.
INTERTRADE | Brokerage | List of user-defined fields for INTERTRADE.
Instinet | Brokerage | List of user-defined fields for Instinet.
JapanCrossSecurities | Brokerage | List of user-defined fields for JapanCross Securities.
KnightCapitalGroup | Brokerage | List of user-defined fields for Knight Capital Group.
LekSecuritiesCorp | Brokerage | List of user-defined fields for Lek Securities Corp.
LiquidityDirect | Brokerage | List of user-defined fields for Liquidity Direct.
PaineWebber | Brokerage | List of user-defined fields for Paine Webber.
ParityEnergyInc | Brokerage | List of user-defined fields for Parity Energy Inc.
Tradeweb | Brokerage | List of user-defined fields for Tradeweb.
Weeden | Brokerage | List of user-defined fields for Weeden & Co.
BrookPathPartnersInc | Consulting | List of user-defined fields for Brook Path Partners Inc.
CapitalMarketsConsulting | Consulting | List of user-defined fields for Capital Markets Consulting.
GLConsultantsInc | Consulting | List of user-defined fields for GL Consultants Inc.
McNamaraGroup | Consulting | List of user-defined fields for The McNamara Group.
Bloomberg | DataVendor | List of user-defined fields for Bloomberg.
NationalQuotationBureau | DataVendor | List of user-defined fields for National Quotation Bureau.
Reuters | DataVendor | List of user-defined fields for Reuters.
ThomsonFinancial | DataVendor | List of user-defined fields for Thomson Financial.
ThomsonReuters | DataVendor | List of user-defined fields for Thomson Reuters.
BATSTrading | Exchange | List of user-defined fields for BATS Trading.
BelgradeStockExchange | Exchange | List of user-defined fields for Belgrade Stock Exchange.
BolsadeMercadoriasFuturos | Exchange | List of user-defined fields for Bolsa de Mercadorias & Futuros.
CBOE | Exchange | List of user-defined fields for CBOE.
DeutscheBourse360T | Exchange | List of user-defined fields for 360T.
EBS | Exchange | List of user-defined fields for EBS.
FXall | Exchange | List of user-defined fields for FXall.
KoreaStockExchange | Exchange | List of user-defined fields for Korea Stock Exchange.
LondonStockExchange | Exchange | List of user-defined fields for London Stock Exchange.
MEFF | Exchange | List of user-defined fields for MEFF.
NYFIXEuroMillennium | Exchange | List of user-defined fields for NYFIX Euro-Millennium.
NYSE | Exchange | List of user-defined fields for NYSE.
NYSEEuronext | Exchange | List of user-defined fields for NYSE Euronext.
Nasdaq | Exchange | List of user-defined fields for Nasdaq.
OMX | Exchange | List of user-defined fields for OMX.
PhiladelphiaStockExchange | Exchange | List of user-defined fields for Philadelphia Stock Exchange.
SIXSwissExchange | Exchange | List of user-defined fields for SIX Swiss Exchange.
SWXSwissExchange | Exchange | List of user-defined fields for SWX Swiss Exchange.
TSXGroup | Exchange | List of user-defined fields for TSX Group.
AmericanCenturyInvestments | InvestmentManager | List of user-defined fields for American Century Investments.
AngelNetworks | InvestmentManager | List of user-defined fields for Angel Networks.
CarlinFinancialGroup | InvestmentManager | List of user-defined fields for Carlin Financial Group.
Computershare | InvestmentManager | List of user-defined fields for Computershare.
FannieMae | InvestmentManager | List of user-defined fields for Fannie Mae.
FidelityInvestments | InvestmentManager | List of user-defined fields for Fidelity Investments.
Gartmore | InvestmentManager | List of user-defined fields for Gartmore.
IndusValleyPartners | InvestmentManager | List of user-defined fields for Indus Valley Partners.
MercoInc | InvestmentManager | List of user-defined fields for Merco Inc.
MerrillLynch | InvestmentManager | List of user-defined fields for Merrill Lynch.
Millennium | InvestmentManager | List of user-defined fields for Millennium.
NationalSecuritiesCompany | InvestmentManager | List of user-defined fields for National Securities Company.
OMGroup | InvestmentManager | List of user-defined fields for OM Group.
PELynch | InvestmentManager | List of user-defined fields for P E Lynch.
CMEGroup | MarketInfrastructure | List of user-defined fields for CME Group.
DepositoryTrustCompany | MarketInfrastructure | List of user-defined fields for The Depository Trust Company.
DeutscheBorse | MarketInfrastructure | List of user-defined fields for Deutsche Börse.
Euronext | MarketInfrastructure | List of user-defined fields for Euronext.
GlobeNet | MarketInfrastructure | List of user-defined fields for GlobeNet.
Omgeo | MarketInfrastructure | List of user-defined fields for Omgeo.
AutomatedSecurityClearanceLtd | Other | List of user-defined fields for Automated Security Clearance Ltd.
FIXProtocolLtd | Other | List of user-defined fields for FIX Protocol Ltd.
Unknown | Other | List of user-defined fields for Unknown.
WofexInc | Other | List of user-defined fields for Wofex Inc.
AptComputerSystemsLimited | SoftwareVendor | List of user-defined fields for Apt Computer Systems Limited.
B2BITS | SoftwareVendor | List of user-defined fields for B2BITS.
BeaconCapitalStrategies | SoftwareVendor | List of user-defined fields for Beacon Capital Strategies.
BootComputers | SoftwareVendor | List of user-defined fields for Boot Computers.
BroadridgeFinancialSolutions | SoftwareVendor | List of user-defined fields for Broadridge Financial Solutions.
ChangepondTechnologies | SoftwareVendor | List of user-defined fields for Changepond Technologies.
CinnoberFinancialTechnologyAB | SoftwareVendor | List of user-defined fields for Cinnober Financial Technology AB.
EaseTechnologiesInc | SoftwareVendor | List of user-defined fields for Ease Technologies Inc.
Fidessa | SoftwareVendor | List of user-defined fields for Fidessa.
FinancialGeneticsCorporation | SoftwareVendor | List of user-defined fields for Financial Genetics Corporation.
FinancialModelsCompany | SoftwareVendor | List of user-defined fields for Financial Models Company.
FutureDynamicsLtd | SoftwareVendor | List of user-defined fields for Future Dynamics Ltd.
GATETecnologieInformatiche | SoftwareVendor | List of user-defined fields for GATE Tecnologie Informatiche.
GLTrade | SoftwareVendor | List of user-defined fields for GL Trade.
IntegratedTransactionSystemsLtd | SoftwareVendor | List of user-defined fields for Integrated Transaction Systems Ltd.
InterbizzFinancialSystemsAB | SoftwareVendor | List of user-defined fields for Interbizz Financial Systems AB.
JavelinTechnologiesInc | SoftwareVendor | List of user-defined fields for Javelin Technologies Inc.
LaSalleTechnologyGroup | SoftwareVendor | List of user-defined fields for LaSalle Technology Group.
LavaTrading | SoftwareVendor | List of user-defined fields for Lava Trading.
MBASystemsLtd | SoftwareVendor | List of user-defined fields for MBA Systems Ltd.
Mantara | SoftwareVendor | List of user-defined fields for Mantara.
MarketAxess | SoftwareVendor | List of user-defined fields for MarketAxess.
MiddleWareIdioms | SoftwareVendor | List of user-defined fields for Middle Ware Idioms.
ObjectTrading | SoftwareVendor | List of user-defined fields for Object Trading.
Patsystems | SoftwareVendor | List of user-defined fields for Patsystems.
PerformanceTechnologiesInc | SoftwareVendor | List of user-defined fields for Performance Technologies Inc.
RaptorTradingSystems | SoftwareVendor | List of user-defined fields for Raptor Trading Systems.
SIAC | SoftwareVendor | List of user-defined fields for SIAC.
SSITechnologies | SoftwareVendor | List of user-defined fields for SSI Technologies.
Sungard | SoftwareVendor | List of user-defined fields for Sungard.
TeleinvestSA | SoftwareVendor | List of user-defined fields for Teleinvest SA.
TownsendAnalytics | SoftwareVendor | List of user-defined fields for Townsend Analytics.
TradingboxLtd | SoftwareVendor | List of user-defined fields for Tradingbox Ltd.
VelocitySystemsInternational | SoftwareVendor | List of user-defined fields for Velocity Systems International.

ABNAMRO

Category: Bank

Message Functionality

List of user-defined fields for ABN AMRO.

Structure

Name | Mult. | Type | Description
ABNCust | [0..1] | String |
ABNCust1 | [0..1] | String |
ABNCust2 | [0..1] | String |
FracToTrade | [0..1] | int | Fraction to Trade (Int)
MaxCostFromStrike | [0..1] | int | Maximum cost from strike in basis points (int)
StrategyStyle | [0..1] | int | 1 = Risk Aversion, 10 =Market Impact (int)

AgentTraderSecuritiesLLC

Category: Brokerage

Message Functionality

List of user-defined fields for Agent Trader Securities LLC.

Structure

Name | Mult. | Type | Description
Billable | [0..1] | Boolean | Indicates whether an order incur specialist fee. Y=Yes, N=No.

AmericanCenturyInvestments

Category: InvestmentManager

Message Functionality

List of user-defined fields for American Century Investments.

Structure

Name | Mult. | Type | Description
AllocAvgPx | [0..1] | Price | Allocation: optional price for specific alloc within a ticket (avg across multiple executions) <p> ** ADDED TO FIX 4.1 AS TAG: 153 (AllocAvgPx) **
LocateIdentifier | [0..1] | String | The actual locate identifier/reference provided by the LocateBroker (5700).

AngelNetworks

Category: InvestmentManager

Message Functionality

List of user-defined fields for Angel Networks.

Structure

Name | Mult. | Type | Description
Reserved7444 | [0..1] | String | 7444 Reserved
Reserved7445 | [0..1] | String | 7445 Reserved

AptComputerSystemsLimited

Category: SoftwareVendor

Message Functionality

List of user-defined fields for Apt Computer Systems Limited.

Structure

Name | Mult. | Type | Description
PriceImprovement | [0..1] | Price | When placing an order based on a quote, in the UK it is a regulatory requirement that you mention any price improvement on the quoted price.

AutomatedSecurityClearanceLtd

Category: Other

Message Functionality

List of user-defined fields for Automated Security Clearance Ltd.

Structure

Name | Mult. | Type | Description
CxlQty1 | [0..1] | Qty | Unsolicited Partial Cancel Quantity.
LiquidityFlag | [0..1] | char | Indicator of how BRUT executed the trade.
MmkrCapacity | [0..1] | char | Capacity, Broker Market Maker status. Valid Values: A=Agency, P=Principle
OrderPrice | [0..1] | char | Customer price per share of Original Order.
OrigOrderDate | [0..1] | UTCDateOnly | Date the Original Order was accepted by ECN.
PfdMktMkr | [0..1] | String | Prefered Market Maker with Through BRUT Order.
RoutingInst | [0..1] | char | Order routing instruction for ECN. Valid Values B=Book (default), T=Through ECN to Prefered Market Maker, X=Order Cross, H=Hidden Order.
SponsorBkr | [0..1] | String | The Sponsor Broker for the Institution. Only used with Institution Orders.

B2BITS

Category: SoftwareVendor

Message Functionality

List of user-defined fields for B2BITS.

Structure

Name | Mult. | Type | Description
AccruedInterestAmt | [0..1] | Amt | Amount of accrued interest.
AuctionIndicator | [0..1] | Boolean | Indicates whether or not the auction is being held for the security.
BaseSwapPx | [0..1] | Price | Base SWAP price.
BuyBackDate | [0..1] | UTCDateOnly | Buy back date.
BuyBackPx | [0..1] | Price | Buy back price.
ChgFromWAPrice | [0..1] | Price | Indicates change from previous day’s weighted average price vs. last traded price.
ChgOpenInterest | [0..1] | Amt | Indicates change from previous day’s open interest.
EncodedShortSecurityDesc | [0..1] | String | Encoded (non-ASCII characters) representation of the ShortSecurityDesc (5381) field in the encoded format specified via the MessageEncoding (347) field.
EncodedShortSecurityDescLen | [0..1] | int | Byte length of encoded (non-ASCII characters) EncodedShortSecurityDesc (5383) field.
FaceValue | [0..1] | Amt | Face value of security.
FirstEligibleTradeDate | [0..1] | UTCDateOnly | First eligible trade date.
InstrumentPricePrecision | [0..1] | String | Number of decimals in prices. Similar to InstrAttribValue(872) with InstrAttribType(871) = ’27’.
LastEligibleTradeDate | [0..1] | UTCDateOnly | Last eligible trade date. Similar to EventDate(866) with EventType(865) = ‘7’.
LastFragment | [0..1] | Boolean | Used in pre-4.4 versions to provide same functionality as 4.4’s LastFragment(893). Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation. Valid values: ‘Y’ (Last message), ‘N’ (Not last message).
MarketCode | [0..1] | Exchange | Code of market where instrument is traded.
MaxOrdersVolume | [0..1] | Qty | Maximum summary volume of active buy and sell orders.
MinPriceIncrement | [0..1] | float | Used in pre-5.0 versions to provide same functionality as 5.0’s MinPriceIncrement(969).
MktShareLimit | [0..1] | String | Market share limit.
MktShareThreshold | [0..1] | Percentage | Market share limit threshold.
PriceMvmLimit | [0..1] | String | Maximum deviation of prices from settlement price.
PriceMvmLimitT1 | [0..1] | Percentage | Maximum deviation of prices from settlement price at T+1.
ProductStatus | [0..1] | String | Product status.
ProductType1 | [0..1] | String | Product type.
Repo2Px | [0..1] | Price | Price of the second part of REPO.
SettlPx | [0..1] | Price | Previous day’s settlement price.
ShortSecurityDesc | [0..1] | String | Short security description.
StateSecurityID | [0..1] | String | State Securities Identification Number.
TotalBustedQty | [0..1] | Qty | Total number of shares busted.

BATSTrading

Category: Exchange

Message Functionality

List of user-defined fields for BATS Trading.

Structure

Name | Mult. | Type | Description
BypassHiddenPeg | [0..1] | Boolean | Y = Bypass hidden peg orders resting on book N (Default) = Access hidden peg orders resting on book
CancelOrigOnReject | [0..1] | Boolean | Y = cancel original order if OrigClOrdId is live but modification must be rejected. (An “unsolicited” cancel will be sent for OrigClOrdId in addition to the replacement reject).N = leave original order if modification is rejected
CentralCounterParty | [0..1] | String | The Central Counterparty.
CorrectedPrice | [0..1] | Price | On the custom UCC trade correction message, this holds the corrected price.
DiscretionAmount | [0..1] | Price | Amount of discretion to apply to Price.Similar in meaning to the standard DiscretionOffset but this field is always non-negative and is implicitly added to bid prices and subtracted from offser prices.
ECNAccessFee | [0..1] | Amt | Only present on fills. The total fees for this fill. Negative for rebate.
InitialDisplayPrice | [0..1] | Price | Send on Accepted and Replaced (150=0,5) execution reports when it is known that the order is being booked. Reports the price at which the order is initially displayed.
LockedQty | [0..1] | Qty | Locked quantity
ModifySequence | [0..1] | int | Count of accepted cancel/replaces.
OrigCompID | [0..1] | String | on drop copies OrigCompID will be the TargetCompID of the original exec report (TargetCompID will be the receiver of the drop copy)
OrigSubID | [0..1] | String | on drop copies OrigSubID will be the TargetSubID of the original exec report (TargetSubID will be the receiver of the drop copy)
RouteOddToSlowExchange | [0..1] | Boolean | Y = Route Odd Lot to slow* exchange N = Do no route Odd Lot to slow* exchange*some exhchanges incur extra delay for odd-lot processing or do not process odd lot IOCs
WorkingPrice | [0..1] | Price | If order Price had to be permanently adjusted on entry (i.e. to avoid crossing national market) the adjusted price will be reported here on the accept.The Price field will always be a copy of the price submitted on the order.

BNYBrokerage

Category: Bank

Message Functionality

List of user-defined fields for BNY Brokerage.

Structure

Name | Mult. | Type | Description
CommissionHandlingInstructions | [0..1] | String | Future Use
CommissionTreatment | [0..1] | String | Future Use

BankOfAmerica

Category: Bank

Message Functionality

List of user-defined fields for Bank of America.

Structure

Name
Mult.
Type
Description

AlgoParam1
[0..1]
String

AlgoParam2
[0..1]
String

AlgoParam3
[0..1]
String

AlgoParam4
[0..1]
String

AlgoParam5
[0..1]
String

AlgoParam6
[0..1]
String

AlgoParam7
[0..1]
String

AlgoParam8
[0..1]
String

AlgoParam9
[0..1]
String

AlgoParam10
[0..1]
String

AlgoParam11
[0..1]
String

AlgoParam12
[0..1]
String

AvgPx2
[0..1]
Price
Average Price of the far leg of a swap

BidSpotRate2
[0..1]
float
Bid Spot Rate of the far leg of a swap

BofAAlgoParam1
[0..1]
String

BofAAlgoParam2
[0..1]
String

BofAAlgoParam3
[0..1]
String

BofAAlgoParam4
[0..1]
String

BofAAlgoParam5
[0..1]
String

BofAAlgoParam6
[0..1]
String

BofAAlgoParam7
[0..1]
String

BofAAlgoParam8
[0..1]
String

CanTradeQuote
[0..1]
Boolean
This tag will be used to determine if an order with the same symbol can be traded after a certain period of wait time against a quote. This in regards to block trading of securities electronically.

CumQty2
[0..1]
Qty
the deal amount (order quantity) of a far leg of a swap.

Duration1
[0..1]
int
Duration in minutes. Valid values: (1 – 390, for US markets)

EaseBaseTag
[0..1]
String
Reserved for future use.

EffectiveTime1
[0..1]
UTCTimestamp
Starting time as a UTC timestamp.

ExecBrokerFINS
[0..1]
String
FINS number of broker executing the order (up to 6 characters)

ExecutionMode
[0..1]
char
Execution mode. Valid values: 0 = neutral, 1 = passive, 2 = aggressive.

ExpireTime2
[0..1]
UTCTimestamp
Ending time as a UTC timestamp.

HomeCcy
[0..1]
Currency
Home currency

HomeCcyEquivQty
[0..1]
Qty
Home Ccy Equivalent Quantity

HomeCcyEquivQty2
[0..1]
Currency
Home CCY Equivalent Quantity for the Far leg of a swap

HomeCcyEquivRte
[0..1]
Currency
Home CCY Equivalent Rate

HomeCcyEquivRte2
[0..1]
Currency
Home Ccy Equivalent Rate for the far leg of a swap

LastPx2
[0..1]
Price
Price of the far leg of a swap

LastSpotRate2
[0..1]
float
Spot Rate of the far leg of a swap

LeavesQty2
[0..1]
Qty
Leaves Quantity of the far leg of a swap

LegContraQty
[0..1]
Qty
Contra amount of the leg

NonDirectedBrokerFINS1
[0..1]
String
FINS number of 1st broker not allowed to execute order (up to 6 characters)

NonDirectedBrokerFINS2
[0..1]
String
FINS number of 2nd broker not allowed to execute order (up to 6 characters)

OfferSpotRate2
[0..1]
float
Offer Spot Rate of the far leg of a swap

ParticipationRate1
[0..1]
Percentage
When TargetStrategy is TVOL (5900=2), this parameter represents the target participation rate. For other values, this parameter represents a volume limit. Valid values: a percentage (0 – 100).

PBTFut1
[0..1]
String
Reserved for future Banc of America Securities PBT usage.

PBTFut2
[0..1]
String
Reserved for future Banc of America Securities PBT usage.

PBTFut3
[0..1]
String
Reserved for future Banc of America Securities PBT usage.

PBTFut4
[0..1]
String
Reserved for future Banc of America Securities PBT usage.

QuoteStreamClosed
[0..1]
Boolean
This is used to differentiate between a quote rejection and the actual closing of a quote stream for business reasons.

TargetStrategy3
[0..1]
String
1=Volume Weighted Average Price (VWAP), 2=Target Volume (TVOL), 1001=Volume Weighted Average Price (VWAP) [same as 1], 1002=Target Volume (TVOL) [same as 2], 1003=Order Staging Model (OSM), 1004=Sensitivity (SENS), 1005=Time Weighted Average Price (TWAP), 1006=Arrival Price (AP), 1999=Custom (CUST) N.B. This is a required field!

TargetStrategyParameters2
[0..1]
String
Reserved for future use.

USDEquiv
[0..1]
Currency
USD Equivalent of the dealt currency

USDEquiv2
[0..1]
Currency
USD Equivalent of the dealt currency for the far leg for Swaps

BarclaysCapital

Category: Bank

Message Functionality

List of user-defined fields for Barclays Capital.

Structure

Name
Mult.
Type
Description

BidPx2
[0..1]
Price
The far leg bid in an FX swap

BidSize2
[0..1]
Amt
This is the far leg bid amount

CombinedPointsBid
[0..1]
Price
Used for the Bid side of pre-caluclated combined points for FX-Swaps

CombinedPointsOffer
[0..1]
Price
Used for the Offer side of pre-caluclated combined points for FX-Swaps

Contributor
[0..1]
String
A field identifying the quote provider

EndpointExchangeExecutionId
[0..1]
String
Mostly for algo orders. ExchangeExecutionId of the child order.

EndPointExchangeOrderId
[0..1]
String
Mostly for algo orders. Exchangeorderid of the child order.

ExchangeGatewayID
[0..1]
String
The gateway id (or name) for the exchange in the broker system. (one exchange can have multiple gateways from a broker system)

ExecutedQuantityLeg2
[0..1]
Qty
Executed quantity on fills for leg 2 of a 2-legged strategy.

IssueDenomination
[0..1]
Price
The denomination of the issue

OfferPx2
[0..1]
Price
This is the far leg offer for an FX swap

OfferSize2
[0..1]
Amt
This is the far leg offer amount

OrderedQuantityLeg2
[0..1]
Qty
Ordered quantity for leg 2 of a 2-legged strategy.

QuoteDepthOfMarket
[0..1]
int
Informs the client how many quote contributers there were is determining the quote

SecondaryQty
[0..1]
Qty
This is the calculated side amount on an FX swap

SecondaryQty2
[0..1]
Amt
This is the second calculated side amount for an FX Swap

TenorValue
[0..1]
String
Used in FX and Commodoties Orders and Executions in conjunction with SettlDate to identify the timebucket of the original order.Valid Values: SP = Spot, SN = Spot Next, ON = Overnight, TN = Tomorrow Next, 1W = 1 Week, 2W = 2 Weeks, 3W = 3 Weeks, 1M = 1 Month, 2M = 2 Months, 3M = 3 Months, 6M = 6 Months, 1Y = 1 Year

TenorValue2
[0..1]
String
Secondary TenorValue for Swaps. Used in FX and Commodoties Orders and Executions in conjunction with SettlDate to identify the timebucket of the original order.Valid Values: SP = Spot, SN = Spot Next, ON = Overnight, TN = Tomorrow Next, 1W = 1 Week, 2W = 2 Weeks, 3W = 3 Weeks, 1M = 1 Month, 2M = 2 Months, 3M = 3 Months, 6M = 6 Months, 1Y = 1 Year

BeaconCapitalStrategies

Category: SoftwareVendor

Message Functionality

List of user-defined fields for Beacon Capital Strategies.

Structure

Name | Mult. | Type | Description
CreditRatingAgency | [0..1] | int | CreditRatingAgency Instrument Format: int Research Agency provided Credit Rating evaluation. Used in conjunction with CreditRating field ( tag 256 ) Beacon values: 0 – S&P 1 – Moody’s 2 – Fitch
Filter | [0..1] | String | Format: String specifies algorithm source using language type specified in FilterSource ( 5120 ).
FilterID | [0..1] | int | Format: int ID provider echo FilterReqID(5122), new generated ID by provider for Requested Filter. Used to cancel/update filters.
FilterReqID | [0..1] | int | Format: int filter requester ID see FilterID generated by filter provider to used to cancel/update filters.
FilterSource | [0..1] | String | Format: String FilterSource specifies which language type supported to create a Filter ( 5121 ). valid values “SQL”, “REGEX”, “JAVASCRIPT”, “XPATH”,… used in conjunction with Filter(5121), FilterReqID(5122).
LegCreditRatingAgency | [0..1] | int | Format: int Research Agency provided Leg Credit Rating evaluation. Used in conjunction with LegCreditRating field ( tag 257 ) Beacon values: 0 – S&P 1 – Moody’s 2 – Fitch
NoCreditRating | [0..1] | NumInGroup | Format: NumInGroup Number of repeating CreditRating ( 255 ) and CreditRatingAgency ( 5113 ) entries. use NoCreditRating == 0 when CreditRatingAgency and CreditRating is not provided.
NoIOIs | [0..1] | NumInGroup | Used in IOIList. Market data field
NoLegCreditRating | [0..1] | NumInGroup | Format: NumInGroup Number of repeating LegCreditRating ( 257 ) and LegCreditRatingAgency ( 5117 ) entries. use NoLegCreditRating == 0 when LegCreditRatingAgency and LegCreditRating is not provided.
NoRFQs | [0..1] | NumInGroup | Specifies the number of RFQRequests. Market data field
NoUnderlyingCreditRating | [0..1] | NumInGroup | Format: NumInGroup Number of repeating UnderlyingCreditRating ( 256 ) and UnderlyingCreditRatingAgency ( 5115 ) entries. use NoUnderlyingCreditRating == 0 when UnderlyingCreditRatingAgency and UnderlyingCreditRating is not provided.
TotNoIOIs | [0..1] | int | Used in IOIList, SecurityList, SecurityStatus Number of Indications currently alive ( not expired based on validUntilTime ) Market data field
UnderlyingCreditRatingAgency | [0..1] | int | Format: int Research Agency provided Credit Rating evaluation. Used in conjunction with UnderlyingCreditRating field ( tag 256 ) Beacon values: 0 – S&P 1 – Moody’s 2 – Fitch

BearStearns

Category: Bank

Message Functionality

List of user-defined fields for Bear Stearns & Co.

Structure

Name | Mult. | Type | Description
Active | [0..1] | Boolean | Boolean value, active or not
AskDifference | [0..1] | float | Double Value
BetaNeutralityLimit | [0..1] | String | beta neutrality limit in dollars
BidDifference | [0..1] | float | Double Value
Cash1 | [0..1] | String | Risk Arb Cash Value
DollarNeutral | [0..1] | Boolean | Boolean Value
DollarNeutralityLimit | [0..1] | String | Dollar neutrality limit
LmtTickSizeRatio | [0..1] | float | Double Value
MaxShares | [0..1] | int | Int Value
MktTickSizeRatio | [0..1] | float | Double Value
OrderRatio | [0..1] | float | Decimal value
RatioNeutralityLimit | [0..1] | String | Ratio neutrality limit in percent
RiskAversion1 | [0..1] | String | Risk Aversion Parameter
Spread1 | [0..1] | float | Float Value
SpreadFormula | [0..1] | int | Int Value
SpreadType | [0..1] | int | Int Value

BelgradeStockExchange

Category: Exchange

Message Functionality

List of user-defined fields for Belgrade Stock Exchange.

Structure

Name | Mult. | Type | Description
BidActivity | [0..1] | Boolean | Indicates if the Bid Price is within the Price volatility band.
ExtendedVolatilityBand | [0..1] | Percentage | Percentage of refernce price by which volatility bands can be extended in intra-day auction
LowerVolatilityBand | [0..1] | Price | Lower volatility ban boundary (absolute value)
OfferActivity | [0..1] | Boolean | Indicates if the Offer Price is within the Price volatility band.
PriceActivity | [0..1] | char | Indicates if the order price is within the volatility band. N = Not active, A = Active
SumBidQuantity | [0..1] | Qty | Total bid quantity in the order book (all prices – active orders only)
SumOfferQuantity | [0..1] | Qty | Total offer quantity in the order book (all prices – active orders only)
TradingMethod | [0..1] | String | Indicates trading method for security. Values: MKT – Continuous trading, MPC – Fixing, MPP – Proportional, MVC – Multiple price fixing, MKP – Continuous selling, MMC – Minimum price
UpperVolatilityBand | [0..1] | Price | Upper volatility band boundary (absolute value)

Bloomberg

Category: DataVendor

Message Functionality

List of user-defined fields for Bloomberg.

Structure

Name
Mult.
Type
Description

AdjustedEndCash
[0..1]
Amt
Ending cash consideration of a financing deal on the EndDate(917) adjusted for coupon and interest payments to the collateral holder.

AffirmativeDetermination
[0..1]
Boolean
Used to indicate whether client will locate stock in conjunction with Short Sell and/or Short Sell Exempt order. Valid values are Y and N.

AllInPrice
[0..1]
Price

AllinPriceFlag
[0..1]
Boolean
This flag (Y/N) indicates whether it’s an all-in price.

AllocAccountSubID1
[0..1]
String
Sub identifier for the Allocation Accounts. Will be part of the NoAllocs group.

AllocAccountSubID2
[0..1]
String
Sub identifiers #2 for Allocation Accounts. Will be part of the NoAllocs group.

AllocAccountSubID3
[0..1]
String
Sub identifier #3 for Allocation accounts. Will be part of the NoAllocs group.

AllocAgreementDate
[0..1]
LocalMktDate
Allocation account MCA Date

AllocAgreementDesc
[0..1]
String
Allocation account MCA type

AllocationBlockOriginalFace
[0..1]
String

AllocationDetailInstiturionId
[0..1]
String

AllocationDetailOriginalFace
[0..1]
String

AllocationDetailPrincipal
[0..1]
String

AllocationIndicator2
[0..1]
char
Indicates if allocations are to follow (Most likely a Allocation Instruction FIX Message) for the trade indicated by this Execution Report. Possible Values: 1 – No Allocations. 2 or More – Allocations Will follow. (They could indicate the possible number of accounts the allocations will occur to.)

AllocCalcAgentLocation
[0..1]
String
Allocation calculation agent location

AllocCurrentFace
[0..1]
String
Current Face allocated to this Allocation account. For MTGEs only. Part of “NoAllocs” repeating group.

AllocCurrentFaceNew
[0..1]
String

AllocGrossTradeAmt1
[0..1]
Amt
Gross trade amount allocated to the Allocation account. Part of the “NoAllocs” repeating group.

AllocGrossTradeAmt2
[0..1]
Amt

AllocGrossTradeAmtNew
[0..1]
String

AllocMatrixAgreementType
[0..1]
String
Allocation account matrix agreement type

AllocMcaAnnexDate
[0..1]
LocalMktDate
Allocation MCA annex date

AllocReceiverId
[0..1]
String
Can be internet e-mail or Bloomberg UUID

AllocReceiverIdtype
[0..1]
char
1=email,2=uuid

AllocReceiverRole
[0..1]
char
1 = Sender, 2 = Receiver

AllocRecieverRole
[0..1]
char
1 = Sender, 2 = Receiver

AllocTarget
[0..1]
Qty
Bloomberg allocation target

AllowLimits
[0..1]
Boolean
Values: Y/N.

Application
[0..1]
String
Bloomberg application (yellow key)

AskDelta
[0..1]
Price
The ask delta price – for FX SPOT

AskPrice
[0..1]
Price
Net ask price for 2-way pricing

AssumedCoupon
[0..1]
Percentage
Mortgage/assest backed security assumed coupon

AutoexFirmStatus
[0..1]
char
A Trading System Firm Auto-Execution Status Tag Y – Firm will automatically accept N – Firm will reject all P – Firm will pend for manual accept/reject

BangCounterParty
[0..1]
String
Counterparty of Bloomberg bang execution

BangFlag
[0..1]
Boolean
Y,N – Is execution an Bloomberg bang?

BangGroups
[0..1]
NumInGroup
Number of market makers in bang

BangMinFill
[0..1]
Qty
9909: Min fill qty per MMID in bang group

BangMMID
[0..1]
String
9909: Market maker in bang group

BangMMIDQty
[0..1]
Qty
9909: Qty to a MMID in bang group

BangQty
[0..1]
Qty
Please contact Benedict Zoe for an explanation of this tag’s purpose

BangSDP
[0..1]
Boolean
Y,N – Identifies whether Bloomberg bang was performed via proprietary SDP

BangStyle
[0..1]
char
Tag 9786 allows clients to specify the style of bang applied to each order on an individual basis.S=Single and N=Normal

BarrierDirection
[0..1]
char
Designates the direction in which the Barrier needs to be crossed to activate the option. 1 — up, 2 — down.

BarrierEndDate
[0..1]
UTCDateOnly
The date the price monitoring ends.

BarrierLevel
[0..1]
Price
Price of the underlying at which the option comes in existance or ceases to exist.

BarrierLevel2
[0..1]
Price
Level of the second barrier for double barrier options

BarrierRebate
[0..1]
Price
Predefined rebate for Barrier option

BarrierRebate2
[0..1]
Price
Rebate for the second barrier for double barrier options

BarrierStartDate
[0..1]
UTCDateOnly
The date the price monitoring starts.

BarrierStyle
[0..1]
char
Style of a barrier for Barrier option. 1– knock-in, 2 — knock-out

BBBankNum
[0..1]
String
The Bloomberg-specific ID associated with a particular dealer.

BBExecSubType
[0..1]
String
For adding, updating and deleting securities as part of trade capture message, AE.

BbgTradeType
[0..1]
String
Bloomberg Internally used.

BenchmarkBidYield
[0..1]
Percentage
Benchmark bid yield for quote messages that inclue the SpreadOrBenchmarkCurveData component block.

BenchmarkOfferPx
[0..1]
Price
Benchmark offer price for quote messages that inclue the SpreadOrBenchmarkCurveData component block.

BenchmarkOfferSpread
[0..1]
float
Benchmark offer spread for quote messages that inclue the SpreadOrBenchmarkCurveData component block.

BenchmarkOfferYield
[0..1]
Percentage
Benchmark offer yield for quote messages that inclue the SpreadOrBenchmarkCurveData component block.

BidDelta
[0..1]
Price
The bid delta price – for FX SPOT

BidForwardPointsDelta
[0..1]
String

BidPriceForDiscountQuotes
[0..1]
Price
This field will contain the bid dollar price for discount-quoted securities.

BidYTM
[0..1]
Percentage
Bid Yield-to-maturity.

BlotOrderStatus
[0..1]
char
State of the order on the blot screens. 0 = Sent 1 = Sent Ack 2 = Priced 3 = Covered 4 = Accepted 5 – Rejected 6 = Canceled 7 = Passed 8 = Traded Away 9 = Tied Traded Away

BlotSeq
[0..1]
SeqNum
Bloomberg blot sequence number

BlotTransactionNumber
[0..1]
String
BLP Specific

BLPAllocationRefTicketNumber
[0..1]
String
UNique to BLP Trading system. Inside repeating group for allocations.

BLPAllocationticketnumber
[0..1]
String
Inside the repeating group for allocations. This is unique to BLP Trading systems.

BLPProgType
[0..1]
String
Security Program Type

BLPTicketType
[0..1]
char
1-Customer, 2-Sales

BTOrderInst
[0..1]
char
TradeBook Order instructions. Valid (space delimited) values are R (replenish reserve quantities if any), Q (allow to quote this order on NASDAQ if originating from a non-market maker), and X (in 35-F this simply cancels all orders for a firm or single user). Further information on the use of this field on request

BTReportInst
[0..1]
char
Valid values are M (client “made” liquidity), and T (client “took” liquidity)

BWitemID
[0..1]
String
Bids Wanted Item ID.

CalcAgentLocation
[0..1]
String
Calcution Agent Location

CallOrPut
[0..1]
char
Denotes whether a particular leg of an FX Option trade is a Call or a Put. Possible Values: 1=Call; 2=Put

CallPutCurrency
[0..1]
Currency
Denotes what currency a given leg of an FX Option is operating on. Works in conjunction with CallOrPut tag.

Checkout
[0..1]
Boolean
Y – Indicates a full allocation N – Indicates partial or Dummy account’s

CLExecID
[0..1]
String
Client Execution id – A coresponding execution report from another system to send the original execution id sent. Execution report id for an fx trade done for a previous execution report sent to BLP

CompetingQuote
[0..1]
Price
Actual quote for a security or for first leg of a swaps trade

CompetingQuoteDealer
[0..1]
String
eg. MSFT, ‘Bloomberg Indicative’

CompetingQuoteFwdPoints
[0..1]
PriceOffset
Fwd/Swap points (Swaps/Outrights only)

CompetingQuoteLeg2
[0..1]
Price
Actual quote of second leg (Swaps only)

CompetingQuoteType
[0..1]
char
1 – Indicative 2 – Executable

CounterDepositAccrual
[0..1]
char
Counter accrual unit for FX Option trade. Valid values: • 1 = ACT/ACT • 2 = 20/360 • 3 = ACT/360 • 4 = ACT/365

CounterDepositRate
[0..1]
float
Counter deposit rate in units and accrual convention specified in 9116 and 9117

CounterDepositUnit
[0..1]
char
Counter deposit unit for FX Option trade., Valid values: • 1 = Ann • 2 = Semi • 3 = Cont • 4 = M Mkt

CounterpartyAccount
[0..1]
String
Account identifier of a counterparty for Fixed Income orders & executions.

Coupon3
[0..1]
Percentage
Coupon for fixed income

Currency1
[0..1]
Currency
Denotes one of two currencies in an FX Option trade.

Currency2
[0..1]
Currency
Denotes the second of two currencies in an FX Options trade.

CurrentFace
[0..1]
String
Current face for Mortgages, ABS, CMO, CMBS etc. (Original face * Factor).

CurveDateRate1
[0..1]
UTCDateOnly

CurveDateRate2
[0..1]
UTCDateOnly

DateFrom
[0..1]
UTCTimestamp
To specify the start date (YYYYMMDD-HH:MM:SS in GMT) for requesting the status of ALL orders for this client

DateTo
[0..1]
UTCTimestamp
To specify the end date (YYYYMMDD-HH:MM:SS in GMT) for requesting the status of ALL orders for this client. Omission means “to now”

Dealer
[0..1]
String
Bank or the dealer that a trade was done with (This will be an optional field).

DealerResponseTime
[0..1]
UTCTimestamp
The time when Quote request will expire

DealNumber
[0..1]
String
A portion of an order may be matched simultaneously against several (smaller quantity) orders at the same price resulting in several distinct trades. Even though each one of the trades will have its own ExecID, they all belong to one deal. Deal numbers are used by Tradebook’s executing broker to “tie” these trades into a “deal.” Further information available on request

DeliveryType
[0..1]
char
Type of delivery for an option trade. 1 — cash, 2 — delivery

DeltaHedgeSpotDate
[0..1]
UTCDateOnly
Value/Spot date (settlement date) for the delta hedge of an FX Option

DeltaLeg
[0..1]
float
The per-leg Delta value for an FX Option trade.

DeltaLegAsk
[0..1]
Price
Delta leg for ask quote in 2-way pricing

DeltaNet
[0..1]
float
The net Delta value for an FX Option trade.

DeltaNetAskValue
[0..1]
Price
Delta Net value for ask quote in 2-way pricing

DepoActionType
[0..1]
char
FX deposit, values: N = New, R = Rollover.

DepoDayCount
[0..1]
char
FX Deposit day count fraction, values: 0=ACT/360, 1=ACT/360(Comp), 3=30/360, 5=ACT/365, 6=ACT/365(Comp), B=BIZ/252, C=BIZ/252(Comp)

DepositAccrual
[0..1]
char
Accrual Unit for an FX Option trade. Possible values: 1=ACT/ACT; 2=20/360; 3=ACT/360; 4=ACT/365

DepositRate
[0..1]
float
Deposit rate in units and accrual convention specified in tags 9113 and 9114

DepositUnit
[0..1]
char
Deposit Unit for an FX Option trade. Possible Values: 1=Ann; 2=Semi; 3=Cont; 4=MMkt

DiscountRate
[0..1]
float
Discount rate for fixed income

DiscretionDelta
[0..1]
PriceOffset
To describe the DiscretionSpread off the displayed limit price. Contact Bloomberg for detailed information on how this field is used

DiscretionMinFill
[0..1]
Qty
To describe a minimum fill quantity in an order with Discretion component. Contact Bloomberg for detailed information on this tag.

DiscretionQty
[0..1]
Qty
To describe the DiscretionAmount in an order. Contact Bloomberg for detailed information on this tag.

ExchangeReserve
[0..1]
Boolean
Determines if order will be submitted to respective exchange or stay in Tradebook’s order management system. Used for non-US securities only. Valid values are: Y=submit to exchange N=do not submit to exchange

ExclusiveFlag
[0..1]
char
Values: R, A, or B. Determines whether the offering is exclusive to the Rep, ATS, or both.

ExecDeltaHedge
[0..1]
Boolean
Denotes whether a Delta Hedge trade should be booked to offset the risk of an option trade.

ExerciseEndDate
[0..1]
UTCDateOnly
The end date of option exercise period.

ExerciseStartDate
[0..1]
UTCDateOnly
The beginning date of option exercise period.

ExpiryTime
[0..1]
UTCTimeOnly
Time of FX Option expiry, expressed in GMT format. Example: 10:00:00

ExpiryTimeCode
[0..1]
char
Time of expiration of FX Option, encoded into enumeration of three major cuts. Possible values: 1=NY: 10:00:00; 2=Tokyo: 15:00:00; 3=London: 15:00:00; 4=Mexico: 11:30:00; 5=Frankfurt: 14:30:00; 6=Taiwan: 11:00:00; 7=Seoul: 17:30:00; 8=Istanbul 14:00:00

ExternalMarkUp
[0..1]
PriceOffset
Specifies trader’s mark up over the offering price.

ExTransactionType
[0..1]
String
Identifies transaction type Valid Values: 20=4 – Distinguishes balances that will be reported to the FXBB system by a version of an ExecReport(35=8) message. , 20=5 – Balance report ack message used to respond to balance report. 20=6 – Will be sent back if a balance is covered by the FX system.

FillOrKillAmount
[0..1]
Qty
Fill or Kill Quantity.

FireQuantity
[0..1]
Qty
The quantity of an IOC order, in shares, that system sends to exchange (with discretion) when other parameters are met.Order will be rejected if the quantity is an invalid board lot.

FirmAmount
[0..1]
Price
Firm offering quantity for Municipal Commercial Paper.

FirmNo
[0..1]
String
Bloomberg Firm Number

FixedIncomeFlag
[0..1]
Boolean
Equity or fixed income?

FixedIncomeSubFlag
[0..1]
Boolean
Fixed income flavor/type

FixingDate2
[0..1]
UTCDateOnly
Fixing Date for the second leg of NDF swap. ( First leg is 6203 )

FOKPosition
[0..1]
Amt
FOK Position in an account.

ForwardRate
[0..1]
float
The value of the forward rate for an FX Option.

ForwardRateLegAsk
[0..1]
Price
Forward rate leg for ask quote in 2-way pricing

FxMarketType
[0..1]
char
FX Non-deliverable forward indicator R = regular N = onshore O = OffshoreDefault = R

FXOptionStyle
[0..1]
char
The style of FX Option. Possible values: 1=American; 2=European

FXSplitTradeFlag
[0..1]
Boolean
FX Split trade indicator – Split FX trade across multiple books – Y/N

GammaLeg
[0..1]
float
The per-leg Gamma value for an FX Option trade.

GammaLegAsk
[0..1]
Price
Gamma leg for ask quote in 2-way pricing

GammaNet
[0..1]
float
The net Gamma value for an FX Option trade.

GammaNetAskValue
[0..1]
Price
Net Gamma value for ask quote in 2-way pricing

GeneralLedgerAccount
[0..1]
String
This is the General Legder Account field.

Haircut
[0..1]
String
This term describes the way brokers and clients protect themselves from market risk in doing repos.

HedgeTradeType
[0..1]
char
Indicates a type of hedge trade to be executed for offset of option risk. Possible values: 1=Spot; 2=Forward

HighTenorQuoteId
[0..1]
String
HighTenorQuoteId used for order message to indicate interpolated price calculation from FX streaming quote id

IndexRatio
[0..1]
float
This field is the Index Ratio.

InvPositionDate
[0..1]
LocalMktDate
Date of the inventory position. LocalMmktDate. Part of group (5529-5531)

InvPositionQty
[0..1]
Qty
The available amount associated with the InvPositionDate, expressed as par value. A short position will be specified as a negative par value. Part of group (5529-5531)

LastMktBloomberg
[0..1]
String
Bloomberg recognized exchange code. This is a 2 character, alpha code.

LegAccrued
[0..1]
String

LegAskPrice
[0..1]
Price
Price of the option leg for ask quote in 2-way pricing.

LegBlotSeqNumber
[0..1]
String
BLP Specific

LegExchangeRate
[0..1]
float

LegFlag
[0..1]
Boolean
BLP Specific

LegFuturesCBroker
[0..1]
String
BLP Specific

LegFuturesDBroker
[0..1]
String
BLP Specific

LegIndex
[0..1]
String
Index of this leg for a multi-leg trade (trades reported individually).

LegLastForwardPoints
[0..1]
PriceOffset
Leg Last Forward Points – Same as Tag 195 “LastForwardPoints” but for the Far leg of a FX Swap Deal.

LegLastSpotRate
[0..1]
float
LegLastSpotRate – Similar to tag 194 “LastSpotRate” but for the Far leg of a FX Swap deal.

LegMarketType
[0..1]
char
Leg Market Type – Similar to tag 9102 “MarketType” but for the far leg of a FX Swap leg.

LegNotionalAmount
[0..1]
Amt
The number of units of currency that are being traded in a given leg of an FX Option. The currency being traded is denoted by the LegNotionalCurrency field, tag 9017.

LegNotionalCurrency
[0..1]
Currency
The currency which the LegNotionalAmount field refers to, for an FX Option.

LegPriceType
[0..1]
String
Values similar to TriceType

LegPrincipal
[0..1]
String

LegSplitTradeFlag
[0..1]
Boolean
Leg Split Trade Flag – Similar to tag 9101 “SplitTradeFlag” but for the far leg of a FX Swap deal.

LegSubFlag
[0..1]
Boolean
BLP Specific

LegTransactionSeqNumber
[0..1]
String
BLP Specific

LegTSTicketNumber
[0..1]
String
BLP Specific

LegYield
[0..1]
Percentage
Yield

MasterAccount
[0..1]
String
Master account identifier

MatDatEndYield
[0..1]
Percentage
Yield corresponding to Maturity end date. Part of NoDateRates (5538) repeating group.

MatDatStartYield
[0..1]
Percentage
Yield corresponding to Maturity start date. Part of NoDateRates (5538) repeating group.

MatrixAgreementType
[0..1]
String
Matrix Agreement Type

Maturity
[0..1]
UTCDateOnly
Complete maturity date for Fixed Income trades. YYYYMMDD

MaturitySize
[0..1]
Price
Size available corresponding to Maturity range. Part of NoDateRates (5538) repeating group.

NetGrossInd2
[0..1]
char
For the flag leg of an FX swap, used to indicate if the settlement will be handled net or gross 1 = Net 2 = Gross

NoBlots
[0..1]
NumInGroup
Number of Bloomberg Blots

NoCompetingQuotes
[0..1]
String
eg. MSFT, ‘Bloomberg Indicative’

NoInvPositions
[0..1]
NumInGroup
Repeating group count. No of Inventory positions advertised. Part of group (5529-5531)

NoNotes
[0..1]
NumInGroup
Number of repeating notes fields

NoReRoutedOrders
[0..1]
NumInGroup
Defines the number of Orders rerouted to another broker.

NoteId
[0..1]
String
Repeating field in the notes group

NoteText
[0..1]
String
Repeating field in the notes group

NoteType
[0..1]
char
Repeating field in the notes group

NoTickets
[0..1]
NumInGroup
Number of BLP trade tickets created as a result of the incoming trade message

NoTransactionCosts
[0..1]
NumInGroup
Repeating group under the trade capture suite of messages

NoUnderlyingReinvCoupon
[0..1]
NumInGroup
Repeating group count. Number of coupon reinvestments. Part of group (6223-6226)

NumberofAllocsReceivers
[0..1]
int
Defines who is getting an allocation report – may be multiple people

OfferForwardPointsDelta
[0..1]
String

OfferPriceForDiscountQuotes
[0..1]
Price
This field will contain the offer dollar price for discount-quoted securities.

OfferYTC
[0..1]
Percentage
Offer Yield-to-call.

OfferYTM
[0..1]
Percentage
Offer Yield-to-maturity.

OptionProductType
[0..1]
char
Describes the standard optoin type: 1 — Vanilla, 2 — Knock-In, 3 — Knock-Out, 4 — One Touch, 5 — No Touch, 6 — Double Knock-In, 7 — Double Knock-Out

OptionStrategy
[0..1]
char
1 — single leg, 2 — straddle, 3 — strangle, 4 — risk reversal, 5 — participating forward, 6 — diagonal spread, 7 — call ut spread, 8 — calendar spread, 9 — two leg

OriginalDestination
[0..1]
String
To specify the original destination of a Drop copy message. Can be a platform, exchange or anything – Mutually agreed upon.

PegDifference2
[0..1]
float
Price difference to NBBO (BID,MID,ASK) in 64th of a NBBO dependent (pegged) limit order <p> ** ADDED TO FIX 4.1 AS TAG: 211 **

PositionAccount
[0..1]
String
Account / Fund / Book name of the position.

PrepaymentSpeed
[0..1]
String
Mortgage prepayment speed

PriceType3
[0..1]
String
Bloomberg Price type

PricingNo
[0..1]
String
Bloomberg pricing number

PrimarySecurityIdentifier
[0..1]
String
Primary money market security identifier

Principal2
[0..1]
String
Principal

QuoteMOPLevel
[0..1]
String
Bloomberg MOP Level

QuoteQty
[0..1]
Qty
Amount to quote on Nasdaq

QuoteType1
[0..1]
char
Indicates whether a price is indicative or executable. Valid Values: 1 = Indicative pricing 2 = Executable pricing

RateEffectiveDate
[0..1]
LocalMktDate
The date (last reset date) from which the coupon rate is effective for Variable Rate Demand Note and tender option bonds. Type= LocalMmktDate

RepeatingTicketNo
[0..1]
int
FX trading creates multiple transactions. This will contain the ticket numbers returned.

ReRoutedBrokerID
[0..1]
String
Denotes the Broker Code of a Re-Routed Order.

ReRoutedOrderId
[0..1]
String
Denotes the Order # of a Re-Routed Order.

ReRoutedOrderQty
[0..1]
Qty
Denotes the Size of a Re-Routed Order.

ReRoutedPrice
[0..1]
Price
Denotes the Execution Price of a Re-Routed Order.

ReRoutedSettlDate
[0..1]
UTCDateOnly
Denotes the Settlement Date of a Re-Routed Order

Reserved75
[0..1]
String

Reserved79
[0..1]
String
FX Reserved

Reserved80
[0..1]
String
FX Reserved

Reserved81
[0..1]
String
FX Reserved

Reserved82
[0..1]
String

Reserved83
[0..1]
String

Reserved84
[0..1]
String

Reserved85
[0..1]
String

RhoLeg
[0..1]
float
The per-leg Rho value for an FX Option trade.

RhoLegAsk
[0..1]
Price
Rho leg for ask quote in 2-way pricing

RhoNet
[0..1]
float
The net Rho value for an FX Option trade.

RhoNetAskValue
[0..1]
Price
Net Rho value for ask quote in 2-way pricing

Routetosession
[0..1]
String
Used for fix-to-fix processing. No internal updates along the way. Strictly endpoint processing. Used to bypass local database updates.

SalesBook
[0..1]
String
Identify the book for the salesperson doing the trade.

SecondaryIndividualAllocID
[0..1]
String
Secondary Alloc ID per allocation account.

SecurityExchangeBloomberg
[0..1]
String
Bloomberg recognized exchange code. 2 character alpha code.

Series
[0..1]
String
Series for fixed income

SeriesNo
[0..1]
String
Series number for allocation

SettlCurrAccruedInterestAmt
[0..1]
Amt
Accrued Interest in the Settlement currency.

SettlCurrency2
[0..1]
Currency
Settlement Currency for the second leg of NDF swap

SettlCurrNetMoney
[0..1]
Amt
Net money in Settlment Currency.

SettlFixingDate
[0..1]
UTCDateOnly
Settlement Fixing Date

Source
[0..1]
String
Identifies the system source. This tag will be a string i.e. “Tradebook”

SpotAskRate
[0..1]
float
Used for 2-way pricing – spot rate of the ask quote

SpotHedgeLeg
[0..1]
Price
The price of the instrument with which a given leg of an FX Option trade is being hedged.

SpotHedgeLegAsk
[0..1]
Price
Spot hedge leg for ask quote in 2-way pricing

SpotHedgeNet
[0..1]
Price
The net price of the instruments with which an FX Option trade is being hedged.

SpotHedgeNetAskValue
[0..1]
Price
Net Theta value for ask quote in 2-way pricing

SpotNotional
[0..1]
Amt
The signed notional for a spot hedge trade for an FX Option. Always refers to the currency denoted as Currency1 (tag 9073).

SpotQuoteId
[0..1]
String
SpotQuoteId used for order message to indicate price from FX streaming quote id

StageOrderIsInquiry
[0..1]
Boolean
Denotes whether a staged order is an inquiry order.

StagingTargetPrice
[0..1]
Price
Target Price at which an order will stage and monitor

StoryField
[0..1]
String
This is the story field.

SubjectOrNot
[0..1]
Boolean
Denotes if the response is subject or not.

SubjectTime
[0..1]
UTCTimestamp
The time when the Quote request will become subject.

SwapTradeType
[0..1]
char
This is additional information about the 2 security type trade: 1 = TBA Outright (Cash) 2 = TBA Rolls 3 = TBA Swap/Switch 4 = TBA Hedged

TargetPriceType
[0..1]
char
Target price type valid values: 1 – Price 2 – Yield 3 – Spread

TaxRate
[0..1]
float
Tax rate.

ThetaLeg
[0..1]
float
The per-leg Theta value for an FX Option trade

ThetaLegAsk
[0..1]
Price
Theta leg for ask quote in 2-way pricing

ThetaNet
[0..1]
float
The net Theta value for an FX Option trade.

ThetaNetAskValue
[0..1]
Price
Net Theta value for ask quote in 2-way pricing

TickMultiplier
[0..1]
int
Whole numbers only. Multiply this value with appropriate Tick increment (based on current security price and GTEX Tick Rules) to calculate the Discretion Quantity.

TouchType
[0..1]
char
Describes the type of exercising for touch options. No touch — 1, Pay when hit — 2, Pat at expiry — 3

TradeCorrectType
[0..1]
char
Indicates the type of correct sent in the Trade Capture or Execution Report. (Ex: Material change or not)

TradingStrategy
[0..1]
String
Trading strategy of a transaction (ex. hedge fund trading strategy)

TradingSystemReferenceTicketNumber
[0..1]
String
Referernce number for Proprietary trading system ticket number

TradingSystemTicketNumber
[0..1]
String
Propritary Trading system Ticket number

TransactionCostAmt
[0..1]
Amt
Repeating group under the transaction costs group

TransactionCostCode
[0..1]
char
Repeating group under transaction costs

TransactionCostCurrency
[0..1]
Currency
Repeating field under the transaction costs group

TransactionCostFlag
[0..1]
Boolean
Repeating group under transaction costs.

TransactionCostRate
[0..1]
Price
Repeating group under transaction cost group

TransactionCostTypes
[0..1]
component
Repeating group under the transaction cost for Trade Capture reporting

UnderlyingEndAcrdIntAmt
[0..1]
Amt
Underlying accrued interest amount at termination

UnderlyingReinvCouponAmt
[0..1]
Amt
Coupon reinvestment amount. Part of group (6223-6226)

UnderlyingReinvCouponDate
[0..1]
UTCDateOnly
Coupon reinvestment date. Part of group (6223-6226)

UnderlyingReinvCouponRate
[0..1]
float
Rate at which the coupon is reinvested. Part of group (6223-6226)

UnderlyingStartAcrdIntAmt
[0..1]
Amt
Underlying accrued interest amount at settlement

UUID
[0..1]
String
Bloomberg Unique User ID

VannaLeg
[0..1]
float
The per-leg Vanna value for an FX Option trade.

VannaLegAsk
[0..1]
Price
Vanna leg for ask quote in 2-way pricing

VannaNet
[0..1]
float
The net Vanna value for an FX Option trade.

VegaLeg
[0..1]
float
The per-leg Vega value for an FX Option trade.

VegaLegAsk
[0..1]
Price
Vega leg for ask quote in 2-way pricing

VegaNet
[0..1]
float
The net Vega value for an FX Option trade.

VegaNetAskValue
[0..1]
Price
Net Vega value for ask quote in 2-way pricing

VolatilityLeg
[0..1]
float
The per-leg volatility for an FX Option trade.

VolatilityLegAsk
[0..1]
Price
Volatility leg for ask quote in 2-way pricing

VommaLeg
[0..1]
float
The per-leg Vomma value for an FX Option trade.

VommaLegAsk
[0..1]
Price
Vomma leg for ask quote in 2-way pricing

VommaNet
[0..1]
float
The net Vomma value for an FX Option trade.

VommaNetAskValue
[0..1]
Price
Net Vomma value for ask quote in 2-way pricing

VonnaNetAskValue
[0..1]
Price
Net Vanna value for ask quote in 2-way pricing

VWAPExceed
[0..1]
Boolean
This tag specifies that the counterparty initiating the order acknowledges and accepts that the total order quantity exceeds a certain percentage of the typical daily volume.Absence of this tag or a 0 value will result in a reject if 38>%TDV 9814=0 9814=1 (acknowledgement)

VWAPMatching
[0..1]
Boolean
This tag specifies if the VWAP order will be eligible for matching (U.S orders only) 9813=0(not eligible) 9813=1(eligible)

VWAPOrder
[0..1]
Boolean
This tag initiates a VWAP strategy for the order.Valid values:9810=0(off),1(on)

VWAPStart
[0..1]
UTCTimestamp
VWAP start time (GMT)

VWAPStop
[0..1]
UTCTimestamp
VWAP stop time (GMT)

VWAPType
[0..1]
String
Indicates type of VWAP execution client wishes Bloomberg Tradebook to deliver. Used for non-US securities only. Valid values: V1=session 1 V2=session 2 V3=full day V4=point of trade

WireTime
[0..1]
UTCTimestamp
The Wire Time in seconds for a Quote (price fill) received from the dealer.

WorkStation
[0..1]
String
Bloomberg WorkStation Number

Yield2
[0..1]
Percentage
Yield for fixed income

YieldFlag
[0..1]
Boolean
This is the Yield Flag.

BolsadeMercadoriasFuturos

Category: Exchange

Message Functionality

List of user-defined fields for Bolsa de Mercadorias & Futuros.

Structure

Name | Mult. | Type | Description
ApplicationLogonRspCode | [0..1] | String | Optional tag that relays information on the result of an application level logon process.
Asset | [0..1] | String | String field which indicates the asset of the security, for example BGI (cattle), DOL (USD), WIN (mini-Ibovespa Index), DI1 (1 day interbank deposit), etc.
CounterPartyIpAddress | [0..1] | String | Optional tag used to relay the IP address (in the format nnn.nnn.nnn.nnn) of the connecting counterparty for auditing purposes.
CounterPartyOSIdentifier | [0..1] | String | Optional tag to relay counterparty OS identification (free-format string) for auditing purposes.
DaysBeforePwdExpiration | [0..1] | int | Optional tag indicating the number of days before a user password expires.
DelayResponsibility | [0..1] | char | FIXML: @DelayResp. Used to indicate which entity is responsible for a given delay in a specific situation. Currently being used to indicate who is responsible for the delay in allocation scenarios (int)Valid values (subject to expansion): 1 – Give-up Originator 2 – Give-up Recipient 3 – Exchange
EquivalentInstrument | [0..1] | String | String field which identifies the equivalent instrument of an instrument, for example, WIN (Ibovespa index mini) or DOL (USD minis + full size contracts).
ImbalanceQty | [0..1] | Qty | The imbalance of executed orders of a market participant, in total quantity.
IndexPct | [0..1] | Percentage | Percentage of the stock in an index.
Language | [0..1] | String | This field represents the ISO 639 standard code (2 letters) for a language. Used in News messages (and possibly others), and allows for specifying the language the news is in.
MaxBidQty | [0..1] | Qty | Indicates the maximum allowable quantity of an individual bid.
MaxOfferQty | [0..1] | Qty | Indicates the maximum allowable quantity of an individual offer.
NewsSource | [0..1] | String | String containing the news source for the News Message (e.g. “Market surveillance”, “Media department”, “RSS feed”).
NoContractLimitsConfig | [0..1] | NumInGroup | Indicates the number of repeating group instances containing information on default limits for a contract in pre-trade credit checks.
NoEquivalentIxmLimitsConfig | [0..1] | NumInGroup | NumInGroup which indicates the number of equivalent instrument trading limits configuration repeating group instances.
NoFirms | [0..1] | NumInGroup | Number of repeating group instances of brokerage firm identifiers.
NoInstrumentLimitsConfig | [0..1] | NumInGroup | Indicates the number of repeating group instances containing pre-trade credit check configuration for an instrument.
NoReferentialPrices | [0..1] | NumInGroup | Number of referential prices (price tunnels) in the referential prices repeating group.
PriceBandType | [0..1] | char | Indicates the type of price banding (tunnel), e.g. 0 = rejection tunnel, 1 = auction tunnel, etc.
ReferentialPx | [0..1] | Price | Referential Price, i.e. the price of a tunnel.
ReferentialPxType | [0..1] | char | The type of the referential price (6933). For example: – Adjustment price; – Reference price; – Upper limit – operational tunnel; – Lower limit – operational tunnel; etc.
SecurityUpdatesSince | [0..1] | UTCTimestamp | Optional field that indicates the response to this security list request should be only the list of securities modified/added since the timestamp indicated (in UTC format).
SecurityValidityTimestamp | [0..1] | UTCTimestamp | UTCTimestamp field, containing the timestamp till which the instrument will be eligible to trade.

BootComputers

Category: SoftwareVendor

Message Functionality

List of user-defined fields for Boot Computers.

Structure

Name | Mult. | Type | Description
BidFundingCharge | [0..1] | String | The funding charge applied to the bid price on extended settlement
BidFundingConsideration | [0..1] | String | The bid funding consideration on extended settlement
FundBuyableFromDate | [0..1] | UTCDateOnly | Date from which fund may be bought.
FundBuyableToDate | [0..1] | UTCDateOnly | Date to which fund may be bought.
FundCommissionOption | [0..1] | String | Allows the broker to specify the commission option to be used for a fund deal request.
FundCommissionWaiver | [0..1] | Qty | Any commission that the broker wishes to sacrifice. This figure is expressed as a amount to be deducted from the default commission.
FundDesignation | [0..1] | String | Designation against which a fund deal transaction is to be executed.
FundExternalRef | [0..1] | String | If a fund deal response has been provided by an external RSP then their reference will be provided within this field
FundGroup1Units | [0..1] | Qty | Group 1 Cofunds traded quantity
FundGroup2Units | [0..1] | Qty | Group 2 Cofunds traded quantity
FundingCharge | [0..1] | float | The funding charge applied to the price on extended settlement. Datatype – Float
FundingConsideration | [0..1] | String | The funding consideration on extended settlement
FundInitialCharge | [0..1] | Amt | The total of all commission and other charges applied against an executed fund deal transaction.
FundManagerName | [0..1] | String | The name of the fund manager for this fund instrument.
FundNomineeAccount | [0..1] | String | A facility to allow clients to group their fund holdings in a logical and meaningful way.
FundReInvestIncome | [0..1] | Boolean | Allows client to specify that any income gained from a holding should be re-invested into that holding.
FundSecurityType | [0..1] | String | Specifies the type of security that this is.
FundSellAll | [0..1] | Boolean | Specifies that the client wishes to sell all holdings relating to the combination of fund, broker, nominee account and customer designation.
FundSpecialDealDiscount | [0..1] | Boolean | Future functionality; option to invoke pre-agreed discount per client.
FundUnitType | [0..1] | Boolean | accumulated or income – indicates whether income from the fund should be re-invested
FundValuationDate | [0..1] | UTCDateOnly | The date on which a fund deal transaction will be valued.
FundValuationPoint | [0..1] | String | Free-format text – indicates when a given fund is valued.
FundValuationSSM | [0..1] | UTCTimeOnly | The time at which a fund deal transaction will be valued.
OfferFundingCharge | [0..1] | String | The funding charge applied to the offer price on extended settlement
OfferFundingConsideration | [0..1] | String | The offer funding consideration on extended settlement
PriceSource | [0..1] | char | Indicates where the price has originated; H for House, M for Market
PSBidPrice | [0..1] | Price | The current price source bid price
PSOfferPrice | [0..1] | Price | The current price source offer price

BroadridgeFinancialSolutions

Category: SoftwareVendor

Message Functionality

List of user-defined fields for Broadridge Financial Solutions.

Structure

Name | Mult. | Type | Description
SISAddlinstructions | [0..1] | String | SIS Additional Instructions
SISBopsind | [0..1] | Boolean | BOPS Indicator Valid values: Y = Make BOPS eligible N = Is not BOPS eligible
SISEnhTrailer | [0..1] | String | Enhanced trailer codes. There can be up to 20 codes
SISTrailer | [0..1] | String | Trailer text that can be up to a maximum of 30 characters
SISTrailerInd | [0..1] | char | A valid SIS trailer Indicator, Alphanumeric, 1 character length
SISUpdOnlyTransaction | [0..1] | Boolean | This transaction is to be used to update Broadridge SIS information only and will not be sent to an execution destination. Valid values: Y = Update only N = Cancel/Replace and Update both
SISVantraTrailer | [0..1] | String | SIS reply of CNESS floor trailer
SISVerifyTerminal | [0..1] | String | Optional tag on New Order to indicate the Verify Terminal where the order will be send for verification.

BrookPathPartnersInc

Category: Consulting

Message Functionality

List of user-defined fields for Brook Path Partners Inc.

Structure

Name | Mult. | Type | Description
AEPTradeID | [0..1] | String | Block trade identifier used only by dealers using AEP for execution for matching block trade in Allocation Instruction.
AggressorIndicator | [0..1] | Boolean | Custom field to support identifying aggressor (taker) in a trade in pre-5.0 versions of FIX. This field maps directly to 5.0’s tag 1057 inclusive of definition and datatype.
AllocInterestAtMaturity | [0..1] | Amt | For communicating, at the allocation breakdown level, the interest payment at maturity for interest bearing CPs and CDs.
CstmApplVerID | [0..1] | String |
InCompete | [0..1] | Boolean | Boolean field allowing the Quote Request (MsgType=R) initiator to indicate to respondent whether the quote request is in competition (i.e. quote request was also sent to other respondents). Default is “N” if field is not specified.
InterestAtMaturity | [0..1] | Amt | For communicating, at the block level, the interest payment at maturity for interest bearing CPs and CDs
MarketZone | [0..1] | char | Code identifying the market center/zone where market data entry originated from.
MDBookType | [0..1] | int | This is used in pre-5.0 to allow the identification of book type. Same definition and usage as FIX 5.0’s MDBookType (1021).
MDCount | [0..1] | String |
MDCountType | [0..1] | char | Describes the count type in MDCount in relation to MDStatScope. Values include: 1 = Peak, 2 = Record, 3 = Time interval, 4 = Running count
MDDelayed | [0..1] | Boolean | Indicates whether the market data entry is being published on a delayed basis. Default is “N”. (Boolean field)
MDPriceLevel | [0..1] | int | This is used in pre-5.0. Same definition and usage as FIX 5.0’s MDPriceLevel (1023).
MDStatScope | [0..1] | int | Describes a time dimension when distributing market data statistics. Values include: 1= current day, 2 = previous day, 3 = 1 minute, 4 = 10 seconds
MDStdDeviation | [0..1] | Percentage | The margin of error, confidence factor or standard deviation of a rate rice.
PriceTimestamp | [0..1] | UTCTimestamp | The timestamp (UTC) of when the statistic is calculated. This may be different from the time the statistic is published (as indicated in MDEntryTime and MDEntryDate).
PrimeDealIndicator | [0..1] | String |
SecondaryTradeID1 | [0..1] | String | Used in pre-5.0 versions to provide same functionality as 5.0’s SecondaryTradeID (1040)
SettlType | [0..1] | String | This custom field is used in pre-5.0 versions of FIX to support the FX tenor expressions as defined in 5.0. Maps directly to 5.0’s SettlType (63) inclusive of definition, all enums and patterns.
SmoothRateSrc | [0..1] | char | The source that published the smooth rate.
TicketStatus1 | [0..1] | String |
TradeID | [0..1] | String | For use in pre-5.0 versions to provide same information as TradeID (1003) in 5.0.
TraderCount | [0..1] | int | Number of unique traders quoting at a particular price level.

CBOE

Category: Exchange

Message Functionality

List of user-defined fields for CBOE.

Structure

Name
Mult.
Type
Description

AllocPositionEffect
[0..1]
String
Added this to include Position Effect for each of the Allocations in repeating TradeAllocGroup

AuctionContingency
[0..1]
char
CBOE Contingency type of order. 1=none, 2=AON, 3=FOK, 4=IOC, 5=Opening only, 6=Minimum, 7=Not Held, 8=With Discretion, 9=Market if Touched, 10=Stop, 11=Stop Loss, 12=On close, 13=Stop Limit, 14=Response to Auction

AuctionID
[0..1]
String
Identifier used to participate in an auction and report results from an auction.

AuctionType
[0..1]
char
Type of auction. Valid values: 1=Paired orders for internalized execution, 2=Strategy (multi-leg)

AuxAuctionInfo
[0..1]
String
for Optional Auction data in solicting an Auction

CancelOpenQty
[0..1]
Qty
Portion of Open Qty to be Cancelled.

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. NOTE: This is a FIX 4.3 field for which we are assigning a user defined tag value so it can be used in pre-4.3 versions.

ClearingOptionalData
[0..1]
String
Optional Data sent to clearing house on trades against the order

CustomerId
[0..1]
String
This field is used to represent customer id for CBOE client identification purpose.

CustomerSize
[0..1]
Qty
Indicates the number of contracts that are customer in the top of the market message.

CustOrderCapacity
[0..1]
char
Capacity of customer placing the order. FIX 4.3 tag 582 – included as a custom field for FIX 4.2 early adopters.

DPIFirm
[0..1]
Boolean
Specify “Directed Price Improvement” firm

EnhancedCxlRe
[0..1]
char
To enable enhanced Cancel Replace behavior for CBOE. Possible values 0 = OFF 1 = ON

EnhancedQuoteBehavior
[0..1]
Boolean
Indicator on the Logon message that determines behavior of User Quotes on the CBOE system.

EquitySession
[0..1]
String
This field will (optionally) be used to specify the Equity Session when defining “Buy Write” or “Covered Call” type strategies.

ExtendedPriceType
[0..1]
int
For using PriceTypes in addition to the current FIX 4.2 Tag 40 validations (e.g. like the FIX 4.4 Tag 423 values)

InternalOrderStatus
[0..1]
char
Order Status Code from the trading system. Used for documentation purposes only – should not be used for maintaining status of the order

LastBustShares
[0..1]
Qty
The number of shares reported as part of a trade bust

LegalMarket
[0..1]
Boolean
Boolean value that when true indicates that the market data being reported is a legal market (for instance a valid bid-ask spread).

LegCoveredUncoveredList
[0..1]
String

LegMaturityDayList
[0..1]
String

LegMaturityMonthYearList
[0..1]
String

LegOptAttributeList
[0..1]
String

LegPositionEffectList
[0..1]
String

LegPriceList
[0..1]
String

LegRatioQtyList
[0..1]
String

LegRefIdList
[0..1]
String

LegSecurityIdList
[0..1]
String

LegSecurityTypeList
[0..1]
String

LegSideList
[0..1]
String

LegStrikePriceList
[0..1]
String

LegSymbolList
[0..1]
String

MatchType
[0..1]
char
Type of match for internalized order. Valid Values: 1=Guaranteed Price, 2=Limit Price, 3=Auto Match

MDCustomerSize
[0..1]
Qty
Indicates the customer quantity for Book feed from CBOE.

MDProcessIndicator
[0..1]
Boolean
Indicates if Snapshot can be ignored by the client, or if it definitely needs to be processed for processing Snapshot and Incremental book feed.

MDScope
[0..1]
char
Scope of market data being requested or returned – values are: 1-Local 2-National 3-Global

MulitiLegPrice
[0..1]
Price
Price for Individual Legs.

MultilegCoveredOrUncovered
[0..1]
int
Multivalue field containing the CoveredUncovered constants for the legs of a multileg instrument. Added for FIX 4.2 complex order support. *** OBSOLETE with FIX 4.3 Multileg Order (MsgType=AB) LegCoveredOrUncovered(tag 565) field ***

MultilegMonthIncrement
[0..1]
int
Number of months to increment the next leg of a multileg instrument from an anchor leg. Used for option strategy definition.

MultilegPositionEffects
[0..1]
MultipleStringValue
MultipleValueString Array of open close codes for multileg orders Will be obsoleted by FIX 4.3 Multileg Order Message

MultilegPriceIncrement
[0..1]
float
Used to defined the price increment for generation of a multileg instrument. The price increment is used to indicate the increment to the price of the instrument defined in the security block for the next leg of the multileg security. Used for options strategy generation.

MultilegStockClearingFirm
[0..1]
String
The Clearing firm for the stock leg of a multileg option strategy added for complex order support in FIX 4.2. *** REPLACED in FIX 4.3 with the Multileg Order (MsgType=AB) Nested Parties block clearing firm party role.

NestedPartyIdList
[0..1]
String

NoOfLegsList
[0..1]
NumInGroup

OpenInterest
[0..1]
Qty
Open Interest in terms of number of contracts for a derivative security (such as, option)

OrderCapacity
[0..1]
char
Custom field for FIX 4.2 users that want to adopt the FIX 4.3 OrderCapacity field Designates the capacity of the firm placing the order. Valid values: A = Agency G = Proprietary I = Individual P = Principal (Note for CMS purposes, Principal includes Proprietary) R = Riskless Principal W = Agent for Other Member (as of FIX 4.3, this field replaced Rule80A (tag 47) –used in conjunction with OrderRestrictions field) (see Volume 1: “Glossary” for value definitions)

OrderOrigin2
[0..1]
String
For submission of order originator (String)to specify Exchange:Firm Acronym. Of the form [Exchange:]Acronym If [Exchange:] is omitted, the Target Exchange is assumed. E.g. CBOE:ABC and ABC are equivalent for firm Acronym ABC at Exchange CBOE for orders sent to Exchange CBOE.

OrderRejectReasonTxt
[0..1]
String
Textual description of the reason and order was rejected.

OrderRestrictions
[0..1]
MultipleStringValue
Custom field for FIX 4.2 users that want to adopt the FIX 4.3 field. Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space. Valid values: 1 = Program Trade 2 = Index Arbitrage 3 = Non-Index Arbitrage 4 = Competing Market Maker 5 = Acting as Market Maker or Specialist in the security 6 = Acting as Market Maker or Specialist in the underlying security of a derivative security 7 = Foreign Entity (of foreign governmnet or regulatory jurisdiction) 8 = External Market Participant 9 = External Inter-connected Market Linkage A = Riskless Arbitrage

OriginalEmailThreadID
[0..1]
String
Original Email Thread ID to which this e-mail message is in reply

PremPriceTickAbove
[0..1]
Price
Premium Price Tick Size above the PremPriceTickBreakPoint

PremPriceTickBelow
[0..1]
Price
Premium Price Tick Size Below the PremPriceTickBreakPoint

PremPriceTickBreakPoint
[0..1]
Price
Price at which the Premium Price Tick changes from the PremPriceTickBelow and the PremPriceTickAbove

PriceProtectionScope
[0..1]
char
Defines the type of price protection the customer requires on their order Valid values: 0 = None 1 = Local (Exchange, ECN, ATS) 2 = National (Across all national markets) 3 = Global (Across all markets)

ProfessionalSize
[0..1]
Qty
Indicates the number of contracts that are professional (non-ICM)in the top of the market message.

PublishOrderStatus
[0..1]
Boolean
Boolean used to indicate to counterparty that the logon initiator would like order status transmitted after successful login

QuoteRequestSubscription
[0..1]
Qty
Presence of tag on Quote Status Request indicates that the counterparty wants to subscribe for Quote Requests for the product specified.

QuoteStatus2
[0..1]
char
Status of Quote – same values as OrdStatus

QuoteUpdateControlId
[0..1]
int
An Integer ID per quote for a product in the Mass Quote Message.

RejectReasonCode
[0..1]
String
Reject reason code indicating the reason why the message was rejected.

ResponseRequested
[0..1]
Boolean
Used to indicate if a response is requested (or required) from the e-mail recipient

RoutingAwayBroker
[0..1]
String
This tag supports CBSX Order Routing Vendor Selection for Stock Linkage.

SecondaryClOrdID
[0..1]
String
Secondary Client Order ID – used when counterparties require a secondary client order id. Will be replaced by FIX 4.3 field of the same name.** ADDED TO FIX 4.3 AS TAG: 526 (SecondaryClOrdID) **

StockFirmName
[0..1]
String
Stock Firm name used in Buy writes

StockFirmNameKey
[0..1]
String
Stock firm name key used in Buy writes

SubscriptionRequestType
[0..1]
char
Addition of a SubscriptionRequestType for Security Definition Request to enable FIX 4.3 like functionality for FIX 4.2 users

SuppressOrderStatus
[0..1]
MultipleCharValue
Firm indicator for the types of execution report a firm would not like to receive. Possible values are same as for OrdStatus [Tag 39]. Example – a firm not wishing to receive “Done for Day” type Execution Reports can specify a value of 3 in the logon message. This tag can have multiple comma separated values.

TLCQty
[0..1]
Qty
Too late to cancel quantity

UDFSupportIndicator
[0..1]
char
Valid Values 1- Supports UDF in the message 2- Supports UDF in repeating groups

CMC

Category: Brokerage

Message Functionality

List of user-defined fields for CMC.

Structure

Name
Mult.
Type
Description

ChgFromSettlmnt
[0..1]
Price
Indicates the change in an instrument price from the previous day’s settlement price

ChgFromSettlmntDirection
[0..1]
String
Indicates the direction of change of an instrument price from the instrument’s previous day settlement price ‘+’ = increase ’-‘ = decrease ‘ ‘ = no change

CrossOrdAskQty
[0..1]
Qty
Quantity of the ask side of cross requests

CrossOrdBidQty
[0..1]
Qty
Quantity of the buy side of cross requests

ExpositionOrderType
[0..1]
char
Indicates the type of an order that is being exposed 1=Normal 2=No NBBO Check 3=No IML 4=Outbound 5=P Inbound 6=PA Inbound

InstrumentExternalCode
[0..1]
String
The external code for an instrument. Sometimes referred to as the instrument contract name. Consists of the instrument symbol, expiration month code, and expiration year. For options, a put/call indication and strike price are also included. An example code at BOX for an IBM Put option with a July 2003 expiration and $80 strike price would be IBMS03P80.00. The conventions may be different for other exchanges.

LastCrossReqTime
[0..1]
UTCTimestamp
Timestamp of the last cross request received for an instrument

LastQuoteReqTime
[0..1]
UTCTimestamp
Time of the last quote request received for an instrument

MaxOrderQty
[0..1]
Qty
Indicates the maximum order quantity allowed for a particular instrument

MinOrderQty
[0..1]
Qty
Indicates the minimum order quantity allowed for a particular instrument

OptionSponsorType
[0..1]
char
Indicates Option Sponsor Type 0 = Regular 1 = Societe Generale

OrderExpositionEndTime
[0..1]
UTCTimestamp
The end time for an order exposition

OrigOrdQty
[0..1]
Qty
The original quantity of an order

PIPExpiryDuration
[0..1]
int
Indicates the duration in seconds of an instrument price improvement phase

PIPExpiryTime
[0..1]
UTCTimestamp
Indicates the time when an instrument price improvement phase will expire

PIPImprovementType
[0..1]
char
Indicates how the exchange should manage a client’s price improvement order. Possible values are: 0 = The client’s price improvement will be managed manually 1 = Management by joining the better price 2 = Management by increasing by + one Improvement tick the better price

PIPManagementType
[0..1]
char
Indicates the type of management requested for an order than will initiate a price improvement phase for an instrument. Possible values are:0 = The clients price improvement is managed manually 1 = The clients price improvement is managed by the exchange

PIPMaxPrice
[0..1]
Price
Indicates the price to not exceed for a price improvement order that is managed by the exchange

PIPSequentialNo
[0..1]
String
Assigned by an exchange to identify a particular price improvement phase for a particular instrument

QuoteOrigin
[0..1]
char
This parameter is used to indicate the origin of the quote entry. It must take one of the following values: 6 – Public Customer 7 – Broker 8 – Market Maker

QuoteReqAskQty
[0..1]
Qty
Indicates the quantity of the ask side of quote requests in an instrument’s market

QuoteReqBidQty
[0..1]
Qty
Indicates the quantity of the bid side of quote requests in an instrument’s market

RemainingFills
[0..1]
Boolean
Indicates if any more fills will be occurring. Takes the same value as a partial fill indicator for all cases except FAK orders. In the case of FAK orders, this field indicates that no more fills will be occurring even if the order is not completely filled and explains why the leaves quantity is set to 0.Possible Values 0 = No more fills 1 = More fills

StrikePriceCode
[0..1]
String
Standard Code For Expressing Option Strike Price

StrikePriceCurrency
[0..1]
Currency
Specifies the currency of the strike price. USD = US$, CAN = Canadian $

CMEGroup

Category: MarketInfrastructure

Message Functionality

List of user-defined fields for CME Group.

Structure

Name | Mult. | Type | Description
AddInstText | [0..1] | String | Additional text-based instructions for order execution.
AggressorSide | [0..1] | char | Aggressor side of a trade in a central order book. 1: Buyer 2: Seller
AutoQuoteRequest | [0..1] | Boolean | Boolean flag (Y/N) to automatically send a Quote Request message following the Security Definition (35=d) message. This might be used when users create an instrument using the Security Definition Request (35=c) message.
BackOfficeText | [0..1] | String | Back office information. TOPS Route sends this information to the back office system
BrokerReceiptTime | [0..1] | UTCTimestamp | Time that the broker receives the order
CabPriceIncrement | [0..1] | Price | Indicate the increment between multiple cabinet prices for a given option instrument.
CancelledSymbol | [0..1] | String | Symbol cancelled for an unsollicited Quote Ack message.
ClearingBusCycle | [0..1] | String | Business cycle as defined by clearing organization.
ClearingLastPx | [0..1] | Price | LastPx as formatted by clearing organization.
ClearingOrdType | [0..1] | String | Order types as defined by clearing organization.
ClearingSecurityID | [0..1] | String | Security ID as assigned by clearing organization. (Combination of FIX 4.4 SecurityIDSource and SecurityID.)
ClearingStrikePx | [0..1] | Price | Strike price as formatted by clearing organization.
CmtaGiveupCD | [0..1] | char | Indicates if the order is a “give-up” or CMTA trade. Values are T – CMTAG – Give-up
CorrelationClOrdID | [0..1] | String | Id common to new order and subsequent series of requests against that order. Used for reporting.
CtiCode | [0..1] | char | Indicates the types of customer or account requesting the order. Values are 1 – For own account2 – For clearing member’s house account3 – For the account of another member present 4 – For any other customer account
DayCount1 | [0..1] | int | Day count used to calculate interest rates.
DecayQuantity | [0..1] | Qty | Indicates the quantity a contract will decay by once the decay start date is reached.
DecayStartDate | [0..1] | UTCDateOnly | The date at which a decaying product begins to decay.
DisplayFactor | [0..1] | float | Multiplier to convert electronic prices sent over fix to display prices.
ExchangeQuoteReqID | [0..1] | String | Quote Request ID generated by the Exchange returned to the clients in the quote acknowledgment message (tag 35 = b) in response to their Quote Request message.
FeeBilling | [0..1] | char | Type of clearing fee. Values are B – CBOE member tradingC – Non-member rate (customer)E – Equity member rate H – 106H/J Firms L – Lessee/106.F employees
FillLineNum | [0..1] | String | Reference to a specific fill being reported under a single FillSeqNum. (See custom field FillNumLines.)
FillNumLines | [0..1] | NumInGroup | Total number of fills being reported by station under a single FillSeqNum.
FillSeqNum | [0..1] | SeqNum | Sequence number assigned to the fill by the station reporting it.
FillTerminalID | [0..1] | String | ID of station reporting fill. (Similar to FIX 4.3 Party Role of Executing System.)
FillUserID | [0..1] | String | Clerk or trader entering the fill into the fill reporting system. (Potentially a Party Role.)
FixingBraket | [0..1] | String | Identifies the time braket the fixing price is for.
FormattedLastPx | [0..1] | Price | LastPx formatted for processing by post-trade systems.
GiveUpFirm | [0..1] | String | Identifies the clearing member firm to which the fill was “given up”.
LegSecurityGroup | [0..1] | String | Multileg instrument’s individual security’s group. See SecurityGroup (1151) field for description
LoginRouteID | [0..1] | String | This tag shall contain the id used for login and routing purposes
MassQuoteMessagesCount | [0..1] | int | Total number of mass quote messages received in a given time interval.
MatchEventStartIndicator | [0..1] | Boolean | Boolean to indicate the beginning of a match event for a central order book system.
MaxCabPrice | [0..1] | Price | Indicate the maximum cabinet price for a given option instrument.
MinCabPrice | [0..1] | Price | Indicate the minimum cabinet price for a given option instrument.
MMAccount | [0..1] | String | Account number information used in Quote related messages in FIX 4.2
MMProtectionReset | [0..1] | String | When MM Protection is triggered, the Trading Engine will not accept any new Quotes from the Market Maker for that Product Group until it receives a Mass Quote Message with the MMProtectionReset flag set to ‘1’.
NoProcessedEntries | [0..1] | NumInGroup | Number of quotes successfully accepted (if in response to a Mass Quote message) or number of quotes successfully cancelled (if in response to a Quote Cancel message).
OFMOverride | [0..1] | Boolean | Flag indicating the order quantity stipulated on Replace Request should be entered into the market as stated – without reduction for any fills that have occurred.
OmnibusAccount | [0..1] | String | Indicates the types of customer or account requesting the order. Values are 1 – For own account2 – For clearing member’s house account3 – For the account of another member present 4 – For any other customer account
OpenInterestQty | [0..1] | Qty | Quantity of the open interest in a given security.
OppBroker | [0..1] | char | same as official tag 337 or 9100** ADDED TO FIX 4.2 AS TAG: 375 (ContraBroker) **
OppHouse | [0..1] | String | Indicates the house of the contraBroker
OrderLegNum | [0..1] | int | When reporting fill, references the leg number in the order.
OriginalContractSize | [0..1] | Qty | TBD.
PartyRoleClearingFirm | [0..1] | String | Clearing firm of executed order. (Exists in FIX 4.3 as repeating group.)
PartyRoleClearingOrg | [0..1] | String | Clearing organization for executed order. (Exists in FIX 4.4 as repeating group.)
PartyRoleExecutingTrader | [0..1] | String | Trader executing the order. (Exists in FIX 4.3 as repeating group.)
PostExecutionAllocation | [0..1] | String | “PEA” = only valid value
PriceDisplayFormat | [0..1] | String | Format to use to display the price on the screen.
PriceRatio | [0..1] | float | Used for price calculation in spread and leg pricing.
PricingModel | [0..1] | String | Indicate the pricing model used to calculate the reported prices.
PrintedTicketLabel | [0..1] | String | Label printed on trading floor order ticket.
ProductComplex | [0..1] | char | High level product type. N for Energy A for Aggs E for Equity … (more granularity than CFICode)
QuoteEntriesCount | [0..1] | int | Total number of quote entries received in a given time interval.
SecondaryExecID | [0..1] | String | For FIX 4.2 (contains the trade number in the fill notice – execution report). Added in FIX 4.3 as tag 527 – SecondaryExecID.
SecuritySubType2 | [0..1] | String | Sub-type qualification/identification of the SecurityType. Same as 762 in FIX 4.4.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
SessionIndicator | [0..1] | char | Indicates the routing to an executing system G – Globex trading engine
SpreadExecID | [0..1] | String | Equivalent to the ExecID of a spread when dealing with multi-leg securities.
SpreadSecurityID | [0..1] | String | SecurityID for the spread related to the leg reported as SecurityID in the message Execution Report.
TFConfirmRequest | [0..1] | Boolean | Indicates confirmation of cancel is requested from the trading floor.
TFPossRetransFlag | [0..1] | Boolean | Flags message as possible retransmission for printing on trading floor order ticket.
TimeBracketCode | [0..1] | char | Indicates the time bracket of an order fill.
TimeIn | [0..1] | UTCTimestamp | Time order is received by exchange
TimeOut | [0..1] | UTCTimestamp | Timestamp of fill being reported from the pit to the trading floor booth. (Exists in FIX 4.4 as repeating group.)
TLTCClOrdRefID | [0..1] | String | Refers to ClOrdID on fill being reported Too Late To Cancel. See custom tag 9731 TLTCFlag.
TLTCFlag | [0..1] | Boolean | Fill being reported is flagged Too Late To Cancel when a cancel/replace or cancel request was received after the execution.
TotalVolume | [0..1] | Qty | Total volume for a given security, cross venues.
TradingReferenceDate | [0..1] | UTCDateOnly | Contains the date to which the TradingReferencePrice correspond.
TrdRegTimestampOriginBrkReceipt | [0..1] | String | Timestamp source for Broker Receipt timestamp. (Exists in FIX 4.4 as repeating group.)
TrdRegTimestampOriginExecution | [0..1] | String | Timestamp soource for Exectution timestamp. (Exists in FIX 4.4 as repeating group.)
TrdRegTimestampOriginTimeOut | [0..1] | UTCTimestamp | Timestamp source of Time Out timestamp. (Exists in FIX 4.4 as repeating group.)
TrdRegTimestampTimeIn | [0..1] | String | Timestamp source for Time In timestamp. (Exists in FIX 4.4 as repeating group.)
UnsolicitedCancelType | [0..1] | char | Type of the cancel generated by engine. A: Cancel all quotes on disconnect B: Cancel all quotes on logout C: Cancel all by Operations D: Cancel Instrument Group by Operations E: Quote Expired F: Cancelled by Market Maker Protection G: Cancel Instrument Group when too many incorrect quotes submitted.
UserDefinedInstrument | [0..1] | Boolean | Boolean field to tell if the instrument defined by the Security Definition message is a user defined instrument or not.
VolumeIndicator | [0..1] | String | Type of volume reported

CapMartInc

Category: Brokerage

Message Functionality

List of user-defined fields for Cap-Mart Inc.

Structure

Name | Mult. | Type | Description
CDNBasketTrade | [0..1] | Boolean | A five digit number identifying the basket number for Toronto Stock Exchange, default is “N”
CDNJitney | [0..1] | Boolean | To specify an order to the Toronto Stock Exchange that it is executed on behalf of another broker.
CDNMarketOnClose | [0..1] | Boolean | To specify this order is to be excuted on the TSX end of day closing auction. Possible values Y or N
CDNMGFCandidate | [0..1] | UTCDateOnly | To indicate to the Toronto Stock Exchange that this order is entitled to the minimum guaranteed fill. Its value can be either “Y” or “N”
CDNProgramTrade | [0..1] | Boolean | To indicate to the TSX trading engine that this order is generated by a program. Valid values are Y or N
CDNRTAutoFill | [0..1] | Boolean | A TSX fill report marker to indicate a system generated autofill against the responsible Equities Specialists account
CDNSettlementTerm | [0..1] | String | To specify to TSX the settelement term for an order. Valid values are Cash, CT (Cash today), YYYYMMDD, DD (Delayed delivery), MS (contingent equity trade), NN (non-net)
CDNShortExempt | [0..1] | Boolean | To indicate to the TSX trading engine that short sell order is exempt from the short selling rule.

CapitalInstitutionalServices

Category: Brokerage

Message Functionality

List of user-defined fields for Capital Institutional Services.

Structure

Name | Mult. | Type | Description
AlgoParameter1 | [0..1] | String | Reserved for future use.
AlgoParameter2 | [0..1] | String | Reserved for future use.
AlgoParameter3 | [0..1] | String | Reserved for future use.
AlgoParameter4 | [0..1] | String | Reserved for future use.
AlgoParameter5 | [0..1] | String | Reserved for future use.
AlgoParameter6 | [0..1] | String | Reserved for future use.
AlgoParameter7 | [0..1] | String | Reserved for future use.
CATExecStyle | [0..1] | char | CAPIS Algorithmic Trading Execution Style (N = Normal, P = Patient, A = Aggressive)
CATStrategy | [0..1] | int | CAPIS Algorithmic Trading Strategy (1=VWAP, 2=TWAP, etc…)
DisplaySize3 | [0..1] | Qty | The number of shares displayed to the market. The value should not be less than 100 shares or over the order quantity.
EndTime4 | [0..1] | UTCTimestamp | The time by which an order must be completed. EndTime contains a date and time component that must be specified in 24-hour clock format (YYYYMMDDHH:MM:SS) and must use GMT time zone. StartTime < EndTime.
ExecutionStyle3 | [0..1] | char | This parameter tells the engine how aggressively to work. Valid values include: P = Passive N = Normal A = Aggressive
ExecutionView | [0..1] | String | Reflects the trader’s view of how he wants the algorithm to behave when the securities price moves favorable or unfavorable relative to the order. Valid values include: 1=Reversion 2=Symmetrical 3=Breakout 4=Collar
MaxPercentVol | [0..1] | int | Used with CAT Strategies. Valid Values: 0-99.
MaxPercentVolume | [0..1] | Percentage | The maximum % of volume the algorithm will try to achieve. Valid values: 0-100. Min%Volume < Max%Volume.
MinPercentVol | [0..1] | int | Used with CAT Strategies. Valid Values: 0-50.
MinPercentVolume | [0..1] | Percentage | The minimum % of volume the algorithm will try to achieve. Valid values: 0-100. Min%Volume < Max%Volume.
MinReqComp | [0..1] | Percentage | The minimum percentage of the order that must be completed by EndTime.
RiskAversion2 | [0..1] | char | Controls the trading style for the order on a scale of 1 (passive) – 10 (aggressive). The higher the number the faster the order will trade. Valid values 1-10.
StartPercentVolume | [0..1] | Percentage | The target percentage of volume that the algorithm will attempt to achieve at/or around the Benchmark price. Valid values: 0-100.
StartTime4 | [0..1] | UTCTimestamp | The time at which the order becomes active. StartTime contains a date and time component that must be specified in 24-hour clock format (YYYYMMDDHH:MM:SS) and must use GMT time zone.
TargetPercentVolume | [0..1] | Percentage | Specifies the rate at which the order will be filled which affects the duration of the order and, ultimately, the end time of the order.
WouldIfGood | [0..1] | String | When the “I Would price” is triggered, attempt to get done within the specified “I Would” limit.

CapitalMarketsConsulting

Category: Consulting

Message Functionality

List of user-defined fields for Capital Markets Consulting.

Structure

Name | Mult. | Type | Description
AdjustedPriceInd | [0..1] | Boolean | Indicates an adjusted price on a satisfaction order due to a block trade
AutoExSize | [0..1] | Qty | Maximum order size eligible for automated execution
ExecReceiptTime | [0..1] | UTCTimestamp | Receipt time of the Execution Report being rejected by DK Trade
OLAOrdRejReason | [0..1] | String | Reason for order rejection specific to Options Linkage Authority
OriginalOrderTime | [0..1] | UTCTimestamp | Specified in DK Trade if reason is Stale Execution
SatisfactionOrdDisp | [0..1] | char | Indicates the disposition of a satisfaction order. Valid values are: 0 = Satisfied as specified in the order (default) 1 = Pro rata satisfaction distribution (partial cancellation of Satisfaction order) 2 = Satisfaction order requested size is greater than trade-through size
TradeThruPrice | [0..1] | Price | Price of the trade causing a trade through
TradeThruSize | [0..1] | Qty | Size of the trade causing a trade through
TradeThruTime | [0..1] | UTCTimestamp | The time of a trade-through event

CarlinFinancialGroup

Category: InvestmentManager

Message Functionality

List of user-defined fields for Carlin Financial Group.

Structure

Name | Mult. | Type | Description
DealCash | [0..1] | Price | Spread order deal cash component (Price).
DealRatio | [0..1] | float | Spread order deal ratio (float).
DwellTime | [0..1] | UTCTimestamp | Un-breach duration hysteresis control(int).
FlashDuration | [0..1] | int | Limit order flash time (int).
GapLimit | [0..1] | int | Delay parameter for routing new limit orders (int).
GivePrice | [0..1] | Price | Price movement threshold for automatic order cancel (Price).
HaltBeforeClose | [0..1] | int | Control to halt spreads before market close (int).
LeadWith | [0..1] | char | Lead off order selection (char).
LegRoute | [0..1] | char | Routing destination for leg of spread order (char).
LingerTime | [0..1] | UTCTimestamp | Order cancel delay after un-breach (int).
LotSize2 | [0..1] | Price | Dollar neutral order lot size control (Price).
MarketMarketOn | [0..1] | char | Multiple market order enable (char).
MaxHedge | [0..1] | int | Control of maximum allowed pending hedge orders (int).
OrderOptions | [0..1] | MultipleStringValue | Options for spread generated orders (MultipleValueString).
OrderSize | [0..1] | Price | Dollar neutral order size (Price).
PriceSensitivity1 | [0..1] | char | Price slippage control (char).
ReHedgeBase | [0..1] | char | Rehedge base selection (char).
RunHalt | [0..1] | char | Spread run control (char).
SpreadLimit | [0..1] | Price | Breach spread limit (Price).
SpreadRatio | [0..1] | float | Ratio fo dollar neutral spreads (float).
SpreadSide | [0..1] | char | Spread order side or type (char).
TradeRatio | [0..1] | float | Spread order trading ratio (float).

ChangepondTechnologies

Category: SoftwareVendor

Message Functionality

List of user-defined fields for Changepond Technologies.

Structure

Name | Mult. | Type | Description
CustodianCode | [0..1] | String | Three character Custodian Code
ExpireTime1 | [0..1] | UTCTimestamp | This field should contain the number of days from today, for which the order should be valid. The value must be less than six as GTD orders can only be valid for five days according to CSE (Colombo Stock Exchange)trading rules. Further this field is required only if TimeInForce is GTD.
IsForeignBroker | [0..1] | Boolean | Possible values are 0 = NO 1 = YES Default value is No
IsTaxable | [0..1] | Boolean | Possible values are 0 = No 1 = Yes Default value is No.
OldPrice1 | [0..1] | Price | Must be equal to the original Price
OldPrice2 | [0..1] | Price | Must be equal to the original Price
OldQty1 | [0..1] | Qty | Must be equal to the currently remaining quantity and not the original order quantity
OldQty2 | [0..1] | Qty | Must be equal to the currently remaining quantity and not the original order quantity
OldQty3 | [0..1] | Qty | Must be equal to the currently remaining quantity and not the original order quantity
SecurityType1 | [0..1] | char | Possible values are: 1 = Normal Board 2 = Odd lot Board 3 = Crossings board 4 = All or None board Default value is Normal Board

CharlesRiverBrokerage

Category: Brokerage

Message Functionality

List of user-defined fields for Charles River Brokerage.

Structure

Name | Mult. | Type | Description
AutoPlace | [0..1] | String | Auto place parameters

CinnoberFinancialTechnologyAB

Category: SoftwareVendor

Message Functionality

List of user-defined fields for Cinnober Financial Technology AB.

Structure

Name | Mult. | Type | Description
ADT | [0..1] | int | The MiFID “average daily turnover” of the instrument
ADTCurrency | [0..1] | Currency | The currency in which the ADT is expressed
AVT | [0..1] | int | The MiFID “average value of turnover” of the instrument.
AVTCurrency | [0..1] | Currency | The currency in which the AVT is expressed
BasisOfTrade | [0..1] | int | 1 = DMA 2 = Cash 3 = Proprietary 4 = Client interaction
BOATdelay | [0..1] | Boolean | Flag set when a trade report has been kept a certain amount of time in the BOAT system, before being published. The time limit applied is system specific. The tag is used in Market Data Message Incremental Refresh (Message type = “X”)
ClientTrade | [0..1] | Boolean | Indicates if the trade is a Client Trade, i.e. eligible for delay.
DelayToTime | [0..1] | UTCTimestamp | The time the trade report was/will be made public
LiquidityLevel | [0..1] | int | The liquidity level of the instrument.
LiquidShare | [0..1] | Boolean | Indicates whether this instrument is a “liquid share” or not.
NoQuotableCurrencies | [0..1] | NumInGroup | Number of quotable currencies for an instrument.
NoQuotableInstruments | [0..1] | NumInGroup | Number of quotable instruments.
NoSharesIssued | [0..1] | Qty | The number of shares issued.
NoTradeSeqNoSeries | [0..1] | NumInGroup | Number of trade sequence number series.
NoWarningReasons | [0..1] | NumInGroup | Number of warning reasons.
OverrideDelay | [0..1] | Boolean | If TRUE (Y), the trade report will be published immediately, if FALSE (N), the system evaluates if the trade should be delayed
PxQtyReviewed | [0..1] | Boolean | Indicates if the trade price and trade quantity have been reviewed.
QueriedTrade | [0..1] | Boolean | Indicates if the trade is queried, for example price or qty
QuotableInstrStatusReqRejReason | [0..1] | int | Reason for reject. 1 = Duplicate request ID 2 = Insufficient permissions 94 = Not allowed on current state 98 = Service not available 99 = Other
QuotableInstrumentStatusReqID | [0..1] | String | ID of a Quotable Instrument Status request.
QuotesClearedTime | [0..1] | UTCTimestamp | The timestamp when quotes where cleared in BOAT.
ReceivedTime | [0..1] | UTCTimestamp | The timestamp when the trade was received by BOAT.
ReportedPxDiff | [0..1] | Boolean | Indicates if the price differs from the market price
ReportedPXReason | [0..1] | char | Reason why price differs from market price: D = Market Condition N = Negotiated Trade A = Amended trade C = Cancelled Trade
RptSys | [0..1] | String | The system which has published the report.
RptTime | [0..1] | UTCTimestamp | The time the trade report will be published.
SecondaryQuoteID | [0..1] | String | Contributor’s internal quote reference ID.
SecondaryTradeID2 | [0..1] | String | Contributor’s internal trade reference ID.
Sector2 | [0..1] | String | The ICB code for the sector that this share belongs to
SecurityChangedTime | [0..1] | UTCTimestamp | Timestamp of Security Change.
SecurityValidFromTime | [0..1] | UTCTimestamp | The earliest timestamp when the security is valid.
SecurityValidToTime | [0..1] | UTCTimestamp | The latest timestamp when the security is valid.
SILiquidSharesRejectReason | [0..1] | int | Reason for reject
SILiquidSharesReqID | [0..1] | String | The request ID in a SI Liquid Shares message.
SILiquidSharesStatus | [0..1] | int | 0 = accepted 1 = rejected
SMS | [0..1] | int | The MiFID “standard market size” of the instrument
SuspendQuotingRejectReason | [0..1] | int | Reason for reject
SuspendQuotingReqID | [0..1] | String | The request ID for suspend quoting.
SuspendQuotingStatus | [0..1] | int | 0 = Request accepted 1 = Request rejected
SuspendReason | [0..1] | char | E = End of day O = Other
SystemUTI | [0..1] | String | Unique system specific trade indentifier. Returned in Trade Capture Report Ack (Message type = “AR”) when the trade report is accepted.
SystemUTIRef | [0..1] | String | Unique system specific trade indentifier reference. Required in Trade Capture Report (Message type = “AE”) for cancellations (ExecType=H) or amendments (ExecType=0 and 7556, 572, and 7585 submitted). References a SystemUTI.
TimezoneOffset | [0..1] | int | Offset to the local time compared to UTC. E.g. -5 is Eastern time.
TradeReportRefSystem | [0..1] | String | Reference to the Trade Report System of the previous version of the trade.
TradeReportRefVersion | [0..1] | int | The version of the previous trade report.
TradeReportSystem | [0..1] | String | The trade report system of a trade report.
TradeReportVersion | [0..1] | int | The version of a trade report
TradeReportWarningReason | [0..1] | int | Trade report warning reasons
TradeSeqNo | [0..1] | SeqNum | Trade sequence number
TradeSeqNoSeries | [0..1] | SeqNum | Trade sequence number series

Citigroup

Category: Bank

Message Functionality

List of user-defined fields for Citigroup.

Structure

Name | Mult. | Type | Description
AcqTicker | [0..1] | String |
Algo8 | [0..1] | String |
AlgoField3 | [0..1] | String |
AussieAlgo1 | [0..1] | String |
AussieAlgo2 | [0..1] | String |
BasketID2 | [0..1] | String |
BuyBackRules | [0..1] | String |
Cash2 | [0..1] | String |
CatchUp2 | [0..1] | char | char
CatchUpStop | [0..1] | String | .
CloseStrat | [0..1] | char | char – valid product code
CompletionLimit | [0..1] | String | .
CrossCategory2 | [0..1] | String |
CrossDiscIncrement | [0..1] | String |
CrossDiscInstr | [0..1] | String |
CrossDoNotCrossPrincipal | [0..1] | String |
CrossMaxQty | [0..1] | Qty |
CrossMinQty | [0..1] | Qty |
CrossOversizeLimit | [0..1] | String |
CrossParentResPct | [0..1] | String |
CrossPxImpr | [0..1] | String | Cross Price Improvement
CrossPxImprMaxQty | [0..1] | Qty | Cross Price Impovement Max Quantity
CrossPXImprMinQty | [0..1] | Qty | Cross Price Improvement Min Quantity
CustomPrice1 | [0..1] | Price |
CustomPrice2 | [0..1] | Price |
CustomRate1 | [0..1] | float |
CustomRate2 | [0..1] | float |
DaggerTradingStyle | [0..1] | String | Dagger Trading Style
DarkBookRate | [0..1] | float |
DiscIncrType | [0..1] | String | $ %
DMAOrderType | [0..1] | String |
Duration4 | [0..1] | int | int
Duration5 | [0..1] | int | Integer 15-510
ExpectedAlpha | [0..1] | String | .
HedgeRatio1 | [0..1] | String |
IndexLmt | [0..1] | Percentage | 0-100 (max 2dp)
IndexLMTBen | [0..1] | char | char, valid product code
LimitvLast | [0..1] | String | .
MarketShareCapClose | [0..1] | String |
MarketShareCapOpen | [0..1] | String |
MaxAuction | [0..1] | Percentage | 0-100 (max 2dp
MaxChildVol | [0..1] | int | Int>=0
MaxPctVol2 | [0..1] | Percentage | 0-100 (max 2dp)
MaxPercentCrossing | [0..1] | float |
MaxSpent | [0..1] | String |
MinPctVol2 | [0..1] | Percentage | 0-100 (max 2dp)
MinPercentLQFI | [0..1] | Percentage | Min% LQFI
MinRaised | [0..1] | String |
Mode | [0..1] | String |
MomentumFactor | [0..1] | String | .
OneDayOnly | [0..1] | String | as per spec
OpenCloseFlag | [0..1] | char | char, valid product code
OpportunisticVol | [0..1] | String | .
OverrideValidation | [0..1] | String | as per spec
PairsID | [0..1] | String |
PercentFromClosePriceCap | [0..1] | float |
PercentFromLastPriceCap | [0..1] | float |
PercentPriceOffsetFromIAPClose | [0..1] | float |
PercentPriceOffsetFromIAPOpen | [0..1] | float |
PivotPrice1 | [0..1] | Price |
PivotPrice2 | [0..1] | Price |
PivotRate | [0..1] | float |
PostExchange | [0..1] | String | Options
PrcLmtBen | [0..1] | char | (Char) – valid product code
PrcLmtTol | [0..1] | Percentage | 0-100 (max 2dp)
PriceSensitivity2 | [0..1] | String |
RiskAversion3 | [0..1] | String | .
RiskTol | [0..1] | String |
SectorLmtTol | [0..1] | Percentage | 0-100 (max 2dp)
SmartStrategy | [0..1] | char | char – valid product code
Spread3 | [0..1] | String |
StockBasketLimit | [0..1] | int | Integer 0-100
StockRatio | [0..1] | String |
StratEndTime | [0..1] | UTCTimestamp | hh:mm
StratStartTime | [0..1] | UTCTimestamp | hh:mm
TargetPartAuction | [0..1] | Percentage | 0-100 (max 2dp)
TargetTicker | [0..1] | String |
TradingStyle1 | [0..1] | int | int
TradingStyle2 | [0..1] | char | char – valid product code
TwapBuckets | [0..1] | int | Integer 1-102
VolProfSkew | [0..1] | String | as per spec
VolumeProfile | [0..1] | String |
VSPDate | [0..1] | UTCDateOnly | Used on allocation to match to the original date of the order – Citigroup Inc.
VSPPrice | [0..1] | Price | Used on allocation to match to the original price of the order – Citigroup Inc.
VwapPercent | [0..1] | Percentage | 0-100 (max 2dp)

Computershare

Category: InvestmentManager

Message Functionality

List of user-defined fields for Computershare.

Structure

Name | Mult. | Type | Description
OrderSource | [0..1] | char | 0 – broker on behalf of a client 1 – broker trading on behalf of themself or a firm 2 – any trade by a foreign party 3 – large institutional investor 4 – securities issuer 5 – exchange control 6 – insider of a security

CreditAgricoleCheuvreux

Category: Bank

Message Functionality

List of user-defined fields for Credit Agricole Cheuvreux.

Structure

Name
Mult.
Type
Description

CrossFlag
[0..1]
Boolean
Boolean Indicates whether or not the cross is allowed. Valid values: Y = OK to cross N = No cross (cross is forbidden)

MIFIDBestExecutionReqd
[0..1]
Boolean
Indicates whether the broker is to execute the order using the Best Execution Policy defined with the customer (MIFID directive)Valid values : Y = Indicates the broker should execute the order using the Best Execution Policy N = Indicates the broker should NOT execute the order using the Best Execution Policy (optional)

TradingVenueType
[0..1]
char
String with value within : “L”=light “D”=dark “M”=midpoint

CreditSuisse

Category: Bank

Message Functionality

List of user-defined fields for Credit Suisse.

Structure

Name | Mult. | Type | Description
Algotag1 | [0..1] | String |
Algotag2 | [0..1] | String |
Alsotag3 | [0..1] | String |
Algotag4 | [0..1] | String |
Algotag5 | [0..1] | String |
Algotag6 | [0..1] | String |
Algotag7 | [0..1] | String |
Algotag8 | [0..1] | String |
Algotag9 | [0..1] | String |
Algotag10 | [0..1] | String |
BuytoCoverIndicator | [0..1] | Boolean | Order is a Buy to cover
DisplaySize2 | [0..1] | Qty | (Qty)
Duration2 | [0..1] | String |
EndTime2 | [0..1] | UTCTimestamp | Time of message transmission (always expressed in GMT)
ExecServProduct | [0..1] | char | (Char) – valid product code
ExecutionStyle1 | [0..1] | char | (char)
LongMoneyLimit | [0..1] | String | Long exposure limit for pairs and portfolio trades
MaxPctVolume | [0..1] | int | (int)
MinPctVolume | [0..1] | int | (int)
PortfolioTactic | [0..1] | String | Tactic for portfolio trades
PriceIntercept1 | [0..1] | float | Intercept of the linear price constraint for pairs and portfolio trades
PriceMultiplier1 | [0..1] | float | Slope of the linear price constraint for pairs and portfolio trades
ShortMoneyLimit | [0..1] | String | Short exposure limit for pairs and portfolio trades
StartTime2 | [0..1] | UTCTimestamp | Time of message transmission (always expressed in GMT)
StopLossLimit | [0..1] | String |
Time0 | [0..1] | UTCTimestamp |
Time2 | [0..1] | UTCTimestamp |
Time3 | [0..1] | UTCTimestamp |
Time4 | [0..1] | UTCTimestamp |
Time5 | [0..1] | UTCTimestamp |
Time6 | [0..1] | UTCTimestamp |
Time7 | [0..1] | UTCTimestamp |
Time71 | [0..1] | UTCTimestamp |
Time8 | [0..1] | UTCTimestamp |
Time9 | [0..1] | UTCTimestamp |
TrackingIndex | [0..1] | String | Tracking index

DepositoryTrustCompany

Category: MarketInfrastructure

Message Functionality

List of user-defined fields for The Depository Trust Company.

Structure

Name
Mult.
Type
Description

AffirmationIndicator
[0..1]
char
Indicates the role of the party affirming the trade. Valid Values: 0 = Trade not yet affirmed (in confirmation stage), 1 = trade affirmed by Agent, 2 = trade affirmed by Institution, 3 = affirming party not specified (trade affirmed by Agent as determined by DTCC), 4 = affirming party not specified (trade affirmed by Institution as determined by DTCC), 5 = trade affirmed by customer or interested party

AgentIDNumber
[0..1]
String
Identification number for the Agent.

AgentInternalAcct
[0..1]
String
The Agent’s internal account number.

AllocationAcct
[0..1]
String
The internal account number used by the Institution to identify the client data type: char

CancAftAck
[0..1]
Boolean
Indicates that an attempt to cancel a trade was made after an affirmation has been received. Value Values: Y = Yes, N = No

ConfirmCancCorr
[0..1]
Boolean
Indicates whether an Advice of Correction/Cancellation has been received from the Institution. Valid Values: Y = Yes, N = No

ConfirmType
[0..1]
char
Indicates the type of confirmation transaction. Valid Values: 1 = New Confirmation, 3 = Cancellation, 4 = Resubmission, 6 = Affirm/Confirm reversal

CxlAfterMatching
[0..1]
Boolean
This indicator is used if the institution has attempted to cancel an allocation after at least one of the sub-accounts has matched to a confirmation.

DisaffirmInd
[0..1]
Boolean
Indicates whether the trade was disaffirmed by the prime broker. Valid values: Y = Yes, N= No

DTCCMatchedIndicator
[0..1]
char
Indicates the matching status of the trade. Valid Values: 0 = Not intended for matching, 1 = Intended for matching ut unmatched, 2 = Trade has matched Institution Instructions (Allocation)

ExecClearingBkrAcct
[0..1]
String
The executing broker’s account number at the clearing broker.

ExecClearingBkrID
[0..1]
String
The entity who will receive or deliver on behalf of the executing broker.

MatchedIndicator
[0..1]
char
Indicates whether the allocation has matched the trade input.valid values: 0 = not destined for matching 1 = destined for matching 2 = allocation has matched 3 = unmatched allocation

MatchingVariance
[0..1]
float
The difference between the net amount of the trade and the net amount of the matching allocation. data type: float

RecipientRole
[0..1]
String
The recipient’s role in the allocation.valid values: 03 = executing broker-dealer 08 = executing broker-dealer’s clearing broker 21 = submitting institution 23 = executing broker-dealer’s branch 25 = step-in broker-dealer 27 = step-in broker-dealer’s branch 31 = step-in broker-dealer’s clearing broker

SettlLocation
[0..1]
String
Country or Depository in which the security will be settled.valid values: BRC = Broker Custody CED = CEDEL DTC = DTCC EUR = Euroclear FED = Federal Reserve Bank of NY FNB = First Nat’l. Bank of Chicago PTC = Participant’s Trust Company US = US Physical

StepInClearingAcct
[0..1]
String
The step-in broker’s account number at the step-in clearing broker.

StepInClearingBkrID
[0..1]
String
The entity who will receive or deliver on behalf of the Step-in broker-dealer.

StepOutReasonCode1
[0..1]
String
The reason an institution is stepping out of an allocation.valid values: 000 = unspecified 001 = research 002 = client directed 003 = client recapture 004 = liquidation 005 = soft dollar 006 = client soft dollar 007 = contracted services 008 = minority firm 009 = custodial expenses

StepOutReasonCode2
[0..1]
String
The reason an institution is stepping out of an allocation.valid values: 000 = unspecified 001 = research 002 = client directed 003 = client recapture 004 = liquidation 005 = soft dollar 006 = client soft dollar 007 = contracted services 008 = minority firm 009 = custodial expenses

StepOutReasonCode3
[0..1]
String
The reason an institution is stepping out of an allocation.valid values: 000 = unspecified 001 = research 002 = client directed 003 = client recapture 004 = liquidation 005 = soft dollar 006 = client soft dollar 007 = contracted services 008 = minority firm 009 = custodial expenses

StepOutText
[0..1]
String
Free-form text reason an institution is stepping out of an allocation.

VarianceDirection
[0..1]
char
The direction of the Matching Variance. Valid Values: I = Allocation net amount is greater than Trade Input, B = Broker Trade Input net amount is greater than Institution net amount, E = Institution net amount equals broker net amount, or confirm not intended for matching

DeutscheBank

Category: Bank

Message Functionality

List of user-defined fields for Deutsche Bank.

Structure

Name | Mult. | Type | Description
AdjustedSwapPoints | [0..1] | PriceOffset | (Deprecated) Swap points of a trade, adjusted to the Spot price denomination (multiplied by the forward tick size)
AggregatedOrderExecRefIDs | [0..1] | MultipleStringValue | Comma separated list of aggregated trades ids
BlackoutEnd | [0..1] | UTCTimeOnly | Data type: UTCTimeOnly. End of period of time of business day within which order should not be executed.
BlackoutStart | [0..1] | UTCTimeOnly | Data type: UTCTimeOnly. Beginning of period of time of business day within which order should not be executed.
BusinessLine | [0..1] | String | The field indicates the business line owner of orders.
ClientFullName | [0..1] | String | Full name of a client that has executed the trade
DBAlgo1 | [0..1] | String |
DBAlgo2 | [0..1] | String |
DBAlgo3 | [0..1] | String |
DBAlgo4 | [0..1] | String |
DBAlgo5 | [0..1] | String |
DBAlgo6 | [0..1] | String |
DBAlgo7 | [0..1] | String |
DBAlgo8 | [0..1] | String |
DBAlgo9 | [0..1] | String |
DBAlgo10 | [0..1] | String |
DBAlgo11 | [0..1] | String |
DBAlgo12 | [0..1] | String |
DBAlgo13 | [0..1] | String |
DBAlgo14 | [0..1] | String |
DBAlgo15 | [0..1] | String |
DBAlgo16 | [0..1] | String |
DBAlgo17 | [0..1] | String |
DBAlgo18 | [0..1] | String |
DBAlgo19 | [0..1] | String |
DBAlgo20 | [0..1] | String |
DBAlgo21 | [0..1] | String |
DBAlgo22 | [0..1] | String |
DBAlgo23 | [0..1] | String |
DBAlgo24 | [0..1] | String |
DBAlgo25 | [0..1] | String |
DBAlgo26 | [0..1] | String |
DBAlgo27 | [0..1] | String |
DBAlgo28 | [0..1] | String |
DBAlgo29 | [0..1] | String |
DBAlgo30 | [0..1] | String |
DBAlgo31 | [0..1] | String |
DBAlgo32 | [0..1] | String |
DBAlgo33 | [0..1] | String |
FarFwdPoints | [0..1] | PriceOffset | Forward Points on the far leg of a Swap trade.
FwdPrecision | [0..1] | int | Minimum change of Forward Points
FwdTickSize | [0..1] | Price | Tick size of Forward points in the denomination of Spot price, so that Outright Price = Spot Price + Fwd Points * Fwd Tick Size
IsRelative | [0..1] | String | It points that OrderQty is relative value (LeavesQty = LeavesQty – OrderQty).
NearFwdPoints | [0..1] | PriceOffset | Forward Points of a Forward Outright trade or on the near leg of a Swap trade.
OrderTTL | [0..1] | int | Data type: int. Number of milliseconds within which exchange can try to execute order again, if it failed on previous attempt.
OrdStatusReqID | [0..1] | String | Data type: String. For FIX 4.3. Can be used to uniquely identify a specific Order Status Request message.
OriginalSource | [0..1] | String | The field indicates the trade source
RequestIn | [0..1] | UTCTimestamp | The time when application received request
RequestOut | [0..1] | UTCTimestamp | The time when application sent request
ResponseIn | [0..1] | UTCTimestamp | The time when application received response
ResponseOut | [0..1] | UTCTimestamp | The time when application sent response
SecondaryCurrency | [0..1] | Currency | The denomination of the SecondaryQty (6054) field.
SpotDate | [0..1] | UTCDateOnly | Spot Value Date
SpotPrecision | [0..1] | Price | Minimum change of Spot Price
SpotTickSize | [0..1] | Price | Size of Spot Tick
SwapPoints | [0..1] | PriceOffset | Swap Points
Target | [0..1] | String |
Volga | [0..1] | Price | The Volga of an Option

DeutscheBorse

Category: MarketInfrastructure

Message Functionality

List of user-defined fields for Deutsche Börse.

Structure

Name | Mult. | Type | Description
BinID | [0..1] | String | Identifier of market maker bin comprising one or more products.
CompletionIndicator | [0..1] | Boolean | Boolean. Indicates whether current response is the last message triggered by a single request.
InitialDisplayQty | [0..1] | Qty | Initial display quantity of a reserve order that can be returned in an ExecutionReport in addition to the currently displayed quantity contained in 1138 DisplayQty. It is intended as an echo of the input.
MDSecondaryCustomerSize | [0..1] | Qty | Customer quantity included in an order book entry. Only required if there are two customer categories for which the quantities have to be shown separately (see also 6709 MDCustomerSize)
NoPartitionIDs | [0..1] | NumInGroup | Repeating group of partition information
PartitionID | [0..1] | String | Identifier for a system partition that processes requests for a subset of all tradable entities.
PartitionStatus | [0..1] | String | Status of system partition identified by PartitionID (5948)
PendingReason | [0..1] | String | Explanation for a pending ExecType (150) value (Pending New, Pending Replace, Pending Cancel) being returned (String).
RequestCountIndicator | [0..1] | Boolean | Conveys impact of current response to the number of outstanding requests in the context of a throttle mechanism. 0 = Message counter unchanged (default), 1 = Message counter decreased.
RequestTime | [0..1] | UTCTimestamp | Information carried on a response to convey the time (UTCTimestamp) when the request was received that led to this response. RequestTime and SendingTime are part of the response, use the same system clock and allow the recipient of the response to calculate the processing time for his request.

DeutscheBourse360T

Category: Exchange

Message Functionality

List of user-defined fields for 360T.

Structure

Name | Mult. | Type | Description
DayCount2 | [0..1] | int | Defines day count convention for Money Market requests
Fiduciary2 | [0..1] | Boolean | Flag indicating whether a deposit request is intended to be a fiduciary investment
IsInCompetition | [0..1] | Boolean | 360T sends this optional flag to indicate whether the market maker is in competition with others in a specific RFQ.
NoCompetitiveQuotes | [0..1] | NumInGroup |
ProductType2 | [0..1] | String | Defines 360T specific product type.
RefSpotDate | [0..1] | UTCDateOnly | Defines the spot date in the Financial Calendar of the requesting party. Used to verify that both sides define an identical spot date.
Reserved360T1 | [0..1] | String |
Reserved360T2 | [0..1] | String |
Reserved360T3 | [0..1] | String |
Reserved360T4 | [0..1] | String |
Reserved360T5 | [0..1] | String |
Reserved360T6 | [0..1] | String |
Reserved360T7 | [0..1] | String |
Reserved360T8 | [0..1] | String |
Reserved360T9 | [0..1] | String |
Reserved360T10 | [0..1] | String |
Reserved360T11 | [0..1] | String |
Reserved360T12 | [0..1] | String |
Reserved360T13 | [0..1] | String |

DresdnerKleinwortWasserstein

Category: Bank

Message Functionality

List of user-defined fields for Dresdner Kleinwort Wasserstein.

Structure

Name | Mult. | Type | Description
EndOfBatch | [0..1] | Boolean | Tag to indicate the end of a sequence of Security Status messages
MaxBestBidSize | [0..1] | Qty | Specifies the maximum number of shares to buy for which the sender can quote at their best price.
MaxBestOfferSize | [0..1] | Qty | Specifies the maximum number of shares to sell for which the sender can quote at their best price.
MaxQuotableBidSize | [0..1] | Qty | Specifies the maximum number of shares to buy for which the sender will quote
MaxQuotableOfferSize | [0..1] | Qty | Specifies the maximum number of shares to sell for which the sender will quote
NoSettDays | [0..1] | int | For FIX4.2 . Defines the number of Settlement Days. Format is 1-25. This is used when SettlmntType is too restrictive.
QBroker | [0..1] | String | For FIX4.2 , provides the broker that supplied or rejected the Quote. Replaced by PartyIDs in FIX4.3
QSBaseBidPx | [0..1] | Price | Shows the market/VWAP bid price in the instrument currency
QSBaseOfferPx | [0..1] | Price | Shows the market/VWAP offer price in the instrument currency
QuoteText | [0..1] | String | For FIX4.2. Quote msg does not have Text.

EBS

Category: Exchange

Message Functionality

List of user-defined fields for EBS.

Structure

Name | Mult. | Type | Description
MDElementName | [0..1] | String | The field is defined as a set of enumerated values providing one to one mapping of market data elements to entries in FIX messages.

EaseTechnologiesInc

Category: SoftwareVendor

Message Functionality

List of user-defined fields for Ease Technologies Inc.

Structure

Name | Mult. | Type | Description
ETBegin | [0..1] | String | Please contact John Douglas of Ease Technologies for information concerning this field and others between 9599 and 9699 (TRIAD Financial Server)
ETLast | [0..1] | String | Specifies end of custom communications.(TRIAD Financial Server) Please contact John Douglas of Ease Technologies for information concerning this field.
FIXReferenceNumber | [0..1] | String | Specifies refernce number of FIX forwarded message, used in returned status messages UU/UV/UW(TRIAD Financial Server) Please contact John Douglas of Ease Technologies for information concerning this field.
FIXStatus | [0..1] | char | Specifies status of FIX Connection: 0 or 1, = Up or Down(TRIAD Financial Server) Please contact John Douglas of Ease Technologies for information concerning this field.
FIXStatusOBOCompID | [0..1] | Boolean | Specifies status of FIX OBO CompID Connection: 0 or 1, = Up or Down(TRIAD Financial Server) Please contact John Douglas of Ease Technologies for information concerning this field.
FIXStatusOBOSubID | [0..1] | Boolean | Specifies status of FIX OBO SubID Connection: 0 or 1, = Up or Down(TRIAD Financial Server) Please contact John Douglas of Ease Technologies for information concerning this field.
FIXStatusSubID | [0..1] | Boolean | Specifies status of FIX SubID Connection: 0 or 1, = Up or Down(TRIAD Financial Server) Please contact John Douglas of Ease Technologies for information concerning this field.
IoiNatural | [0..1] | String | Additional Natural criteria field.(TRIAD Financial Server) Please contact John Douglas of Ease Technologies for information concerning this field.
IoiType | [0..1] | String | Additional IoiType field used for discrimination on systems that express additional flavors of Iois(TRIAD Financial Server) Please contact John Douglas of Ease Technologies for information concerning this field.
NoFixStatusses | [0..1] | NumInGroup | Specifies number of FIX Status messages to follow : repeating group(TRIAD Financial Server) Please contact John Douglas of Ease Technologies for information concerning this field.
Password4 | [0..1] | String | Password field used for secondary validation/security authorization.(TRIAD Financial Server) Please contact John Douglas of Ease Technologies for information concerning this field.

Euronext

Category: MarketInfrastructure

Message Functionality

List of user-defined fields for Euronext.

Structure

Name | Mult. | Type | Description
AccountTypeUSA | [0..1] | String | Customer account type
ActionCode | [0..1] | String | Indicate the type of update on the market sheet
AddOrRemove | [0..1] | Boolean | Deletion/admission code
AdjTheoPx | [0..1] | Price | Adjusted theoretical stock price
AlphaNbCO | [0..1] | String | Alpebabetical sequence number in the official quotation list
BidNbOr1 | [0..1] | int |
BidNbOr2 | [0..1] | int | Number of buy orders
BlockTradeCode | [0..1] | Boolean | Indicate if the TCS trade relate to a block
BoardLot | [0..1] | Qty | Minimum tradable quantity
CapitalDifference | [0..1] | String | Difference in capitalisation today/yesterday
CapitalPct | [0..1] | Percentage | Percentage of capitalization
CarryFwdISINCode | [0..1] | String | ISIN code of underlying security on lending market
ClearingFeeIndicator | [0..1] | Boolean | Indicates if the value added taxes will be calculated by the clearing system or not
ClearingHandlingType | [0..1] | Boolean | Indicate the posting & give-up processing to be done by the clearing system
ClotGrpCot | [0..1] | Boolean | Closing auction indicator
CombinedOrderType | [0..1] | String | Type of order entered, this information is linked with the type of processing to be executed on the associated order by member order entry application
ComfirmFlag | [0..1] | Boolean | Indicate if a pre-checking of the order has to be done by the exchange
ComponentType | [0..1] | String | Indicate the clearing aggregate type of an order
ConnectionStatus | [0..1] | String | Indicate a logon/logoff at the application level
CounterpartMandatorID | [0..1] | String | Data field entered by a member when his counterpart mandates another establishement to enter his declaration.
CountryIssuer | [0..1] | Country | Issuing country code
CrossTradeFlag | [0..1] | Boolean | Cross order indicator
DisplayLimitPrice | [0..1] | Price | The price at which an order is listed on the market sheet
DisplayQty | [0..1] | Qty | Amount of the order that can be view on the market
DividendGrossAmt | [0..1] | Amt | Total amount of global dividends detached from the stock today
DividendGrossPx | [0..1] | Price | Global dividend
DividendNetAmt | [0..1] | Amt | Total amount of net dividends detachet from the stock today
DividendNetPx | [0..1] | Price | Net dividend
DivNbCO | [0..1] | String | Official quotation list classification: section number
EndSamePxFlag | [0..1] | Boolean | Last of a serie of trades at the same price
FinancialMarketCode | [0..1] | Exchange | Market of execution for last fill
FirstShare | [0..1] | Qty | Indicates the quantity executed at the moment the order was introduced
ForeignExchange | [0..1] | String | Member type of the clearing system for which the order has been entered
ForeRunnerVariation | [0..1] | String | Variation (forerunner)
FunctionCodeOrig | [0..1] | String | indicates the function code of the initial message to which this execution report message is responding
GrossReturnIndex | [0..1] | String | Global profitability index
HighLimit | [0..1] | Price | Maximum authorized price at which an instrument can trade
HighLimitBlockTrade | [0..1] | Price | Indicates the upper price limit authorized for out-of-session block trades for the given security
HighLimitNormalTrade | [0..1] | Price | Indicates the upper price limit for normal out-of-session trades for the given security
IndexCalcFreq | [0..1] | int | Frequency of index calculation
IndxIndic | [0..1] | Boolean | Index indicator
InstrumentCateg | [0..1] | String | Indicate the instrument type
InstrumentID2 | [0..1] | String | Security referential identifier
LastMsgFlag | [0..1] | Boolean | Last message indicator for a given index
LastTradeDate | [0..1] | UTCDateOnly | Date the instrument last traded
LeaveQtyFlag | [0..1] | Boolean | Indicates that a non-zero quantity of the order remains to be traded
LoanSettleDate | [0..1] | UTCDateOnly | Expiry date of lending stock
LoanSupportFlag | [0..1] | Boolean | Indicator of underlying security on the lending market
LowLimit | [0..1] | Price | Minimum authorized price at which an instrument can trade
LowLimitBlockTrade | [0..1] | Price | Indicates the lower price limit for out-of-session block trades for the given security
LowLimitNormalTrade | [0..1] | Price | Indicates the lower price limit authorized for normal out-of-session trades for the given security
MarketFlowID | [0..1] | String | Market feed indicator
MarketMakerName2 | [0..1] | String | Indicate the name of the market maker
MarketMakerPhone | [0..1] | String | This parameter indicates the phone number of the subscriber’s representative who acts as market maker for the given stock
MarketMakerType | [0..1] | String | Indicate the market maker type
MDEntryCode | [0..1] | String | Index level indicator
MemberID | [0..1] | String | Designate the member code
MessageDestination | [0..1] | String | Indicates the user to whom the message is adressed
MessageID | [0..1] | SeqNum | Sequence number of message within this E-mail
MessageKind | [0..1] | String | Indicates the general contents of an E-mail
MessagePartID | [0..1] | SeqNum | Sequence number of message in this E-mail
MinSliceQty | [0..1] | Qty | Size of a trading block for an all or none order
MktIndic | [0..1] | String | Indicates the market regulations governing the market on which the stock is traded
MktMkerID | [0..1] | String | ID of the member firm responsible for market making for this particular stock
MMBestBidMemberID | [0..1] | String | Member ID of best bid prices
MMBestBidPx | [0..1] | Price | Market maker best bid price
MMBestOfferMemberID | [0..1] | String | Member ID of best ask prices
MMBestOfferPx | [0..1] | Price | Market maker best ask price
MMBidPx | [0..1] | Price | Market maker bid price
MMBidSize2 | [0..1] | Qty | Market maker quantity of bid
MMMemberID | [0..1] | String | Assigned value used to identify firm (market maker) sending message
MMOfferPx | [0..1] | Price | Market maker offer price
MMOfferSize2 | [0..1] | Qty | Market maker quantity of offer
MsgID | [0..1] | String | This tag is used to identify each message for recovery purpose by the HUB
NbMaxPart | [0..1] | NumInGroup | Number of messages in this E-mail
NetReturnIndex | [0..1] | String | Net profitability index
NextMsgFlag | [0..1] | Boolean | Indicate if it’s the last message or not
NoFallingSecurities | [0..1] | NumInGroup | Number of falling securities
NoInitSecurities | [0..1] | int | Number of instruments initialized
NominalValue | [0..1] | Amt | Nominal market value of the security
NoNotTradedSecurities | [0..1] | int | Number of stocks not quoted in the corresponding index
NoRisingSecurities | [0..1] | NumInGroup | Number of rising securities
NoUnchangedSecurities | [0..1] | int | Number of stocks unchanged in the corresponding index
NumberOccurAlreadySent | [0..1] | int | Indicate the number of occurence already sent
OddOrderFlag | [0..1] | Boolean | Indicate if the remaining quantity is a multiple of the board lot
OfferNbOr | [0..1] | int | Number of sell orders
OperationTypeIndicator | [0..1] | String | Indicator specifying the nature of the operation generating the TCS declaration
OrderIDNext | [0..1] | String | ID od next order
OrderIDPrev | [0..1] | String | ID of previous order
OrigInfoMarket | [0..1] | String | Origin of market information indicator
OrigOrderID2 | [0..1] | String | Indicates the original order identification
OrigOrderUser | [0..1] | Boolean | Indicate if the order has been entered by a market maker or not
OverridPrice | [0..1] | Price | Overriding price
PhysicalTradingGrp | [0..1] | String | Trading group
PreopenFlag | [0..1] | Boolean | indicate whether or not the order entered in the pre-opening should pass into the market session phase
PrevDayCapitalTrd | [0..1] | Qty | Previous day’s capital traded
PrevDayClosRefIndex | [0..1] | String | Previous day’s closing reference index
PrevDayCumQty | [0..1] | Qty | Previous day capital traded
PrevDayRefMktCapitalAmt | [0..1] | Amt | Stock capitalisation based on previous day’s adjusted reference price
PrevDayRefMktCapitalPct | [0..1] | Percentage | Percentage of stock’s capitalization as compared to total previous day’s capitalization
PreviousDayTradeFlag | [0..1] | Boolean | Indicate whether the TCS declaration was entered on the same day as the trade or on the following trading day.
PrevPxVarSide | [0..1] | String | Sign of variation against previous price
PrevYearVariation | [0..1] | Price | Variation from previous year end price
PriceDef | [0..1] | String | Trading unit type
PriorityTime | [0..1] | UTCTimestamp |
ProcessCount | [0..1] | int | Total number of transmitter process
QuoteType3 | [0..1] | String | Indicate the type of the Quote
ReemissionFlag | [0..1] | Boolean | Beginning/end of transmission indicator
RelitUnwindingDelay | [0..1] | int | Indicate ISB guarantee and settlement delay
RemoveType | [0..1] | String | Type of deletion indicator
RepeatNext | [0..1] | NumInGroup | Number of repeating group in the clearing aggregate of an order
RubNbCO | [0..1] | String | Official quotation list classification : Heading number
SampleSector | [0..1] | String | Index sector code
SecurityGroup | [0..1] | String | Instrument group identification
SecurityGroupStatus | [0..1] | String | Indicates the status of the security group
SecurityState | [0..1] | String | Indicate the current state of the instrument
SendBrokerID | [0..1] | String | Indicates if the member identity has to be disclose or not in the corresponding public data feed
SettlementLocation | [0..1] | Boolean | Indicator specifying whether member wishes to settle his operation
SettlVariation | [0..1] | Price | Variation from liquidation day price
SICOVAMCode | [0..1] | String | AFC (agence française de codification)Id code of a security
SpiSendingTime | [0..1] | UTCTimestamp | Transmission date time of message
StockType | [0..1] | char | Stock type
SubscriberID | [0..1] | String | subscriber Front end identification
SurveillanceAccountType | [0..1] | String | Indicate the order account type assign by surveillance
SuspendTime | [0..1] | UTCTimestamp | Date time of instrument halting
TaxDeductCode | [0..1] | char | Tax deduction code
TechnicalOrderType | [0..1] | char | Indicate the order type and its origin: P = Programm trading, M = manuel, R = routing
TheoVariation | [0..1] | Price | Theoretical open price variation
TotTradedSecurities | [0..1] | Qty | Number of stocks quoted
TradeCancelFlag | [0..1] | Boolean | Indicate if the specified TCS trade was cancelled
TradeMsgSubCod | [0..1] | String | Specifies the trade message type
TraderId | [0..1] | String | Designate the trader code
TradeSesPreopenTime | [0..1] | UTCTimestamp | Pre-opening time of the trading session
TradeSessConsultTime | [0..1] | UTCTimestamp | Consult time of the trading session
TradingGroup | [0..1] | String | Trading group for french instruments
TradingStatus | [0..1] | String | Instrument trading status indicator
TransactID | [0..1] | String | Indicates the number alloted to a trade
TypeActionOnInstrument | [0..1] | String | Type of action that cause the change of instrument status
TypeOfInstr | [0..1] | String | Derivative instruments associated with the stock
UnderlyingLastPx | [0..1] | Price | Indicates the calculated (or traded) price for the corresponding underlying instrument
Variation | [0..1] | String | Concatenation of a sign and an absolute variation
WeightedAvgBuyPx | [0..1] | Price | Average buy price
WeightedAvgQty | [0..1] | Qty | Weighted average spread quantity
WeightedAvgSellPx | [0..1] | Price | Average sell price

FIXProtocolLtd

Category: Other

Message Functionality

List of user-defined fields for FIX Protocol Ltd.

Structure

Name
Mult.
Type
Description

AlgorithmID
[0..1]
String
String datatype. Same as PartyID(448) together with PartyIDSource(447)=D (Proprietary), PartyRole(452)=122 (Investment Decision Maker), and PartyRoleQualifier(2376)=22 (Algorithm) in the standard Parties component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups.

BCANID
[0..1]
String
String datatype. A BCAN (Broker-to-Client Assigned Number) is a type of short code to identify the broker’s clients. It may be used when placing orders for instruments listed on Hong Kong Stock Exchange as well as for instruments listed on the Shanghai & Shenzhen Stock Exchange accessed via the HK Northbound Stock Connect regime. The information in the field may have different formats depending on requirements prescribed by the exchange.

BrokerLEI
[0..1]
String
String datatype. Same as PartyID(448) together with PartyIDSource(447)=N (LEI) and PartyRole(452)=26 (Correspondent Broker) in the standard Parties component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups.

CurrentCostBasis
[0..1]
Amt
Amt datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions. The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis.Used in AllocAckGrp, AllocGrp, PreAllocGrp, PreAllocMlegGrp, TrdAllocGrp

CustodialLotID
[0..1]
String
String datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions. An opaque identifier used to communicate the custodian’s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading.Used in AllocAckGrp, AllocGrp, PreAllocGrp, PreAllocMlegGrp, TrdAllocGrp

CustomerAccount
[0..1]
String
String datatype. Same as PartyID(448) together with PartyIDSource(447)=D (Proprietary) and PartyRole(452)=24 (Customer account) in the standard Parties component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups.

CustomerLEI
[0..1]
String
String datatype. Same as PartyID(448) together with PartyIDSource(447)=N (LEI) and PartyRole(452)=3 (Client ID) in the standard Parties component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups.

EventTimePeriod
[0..1]
int
Int datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions. Time unit multiplier for the event. If present EventTimeUnit must also appear and EventDate and EventTime may be omitted.Added to the repeating group after EventTimeUnit.

EventTimeUnit
[0..1]
String
String datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions. Time unit associated with the event. If present EventTimePeriod must also appear and EventDate and EventTime may be omitted.Valid Values: H – Hour Min – Minute S – Second D – Day Wk – Week Mo – Month Yr – Year Added to the repeating group after EventTime.

FDID
[0..1]
String
String datatype. Same as PartyID(448) together with PartyIDSource(447)=S (FDID) and PartyRole(452)=24(Customer account) in the standard Parties component (also together with PartyRoleQualifier(2376)=18(Current) when modifying the FDID). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. The firm designated identifier (FDID) is a unique identifier required by the SEC for each trading account designated by Industry Members for purposes of reporting to CAT (Consolidated Audit Trail).

LastLiquidityInd
[0..1]
int
Same as LastLiqudityInd, tag 851, in FIX 4.4 and above. To be used by implementations that cannot support tag 851 in FIX 4.3 and below.

LegCurrentCostBasis
[0..1]
Amt
Amt datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions. The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis.

LegCustodialLotID
[0..1]
String
String datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions. An opaque identifier used to communicate the custodian’s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading.

LegShortSaleExemptionReason
[0..1]
int
Same as tag 1689 (int datatype). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions. Use in LegOrdGrp, InstrmtLegExecGrp, TrdInstrmtLegGrp components.Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.)Uses same values as ShortSaleExemptionReason.

LegVSPDate
[0..1]
LocalMktDate
LocalMktDate datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions. The Versus Purchase Date used to identify the lot in situations where a custodial lot identifier is not available.

LegVSPPrice
[0..1]
Price
Price datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions. The Versus Purchase Price used to identify the lot in situations where a custodial lot identifier is not available.The value should be calculated based on current cost basis / quantity held.

MasterSPSAID
[0..1]
int
Master Special Segregated Accounts Investor ID that is 6 digits long without leading zero(s) assigned by CCASS (Hong Kong).HKSCC provides the Master SPSA services to the market to facilitate investors who maintain China Connect Securities with custodians but want to sell their China Connect Securities without having to pre-deliver the securities from their custodians to their executing brokers. The investor may designate at most 20 exchange participants (EPs) as executing brokers who are authorised to use their Investor ID to execute orders in China Connect Securities on his behalf. When the designated EP inputs such investor’s sell order, it shall also input the Investor ID with the sell order.

NewFDID
[0..1]
String
String datatype. Same as PartyID(448) together with PartyIDSource(447)=S (FDID), PartyRole(452)=24(Customer account) and PartyRoleQualifier(2376)=19(New) in the standard Parties component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. The firm designated identifier (FDID) is a unique identifier required by the SEC for each trading account designated by Industry Members for purposes of reporting to CAT (Consolidated Audit Trail). Can be used when changing the FDID.

OrderAttributeTypes
[0..1]
String
String datatype. Same as OrderAttributeType(2594) in the standard OrderAttributeGrp component but string datatype to support space delimited integer values defined by the standard field. OrderAttributeValue(2595) implicitly assumed to be “Y”. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. Types of order attribute.

ReportedJurisdictions
[0..1]
String
String datatype. Same as PartyID(448) together with PartyIDSource(447)=N (LEI) or P (Short code identifier) and PartyRole(452)=116 (Reporting entity) in the standard Parties component and PartySubID(523) together with PartySubIDType(803)=70 (Jurisdiction) in the associated standard PtysSubGrp component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. The reported jurisdictions are those that the trade has been or will be reported to. Required to also use TradeReportingIndicator(2524)=6 (Trade has been or will be reported).

ShortSaleExemptionReason
[0..1]
int
Same as tag 1688 (int datatype). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions. Indicates the reason a short sale order is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.).Valid values: 0 = Exemption Reason Unknown 1 = Incoming Short Sale Exempt 2 = Above National Best Bid (Broker Dealer Provision) 3 = Delayed Delivery 4 = Odd-Lot 5 = Domestic Arbitrage 6 = International Arbitrage 7 = Underwriter or Syndicate Distribution 8 = Riskless Principal 9 = VWAP

ShortSaleRestriction
[0..1]
int
Same as tag 1687 (int datatype). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.Indicates whether a restriction applies to short selling a security. Valid values: 0 = No restrictions 1 = Security is not shortable 2 = Security not shortable at or below the best bid

SideShortSaleExemptionReason
[0..1]
int
Same as tag 1690 (int datatype). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions. Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.)Uses same values as ShortSaleExemptionReason.

SIJurisdiction
[0..1]
String
String datatype. Same as PartyID(448) together with PartyIDSource(447)=G (MIC) and PartyRole(452)=63 (SI) in the standard Parties component and PartySubID(523) together with PartySubIDType(803)=70 (Jurisdiction) in the associated standard PtysSubGrp component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. The SI jurisdiction is the one applicable to an order associated with an SI in that instrument.

SPSAID
[0..1]
int
Special Segregated Accounts Investor ID that is 6 digitis long without leading zero(s) assigned by CCASS (Hong Kong).HKSCC provides the SPSA services to the market to facilitate investors who maintain China Connect Securities with custodians but want to sell their China Connect Securities without having to pre-deliver the securities from their custodians to their executing brokers. The investor may designate at most 20 EPs as executing brokers which are authorised to use its Investor ID to execute orders in China Connect Securities on its behalf. When the designated EP inputs such investor’s sell order, it shall also input the Investor ID with the sell order.

TradePriceConditions
[0..1]
String
String datatype. Same as TrdePriceCondition(1839) in the standard TradePriceConditionGrp component but string datatype to support space delimited integer values defined by the standard field. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. Price conditions in effect at the time of the trade.

TradingVenueRegulatoryTradeID
[0..1]
String
String datatype. Same as RegulatoryTradeID(1903) in the standard RegulatoryTradeIDGrp component when RegulatoryTradeIDType(1905) = 5 (Trading venue transaction identifier). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups.

TrdRegPublicationReasons
[0..1]
String
String datatype. Same as TrdRegPublicationReason(2670) in the standard TrdRegPublicationGrp component but string datatype to support space delimited integer values defined by the standard field. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. Reasons for pre-trade waiver or post-trade deferral.

ValueCheckTypes
[0..1]
String
String datatype. Same as ValueCheckType(1869) in the standard ValueChecksGrp component but string datatype to support space delimited integer values defined by the standard field. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. Value checks to ignore at the time of order submission or modification, i.e. ValueCheckAction(1870) = 0 (Do not check). Absence of a type represents ValueCheckAction(1870) = 1 (Check). No support for ValueCheckAction(1870) = 2 (Best effort) as it is not a regulatory requirement.

VenueOrderTypes
[0..1]
String
String datatype. Unique identifier representing the specific order type(s) offered by an execution venue. In the context of US CAT this is used for CAT field atsOrderType. ATSs provide their order types to CAT by submitting data dictionaries.”

FXall

Category: Exchange

Message Functionality

List of user-defined fields for FXall.

Structure

Name | Mult. | Type | Description
FXallContingentInd | [0..1] | Boolean | Indicates if ER represents a contingent order.
FXallCrossExclusionInd | [0..1] | Boolean | Exclude submitted order from crossing with certain orders
FXallIndicator4 | [0..1] | String |
FXallIndicator5 | [0..1] | String |
FXallIndicator6 | [0..1] | String |
FXallIndicator7 | [0..1] | String |
FXallIndicator8 | [0..1] | String |
FXallIndicator9 | [0..1] | String |
FXallIndicator11 | [0..1] | String |
FXallMDFilterInd1 | [0..1] | Boolean | Filter market data according to specified criteria
FXallMDFilterInd2 | [0..1] | Boolean | Users may request filtering of Market Data as per predefined parameters

FannieMae

Category: InvestmentManager

Message Functionality

List of user-defined fields for Fannie Mae.

Structure

Name | Mult. | Type | Description
CashOpen | [0..1] | Boolean | A boolean value indicating if cash settlement is open. “Y N”
CommRateDayCount | [0..1] | int | “ACT_360”
FMTradeStatus | [0..1] | char | Indicates the status of a Trade: 1 = Accepted, 2 = Updated, 3 = Canceled, 4 = Confirmed, 5 = Unconfirmed
MaturityDateEnd | [0..1] | UTCDateOnly | The maturity end date for a single bucket.
OfferingTime | [0..1] | UTCTimestamp | The date and time when the MassQuote message is created.
OfferingType | [0..1] | String | Specifies the type of offering. “DN”
ProgramOpen | [0..1] | Boolean | A boolean value indicating if the Program is open. “Y N”
ProgramSettleType | [0..1] | String | “FedWire”
ProgramType | [0..1] | String | “DN”
QuoteEntryOpen | [0..1] | Boolean | A boolean value indicating the status of a single bucket. “Y N”
ReversedInquiryAmt | [0..1] | Amt |
SettleTypeAlt | [0..1] | char | A char indicating the settlement type: 0 = Reg, 1 = Cash, 2 = Skip, 3 = Reg and Cash, 4 = Reg and Skip, 5 = Cash and Skip, 6 = Reg and Cash and Skip
TradeDiscountRateDayCount | [0..1] | int | “ACT_360”
TradeIssueDate | [0..1] | UTCDateOnly | The date that the Trade is executed.
TradePrincipal | [0..1] | Boolean | A boolean value indicating if the Trade is for principal. “Y N”
TradeVersion | [0..1] | int | Int that identifies the version of the Execution Report.

FidelityCapitalMarkets

Category: Brokerage

Message Functionality

List of user-defined fields for Fidelity Capital Markets.

Structure

Name | Mult. | Type | Description
DiscretionInstruction | [0..1] | int | Allows a 4.0 session to send the 4.2 tag 388. Data type = Integer Required field = no Valid Values: 0=Related to displayed price 1=Related to market price 2=Related to primary price 4=Related to midpoint price 5=Related to trade price
DiscretionOffset | [0..1] | int | Alls a 4.0 session to send a 4.3 tag. Data type = Number Required field = N Valid Values = amount =/- Whole nnumber portion = dollars, deciaml portion = cents, max two decimal places
PegDifference1 | [0..1] | float | Allows a 4.0 session to send equivalent of a 4.2 tag: 211=Peg Difference
PegSpreadPct | [0..1] | Percentage | Percentage spread for pegging

FidelityInvestments

Category: InvestmentManager

Message Functionality

List of user-defined fields for Fidelity Investments.

Structure

Name | Mult. | Type | Description
Desk | [0..1] | String |
RestrictedBrokers | [0..1] | String | used with aggregator connections to confirm counterparties a security cannot be traded with

Fidessa

Category: SoftwareVendor

Message Functionality

List of user-defined fields for Fidessa.

Structure

Name | Mult. | Type | Description
FidessaTradeFlags | [0..1] | MultipleStringValue | MultipleValueString, containing a space separated list of trade flags.
FidStrategyParameter1 | [0..1] | String |
FidStrategyParameter2 | [0..1] | String |
FidStrategyParameter3 | [0..1] | String |
FidStrategyParameter4 | [0..1] | String |
FidStrategyParameter5 | [0..1] | String |
FidStrategyParameter6 | [0..1] | String |
FidStrategyParameter7 | [0..1] | String |
FidStrategyParameter8 | [0..1] | String |
FidStrategyParameter9 | [0..1] | String |
FidStrategyParameter10 | [0..1] | String |
FidStrategyParameter11 | [0..1] | String |
FidStrategyParameter12 | [0..1] | String |
FidStrategyParameter13 | [0..1] | String |
FidStrategyParameter14 | [0..1] | String |
FidStrategyParameter15 | [0..1] | String |
FidStrategyParameter16 | [0..1] | String |
FidStrategyParameter17 | [0..1] | String |
FidStrategyParameter18 | [0..1] | String |
FidStrategyParameter19 | [0..1] | String |
FidStrategyParameter20 | [0..1] | String |
FidStrategyParameter21 | [0..1] | String |
FidStrategyParameter22 | [0..1] | String |
FidStrategyParameter23 | [0..1] | String |
FidStrategyParameter24 | [0..1] | String |
FidStrategyParameter25 | [0..1] | String |
FidStrategyParameter26 | [0..1] | String |
FidStrategyParameter27 | [0..1] | String |
FidStrategyParameter28 | [0..1] | String |
FidStrategyParameter29 | [0..1] | String |
FidStrategyParameter30 | [0..1] | String |
FidStrategyParameter31 | [0..1] | String |
FidStrategyParameter32 | [0..1] | String |
FidStrategyParameter33 | [0..1] | String |
FidStrategyParameter34 | [0..1] | String |
FidStrategyParameter35 | [0..1] | String |
FidStrategyParameter36 | [0..1] | String |
FidStrategyParameter37 | [0..1] | String |
FidStrategyParameter38 | [0..1] | String |
FidStrategyParameter39 | [0..1] | String |
FidStrategyParameter40 | [0..1] | String |
FidStrategyParameter41 | [0..1] | String |
FidStrategyParameter42 | [0..1] | String |
FidStrategyParameter43 | [0..1] | String |
FidStrategyParameter44 | [0..1] | String |
FidStrategyParameter45 | [0..1] | String |
FidStrategyParameter46 | [0..1] | String |
FidStrategyParameter47 | [0..1] | String |
FidStrategyParameter48 | [0..1] | String |
FidStrategyParameter49 | [0..1] | String |
FidStrategyParameter50 | [0..1] | String |
FidStrategyParameter51 | [0..1] | String |
FidStrategyParameter52 | [0..1] | String |
InvestorAdvisorCode | [0..1] | String | a.k.a – RR Code, Salesman Code, Representative Code

FinancialGeneticsCorporation

Category: SoftwareVendor

Message Functionality

List of user-defined fields for Financial Genetics Corporation.

Structure

Name | Mult. | Type | Description
MDRefReqID | [0..1] | String | Previously subscribed MDReqID that has been affected. How it was affected is given in the the MDReqRejReason field.
NoMDRefReqID | [0..1] | NumInGroup | This is used to specify which previously subscribed MDReqID’s were affected by this reject. It is useful in the case where a new subscription automatically unsubscribes previous subscriptions, or if the server needs to unsubscribe certain subscriptions for performance or other reasons.

FinancialModelsCompany

Category: SoftwareVendor

Message Functionality

List of user-defined fields for Financial Models Company.

Structure

Name | Mult. | Type | Description
FMCNETTradeNumber | [0..1] | String | Unique Trade Number
FMCNOE | [0..1] | String | It is the Notice of Execution Refernce Number
FMCSettlementBlock | [0..1] | String | FMC Settlement block number
FMCTradeBlocknumber | [0..1] | String | Account name for Trade Block
GUID | [0..1] | String | Global UID
PrevFMCNETTradeNumber | [0..1] | String | Previous FMCNET trade Number
PrevFMCNOE | [0..1] | String | Used as reference for cancellation and correction of messages sent to FMC

FutureDynamicsLtd

Category: SoftwareVendor

Message Functionality

List of user-defined fields for Future Dynamics Ltd.

Structure

Name | Mult. | Type | Description
Password2 | [0..1] | String | Custom field for FIX4.2 users that want to adopt FIX4.3 field 554
Username1 | [0..1] | String | Custom field for FIX4.2 users that want to adopt FIX4.3 field 553

GATETecnologieInformatiche

Category: SoftwareVendor

Message Functionality

List of user-defined fields for GATE Tecnologie Informatiche.

Structure

Name
Mult.
Type
Description

CustomerType
[0..1]
int
Indicates the type of the subject who commissioned the order/quote. Format=int. Valid values: 21=Member;22=Institutional customer (interconnected);23=Private customer (interconnected);24=Organizational unit (interconnected).

NoSides
[0..1]
NumInGroup
Number of Side repeating group instances. Format=int. Custom field for FIX4.2 users that want to adopt FIX4.3 field 552.

OrdTypeExt
[0..1]
char
Order type with added values. Format=char. Valid values: 1=Market; 2=Limit; 3=Stop; 4=Stop Limit; J=Market If Touched (MIT); K=Market with Leftover as Limit; Q=Market at Any Price with Leftover as Limit; R=Interbank; S=Market Limit If Touched (MIT); T=Committed Principal Order.

OrigOrderID1
[0..1]
String
OrderID of the previous order (NOT the initial order of the day) as assigned by the market. Format=String.

QtyParam
[0..1]
char
Expresses the quantity condition on which the security is to be traded. Format=char. Valid values: 4=Fill Minimum Quantity(FMQ);A=Odd Lot(ODL).

Reserved28
[0..1]
String

Reserved29
[0..1]
String

Reserved30
[0..1]
String

Reserved31
[0..1]
String

Reserved32
[0..1]
String

Reserved33
[0..1]
String

Reserved34
[0..1]
String

SenderGroupID
[0..1]
String
Assigned value used to identify specific message originator group.

SettlAccType1
[0..1]
char
Settlement account type. Valid values: 1 = Standing 2 = House 3 = Client.

SettlVenue
[0..1]
String
A three character code representing a valid Settlement Venue

StopPxCondition
[0..1]
char
Stop condition. Format=char. 0=Last Trade price.1=Best Bid Price;2=Best Ask Price;

TimeInForce
[0..1]
char
Specifies how long the order remains in effect. Absence of this field is interpreted as Good Till Cancel. Format=char. Valid values: 0=Day; 1=Good Till Cancel (GTC); 2=At the Opening (OPG); 3=Immediate or Cancel (IOC); 4=Fill or Kill (FOK); 6=Good Till Date(GTD); 7=At the Close; 8=Deferred Display (DD); 9=Display On Book (DOB); A=Good in Closing Auction (GCA); B=Good Till Maturity (GTM); C=Good for Intra-Day Auction (GFX); D=Good for Auction (GFA). E=Good Till Session (GTS)

GLConsultantsInc

Category: Consulting

Message Functionality

List of user-defined fields for GL Consultants Inc.

Structure

Name | Mult. | Type | Description
AccountType4 | [0..1] | char | Type of account: ‘S’ Speculator, ‘M’ Market Maker, ‘H’ Hedge
MITFlag | [0..1] | int | Market If Touch flag: Valid values: ‘0’ Simple Order (default), ‘1’ MIT order type.
SubRule80A | [0..1] | char | Additional flag to Rule80A (aka Order Capacity/Account Type)

GLTrade

Category: SoftwareVendor

Message Functionality

List of user-defined fields for GL Trade.

Structure

Name
Mult.
Type
Description

AccountNDS
[0..1]
String
Indicates the National Depositery of Securities client account.

AllocExecID
[0..1]
String
Allocation ExecID used in Account Repeating Group (to link with Exec repeating Group)

AltHandlInst
[0..1]
char
Handling Instructions. Contains the same information as Tag-21, but possible values are 0, 1, and 2. No FIX message should contain both tags 21 and 5043. 0=Automated execution order, private, no Broker intervention 1=Automated execution order, public, Broker intervention OK 2=Manual order, best execution

AltRule80A
[0..1]
String
Rule80A with user-defined values and meanings.

AvgPriceDay
[0..1]
Price
Average Price of the day set by GL SOM (for EDA orders)

AvgRevPrice
[0..1]
Price
Average Revised Price (Used for GL SOM)

BookID
[0..1]
String
Group of PorfolioID. Specific Kuwait Stock Exchange for back office.

CCPOrderCompletionFlag
[0..1]
char
Used for XETRA market. ‘P’ if the order has been partially filled, ‘F’ if completely filled.

CCPTradeSuffixNumber
[0..1]
String
Extra Trade Identification Number on XETRA.

ChildID
[0..1]
String
Contains the GL SLE ID of the child order.

ClearingAccountNDS
[0..1]
String
Indicates the National Depositery of Securities clearer account.

ClearingClCodType
[0..1]
char
GL clearing client code type. Valid values: 1=Client; 5=House.

ClearingCode
[0..1]
String
Indicates the code of the clearer.

ClearingDest
[0..1]
String
GL Clearing destination.

ClearingOrderID
[0..1]
String
Indicates the reference of the clearing message. This reference is given by the exchange

ClientAccID
[0..1]
String
GL client account ID (for clearing)

ClientCapacity
[0..1]
char
Indicates the client capacity. Valid values: 1=Agent; 2=Principal; 3=Riksless principal; 4=Individual; 5=Member agent.

ClientFreeField1
[0..1]
String
Free format text string for internal client use. Max size is 16 char.

ClientFreeField2
[0..1]
String
Free format text string for internal client use. Max size is 32 char.

ClientIdSOM
[0..1]
String
Indicates the UserId set in GLSOM to identify the FIX Client.

ComplSettlement
[0..1]
String
Used to indicate a complementary information about the settlement

ContraCreationDate
[0..1]
UTCDateOnly
Creation Date of a forward contra creation, mandatory for offset order.

ContraCreationRef
[0..1]
String
Reference for a forward contra creation, mandatory for offset order.

CoverInd
[0..1]
char
GL Covered Indicator. Valid values: 1=Covered; 2=Uncovered.

CurrencyRate
[0..1]
float
This field indicates the rate between the currency used for the trade and the currency used by the counterpart

CVInstruction
[0..1]
char
Specifies ClearVision (GL Back Office) Instruction. Valid values: 0=Default value; 1=Send To ClearVision; 2=Save in GL OMS.

CXFlag
[0..1]
Boolean
Indicates when a broker buys/sells shares because a client did not deliver scrip or pay on time for the original trade.

DataBaseIndex
[0..1]
String
Index of record into the GL server database.

DealInstBroker
[0..1]
String
Describes the instruction assigned from a dealer to a broker

DSS
[0..1]
Boolean
Differed Settlement Service. Valid Values : 0=No 1=Yes

FloorQtyDay
[0..1]
Qty
Floor quantity of the day. Used for GL SOM to indicate the executed quantity for client order, at the end of the day.

GLID
[0..1]
String
GL key used to identify the exchange and the market into GL servers.

GLRoutingReference
[0..1]
String
Free format text string for internal client use. Max size is 255 char.

InstitutionalID
[0..1]
String
This field contains the institutional ID (length is 7 characters).

InstitutionID
[0..1]
String
Specifies institution ID as assigned to the exchange.

InternalRef
[0..1]
String
Internal reference assigned to an order into the GL server.

LastCounterpartExec
[0..1]
String
Indicates the counterpart of the last trade.

LimitGap
[0..1]
Price
Indicates the price delta relative to current market best price. Specific to XETRA market (best quote)

LongName1
[0..1]
String
This field is a string, consisting of a branch number and an account id.

MandatorID
[0..1]
String
This field indicates the code of the mandator.

MarginInit
[0..1]
Amt
Initial deposit value (specific to GL SPAN message)

MatchMultipleQty
[0..1]
Qty
Executed quantity must be a multiple of this quantity.

MemberCodeCounterpart
[0..1]
String
This field indicates the Member code counterpart. For a cross order the possible values are: INTRAFIRM or NONMEMBER.

Memo
[0..1]
String
Free format text field sent to the market.

MidPointFlag
[0..1]
Boolean
Flag to identify a midpoint order (specific XETRA). Valid values: 1=Yes; 2=No.

MIFIDBestExecutionIndicator
[0..1]
char
Valid values: 1=Gross Price (Best Exec without the cost); 2=Net Price(Best Exec with fees); 3=Ranking (Best Exec depending of the market ranking); 4-5-6=Custom1 to Custom3 (it’s for futur algorythm). Default value=1(Gross Price).

MIFIDClientCodeType
[0..1]
char
Defines the client type. Valid values: 1 Market Maker; 2 Eligible counterparty; 3 Investment Firms; 4 Retail.

MIFIDDestination
[0..1]
char
Indicates the destination.Valid values: 1=Any exchanges (send on all available exchanges); 2=Selected instrument market (send the order only on the market where the trader choose the stock. In the case where you have multi-listed instruments on the same market (as for VIRTX) the order can be split between the different shares; 3=Selected instrument only (when you have multi-listed instruments on the same market (as for Chi-X). You send the order only on the instrument you choose on this market. Default value = 1(Any exchanges)

MIFIDInternalizationIndicator
[0..1]
char
Indicates the TYPE of internalization. Valid values: 1=FACILITATION (internalization is authorized between client orders only); 2=PROPRIETARY (internalization is authorized against the internal book); 3=ONLY (order will remain in the internal liquidity pool. It will not be released to the market); 4=NO. Default value=1(Facilitation).

MIFIDInternalLimite
[0..1]
Price
In case the order type is soft-limit, this field indicates the internal limit.

MIFIDNegociationcode
[0..1]
String
This field contains the negociation code of execution market

MIFIDOrderType
[0..1]
char
Indicates the client order type in case the order is sent to the client matching engine. Valid values: 1=Mid price (matching engine will maintain the price in real time as mid-price); 2= Soft limit (matching engine will manage an internal limit, and an external or exchange limit).

MIFIDRetention
[0..1]
Boolean
Equivalent of Overnight. It’s for keeping the orders until the next trading session. Valid values: 1=YES; 2=NO. Default value=2(NO).

MIFIDSplit
[0..1]
Boolean
Autorizes the split functionality. Valid values: 1=YES; 2=NO. Default value=2(NO).

MIFIDTradeExchange
[0..1]
String
Contains the GL GLID of execution market

Netting
[0..1]
char
Indicates the condition used to group the orders. Valid values: 1=Amalgate same price; 2=Don’t Amalgamate Against; 3=Amalgamate Manual average Price; 4=Amalgamate Automatic Average Price.

NettingGroup
[0..1]
char
Only the orders with the same “Netting” letter will be amalgamated. This field allows differentiating all alphanumerical characters used.

NettingLevel
[0..1]
String
Describes the level of netting assigned to an order.

NoDeposit
[0..1]
NumInGroup
Repeating Group Index for GL SPAN message

NoTriggers
[0..1]
NumInGroup
Number of triggers applied on an order.

NumExec
[0..1]
int
Indicates the number of market executions.

OrderId
[0..1]
String
Contains the GL SLE ID of the order.

OrdSubStatus
[0..1]
String
Substatus of an order

OrigClientID
[0..1]
String
Original Client ID of the order before amendment of Client ID

OriginatorAcc
[0..1]
String
Indicates the member’s own account to the end-client.

OriginatorAccFinal
[0..1]
String
Indicates the account of the person who initiates the order.

OTCInd
[0..1]
char
OTC (Off Exchange order) indicator. Used to set GL Class Order. Valid values: 0=On Exchange Order; 1= Off Exchange Order; 2=OTC Initial Trade Notification.

OTCSession
[0..1]
char
Indicates the period where the block can be traded.Valid values: 1=No; 1=Trading Hours; 2=After Hours; 3= Trading and After Hours.

ParentID
[0..1]
String
Contains the OrderID of the parent order for a child order.

Password1
[0..1]
String
The password of a dealer or account.

PercentageVar
[0..1]
Percentage
Percentage Variation

PreAllocPct
[0..1]
Percentage
Percentage of the order quantity in case of a splitted (pre)allocation type message. Used for GL OMS.

PrevOrdPrice
[0..1]
Price
Previous price of the order before amendment(used for GL OMS)

PrevOrdQty
[0..1]
Qty
Previous quantity of the order before amendment (used for GL OMS)

PriceCheckingFlag
[0..1]
char
Used to reject the order if the price is too far away from the market. Valid values: 0=No price control (default value); 1=Price control; 2=Severe; 3=Client not sure.

PublicOrderCode
[0..1]
String
This field contains the public order code (i.e. the order code for the displayed quantity).

Quantitycontrol
[0..1]
char
Indicates whether the market exchange has to check the quantity order. Valid values: 0=No check (default value); 1=Check quantity (big size).

Recycle
[0..1]
String
Used to recycle a rejected order

ReminderInterval
[0..1]
String
Used for Jakarta Stock Exchange (required for Off-exchange)

RevisedFinal
[0..1]
Amt
Remaining payment due on any contract (specific to KMEFIC)

SalesInstBroker
[0..1]
String
Describes the instruction assigned from a sales to a broker

SecondaryAccount
[0..1]
String
Assigned by a party which originates the order to the exchange.

SecondaryTransactTime
[0..1]
UTCTimestamp
Time of execution at the exchange level when TransactTime is already used by the broker order management system.

SettlAccType2
[0..1]
char
This field indicates the settlement account type. Valid values: 1=Standing; 2=House; 3=Client.

SettlementVenue
[0..1]
String
Currently all London Stock Exchange instruments are applicable to a single settlement venue.

SettlInstBroker
[0..1]
String
Describes the settlement instruction assigned from a sales to a broker.

ShareGroupID
[0..1]
String
GL Share Group ID (for clearing)

SLEUID
[0..1]
int
GL-Trade User ID. Integer, 0-999

Split
[0..1]
String
Identicates the type of order splitting.

StabilisationPx
[0..1]
Price
When an underwriter who tries to prevent a recent offering from dropping below the offering price by placing buy orders slightly above that price. Valid values: S=Stablisation, T=Takeover

SubAccount
[0..1]
String
Client sub-account (for clearing)

SubClCodType
[0..1]
char
GL Sub Client Code Type (for clearing). Valid values: 1=Liquidity; 2=Specialist; 3=None; 4=Insider; 5=Shareholder.

SuspensionInd
[0..1]
Boolean
Suspension Indicator

ThresholdExecQty
[0..1]
Qty
Indicates the maximum number contracts affected for an executed (used for XETRA best quote)

TickSizeDenominator
[0..1]
Qty
Tick denominator used to calculate the price for Liffe market.

TotalCostDay
[0..1]
Amt
Total cost of the day set by GL SOM for EDA orders.

TotalRevCost
[0..1]
Price
Used for GL SOM. Sum of all (MatchedQty*RevisedPrice)

TraderGroupID
[0..1]
String
This field contains the ID of the trader group.

TradeTypeIndicator
[0..1]
char
This field indicates the trade/negociation type.Valid values: A=Incoming message is a Trade Cancel; 4=Incoming message is a Manual Trade notification; I=Internet trading; S=Algorithmic trading; D=DMA trading; 2=Advertisement; 9=Trade Report.

TradOrdNum
[0..1]
String
This field is optional and contains the number assigned by the trader. This information is just conveyed in the Trade Leg Creation message.

TriggerDate
[0..1]
UTCDateOnly
Date of order activation.

TriggerDateTime
[0..1]
UTCTimestamp
Defines the date and time at which the order must be sent to the exchange. Specific to tactic Unreleased when running with GL Tactics.

TriggerDelay
[0..1]
UTCTimeOnly
Count down to activate the order.

TriggerIDSource
[0..1]
String
Security source used to trigger the order.

TriggerLimitGap
[0..1]
int
Number of ticks between day low (for buy order) or day high (for sell order) and limit price

TriggerList
[0..1]
char
Used to identify specific in-house tactics when running with GL Tactics. Valid values: a:VWAP; A/B:Linked Trigger Order on last price (A:last superior, B:last superior); h/i:Linked Trigger Order on underlying (h:underlying superior bid, i:underlying superior ask); j/k:Linked Trigger Order on underlying (j:underlying inferior bid, k:underlying inferior ask) C:Trailing Stop; D:Peg; E:Linked Peg; F:With A Tick; G:Market Phase; H:Time Trigger(unreleased); I:Iceberg; J:Iceberg Random; K:Iceberg Ghost; L:Countdown; M:MIT Last; N:MIT Ask; O:MIT Bid; S:Stop last; T:Stop Ask; U:Stop Bid; V:Stop Max Cap; W:TWAP(native); Y:Percentage Volume.

TriggerMaxFloor
[0..1]
Qty
Minimum quantity to be displayed

TriggerMinQty
[0..1]
Qty
Minimum quantity to trigger

TriggerPrice1
[0..1]
Price
Price applied for the trigger type

TriggerSecurityIDSource
[0..1]
String
Security ID used to trigger the order

TriggerStopGap
[0..1]
int
Number of ticks between day low (for buy order) or day high (for sell order) and trigger price

TriggerSymbol
[0..1]
String
Contains the symbol used to trigger the order

TriggerTradSesStat
[0..1]
String
Trading session value used to trigger the order.

TriggerType
[0..1]
String
Indicates specific trigger conditions applied to the order.

TrusteeID
[0..1]
String
Indicate a local reference ID.

UnderlyingRisk
[0..1]
String
Risk level for the underlying symbol. (specific to GL SPAN message)

UnreleasedDate
[0..1]
UTCDateOnly
Indicates the date for an unreleased order (order sent to exchange but inserted into the book at the indicated date).

UnreleasedText
[0..1]
String
Indicates instructions for an unreleased order.

UnreleasedTime
[0..1]
UTCTimestamp
Indicates the date/time for an unreleased order (order sent to exchange but inserted into the book at the indicated date and time).

UpdateReason1
[0..1]
String
Update Reason returned by GL SOM (for client EDA orders)

UpdateReason2
[0..1]
String
This field is used to filter specific GL messages into GL FIX IN

UserDealer
[0..1]
String
This field indicates the User Dealer (set in GL OMS)

UserIDCmd
[0..1]
String
Indicates the original GL User ID who has submited the order command.

UserSales
[0..1]
String
This field indicates the User Sales (set in GL OMS)

WorkChildMinQty
[0..1]
Qty
Defines the quantity below which the price modification will be triggered. Specific to algos %Volume and WithATick when running with GL Tactics.

WorkDelay
[0..1]
int
Work max update delay : defines the maximum delay for sending the order (usually it should be a few minutes or seconds). Specific to GL Tactics.

WorkDoNotExceedReference
[0..1]
char
Used for GL Tactics. Valid value: 1=Market Limit.

WorkEndDate
[0..1]
UTCDateOnly
Defines the date and time of the last wave. Specific to algo TWAP(native) when running with GL Tactics.

WorkGapPrice
[0..1]
Price
Used for GL Tactics.

WorkIDSource
[0..1]
String
Contains the ID Source used to trigger the order (specific Linked Peg for GL Tactics)

WorkList
[0..1]
char
Used to identify specific ALGO when running with GL Tactics. Valid values: a=VWAP; D=Peg; E=Link Peg; F=WithATick; W=TWAP(native); Y=%Volume.

WorkMaxLimitPrice
[0..1]
Price
Defines the Work Maximum Limit Price (specific to algos PEG + Linked Peg for GL Tactics)

WorkNbSentWaves
[0..1]
int
Indicates the number of waves alreday sent in case of algos %Volume and TWAP. Specific to GL Tactics.

WorkPrice
[0..1]
Price
Defines the Work Price (specific to algo Linked Peg for GL Tactics)

WorkPriceGapType
[0..1]
char
Used for GL Tactics and with Fix Tag 7053. Valid values: 1=Percentage; 2=Tick; 3=Absolute.

WorkReferencePrice
[0..1]
char
Used for GL Tactics. Valid values: 1=Ask; 2=Bid; 3=Last; 4=Mid.

WorkRefVolume
[0..1]
Qty
Used with GL algo %Volume, this field indicates the volume at the beginning.

WorkSecurityIDSource
[0..1]
String
Contains the Security ID Source used to trigger the order (specific Linked Peg for GL Tactics)

WorkSentQty
[0..1]
Qty
Indicates the quantity already sent in case of %Volume and TWAP algos. Specific for GL Tactics.

WorkSymbol
[0..1]
String
Contains the symbol used to trigger the order (specific Linked Peg for GL Tactics)

Gartmore

Category: InvestmentManager

Message Functionality

List of user-defined fields for Gartmore.

Structure

Name | Mult. | Type | Description
NoStrategyParameters | [0..1] | NumInGroup | Indicates number of strategy parameters. Intended as alternative to new 957 tag introduced by the algorithmic trading working group.
StrategyParameterName | [0..1] | String | Name of parameter. Intended as an alternative to the new 958 tag introduced by the Algorithmic Trading Working Group.
StrategyParameterType | [0..1] | String | Datatype of the parameter. Intended as an alternative to the new 959 tag introduced by the Algorithmic Trading Working Group.
StrategyParameterValue | [0..1] | String | Value of the parameter. Intended as an alternative to the new 960 tag introduced by the Algorithmic Trading Working Group.
TargetStrategy2 | [0..1] | int | Clone of Tag 847 from FIX 4.4. Introduced by the FIX Algorithmic Trading Working Party.
TargetStrategyParameters1 | [0..1] | String | Clone of Tag 848 from FIX 4.4. Introduced by the Algorithmic Trading Working Party.

GlobeNet

Category: MarketInfrastructure

Message Functionality

List of user-defined fields for GlobeNet.

Structure

Name | Mult. | Type | Description
HoldIntrnl | [0..1] | char | Field indicating instruction to hold order internally for matching. Default=None, 1=Hold Internal

GuosenSecurities

Category: Brokerage

Message Functionality

List of user-defined fields for Guosen Securities.

Structure

Name
Mult.
Type
Description

AllowReversal
[0..1]
Boolean
Y,N

AutoProbe
[0..1]
Boolean
Y=YES N=NO

AutoQuote
[0..1]
Boolean
Y=YES N=NO

BuyWeight
[0..1]
String

CatchUp1
[0..1]
char
A = NOW B = Redistribute C = Tilt-Dist

ChildPriceLevels
[0..1]
int
int, 1-10

DraftAlgoFlag
[0..1]
Boolean
Indicating draft algo status

IPOSubscriptionVenue
[0..1]
char
1 = Online 2 = Offline

LimitWRT
[0..1]
char
A = fill B = leaves

MaxChildVolPct
[0..1]
Percentage
participation rate for a child order wrt some benchmark reference volume such as inside quote size,etc.

PegTo
[0..1]
char
A = SHCOMP B = SZCNST C = CSI300 D = SME E = CHINEXT S = SMART P = PORTFOLIO

RefChildVol
[0..1]
char
Reference vol of type char for child order. 0=PrimarySide Size(bid for buy,offer for sell) 1=MarketSide Size(bid for sell,offer for buy) 2=BidSize 3=OfferSize 4=BidSize+OfferSize 5=Effective BidSize 6=Effective OfferSize 7=PrimarySide Book Depth(5 levels) Size 8=MarketSide Book Depth(5 levels) Size 9=Total Book Depth(5 levels) Size A=Last 1 Minute Total Market Volume B=Last 5 Minutes Total Market Volume

ReferencePrice1
[0..1]
Price
Reference price for an algo, not binding as limit price

ReferenceVolume
[0..1]
char
Referred volume of char type.Valid value: A)total market volume;B)market volume with given limitpx;

RegulatoryRptDate
[0..1]
UTCDateOnly

RegulatoryRptID
[0..1]
String

ScaleDownAction
[0..1]
char
1 = None 2 = SlowHalf 3 = SlowOneThird 4 = SlowOneFourth 5 = SlowOneFifth 0 = Pause

ScaleDownLevel
[0..1]
float
numeric

ScaleUpAction
[0..1]
char
A = None B = speed2x D = speed4x E = speed5x J = speed10x b = Part10 d = Part20 j = Part50 p = Part80 z = Iwould

ScaleUpLevel
[0..1]
float
numeric

SellWeight
[0..1]
String

SoftLimit
[0..1]
Boolean
Y = Yes N = No

TargetStrategy1
[0..1]
String
Base strategy

VersionID1
[0..1]
String
Version identifier tag

Harts

Category: Brokerage

Message Functionality

List of user-defined fields for Harts and Company.

Structure

Name | Mult. | Type | Description
Delta2 | [0..1] | Boolean | -1.0 to +1.0
IntentToCross | [0..1] | Boolean | N=False, Y=True
LegRatio1 | [0..1] | Percentage | Ratio for an option leg
OptionStrategyType | [0..1] | String | Complex option strategy type definitions, i.e., Call Spread, Straddle, Strangle, etc.
OriginatorType | [0..1] | String | Defines the type of order sender, i.e., Customer, Firm, Market Maker, etc.
PricePctFixed | [0..1] | Boolean | Defines whether the price specified is a fixed amount or a percentage of another security
RefHedgePrice | [0..1] | Price | Reference or Hedge Price (see tag 7536)
RefHedgePriceType | [0..1] | String | Attribute of RefHedgePrice field
SettlementTime | [0..1] | char | A=AM Settlement P=PM Settlement

HelfantGroup

Category: Brokerage

Message Functionality

List of user-defined fields for Helfant Group.

Structure

Name | Mult. | Type | Description
CMSLine1A | [0..1] | String | CMS Line1A. Used for specifying routing instructions, such as NYSE Direct+(NY NX), booth routing(NY OVR B-xx), Amex or NYSE override (NY OVR), crossing session (NY OS), etc.

ICAP

Category: Brokerage

Message Functionality

List of user-defined fields for ICAP.

Structure

Name | Mult. | Type | Description
AAD | [0..1] | int | Auto-Aggress with Discretion price differential. Represents the maximum number of ticks an order’s price may be improved to achieve a match with a contra-side resting order.
Action | [0..1] | char | Specifies the action to be taken on the symbol provided 0 = Add 1 = Change 2 = Remove
AdjustedConsideration | [0..1] | Amt | Commission Adjusted Consideration
ADOSA | [0..1] | Boolean | Enable or disable ADOSA qualifier.
AllocatedQty | [0..1] | Qty | States the quantity allocated for orders that are if/when cleared.
AllowHiddenSize | [0..1] | Boolean | Allow hidden size for given symbol
AOLM | [0..1] | Boolean | Enables agress-on-locked-market order feature
AuctionAway | [0..1] | Percentage | Auction protection (% from cont last). Values: 0 to 0.7
BidPostedQty | [0..1] | Qty | Quantity available for further execution on bid side.
BinaryReporting | [0..1] | Amt | Binary execution method applies to reported trade.
BookStatus | [0..1] | String | Indicates the status of the order book
BookStatusApplicableSide | [0..1] | String | Indicates to which side the BookStatus field is applicable
CalculatedCcyLastQty1 | [0..1] | Qty | FX Deal Feed Field
ClearingQType | [0..1] | char | Indicates whether allocated qty was executed in the IF-CLEARED or WHEN-CLEARED queue. Valid values are “I” for IF-CLEARED and “W” for WHEN-CLEARED.
ClientInfo | [0..1] | String | Free form string containing client-specific information associated with an order. Information is provided in New Order Single, and Order Cancel Replace messages. Trading system will return ClientInfo in Execution Report.
CommisionValue | [0..1] | Amt | Commission – Dollar Value for the trade
CommissionAdjLastPx | [0..1] | Price | Commission Adjusted Price
CommissionType | [0..1] | String | 103 – Dollars per Million 104 – Dollars per Trade 105 – Basis per Million 106 – Cents per Contract 107 – By Basis Point 108 – Fixed Currency Units in Millions 109 – Fixed Basis Units in Millions
Consideration | [0..1] | Amt | Consideration for financial deal
ContMarketPart | [0..1] | Percentage | continuous market participation (%). Values 0.01 to 0.7
DirtyPrice1 | [0..1] | Price | Dirty price
DisplayGroup | [0..1] | String | Specifies the name of the display group
DPFormatTag | [0..1] | String | Price formats applicable to security
EndTradeSequence | [0..1] | SeqNum | End Trade Sequence
EndWorkUp | [0..1] | Boolean | Indicates that workup has ended.
ETCMarketID | [0..1] | String | ETC Market ID
ExecutedPrice | [0..1] | Price | Specifies the executed price
ExecutedYield | [0..1] | Percentage | Specifies the executed yield
FaF | [0..1] | Boolean | Enable Fill and Follow qualifier.
IfIncomplete | [0..1] | char | Values 1 – cancel balance 2 – IS 3 – inline 10% 4 – inline 15% 5 – inline 20% 6 – inline 25% 7 – inline 30% 8 – VWAP 1 hour 9 – VWAP to close 10 – Target close
InactivationRejReason | [0..1] | String | Reason for reject of order deactivate request
IncludeAuction | [0..1] | char | Values Blank 1 – None 2 – Close 3 – Open 4 – All
InWorkup | [0..1] | Boolean | Indicates that an order is tradable in a workup that is currently in progress.
IsLastTrade | [0..1] | Boolean | The last trade you’ll ever receive (for your last request anyway).
LegRank | [0..1] | String | Support correct ranking of leg instruments within a synthetic.
Manageability | [0..1] | Boolean | Indicates if the order is a managed order or a leave order
MarketID2 | [0..1] | String | Market Id where security is traded
MassCancelRequestType2 | [0..1] | String | = 100 – Cancel all own orders = 101 – Cancel all firm’s orders Enumeration allows the client to cancel all own or all firm orders
MassStatusReqType | [0..1] | String | = 100 – Status of own orders for a symbol = 101 – Cancel all own orders Enumeration allows traders to cancel all own orders or all own orders of a symbol
Max2BX | [0..1] | Percentage | Max of order to BlockCross (%)Percentage. Values: 0 to 100.
MaxNoDecimals | [0..1] | int | Maximum number of decimals to display
MDEntryType | [0..1] | String | = 100 – Total trade volume (for the day) = 101 – Total trades = 102 – Price Update (not applicable for market data incremental refresh message) = 103 – Trade history request (applicable only for the Market Data Request message)
MDGatewayIDs | [0..1] | String | Indicates gateways that provide market data for given display group
MDHiddenSize | [0..1] | Qty | Hidden size in market data update and snapshot
MDPriceUpdateType | [0..1] | String | Indicates the price update type
MDReqRejReason | [0..1] | String | = 100 – Other
MinNoDecimals | [0..1] | int | Minimum number of decimals to display
NegotiationPhase | [0..1] | String | States the private ublic phase of the NIM session
NewRank | [0..1] | String | Specifies the new rank of the security
NewSubRank | [0..1] | String | Specifies the current sub rank of the security (for display ordering purposes). .. truncated ..
NIMAllowed | [0..1] | Boolean | Indicates whether NIM is allowed for this instrument.
NIMEnabled | [0..1] | Boolean | Indicates negotiate in the middle is enabled for security
NIMLotSize | [0..1] | Qty | Incremental order quantity of a NIM-enabled security
NIMMinimumSize | [0..1] | Qty | Minimum order quantity of a NIM-enabled security
NIMPrivateDuration | [0..1] | int | Duration of NIM private phase in milliseconds.
NIMPublicDuration | [0..1] | int | Duration of NIM public phase in milliseconds.
NIMTimeRemaining | [0..1] | int | Number of seconds remaining in the current phase of the NIM.
NoBookStatusEntries | [0..1] | NumInGroup | Number of book status entries sent in the repeating block
NoDisplayGroupEntries | [0..1] | NumInGroup | Specifies the number of display groups sent in the repeating block of the logon message
NoDPFormatTags | [0..1] | NumInGroup | Number of price formats for given security
NoTBAGroupEntries | [0..1] | NumInGroup | Specifies the number of TBA instrument groups sent in the repeating block of the logon message
NoVolRules | [0..1] | NumInGroup | Number of volume rules in repeating group.
OddLotInstrument | [0..1] | String | Used to associate an odd lot instrument with a given round lot instrument. Field contains symbol of odd lot instrument.
OfrPostedQty | [0..1] | Qty | Quantity available for further execution on the offer side.
OrdActiveStatus | [0..1] | String | Allows the client to submit inactive orders and to inactivate/activate live orders.
OrgTrdMatchID | [0..1] | String | Original unique identifier assigned to a trade by the matching system.
OTFQty | [0..1] | Qty | Specifies the On The Follow quantity for managed orders.
Ownership | [0..1] | String | Specifies the owner of the work up private phase
ParticipationRate2 | [0..1] | Percentage | Offside participation % Values Blank or 0.01 to 1.0
ParticipationRateOffSideAnchor | [0..1] | char | Reference price. Values Blank 1 – open 2 – prev close 3 – arrival 4 – other
PartyRole1 | [0..1] | String | 100 – Contra Account (Clearing) 101 – Owner 102 – Contra Owner
PartyRole2 | [0..1] | String | = 101 – Owner Identifies the actual investor/owner of the order = 102 = Contra Owner Identifies the target owner in the order transfer request message
PostInLit | [0..1] | Boolean | Post for liquidity in ‘lit’ venues. Values: True, False
PreviousRank | [0..1] | String | Specifies the previous rank of the security
PreviousSubRank | [0..1] | String | Specifies the previous sub rank of a security. Applicable if the sub rank of the security changes.
PriceOffset2 | [0..1] | Percentage | Percentage. Values: 0 to 0.25
PriceReferenceAnchor | [0..1] | char | Values: 1 – none 2 – open 3 – prev close 4 – arrival
PriceReferenceId | [0..1] | String | Relative to instrument
PriceType1 | [0..1] | String | = 100 – Fractions (in Two-Fifty Sixths)
PrimaryOnly | [0..1] | char | Used to specify Track Volume. Values: 1 – Primary, 2 – Consolidated
Product | [0..1] | String | Product grouping for security.
PROSA | [0..1] | Boolean | Enable or disable PROSA qualifier
QueryDirection | [0..1] | String | Indicates direction of query relative to QueryToken context. Valid values are either “1” to indicate the next result page or “-1” to indicate the previous result page.
QueryToken | [0..1] | String | Token used to maintain query context for result paging.
QuoteRepID | [0..1] | String | Unique identifier for a quote status report generated by the system
QuoteStatus1 | [0..1] | String | = 100 – Counter = 101 – Pass (Reject) Enumeration is used to inform the NIM participant the NIM was countered
QuoteType2 | [0..1] | String | = 100 – Hit/Lift = 101 – Pass (Reject) Enumeration allows the NIM initiator to accept or reject the counter NIM
RejectStatus | [0..1] | Boolean | Indicates whether the trade has been confirmed by the trader
Reserved1 | [0..1] | String |
Reserved2 | [0..1] | String |
Reserved3 | [0..1] | String |
Reserved4 | [0..1] | String |
Reserved5 | [0..1] | String |
Reserved6 | [0..1] | String |
Reserved7 | [0..1] | String |
Reserved8 | [0..1] | String |
Reserved9 | [0..1] | String |
Reserved10 | [0..1] | String |
Reserved11 | [0..1] | String |
Reserved12 | [0..1] | String |
Reserved13 | [0..1] | String |
Reserved14 | [0..1] | String |
Reserved15 | [0..1] | String |
Reserved16 | [0..1] | String |
Reserved17 | [0..1] | String |
Reserved18 | [0..1] | String |
Reserved19 | [0..1] | String |
Reserved20 | [0..1] | String |
Reserved21 | [0..1] | String |
Reserved22 | [0..1] | String |
Reserved23 | [0..1] | String |
Reserved24 | [0..1] | String |
Reserved25 | [0..1] | String |
Reserved26 | [0..1] | String |
Reserved27 | [0..1] | String |
Reserved35 | [0..1] | String |
Reserved36 | [0..1] | String |
Reserved37 | [0..1] | String |
Reserved38 | [0..1] | String |
Reserved39 | [0..1] | String |
Reserved40 | [0..1] | String |
Reserved41 | [0..1] | String |
Reserved42 | [0..1] | String |
Reserved43 | [0..1] | String |
Reserved44 | [0..1] | String |
Reserved45 | [0..1] | String |
Reserved46 | [0..1] | String |
Reserved47 | [0..1] | String |
Reserved48 | [0..1] | String |
Reserved49 | [0..1] | String |
Reserved50 | [0..1] | String |
Reserved51 | [0..1] | String |
Reserved52 | [0..1] | String |
Reserved53 | [0..1] | String |
Reserved54 | [0..1] | String |
Reserved55 | [0..1] | String |
Reserved56 | [0..1] | String |
Reserved57 | [0..1] | String |
Reserved58 | [0..1] | String |
Reserved59 | [0..1] | String |
Reserved60 | [0..1] | String |
Reserved61 | [0..1] | String |
Reserved62 | [0..1] | String |
Reserved63 | [0..1] | String |
Reserved64 | [0..1] | String |
Reserved65 | [0..1] | String |
Reserved66 | [0..1] | String |
Reserved67 | [0..1] | String |
Reserved68 | [0..1] | String |
Reserved69 | [0..1] | String |
Reserved70 | [0..1] | String |
Reserved71 | [0..1] | String |
Reserved72 | [0..1] | String |
Reserved73 | [0..1] | String |
Reserved74 | [0..1] | String |
RoundLotInstrument | [0..1] | String | Used to associate given odd lot instrument with its associated round lot instrument. Field contains symbol of round lot instrument.
SecurityListRequest | [0..1] | String | = 100 – Display group names = 101 – TBA group names = 102 – Display group content = 103 – TBA group content
SecurityListResponseType | [0..1] | String | Indicates the type of response sent via the Security List message
SecurityTradingStatus | [0..1] | String | = 100 – Order entry session for repo cross = 101 – Position scrubbing session for repo cross = 102 – Position scrubbing session for repo cross = 103 – Closing session for repo cross = 104 – Suspended
SecurityType2 | [0..1] | String | Security type specifier
SourceIP | [0..1] | String | Optional field for source IP address identification and auditing perposes.
StartTradeSequence | [0..1] | SeqNum | Start Trade Sequence
SummaryStatus | [0..1] | Amt | TradeCaptureReport Summary at end of Work-Up or Repo Auction
Symbol | [0..1] | String | Symbol for security
TargAuctPart | [0..1] | Percentage | Target auction participation (%). Values: 0.01 to 0.7
TargetDayVolAuction | [0..1] | Percentage | Target % of days volume in auction. Values: 0.01 to 0.7
TBAGroup | [0..1] | String | Specifies the name of the TBA group.
TBAMonth | [0..1] | String | Indicates if the TBA instrument is back month or front month
TimeInBX | [0..1] | char | Values: 1 – zero 2 – indefinitely 3 – 5 min 4 – 45 min 5 – 1 hour 6 – until auction 7 – other
TimeInBXValue | [0..1] | int | Rest order in BX before printing for. Values: Null or > 5
TradeConvention | [0..1] | String | Price or yield
TradeError | [0..1] | String | Specifies trade error reason
TradeHistoryFlag | [0..1] | Boolean | Indicates the trade information history data is included in message
TradeInfoID | [0..1] | String | Specifies the Trade information identifier. This identifier can be used by the client request for resends of trade information within the trading day
TradeInfoRequestID | [0..1] | String | Client specified unique identifier when requesting for past trade information
TradeRequestType | [0..1] | String | 110 – Trades within the specified start and end trade sequence
TradeSequence2 | [0..1] | SeqNum | Sequence number of the trade
TransferAction | [0..1] | String | Allows client to request, accept or reject the order transfer
TransferID | [0..1] | String | Specifies the unique identifier assigned by the server to a transfer request
TransferReason | [0..1] | String | Client can specify the reason for the order transfer
TransferRejReason | [0..1] | String | Reason for reject of order transfer request
TransferStatus | [0..1] | String | Indicates if the transfer was initiated or if the transfer time has expired
TrdCptRepResult | [0..1] | String | Result of Trade Capture Report sent to the client
Value | [0..1] | Amt | Used to specify the quoted value for discount rate traded instruments
VolRuleType | [0..1] | String | Volume rule type. Valid values are “NORMAL” and “NIM”.
WorkUpExecQty | [0..1] | Qty | States the executed quantity during a single work up session. Reset to zero on work up termination
WorkUpPhase | [0..1] | String | Indicates if the work up session is in private phase or public phase

INTERTRADE

Category: Brokerage

Message Functionality

List of user-defined fields for INTERTRADE.

Structure

Name | Mult. | Type | Description
CounterpartyCompID | [0..1] | String |
ExecutionID | [0..1] | String |
OnlineCloseTime | [0..1] | UTCTimestamp |
OnlineStartTime | [0..1] | UTCTimestamp |
OrderStartTime | [0..1] | UTCTimestamp |
QtyLimitRelease | [0..1] | char | 0:no limit release 9:limit release
ReplaceCashMargin | [0..1] | Boolean | 0:no replace 1:replace
ReplaceOrderCapacity | [0..1] | Boolean | 0:no replace 1:replace
ReplaceOrderQty | [0..1] | Boolean | 0:no replace 1:replace
ReplacePrice | [0..1] | Boolean | 0:no replace 1:replace
ReplaceTimeInForce | [0..1] | Boolean | 0:no replace 1:replace
Slippage | [0..1] | Price | Maximum price slippage for orders. (pips)
TimeInExecution | [0..1] | char | 0:Continuous 2:Opening 7:Closing D:Proportional Distribution

IndusValleyPartners

Category: InvestmentManager

Message Functionality

List of user-defined fields for Indus Valley Partners.

Structure

Name | Mult. | Type | Description
IsSLMessage | [0..1] | String |
SLBasis | [0..1] | String |
SLCptyGrossCredit | [0..1] | String |
SLCptyID | [0..1] | String |
SLCptyNetCredit | [0..1] | String |
SLFee | [0..1] | String |
SLLocateID | [0..1] | String |
SLMargin | [0..1] | String |
SLMsgID | [0..1] | String |
SLMsgType | [0..1] | String |
SLOfferID | [0..1] | String |
SLPositionID | [0..1] | String |
SLQuoteType | [0..1] | String |
SLRate | [0..1] | float |
SLRnd | [0..1] | String |
SLSecClassification | [0..1] | String |
SLTerm | [0..1] | String |

Instinet

Category: Brokerage

Message Functionality

List of user-defined fields for Instinet.

Structure

Name | Mult. | Type | Description
ADPBlotterCode | [0..1] | String |

IntegratedTransactionSystemsLtd

Category: SoftwareVendor

Message Functionality

List of user-defined fields for Integrated Transaction Systems Ltd.

Structure

Name | Mult. | Type | Description
AccountSell | [0..1] | String | Account of the Sell Side of a Cross. Used to support message translation between FIX-STAMP for Canadian Equities.
AccountType3 | [0..1] | String | Account Type of the Order. Used to support message translation between FIX-STAMP for Canadian Equities.
AccountTypeSell | [0..1] | String | Account Type of the Sell Side of a Cross Message. Used to support message translation between FIX-STAMP for Canadian Equities.
Anonymous | [0..1] | Boolean | Order is marked as Anonymous. Used to support message translation between FIX-STAMP for Canadian Equities.
BasketTrade | [0..1] | Boolean | Designates order as part of a basket trade. Used to support message translation between FIX-STAMP for Canadian Equities.
CDNExchangeID | [0..1] | String | Canadian Exchange ID of the order. Used to support message translation between FIX-STAMP for Canadian Equities.
InternalCross | [0..1] | Boolean | Designates order as an Internal Cross. Used to support message translation between FIX-STAMP for Canadian Equities.
ItemNumber | [0..1] | String | SpecialTerms ItemNumber to allow trading against Special Terms market. Used to support message translation between FIX-STAMP for Canadian Equities.
Jitney | [0..1] | Boolean | Designates order as a Jitney. Used to support message translation between FIX-STAMP for Canadian Equities.
MGFCandidate | [0..1] | UTCDateOnly | Defines if order is eligble as a MGF Candidate. Used to support message translation between FIX-STAMP for Canadian Equities.
OrderIDSell | [0..1] | Boolean | OrderID of the Sell Side of a Cross. Used to support message translation between FIX-STAMP for Canadian Equities.
PortfolioName1 | [0..1] | String | Assigned the PortfolioName to an order. Used to support message translation between FIX-STAMP for Canadian Equities.
ProgramTrade2 | [0..1] | Boolean | Designates order as part of a program trade. Used to support message translation between FIX-STAMP for Canadian Equities.
RegulationId | [0..1] | String | Order RegulationID. Used to support message translation between FIX-STAMP for Canadian Equities.
RegulationIdSell | [0..1] | String | RegulationID of the Sell Side for a Cross message. Used to support message translation between FIX-STAMP for Canadian Equities.
SettlementTerms | [0..1] | String | Provides the required Settlement Terms for the order. Used to support message translation between FIX-STAMP for Canadian Equities.
ShortExempt | [0..1] | Boolean | Designates order as being Short Exempt. Used to support message translation between FIX-STAMP for Canadian Equities.
UserMessageId | [0..1] | String | User Message ID of the message. Used to support message translation between FIX-STAMP for Canadian Equities.

InterbizzFinancialSystemsAB

Category: SoftwareVendor

Message Functionality

List of user-defined fields for Interbizz Financial Systems AB.

Structure

Name | Mult. | Type | Description
CommMax | [0..1] | Amt | If commission needs to be calculated by trading system. Formula: IF(Price <= CommPxLimit) Comm=MAX(CommMin,MIN(PriceCommPct1,CommMax)) ELSE Comm=PriceCommPct2
CommMin | [0..1] | Amt | If commission needs to be calculated by trading system. Formula: IF(Price <= CommPxLimit) Comm=MAX(CommMin,MIN(PriceCommPct1,CommMax)) ELSE Comm=PriceCommPct2
CommPct1 | [0..1] | Amt | If commission needs to be calculated by trading system. Formula: IF(Price <= CommPxLimit) Comm=MAX(CommMin,MIN(PriceCommPct1,CommMax)) ELSE Comm=PriceCommPct2
CommPxLimit | [0..1] | String | If commission needs to be calculated by trading systems. Formula: IF (Price<=CommPxLimit) Comm=MAX(CommMin,MIN(PriceCommPct1,CommMax)) ELSE Comm=PriceCommPct2
MatchAsk | [0..1] | Price | Needed in Danish market. Used to verify that a client has got the latest pricing when making an order.
MatchBid | [0..1] | String | Needed in a Danish market. Used to verify that a client has got the latest instrument price when making an order.

JPMorganChase

Category: Bank

Message Functionality

List of user-defined fields for JPMorgan Chase.

Structure

Name | Mult. | Type | Description
BeneficiaryAcctNum | [0..1] | String | Beneficiary Account Number required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.
BeneficiaryCode | [0..1] | String | Beneficiary Code e.g. BIC etc required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.
BeneficiaryName | [0..1] | String | Beneficiary Name required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.
BrokerDealerServiceFee | [0..1] | Amt | Broker Dealer Service Fee
CompetitionStatus | [0..1] | char | Used in a competitive RFQ response Values: 0 – Done (if 694 =1), 1 – Tied, 2 – Cover, 3 – Traded Away,
CompetitorCount | [0..1] | int | Competitive Rqeuest for Quote dealer count. The total numnber of competitors in the quote request
CoverPrice | [0..1] | Price | Required if 6704 = 0
GlobalAgentAcctNum | [0..1] | String | Global Agent Account Number required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.
GlobalAgentCode | [0..1] | String | Global Agent Code required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.
GlobalAgentName | [0..1] | String | Global Agent Name required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.
Levy | [0..1] | String | Levy
LocalAgentAcctNum | [0..1] | String | Local Agent Account Number required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.
LocalAgentCode | [0..1] | String | Local Agent Code required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.
LocalAgentName | [0..1] | String | Local Agent Name required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.
SettlCommunicationService | [0..1] | String | Communication service required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.
SettlText1 | [0..1] | String | Settlement Text 1 required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.
SettlText2 | [0..1] | String | Additional Settle Text required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.
StampTax | [0..1] | Amt | Stamp Tax when choosing to send an exclusive field instead of using MiscFee repeating group
Tariff | [0..1] | String | Tariff
TradeOrigin2 | [0..1] | String | System/Firm where the trade originated
TrailerCode1 | [0..1] | String | Trailer Code 1
TrailerCode2 | [0..1] | String | Trailer Code 2
TrailerCode3 | [0..1] | String | Trailer Code 3

JapanCrossSecurities

Category: Brokerage

Message Functionality

List of user-defined fields for JapanCross Securities.

Structure

Name | Mult. | Type | Description
BalanceGroupID | [0..1] | String | Specifies the Unique Identifier of the BalanceGroup to which this Order should be assigned to.
BuyLimit | [0..1] | String | Describes the BuyLimit for that Balance Group
MinimumValueType | [0..1] | char | (To be used if MinQty– Tag 110 is used) Valid values ‘S’ – Shares ‘V’ – Value
RolloverFlag | [0..1] | char | Speicies how long the Order would be valid in the books of the Crossing System. Vaild values: blank – No rollovers S – same cross until good-through date has expired U – Unlimited n – (1-9) rollover to the next cross, decrement n until 0
SellLimit | [0..1] | String | Specifies the SellLimit of the BalanceGroup, of which this order is part of. The Identifier of the BalanceGroup is specified in the BalanceGroupID Tag.

JavelinTechnologiesInc

Category: SoftwareVendor

Message Functionality

List of user-defined fields for Javelin Technologies Inc.

Structure

Name | Mult. | Type | Description
ExecPhase | [0..1] | char | Used to report current phase in trading

Jefferies

Category: Bank

Message Functionality

List of user-defined fields for Jefferies.

Structure

Name | Mult. | Type | Description
Duration6 | [0..1] | int | Specified lifetime for orders, i.e. 25 = 25 minutes. Integer value.
EndTIme | [0..1] | int | End time in HHMM format for Jefferies trading strategies. i.e. 1300 = 1:00 PM Integer Value.
Footprint | [0..1] | int | Specify the type of market footprint orders are permitted to take on. Integer value.
IdealPrice | [0..1] | Price | Price Goal.
MinTake | [0..1] | int | Minimum block size allowed when searching for liquidity levels. Integer Value.
StartTime5 | [0..1] | int | Start time in HHMM format for Jefferies trading strategies. i.e. 1300 = 1:00 PM Integer Value
Tolerance3 | [0..1] | PriceOffset | Price move tolerance. Used to create a firm limit price from a specified price target. Strictly positive double value.
Urgency2 | [0..1] | int | The acceptable market impact that strategy orders are allowed to induce. Signed integer value.
VolumeLimit | [0..1] | int | Volume limit orders are permitted to approach while trading. Integer value from 0 – 100.

KnightCapitalGroup

Category: Brokerage

Message Functionality

List of user-defined fields for Knight Capital Group.

Structure

Name | Mult. | Type | Description
HSFXAdjustmentAmt | [0..1] | Amt |
HSFXBrokerage | [0..1] | String |
HSFXCloseBalance | [0..1] | String |
HSFXCollateralID | [0..1] | String |
HSFXDepositAmt | [0..1] | Amt |
HSFXEffectiveOpenBalance | [0..1] | String |
HSFXFinanceAmt | [0..1] | Amt |
HSFXInterest | [0..1] | String |
HSFXOpenBalance | [0..1] | String |
HSFXQuoteLayer | [0..1] | int | Type: integer in [1, n] Used in Streaming Quotes
HSFXRealizedPL | [0..1] | String |
HSFXTotalBalance | [0..1] | String |
HSFXTradeStatus | [0..1] | String |
HSFXTradeType | [0..1] | String |
HSFXTradeviewChase | [0..1] | String |
HSFXTradeviewIterations | [0..1] | String |
HSFXUnrealizedLockedDayPL | [0..1] | String |
HSFXUnrealizedLockedPL | [0..1] | String |
HSFXUnrealizedOpenPL | [0..1] | String |
HSFXUserID | [0..1] | String |
HSFXWithdrawAmt | [0..1] | Amt |
ReservedbyDoug1 | [0..1] | String |
ReservedbyDoug2 | [0..1] | String |
ReservedforHotspotFX1 | [0..1] | String |
ReservedforHotspotFX2 | [0..1] | String |
ReservedforHotspotFX3 | [0..1] | String |
ReservedforHotspotFX4 | [0..1] | String |
ReservedforHotspotFX5 | [0..1] | String |
ReservedforHotspotFX6 | [0..1] | String |
ReservedforHotspotFX7 | [0..1] | String |
ReservedforHotspotFX8 | [0..1] | String |
ReservedforHotspotFX9 | [0..1] | String |
ReservedforHotspotFX10 | [0..1] | String |
ReservedforHotspotFX11 | [0..1] | String |
ReservedforHotspotFX12 | [0..1] | String |
ReservedforHotspotFX13 | [0..1] | String |
ReservedforHotspotFX14 | [0..1] | String |
ReservedforHotspotFX15 | [0..1] | String |
ReservedforHotspotFX16 | [0..1] | String |
ReservedforHotspotFX17 | [0..1] | String |
ReservedforHotspotFX18 | [0..1] | String |
ReservedforHotspotFX19 | [0..1] | String |
ReservedforHotspotFX20 | [0..1] | String |
ReservedforHotspotFX21 | [0..1] | String |
ReservedforHotspotFX22 | [0..1] | String |
ReservedforHotspotFX23 | [0..1] | String |

KoreaStockExchange

Category: Exchange

Message Functionality

List of user-defined fields for Korea Stock Exchange.

Structure

Name
Mult.
Type
Description

AccountType1
[0..1]
char
0=Accounts for participants in securities saving plans1= Accounts for non-participants in securities saving plans

BasketID1
[0..1]
String
Unique identifier for basket orders

CashOrCredit
[0..1]
char
Custom field for users that want to electronically submit a NewOrder-Single for the Korea Stock Exchange Market. 10-Cash 21-Margin Buying by Brokers’ Credit 22-Liquidation of Margin Buying by Brokers’ Credit 23-Short Sale by Brokers’ Credit 24-Liquidation of Short Sale by Brokers’ Credit 31-Margin Buying by The Korea Securities Finance Corporation(KSFC)’s Credit 32-Liquidation of Margin Buying by KSFC’s Credit 33-Short Sale by KSFC’s Credit 34-Liquidation of Short Sale by KSFC’s Credit

ClassiOfForInv
[0..1]
char
Indicates the type of foreign investors 1: Non-resident Individuals 2: Non-resident Bank 3: Non-resident Insurance Company 4: Non-resident Securities Company 5: Non-resident Investment Company 6: Non-resident Investment Trust Company 7: Non-resident Other Company 8: Non-resident Korean with Permanent Foreign Residence 9: Non-resident Pension Fund 10: Resident 11: Resident Individuals 12: Resident Bank 13: Resident Insurance Company 14: Resident Securities Company 15: Resident Other Entity 20: Foreign Direct Invesment 21: FDI Individuals 22: FDI Bank 23: FDI Insurance Company 24: FDI Securities Company 25: FDI Other Company 30: Other 31: Acquirer of Korean Papers

ContractTime
[0..1]
UTCTimeOnly
Indicate the local time in HHMMSSss that futures and options contract have been completed

ExecPrice
[0..1]
char
Indicates the price at which client buys or sells and uses for reported block trading 1: Opening Price, 3: Closing Price

ForeignerID
[0..1]
String

FurthestSeriesPrice
[0..1]
Price
Uses for futures spread trade and indicates furthest series price

InvestorCode
[0..1]
String
Indicate the type of investors to place order 1000: Securities Company 2000: Insurance Company 3000: Investment & Management Company 4000: Bank 5000: Merchant Bank 6000: Pension Fund 7000: Other Company 8000: Individuals 9000: Foreigner

LocalOrForeign
[0..1]
char
Identify whether client is local or foreign investor 0: Local Investor 1: Foreign Investor

NearestSeriesPrice
[0..1]
Price
Uses for futures spread trade and indicates contract price of the nearest month series

NonMemberID
[0..1]
String
Assigned value to identify specific non-member that passes client order to member company.

OrderDate1
[0..1]
UTCDateOnly
Indicate the order placing date in local time (YYYYMMDD)

OrderRoutingMethod
[0..1]
char
Indicates the means through which a customer routes orders to broker 1: Sale Office Terminal, 2: Wire Communication, 3: Wireless Communication, 4: HTS, 5: Others

PriceIndi
[0..1]
String
Uses for futures spread trade and indicates as “0”, “+” or “-“

ProgramTrade1
[0..1]
char
Indicates the type of program trade 0: Regular, 1: Arbitrage, 2: Non-arbitrage

ReceiptTime
[0..1]
UTCTimestamp
Indicates time of order receipt in local time

ShortSaleType
[0..1]
char
Indicates the type of short sale 0: Regular, 1: ShortSale with Price Restriction, 2: ShortSale without Price Restriction

TradePurpose
[0..1]
char
Indicates the purpose of futures and option trade 1: arbitrage, 2: Hedge, 3: Others

TradeType
[0..1]
char
Identify the type of trade on the Korea Stock Exchange 3: Reported Block Trading 9: Trading of Treasury Stocks 72: After-hour Block Trading 79: After-hour Block Trading of Treasury Stocks 80: After-hour Basket Trading

LaSalleTechnologyGroup

Category: SoftwareVendor

Message Functionality

List of user-defined fields for LaSalle Technology Group.

Structure

Name
Mult.
Type
Description

ApplicationQueueAction
[0..1]
char
Optional customer header field that indicates what action should be taken to resolve an Application queue (backlog). 0- No action taken 1- Flush Queue 2- Overlay last 3- End session

ApplicationQueueDepth
[0..1]
int
Custom header field that provides the number of application level events that are queued for processing behind this current message. For instance, the ApplicationQueueDepth > 0 on an Execution Report – indicates that there are still ApplicationQueueDepth # of reports that have to be generated and transmitted. This information is provided to help counterparties manage throughput and backlog issues.

ApplicationQueueResolution
[0..1]
char
Optional header field that is used to indicate to the message recipient the action that was taken in response to application messages being queued for delivery:0-No Action Taken 1-Queue Flushed 2-Session will be disconnected

NoTradePriceConditions
[0..1]
NumInGroup
Number of trade price conditions associated that apply to a trade whose price is different than the current market price (MiFID)

TradePriceCondition
[0..1]
int
Conditions, such as corporate actions or events or trade type that caused a trade price to differ from the market price. Integer enumerated fields – currently populated with Bargain Conditions defined by the LSE (MiFID)

UserAssignedCancelID
[0..1]
String
User assigned cancel id for an order. Work around – future version will revert to standard FIX order cancel request handling

LavaTrading

Category: SoftwareVendor

Message Functionality

List of user-defined fields for Lava Trading.

Structure

Name | Mult. | Type | Description
AlgorithmicField1 | [0..1] | String |
AlgorithmicField2 | [0..1] | String |
AlgorithmicField3 | [0..1] | String |
AlgorithmicField4 | [0..1] | String |
AlgorithmicField5 | [0..1] | String |
AlgorithmicField6 | [0..1] | String |
AlgorithmicField7 | [0..1] | String |
AlgorithmicField8 | [0..1] | String |
AlgorithmicField9 | [0..1] | String |
AlgorithmicField10 | [0..1] | String |
AlgorithmicField11 | [0..1] | String |
AlgorithmicField12 | [0..1] | String |
AlgorithmicField13 | [0..1] | String |
AlgorithmicField14 | [0..1] | String |
AlgorithmicField15 | [0..1] | String |
BrokerOrderReceiveTime | [0..1] | UTCTimestamp | OATS v3 tag indicating the time the broker first received the order from the customer. This field is of type UTCTimeStamp.
CancelPrice | [0..1] | String |
ConfigSet | [0..1] | String |
CustomerDirectedOrder | [0..1] | Boolean | OATS v3 tag indicating if the customer directed this order to a specific execution venue (Y) or not (N). This field is of type Boolean.
CustomerDirectedOrderClone | [0..1] | Boolean | Clone of FIX.4.4 tag 1029(CustomerDirectedOrder) for use by firms / vendors who are unable to use the official tag.
CustOrderHandlingInstClone | [0..1] | MultipleStringValue | Clone of FIX.4.4 tag 1031(CustOrderHandlingInst) for use by firms / vendors who are unable to use the official tag.
DeskOrderHandlingInstClone | [0..1] | MultipleStringValue | Clone of FIX.4.4 tag 1035(DeskOrderHandlingInst) for use by firms / vendors who are unable to use the official tag.
DeskTypeClone | [0..1] | String | Clone of FIX.4.4 tag 1033(DeskType) for use by firms / vendors who are unable to use the official tag.
DeskTypeSourceClone | [0..1] | int | Clone of FIX.4.4 tag 1034(DeskTypeSource) for use by firms / vendors who are unable to use the official tag.
Duration3 | [0..1] | String |
EndTime3 | [0..1] | UTCTimestamp |
ExecutionStyle2 | [0..1] | String |
LastMkt2 | [0..1] | Exchange | The real venue where the fill executed.
ManualOrderIndicator | [0..1] | Boolean | ManualOrderIndicator=Y signifies that the order was entered manually. ManualOrderIndicator=N signifies that the order was entered electronically. If this field is missing, it should be assumed that the order was not manually entered. This field is of type Boolean.
ManualOrderIndicatorClone | [0..1] | Boolean | Clone of FIX.4.4 tag 1028(ManualOrderIndicator) for use by firms / vendors who are unable to use the official tag.
MaxPctVol1 | [0..1] | String |
MinPctVol1 | [0..1] | String |
NoTrdRegTimestampsClone | [0..1] | NumInGroup | Clone of FIX.4.4 tag 768(NoTrdRegTimestamps) for use by firms / vendors who are unable to use the official tag.
OrderHandlingInstSourceClone | [0..1] | int | Clone of FIX.4.4 tag 1032(OrderHandlingInstSource) for use by firms / vendors who are unable to use the official tag.
PriceBenchmark | [0..1] | String |
PriceInstruction | [0..1] | String |
PriceOffset1 | [0..1] | String |
ReceivedDeptIDClone | [0..1] | String | Clone of FIX.4.4 tag 1030(ReceivedDeptID) for use by firms / vendors who are unable to use the official tag.
RefreshQty | [0..1] | Qty |
StartTime3 | [0..1] | UTCTimestamp |
Strategy1 | [0..1] | String |
ToleranceLimit1 | [0..1] | String |
ToleranceLimit2 | [0..1] | String |
ToleranceLimit3 | [0..1] | String |
TrdRegTimestamp | [0..1] | UTCTimestamp | Clone of FIX.4.4 tag 769(TrdRegTimestamp) for use by firms / vendors who are unable to use the official tag.
TrdRegTimestampClone | [0..1] | UTCTimestamp | Clone of FIX.4.4 component block TrdRegTimestamp for use by firms / vendors who are unable to use the official tag. Please read OATS v3 document.
TrdRegTimestampOriginClone | [0..1] | UTCTimestamp | Clone of FIX.4.4 tag 771(TrdRegTimestampOrigin) for use by firms / vendors who are unable to use the official tag.
TrdRegTimestampTypeClone | [0..1] | UTCTimestamp | Clone of FIX.4.4 tag 770(TrdRegTimestampType) for use by firms / vendors who are unable to use the official tag.
WorkDuration | [0..1] | String |

LehmanBrothers

Category: Bank

Message Functionality

List of user-defined fields for Lehman Brothers.

Structure

Name
Mult.
Type
Description

ACCTACR
[0..1]
String
Account Acronym assigned by the dealer.

AckStatus
[0..1]
char
two int value options: 1 : Accept 2 : Reject

AckType
[0..1]
String
String representing the Bloomberg Ack Name

ACODE
[0..1]
String
AccountNet ACODE. Present for AccountNet-enabled customers only.

ActOnImbalance
[0..1]
Boolean
Boolean: Determines whether the strategy reacts to published closing auction imbalances. Default = True

AdjDayRegion
[0..1]
String
business center of the adjusted business Day convention used in Swap.

ADJDT
[0..1]
String
Termination(END) date business day adjustment convention. Possible values: MODFOLLOW

ADJDTCP
[0..1]
String
Calculation (Accrual) Period Business Day Adjustment Convention. Possible values Floating Leg: MODFOLLOW

ADJDTPD
[0..1]
String
Payment date business day adjustment convention. Possible values Floating leg: MODFOLLOW

ADJDTRES
[0..1]
String
Required for Floating Rate Leg. Reset Date business day adjustment convention. Possible Values Floating leg: MODFOLLOW

AdjMidPx
[0..1]
Price
adjusted mid price

ADJSDT
[0..1]
UTCDateOnly
accrual period start Day adjustment convention

AdjSpread
[0..1]
float
Broker Fee-Adjusted Spread

AdjTargetLevel
[0..1]
float
adjusted target level

AdjYield
[0..1]
float
Fee-adjusted Yield

AllocRefEventID
[0..1]
String

AnchorPxDirection
[0..1]
int
Int: Identifies units and direction of relative stop price offset.

AORGID1
[0..1]
String
The accountNet organization identifier of the customer. present for AccountNet-enabled customers only.

AORGID2
[0..1]
String
the accountNet organization identifier of the customer. Present for AccountNet enabled customers only

ATSAccess
[0..1]
String
ATS Access

ATSAccessType
[0..1]
char
ATS Access Type P = Passive W = I Would (cross)

AuctionDate
[0..1]
UTCDateOnly
Indicates the auction date of the security when it’s initially issued.

Auctionlimitprice
[0..1]
Percentage
Limit price in % value terms

AutoHedge
[0..1]
Boolean
Boolean value to indicate if option order should be hedged

AutoHedgeStrategy
[0..1]
String
Strategy used for hedging

BAMT
[0..1]
Amt
The dollar amount that will be recovered from the dealer as a customer execution fee

BaseStrategy
[0..1]
char
Char: Specifies base working strategy.

BBRespType
[0..1]
int
this is an integer field.

Behaviour
[0..1]
char
String type D – Drain A – Abort

BenchmarkSecurityAltID
[0..1]
String

BetaExposure
[0..1]
String
Range within which to maintain portfolio beta

BindIndicator
[0..1]
String
This is the holding bind indicator for Corporate Bonds. The value options are “Y” – Yes, and “N” – No.

BlockFilter
[0..1]
int
Int: Specifies whether the strategy should ignore block prints.

BlockFilterManual
[0..1]
Qty
Qty: Allows user to specify block filter threshold in terms of a share quantity.

BoblAsk
[0..1]
Price

BoblBid
[0..1]
Price

BookingTypeCustom
[0..1]
char
Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD) or similar. Valid values: 0 = Regular booking (DVP) 1 = CFD 2 = Swap 3 = Give Up 4 = Combined communication

BRKNA
[0..1]
String
Breakdown active indicator used in allocation instruction message.

BrokerSeqNo
[0..1]
SeqNum
Broker Sequence Number

BundsAsk
[0..1]
Price

BundsBid
[0..1]
Price

CallDate
[0..1]
UTCDateOnly
This field indicates the call date of Agency Callables in Fixed Income.

CashOffset
[0..1]
Amt
cash offset amount

CleanPx
[0..1]
Price
Clean Price is Fee adjusted price

ClTrdIDRefType
[0..1]
String

CMPA
[0..1]
float
Composite pay rate for an USD Interest Rate Swap switch

CMPB
[0..1]
float
Composite quote at the time of QUOTE REQUEST

CMPM
[0..1]
float
composite receiving rate for an USD Insterest Rate Swap Switch

CMPND
[0..1]
String
Indicates whether the floating leg of the trade is compounding or not. Considered NO if not present.

CMPSP
[0..1]
float
composite spread contributed by the dealers for an DSWP (USD Interest Rate Swap) benchmark trade

CNFCO
[0..1]
String

CompQuote
[0..1]
float
Composite Quote

ConditionalVolumeTarget
[0..1]
Percentage
Percentage: Specifies target participation rate when stock price is better than user-specified trigger price.

CounterParty
[0..1]
String
account of the step in counter party in Swap/swaption

CounterParty1
[0..1]
String
account of the step out counter party in swap or swaption

CouponFrequency
[0..1]
String
This field indicates coupon frequency of Fixed Income securities.

CurveName
[0..1]
String
Curve Name e.g. LIBOR

CurvePoint
[0..1]
float
Curve Point is the point on the benchmark curve

CUSTPRC
[0..1]
String
Yes Indicates whether this is a customer bid/ask trade. Value: NO

DaysToSettlement
[0..1]
int
number of business days to settlement date

dealerNetMoney
[0..1]
float
trade net money without brokerage fee

DealerPrincipal
[0..1]
float
trade principal without brokerage fee

DECPLCS
[0..1]
String
Maximum number of decimal places to be used for Rate

DECRND
[0..1]
String
The quote in the QUOTE message must be divisible by the amount specified by this field.

Direction
[0..1]
String
“F” – Forward “R” – Reverse Inquiry

DiscretionRange
[0..1]
float
Float: Identifies discretion threshold range in cents.

DiscretionRangePct
[0..1]
Percentage
Percentage: Identifies discretion threshold range as a percentage of typical spread.

DiscretionSize
[0..1]
Qty
Qty: Identifies discretion threshold size in shares.

DiscretionSizePct
[0..1]
Percentage
Percentage: Identifies discretion threshold size as a percentage of typical depth.

DV01
[0..1]
float
Dollar Price change per basis point in Yield

DYCTBAS
[0..1]
String
Day count basis. leg values: 30/360, 30E/360, ACT/360. Floating Leg values: ACT/360

ECV
[0..1]
String
Electronic confirmation vendor – values None, Parallel or Tradeweb

EMS
[0..1]
String
Buy side vendor to provide the EMS software version that the trader is using to send in orders. For example: “BloombergEMS 1.0”

EndPaymentDate
[0..1]
UTCDateOnly
Date Type. GMT format. this is the end payment date of interest rate in SWAP

ExcludeAuctions
[0..1]
MultipleStringValue
Multiple Value String: Indicates which auctions should be excluded while working the order. The default is to give the strategy the discretion to participate in all auctions that are available. This field supports multiple exclusions by separating values with a space (e.g. a value of ‘1 4’ would exclude the morning and evening auctions).Valid Values: 1 = Morning/Opening 2 = Lunch/AM Close (Asia only) 3 = Afternoon M Open (Asia only) 4 = Evening/Closing

ExecutionMethod
[0..1]
char
1 – Lean Buy 2 – Lean Sell

ExecutionStyle4
[0..1]
char
Char: Identifies execution style in the market.Valid Values: 1 = Quiet 2 = Neutral 3 = Aggressive

ExpireBy
[0..1]
String
String Type. Valid values: Client, Dealer

Fe
[0..1]
String
reserved

FeeAdjToSpread
[0..1]
float
Fee adjustment to spread

FirstPaymentDate
[0..1]
UTCDateOnly
first payment date of additional payments on IRS Swap

FixedLegDayCount
[0..1]
String
Fixed leg day-count basis. 30/360, ACT/360, ACT/ACTM or ACT/ACTD

FixedPaymentFreq
[0..1]
int
Data Type: int this is the payment frequency of Fixed interest rate payment in Interest Rate Swap

FixedRate
[0..1]
float
fixed rate in Swap

FloatingLegDayCount
[0..1]
String
Floating leg day-count basis. ACT/360

FloatingPaymentFreq
[0..1]
int
data type: int. this is the payment frequency of floating interest rates in interest rate swap.

FRESDAYS
[0..1]
int
Required for Floating Rate Leg. Reset Days for floating payments. Values: 2

FRREF
[0..1]
String
Required for Floating Rate Leg. Floating rate reference. Values: LIBOR3M

GrossCover
[0..1]
float
Gross Cover

GrossPx
[0..1]
Price
Gross Price is Trade price without brokerage fee

HedgeSide
[0..1]
String
Indicate Side of the hedge

IncrementParticipationRate
[0..1]
float
Increment for volume participation

InstrAttribType
[0..1]
String
“I” – Interest “D” – Discount

IRSEOM
[0..1]
String
end of month roll. possible value: YES or NO

IRSSWTYPE
[0..1]
String

IRSTYPE
[0..1]
String
Valid Values: BMK, IMM or OIM

IsBuyBack
[0..1]
Boolean
Boolean: When IsBuyBack = True, Rule 10b-18 is enabled for the trade.

ISDY
[0..1]
int
Number of months in the tenor (0, 3, 6, 12, 24, etc)

ISMN
[0..1]
String
Forward months for OIS forward runs and forward starting swaps

LastTrader
[0..1]
String
Last Trader

LastYield
[0..1]
float
Last Yield

Lehman
[0..1]
String

lehman2
[0..1]
String
reserved

lehman3
[0..1]
String
reserved

lehman4
[0..1]
String
reserved

LehmanATS10
[0..1]
String
Lehman ATS Field 10

LehmanATS9
[0..1]
String
Lehman ATS Field 9

LimitPxAnchor
[0..1]
char
Char: Identifies anchor price when limit price is specified in relative terms.

LimitPxDirection
[0..1]
char
Char: Identifies units and direction of relative limit price offset.

LimitPxOffset
[0..1]
float
Float: Offset relative to selected anchor for relative limit price.

LimitPxType
[0..1]
int
Int: Allows users to specify an average limit price. Valid Values: 1 = Absolute Price (default) 2 = Average Limit Price

ListID1
[0..1]
String
the unique identifier of the multi-quote or Inquiry list

LongName2
[0..1]
String
Client Long Name

MATDTADJ
[0..1]
UTCTimestamp
Adjusted maturity (Termination) date

MaxFloorPercent
[0..1]
Qty
Max Floor Percent of Touch

MinDiscretionTime
[0..1]
int
Int: Identifies the minimum time between sweeps in seconds.

MinHedgeTriggerQty
[0..1]
Qty
Minimum option volume traded before starting the hedge

MinHedgeTriggerValue
[0..1]
Price
Minimum option delta traded before starting the hedge

MiscFeeCCY
[0..1]
String
currency of payment

MiscFeePayer
[0..1]
String

MiscFeeReceiver
[0..1]
String
fee receiver

ModelType
[0..1]
String

MrkupQuote
[0..1]
String

MTKT
[0..1]
int
number of tickets/account trade requires

NoDealers
[0..1]
NumInGroup
number of dealers

NoSynthetics
[0..1]
NumInGroup
Number of SyntheticType, SyntheticQty, and SyntheticBroker entries

NumberItems
[0..1]
int
Number of items/quote on the list

OMSVersion
[0..1]
String
Buy side vendor to provide the OMS software version that the trader is using to send in orders. For example: “EzeTraderConsole 4.7”

OrdStatus
[0..1]
char
1 = Accept 2 = Reject 3 = Expire 4 = Cancel 6 = Counter 9 = Pass

OutstandingQty
[0..1]
Qty
out standing quantity in partial unwind or assignments

OverallVolumeLimit
[0..1]
int
Volume restriction on entire order.

ParticipationRate9
[0..1]
float

PayPeriodMultiplier
[0..1]
int
period multiplier of payment dates

PBRESP
[0..1]
String
The prime broker’s advice status. Values: PENDGIVEUP, ACCEPT

PBRKR
[0..1]
String
The prime broker’s dealer acronym

PBSVC
[0..1]
String
The prime broker service. Values: Give-UP, GTS

PnlLocation
[0..1]
String
the location of PnL: NY – New York LD – London TK – Tokyo

PortfolioBuyValue
[0..1]
Amt
Dollar value of buys

PortfolioID
[0..1]
String
This field indicates the portfolio ID

PortfolioSellValue
[0..1]
Amt
Dollar value of sells

PremiumFee
[0..1]
float
premium fee for swaption

PremiumPayer
[0..1]
String
the payer of premium payer in swaption

Principal1
[0..1]
float
fee-adjusted principal

ProceedsCalBy
[0..1]
String
Dealer that calculates the trade proceeds

ProductVersion
[0..1]
String
Intended broker algo roduct version with respect to the broker FIX specification version. For example: “Algo 1.0”

QuoteYieldTo
[0..1]
String
Quote Yield To

ReadyToPrice
[0..1]
int
int0-yes 1-no

ReadyToTrade
[0..1]
Boolean
integer type: 0-yes 1-no

ReduceDeltaOption
[0..1]
String
Timing of delta reduction

ReferenceSecurityID
[0..1]
String
String: Identifies reference security.

ReferenceSecurityIDSource
[0..1]
String
String: Identifies the ID source of the reference security (tag 9633). Tag 9634 functions in the same manner as the standard FIX tag 22.

ReferenceSpread
[0..1]
float
Float: Specifies spread threshold in “BPS return since open”.

ReliabilityIndicator
[0..1]
Boolean
This field indicates the reliability of a security.

RemainingParty
[0..1]
String
account of the remaining counter party in swap or swaption

RemainingParty1
[0..1]
String

RemainingParty2
[0..1]
String

Requotable
[0..1]
String
Valid Values: Y – allow the other party to re-quoteN – re-quote is not allowed

Reserved
[0..1]
String

RESERVED1
[0..1]
String

RESERVED2
[0..1]
String

RESERVED3
[0..1]
String

RESERVED4
[0..1]
String

RESERVED5
[0..1]
String

RiskID
[0..1]
String

ROLLSON
[0..1]
String
The convention for determining the sequence of calculation period end dates. Valid Values: 1 to 31, EOM, or IMM

SchatzAsk
[0..1]
Price

SchatzBid
[0..1]
Price

SectorVariable
[0..1]
String
Enforce a sector-level constraint

SerialNo
[0..1]
String
2nd Part of unique Bloomberg serial number. (The 1st part of unique Bloomberg serial number is WorkStation)

SpotOptions
[0..1]
String
Use to store Stot Options

SpotPrice
[0..1]
float
Treasury Price

SpotYield
[0..1]
float
Treasury Yield

SpreadPctDiscount
[0..1]
Percentage
Spread discount in percentage

SpreadPctPremium
[0..1]
Percentage
spread % premium

SpreadPremium
[0..1]
Amt
Spread premium in dollars.

StAllocType
[0..1]
String
allocation type. Valid Values: 101 – Block 102 – New Allocation 103 – Full Unwind 104 – Partial Unwind 105 – Step-in Assignment 106 – Full RP Assignment 107 – Partial RP Assignment 108 – Full Internal Assignment 109 – Partial Internal Assignment 110 – Full 4-way Assignment 111 – Partial 4-way Assignment

StartPaymentDate
[0..1]
UTCDateOnly
date format. This indicates the starting payment date of interest rate.

STATE
[0..1]
String
state of the trading flow

StopPxAnchor
[0..1]
int
Int: Identifies anchor price when stop price is specified in relative terms.

StopPxOffset
[0..1]
float
Float: Offset relative to selected anchor for relative stop price.

StraddleInd
[0..1]
String
Indicates if it’s straddle or not. Y – Straddle N – not

StrategyUrgency
[0..1]
char
Char: Used in determining the optimal trading horizon. A higher urgency corresponds with a shorter duration.

SWSPRD
[0..1]
String
This is the diference in the rates for each side of the switch. For benchmark trades it is the composite spread at the time of trade. Max precision 5 decimal places, rounded to .00125 for benchmark spreads, .0001 for switches.

SyntheticBroker
[0..1]
String
Value representing the broker

SyntheticQty
[0..1]
Qty
A percentage or quantity of the order’s quantity, as defined by SyntheticQtyType, that represents the associated SyntheticType

SyntheticQtyType
[0..1]
char
0=Percentage 1=Quantity

SyntheticType
[0..1]
char
0=CFD 1=Swap 2=Give Up

ThirdPartyFullCalcPeriod
[0..1]
String

TicketOwner
[0..1]
String
Represents the trader who too ownership of the ticket

TicketStatus2
[0..1]
String
TicketStatus represents the internal status of the ticket.Possible Status: New – The client requested a quote Quoted – The trader sent a quote CustDone – The client accepted within the OTW time CustDoneConfirmed – Bloomberg confirmed the client accepted within the OTW CustEnd – The client passed Subject – The client accepted outside the OTW time DealerDone – The trader accepted DealerEnd – The trader passed CustTimeOut – The ticket timed out on the client DealerTimeOut – The ticket timed out on the trader

TicketTraders
[0..1]
MultipleStringValue
represents a list of traders (comma delimited) who received the ticket

TighterToTargetSchedule
[0..1]
int
Int: Determines whether the strategy sticks more closely to trading schedule.Valid Values: 0 = No (default) 100 = Yes

TimespanToQuote
[0..1]
int
This field would contain the time (in seconds) the trader has to submit his quote.

Tolerance2
[0..1]
PriceOffset
Maximum allowed delta

ToleranceUnit
[0..1]
String
Unit of Tolerance Value (%, $)

TradeClip
[0..1]
Amt
Trade clip in dollars

TradeClipPct
[0..1]
Percentage
Trade clip in percentage

TradeClipShares
[0..1]
Qty
Trade clip in shares

TriggerPx
[0..1]
Price
Price: Identifies trigger price in absolute terms.

TriggerPxAnchor
[0..1]
char
Char: Identifies anchor price when trigger price is specified in relative terms.

TriggerPxDirection
[0..1]
String
Designates Cents or BPS Better or Worse than a Trigger Price.

TriggerPxOffset
[0..1]
float
Float: Offset relative to selected anchor for relative trigger price in “BPS better than.”

TriggerQty
[0..1]
Qty
Strategy pounce trigger quantity (number of shares)

UnderlyingPxOffset
[0..1]
String

UnderlyingPxOffsetType
[0..1]
String

UQuoteRespType
[0..1]
int
This tag inherits all properties of QuoteRespType in FIX, and has an additional value option “100 – DoingAway”

Vendornetwork
[0..1]
String
Buy side to provide the Network that the trader is using to send in orders. For example: “NYFIX”

WorkedVolumeTarget
[0..1]
Percentage
Percentage: Volume target for the worked portion of the order.

YieldAdjustment
[0..1]
float
Yield Adjustment

YieldTo
[0..1]
String
Yield to value = M.C. P&A

LekSecuritiesCorp

Category: Brokerage

Message Functionality

List of user-defined fields for Lek Securities Corp.

Structure

Name | Mult. | Type | Description
LEKInternationalOrderParams1 | [0..1] | char | Parameters for order types for International Exchanges
LEKInternationalOrderParams2 | [0..1] | char | Parameters for order types for International Exchanges
LEKInternationalOrderTypes | [0..1] | char | Used to designate special order types for International Exchanges
LekSecuritiesCustomField1 | [0..1] | String |
LekSecuritiesCustomField2 | [0..1] | String |
LekSecuritiesCustomField3 | [0..1] | String |

LiquidityDirect

Category: Brokerage

Message Functionality

List of user-defined fields for Liquidity Direct.

Structure

Name | Mult. | Type | Description
SpreadMonicker | [0..1] | String | Describes the Spread Type. STD=Straddle, STG=Strangle, BUL= Call Vertical, BLT=Call Calendar, BER=Put Vertical, BRT=Put Calendar

LondonStockExchange

Category: Exchange

Message Functionality

List of user-defined fields for London Stock Exchange.

Structure

Name | Mult. | Type | Description
NetworkRequestID | [0..1] | String | From FIX 4.4 Network Status Request message.
NetworkRequestType | [0..1] | String | From FIX 4.4 Network Status message. Must be set to “1” – ie Snapshot.
NetworkResponseID | [0..1] | String | From Network Status Response message in FIX 4.4.
NetworkStatusResponseType | [0..1] | char | From Network Status Response message in FIX 4.4. Valid values 1=Full and 2=Incremental.
NoCompIDs | [0..1] | NumInGroup | Based on Network Status Response message from FIX 4.4. Count CompIDs being reported on.
RefCompID | [0..1] | String | Based on Network Status Response message in FIX 4.4 and CompID field in repeating group. Identifies CompID being reported on.
StatusValue | [0..1] | char | Based on Network Status Message in FIX 4.4. Valid values are 1=Connected, 3=Not Connected, 4=In Process.

MBASystemsLtd

Category: SoftwareVendor

Message Functionality

List of user-defined fields for MBA Systems Ltd.

Structure

Name | Mult. | Type | Description
AcpCrestRef | [0..1] | String | The Accepting Counterparty’s Crest reference
AcpLegalDisclaimer | [0..1] | String | Accepting Counterparty’s legal disclaimer
ContactEmailAddress | [0..1] | String | Contact email address
ContactPhoneNumber | [0..1] | String | Contact phone number
NetOrGrossIndicator | [0..1] | char | Whether price is net(0, default) or gross(1)
XbCrestRef | [0..1] | String | The Executing Broker’s Crest reference
XbLegalDisclaimer | [0..1] | String | Executing Broker’s legal disclaimer

MEFF

Category: Exchange

Message Functionality

List of user-defined fields for MEFF.

Structure

Name | Mult. | Type | Description
ExchangeTradeType | [0..1] | String | Exchange defined type of trade(String)
FixEngineName | [0..1] | String | A string value that contains a descriptive chain of software used by the client for the FIX connection. Only used for informative purposes.
NewSecuritySubscription | [0..1] | char | Specifies whether to subscribe to “New Securities” (Char)
ProprietaryFixProtocolVersion | [0..1] | String | Exact identification of the protocol used and expected by the initiator (String)
ReceivePendings | [0..1] | char | Used to indicate that the receipt of Execution Reports pending confirmation is required or not, that is those Execution Reports with OrdStatus [39] = A (Pending New), E (Pending Replace) or 6 (Pending Cancel)
SecondaryConfirmStatus | [0..1] | char | Describes the Give-up state (Char)

Mantara

Category: SoftwareVendor

Message Functionality

List of user-defined fields for Mantara.

Structure

Name | Mult. | Type | Description
CashTolerance | [0..1] | String |
LeadingLeg | [0..1] | String |
LegCash | [0..1] | String |
LegLimit | [0..1] | String |
LegRatio2 | [0..1] | String |
LongLimit | [0..1] | String |
Mantara1 | [0..1] | String |
Mantara2 | [0..1] | String |
Mantara3 | [0..1] | String |
Mantara4 | [0..1] | String |
Mantara5 | [0..1] | String |
PriceIntercept2 | [0..1] | String |
PriceMultiplier2 | [0..1] | String |
ShortLimit | [0..1] | String |

MarketAxess

Category: SoftwareVendor

Message Functionality

List of user-defined fields for MarketAxess.

Structure

Name
Mult.
Type
Description

ASWSpread
[0..1]
PriceOffset
Contains Asset Swap spread which is the difference between the Corp Yield and the ASW Yield. Format -NNN.DDD

BenchIDSource1
[0..1]
String
To be used with Tag 6693 (BenchmarkSecurityID). ID Source of the benchmark security – same values as Tag 22 (SecurityIDSource)

BloombergServerID
[0..1]
String
Identifier of the Bloomberg server that generated an order and allocation. Used for internal routing purposes. String – upto16 characters

BTDSCommissionIndicator
[0..1]
Boolean
Boolean field indicating if the price is inclusive of dealer commission.

BTDSPriceChangeCode
[0..1]
char
Describes the summary price change(s) the transaction caused for the issue traded. DataType=char Values: 0 = No Price/Yield Changed 1 = Last Price/Yield Changed 2 = Low Price-Yield Changed 3 = Last Price/Yield and Low Price/Yield Changed 4 = High Price/Yield Changed 5 = Last Price/Yield and High rice/Yield Changed 6 = High Price/Yield and Low Price/Yield Changed 7 = All Prices/Yields Changed

BTDSQuantityIndicator
[0..1]
char
Indicates in Quantity reported is actual or estimated. DataType=Char Values: A=Actual, E=Estimated

BTDSReportingPartySide
[0..1]
char
One character field to describe the side of trade being reported. Values: B=dealer bought securities from the customer, S= dealer sold securities to the customer, D= inter-dealer transaction (always from the sell side)

BTDSSaleCondition
[0..1]
char
Sale condition code for trades as reported by FINRA DataType=char Values: @ = Regular Trade C = Cash Trade N = Next Day R = Sellers Option A = Trades outside market hours W = Weighted Average Price Z = Sold Late S = No special condition applied

BTDSSecondModifier
[0..1]
char
Indicates whether there is a second sale condition that is applicable to the trade. DataType=char Values: A = Trades outside the market hours Z =Sold Late (Out of Sequence) S = No Second Modifier Applicable

BTDSSpecialPriceIndicator
[0..1]
Boolean
Boolean field indicating whether the transaction is a ‘Special Price Trade’ or not

CompetitiveStatus
[0..1]
String
Indicates the competitive status of each dealer quote (Done, Covered, Missed etc).

CreditRating
[0..1]
String
To be used with Repeating group 5114 – NoCreditRating. Data type is same as standard tag 255. Used to show ratings associated with RatingAgency (5113)

CrossExecID
[0..1]
String
For fixed income cross/swap trades – ExecID of the Execution Report for the other side of a cross/swap trade

DataSource
[0..1]
String
Identifier of system sending the market data. DataType=String

DealerQuoteFxRate
[0..1]
float
Quoted FX rate for each Dealer. Float. Direction is determined by SettlCurrFxRateCalc (tag 156)

DealerQuoteOrdQty
[0..1]
Qty
Quoted size for the Dealer. Always expressed in par

DealerQuotePrice
[0..1]
Price
Quoted level for the Dealer. Can be expressed as basis points spread, percentage yield, or percentage of par price, as specified in DealerQuotedPriceType

DealerQuotePriceType
[0..1]
char
Type of DealerQuotedPrice. Same values as PriceType. Supported values: 1 = percentage (of par) 6 = spread 9 = yield

DealerQuoteText
[0..1]
String
Free text comment field

DirtyPrice2
[0..1]
Price
All-in USD dirty price for the local market trades with FX component.

Exclude
[0..1]
Boolean
A boolean flag to indicate exclusion within a repeating block. Example: Used in NoDealers custom block (9690) to indicate exclusion of a particular DealerID (9691) from an order. Value: 1/0

FinOrderQty
[0..1]
Qty
Final order quantity. Used to support an inquiry model where the final inquiry size may be different than the original order size (OrderQty).

FRNIndex
[0..1]
String
Index used for calculating the current coupon value of a floating rate note

InsuranceCode
[0..1]
String
Insurance Code Identifier DataType: String

ISpread2
[0..1]
PriceOffset
Contains the Interest Rate Swap spread which is the difference between the Corp Yield and the IRS Yield. Format -NNN.DDD

LiquidityProvider
[0..1]
String
Contains the Legal entity long name or BIC code of dealer whose best quote on inquiry actually triggers the trade between MarketAxess and client trader. DataType=String

MADataID
[0..1]
int
Numeric field identifying each traded security in MarketAxess system. Unique per trade being reported in BTDS feed

MarketSegment
[0..1]
String
The Market Segment allows the requester to set the Market Segment that will be sent in a Mass Quote Response

MDEntryTransType
[0..1]
char
Trade Type reported in Market Data, used when MDEntryType = 2(Trade). DataType=char Values: 0=Done (New Trade), 1=Cancel, 2=Corrected

MktSpread
[0..1]
float
MarketAxess estimated market spread for the traded security. Datatype=float

MKTXActualDueAtTime
[0..1]
UTCTimestamp
Time of day indicating the time at which the client will see dealer responses

MKTXAllowPartialFill
[0..1]
Boolean
Optional flag indicating client’s desire to allow a partial-fill (not the same as MinQty).

MKTXAnalysisTo
[0..1]
String
Req’d field if 5661 exists. Defines the value against which cost analysis is being reported. DataType: String Defined Values are: Cover, Avg, BondTicker

MKTXAvailableActions
[0..1]
MultipleStringValue
Comma separated list of available actions, e.g. “CANCEL” “PASS,ACCEPT,COUNTER” “NONE”

MKTXBenefit
[0..1]
Amt
Difference between Traded Principle and calculated principle for the value of “MKTXAnalysisTo” (Cover, Avg, BondTicker) DataType: Amt Value: float field with 2 decimal point precision

MKTXComparisonPrice
[0..1]
float
Price for the value of “MKTXAnalysisTo” (Cover, Avg, BondTicker) DataType: Price Value: float field with 4 decimal point precision

MKTXDeltaDayPrice
[0..1]
float
Day over day change in price with respect to comparable size trade. If the bond did not trade during the prior day, no value is reported. Change computed against last trade from prior day. DataType=float

MKTXDeltaDaySpread
[0..1]
float
Day over day change in spread to treasury with respect to comparable size trade. If the bond did not trade during the prior day, no value is reported. Change computed against last trade from prior day. DataType=float

MKTXDeltaDayYield
[0..1]
float
Day over day change in yield with respect to comparable size trade. If the bond did not trade during the prior day, no value is reported. Change computed against last trade from prior day. DataType=float

MKTXDeltaMtdPrice
[0..1]
float
Month-to-date change in price with respect to comparable size trade. If the bond did not trade during the prior month, no value is reported. Change computed against last trade from prior month. DataType=float

MKTXDeltaMtdSpread
[0..1]
float
Month-to-date change in spread to treasury with respect to comparable size trade. If the bond did not trade during the prior month, no value is reported. Change computed against last trade from prior month. DataType=float

MKTXDeltaMtdYield
[0..1]
float
Month-to-date change in yield with respect to comparable size trade. If the bond did not trade during the prior month, no value is reported. Change computed against last trade from prior month. DataType=float

MKTXDeltaWeekPrice
[0..1]
float
Week over week change in price with respect to comparable size trade. If the bond did not trade during the prior week, no value is reported. Change computed against last trade from prior week. DataType=float

MKTXDeltaWeekSpread
[0..1]
float
Week over week change in spread to treasury with respect to comparable size trade. If the bond did not trade during the prior week, no value is reported. Change computed against last trade from prior week. DataType=float

MKTXDeltaWeekYield
[0..1]
float
Week over week change in yield with respect to comparable size trade. If the bond did not trade during the prior week, no value is reported. Change computed against last trade from prior week. DataType=float

MKTXDesiredDueAtTime
[0..1]
UTCTimestamp
Time of day indicating the time at which the client desires to see dealer responses

MKTXEstimatedQuantity
[0..1]
Qty
Reports the MarketAxess estimated quantity for a trade where tag 5640=E, i.e. the quantity falls beyond the range disseminated by FINRA for High Grade and High Yield bonds. DataType=Qty

MKTXInquiryState
[0..1]
char
Enumeration indicating MarketAxess Inquiry States

MKTXInquiryTimerDuration
[0..1]
int
Integer representing the number of minutes through which the specified MKTXInquiryTimerType will down-count to expiry.

MKTXInquiryType
[0..1]
char
Enumeration used to indicate MarkeAxess Quote Release model. Supported Values: 1-ASAP, 2-Holding Bin

MKTXLegBenchmarkSecurityID
[0..1]
String
Identifies a leg-specific benchmark security in multi-legged fixed-income trading

MKTXLegBenchmarkSecurityIDSource
[0..1]
String
Designates the source of the identifier of a leg-specific benchmark security in multi-legged fixed-income trading

MKTXLegTargetLevel
[0..1]
Price
Optionally specifies the desired target level sought by the client in multi-leg fixed-income trading.

MKTXListComment
[0..1]
String
Client-trader’s comment to dealers

MKTXListName
[0..1]
String
Names an inquirty-list

MKTXListRejectMode
[0..1]
char
Indicates whether MarketAxess should reject all list-items or only invalid list-items, if list contains invalid items. Values: 1 = RejectInvalidItemsOnly 2 = RejectAllItems The client OMS can use this field to control the action that MarketAxess will take, if MarketAxess validation finds that the list contains one or more invalid list-items.

MKTXListType
[0..1]
char
Indicates the type of MarketAxess inquiry-list. Valid values are: 1 = High Grade 2 = High Yield 3 = Euro (Spread) 4 = Euro (Price) 5 = Emerging Markets

MKTXPriceDiff
[0..1]
float
Difference between Traded Price and calculated price for the value of “MKTXAnalysisTo” (Cover, Avg, BondTicker) DataType: Price Value: float field with 4 decimal point precision

MKTXPricingProcess
[0..1]
char
Enumeration defining the types of benchmark-spotting workflows used to arrive at the final price of fixed-income trades. Supported Values:1 = Manual,2 = Phone, 3 = Auto, 4 = OneStep, 5 = Standard

MKTXQuoteReponseRejectReason
[0..1]
String
Text indicating rejection reason e.g. “Action invalid in this state”

MKTXReleaseTime
[0..1]
UTCTimestamp
UTCTimestamp Time of day indicating the time at which the client will see dealer responses

MKTXRevealNumberOfDealers
[0..1]
Boolean
Optional flag indicating client’s desire to reveal to each dealer to which this inquiry is addressed the number of dealers to which the inquiry is addressed.

MKTXSpottingProcess
[0..1]
String
Enumeration defining the types of benchmark-spotting workflows used to arrive at the final price of fixed-income trades.

MKTXTargetLevel
[0..1]
Price
Optional indication of sought target-level.

NewIssueIndicator
[0..1]
Boolean
Boolean flag indicating if a corporate or municipal bond is a new issue

NoMKTXCostAnalysis
[0..1]
NumInGroup
Repeating Custom Block for showing MKTX cost analysis calcs to clients. Exists if at least one type of cost analysis data is available. DataType: NumInGroup Value: 1.N, for number of cost analysis information provided

OASSpread
[0..1]
float
MarketAxess estimated option adjusted spread for the traded security. Datatype=float

OrderNote
[0..1]
String
This field is used to hold a list-level note on a list message.

OrigBCastSeqNo
[0..1]
SeqNum
Exists for a Cancel (5637=1) or Corrected (5637=2) trade report. This field contains the BCastSeqNo (tag 6103) of the trade that is being cancelled or corrected. DataType=SeqNum

OrigIssueAmt
[0..1]
Amt
Face value of the original issuance of a bond. DataType: Amt

ParSpread
[0..1]
float
MarketAxess estimated par spread for the traded security. Datatype=float

PortfolioName2
[0..1]
String

QuoteEntryDate
[0..1]
UTCDateOnly
Date the quote was initiated by quote originator

QuoteEntryTime
[0..1]
UTCTimestamp
Time quote was entered by orginator

QuoteRank
[0..1]
int
Added to the custom repeating group “NoDealers” (9690) for dealer responses assigning a numeric rank to a dealer quote.

SuspectTradeIndicator
[0..1]
Boolean
Boolean flag indicating if trade is a suspect trade.

TradingProtocol
[0..1]
String
The trading workflow used to negotiate the order.

TradingSystemID2
[0..1]
String
Identifier of the Trading System that processed an order or allocation. Used for internal routing purposes. String – upto 16 characters

ZSpread2
[0..1]
PriceOffset
<Spread or Benchmark Curve Data> Contains the Zero Coupon spread which is the difference between the Corp Yield and the zero-coupon Yield. Format -NNN.DDD

McNamaraGroup

Category: Consulting

Message Functionality

List of user-defined fields for The McNamara Group.

Structure

Name | Mult. | Type | Description
BloombergPriceEngPriceLevel | [0..1] | int | Numeric value between 1-3 to represent the Bloomberg Price Engine price level.

MercoInc

Category: InvestmentManager

Message Functionality

List of user-defined fields for Merco Inc.

Structure

Name | Mult. | Type | Description
testprice | [0..1] | Price |

MerrillLynch

Category: InvestmentManager

Message Functionality

List of user-defined fields for Merrill Lynch.

Structure

Name
Mult.
Type
Description

Annonymous
[0..1]
String

AvgPxInd
[0..1]
Boolean
The indicator denotes if / where the average price has been generated. This is an SFA Transaction Reporting Rule.

BidPriceImpAmount
[0..1]
Amt
Amount by which the BidPx has been improved.

CashRoundingIndicator
[0..1]
char
Indicate the rounding method when convert a cash base order to a share base order. Required for Cash base order U – Up D – Down

CleanUp
[0..1]
String

ClientCharID
[0..1]
int
Client Charity ID indicates the Client is exempt from paying stamp duty because of their Charity status – this needs to be reported to the Inland Revenue.

ClientIndicator
[0..1]
String

ClientMarketInd
[0..1]
char
Transaction reporting tag to establish the Side of the transaction that we are reporting: C for Client Side M for Market Side

CloseAuctionRate
[0..1]
Percentage
Close auction participation expressed as a percentage (0-100).

Coupon1
[0..1]
float
For Fixed Income; Coupon rate of the bond. Will be zero for step-up bonds.

CriteriaCheckFlag
[0..1]
Boolean
To indicate whether or not to apply criteria check to a strategy order

CrossCategory1
[0..1]
String

CrossDest
[0..1]
String

CrossDestExclusion
[0..1]
String

CrossExclusionIndicator
[0..1]
String

CrossID
[0..1]
String
Adoption of 548 for FIX 4.2 & Prior FIX version users

CrossPrice
[0..1]
Price

CrossResidualRatio
[0..1]
String

CrossType
[0..1]
int
Adoption of tag549 for FIX 4.2 & Prior FIX version users

DealLinkReference
[0..1]
String
This is a trade reference that is common to all Executions / Transaction Reporting Only and Settlement Only Transactions for a particular Order

DistributionType
[0..1]
char
Identify the distribution type of Futures: 1 – Actual 2 – Underlying

DynamicDriverType
[0..1]
String

EffectiveTime2
[0..1]
UTCTimestamp
For clients prior to FIX4.2 to indicate the effective time. Requested execution Start date/time – UTC date/time yyyymmddhhmmss

EvalueInterval
[0..1]
int
Number of seconds to wait between evaluation

ExcludeDest
[0..1]
String
Destination exclusion list.

ExcludePostDest
[0..1]
String

ExternalCustomerName
[0..1]
String
ML customer name

ExternalExchangeRef
[0..1]
String
External Exchange Reference

IndicativeOrderType
[0..1]
String

InstructNoInstruct
[0..1]
Boolean
Indicates whether or not a trade needs to be instructed for Settlement

LastQty2
[0..1]
Qty
Last Quantity for the far leg of a swap.

MaxCrossQty
[0..1]
Qty

MaxPostDest
[0..1]
int
Maxim number of destination/venues an order can be posted to

MinCrossQty
[0..1]
Qty

MLBenchmarkPrice
[0..1]
Price
ML Benchmark Price

MLBlockThreshold
[0..1]
Boolean
When calculating volume profile, ignore any block prints that are greater than the “ML Block Threshold”.

MLContraId
[0..1]
String
Merrill Lynch Contra Identifier

MLET10
[0..1]
String

MLET11
[0..1]
String

MLET12
[0..1]
String

MLET4
[0..1]
String

MLET5
[0..1]
String

MLET6
[0..1]
String

MLET7
[0..1]
String

MLET8
[0..1]
String

MLET9
[0..1]
String

MLETReserved1
[0..1]
String

MLETReserved2
[0..1]
String

MLETReserved3
[0..1]
String

MLETReserved4
[0..1]
String

MLETReserved5
[0..1]
String

MLETReserved6
[0..1]
String

MLETReserved7
[0..1]
String

MLETReserved8
[0..1]
String

MLETReserved9
[0..1]
String

MLETReserved10
[0..1]
String

MLETReserved11
[0..1]
String

MLETReserved12
[0..1]
String

MLETReserved13
[0..1]
String

MLETReserved14
[0..1]
String

MLETReserved15
[0..1]
String

MLETReserved16
[0..1]
String

MLETReserved17
[0..1]
String

MLETReserved18
[0..1]
String

MLExecService
[0..1]
String
ML Execution Service

MLExecutionInstruction
[0..1]
MultipleStringValue
This tag can contain multiple instructions, space delimited

MLGuarant
[0..1]
Boolean
ML Guaranteed Indicator Y – Guaranteed Price N – Not Guaranteed

MLMaxParticipate
[0..1]
Percentage
ML Maximum Participation % Max % market volume to participate in execution of order nnn (0-100)

MLMinParticipant
[0..1]
String

MLOrderCompletionInstr
[0..1]
char
ML Order Completion Instruction 1 – Trade to Completion 2 – Leave Residual

MLPegOption
[0..1]
char
Indication of pricing strategy (Values: 0 = Market, 1 = Chase Market, 2 = Bid, 3 = Offer, 4 = Last, 5 = Mid )

MLPlanning
[0..1]
String
ML Planning indication

MLPrimaryFlag
[0..1]
char
ML Primary or Composite flag P – Primary C -Composite(Default = Primary)

MLRiskFactor
[0..1]
String
ML Benchmark Rick Factor

MLSpecialOrderType
[0..1]
String
Extensions to the FIX Ordertype fields to support various ECN order types.

MLSpeedPrice
[0..1]
Price
Target Price for Speed trading

MLSpeedTargetPercent
[0..1]
Percentage
Target Percent for speed trading

MLSUser
[0..1]
String
RAM s_user

MLTargetParticipate
[0..1]
Percentage
ML Minimum Participation % Min % market volume to participate in execution of order nnn (0-100)

MLTransactionFundType
[0..1]
String
Transaction fund type

MLUPDATEUSER
[0..1]
String
RAM update user

MOC1Percent
[0..1]
float
Close auction rate for 1st(am)close for markets with 2 sessions.

MOO2Percent
[0..1]
float
Open auction rate for 2nd(pm)open for markets with 2 sessions.

NoOfExecutionDays
[0..1]
int
Indicate number of days for order to execute across. Can be used in conjuction with Market, GTC orders

OfferPriceImpAmount
[0..1]
Amt
Amount by which the OfferPx has been improved.

OpenAuctionRate
[0..1]
Percentage
Open auction participation expressed as a percentage (0-100).

OrderBenchmarkPrice
[0..1]
String

Pair1
[0..1]
String

Pair2
[0..1]
String

pair3
[0..1]
String

Pair4
[0..1]
String

Pair5
[0..1]
String

PairExecutionMethod
[0..1]
String

PairFormulaOffset
[0..1]
String

PairsRebalanceThreshold
[0..1]
String

PairsSuspendStatus
[0..1]
String

PariLegCoefficient
[0..1]
String

PassiveQty
[0..1]
Qty

PegDirection
[0..1]
char
Peg offset direction. Applying the pegging price if market moves into the applied direction: 1 – Up 2 – Down 3 – Either

PostResidual
[0..1]
String

PrefDest
[0..1]
String

PrefPostDest
[0..1]
String

PrimaryBookingID
[0..1]
String
Primary BookingID

RegulationID
[0..1]
String

RelativeIDSource
[0..1]
String

RelativeLimitDirection
[0..1]
String

RelativeLimitInstruction
[0..1]
String

RelativeLimitType
[0..1]
String

RelativeSecureID
[0..1]
String

RelatviePrice
[0..1]
String

ReportFlowFlag
[0..1]
Boolean
Controls reporting to various ML reporting systems.

SCANDestination
[0..1]
String

SCANIndicator
[0..1]
String

ScanLevel
[0..1]
String

SecondaryBookingID
[0..1]
String
Secondary Booking ID

ShowingFactor
[0..1]
String

SoftLimitFlag
[0..1]
Boolean

SpeedRelIDSource
[0..1]
String

SpeedRelPrice
[0..1]
Price

SpeedRelSecurityID
[0..1]
String

SpeedRelTargetPercent
[0..1]
Percentage

SpeedRiskFactor
[0..1]
String
Risk Factor for the Speed trading

StampConsid
[0..1]
Amt
This is the Stampable Consideration on a trade. It must always be displayed in GBP and will consist of Price multiplied by Quantity for Agency Trades. For Principal Trades, the Stampable Consideration will be equal to Price multiplied by Quantity plus Commissions & fees (but not including the Stamp Amount)

StartingPrice
[0..1]
Price

Stepsize
[0..1]
int
Number of ticks to move a posted price

StreamingQuoteTime
[0..1]
UTCTimestamp
Used for enabling/disabling FX mkt data

TradeType2
[0..1]
char
Describes Trade Types in more details Values: 1. Stock & Cash DVP(Delivery versus Payment 2. Book to Book Transfer 3 Stock & Cash FOP (Free of Payment) 4. Foreign Exchange Trade 5 Reporting Only Transaction 6 Settlement Only Transaction

TradingSessionID
[0..1]
String
adoption of tag336 in FIX4.2

TransReport
[0..1]
Boolean
Indicates that a trade needs to be transaction reported to the relevant regulatory body like the FSA, SFA, SEC etc etc.

TransStampStat
[0..1]
char
Indicates if Stamp Liability / No Stampo Liability

TriggerIndicator
[0..1]
String

UnderlyingSecurity
[0..1]
String
Underlying security symbol for stock Options

MiddleWareIdioms

Category: SoftwareVendor

Message Functionality

List of user-defined fields for Middle Ware Idioms.

Structure

Name | Mult. | Type | Description
ExecutionVersion | [0..1] | int | Number indicating the version of a trade. For example, a new trade would be version 1. A correction would be a version > 2, in incremental order.
OrderDate2 | [0..1] | UTCDateOnly | Date when the Order was created.

Millennium

Category: InvestmentManager

Message Functionality

List of user-defined fields for Millennium.

Structure

Name
Mult.
Type
Description

AbbreviatedPrice
[0..1]
Price
Contract PricePrice of the leg can be expressed as (a) Explicit Price (e.g. 7589) Explicit Price is a positive number without any prefix. (b) A price code expression (e.g. S + 10 which means settlement price plus ten) Valid price codes are S, YS, C, V ,M & B (basis) (c) A differential (e.g. -10 which means ten units lower than the price of the first leg) A valid differential is a number prefixed with either (+) or( – )

AggregateConversionQty
[0..1]
Qty
Aggregate conversion quantity of a CAP-DI order.

AllocationIndicator1
[0..1]
int
Determines whether an order should be “Public” allocated or “Crowd” Allocated during a parity allocation process. data Type is integer. Valid Values:1- Crowd, 2 – Public

AltPhone1
[0..1]
String
First Alternative Phone number

AltPhone2
[0..1]
String
Second Alternative phone number

AmntBought
[0..1]
Qty
Indicates the number of shares bought.

AmntSold
[0..1]
Qty
Indicates the number of shares sold.

AsOfIndicator1
[0..1]
Boolean
Specifies whether a trade is an As/Of Trade. Data type is Boolean.

AsOfTime
[0..1]
UTCTimestamp
Specifies the date and time an As/Of Trade took place. Data type is UTCTimestamp.

BoothID
[0..1]
String
Booth ID to which the request should be routed.

BranchID
[0..1]
String
Unique Branch office ID

CarryIndicator
[0..1]
Boolean
Indicates whether this message contains a single trade half/cross or a carry trade half/cross.Value Meaning 0 Outright 1 Carry

ClearingMatchID
[0..1]
String
Unique Match ID assigned by the clearing system

ClearingRefNo
[0..1]
String
A unique reference number assigned by the clearing system

ClearingSlipID
[0..1]
String
Unique Slip ID assigned by the Clearing System

ClearingStatus
[0..1]
char
Indicate the clearing status of the trade as communicated by the clearing house.

CMSInternalData
[0..1]
String
Internal data specific to CMS.

ContactFax
[0..1]
String
Contact FAX number

ContraID
[0..1]
String
This Alphanumeric field will contain the Order ID of the contra order that matched against with the order in focus.

ContraOrderOrigin
[0..1]
char
Indicates the type of the contra order. Possible values.1 – Firm Order 2 – BARS Order 3 – Specialist Quote 4 – Market Maker Quote 5 – Away Market Inbound 6 – Away Market Outbound

ConversionTick
[0..1]
char
Used for CAP DI orders. Valid Values:1 – Destabilising (Convert only on Destabilising tick) 2 – Stabilising (Convert only on Stabilising tick)

CrossIndicator
[0..1]
Boolean
Indicates a single trade half or a cross. Value Meaning 0 Single Trade Half 1 Cross

CrossQualifier
[0..1]
int
Identifies the cross qualifier. Data type in integer.Valid values:1=CNP, 2=None

CrossVariant
[0..1]
int
Identifies specific variant of defined cross type. Data Type is Integer. Valid Values 1=Cross, 2=Cross Only, 3=Mid point Cross, 4=IOC Cross, 5=PNP Cross)

DeltaAmnt
[0..1]
Qty
The change in position for a given instrument. Expressed as the number of shares, number of option series contracts etc.

DownloadRequestID
[0..1]
String
Unique ID assigned to a data download request.

DripInterval
[0..1]
int
The time interval for releasing drip qty. DataType is Integer. Specifies drip interval in seconds

DripQty
[0..1]
int
Quantity released per drip interval. Data type is integer.

ExecBy
[0..1]
String
Executing system erson ID for order executions. Information generally used by back-office billing.

ExplicitPromptDate
[0..1]
UTCDateOnly
Displays the explicit date that is derived from a prompt date code

FourWayAgreement
[0..1]
Boolean
Indicates the presence of a four way agreement between clients

Internalize
[0..1]
Boolean
Flag denoting whether to Internalize the order (Y) or not (N). Tag not being present is assumed to be Internalize = N.

LegReport
[0..1]
char
Indicate whether the execution report is generated for a multi-leg order or an individual leg of a multi-leg order

MatchingSlipID
[0..1]
String
Unique Slip ID assigned by the matching system

MatchRefNo
[0..1]
String
A unique reference number assigned by the matching system

MemberAddress
[0..1]
String
Mailing address of the member

MemberName
[0..1]
String
Descriptive name of the member firm

MemberVolume
[0..1]
Qty
Volume traded by a particular member

MguIndicator
[0..1]
Boolean
Indicates whether a trade notification is generated as a result of a MGU order execution.Valid values: 1 – MGU Execution 0 – Other

MustRefresh
[0..1]
Boolean
Indicates whether the market data recipient is required to process the message and refresh the order book. The data type is Boolean.

NoBranch
[0..1]
NumInGroup
Number of Branches

NoParam
[0..1]
NumInGroup
The number of parameters in the repeating group

NoPrompts
[0..1]
int
Number of Valid Prompt Dates (Futures) or expiry dates (options)

NumMsg
[0..1]
int
Number of messages resulting from a download request.

OldReferenceID
[0..1]
String
Original Reference ID of a correction/Cancellation Print sent to tape associated with a cancel/correct trade report

Omnibus
[0..1]
Boolean
Indicates whether the contra party is an omnibus name or not.

OrderOrigin1
[0..1]
char
Indicates the origina of the order. Possible values. 1 – Firm Order 2 – BARS Order 3 – Specialist Quote 4 – Market Maker Quote 5 – Away Market Inbound 6 – Away Market Outbound

ParamType
[0..1]
String
Parameter identifier/description.

ParamValue
[0..1]
String
The value of the parameter.

PendingAllocation
[0..1]
Boolean
Indicates whether the entering trader is responsible to allocate the execution and report allocations to the exchange in order to complete the transaction.Valid Values : Y – YES, N- NO

Post
[0..1]
String
Trading Post ID for the security.

PriceCode
[0..1]
String

PriceImprovementSide
[0..1]
char
Specifies the side to be price improved in a cross order.Valid Values: 1 – Buy only 2 – Sell only 3 – Buy and Sell

PrivateReference
[0..1]
String
Free form text up to 80 characters.

PromptDate
[0..1]
String
Expiry(options) / Delivery(Futures) date of the contractFor Futures this is either entered as an explicit date in DDMMYY or as an abbreviated date code (e.g. T – Tomorrow, c – Two days, 3 – 3 months, MMMYY – Monthly). For Options contracts, this field will be populated by the expiry month code in MMMYY

PublicReferece
[0..1]
String
Free form text up to 80 characters

ReferenceID
[0..1]
String
Tape print regional reference ID associated with a Trade report

RejectCode
[0..1]
String
To specify reject reason in user-defined FIX message types

ReqResponseStatus
[0..1]
char
Processing Status of a download request

ReqResponseTo
[0..1]
char
Indicate the Type of request being responded to

RequestID
[0..1]
String
Download Request ID

RequestType
[0..1]
char
Download Request Type

Reserved77
[0..1]
String

Reserved78
[0..1]
String

ShortCode
[0..1]
String
A defined set of codes used to represent specific Prompt Dates (Futures) or Expiry Dates (options)

SingleConversionQty
[0..1]
Qty
Single conversion quantity of a CAP-DI order

TradeNotificationID
[0..1]
String
Unique Identifier Assigned to the trade notification open for allocation.

TradeOrigin1
[0..1]
String

TradeTime
[0..1]
UTCTimestamp
Time at which the trade was negotiated between the parties.

TrdMatchTime
[0..1]
UTCTimestamp
date, time at which the trade was matched. format DDMMYYYY-HHMMSS

TurnAroundNumber
[0..1]
String
Turn Around Number assigned for the order.

NYFIXEuroMillennium

Category: Exchange

Message Functionality

List of user-defined fields for NYFIX Euro-Millennium.

Structure

Name | Mult. | Type | Description
PricePegType | [0..1] | char | Required for Euro-Millennium pegged order. Valid values:- B – Best Bid O – Best Offer L – Last Sell M – BBO Mid-Point

NYSE

Category: Exchange

Message Functionality

List of user-defined fields for NYSE.

Structure

Name | Mult. | Type | Description
ARCAExNewsType | [0..1] | String | enumerated value indicating the type of ARCAEx news message
AttributedQuote | [0..1] | Boolean | Tag assigned to an order to indicate that the submitter wants to be identified on the Archipelago quote feed. The submitter would be identified with their Archipelago ETPID.
BrokerFirmID | [0..1] | String | Identifies the firm associated with the IntroducingBadgeID[9448]
DbExecID | [0..1] | String | Execution Id assigned to both sides of a transaction and passed back to each party in the execution report.
DoNotArb | [0..1] | Boolean | If a block trade occurs at an away market an order container the don’t arb flag will re-price to the execution price of the block trade.
EndTime5 | [0..1] | UTCTimestamp | UTC Timestamp. Time/date combination represented in UTC in either YYYYMMDD-HH:MM:SS (whole seconds) or YYYYMMDD-HH:MM:SS.sss (milliseconds) format. Colons,dash, and period required.
ExtendedExecInst | [0..1] | char | Used in various NYSE Arca order types. Currently supported values are: “0” used to indicate that an order should not execute against a midpoint passive liquidity order, which could result in a sub penny fill.”1" to indicate an NYSE ARCA fast cancel
ExtendedPNP | [0..1] | char | used in conjunction with a post no preference order (execinst=6). Currently supported values are “P” for a PNP Plus order and “B” for a PNP blind order.
ProactiveifLocked | [0..1] | Boolean | When set it will designate an order sent as a PNP to go proactive if it locks the market.
ProspectusIndicator | [0..1] | Boolean | Indicates that an order should be considered part of a prospectus offering
StartTime6 | [0..1] | UTCTimestamp | UTC Timestamp. Time/date combination represented in UTC in either YYYYMMDD-HH:MM:SS (whole seconds) or YYYYMMDD-HH:MM:SS.sss (milliseconds) format. Colons,dash, and period required.

NYSEEuronext

Category: Exchange

Message Functionality

List of user-defined fields for NYSE Euronext.

Structure

Name | Mult. | Type | Description
AccountCode | [0..1] | String | Type of Account
CancelOnDisconnect | [0..1] | Boolean | If this field is set then it will mean that a mass cancellation of non-GTC orders, will be triggered on any type of logoff (ie logoff request, disconnection on failure, forced disconnection)
OtherLegLastPx | [0..1] | Price | For Basis and Against Actual trades only. Underlying cash leg price
OtherLegReferenceNo | [0..1] | String | For basis trades only. Free text field that provides a identifying reference for the cash leg
OtherLegSecurityID | [0..1] | String | The AMR for the other component leg of an Asset Allocation or a Prof Trade / or / ISIN code for the underlying cash leg that is part of a Basis or Against Actuals trade
OtherLegSecurityIDSource | [0..1] | String | Defines the value in OtherLegSecurityID (602)
OtherParty | [0..1] | String | ITM of the trader for the matching half trade submitted separately
PackageID | [0..1] | String | Trade Package Identifier
PostingAction | [0..1] | String | Four character posting action code for the first 4 strategy legs

Nasdaq

Category: Exchange

Message Functionality

List of user-defined fields for Nasdaq.

Structure

Name
Mult.
Type
Description

AdjBasePx
[0..1]
Price
Adjusted Base Price

AdvertisementInstruction
[0..1]
Boolean
An indication of whether or not the trade is to be subsequently advertised.

Anonymity
[0..1]
Boolean
Indicates wether a Firm wants to remain anonymous during order negotiations. Values are ‘Y’- Yes, ‘N’- No

AutoReplace1
[0..1]
Boolean
When order is direct to NYSE/ADOT, perform an Cancel/Replace before 5 minutes is reached.

BcastFilterFlag
[0..1]
Boolean
To be used for filtering unwanted messages when requesting to recover lost broadcast messages. Values Y/N

BcastSeqNo
[0..1]
SeqNum
Sequence number for broadcast messages.

BlkOrdFlag
[0..1]
Boolean
Used in Supermontage Inter Market. This flag indicates if the order is a block order. A block order is characterized by 10000 shares or more or $200000 or more.Values : Y/N. This is not a mandatory field.

BlockbusterSizableActionCode
[0..1]
char
A = Allow I = Inhibit For trade reporting.

BlockbusterSizableActionTime
[0..1]
UTCTimestamp
Time of receipt of action input or expiration of review period.

BlockbusterSizableStartTime
[0..1]
UTCTimestamp
Entry time of the blockbuster or sizable trade.

BlockSeqNumber
[0..1]
SeqNum
Block Sequence Number.

BranchSeqNbr
[0..1]
SeqNum
Branch/Sequence Number associated with a particular order or trade.

BreakIndicator
[0..1]
char
B = only buyer has broken, S = only seller has broken, X = both buyer and seller have broken, L = broken through market center

BuyTradeControlNumber
[0..1]
String
Used for Nordic Trade Reporting, this tag will carry the trade control number for the buy side of the trade.

CheapECN
[0..1]
Boolean
For none directed orders, try accessing the CheapECN first.

ClearBrokerInd
[0..1]
char
The Clearing Brokers are those firms who will clear the trade. Valid values: A = Active S = Suspended

ClearingBroker
[0..1]
String
Clearing broker ID.

ClearingPrice
[0..1]
Price
Price inclusive of commissions.

ClearingVenue
[0..1]
String
string

ClosePxType
[0..1]
char
Type of Closing Price. Values: 1- Last executed price of morning session. 2- Last executed price of morining session’s closing auction. 3- No trades during morning session (base price for reference). 4- Last execution price for day. 5- Last execution price of afternoon closing auction. 6- No trades during day (Price is used for reference).

CommitIdent
[0..1]
char
Commintment Indentifier. This field is populated with a 1-5 Alpha Numeric value on a Supermontage Intermarket execution report when an execution is effected with an ITS participant.

ComplaintCode
[0..1]
String
91 = block trade through 92 = locked market 93 = lock/ship 94 = pre open report 95 = quote error 96 = quote change 97 = resend comm. 98 = trade through 99 = why cancel

ComplResp
[0..1]
char
This is a Supermontage Intermarket flag. This is used to indicate the complaint ID (1-5 Alpha) to indicate the complaint you are responding to. This ID is obtained from NASDAQ market watch.

ContraBranchSeqNbr
[0..1]
String
8 chars. Required by OATS for trade reporting party QSR and AGU trades only. Does not apply to non-QSR or non-AGU entries.

ContraClearingAcct
[0..1]
String
The number of the clearing firm associated with the order entry firm. If you do not enter a number, then NASDAQ uses the default clearing number in the contra firm profile.

ContraOrderRestrictions
[0..1]
String

ContraTradePA
[0..1]
char
Contra Trade PA. Valid values: A = agency, F = firm, P = principal, R = riskless

DelayedDisseminationInst
[0..1]
String
Used in Trade Report Entry to detail the length of time a trade report should be held before dissemination.

DeskTraderID
[0..1]
String
Contains desk/trader ID.

DisplaySize4
[0..1]
Qty
Number of shares to be displayed

DisseminationTime
[0..1]
UTCTimestamp
Time of trade dissemination, for trades which dissemination is delayed.

ExecBrokerInd
[0..1]
char
The Executing Brokers are those firms on either side who “own” the trade. Valid values: A = Active S = Suspended

ExecObjType
[0..1]
char
Further defines the type of execution report. Values: Q- Quote, O- Order, N- Negotiated, X- Exchange Reported, A- All

IndexCMV
[0..1]
Price
Adjusted base price market value.

IndexID
[0..1]
String
Index identifier.

IndexMode
[0..1]
char
State of the Index. Values: O – Open, N – Normal, C – Closed

IndexValue
[0..1]
Amt
Value of the Index.

IndustryCode
[0..1]
String
Industry classification

InhibitTradeIndicator
[0..1]
char
Valid values: B = Buy side clearing firm inhibited the trade S = Sell side clearing firm inhibited the trade blank = Neither clearing firm has inhibited the trade A = One or both clearing firms have allowed the trade, as required.

InternalExternal
[0..1]
char
Used to designate whether a trade being reported was executed on the exchange it is being reported to (Internal) or another exchange (External).

IntroBrokerInd
[0..1]
char
The Introducing Broker is the firm who gives-up another firm during the execution of the trade. Valid values: A = Active S = Suspended

LiqProvOnly
[0..1]
Boolean
Flag is used to specify a Summary/Liquidity provider only order.

LockedIn
[0..1]
char
A = if locked-in by acceptance, else sell control number; S = if locked-in by acceptance with short sale indication (sent to OE responsible party accepting the trade only); X = if locked-in by acceptance with short sale exempt indication (sent to OE responsible party accepting the trade only); L = to denote an auto locked in trade against the contra side; Z = to denote a split locked in trade against the contra side

LockedInStatus
[0..1]
char
Contains the current status of the locked in trade. Valid values:A = The trade is still locked in (by trade acceptance) because both trading parties’ Break Trade transaction have not been received.M = The trade is still locked in (by trade matching) because both trading parties’ Break Trade transactions have not been received.B = The locked in trade is effectively broken because both trading parties’ Break Trade transactions have been received.

MajorClearingInd
[0..1]
char
Signifies that the CBID in the message is the MMID’s major clearing firm. A self-clearing firm will always be denoted as major. Valid values: M = Major N = not a major arrangement

Margin
[0..1]
char
Values: 0 – None, 1 – Buy, 2 – Sell, 3 – Both(buy and sell)

MarketID1
[0..1]
char
Identifier for a group of securities. Values: A – Group A, B – Group B, C- Group C, D – Group D.

Marketsection
[0..1]
String
Identifies section of market.

MassCancelRequestType1
[0..1]
char
Indicates type of mass cancel. Values: 1 – All orders for Firm, 2 – All orders for a Symbol, 3 – All orders for a ClientID, 4 – All orders for a Side, 5 – All orders for a Symbol and ClientID, 6 – All orders for a Symbol, ClientID and Side, 7 – All orders for a ClientID and Side, 8 – All orders for a Symbol and Side.

MinorCtrlNbr
[0..1]
String
NASDAQ-assigned 10-char control number used to identify each one of the minor trades used for a M2 trade match with the major trade.

MVEntryType
[0..1]
char
Type of Market Movement statistics. Values: 1 – Most advanced, 2 – Most declined, 3 – Most active by volume, 4 – Most active by value, 5 – Most active by number of trades, 6 – cumulative volume

NetChg
[0..1]
PriceOffset
Change of Index with reference to previous index value.

NetChgDirection
[0..1]
char
Indicates the direction of the NetChg. Values: 0 – Plus tick, 1 – Zero Plus Tick, 2 – Minus Tick, 3 – Zero Minus Tick, 4 – No change.

NetPctChg
[0..1]
Percentage
Percentage value of the net change.

NetTradeLimitInd
[0..1]
char
Contains “M” when the dollar amount of this trade contributes to the MM’s Net Amount Traded (NAT) so as to exceed the MM’s Net Trade Limit (NTL), or “O” when the dollar amount of this trade contributes to the OE’s NAT so as to exceed the OE’s NTL.

NewCtrlNbr
[0..1]
int
NASDAQ-assigned control number that will be used to identify the new split trade created from the M2 trade match that resulted from splitting either the major trade or one of the minor trades. If there was no new trade created, this field will contain 0 (zero).

NoMQEntries
[0..1]
NumInGroup
Count of market quote entries to follow.

NoMVEntries
[0..1]
NumInGroup
Count of Market Movement entries to follow.

NonReportingGUID
[0..1]
String
MPID of give up on the non-trade reporting party side.

Notes
[0..1]
String
To be used for additional information.

NYSEDirectPlus
[0..1]
Boolean
DirectPlus eligible order. Route to DirectPlus if enabled and Requirements for DirectPlus are satisfied.

OrdFillType
[0..1]
char
Used to further describe OrdType. Values: 0 – Partial Fill, 1 – Immediate of Cancel

OrdStatusRequestType
[0..1]
char
Defines the search criteria. Values: 0 – ClOrdID, 1 – By Symbol and Side, 2 – By Symbol, 3 – All.

OrigBidSize
[0..1]
Qty
The original buy side quantity of the quote as known to a Firm when sending a modification request.

OrigLeavesQty
[0..1]
Qty
The original quantity of the order as known to the user when sending a modification request.

OrigOfferSize
[0..1]
Qty
The original price of the order as known to the firm when sending a modification request.

OrigPrice
[0..1]
Price
The original price of the order as known to the firm when sending a modification request.

OverrideFlag
[0..1]
Boolean
Valid values:Y = Override N = No override

ParValue
[0..1]
char

PingAllECN
[0..1]
Boolean
Ping All ECN before sending the order to NYSE/ADOT.

PrevSesID
[0..1]
String
Id of previous trading session.

PxPctFlag
[0..1]
char
Values: P – Privious price, N – None.

QuoteAction
[0..1]
char
Describes the quote action to be taken. Values: A – Add, M- Modify, D – Delete.

QuoteRefID
[0..1]
String
Quote Identifier assigned by the exchange.

QuoteStatusReqType2
[0..1]
char
Defines search criteria for quotes. Values: 0 – QuoteID and Side, 1- Symbol and Side, 2 – Side, 3 – All.

RefreshSize
[0..1]
Qty
Indicates the quantity to which display size will be replenished from reserve size. Must be is shares, in a round lot multiple.

RegFeeFlag
[0..1]
String
Reserved for future use by Nasdaq.

RejectQty
[0..1]
Qty
Willl contain the quantity that was rejected

RelatedMarketCenter
[0..1]
String
NASD plans to amend Rule 6130 to require members to identify on transaction reports submitted to the TRF relating to clearing-only and other non-media entries, such as stepouts, reversals and riskless principal transactions, the market where the underlying transaction was reported, as applicable.

RelativeGTTLife
[0..1]
String
Life of GTT order rather than an expire time.

ReplyMsgCount
[0..1]
NumInGroup
Total count of messages making up reply.

ReportingGUID
[0..1]
String
MPID of give up on the trade reporting party side.

ReqID
[0..1]
String
Unique Id for the request assigned by requesting party.

ReserveSize
[0..1]
Qty
Indicates the quantity of the reserve size. Reserve size must be in shares either in round lot multiples or in mixed lots.

ResponsibilityInd
[0..1]
Boolean
The firm which takes responsibility for trade reporting functions. Valid values: Y = Yes N = No

RFQReferenceNo
[0..1]
String
Request for Quote reference number

RiskMgmtInd
[0..1]
char
Designates that the clearing relationship in this message is functionally Active. It also assigns responsibility to the correspondent or the clearing firm for the entry of all T+2 to T+N entries. Valid values for self-clearing firms are A, M, and D. Valid values: A = Active & correspondent cannot enter As of T+2 to T+N trades (except self-clearing) M = Active with Super-Cap Marker & correspondent cannot enter As of T+2 to T+N trades (except self-clearing) Y = Active & correspondent can enter As of T+2 to T+N trades (except self-clearing) N = Active with Super-Cap Marker, correspondent (non-self clearing) can enter As-of T+2 to T+N trades D = Deleted

SellTradeControlNumber
[0..1]
String
Used for Nordic Trade Reporting, this tag will carry the trade control number for the sell side of the trade.

SMAIQFlag
[0..1]
char
For Supermontage orders, this value is used to specify whether internalization is allowed on the order. Keep in mind that AIQ means anti-internalization.Valid Values: N – Internalize First. I – Do not internalize first but allow this order to match orders with the same MPID. Y – Never allow internalization.

SMAttribFlag
[0..1]
Boolean
For Supermontage orders, Indecates whether the order should be anonymous or not. If the tag is not present or if it is ‘N’ the order will be attributable. If the tag is ‘Y’ Supermontage will view the order as anonymous.

SMBnchdFlag
[0..1]
char
For Supermontage orders, 1 character keyword used to indicate bunched orders. The value if present should be ‘B’. This is passed back on execution reports.

SMPrImpFlag
[0..1]
Boolean
For Supermontage orders, a 1 character flag (Y/N) to indicate that price improvement is in effect. This field is passed back on execution reports.

SubMkt
[0..1]
String
Submarket code

ThinlyTradedFlag
[0..1]
Boolean
Values: Y – Yes, N – No.

TickSize2
[0..1]
PriceOffset
Minimum permitted price change.

TimestampCounterpart
[0..1]
UTCTimestamp

TimestampOwn
[0..1]
UTCTimestamp

TotalNumOfTrades
[0..1]
NumInGroup
Total number of trades.

TotalTurnover
[0..1]
Amt
Total turnover.

TradeCancelTime
[0..1]
UTCTimestamp

TradeQty
[0..1]
Qty
Executed trade quantity.

TradeRepAvailInd
[0..1]
char
States denoting the extent of a firm’s participation in Trade Reporting. Valid values: N = Not ready A = Available E = Effective Tomorrow U = Unavailable for technical reasons

TradeThruFlag
[0..1]
Boolean
The trade Through flag indicates if an execution in Supermontage Intermarket was traded through another market.Values : Y/N

TradeTypeFlag
[0..1]
char
Modifier flag. Values: V – VWAP, N – None.

TradeValue
[0..1]
Amt
Trade Value.

VersionID2
[0..1]
String
Version Identification in Block Header.

WaitPrimaryExchange
[0..1]
Boolean
Wait for the Primary Exchange to open before trading this order.

NationalQuotationBureau

Category: DataVendor

Message Functionality

List of user-defined fields for National Quotation Bureau.

Structure

Name | Mult. | Type | Description
BenchIDSource2 | [0..1] | String | Identifies the class of associated alternative BenchSecurityID used to define the underlying benchmark for Spread to Benchmark quotes
BenchSecurityID | [0..1] | String | The security ID used to define the benchmark security in the Spread to Benchmark quote, further qualified by the BenchIDSource field which determines the identification system
BidPriceType | [0..1] | String | Determines the type of price contained in the quote message. A=actual (default); S=spread to benchmark; D=discount to yield; Y=yield to maturity; P=convertible spread to parity; V=convertible vs stock; OW=Offer wanted; U=unpriced
Coupon2 | [0..1] | Percentage | Coupon rate of bond
FlatFlag | [0..1] | Boolean | Identifies a quote for a security which is traded flat N=No; Y=Yes
HedgeRatio2 | [0..1] | float | Hedge ratio e.g. 70.00 indicating 70% of associated stock in relation to quoted stock
ItemID | [0..1] | SeqNum | A sequence identifier permitting a series of updates to be ordered in time
LockCrossFlag | [0..1] | Boolean | If set to Y, forces a price (quote or advertisement) to be accepted even if the price is out of range. N=No, default Y=Yes, force price to be accepted even if out of range.
MarketMakerID | [0..1] | String | The market maker ID to be shown against a quote
MarketMakerName1 | [0..1] | String | Name of market maker
MaturityDate2 | [0..1] | UTCDateOnly | The securities maturity date expressed as a single field rather than using the existing FIX fields of MaturityMonthYear and MaturityDay
MMLocation | [0..1] | String | Text describing a market maker location (i.e. geopraphic location and/or desk)
NegativeBidPxFlag | [0..1] | Boolean | If present and set to Y, indicates that the price held in the price field (BidPx) should be treated as a negative value. N=No, the BidPx price is a positive value Y=Yes, the BidPx price is a negative value
NegativeOfferPxFlag | [0..1] | Boolean | If present and set to Y, indicates that the price held in the price field (OfferPx) should be treated as a negative value. N=No, the OfferPx price is a positive value Y=Yes, the OfferPx price is a negative value
NQBIssuerID | [0..1] | String | Used to track securities from the same issuer
NQBSecurityID | [0..1] | String | A unique ID for security, issued by NQB
OfferPriceType | [0..1] | String | Determines the type of price contained in the quote message. A=actual (default), S=spread to benchmark, D=discount to yield, Y=yield to maturity, P=convertible spread to parity, V=convertible vs. stock, BW=Bid wanted, BW U=unpriced
OpenFlag | [0..1] | Boolean | Indicates if Trader at Market Maker is open for trading or closed. Only quotes of open Traders should be considered live.
OTCBBFlag | [0..1] | Boolean | Indicates whether a Quote in the EQS is from the OTCBB N=Not from the OTCBB Y=From the OTCBB
PiggybackFlag | [0..1] | Boolean | Indicates if a security is qualified as 15c12-11 “Piggyback” exempt: Y=Yes; N=No
PurgeMessageCount | [0..1] | int | Total number of messages that were sent during a purge
PurgeReason | [0..1] | char | Indicates the reason for a database purge: 1=refresh at start of day; 2=as requested
PurgeSequenceNumber | [0..1] | SeqNum | A unique sequence number present in application messages during a purge, enabling Vendors to track progress of the purge.
PurgeStatusFlag | [0..1] | Boolean | N=purge starting, vendor should purge the database; Y=purge complete
Service | [0..1] | String | Indicates the NQB service under which a security is quoted. OP=Pink Sheets OY=Yellow Sheets OPL=Partnership Sheets OG=Global Quote
ShortName | [0..1] | String | Short name of security
StateOrCountry | [0..1] | String | For a US address specifies the state. For non-US address specifies the country
Telephone1 | [0..1] | String | A phone number
Telephone2 | [0..1] | String | A phone number
TraderID2 | [0..1] | String | Identifies a trader
TradingSuspendFlag | [0..1] | Boolean | Indicates if trading in the security has been halted for any reason: Y=Yes; N=No
UndSecurityExchange | [0..1] | String | Qualifies the UndSymbolID (UndSymbolID, UndSymbolSfx) supplied to define the symbol as issued by what exchange.
UndStockPrice | [0..1] | Price | The stock price of the underlying security for convertible spread to parity and convertible vs. stock quotes.
UndSymbol | [0..1] | String | Contains the security symbol for the underlying security of convertible securities for convertible spread to parity and convertible vs. stock quotes. The symbol is further qualified by the UndSymbolSfx and UndSecurityExchange fields.
UndSymbolSfx | [0..1] | String | Additional information about the underlying security (e.g. preferred, wts, etc.) underlying the quote, with an absence of the field indicating common for equities.
UnsolicitedFlag | [0..1] | Boolean | Indicates if the quote is to be treated as solicited or unsolicited: Y=Unsolicited agency order, N=Principal or Solicited Agency
UpdateType | [0..1] | char | Indicates the nature of a ‘database update’ message: 1=Update; 2=New; 3=Delete
USFirmFlag | [0..1] | Boolean | Indicates if the firm is resident in the US for the purpose of quotes generated by its traders. Y=Yes, a US based firm, N=N, a non US firm

NationalSecuritiesCompany

Category: InvestmentManager

Message Functionality

List of user-defined fields for National Securities Company.

Structure

Name | Mult. | Type | Description
IsShortCover | [0..1] | Boolean | Boolean: Decclare if the order is a short cover order (or not).

Nomura

Category: Bank

Message Functionality

List of user-defined fields for Nomura.

Structure

Name | Mult. | Type | Description
DarkBlockLimitPrice | [0..1] | Price | valid limit price for dark block posting
ExecInst | [0..1] | MultipleCharValue | Same as ExecInst (tag 18). Added as a user-defined field in case ExecInst cannot be used.
MaxDeltaNeutrality | [0..1] | Percentage | The percentage change in long position minus the percentage change in short position has to be less than this value.
MinAnytimeQty | [0..1] | Qty | Minimum anytime fill quantity on an order, for subsequent fills. Works alongside tag 110 as MinQty (which effectively acts as minimum initial quantity).
MinDeltaNeutrality | [0..1] | Percentage | The percentage change in long position minus the percentage change in short position
MinLeavesQty | [0..1] | Qty | Minimum order quantity to be left on an order. Potential fills which take LeavesQty (tag 151) below this value will not be executed.
RemainingPortfolioNetDeltaMax | [0..1] | int | for portfolio strategies, this field would indicate the max delta in dollar terms for the remaining portfolio
RemainingPortfolioNetDeltaMin | [0..1] | int | for portfolio strategies, this field would indicate the min delta in dollar terms for the remaining portfolio
SchedulingDays | [0..1] | int | No. of days for which a trade is scheduled to trade
TargetVolumeReference | [0..1] | Qty | The target volume specification to be used in reference to primary market volume profile, or primary plus alternate market volume profiles
TradingPortfolioNetDeltaMax | [0..1] | int | for portfolio strategies, this field would indicate the max delta in dollar terms for the overall portfolio
TradingPortfolioNetDeltaMin | [0..1] | int | for portfolio strategies, this field would indicate the min delta in dollar terms for the overall portfolio
TriggerQtyADVPct | [0..1] | Percentage | Strategy trigger quantity specified as a percentage of ADV.
TriggerQtyNotional | [0..1] | Amt | Strategy trigger quantity specified as a notional value in local currency.
TriggerQtyOrderPct | [0..1] | Percentage | Strategy trigger quantity specified as a percentage of the order size.

Novita

Category: Bank

Message Functionality

List of user-defined fields for Novita.

Structure

Name | Mult. | Type | Description
OrderSequence | [0..1] | int | Counter of order changes

OMGroup

Category: InvestmentManager

Message Functionality

List of user-defined fields for OM Group.

Structure

Name | Mult. | Type | Description
BidVolLimit | [0..1] | String |
BidVolMultiplier | [0..1] | int | Bid Volume Multiplier for an Improvement QuoteInteger
DepositoryID | [0..1] | String | Clearing house security ID
DepositoryIDSource | [0..1] | char | Type of Clearing house security ID: =1 (CUSIP) =2 (SEDOL) =4 (ISIN)String
ExchangeQuoteID | [0..1] | String | Quote ID returned from exchange
ExchangeSymbolName | [0..1] | String | Symbol name used to identify instrument on a local exchange.
ExchangeTradingStatus | [0..1] | String | The trading status of stocks listed on ‘other’ exchanges.
JIWAYTradingStatus | [0..1] | String | Indicates the current trading status of stocks listed on the Jiway Exchange.
LockStatus | [0..1] | Boolean | Indicates whether an order is locked (temporarily) on the orderbook.Boolean
NoTickBands | [0..1] | NumInGroup | Number of tick bands in the following repeating group.Integer
OfferVolLimit | [0..1] | int | Offer Volume Limit for an Improvement QuoteInteger
OfferVolMultiplier | [0..1] | int | Offer Volume Multiplier for an Improvement QuoteInteger
OrderBookID | [0..1] | String | The identity of a market place partition.String
OrderMaxValue | [0..1] | Price | Maximum order valuePrice
OrderMinValue | [0..1] | Price | Minimum order valuePrice
OrdStatusReqType | [0..1] | Boolean | Discriminates between a standard Order Status Request (=0), and a non-standard Trade History query (=1)
QuoteStatusReqType1 | [0..1] | char | Discriminates between a Price Quote Status Request (=0), and an Improvement Quote Status Request (=1).Char
SecuritySuspended | [0..1] | Boolean | Indicates whether the security is suspended from tradingBoolean
SettlDate | [0..1] | UTCDateOnly | The settlement date for a trade.UTCDateOnly
TickBandHigh | [0..1] | Price | Tick band high pricePrice
TickBandLow | [0..1] | Price | Tick band low pricePrice
TickBandType | [0..1] | char | Tick band type: =1 (DAY orders) =2 (quotes and IOC orders)Char
TickSize1 | [0..1] | Price | Tick sizePrice
TradeMode | [0..1] | char | Trade type. =1 (Standard. The trade is a normally registered trade). Other values (2-8) reserved for future use.Char
TradeSequence1 | [0..1] | int | When the deal is created during the day:=2 (trade entered by operations/administration staff) =101 (normal trading) =102 (traded out of sequence; used for trades that have been hedged)Integer
TradingSessionID2 | [0..1] | String | The identity of a group of instruments which share trading session characteristics, e.g. when their state changes from Waiting to TradingString

OMX

Category: Exchange

Message Functionality

List of user-defined fields for OMX.

Structure

Name | Mult. | Type | Description
AskMarketSize | [0..1] | Qty | Aggregated quantity of Ask market orders.
BidMarketSize | [0..1] | Qty | Aggregated quantity of Bid market orders.
NoOfMarketMakers | [0..1] | NumInGroup | The number of Market Makers that are quoting in the series on the side with the largest number of quotes.
SendingTimeJavaEpoch | [0..1] | int | Time when the message is sent. 64-bit integer expressing the number of milliseconds since midnight January 1, 1970.
SeriesNumber | [0..1] | int | 16-bit Integer identifying the Series. Used together with the UnderlyingNumber (5295) to uniquely identify a Series.
UnderlyingNumber | [0..1] | int | 16-bit Integer identifying the Underlying

ObjectTrading

Category: SoftwareVendor

Message Functionality

List of user-defined fields for Object Trading.

Structure

Name | Mult. | Type | Description
Reserved86 | [0..1] | String |
Reserved87 | [0..1] | String |
Reserved88 | [0..1] | String |
Reserved89 | [0..1] | String |
Reserved90 | [0..1] | String |
Reserved91 | [0..1] | String |

Omgeo

Category: MarketInfrastructure

Message Functionality

List of user-defined fields for Omgeo.

Structure

Name
Mult.
Type
Description

AllocConfirmErrorParamFlag
[0..1]
Boolean
This is a flag to indicate the presence of one or multiple error parameter(s). This flag is specific for the Allocation or Confirmation trade.

BlockErrorParamFlag
[0..1]
Boolean
This is a flag to indicate the presence of one or multiple error parameter(s). This flag is specific for the Block trade.

OmgeoAlertCountryCode
[0..1]
String
Omgeo ALERT specific field. Used for ALERT settlement instruction lookup. Codes are not ISO country codes.

OmgeoAlertMethodType
[0..1]
char
Omgeo ALERT specific field. The ALERT clearing method type, used for ALERT settlement instruction lookup.

OmgeoAlertSecurityType
[0..1]
char
Omgeo ALERT specific field. The ALERT security type code used for ALERT settlement instruction lookup.

OmgeoAlertSettlementModelName
[0..1]
String
The ALERT Settlement Model Name used for ALERT settlement instruction lookup.

OmgeoAllSecurityTypeGroups
[0..1]
Boolean
Omgeo CTM FIX Interface specific field. Used in the query message to query for ALL asset classes (Security Type Groups). Value: Boolean – Y/N

OmgeoAlternateCurrency
[0..1]
Currency
Omgeo CTM FIX Interface specific field. Alternate Currency code corresponding to the Alternate Cash Account of IM with the Custodian as defined by Omgeo ALERT SSI.

OmgeoBlockChargesOrTaxesAmount
[0..1]
Amt
Amount associated with the Block level Charge or Tax type.

OmgeoBlockChargesOrTaxesCurrency
[0..1]
Currency
Currency associated with the Block level Charge or Tax type.

OmgeoBlockChargesOrTaxesType
[0..1]
char
Field identifying the Block level Charge or Tax type.

OmgeoBlockCommissionAmount
[0..1]
Amt
The amount of commission, drawdown or other reduction from or in addition to the deal price. When commissions are specified as percentages, CTM multiplies the value entered by 0.01.

OmgeoBlockCommissionCurrency
[0..1]
Currency
Currency of the amount indicated in the Omgeo block commission amount field. ISO codes used.

OmgeoBlockCommissionType
[0..1]
String
The commission type. Allowed values are EXEC (executing broker’s commission), LOCO (local broker’s commission), SPCN (special concessions) and TCOM (total commissions).

OmgeoBlockSettlementIndicator
[0..1]
Boolean
Flag/Indicator (Y – only) which specifies whether a given allocation was eligible for Block Settlement.

OmgeoBrokerCapacity
[0..1]
char
Broker Capacity on a trade.

OmgeoBrokerCountryOfIssue
[0..1]
Country
Omgeo CTM specific field. Indicates CountryOfIssue as entered by the executing broker.

OmgeoBrokerIDSource
[0..1]
String
Omgeo CTM specific field. Indicates the IDSource as entered by the executing broker.

OmgeoBrokerRegMembership
[0..1]
char
Enumeration for Regulatory Memberships: 1=SIPC, 2=FINRA.

OmgeoBrokerRestrictions
[0..1]
char
Indicates restrictions on a Broker confirm trade. Following are the enumerations: 1 = Program Trade 2 = Index Arbitrage 3 = Non-Index Arbitrage 4 = Competing Market Maker 5 = Acting as Market Maker or Specialist in the security 6 = Acting as Market Maker of Specialist in the underlying security of a derivative security 7 = Foreign Entity (of foreign government or regulatory jurisdiction) 8 = External Market Participant 9 = External Inter-connected Market Linkage A = Riskless Arbitrage

OmgeoBrokerSecurityID
[0..1]
String
Omgeo CTM specific field. The SecurityID as entered by the executing broker.

OmgeoBySideCompleteIndicator
[0..1]
Boolean
This field tells client that the trade requires no further action on their side, meaning if the Trade Side is NOT MATCH AGREED (NMAG) then some condition on the counterparty side of the trade is preventing it from going to MATCH AGREED (MAGR)

OmgeoCommissionReason
[0..1]
String
The commission reason code at the Block level.

OmgeoCommissionSharingType
[0..1]
String
Used inside the BrokerOfCredit/Directed Commission Nested Party to indicate type of commission sharing. Allowed values are: CLDI (client directed); SOFT (soft dollar); STEP (step out trade); STPI (step in trade).

OmgeoCommSharingBasisIndicator
[0..1]
String
This field identifies the commission sharing basis under which the trade was executed. Allowable values are: PERC(percent); FLAT(flat rate); or PERU(rate per share)

OmgeoCompleteStatus
[0..1]
String
Omgeo CTM specific field. Indicates the complete status.

OmgeoConfirmCommissionReason
[0..1]
String
Omgeo CTM FIX interface specific field. Omgeo Commission Reason Code at the Confirmation level.

OmgeoConfirmCommissionType
[0..1]
String
Omgeo CTM FIX interface specific field. Omgeo Commission type at the Confirmation level.

OmgeoContinuationString
[0..1]
Boolean
Indicator to get more records when querying. Valid Values: Y/N.

OmgeoCounterpartyTradeSideID
[0..1]
String
Omgeo CTM assigned Counterparty Tradeside ID.

OmgeoCptyAlertCountryCode
[0..1]
String
Omgeo specific field used for Counterparty ALERT SSI lookup.

OmgeoCptyAlertMethodType
[0..1]
String
Omgeo specific field used for Counterparty ALERT SSI lookup.

OmgeoCptyAlertSecurityType
[0..1]
String
Omgeo specific field used for Counterparty ALERT SSI lookup.

OmgeoCptySettlInstSourceInd
[0..1]
String
Indicates the source of Counterparty Settlement Instructions. Valid values: MANI = Manual entry ALRT = ALERT database

OmgeoCurrSettlInstructionNum
[0..1]
String
This corresponds to the Current Settlement Instruction Number for a Dependent/Omnibus Allocation. This field corresponds to the SWIFT SETT code.

OmgeoDeliveryChannel
[0..1]
String
Part of the TPMessageDelivery composite, this field contains the delivery channel parameter for the third party destination profile for this notification.

OmgeoDisclosureIndicator
[0..1]
Boolean
Indicator (Y/N) for certain Disclosures namely Other Remuneration, Odd Lot Differential and Asset Backed.

OmgeoDisclosureStatement
[0..1]
String
10b-10 field to capture the Disclosure/Disclaimer statement.

OmgeoDisclosureType
[0..1]
char
Enumeration for 10b-10 Disclosure Statement : 1 = Other Remuneration, 2 = Odd Lot, 3 = Order Flow, 4 = Redemption, 5 = Asset backed.

OmgeoEBVersionOfTradeSide
[0..1]
String
This field is present only on response messages to help the Executing Broker determine if the trade information they are currently receiving is in sync with the prior version of the trade information they may have retrieved.

OmgeoErrorFIXTag
[0..1]
int
FIX Tag which was cause of error at the Block level.

OmgeoErrorKey
[0..1]
String
Omgeo CTM specific field. An identifier representing the error message.

OmgeoErrorParamValue
[0..1]
String
Omgeo CTM FIX Interface specific field. This field would give the detailed value for an ErrorParameter of Type=Value for a Block trade.

OmgeoErrorText
[0..1]
String
Omgeo CTM specific field. A human-readable description of the error.

OmgeoErrorXPath
[0..1]
String
Omgeo CTM specific field. The XPath of the CTM field, which caused the error.

OmgeoFXDealCurrencyCode
[0..1]
String
Allows the user to instruct the recipient of a settlement instruction to perform an FX deal.

OmgeoGoodThroughDateTime
[0..1]
UTCTimestamp
Used to indicate on a query response all records retrieved till a certain time when the response was returned.

OmgeoHeaderFooterFormat
[0..1]
String
Part of the TPMessageDelivery composite, this is the header footer format parameter for the third party destination profile for this notification.

OmgeoIMVersionOfTradeSide
[0..1]
String
This field is present on response messages to help the Instructing Party determine if the trade information they are currently receiving is in sync with the prior version of the trade information they may have retrieved.

OmgeoIndividualErrorFIXTag
[0..1]
int
FIX Tag which was cause of error at the confirm level.

OmgeoIndividualErrorKey
[0..1]
String
Omgeo CTM specific field. An identifier representing the error message.

OmgeoIndividualErrorParamValue
[0..1]
String
Omgeo CTM FIX Interface specific field. This field would give the detailed value for an ErrorParameter of Type=Value for an Allocation/Confirmation trade.

OmgeoIndividualErrorText
[0..1]
String
Omgeo CTM specific field. A human-readable description of the error.

OmgeoIndividualErrorXPath
[0..1]
String
Omgeo CTM specific field. The XPath of the CTM field, which caused the error.

OmgeoInitialMarginAmount
[0..1]
Amt
Omgeo CTM FIX Interface specific field. This field indicates the Initial Margin Amount.

OmgeoInitialMarginTypeCode
[0..1]
String
Omgeo CTM FIX Interface specific field. This field defines the Initial Margin Type.

OmgeoL2MatchingProfileName
[0..1]
String
Omgeo CTM specific field. Specifies the name of the L2 matching profile.

OmgeoMarkupMarkdown
[0..1]
Amt
Amount of MarkUp/MarkDown

OmgeoMatchAgreedStatus
[0..1]
String
Omgeo CTM specific field. Indicates the trade is matched at the trade level and trade details, is complete and has no errors.

OmgeoMessageFormat
[0..1]
String
Part of the TPMessageDelivery composite, this is the message format parameter for the third party destination profile for this notification.

OmgeoMinLastUpdateDateTime
[0..1]
UTCTimestamp
Used for querying to get all details from last time the query was executed.

OmgeoMoreFlag
[0..1]
Boolean
Indicates in the query response if there are additional records when querying. Valid Values: Y/N.

OmgeoNoBlockChargesOrTaxes
[0..1]
NumInGroup
Number of repeating groups of Charge or Tax types at the Block level.

OmgeoNoBlockCommissions
[0..1]
NumInGroup
This field indicates the number of block commission groups that are provided on the message.

OmgeoNoDisclosures
[0..1]
NumInGroup
Number of repeating groups of 10b-10 Disclosure Statement.

OmgeoNoErrorParameter
[0..1]
NumInGroup
Omgeo CTM FIX Interface specific field. A Composite of fields used to denote the Number of Error Parameters and their details for a Block trade.

OmgeoNoErrors
[0..1]
NumInGroup
Omgeo CTM specific field. Number of repeating groups of block-level errors.

OmgeoNoFieldComparisons
[0..1]
NumInGroup
Number of repeating groups of Block level Field Comparisons.

OmgeoNoIndividualErrorParameter
[0..1]
NumInGroup
Omgeo CTM FIX Interface specific field. A Composite of fields used to denote the Number of Error Parameters and their details for a Allocation/Confirmation trade.

OmgeoNoIndividualErrors
[0..1]
NumInGroup
Omgeo CTM specific field. Number of repeating groups of allocation account-level errors.

OmgeoNoIndividualFieldComparison
[0..1]
NumInGroup
Number of repeating groups of Confirmation level Field Comparisons.

OmgeoNoRegMemberships
[0..1]
NumInGroup
Number of repeating groups of Regulatory Membership.

OmgeoNoSecurityTypeGroups
[0..1]
NumInGroup
Omgeo CTM FIX Interface specific field. This field denotes the Number of OmgeoSecurityTypeGroup.

OmgeoNoSettlTransCondIndicators
[0..1]
NumInGroup
Omgeo CTM specific field. Number of repeating OmgeoSettlementTransactionIndicator entries.

OmgeoNoSWIFTDifferences
[0..1]
String

OmgeoNoTDBusinessExceptionCodes
[0..1]
NumInGroup
Omgeo CTM specific field. Number of repeating groups for TradeDetail business exceptions.

OmgeoNoTDL2FieldsSameValueEval
[0..1]
NumInGroup
Omgeo CTM specific field. Number of repeating groups of (maximum of 40) trade detail L2 fields and the field’s same value evaluation.

OmgeoNoTDWorkflowModifier
[0..1]
NumInGroup
This would specify the Number of OmgeoTDWorkflowModifier which could be present within this NumInGroup field

OmgeoNoThirdPartyData
[0..1]
NumInGroup
This field indicates the number of Third Party Data blocks that are provided on the message.

OmgeoNoTLBusinessExceptionCodes
[0..1]
NumInGroup
Omgeo CTM specific field. Number of repeating groups for business exceptions

OmgeoNoTLL2FieldsSameValueEval
[0..1]
NumInGroup
Omgeo CTM specific field. Number of repeating groups of (maximum of 40) trade level L2 fields and the field’s same value evaluation

OmgeoNoTLWorkflowModifier
[0..1]
NumInGroup
This would specify the Number of OmgeoTLWorkflowModifier which could be present within this NumInGroup field

OmgeoNoTradeTransCondIndicators
[0..1]
NumInGroup
Omgeo CTM specific field. Number of repeating OmgeoTradeTransactionIndicator entries.

OmgeoNoWorkflowType
[0..1]
int
Omgeo specific field which would specify the number of OmgeoTLWorkflowType.

OmgeoOmnibusExpected
[0..1]
Boolean
Flag/Indicator which indicates that the client would be submitting an omnibus allocation for the given block trade.

OmgeoPlaceOfSafekeeping
[0..1]
String
Omgeo CTM specific field. Place where to the best of the fund manager’s knowledge, its securities are or should be kept (before settlement of a delivery or after settlement of a receive instruction).

OmgeoPlaceOfSafekeepingPlace
[0..1]
String
Omgeo specific field. Indicates whether BIC provided is for a Custodian NCSD, ICSD or Shares Held Elsewhere. Valid values: CUST NCSD ICSD SHHE

OmgeoPlaceOfSafekeepingType
[0..1]
String
Omgeo CTM specific field. Indicates type of PSAFE value being provided: BIC or Country Code. Valid values: BIC COUN

OmgeoPlaceOfSafekeepingValue
[0..1]
String
Omgeo CTM specific field. Indicates the PSAFE value. Will be either a BIC or an ISO Country Code.

OmgeoPoolReference
[0..1]
String
This is the common Pool Reference Number which links the Omnibus allocation with its dependents.

OmgeoPremiumAmount
[0..1]
Amt
Omgeo CTM FIX Interface specific field. The amount paid by the buyer to the seller of the contract. This amount is calculated from the execution price and the number of contracts.

OmgeoRejectComponentFlagAlloc
[0..1]
String
Omgeo CTM specific field. Indicates an allocation has been rejected.

OmgeoRejectComponentFlagBlock
[0..1]
Boolean
Omgeo CTM specific field. Indicates a Block has been rejected.

OmgeoSecurityTypeGroup
[0..1]
String
Omgeo CTM FIX Interface specific field. This field is used to denote the SecurityTypeGroup (Asset Class).

OmgeoSettlementViewIndicator
[0..1]
Boolean
Omgeo CTM specific field. Indicates whether an Allocation Report represents a Settlement view or describes a status change.

OmgeoSettlInstProcNarrative
[0..1]
String
This field would hold the entire SSI provided by Investment Manager or Executing Broker if 9048 or 7512=MANI

OmgeoSettlInstrSourceIndicator
[0..1]
String
Omgeo CTM specific field. Indicates the source of settlement instructions. If not present, settlement instructions will not be enriched and manual settlement instructions included in the message will not be processed.

OmgeoSettlTransCondIndicator
[0..1]
String
Omgeo CTM specific field. Indicates the bargain conditions for the trade.

OmgeoShowHiddenFieldsIndicator
[0..1]
Boolean
Omgeo CTM specific field. An indicator for hiding data from the counter party.

OmgeoSWIFTBuyerSeller
[0..1]
String

OmgeoSWIFTDifferenceFlag
[0..1]
String

OmgeoSWIFTDifferences
[0..1]
String

OmgeoSwiftFieldName
[0..1]
String

OmgeoSwiftNewValue
[0..1]
String

OmgeoSwiftOldValue
[0..1]
String

OmgeoSwiftTagQualifier
[0..1]
String

OmgeoTDBusinessExceptionCode
[0..1]
char
Omgeo CTM specific field. A reason code for TradeDetail business exceptions.

OmgeoTDCancelText
[0..1]
String
Omgeo CTM FIX interface specific field. This would have any Cancel Reason Text at the Confirmation level.

OmgeoTDErrorSeverity
[0..1]
String
Severity of the Asynchronous Error for the Broker’s Confirmation trade. Valid values are: INFO, WARN and FATL.

OmgeoTDErrorStatus
[0..1]
String
Status of Asynchronous Error for the Broker’s Confirmation trade. Valid values are: OPEN (Open) and CLSD (Closed).

OmgeoTDExecutingBrokerValue
[0..1]
String
Executing Broker’s value of the Confirmation level L2 Matching field.

OmgeoTDFieldLevelL2MatchRule
[0..1]
String
Investment Manager set matching rule of the Allocation/Confirmation level L2 Matching field.

OmgeoTDFieldLevelMatchRule
[0..1]
String
Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule for an Allocation/Confirmation trade.

OmgeoTDFieldLevelMatchStatus
[0..1]
String
Match status of the Confirmation level L2 Matching field.

OmgeoTDFieldMatchRuleDescription
[0..1]
String
Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule description for an Allocation/Confirmation trade.

OmgeoTDFieldName
[0..1]
String
Omgeo CTM FIX Interface specific field. Denotes L1/L2 Field Name for an Allocation/Confirmation trade.

OmgeoTDHighestErrorSeverity
[0..1]
char
Omgeo CTM specific field. The highest Error Severity code within the Trade detail.

OmgeoTDInstructingPartyValue
[0..1]
String
Investment Manager’s value of the Allocation level L2 matching field.

OmgeoTDISITCRejectReasonCode
[0..1]
String
ISITC Reject Reason Code while rejecting a Confirm trade.

OmgeoTDL2FieldName
[0..1]
String
Omgeo CTM specific field. Name of L2 Field.

OmgeoTDL2SameValue
[0..1]
String
Omgeo CTM specific field. Indicates if the value of the OmgeoTDL2FieldName supplied by the Broker is the same as the value supplied by the Investment Manager.

OmgeoTDMatchStatus
[0..1]
String
Match Status of the Confirmation/Allocation trade.

OmgeoTDMessageFieldType
[0..1]
String
Omgeo CTM FIX Interface specific field. Denotes the Field Type – i.e. L1 (Pairing) or L2 (Matching) for a Allocation/Confirmation trade.

OmgeoTDRejectDateTime
[0..1]
UTCTimestamp
DateTime at which the Confirmation trade is rejected.

OmgeoTDRejectText
[0..1]
String
Omgeo CTM FIX interface specific field. This would have any Reject Reason Text at the Confirmation level.

OmgeoTDSAFECUST
[0..1]
String
Omgeo CTM specific field. Indicates the SWIFT BIC of a global custodian bank, where the security will be safekept.

OmgeoTDSAFEICSD
[0..1]
String
Omgeo CTM specific field. Indicates the SWIFT BIC of an international central securities depository, where the security will be safekept.

OmgeoTDSAFENCSD
[0..1]
String
Omgeo CTM specific field. Indicates the SWIFT BIC of the national central security depository, where the security will be safekept.

OmgeoTDSAFESHHE
[0..1]
String
Omgeo CTM specific field. Text that indicates that the shares to be safekept will be held elsewhere.

OmgeoTDVersionOfTradeComponent
[0..1]
int
Indicates the version number of a Confirm Trade.

OmgeoTDWorkflowModifier
[0..1]
String
Omgeo specific field which would define the Workflow Modifier of the Allocation/Confirmation trade as determined by CTM.

OmgeoTDWorkflowType
[0..1]
String
Omgeo specific Allocation/Confirmation level field which would define the Workflow Type of that Allocation/Confirmation as been determined by CTM.

OmgeoThirdPartyCreatedAt
[0..1]
String

OmgeoThirdPartyDetail
[0..1]
component
This composite is present only if notifications are sent from a third party. This composite consists of ThirdPartyDetailStatus, ThirdPartyDetailStatusTime, ThirdPartySummaryStatus, ThirdPartyHighestErrorSeverity, ThirdPartyError, and ThirdPartySourceSettingAgentFro mMessage

OmgeoThirdPartyDetailStatus
[0..1]
String
Part of the ThirdPartyDetailStatus composite, this field indicates the status values when TPNotificationType is THRD.

OmgeoThirdPartyDetailStatusTime
[0..1]
UTCTimestamp
Part of the ThirdPartyDetailStatus composite, this field contains the most recent date and time change for ThirdPartyDetailStatus.

OmgeoThirdPartyError
[0..1]
component
This composite contains errors generated during the third party eligibility and third party validation process. It consists of ErrorId, ErrorSeverity, and ErrorText.

OmgeoThirdPartyName
[0..1]
String
The actual name of the organization

OmgeoThirdPartyRole
[0..1]
String
Type of third party being identified

OmgeoThirdPartyStatus
[0..1]
String
The status of communication with the third party

OmgeoThirdPartyStatusTime
[0..1]
UTCTimestamp
The time the third party status was assigned to the allocation by Central Trade Manager (CTM)

OmgeoThirdPartySummaryStatus
[0..1]
String
Part of the ThirdPartyDetail composite, this field contains a roll up status of all underlying notifications generated when a third party detail is released for notification. This field is absent if the investment manager is not subscribed to Omgeo CTM Third Party Notification – MAGR.

OmgeoThirdPartyType
[0..1]
String
This field identifies the type of format used to identify the party

OmgeoThirdPartyValue
[0..1]
String
Identity of the party specified as a character string

OmgeoTimeZoneIndicator
[0..1]
String
Omgeo defined Timezone Indicator.

OmgeoTLAccruedInterestAmount
[0..1]
Amt
Used to specify the interest accrued for the entire trade. Values of amount are limited to 16 decimal places. The precision is determined by the corresponding currency type.

OmgeoTLAccruedInterestCurrency
[0..1]
Currency
The currency associated with the total accrued interest amount. This field determines precision of the corresponding amount field.

OmgeoTLBusinessExceptionCode
[0..1]
char
Omgeo CTM specific field. A reason code for business exceptions.

OmgeoTLErrorSeverity
[0..1]
String
Severity of the Asynchronous Error for the Broker’s Block trade. Valid values are: INFO, WARN and FATL.

OmgeoTLErrorStatus
[0..1]
String
Status of Asynchronous Error for the Broker’s Block. Valid values are: OPEN (Open) and CLSD (Closed).

OmgeoTLExecutingBrokerValue
[0..1]
String
Match status of the Block level L2 matching field.

OmgeoTLExpected
[0..1]
Boolean
Omgeo specific field which would indicate that whether CTM FIX clients would like to send a Block trade or would want CTM to construct the Block (pseudo-block) trade for them.

OmgeoTLFieldLevelL2MatchRule
[0..1]
String
Investment Manager set matching rule of the Block level L2 matching field.

OmgeoTLFieldLevelMatchRule
[0..1]
String
Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule for a Block trade.

OmgeoTLFieldLevelMatchStatus
[0..1]
String
Match status of the Block level L2 matching field.

OmgeoTLFieldMatchRuleDescription
[0..1]
String
Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule description for a Block trade.

OmgeoTLFieldName
[0..1]
String
Omgeo CTM FIX Interface specific field. Denotes L1/L2 Field Name for a Block trade.

OmgeoTLHighestErrorSeverity
[0..1]
char
Omgeo CTM specific field. Indicates the severity of an error against the trade level (i.e., the block).

OmgeoTLInstructingPartyValue
[0..1]
String
Investment Manager’s value of the Block level L2 Matching field.

OmgeoTLISITCRejectReasonCode
[0..1]
String
ISITC Reject Reason Code while rejecting a Block trade.

OmgeoTLL2FieldName
[0..1]
String
Omgeo CTM specific field. Name of L2 Field.

OmgeoTLL2SameValue
[0..1]
String
Omgeo CTM specific field. Indicates if the value of the OmgeoTLL2FieldName supplied by the Broker is the same as the value supplied by the Investment Manager.

OmgeoTLMatchStatus
[0..1]
String
Omgeo CTM specific field. Indicates the match status at the trade level.

OmgeoTLMessageFieldType
[0..1]
String
Omgeo CTM FIX Interface specific field. Denotes the Field Type – i.e. L1 (Pairing) or L2 (Matching) for a Block trade.

OmgeoTLRejectDateTime
[0..1]
UTCTimestamp
DateTime at which the Block trade is rejected.

OmgeoTLRejectText
[0..1]
String
Omgeo CTM FIX interface specific field. This would have any Reject Reason Text at the Block level.

OmgeoTLVersionOfTradeComponent
[0..1]
int
Indicates the version number of a Block trade.

OmgeoTLWorkflowModifier
[0..1]
String
Omgeo specific field which would define the Workflow Modifier of the Block trade as been determined by CTM.

OmgeoTLWorkflowType
[0..1]
String
Omgeo specific Block level field which would define the Workflow Type of the Block trade as been determined by CTM.

OmgeoTotSettlInstructionNum
[0..1]
int
This corresponds to the Total Number of Settlement Instructions for a specific Omnibus Allocation. This field corresponds to the SWIFT TOSE code.

OmgeoTPAssignedID
[0..1]
String
The identifier assigned to the allocation by the third party upon receipt

OmgeoTPAssignedTime
[0..1]
UTCTimestamp
Date and time when the Omgeo Third Party generated the message.

OmgeoTPHighestErrorSeverity
[0..1]
char
Part of the ThirdPartyDetail composite, this field contains the highest error severity of ThirdPartyErrors.

OmgeoTPMessageDelivery
[0..1]
component
This composite contains information about the third party DeliveryChannel, MessageFormat,and HeaderFooterFormat.

OmgeoTPNErrorID
[0..1]
String
A unique identifier for each error on a given trade component.

OmgeoTPNErrorSeverity
[0..1]
char
This field represents the significance of the synchronous and asynchronous errors.

OmgeoTPNErrorText
[0..1]
String
This field describes the error code.

OmgeoTPNotificationType
[0..1]
String
If ThirdPartyData composite is created for CDS, this field contains DEPO; if created for third party, it contains THRD.

OmgeoTPReason
[0..1]
String
A free form text field for communication of additional information from the third party to Central Trade Manager (CTM)

OmgeoTPSourceSettlingAgentFrmMsg
[0..1]
String
Part of the ThirdPartyDetailStatus composite, this field tells third party notification whether to send a notification to the IP3, Custodian or Sub-Agent listed on the message and how to handle Settling Agt and Settling Agt BIC fields on the UI.

OmgeoTradeAgreementMethod
[0..1]
String
Omgeo CTM FIX Interface specific field. Used to denote the Trade agreement method. Possible values: ELEC – electronic, VOIC – voice.

OmgeoTradeDetailTradeAmount
[0..1]
Amt
Omgeo CTM specific field. Indicates the trade (deal) amount for the trade detail (i.e., the account allocation).

OmgeoTradeLevelMasterReference
[0..1]
String
Omgeo CTM specific field. A unique identifier for the trade side that is supplied by the client.

OmgeoTradeSideHighestErrSeverity
[0..1]
char
Omgeo CTM specific field. Indicates the severity of an error against the trade side (i.e., the block and all of the associated account allocations).

OmgeoTradeSideID
[0..1]
String
Omgeo CTM specific field. A unique identifier for a trade side that is generated by CTM.

OmgeoTradeTimeQualifier
[0..1]
String
Omgeo defined TradeTime types.

OmgeoTradeToleranceMatchStatus
[0..1]
String
Omgeo CTM specific field. Indicates if the trade has matched agreed within the accepted Tolarence or has matched with exact value.

OmgeoTradeTransCondIndicator
[0..1]
String
Omgeo CTM specific field. Indicates the bargain conditions vfor the trade.

OmgeoTypeOfPriceIndicator
[0..1]
String
Omgeo CTM FIX Interface specific field. Used to denote the Price type. Possible values are: AVER – Average, EXEC – Execution.

PELynch

Category: InvestmentManager

Message Functionality

List of user-defined fields for P E Lynch.

Structure

Name | Mult. | Type | Description
AutoHedgePrice | [0..1] | Price | Auto Option Hedge Price
BasketName | [0..1] | String | Name of Basket to which order belongs.
HighLimitSIT | [0..1] | String | 1 = Switch If Touched ™
Index | [0..1] | String | Index to track
IndexLowerPct | [0..1] | Percentage | Dispersion Percentage
IndexLowerSIT | [0..1] | String | 1 = Switch If Touched ™
IndexUpperPct | [0..1] | Percentage | Dispersion Percentage
IndexUpperSIT | [0..1] | String | 1 = Switch If Touched ™
LowerPricePct | [0..1] | Percentage | Dispersal Percentage
LowerPricePctSIT | [0..1] | String | 1 = Switch If Touched ™
LowLimitSIT | [0..1] | String | 1 = Switch If Touched ™
Position | [0..1] | char | 0 = Long, 1 = Short
RehedgePercent | [0..1] | Percentage | Percentage to rehedge
Sector1 | [0..1] | String | Sector to track
SectorLowerPct | [0..1] | Percentage | Dispersion Percentage
SectorLowerSIT | [0..1] | String | 1 = Switch If Touched ™
SectorUpperPct | [0..1] | Percentage | Dispersion Percentage
SectorUpperSIT | [0..1] | String | 1 = Switch If Touched ™
Slices | [0..1] | int | Number of equal-sized sub orders to trade a TIME_SLICE order in.
StrikePrice | [0..1] | char | 0 = CLOSE, 2 = ARRIVAL
TickRule | [0..1] | String | up tick/down tick rules.
TrackLowerPct | [0..1] | Percentage | Dispersion Percentage
TrackLowerSIT | [0..1] | String | 1 = Switch If Touched ™
TrackSecurity | [0..1] | String | Other Equity to track with this order
TrackUpperPct | [0..1] | Percentage | Dispersion Percentage
TrackUpperSIT | [0..1] | String | 1 = Switch If Touched ™
UpperPricePct | [0..1] | Percentage | Dispersal Upper Limit
UpperPricePctSIT | [0..1] | String | 1 = Switch If Touched ™

PaineWebber

Category: Brokerage

Message Functionality

List of user-defined fields for Paine Webber.

Structure

Name | Mult. | Type | Description
ContraBroker1 | [0..1] | String | To report the contra broker(s) involved in trade. Can be up to 5 (currently), may need more in future. <p> ** ADDED TO FIX 4.2 AS TAG: 375 (ContraBroker) **
MrkUp | [0..1] | float | Markup/Markdown – Numeric – Format: +/- 12345.4321
NetTrdInd | [0..1] | Boolean | Net Trade Indicator = whether correspondent rincipal firm wants processed as Net Trade – 1 char – Yes/No (y/n)
PctOfVolume | [0..1] | Percentage | Required/necessary to complement ExecInst tag 18 when set to enum=D, “percent of volume.”
SaleCrdt | [0..1] | Amt | Sales Credit (Numeric) +/- 12345.1234
SolicitedFlag1 | [0..1] | Boolean | To flag whether the order was solicited (by broker) or unsolicited. Need to pass this information on to downstream clients/systems. Use of solicited/unsolicited not found in any other tags/enum values. <p> ** ADDED TO FIX 4.2 AS TAG: 377 (SolicitedFlag) **
SrcSys | [0..1] | String | 2 Characters – Identifies originating system where transaction was captured. (ex. “BA” = Block Allocation System)

ParityEnergyInc

Category: Brokerage

Message Functionality

List of user-defined fields for Parity Energy Inc.

Structure

Name | Mult. | Type | Description
StripLength | [0..1] | String | Indicates the Instrument is a strip of consecutive maturities. The MaturityDate or MaturityMonthYear field indicates the first maturity. E.g. a strip of 12 monthly options would have 7540=12.

Patsystems

Category: SoftwareVendor

Message Functionality

List of user-defined fields for Patsystems.

Structure

Name | Mult. | Type | Description
APIMuser | [0..1] | String | Contains the Liffe APIM user code for black box user recognition.
ClRefID | [0..1] | String | A client specified free format string reference field supplied on the order and echoed back on execution reports or cancel rejects.
ESAReference | [0..1] | String | Exchange adapter reference field, for passing things like ClOrdId or OrderId or other order reference codes.
ICSFarLeg | [0..1] | Boolean | Specifially to handle the Liffe & eCBOT Inter Commodity Spread near and far leg pricing. For normal multi-leg orders use the NoLegs repeating group in FIX.4.4
ICSNearLeg | [0..1] | Boolean | Specifially to handle the Liffe & eCBOT Inter Commodity Spread near and far leg pricing. For normal multi-leg orders use the NoLegs repeating group in FIX.4.4
RawLastPx | [0..1] | Price | as per 6210 only for trade fill price
RawLegPrice | [0..1] | Price | As per 6210 but for leg prices in multi-leg orders.
RawPrice | [0..1] | Price | A natively entered Limit price from the source system that is passed onwards to the exchange without change. Used where price conversion and validation is not required because it might cause trailing/leading zeroes to be dropped.
RawStopPx | [0..1] | Price | As per 6210 only for Stop price.

PerformanceTechnologiesInc

Category: SoftwareVendor

Message Functionality

List of user-defined fields for Performance Technologies Inc.

Structure

Name | Mult. | Type | Description
DIVINST | [0..1] | char | The following types of instructions are possible1. Reinvest Dividends and Capital Gains (RR) – default 2.Pay Dividends and Capital Gains in Cash (CC) 3.Pay Dividends in Cash and Reinvest Capital Gains (CR) 4.Current Instructions (CI)
DivReinvest | [0..1] | Boolean | To specify whether to reinvest the dividend or not. Y(Yes) or N(No) value.
LinkPercent1 | [0..1] | Percentage | The NumLinks should be specified before using the LinkPercent. LinkPercent and LinkSymbol are children of NumLinks
LinkPercent2 | [0..1] | Percentage | The NumLinks should be specified before using the LinkPercent. LinkPercent and LinkSymbol are children of NumLinks
LinkSymbol | [0..1] | String | The NumLinks should be specified before using the LinkSymbol. LinkSymbol and LinkPercent are children of NumLinks
NumLinks | [0..1] | int | Specifies the number of links in the particular trade.
TransFeeIncluded | [0..1] | Boolean | To specify whether the transaction fee is included in the amount (Y), or not (N)

PhiladelphiaStockExchange

Category: Exchange

Message Functionality

List of user-defined fields for Philadelphia Stock Exchange.

Structure

Name
Mult.
Type
Description

AccountOriginType
[0..1]
char
Segregated or non-segregated origin types for Futures order. 1 = Segregated- An account established by the clearing member solely for the purpose of clearing transactions on behalf of its customers. 2= Non-Segregated – An account established by the clearing member solely for the purpose of clearing transactions through proprietary accounts.

PiperJaffray

Category: Bank

Message Functionality

List of user-defined fields for Piper Jaffray.

Structure

Name | Mult. | Type | Description
PreBorrowQty | [0..1] | Qty | Share quantity in pre-borrow agreement. Used with 5700 and 5701 to resolve Threshold-list Short Sell locates.

RBC

Category: Bank

Message Functionality

List of user-defined fields for RBC.

Structure

Name
Mult.
Type
Description

AggressiveInTheMoney
[0..1]
Boolean
Dynamically adjusts the level of aggressiveness to a higher level of aggression when the security is trading at more favorable prices when AggressiveInTheMoney = “Y” (true)

AltExDestination
[0..1]
Exchange
Internal field to capture ExDestination when an order is routed internally via fix.

CDNAccountType
[0..1]
String
Indicates the type of the trading account. Valid values include:”NC” non-client (ME, TSX, TSXV)”CL” client (ME, TSX, TSXV)”ST” equities specialist (TSX)”IN” inventory (ME, TSX, TSXV)”OF” options firm account (TSX) “OT” options market maker (TSX, TSXV)Notes: * Indicates default exchange.There is no default for a Trade Modification from the ME.

CDNAnonymous
[0..1]
Boolean
An order flagged as Anonymous is forwarded to the exchange where they are published to the market without the members firm id.Valid values include “Y” “N”.Default is “N”.TSX only.

CDNInternalCross
[0..1]
Boolean
A trade originating from a Participating Organization between managed accounts that have the same manager. Valid values include “Y” “N”.Default “N”.TSX and TSXV.

CDNLotsOf
[0..1]
Qty
A special term for an order specifying that each fill must be divided into equal lots. Total volume of order must be a multiple of LotsOf. LotsOf = Volume.No defaultTSX and TSXV.

CDNNonResident
[0..1]
Boolean
A terms marker indicating that trade participant is not a Canadian resident. Valid values include “Y” “N”Default is “N”.TSX only.

CDNPrincipalTrade
[0..1]
Boolean
A transaction where the member as principal sells securities to or buys securities from its particular customer; i.e. a cross between a client and another account type. A.K.A. – DF MarkerValid values include “Y” “N”.Default “N”.TSX and TSXV.

CDNUserId
[0..1]
String
The trading system’s user id for a trader.No default.TSX and TSXV.

IOILink
[0..1]
String
IOI Fix Link

LocateBroker
[0..1]
String
NASD Rule 3370 (Short Sell Rule) requires that every short sell order specify a Locate (Tag 114=Y), identifying which broker has loaned the stock to settle the short sale.

ParticipationRate3
[0..1]
String
Participation Rate 1

ParticipationRate4
[0..1]
String
Participation Rate 2

ParticipationRate5
[0..1]
String
Participation Rate 3

ParticipationRate6
[0..1]
String
Participation Rate 4

ParticipationRate7
[0..1]
String
Participation Rate 5

ParticipationRate8
[0..1]
String
Participation Rate 6

Price1
[0..1]
Price
Price Tier 1

Price2
[0..1]
Price
Price Tier 2

Price3
[0..1]
Price
Price Tier 3

Price4
[0..1]
Price
Price Tier 4

Price5
[0..1]
Price
Price Tier 5

SaleCrdtType
[0..1]
char
Similar to Fix 4.2 tag 13 CommType. Valid values: 1 = per share, 2 = percentage, 3 = absolute. Use in conjunction with tag 7503 as you would use tag 12. This field identifies sales credit type.

Slope
[0..1]
Boolean
Indicates a slope to be used for TWAP

SuppressOatsReport
[0..1]
Boolean
Possible values are 0 = NO 1 = YES Default value is 0. This field is used when OATS reporting is managed in one or many order management systems.

RaptorTradingSystems

Category: SoftwareVendor

Message Functionality

List of user-defined fields for Raptor Trading Systems.

Structure

Name | Mult. | Type | Description
LastSale | [0..1] | String | Field to show the previous sale.
OrderContainerID | [0..1] | String | Field to tie version of orders at various desks together.
PrevDeskOrderID | [0..1] | String | Field to map an order to the order version at a previous internal desk.
SrcOfExecution | [0..1] | String | To identify an execution’s system source.
SUFICapacity | [0..1] | String | To identify a capacity.
TraderName | [0..1] | String | To identify a system login.

Reuters

Category: DataVendor

Message Functionality

List of user-defined fields for Reuters.

Structure

Name | Mult. | Type | Description
DJSTOXX | [0..1] | Currency | Dow Jones STOXX Industrial Classification Code of the instrument defined in Tag 48 SecurityID.
FTSEIntl | [0..1] | Currency | FTSE International Industrial Classification Code of the instrument defined in Tag 48 SecurityID.
MSCI | [0..1] | String | MSCI Industrial Classification Code of the instrument defined in Tag 48 SecurityID.

SIAC

Category: SoftwareVendor

Message Functionality

List of user-defined fields for SIAC.

Structure

Name
Mult.
Type
Description

AddQty
[0..1]
Qty
NYSE – Represents the additional (increased amount) order quantity requested. Required on all Makes orders (Message Type G format). Format in 4.1 = int, Format in 4.2 = Qty.

AsOfIndicator2
[0..1]
char
NYSE – Front End Systemic Capture (FESC) Field: A flag that is manually entered by a user to indicate that an order or order modification was represented at a point of sale on the NYSE trading floor before being entered into a system. Such orders and order modifications are referred to as “late entered orders.” The AsOfIndicator should only be used in situations where orders are entered into a system late due to system failure. The AsOfIndicator must be transmitted to the NYSE with all late entered orders and order modifications and Drop Copies of such. Value, when tag is present = A.

BillingIndicator
[0..1]
char
Execution Report Billing categories (valid on regular executions, AWOs, and ERCs) Valid values: 1=Taker; 2=Provider; 3=Blended; 4=Opening rovider; 5=Opening/Blended; 6=Closing rovider; 7=CLosing/Blended; 8=Specialist; Data Type: Char

BillingRate
[0..1]
String
May contain the Away Market ID with or without the MMID, (formats A, A/EDGA, N/MP…) or the Billing Indicator with or without the new Billing Tier (formats 1, 2, 2/1…). Away Market is any valid value of the NYSE’s internal Exchange indicator (non-Fix standard). Billing Indicator or Tier is any valid value 0-9. Tag is used in Message Type 8, Report messages.

BillTo
[0..1]
char
Represents the Badge or Commission Billing Number. Required on all CAP Orders. Value = up to 4 alpha/numeric characters. Must be either ALL numeric or ALL alpha. Format = Char

BrokerBadge
[0..1]
char
Represents the initiating Broker Badge Number. Required on all CAP Orders. Value is up to 4 numeric characters. Format = Char

CAPIndicator
[0..1]
char
NYSE – Indicates a conversion and parity order (CAP). Required on all CAP Orders, CAP Cancels and CAP Cancel Replace Requests. Valid Value = Y. Format = Char

CeilingFloorPrice
[0..1]
Price
This field specifies the highest (for a buy) or lowest (for a sell) price to which the e-Quote or d-Quote may peg. Price including decimal (must be multiple of MPV and valid Price Unit).

CMSLeavesQty
[0..1]
Qty
Same as Tag 151 FCS Cancel – Line 3E, Field 1 If present, set to the new quantity to take effect. Cannot be an Odd Lot. Corresponds to CMS LVS quantityFIX.4.1 Format: Float FIX.4.2 Format: Qty

CMSType
[0..1]
char
Provides further classification of the Execution Report FIX Message Type 8 for CMS’ use. Valid values: A = Admin Response, P = SPARS, R = Execution Report, S = Status Message (Status Messages include Rejects, Restarts and Drop Copy). Format FIX 4.1 Char, FIX 4.2 String.

ContraBroker2
[0..1]
char
FCS Report – Line 5,5A-D; ABCDnnnnn where ABCD is a 4-character mnemonic. Line 5 does not appear on Odd Lot orders Identifies the Contra side of the trade. Up to five Contra sets (Contra firm identification on an Execution Report). If NoContraBrokers [9423] is greater than 0, than ContraBroker [9421] is required. ContraBroker [9421] is for use in FIX 4.1 only and corresponds to tag ContraBroker[375] in FIX 4.2. FIX.4.1 Format: Char FIX.4.2 Format: See Tag #375 <p> ** ADDED TO FIX 4.2 AS TAG: 375 (ContraBroker) **

ContraClrFirm
[0..1]
String
NYSE – Front End Systemic Capture Field (FESC): This is a required field when submitting a report drop copy. Specifies the clearing firm mnemonic (as assigned by the NYSE) of the contra side of a trade.

ContraTradeQty
[0..1]
Qty
FCS Report – Line 5, 5A-D, Field 2: 1-5 digit number; nnnnn of field ABCDnnnnn where: Identifies the number of units traded on an Execution Report. If NoContraBrokers [9423] is greater than 0, than ContraTradeQty [9434] is required. Amounts for PRL trades show only the Round Lot units – for example: 575 shares of a 100 share trader = 5. ContraTradeQty [9434] is for use in FIX 4.1 only and corresponds to tag ContraTradeQty[437] in FIX 4.2.FIX.4.1 Format: Float FIX.4.2 Format: See Tag #437 <p> ** ADDED TO FIX 4.2 AS TAG: 437 (ContraTradeQty) **

ContraTrader
[0..1]
char
FCS Report– – Line 5, 5A-D, Field 1: 1-4 digit (Badge) number ContraTrader [9441] is for use in FIX 4.1 only and corresponds to tag ContraTrader[337] in FIX 4.2.FIX.4.1 Format: Char FIX.4.2 Format: See Tag #337

ContraTradeTime
[0..1]
char
FCS Report – Line 5, 5A-D, Field 4: format is hhmm(ss) Indicates the Execution time in hours, minutes, and – if the user wishes – seconds. ContraTradeTime [9422] is for use in FIX 4.1 only and corresponds to tag ContraTradeTime[438] in FIX 4.2. FIX.4.1 Format: Char FIX.4.2 Format: See Tag #438 <p> ** ADDED TO FIX 4.2 AS TAG: 438 (ContraTradeTime) **

CxlBal
[0..1]
String
FCS Cancel, Cancel/Repl– Line 2, Field 2 If CxlBal [9427] is present, set to Y . Cancels the remaining balance of an outstanding order without quantity specification.FIX.4.1 Format: Char FIX.4.2 Format: String

CxlQty2
[0..1]
Qty
Same as Tag 84 FCS Cancel – Line 3C, Field 1 If present, set to the quantity to be canceled. Cannot be an Odd Lot. Used in conjunction with Cancel with Leaves.FIX.4.1 Format: Float FIX.4.2 Format: Qty

DBKLinkId
[0..1]
String
Ensures reports to underlying orders are linked back to the e-Quote execution report.

DiscMaxVol
[0..1]
Qty
This field specifies the quantity the e-Quote is willing to use to trade with pricing discretion. When an e-Quote has a quantity designated to trade with pricing discretion, that quantity is referred to as a d-Quote. Must be Roundlot represented in shares.

DiscPriceRange
[0..1]
Price
The range within which a d-Quote can reach to trade with discretion, as initiating interest. The range is specified as the number of cents (or MPVs) of price discretion above (for a Buy) or below (for a Sell) the discretionary e-Quote’s currently filed price. Price including decimal (must be multiple of MPV and valid Price Unit)

DisplayIndicator
[0..1]
Boolean
Specifies if the Broker interest is part of the NYSE BBO and is visible to the specialist.

DropCopyFlag
[0..1]
String
NYSE – A flag that indicates that a message is a Drop Copy. This flag is required in all Drop Copy messages sent to FESC or from CMS. Valid Values: C = CMS, D = FESC, 1 = Order Drop Copy, 2 = Execution Report Drop Copy, 3 = Admin Inquiry Drop Copy, 4 = Admin Response Drop Copy, 5 = Clearance Drop Copy. An alpha value must appear in combination with a numeric value, separated by a space.

ElectronicQuoteType
[0..1]
String
Represents an e-Quote Type.

EnteringFirm2
[0..1]
String
NYSE – Front End Systemic Capture (FESC) Field: This is a required field when submitting a report drop copy. Specifies the mnemonic (as assigned by the NYSE) of the member or member organization which recorded the order details (as required by Rule 123e).

EQIAdvisoryType
[0..1]
char
Indicates what kind of information is embedded in a quote advisory message.(0)Updated fully accepted quote.(1)Updated partially accepted quote.(2)Accepted quote but not updated.(3)Partially accepted quote but not updated.(4)Rejected quote

EQIQuoteOrigin
[0..1]
char
Indicates origin of the quote:whether the quote was generated by NYSE Display Book or by a quote submitted from the firm.(‘E’)The quote was generated because of a quote submitted by the firm.(‘D’)The quote was generated by NYSE DBK(e.g. manual quote entered by specialist).

EQIQuoteResponseLevel
[0..1]
char
Indicates the level of acknowledgement expected for each quote that is submitted to NYSE as a Quote Advisory. Possible values:(0), or if the tag is not in the message, NYSE will not send any acknowledgement whatsoever for this message. (1), NYSE will send an acknowledgements only if this message fails one of NYSE validations.(2), NYSE will acknowledge this message in any case (rejection or acceptance).

EQIRole
[0..1]
String
Identifies the role of an entering party in a Quote Submission.

EquoteExecType
[0..1]
char
This field indicates that the e-Quote report was executed with Discretion, Pegging or Both. The following values represent: “1” – Executed with Discretion “2” – Executed with Pegging “3” – Executed with Discretion and Pegging

eQuoteId
[0..1]
String
Unique identifier of the eQuote – must be unique within broker badge – associates the eQuote with its underlying orders

ERCActivityType
[0..1]
char
1 alpha-numeric code that designates the type of activity against the order; i.e., original execution, correction, bust, etc.

ERCReferenceNumber
[0..1]
String
FCS Report – Line 4C, Fields 2-4: 9 digit ascii numericThe Activity ID is assigned by SuperDot and made up of the: 1. The Group number is the first three digits where nnn is a 3 digit number 2. The Reference number is the second three digits where nnn is a 3 digit number 3. The Sequence number is the last three digits and will start at 001 for the first activity against an order and increase by 1 for each subsequent activity where nnn is a 3 digit number. FIX.4.1 Format: Char FIX.4.2 Format: String

ExClearingHouse
[0..1]
String
FCS Report – Line 4B, Field 1. If ExClearingHouse [9435] is present, set to Y . Optional Field: identifies a trade that will be settled outside the normal clearing processing.FIX.4.1 Format: Char FIX.4.2 Format: String

ExecAwayMktInd
[0..1]
char
Executed Away Market Indicator containing a value representing the exchange away from the NYSE where the order was executed. To be used in Fix MsgType 8 as an optional tag for reports and corrections, the values not being Fix Standard. Values are SIAC internal values, A = Amex;B = Boston;C = NSE;D = NASD;I = ISE;M = CSE;P = Pacific/Archipelago;T = NASDAQ;W = CBOE;X = Philadelphia;

ExecutionInformation
[0..1]
String
FCS Report – Line 5, 5A-D, Field 1: 1-4 digit number Indicates Specialists number. For any firm that routes orders to BBSS, the firm’s internal information (for example, firm clearing number or Broker Badge number) will be reported, if it conforms to the format. Execution information is also repeated here at the firm’s request.FIX.4.1 Format: Char FIX.4.2 Format: String

ExecutionType
[0..1]
String
Execution type that, among other values, contains a value for odd-lot adjustments to be used by SPAR users

ExpERCReferenceNumber
[0..1]
String
FIX 4.2 Format: String 10-byte Expanded Activity ID associated with an Execution Report. This tag is a concatenation of a 5-digit Reference number, followed by a 5-digit Sequence number. Both reference number and sequence number will start at 00001 (i.e. 0000100001). For each new activity, the Reference and Sequence number will increment by one. The Reference number will remain the same when a modification was performed on a specific activity.

GiveUpID
[0..1]
String
FCS Order – Line 4B, Field 1: 1-4 alpha characters FCS Report – Line 4B, Field 5 Optional field: names the clearing member designated by another clearing or a non-clearing member for settlement of its Exchange transactions.FIX.4.1 Format: Char FIX.4.2 Format: String

HandlInst
[0..1]
char
Same as tag 21. Is added as a user-defined field for inclusion in Execution reports generated by FIX engine versions < 4.2 in support of the Drop Copy functionality.

HighPxDenom
[0..1]
Price
NYSE – Institutional XPress – Indicates the trading denominator of the indication price.

ITSAllInd
[0..1]
Boolean
This indicator identifies whether the customer has specified that the e-Quote may be shipped to better ITS quotes within its Discretionary Range, even when not required to facilitate a trade at the NYSE. Value = “Y” or “N”

LayerLinkId
[0..1]
String
Unique identifier – must be unique within broker badge – associates the layers of a layered eQuote

LowPxDenom
[0..1]
Price
NYSE – Institutional XPress – Indicates the trading denominator of the indication price.

LvsTimeInForce
[0..1]
String
FCS Cancel – Line 3E, Field 2 Valid Values: 0 = DAY, 1 = GTC, 2 = OPG, 3 = OC, 4 = FOK, 5 = GTX, 6 = Reject Message, set Text[58] to Good till date not supported . Allows the user to change the Time In Force on a Cancel with Leaves. Absence of this field defaults to original order state. Note: Original Time In Force can be re-stated. FIX 4.1 Format: Char, FIX 4.2 Format: String

MajorBadge
[0..1]
String
NYSE – Front End Systemic Capture (FESC) Field: This is a required field when submitting a report drop copy. Specifies the badge number of the executing broker of its (the submitter’s) side of the trade

MaxFloor
[0..1]
Qty
Same as tag 111. Is added as a user-defined field for inclusion in Execution reports generated by FIX engine versions < 4.2 in support of the Drop Copy functionality.

MaxPegQty
[0..1]
Qty
These fields indicate the largest size quote to which the e-Quote or d-Quote is willing to peg. Must be roundlot represented in shares.

MaxShow2
[0..1]
Qty
Same as tag 210. Is added as a user-defined field for inclusion in Execution reports generated by FIX engine versions < 4.2 in support of the Drop Copy functionality.

MDEntryPxDenom
[0..1]
Price
NYSE – Institutional XPress – Indicates the NYSE trading denominator.

MemoAB
[0..1]
String
FCS Report – Line 4B, Field 56; 1-10 alphanumeric characters 4 characters for Memo A and 6 for Memo B; a period will be returned for any character not enteredFIX.4.1 Format: Char FIX.4.2 Format: String

MinPegQty
[0..1]
Qty
This field indicates the smallest size quote to which the e-Quote or d-Quote is willing to peg. Must be roundlot represented in shares.

MinQty
[0..1]
Qty
Same as tag 110. Is added as a user-defined field for inclusion in Execution reports generated by FIX engine versions < 4.2 in support of the Drop Copy functionality.

MiscDataLine4
[0..1]
String
FCS Order, Cancel, Cancel/Repl, Admin Req – Line 4, Field 1: 1-27 charactersFIX.4.1 Format: Char FIX.4.2 Format: String

MiscDataLine4A
[0..1]
String
FCS Cancel and Cancel/Repl, Admin Req – Line 4A, Field 5FIX.4.1 Format: Char FIX.4.2 Format: String

NoContraBrokers
[0..1]
NumInGroup
FCS Report – Number of Line 5’s. Number of ContraBrokers repeating group instances. NoContraBrokers [9423] is required if the value is greater than 0 and if present, appears as the first tag in the repeating Contra group. NoContraBrokers [9423] is for use in FIX 4.1 only and corresponds to tag NoContraBrokers[382] in FIX 4.2. FIX.4.1 Format: Int FIX.4.2 Format: See Tag #382 <p> ** ADDED TO FIX 4.2 AS TAG: 382 (NoContraBrokers) **

NoTapePrintFlag
[0..1]
Boolean
A flag, when true (Y), indicating that this trade was not printed to tape. Default is ‘N’ if tag not present. Used in Exec Report, Fix Msg Type 8.

NumULID
[0..1]
NumInGroup
Number of repeats in the repeating group

NYSEDirect
[0..1]
String
FCS Report – Line 4B, Field 2 Valid Value = NX Routing Code returned on the Execution ReportFIX.4.1 Format: Char FIX.4.2 Format: String

NYSELiquidityBidPx
[0..1]
Price
NYSE Liquidity Quote Bid Price.

NYSELiquidityBidSize
[0..1]
Qty
NYSE Liquidity Quote bid size.

NYSELiquidityOfferPx
[0..1]
Price
NYSE Liquidity Quote offer price.

NYSELiquidityOfferSize
[0..1]
Qty
NYSE Liquidity Quote offer size.

NYSENoQuoteErrors
[0..1]
NumInGroup
The number of errors in quote validation that are present in a Quote Advisory message (used for repeating group).

NYSEPrime
[0..1]
String
FCS Report– – Line 4B, Field 4; 1-10 alphanumeric characters Identifies an Execution Report that has benefited from NYSE price improvement. Provides dollar and cents value saved from NYSE price improvement; the greater than sign is displayed only if the price improvement per share exceeds $3.00.FIX.4.1 Format: Char FIX.4.2 Format: String

NYSEQuoteErrorCode
[0..1]
char
Indicates the quote validation error code in a partially accepted or rejected quote submission(e.g. NYSE Xpress order restriction,auto quote suspended on side,invalid price,discarded due to throttling,etc) .

NYSEQuoteFieldCode
[0..1]
char
Contains the indication of which quote element failed validation, and will be used in conjunction with the NYSEQuoteErrorCode tag to specify the complete error. Possible values:(0) Best Quote bid.(1) Best Quote offer.(2)Liquidity Quote bid.(3)Liquidity Quote offer.(4)Error not due to the quote data itself,but due to some generic reason(trading halt, stock frozen, etc).

NYSEQuoteRefId
[0..1]
String
Provides support for cross-referencing the quote in a Quote Advisory message to a quote submitted to NYSE. This tag contains the Quote ID of the quote sent by the firm that caused the Quote Advisory.It will be present only if the original quote submission EQIQuoteResponseLevel is 1 (if the submission failed some validation) or 2 (in all cases).

NYSETANum
[0..1]
String
The turn around number of the Parent Order, required only for NYSE BBSS entered CAP orders. 6 characters – 2 alpha characters followed by 4 numeric characters OR 3 alpha characters followed by 3 numeric characters. Format = string

OCSControlNum
[0..1]
String
NYSE – Front End Systemic Capture (FESC) Field: This is an optional field when submitting a report drop copy. Specifies the NYSE Online Comparison System (OCS) control number that is returned to the firm by OCS after submission of a side.

OddLotAlarmShares
[0..1]
String

OddLotImbalanceShares
[0..1]
String

OddLotLineCode
[0..1]
String

OffsetPrice
[0..1]
Price
Price Format- tag had previously been named XpressTime datatype format UTCTimeOnly. 4th Qtr, 2011. Retail Price Improvement Orders or CCG s-Quotes shall have a price improvement offset value in this tag which may have a value of zero to be filed better than the PBBO subject to limit price and cap rules. This tag may also be used in Pegging d-quotes and s-quotes on same side or opposite side pegging to the PBBO, i.e. peg to PBO for buy pegging; PBB for sell pegging, offset by the price increments based on this tag’s absolute Offset value.

OlrlprlCode
[0..1]
char
Odd-lot, round-lot, PRL indicator containing the values 1,2,or 3

OmnibusClearing
[0..1]
int
1 byte numeric designating the omnibus account against which the execution was done

OppSideMaxSize
[0..1]
Qty
This field specifies the largest size the d-Quote is willing to initiate a trade against with discretion. This size may be applied to an incoming order or to aggregate interest at a price point, as specified in later requirements. Must be Roundlot represented in shares.

OppSideMinSize
[0..1]
Qty
This field specifies the smallest size the d-Quote is willing to initiate a trade against with discretion. This size may be applied to an incoming order or to aggregate interest at a price point, as specified in later requirements. Must be Roundlot represented in shares.

OppSidePeg
[0..1]
Boolean
Tag had previously been named XpressIndicator, datatype remains Char. 4th Qtr, 2011. Opposite Side Pegging. This indicator specifies whether the customer has specified Pegging functionality be applied to the Opposite Side PBBO for the d-Quote or s-Quote. Value = “Y” or “N”. Not Boolean so invalid value will be rejected by CCG/ME, not Fix Parser. Tag 9561, PegInd, used for same side Pegging and ‘Y’ value mutually exclusive with ‘Y’ value for OppSidePeg.

OrderCapacity2
[0..1]
char
NYSE – Additional value representing Account Type. Account Type Q indicates a trade to cover an error transaction. Format = char. Valid Value = Q

OrderRefDate
[0..1]
UTCDateOnly
NYSE – Front End Systemic Capture (FESC) Field: This is a required field when submitting a report drop copy. Specifies the date the order was entered into an Exchange system.

OrderTANumber
[0..1]
String
The TA number of the order assigned by SDOT

OrderTime
[0..1]
UTCTimeOnly
6-byte timestamp in HHMMSS format denoting the time the order arrived in the system

OrdStatReq
[0..1]
MultipleStringValue
FCS Admin Request – Line 2, Field 1 Valid Values: 1 = Report Status 2 = Confirm Order Received 3 = Confirm Out 4 = B (Buy) 5 = BM (Buy Minus) 6 = S (Sell) 7 = SPL (Sell Plus) 8 = SS (Sell Short) 9 = SE (Sell Short exempt from rules) Contains Admin message type (i.e. Report Status) and must include the original order instruction. This field contains multiple values separated by a comma. FIX.4.1 Format: Char FIX.4.2 Format: String

OrigTime
[0..1]
UTCTimestamp
Indicates the time of the transaction as indicated by the Originating system.

ParentFirm
[0..1]
String
Valid NYSE Member Firm Mnemonic. Must be present on all NYSE BBSS CAP orders. 1 to 4 alpha characters. Format = string.

ParentFirmOrdId
[0..1]
String
Tag 9451 = Parent Order ID required for NYSE BBSS entered CAP orders. 1 to 4 alpha characters Branch Code, followed by a space followed by 1 to 5 characters numeric Branch Sequence followed by a slash character (“/”) followed by the CMS Session date. Format = string

ParentOrdXRefId
[0..1]
String
Represents the Member Firm of the Parent Order plus the Parent Order Id currently sent to FESC. Required on all CAP Orders. Value must be a valid NYSE Member Firm Mnemonic Identifier followed by one space, followed by the Parent Order Id that is currently sent to FESC. Value = 4 character alpha for Member Firm of the Parent Order, one space, up to 22 characters using ASCII character set from Octal 40 (Hex 20) to Octal 176 (Hex 7E) for the Parent Order Id. Format = string.

PegInd
[0..1]
Boolean
This indicator specifies whether the customer has specified Pegging functionality for the e-Quote or d-Quote. Value = “Y”

PostID
[0..1]
int
2 numerics denoting the post at which the stock trades

PrevExpERCReferenceNumber
[0..1]
String
Valid on FIX MsgType 8. FIX 4.2 Format: String. 10-byte Expanded Activity ID on an ERC. This tag is a concatenation of a 5-digit Reference number, followed by a 5-digit Sequence number.Both reference number and sequence number will start at 00001 (i.e. 0000100001). The PrevExpERCReferenceNumber is the activity ID associated with the previous Execution Report or ERC for the same order.

PrinChangeIndicator
[0..1]
Boolean
1 byte numeric that denotes that a previously-reported Prin execution has been changed to non-Prin

PrinCommentCode
[0..1]
String
2-byte alpha code that the specialist inserts into the execution report

PrinIndicator
[0..1]
String
The indicator that denotes the specialist was involved in the trade. contains value 00 or 01.

QuoteUpdateRequestID
[0..1]
String
Unique identifier issued for each Quote Update Request message in a connection(request to subscribe/unsubscribe for quotes).

RepStatReq
[0..1]
String
FCS Admin Request – Line 2, Field 1Valid Values: 1 = Check^Price 2 = Confirm^Contra 3 = ConfirmQtyExecuted Contains Admin message type and must include the original order instruction. Tags OrdStatReq [9424] and RepStatReq [9443] are mutually exclusive, either [9424] or [9425] must appear in Message Type H. FIX.4.1 Format: Char, FIX.4.2 Format: String.

ReservePublishQty
[0..1]
Qty
Required for Reserve e-Quote types. Represents the publish quantity.

RoutingInstruction
[0..1]
String
Routing instruction

SolicitedFlag2
[0..1]
Boolean
FCS Order, Cancel, Cancel/Repl, Report. Indicates whether or not the order was solicited. Valid Values: Y = Was Solicited N = Was Not Solicited SolicitedFlag [9442] is for use in FIX 4.1 only and corresponds to tag SolicitedFlag [377] in FIX 4.2.FIX.4.1 Format: Char FIX.4.2 Format: Boolean

SourceOfOrder
[0..1]
int
1 byte numeric denoting the source of the order; i.e., from CMS, from BBSS, from DBK, etc.

SourceOfReport
[0..1]
int
1 byte numeric denoting whether the execution was done in DBK, BBSS, etc.

SpecialTradeInd
[0..1]
char
NYSE – Front End Systemic Capture (FESC) Field: This is an optional field when submitting a report drop copy. Specifies any special trade indication: ‘ ‘ = Not a special trade ‘X’ = Special trade ‘E’ = Ex-clearing trade

SpecSymbol
[0..1]
String
1-4 alphas representing the Specialist firm’s mnemonic

SpecUnitID
[0..1]
int
The Specialist Unit Number handling the stock. Contains a value from 1 to 100

SponsoringFirm
[0..1]
String
Member firm sponsoring the institution submitting orders.

StatusResp
[0..1]
MultipleStringValue
FCS Admin Response – Line 2, Fields 1, 2 Valid Values: 1 = Busted Trade 2 = Names Later 3 = Corrected Price 4 = Price is Correct 5 = Report CHG 6 = BOT 7 = BOT^MINUS 8 = SLD 9 = SLD^PLUS A = SLD^SHRT B=SLDSHRTEXEMPTIf more than one value is applicable, this field can contain multiple Admin responses separated by a comma.Admin responses generated as a result of the Execution Report Correction (ERC) information. FIX.4.1 Format: Char FIX.4.2 Format: String

TeeID
[0..1]
char
1 alpha denoting the tee location at the post where the stock trades

TickIndicator
[0..1]
int
1 byte numeric that specifies the tick at the time of execution

TotalOddLotBuyAlarm
[0..1]
String

TotalOddLotSellAlarm
[0..1]
String

TryToStop
[0..1]
String
FCS Order, Cancel, Cancel/Repl – Line 3A, Field 5: If TryToStop [9438] is present, set to T .FIX.4.1 Format: Char FIX.4.2 Format: String

ULDisposeCode
[0..1]
Boolean
Indicates the disposition of the order ID; supports the ability to add or remove orders that underlie the eQuote.

ULProprietaryCode
[0..1]
Boolean
Indicates whether the underlying order ID is the ID of a proprietary OMS

UnitOftrade
[0..1]
int
1 byte numeric denoting the unit of trade; i.e., whether the stocks trades in lots of 100, 10, etc.

UpdateRequestRejectReason
[0..1]
String
Indicates the encoded reason why the subscription/unsubscription request failed.

WriteInTime
[0..1]
UTCTimestamp
NYSE – Front End Systemic Capture Field (FESC): This is an optional field that may be used in the case of a system failure or otherwise, to indicate the actual time an order was received on the Floor, if prior to the time that the order is actually recorded in the system. This field allows members to synchronize their electronic order records with time-stamped paper tickets when used in situations such as system failures. Note that an “As Of” indicator flag must always be set when order details are being recorded late due to a system failure, regardless of whether a “Write In” time is entered.

SIXSwissExchange

Category: Exchange

Message Functionality

List of user-defined fields for SIX Swiss Exchange.

Structure

Name | Mult. | Type | Description
TradeTypeCodeList | [0..1] | String | List of SIX Swiss Exchange Trade Type Codes.

SSITechnologies

Category: SoftwareVendor

Message Functionality

List of user-defined fields for SSI Technologies.

Structure

Name | Mult. | Type | Description
AgreeDateTime | [0..1] | UTCTimestamp | Used to indicate the Date and Time at which a Trade Report was agreed upon, between the Member Firm and its Client
AORThreshold | [0..1] | int | Automatic Opening Rotation Threshold (Type – int)
AutoReplace2 | [0..1] | Boolean | Used for Automotic re-initiation of NBBO step-ups.Data Type: Boolean Valid Values: Y = Yes N = No
BDBidSize | [0..1] | Qty | Broker-Dealer Bid Size. Data Type: Qty
BDBidSizeType | [0..1] | Boolean | Type of Broker-Dealer Bid Size. Data Type: Boolean Valide Values: Y = Size is percentage N = Size is value
BDOfferSize | [0..1] | Qty | Broker-Dealer Offer Size. Data Type: Qty
BDOfferSizeType | [0..1] | Boolean | Type of Broker-Dealer Offer Size. Data Type: Boolean Valid Values: Y = Size is percentage N = Size is value
Branch | [0..1] | String | Source of the Order. Data Type: String[4]
CrossMktProtection | [0..1] | Boolean | Indicated whether Cross-Market-Protection is on or off. Data Type: Boolean Valid Values: Y = Protection type is ‘Crossed’ N = Protection type is not ‘Crossed’
CustBidSizeType | [0..1] | Boolean | Type of Customer Bid Size. Data Type: Boolean Valid Values: Y = Size is percentage N = Size is value
CustOfferSizeType | [0..1] | Boolean | Type of the customer offer size. Data Type: Boolean Valid Values: Y = Size is percentage N = Size is value
DisseminatedStatus | [0..1] | Boolean | Set Dissemination of NBBO for all series. Data Type: Boolean Valid Values: Y = Disseminate N = Do not disseminate
ExpiryDuration | [0..1] | UTCTimeOnly | Duration for the validity of the Negotiated Order. Specified in minutes. If not specified (or) greater than market’s default value, set to market’s default value.
FirmID1 | [0..1] | String | Firm’s ID. Data Type: String[40]
IsFastFirm | [0..1] | Boolean | Indicates whether BBO is coming from an exchange declared as Fast Firm Data Type: Boolean Valid Values: Y = Fast Firm N = Not Fast Firm
IssueID | [0..1] | int | Issue ID. Data Type: int
IssueStatus | [0..1] | int | Status indicator for the issue. Data Type: int Valid Values: 1 = Pre-Open 2 = Ready to Trade 3 = Not available for Trading 4 = Trading Halt 5 = Testing 6 = Electronic Book Execution 7 = Maintenance 8 = Closed – but GTC orders allowed 9 = Expired
IsVolOnePct | [0..1] | Boolean | Setting for first level of volume for NBBO Step-up configuration
IsVolTwoPct | [0..1] | Boolean | Setting for second level of voulme in NBBO Step-up configuration. Data Type: Boolean Valid Values: Y = Percent N = Not Percent
LockMktProtection | [0..1] | Boolean | Setting for locked market protection. Data Type: Boolean Valid Values:Y = Protection type is ‘Locked’ N = Protection type is not “Locked”
LockOrCrossIndicator | [0..1] | Boolean | Used to indicate whether the Quote has resulted in a lock or cross or none(Neither lock/cross) condition.
MinPxVar | [0..1] | int | Minimum price variation. Data Type: long
MktSize | [0..1] | Qty | Volume in other exchange. Data Type: Qty
MMAutoQuoteRefreshParameter | [0..1] | String | Indicates the action to be taken on a replinshed Quote.
MMBidSize1 | [0..1] | Qty | Size of Bid side of the Quote for the Market Maker (Type – Qty)
MMBidSizeType | [0..1] | Boolean | Type of Market Maker Bid’s size. Data Type: Boolean Valid Values: Y = Size is percentage N = Size is value
MMFirstEffectiveDate | [0..1] | UTCDateOnly | The date from which market maker will be effective. Should be in UTCDate format.
MMLastEffectiveDate | [0..1] | UTCDateOnly | The date after which market maker will no longer be effective. Should always be in UTCDate format
MMOfferSize1 | [0..1] | Qty | Size of Offer side of the Quote for Market Maker (Type – Qty)
MMOfferSizeType | [0..1] | Boolean | Type of Market Maker’s Offer size. Data Type: Boolean Valid Values: Y = Size is percentage N = Size is value
MMQuoteCloseTime | [0..1] | UTCTimeOnly | Time at which the quote of a market maker is closed for negotiation. Should always be in hh:mm format
MMQuoteOpenTime | [0..1] | UTCTimestamp | Time at which market maker quote will be opened for neotiation.
MPRequestID | [0..1] | String | Unique ID of the request. Data Type: String[40]
NBBOStepUpMode | [0..1] | char | NBBO Step Up Mode. Data Type: Char Valid Values: 1 = New 2 = Cancel 4 = Get By Owner & Series 5 = NBBO Reinitiate Response
NoExchanges | [0..1] | NumInGroup | Number of exchanges in the repeating group. Data Type: int
NonCustSize | [0..1] | Qty | Non-customer size (aggregated) at a particular price break Data Type: Qty
NoQuoteSizes | [0..1] | NumInGroup | Number of elements in the repeating group (Quote Sizes) Data Type: int
NoScriptLevel | [0..1] | int | Indicates the number of nested levels for step-up configuration data. Data Type: Int
NoSteps | [0..1] | NumInGroup | Number of steps (NBBO Configuration). Data Type: int
NoTick | [0..1] | NumInGroup | No of elements in the repeating group(Ticks) Data Type: int
OPRAClassCode | [0..1] | char | OPRA Class Code. Data Tye: char
OPRAStrikeCode | [0..1] | String | Code used by OPRA (Options Price Reporting Authority) to identify series. Concatenation of option symbol, strike code. Data Type: String[7]
OptPxDenominator | [0..1] | int | Denominator used to get actual option price.
OrderReqType | [0..1] | char | Type of the Order Request. Data Type: Char Valid Values: 0 = Modify Orders 1 = Cancel Orders
OrigBidPx1 | [0..1] | Price | The current price of the Bid side of the Quote
OrigBidPx2 | [0..1] | Price | The current price of the Bid side of the Quote
OriginalSize | [0..1] | int | Current Order/Quote Size. Data Tye: int
OrigOfferPx | [0..1] | Price | The current price of the Offer side of the Quote
OrigOwnerID | [0..1] | String | Used to indicate the ID of the original owner. Data Type: String
OrigQuoteID | [0..1] | int | QuoteID of the current quote. Data Type: long
OwnerID | [0..1] | String | User ID of the owner. Data Type: String[40]
OwnerTraderID1 | [0..1] | String | Identifies the owner of the Order/Quote. Used when sending duplicate confirmations for execution, cancellation and expiry.
OwnerTraderID2 | [0..1] | String | Used to indicate the owner of the business object
PCXQuoteID | [0..1] | int | PCX generated ID for the Quote. Data Type: int
PSMMFlag | [0..1] | Boolean | Indicates the pssive market making status of market participant on an Issue/security.
QuoteScriptDataType | [0..1] | char | Quote Script Data Type. Data Type: Char Valid Values: 1 = Send Quote Size Table 2 = Cancel Quote Size Table
QuoteStatusRequestType | [0..1] | char | Type of the Quote Status Request. Data Type: Char Valid Values: 1 = Get Simple Quotes by User 2 = Get Quote Size Table by Owner and Series
ReinitiateConfig | [0..1] | Boolean | Setting for re-initiation of NBBO Step-Up Configuration. Data Type: Boolean Valid Values: Y = Reinitiate NBBO Steu-Up Configuration N = Do not Reinitiate NBBO Step-Up Configuration
ResponseID | [0..1] | String | ID sent by PCX in some acknowledgements/notifications
ScriptLevel | [0..1] | int | Number of levels Data Type: int
SecDefnReqType | [0..1] | char | Type of the Security Definition Request. Data Type: Char Valid Values: 1 = Issue ID 2 = Series by Series ID 3 = Series by Issue ID 4 = Series ID
SecurityHaltType | [0..1] | char | Describes the type of Security Halt: N – Normal, D – Dynamic, S – Static
SeriesID | [0..1] | int | Series ID.Data Type: long
StaticRefPx | [0..1] | Price |
StepPosition | [0..1] | int | Step Position (NBBO Step Up configuration). Data Type: int
SubjectID | [0..1] | String | Indicates the ID of the subject that is being disseminated in the message.
Tick | [0..1] | int | Pricing Increment. Data Type: int
UnderlyingID | [0..1] | int | ID of the underlying to which the issue belongs. Data Type: int
UpperLimit | [0..1] | int | Upper limit in the range. Data Type: long

SWXSwissExchange

Category: Exchange

Message Functionality

List of user-defined fields for SWX Swiss Exchange.

Structure

Name
Mult.
Type
Description

BookCondition
[0..1]
char
The current condition of a book. Valid values: 0 = Delayed Opening 1 = Delayed Opening with Non Opening 2 = Non Opening 3 = None 4 = Stop Trading 5 = Stop Trading with Non Opening 6 = Underlying Condition 7 = Underlying Condition with Non Opening

BusinessTransactionType
[0..1]
String
Indication of the business transaction. Valid value: TradeAdvice

CalcInclSettlCurrAmt
[0..1]
Amt
Is required if a commission has been entered by the trading participant. The amount in the instrument’s settlement currency added to the trade’s settlement amount due to the Commission and CommCurrency.

ClientDomicile
[0..1]
String
Client’s domicile

ConfirmReasonCode
[0..1]
String
The reason for this confirmation. Valid values: NCBC = BuyNostroCorrectionCancel NCBR = BuyNostroCorrectionResend CCPR = CCPRejection ECCA = ExchangeControlCancel ECIS = ExchangeControlISINChange ECRS = ExchangeControlResend ECRB = ExchangeControlResendBilateral ORIG = OriginalTrade PRHB = ProcessHeldBackTrade NCSC = SellNostroCorrectionCancel NCSR = SellNostroCorrectionResend TREV = TradeReversal

CounterpartyClientDomicile
[0..1]
Country
Counterparty Client’s domicile

CounterpartyClientReference
[0..1]
String
Counterparty Member Reference

CounterpartyOrderCapacity
[0..1]
char
Custom field for FIX 4.2 users that want to adopt the FIX 4.3 OrderCapacity field Designates the capacity of the counterparty of the order. Valid values: A = Agency G = Proprietary I = Individual P = Principal (Note for CMS purposes, Principal includes Proprietary) R = Riskless Principal W = Agent for Other Member (as of FIX 4.3, this field replaced Rule80A (tag 47) –used in conjunction with OrderRestrictions field) (see Volume 1: “Glossary” for value definitions)

CounterpartyReference
[0..1]
String
The free text identification of a counterparty who is not a member of the exchange.

CounterpartyType
[0..1]
String
The unique Identifies of a Counterparty type.ASSD (Associated Dealers), CUST (Customers), EFFH (Effektenhändler), MEMB (Member), EXCH (Designated Exchange)

InclSettlementAmount
[0..1]
Amt
An amount added to the calculated settlement amount.

InclSettlementCurrencyCode
[0..1]
Currency
Currency identifier of 6531 InclSettlementAmount

InterestPaymentCurrency
[0..1]
Currency
The currency applicable to an accrued interest amount.

IsCancelled
[0..1]
Boolean
Indicates whether or not a textual message, sent from the exchange has been cancelled by the exchange.

MDExecDate
[0..1]
UTCDateOnly
Execution date.

MDExecTime
[0..1]
UTCTimestamp
Execution time.

NewsEventDate
[0..1]
UTCDateOnly
The date on which the event referred to in the associated newsboard message occurred.

NewsID
[0..1]
String
The unique identifier of a textual message sent from the exchange and recorded on the newsboard.

NewsType
[0..1]
String
Textual description of the news type or category.

NewsValidUntil
[0..1]
UTCDateOnly
The date after which the associated information is no longer relevant / applicable.

NumberOfQuotes
[0..1]
NumInGroup
Number of quotes in a book entry.

NumberOfTrades
[0..1]
NumInGroup
Number of trades cumulated in a message.

OrigTrdMatchID
[0..1]
String
Trade id of the original trade. This is indicated when either a trade reversal or a nostro correction is transacted.

ParticipantRoleIndicator
[0..1]
char
Indication of the participant’s role in the context of a confirmation. Valid values: 0 = Buyer 1 = SettlementAgentBuyersSide 2 = GCMBuyersSide 6 = GCMSellersSide 7 = SettlementAgentSellersSide 8 = Seller

PublicTradeTypeCodeList
[0..1]
String
Published list of SWX trade type codes.

QuoteReqRefID
[0..1]
String
Required for Cancel and Replace QuoteReqTransType messages

QuoteReqTransType
[0..1]
char
Identifies Quote Request message transaction typeData type: char Valid values: N = New C = Cancel R = Replace

RandomisedInterval
[0..1]
UTCTimeOnly
Time spread for randomised transitions (of trading schedules). Format HH:MM:SS.

ReferencePriceType
[0..1]
char
Indication of the reference price type which indicates the source of the corresponding reference price. Valid values: 0 = Adjusted Price 1 = Adjustment Home Market 2 = Input Price 3 = Last Paid Price 4 = Mistrade Adjustment 5 = System Adjusted Price

SegrClearingAccountType
[0..1]
char
The segregated clearing account type. For example, Client Clearing Account or House Clearing Account. 0 = DF (Default), 1 = CL (Client = Risk is covered by client collateral), 2 = HO (House = Risk is covered by “In House” collateral)

SegrSettleAccountType
[0..1]
char
The segregated settlement account type. For example, can be used to distinguish different taxation treatments in settlement. 0 = DF (Default)

SettlCurrAmtValid
[0..1]
String
Indicates how the settlement amount has been calculated. Valid values: NSAZ = NotCalculatedSettlAmountInvalid NFWT = NotCalculatedStandardForwardTrade NMIS = NotCalculatedStaticDataMissing NTRD = NotCalculatedTradeDateMarketHoliday NTPZ = NotCalculatedTradePriceInvalid NTSZ = NotCalculatedTradeSizeInvalid NVAD = NotCalculatedValueDateEntered CALC = SettlementAmountCalculatedNormalCase

SettlementChainControlCode
[0..1]
String
The unique identifier of a settlement chain control. Valid values: BAUT = BilateralAutomaticSettlementFlagOff BCPO = BilateralClrgPreventionSettlOnly BCPF = BilateralClrgPrevNoClrgNoSettl BBRS = BilateralExchControlResendBilateral BMCO = BilateralManualClearingTypeAS BMCF = BilateralManualClearingTypeManual BNCC = BilateralNoCCP BNSA = BilateralNoSettlAmountCalculated BNSC = BilateralNoSettlChainsDetermined BOOC = BilateralOobClearingFlagOff BOOT = BilateralOutsideClearingOpeningTime MUSE = MultilateralViaCCP

SettlementInst
[0..1]
char
Defines to which degree the clearing and settlement of an off order book trade should be automatically instructed. For example, settled manually, automatic clearing and settlement or only automatic settlement i.e. no clearing.0=Automatic (Settlement & Clearing), 1 = Settlement only, 2 = Manual

SettlementStatusCode
[0..1]
String
The unique identifier of a settlement status. Valid values: CA = CancelAccepted CP = CancelPending CR = CancelRejected CS = CancelSent CN = CancelTechNOK CW = CancelWithoutMsg RN = ClrgRuleNotReady IC = InterfaceClosed MA = MissingAccruedInt MC = MissingChangeFix MS = MissingSettleDate MD = MissingStaticData NA = NoAutomaticCandS SA = SettlMsgAccepted SR = SettlMsgRejected SS = SettlMsgSent SN = SettlMsgTechNOK

SourceExchange
[0..1]
Exchange
The exchange from where the news message or book information origins.

TransactionType
[0..1]
char
Identifies an SWX specific transaction type. 0 = Order, 1 = Trade Confirmation, 2 = Bilateral Trade Reverse, 3 = Reported Trade, 4 = Unilateral Trade Reverse, 5 = Correction

TransitionStatus
[0..1]
char
Status of a trading schedule transition. Valid values: 0 = Pending 1 = Triggered 2 = Deleted 3 = Failed

StandardChartered

Category: Bank

Message Functionality

List of user-defined fields for Standard Chartered.

Structure

Name
Mult.
Type
Description

ClientTier
[0..1]
String
This is used to identify which tier to map the quote request, or order to. Typical use would be for streaming prices to multiuser platforms.

FIXreserved1
[0..1]
String

FIXreserved2
[0..1]
String

FIXreserved3
[0..1]
String

FIXreserved4
[0..1]
String

FIXreserved5
[0..1]
String

FIXreserved6
[0..1]
String

FIXreserved7
[0..1]
String

FIXreserved8
[0..1]
String

FIXreserved9
[0..1]
String

FIXreserved10
[0..1]
String

FIXreserved11
[0..1]
String

FIXreserved12
[0..1]
String

FIXreserved13
[0..1]
String

FIXreserved14
[0..1]
String

FIXreserved15
[0..1]
String

FIXreserved16
[0..1]
String

LegBidSize1
[0..1]
Qty
The maximum bid amount for this leg (used in multileg quotes). cf tag 134 BidSize

LegMinBidSize
[0..1]
Qty
The minimum bid amount for this leg (used in multileg quotes). cf tag 647 MinBidSize

LegMinOfferSize
[0..1]
Qty
The minimum offer amount for this leg (used in multileg quotes) cf tag 648 MinOfferSize

LegOfferSize1
[0..1]
Qty
The maximum offer amount for this leg (used in multileg quotes) cf tag 135 OfferSize

LegTenorCode
[0..1]
String
Tenor code used in multileg instruments. This can be used instead of tag 588 (Leg Sett Date) in the repeating leg group section & has the same values as Tag 7250.

SCBFIXParameter1
[0..1]
String

SCBFIXParameter2
[0..1]
String

SCBFIXParameter3
[0..1]
String

SCBFIXParameter4
[0..1]
String

SCBFIXParameter5
[0..1]
String

SCBFIXParameter6
[0..1]
String

SCBFIXParameter7
[0..1]
String

SCBFIXParameter8
[0..1]
String

SCBFIXParameter9
[0..1]
String

SCBFIXParameter10
[0..1]
String

SCBFIXParameter11
[0..1]
String

SCBFIXParameter12
[0..1]
String

SCBFIXParameter13
[0..1]
String

SCBFIXParameter14
[0..1]
String

SCBFIXParameter15
[0..1]
String

SCBFIXParameter16
[0..1]
String

SCBFIXParameter17
[0..1]
String

SCBFIXParameter18
[0..1]
String

SCBFIXParameter19
[0..1]
String

SCBFIXParameter20
[0..1]
String

TenorCode
[0..1]
String
Indicates type of Tenor requested & can be used instead of Tag 64 for all common value dates and ensures the appropriate SCB value date is used. Possible values are :TOD = Today (T+0) TOM = Tomorrow (T+1) SP = Spot NEXT = Next Business Day after Spot xW = x weeks from spot xM = x months from spot xY = x years from spot

TimeSpanStartTime
[0..1]
UTCTimestamp

StateStreet

Category: Bank

Message Functionality

List of user-defined fields for State Street.

Structure

Name | Mult. | Type | Description
MaxShow1 | [0..1] | Qty | Order: Inform broker the amount of the order to be shown via IOIs <p> ** ADDED TO FIX 4.1 AS TAG: 210 (MaxShow) **

Sungard

Category: SoftwareVendor

Message Functionality

List of user-defined fields for Sungard.

Structure

Name | Mult. | Type | Description
CHXHandlInst | [0..1] | Boolean | Allow passing through of HandlInst for CHX.
CrossSeqNum | [0..1] | SeqNum | Sequence number of cross trade being reported to an exchange. The field can contain alpha-numeric values.
DeskSpecialHandlingCode | [0..1] | String | OATS v3 field for Desk Special Handling Code. Values are: ‘FOK’, ‘AON’, ‘NH’, ‘IOC’, ‘MAO’, ‘LOC’, ‘MAC’, ‘MOO’, ‘MOC’, ‘OVD’, ‘SCL’, ‘WRK’, ‘PEG’, ‘MQT’, ‘TS’, ‘RSV’, ‘IO’, ‘LOO’,‘E.W’, ‘S.W’, ‘CNH’, ‘ADD’, ‘TMO’, or ‘DIR’. Case sensitive, must be capital letters.
DiscretionPx | [0..1] | Price | The Discretion Price of the order. This price is the limit for the DiscretionQty can be traded at. The value is an absolute price.
NSXHandlInst | [0..1] | Boolean | Allow passing through of HandlInst for NSX.
PeggingTicker | [0..1] | Price | The adjustment price to calculate the order price from the NBBO of a pegged order.
PHLXRoutingInstruction | [0..1] | Boolean | Allow passing through of routing instruction values for PHLX.
PowerNet | [0..1] | String | A field used by PowerNet to define the source of order entry.
RoutedOrderID | [0..1] | String | To satisfy the OATS requirement of having a unique identifier for each order. This field is 20 characters or less.
SACrossType | [0..1] | String | Text field for Cross Type option used with Agent order types.
SMExecAlgorFlag | [0..1] | char | This field will be forwarded to SuperMontage for the Execution Algorthim.
SMRouteFlag | [0..1] | char | Field to specify the SuperMontage route field for a given order.
TRACRoutingInstruction | [0..1] | Boolean | Allow passing through of routing instruction for Track ECN.
VenueReferenceID | [0..1] | String | Reference number for executions that result from orders that are routed to a secondary destination. Will be sent when order status is 1 or 2.

TSXGroup

Category: Exchange

Message Functionality

List of user-defined fields for TSX Group.

Structure

Name
Mult.
Type
Description

POComment
[0..1]
String
A free-form, pass-through tag provided for use by POs.

PriceBandInst
[0..1]
char
Instructions to the Exchange when the order price exceeds TSX Marketplace threshold price band limits. Valid values: 0 = Kill Order (default) 1 = Reprice

ShortMarkingExempt
[0..1]
char
Marker for Short-Marking Exempt order designation. Required if applicable for Short-Marking Exempt. Valid values: 0 = SME 1 = Buy Cross SME 2 = Sell Cross SME 3 = Both Buy and Sell Cross SME

TMXUDF1
[0..1]
String

TMXUDF2
[0..1]
String

TMXUDF3
[0..1]
String

TMXUDF4
[0..1]
String

TMXUDF5
[0..1]
String

TMXUDF6
[0..1]
String

TMXUDF7
[0..1]
String

TMXUDF8
[0..1]
String

TMXUDF9
[0..1]
String

TSXAccountType
[0..1]
String
Type of the trading account. Valid values: NC = Non-client (default) CL = Client ST = Equities Specialist IN = Inventory MP = ME Pro Order OF = Options Firm Account OT = Options Market Maker BU = Bundled order

TSXActionSource
[0..1]
String
Source of the action performed on an order.

TSXAL1Timestamp
[0..1]
UTCTimestamp
The time the ABBO provider generated the quote.

TSXAnonymous
[0..1]
Boolean
Flag to indicate if order is anonymous. Valid values: Y = Yes N = No (default)

TSXATSName
[0..1]
String
The Alternative Trading System where the transaction originated.

TSXATSTimestamp
[0..1]
UTCTimestamp
The time the quote changed on the ATS.

TSXBasketTrade
[0..1]
Boolean
Identifies the order as part of a basket trade.

TSXBrokerNumber
[0..1]
String
An Exchange-assigned three-digit private PO number identifying a Member Firm. Anonymous orders are assigned a public broker number of 001 on the feeds.

TSXBuyAccountId
[0..1]
String
Identifies the buyer’s trading account.

TSXBuyAccountType
[0..1]
String
The buyer’s type of the trading account. For valid values see tag 6750 (TSXAccountType)

TSXBuyCustomerType
[0..1]
char
identifies the Cross Buy side customer account type.

TSXBuyJitney
[0..1]
Boolean
An order is marked as being executed on behalf of another broker.

TSXBuyParticipation
[0..1]
Boolean
To indicate if the responsible equities specialist’s participation on the buy side is active. Valid values: On Off

TSXBuyParticipationVolume
[0..1]
Qty
To assign the maximum buy participation volume for a symbol.

TSXBuyRegulationID
[0..1]
String
Identification marker for UMIR-specific designations to orders and trades. For valid values see tag 6763 (TSXRegulationID)

TSXByPass
[0..1]
Boolean
To indicate orders are tradable against only visible/disclosed volumes and bypass the undisclosed volume of Iceberg orders, registered trader participation and autofill, and special terms book. Any part of the OrderQty balance not filled immediately is “killed/cancelled”. Valid values: Y = Yes N = No (default)

TSXCrossType
[0..1]
char
Identifies the type of an intentional cross. All cross types other than Regular and Derivative-Related are specialty crosses, which are treated differently from regular crosses regarding interference and/or price validation. Valid values: B = Basis C = Contingent D = Derivative-related I = Internal S = Special Trading Session R = Regular (default) V = Volume Weighted Average Price

TSXCustomerType
[0..1]
char
Identifies the customer account type.

TSXErrorNumber
[0..1]
int
The error number for an Error Response message.

TSXExchangeAdmin
[0..1]
String
An assigned marker to transmit information. The TSXExchangeAdmin tag is a string of 36 AlphaNumeric markers.

TSXExchangeUserID
[0..1]
String
The user ID for an exchange staff member (for example, Customer Service Representative).

TSXExecCancelledReason
[0..1]
Boolean
Indicates that the order was cancelled because of Cancel on Disconnect (COD).

TSXJitney
[0..1]
Boolean
An order is marked as being executed on behalf of another broker.

TSXLongLife
[0..1]
Boolean
Identifies the order as a LongLife eligible order. Valid values: Y = Yes N = No (default)

TSXMarketInst
[0..1]
String
Instructions to the Exchange to identify certain order types. Valid values: CO = Closing Offset

TSXMatchingPriority
[0..1]
char
Indicates the type of priority used to match the order in a trade. Valid values: 1 = Indicates match was because of Broker Preferencing

TSXMessageId
[0..1]
String
Unique identifier assigned by a Member Firm to a message that is not an order. Unsolicited Market Command Acknowledgement messages sent by the Exchange will have a random string of characters as the TSXMessageID.

TSXMGFCandidate
[0..1]
char
A marker to indicate if an order is eligible for minimum guaranteed fill. Valid values: Y = Yes N = No (default) B = Yes, bypass size checks

TSXMGFVolume
[0..1]
Qty
The minimum guaranteed volume that the registered trader is willing to fill.

TSXMinInteractionSize
[0..1]
Qty
Prevents fills smaller than the minimum interaction size specified until the order’s volume is depleted to the point that the remaining volume is less than the minimum interaction size. Supported on Dark and SDL orders only.

TSXNCIB
[0..1]
Boolean
Identifies Normal-Course Issuer Bid (NCIB) orders; the action of a company buying back its own outstanding shares from the markets so it can cancel them. Valid values: Y = Yes N = No (default)

TSXNonResident
[0..1]
Boolean
A terms marker indicating that trade participant is not a Canadian resident for income tax purposes. Valid values: Y = Yes N = No (default)

TSXNoTradeFeat
[0..1]
String
A marker that is supplied by the Member Firm to prevent trading against that same Member Firm’s contra orders based on a matching TSXNoTradeKey. Valid values: NM = Cancel Newest EM = Execute Match OM = Cancel Oldest DM = Decrement Larger and Cancel Smaller

TSXNoTradeKey
[0..1]
String
A Member Firm produces these keys to prevent trading against that same Member Firm’s contra orders based on a matching TSXNoTradeKey. Note that the marketplace does not produce this key or enforce the uniqueness of this key. TSXNoTradeKey only prevents trades between orders produced by the same BrokerNumber (or if present, by PrivateBrokerNumber).

TSXNoTradeOrderNum
[0..1]
String
The contra private order number that would have matched with the order, if not prevented by the no-trade feature.

TSXNoTradePrice
[0..1]
Price
The price the match would have occurred at, if not prevented by the no-trade feature.

TSXNoTradeVol
[0..1]
Qty
The number of shares that would have matched, if not prevented by the no-trade feature.

TSXOrderKey
[0..1]
String
Unique key identifying orders in the system.

TSXOrigTradeID
[0..1]
String
Used with trade corrections to reference previously reported executions and the side initiating the cancel/correct.

TSXParticipationOption
[0..1]
char
Identifies the type of incoming orders that a registered trader would like to participate with, when the other registered trader is not participating. Valid values: 1 = Total MGF Size for eligibility and participation (default) 2 = Total MGF Size for eligibility, Individual MGF Size for participation 3 = Individual MGF Size for eligibility and participation

TSXPegType
[0..1]
char
Peg to the protected NBBO. Available on undisplayed orders only. Valid values: C = Contra Midpoint Only Plus D = Contra Midpoint Only Plus, Dark Sweep M = Midpoint Peg N = None (default) P = Market Peg R = Primary Peg x = Minimum Price Improvement Peg

TSXPrincipalTrade
[0..1]
Boolean
A transaction where the member as principal sells securities to or buys securities from its particular customer; that is, a cross between a client and another account type. Valid values: Y = Yes N = No (default)

TSXPrivateOrigPrice
[0..1]
String
The original price type of an order when entered into the trading system. Valid values: MBF = Must Be Filled

TSXProgramTrade
[0..1]
Boolean
A marker to indicate that the order is part of a specialized basket trade comprised of Index securities to offset an options or futures position. Y = Yes N = No

TSXReferenceVolume
[0..1]
Amt
The existing volume of the order that is to be OMRd.

TSXRegulationID
[0..1]
String
Identification marker for UMIR-specific designations to orders and trades. Valid values: IA = Insider Account NA = Not Applicable SS = Significant Shareholder

TSXRemainingBuyParticipationVolume
[0..1]
Qty
The remaining buy participation volume for a symbol.

TSXRemainingMGFVolume
[0..1]
Qty
The remaining available volume that the equities specialist may increase their MGF volume by.

TSXRemainingSellParticipationVolume
[0..1]
Qty
The remaining sell participation volume for a symbol.

TSXRTAutoFill
[0..1]
char
A marker to indicate a system-produced autofill against the responsible equities specialist’s account or an odd lot trader. Valid values: A = Odd Lot C = Closing Allocation G = Guaranteed Fill P = Participation

TSXSeekDarkLiquidity
[0..1]
char
Used on an IOC/FOK order to only match against dark liquidity. Valid values: 1 = Trade with price improving dark only 2 = Trade with dark up to and including the NBBO

TSXSelfTrade
[0..1]
Boolean
Indicates if the trade is a Self Trade. Self Trades are suppressed on the public feed. Valid values: Y = Yes N = No

TSXSellAccountId
[0..1]
String
The seller’s trading account identification.

TSXSellAccountType
[0..1]
String
The seller’s type of trading account. For valid values see tag 6750 (TSXAccountType)

TSXSellCustomerType
[0..1]
char
Identifies the Cross Sell side customer account type.

TSXSellJitney
[0..1]
Boolean
An order is marked as being executed on behalf of another broker.

TSXSellParticipation
[0..1]
Boolean
To indicate if the responsible equities specialist’s participation on the sell side is active. Valid values: On Off

TSXSellParticipationVolume
[0..1]
Qty
To assign the maximum sell participation volume for a symbol.

TSXSellRegulationID
[0..1]
String
Identification marker for UMIR-specific designations to orders and trades For valid values see tag 6763 (TSXRegulationID)

TSXSOROrderID1
[0..1]
String
Smart Order Router (SOR) order identifier.

TSXSOROrderID2
[0..1]
String
Smart Order Router (SOR) order identifier.

TSXSpeedbump
[0..1]
char
Indicates whether a message was subject to a processing delay before interacting with the order book. Valid values: ” ” (blank) = Feature is off or is not applicable to this order (default) Y = Feature on, message goes through Speedbump N = Feature on, message does not go through Speedbump

TSXSpreadGoal
[0..1]
Price
A unique price range assigned to a stock for purposes of registered trader spread goal maintenance.

TSXTradeCorrection
[0..1]
Boolean
A marker to indicate if the Fill report is a trade correction or a normal fill. Valid values: Y = Yes N = No (default)

TSXUndisplayed
[0..1]
Boolean
Indicates the order is completely undisplayed. Y = Yes N = No (default)

TSXUserId
[0..1]
String
The trading system’s user ID for a trader.

TSXWashTrade
[0..1]
Boolean
A trade that has occurred between proprietary accounts of the same Member Firm. Valid values: Y = Yes N = No (default)

UndisclTradedVol
[0..1]
Qty
The portion of traded volume attributed to the undisclosed volume of an Iceberg order.

TeleinvestSA

Category: SoftwareVendor

Message Functionality

List of user-defined fields for Teleinvest SA.

Structure

Name | Mult. | Type | Description
EstimatedAmount | [0..1] | float | Teleinvest Custom Tag : Order Estimated Amount
TiCustom2 | [0..1] | float | Teleinvest Custom Tag
TiCustom3 | [0..1] | float | Teleinvest Custom Tag
TiCustom4 | [0..1] | float | Teleinvest Custom Tag

ThomsonFinancial

Category: DataVendor

Message Functionality

List of user-defined fields for Thomson Financial.

Structure

Name
Mult.
Type
Description

AcceptedByDate
[0..1]
UTCDateOnly
Provides audit trail tracking what date an order was accepted.

AccountSource
[0..1]
String
Field identifies the source of the account value

AccountType2
[0..1]
char
Used to identify the account type

AcctClassCode
[0..1]
char
relfects the account class type on an order

ALRXCode
[0..1]
String
A free form text field indicating that the order placed on a thrid party system has already been executed.

ApplyIOIEdits
[0..1]
char
Instructs order receiving firm when to apply standard IOI offering edits to determine whether the order should be accepted or rejected. (Y = Apply all edits, N = Do not apply edits, B = Apply only Broker/Dealer edits)

BasisPriceTradeInd
[0..1]
Boolean
Used to identify a basis price trade

BlkOrderDesk
[0..1]
String
Specifies the desk for a block order average price trade

BlkOrderDeskNo
[0..1]
int
Specifies the desk number for a block order average price trade

BlockOrderID
[0..1]
String
This identifies a block order ID for grouping orders (i.e. orders for a queue and release system)

BondFactor
[0..1]
String
Specifies a bond factor.

BypassPrimeBrokerSw
[0..1]
Boolean
Provides the ability on a prime broker trade to indicate that the trade occurred outside.

CancelRebillReason
[0..1]
String
Used to identify a cancel rebill reason

CircleInd
[0..1]
Boolean
Indicates that the order message type received should be treated as a circle request instead of a live order. (Y = circle request)

ClientOrderIDFormat
[0..1]
String
Allows the 2 sides to communicate what format the Client Order ID and Orig Client Order ID will be used to construct the tag(s). NOTE: Valid values must be agreed upon by both sender and target comps.

CMSText
[0..1]
String
The CMS message text equivalent with or without unprintable characters replaced by spaces

CommissionScheduleOverride
[0..1]
Boolean
Used to override existing commission schedule

ConcessionAmt
[0..1]
Amt
Specifies the amount of concession.

ConcessionType
[0..1]
char
Specifies whether the concession amount is cents per share or percent

ConfirmNote
[0..1]
String
Used to identify a confirm note

ContraAccount
[0..1]
String
Used to identify a contra account

ContraAccountSource
[0..1]
String
Field identifies the source of the contra account

ContraAccountType
[0..1]
char
Used to identify the contra account type

ContraFeesSw
[0..1]
Boolean
Indicator used to determine if fees should be applied to contra side of trade.

ContraSubNo
[0..1]
String
Used to validate ContraAccount in a service bureau model

CSIItemNo
[0..1]
String
Cash Standing Instruction item number used in conjunction with tag 6014.

CxlReason
[0..1]
String
Indicates the valid cancel reason (repeating tag)

DaylightSavingSw
[0..1]
String
Used to allow front-end session modules communicate to back-end application modules whether we are observing daylight saving time.

DiscretionUsedSw
[0..1]
Boolean
Indicates whether or not discretion should be used

DropID
[0..1]
String
Provides front-end flexibility to control message level drop copy processing.

EnteringFirm1
[0..1]
String
Used to identify a entering firm entity which may be a correspondent or subsidiary

ErrorRequestor
[0..1]
String
Determines the requestor of the error for t+n cancel requests

ExchangeCode
[0..1]
Exchange
Used to identify the routing destination for an order or trade

ExecChangeSourceID
[0..1]
String
Execution Change Source ID

FXCurrencyOffsetAmt
[0..1]
Amt
Used to specify the full ‘TO’ currency amount in FX trades to eliminate rounding error and/or account for markup.

Gross
[0..1]
char
Tag supports gross cents per share, gross percentage, and gross flat amounts

GrossCode
[0..1]
String
Used to identify a gross code

IncludeSIs
[0..1]
Boolean
Valid Values = Y or N. For quote requests or orders that are submitted to multiple Retail Service Providers (RSPs) for best execution, this field specifies whether RSPs acting as Systematic Internalizers (SIs) should be included (Y) or not included (N).

InternalAcknowledgementSw
[0..1]
String
Used to allow front-end session modules communicate to back-end application modules that the required acknowledgement for a given message has already been generated in order to improve asyncronous processing.

InternalSeqNo
[0..1]
String
This tag is to support internal sequence checking between front-end FIX session modules and back-office FIX application engines

IOE
[0..1]
String
Used to identify an investment objective exception

IOIAvailQty
[0..1]
Qty
Amount of an IOI offering (IOIQty) that is currently available to the sales force.

LODIndicator
[0..1]
Boolean
Limit Order Display indicator

NoYields
[0..1]
NumInGroup
Number of yields. Allows repeating groups consisting of YieldType (235), Yield (236), and BasisFeatureDate (259).

NumberOfCxlReasons
[0..1]
NumInGroup
Indicates how many cancel rebill reasons are included on a message

OATSAcctType
[0..1]
char
Valid Values: R = Retail – an order received for the account of an investor, including institutional orders W = Wholesale – an order received from another broker/dealer P = Proprietary – an order placed by a firm for a proprietary account E = Employee – an order received for the account of an employee or associated person of a member firm C = Combined – an order placed for more than one type of account.

OddLotDiffInd
[0..1]
Boolean
Used to identify an odd lot differential

OffsetCurrencyCode
[0..1]
Currency
Used to identify an offset currency code

OrderAcceptedBy
[0..1]
String
Provides audit trail tracking who accepted the order

OrderAcceptedTime
[0..1]
UTCTimestamp
Provides audit trail tracking the time the order was accepted

OrderChangeSourceID
[0..1]
String
Order change source ID

OrderEnteredBy
[0..1]
String
Provides audit trail tracking who entered the order

OrderEnteredTime
[0..1]
UTCTimestamp
Provides audit trail tracking the time the order was entered

PPTOverride
[0..1]
Boolean
Allow user to override a Prevent Principal Trade edit.

RebillValue
[0..1]
Amt
Indicates corresponding rebill value for the cancel reason (repeating tag)

RegisteredRep
[0..1]
String
Rep related to a specific order or execution.

RegwayAccountType
[0..1]
char
Used to identify a regular way account type

ReinvestCode
[0..1]
char
Used to identify a reinvest code

ReportedTradePrice
[0..1]
Price
Used to identify the reported trade price

ReportToOCS
[0..1]
Boolean
Specifies if a block order average price trade is to be reported to OCS (Overnight Comparison System)

ReturnCode
[0..1]
MultipleStringValue
This field will be used to indicate a specific error message or informational message that may or may not exist in the Text tag (58) of an acknowledgement response. NOTE: This field may contain repeating values delimited by a hexidecimal ’40’ character.

SellerCode
[0..1]
char
Used to identify a seller code

SpecialTypingCode
[0..1]
MultipleCharValue
Used to identify a special typing code. Repeating values are allowed for this tag. Values are to be delimited by space.

StandingInstOverride
[0..1]
Boolean
Standing instructions indicator used to override the account level code for the disposition of stock and money.

Syndicate
[0..1]
String
Used to identify a syndicate

SyndicateTakedown
[0..1]
String
Used to identify a syndicate takedown

ThomsonUDF1
[0..1]
String

ThomsonUDF2
[0..1]
String

ThomsonUDF3
[0..1]
String

ThomsonUDF4
[0..1]
String

ThomsonUDF5
[0..1]
String

ThomsonUDF6
[0..1]
String

ThomsonUDF7
[0..1]
String

ThomsonUDF8
[0..1]
String

ThomsonUDF9
[0..1]
String

ThomsonUDF10
[0..1]
String

ThomsonUDF11
[0..1]
String

TRACEReportSw
[0..1]
Boolean
Used to suppress order events from TRACE reporting

TradeRefDate
[0..1]
UTCDateOnly
Date of original trade

TTORep
[0..1]
String
Used to identify a this time only rep

TTORepBranch
[0..1]
String
This Time Only Rep Branch

TTOSubNo
[0..1]
String
Used to validate a This Time Only Rep in a service bureau model

UniqueTradeID
[0..1]
String
Used to identify a trade unique id

ValidateOrd
[0..1]
Boolean
Indicates that a new order message should only be validated versus business edits and not accepted as a new order by the receiving party. (Y = Validate)

VersusPurchaseSw
[0..1]
Boolean
Indicates whether an order or execution event is versus purchase.

WhoseError
[0..1]
String
Determines the source of the error for t+n cancel requests

ThomsonReuters

Category: DataVendor

Message Functionality

List of user-defined fields for Thomson Reuters.

Structure

Name | Mult. | Type | Description
AllocQty2 | [0..1] | Amt | Amount of allocation in dealt currency on far leg of a swap.
CalculatedAllocQty | [0..1] | Qty | Amount of allocation in contra currency on near leg.
CalculatedAllocQty2 | [0..1] | Amt | Amount of allocation in contra currency on far leg of a swap.
EnteringSubsidiary | [0..1] | String | Identifies the subsidiary firm associated with the execution.
NonMemberAffiliate | [0..1] | Boolean | Indicates that the execution is on behalf of a non-member affiliate.
TrailerNote | [0..1] | String | Allows trailer notes to be added to trades.
TrailerNoteSuppressionInd | [0..1] | Boolean | Suppression indcator for trailer line

TownsendAnalytics

Category: SoftwareVendor

Message Functionality

List of user-defined fields for Townsend Analytics.

Structure

Name | Mult. | Type | Description
LehmanATS1 | [0..1] | String | Lehman ATS Field 1
LehmanATS2 | [0..1] | String | Lehman ATS Field 2
LehmanATS3 | [0..1] | String | Lehman ATS Field 3
LehmanATS4 | [0..1] | String | Lehman ATS Field 4
LehmanATS5 | [0..1] | String | Lehman ATS Field 5
LehmanATS6 | [0..1] | String | Lehman ATS Field 6
LehmanATS7 | [0..1] | String | Lehman ATS Field 7
LehmanATS8 | [0..1] | String | Lehman ATS Field 8
TALAccountType | [0..1] | int | Integer corresponding to the account type within the TAL OMS.
TradeLiquidityIndicator | [0..1] | char | Indicates whether a trade adds liquidity (A) or removes liquidity (R) from the marketplace.

Tradeweb

Category: Brokerage

Message Functionality

List of user-defined fields for Tradeweb.

Structure

Name | Mult. | Type | Description
AccruedDays | [0..1] | int | Number of days accrued
AllocClearingFirm | [0..1] | String | For instructing and reporting allocation clearing for non-US issues<p>** Added to FIX 4.3 through &ltNestedParties&gt component block **
AllocClearingMember | [0..1] | String | 4.2: Clearing member identifier in an allocation.
AllocGiveUpBroker | [0..1] | String | [4.2] In an Allocation instance, identifier of the Prime Broker serving as Give-Up Firm.
AllocGTSBroker | [0..1] | String | [4.2] In an Allocation instance, identifier of the Prime Broker providing General Trade Services.
AllocStatus | [0..1] | char | [4.2] Valid values 0: Accepted, Processed – allocations were sent to the counterparty. 3: Received, not yet processed – allocations have been saved but not sent. In 4.4 as tag AllocStatus 87
AllocStepOutBroker | [0..1] | String | [4.2] In an Allocation instance, identifier of the Prime Broker serving as Step-Out Firm.
ApplyRestriction | [0..1] | Boolean | To turn ON/OFF restriction such as ERISA for an Order coming to TW. Boolean type (Y/N). If omitted in the message, default to ‘Y’.
AssetSwapSpread | [0..1] | PriceOffset | The difference between the bond yield and the LIBOR curve, expressed in basis points.
AvgCost | [0..1] | Amt | Positive or negative average cost.
BaseIndex | [0..1] | String | Tradeweb Base CPI @ Issuance – normally associated with TRSY TIPS.
BenchmarkCurveName | [0..1] | String | Name of benchmark curve – FIX 4.2
BenchmarkCurvePoint2 | [0..1] | String | Denote the long float rate period of IRS Dollar Swap Basis Trade.
BenchmarkPrice | [0..1] | Price | [4.2] Specifies the price of the benchmark.
BenchmarkPriceType | [0..1] | int | [4.2] Identifies the denomination of BenchmarkPrice(6645). Same values as PriceType(423).
BenchmarkSecurityDesc | [0..1] | String | Benchmark security description.
BenchmarkSecurityID | [0..1] | String | CUSIP or ISIN of the benchmark instrument
BenchmarkSecurityIDSource | [0..1] | char | [4.2] Identifies the source of the Benchmark Security ID. Valid values are 1=CUSIP 2=SEDOL 4=ISIN
BenchmarkSymbolSfx | [0..1] | String | “WI” if When Issued.
BenchmarkYield | [0..1] | Percentage | Yield of the benchmark security.
BookingID | [0..1] | String | Event reference for BookingReport
BookingRefID | [0..1] | String | Event reference for BookingReport
BookingStatus | [0..1] | char | Enumeration: 1-Affirmed, 2-Unknown account, 3-Missing settlement instructions, 4-Canceled
BookingTransType | [0..1] | char | Enumeration: 0-New, 1-Cancel, 2-Correct
BrokerClearingID | [0..1] | String | Identifier of Broker’s clearing instructions.
CalcFrequency | [0..1] | String | Encoded IRS calculation period frequency: 3M, 6M, 1Y, T term etc.
ClearingMember | [0..1] | String | 4.2: Clearing member identifier.
Compounding | [0..1] | Boolean | Boolean: IRS floating rate compounding – default ‘N’. Values: Y – flat compounding N – no compounding
ContractSettlementMonth | [0..1] | String | Month that a TBA contract settles
Counter | [0..1] | Boolean | Indicates if counter is allowed on hit/lift. When this tag is not present, counter is not allowed on hit/lift. Default value is N. (Tradeweb Retail)Valid values: Y = Hit/lift can be countered N = Hit/lift cannot be countered.
CounterpartyTraderID | [0..1] | String | Counter party trader id
CPProgram | [0..1] | int | Same usage as 4.4 CPProgram (875)
DatedDate | [0..1] | UTCDateOnly | [4.2] The date the security is dated if different from the first IssueDate, in YYYYMMDD format.
DaysHeld | [0..1] | int | Number of days the position was held in the account.
DealerNote | [0..1] | String | Free-form text to be sent to the dealer(s) participating in the trade during negotiation.
DealerTradeID | [0..1] | String | Deposit CDs: Dealer’s reference to the trade being rolled or closed.
DeltaTransfer | [0..1] | char | Option Delta Transfer1 = Delta Work 2 = Delta Exchange 3 = Risk
DestFirmID | [0..1] | String | An optional routing identifier associated with the firm to which this message is directed.
DocType | [0..1] | String | Name of the FpML document type in the embedded XML Message.
DueInSeconds | [0..1] | int | Quote due-in time expressed in seconds.
ExDividend | [0..1] | Boolean | [4.2] Boolean: Instrument is trading ex-dividend. Supported in [4.4] using SymbolSfx(65)=EX.
ExecutionConcession | [0..1] | Price | The difference between the original dealer price sent on the order and the filled price.
Factor | [0..1] | float | Fraction for deriving Current Value from Qty <p>** Added to FIX 4.3 as tag: 228 Factor **
Fiduciary1 | [0..1] | Boolean | Boolean: Fiduciary Money Deposit. Values: ‘Y’ = Yes Fiduciary Money {omitted} NOS: apply user preferences. ER: Not Fiduciary Money
FirmAccount | [0..1] | String | Firm trading account.
FloatingRate | [0..1] | Boolean | Boolean: Identifies a Floating Rate Note.
GiveUpBroker | [0..1] | String | [4.2] Identifier of the Prime Broker serving as Give-Up Firm.
GTSBroker | [0..1] | String | [4.2] Identifier of the Prime Broker providing General Trade Services.
ISpread1 | [0..1] | PriceOffset | The difference in basis points between a bond’s yield-to-maturity and the projected/interpolated swap rate on the bond’s maturity/workout date.
IssueDate | [0..1] | UTCDateOnly | Date bond was issued<p>** Added to FIX 4.3 as tag: 225 IssueDate **
IssuerLongName | [0..1] | String | Full name of the issuer
LastParPx | [0..1] | Price | Price expressed in percent-of-par when ParPx is in discount or spread
LegAllocAccount | [0..1] | String | Allocation account for one leg of a multi-issue trade
LegAllocClearingFirm | [0..1] | String | Allocation clearing firm for one leg of a multi-issue trade
LegAllocClearingMember | [0..1] | String | 4.2: Clearing member identifier in an allocation of multileg trade.
LegAllocQty | [0..1] | Qty | Allocation quantity for one leg of a multi-issue trade
LegCalcFrequency | [0..1] | String | IRS calculation period frequency for the trade leg.
LegClearingFirm | [0..1] | String | Clearing firm for one leg of a multi-issue trade
LegClearingMember | [0..1] | String | 4.2: Clearing member identifier for a multi-leg trade.
LegCompounding | [0..1] | Boolean | Boolean: IRS floating rate compounding – default ‘N’. Values: Y – flat compounding N – no compounding
LegContractSettlmntMonth | [0..1] | String | Month that a TBA contract settles for one leg of a multi-issue trade
LegCouponRate | [0..1] | float | Coupon rate for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 615 LegCouponRate **
LegCurrency | [0..1] | Currency | Currency for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 556 LegCurrency **
LegDatedDate | [0..1] | UTCDateOnly | [4.2] The date the leg security is dated if different from the first LegIssueDate, in YYYYMMDD format.
LegEndDate | [0..1] | UTCDateOnly | Leg absolute termination date, e.g. 20100118. Mutually exclusive with LegTerm.
LegFactor | [0..1] | float | Fraction for deriving current value from Qty for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 253 LegFactor **
LegFixedRateDayCount | [0..1] | String | String: IRS fixed stream – payment day-count fraction. FpML values.
LegFixedRatePayFrequency | [0..1] | String | IRS fixed rate stream payment frequency expressed as a period, e.g. 1Y, 3M or 1T.
LegFloatRatePayFrequency | [0..1] | String | IRS floating rate stream payment frequency expressed as a period, e.g. 1Y, 3M or 1T.
LegFutSettDate | [0..1] | UTCDateOnly | Future settlement date for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 588 LegFutSettDate **
LegGrossTradeAmt | [0..1] | Amt | Gross principal amount of the trade leg.
LegIDSource | [0..1] | String | Security ID source for one leg of a multi-issue trade – see values for IDSource<p>** Added to FIX 4.3 as tag: 603 LegIDSource **
LegIssueDate | [0..1] | UTCDateOnly | Issue date for one leg of a multi-issue trade
LegIssuer | [0..1] | String | Issuer for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 617 LegIssuer **
LegLastParPx | [0..1] | Price | Last price for the leg expressed in percent-of-par. Conditionally required when LegLastPx is expressed in Yield, Spread, Discount or any other type and the product supports a percent-of-par price.
LegMaturityDate | [0..1] | UTCDateOnly | Maturity date for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 611 LegMaturityDate **
LegNetMoney | [0..1] | Amt | Net money of the trade leg.
LegNoAllocs | [0..1] | int | Number of allocations for one leg of a multi-issue trade
LegNoStipulations | [0..1] | int | Number of stipulation entries for one leg of a multi-issue trade
LegNumDaysInterest | [0..1] | int | Number of days accrued interest of the trade leg.
LegOrderQty | [0..1] | Qty | Order quantity of one leg of a multi-issue trade
LegProduct | [0..1] | int | Product for one leg of a multi-issue trade – see Product 6613<p>** Added to FIX 4.3 as tag: 607 LegProduct **
LegRefID | [0..1] | String | An optional unique reference assigned by the ordering customer to each leg of a swap or butterfly.
LegRelativeStart | [0..1] | String | Leg effective date expressed as a period relative to trade date, e.g. 1Y or 3M. Mutually exclusive with LegStartDate.
LegRollConvention | [0..1] | String | IRS roll convention – default ‘STD’. Values: STD – standard product-based roll IMM – roll on IMM dates ECB – roll on ECB dates NONE – for bullet payments
LegSecurityDesc | [0..1] | String | Security description for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 620 LegSecurityDesc **
LegSecurityID | [0..1] | String | CUSIP or ISIN of one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 602 LegSecurityID **
LegSecurityType | [0..1] | String | SecurityType for one leg of a multi-issue trade – see SecurityType 6609<p>** Added to FIX 4.3 as tag: 609 LegSecurityType **
LegSettlmntTyp | [0..1] | String | Settlement type for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 587 LegSettlmntTyp **
LegSide | [0..1] | char | Buy or Sell leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 624 LegSide **
LegStartDate | [0..1] | UTCDateOnly | IRS absolute effective date, e.g. 20080818. Mutually exclusive with LegRelativeStart.
LegStipulationType | [0..1] | String | Stipulation type for one leg of a multi-issue trade – see 4.3 spec
LegStipulationValue | [0..1] | String | Structured stipulation value for one leg of a multi-issue trade – see 4.3 spec
LegSwapType | [0..1] | String | Substitute for LegOrderQty (6667) for one leg of a multi-issue trade: ParForPar, Duration, Risk, Proceeds
LegTerm | [0..1] | String | Leg termination date expressed as a period relative to effective date, e.g. 1Y or 3M. Mutually exclusive with LegEndDate.
LetAccruedInterestAmt | [0..1] | Amt | Accrued interest of the trade leg.
ListID2 | [0..1] | String | Customer-assigned identifier for List Orders. ListID(6630) is used in NewOrder and OrderReplace. Tag ListID(66) is used in ExecutionReport and AllocationReport.
LotSize1 | [0..1] | Qty | Fill quantity increment above the initial fill size.
Managed | [0..1] | Boolean | Boolean: Flags a managed trading account.
ManagedAccount | [0..1] | Boolean | Boolean. Flags a managed account (DBAB).
MaturityDate1 | [0..1] | UTCDateOnly | Bond maturity date<p>** Added to FIX 4.3 as tag: 541 MaturityDate **
MDAggressorSide | [0..1] | char | In MD Trade entries. Values: 1 = Take 2 = Hit
MDAvailBuySize | [0..1] | Qty | In MD Trade entries available buy quantity (Qty)
MDAvailSellSize | [0..1] | Qty | In MD Trade entries available sell quantity (Qty)
MDCumTradeSize | [0..1] | Qty | In MD Trade entries cumulative quantity negotiated (Qty)
MDEntryHiddenSize | [0..1] | Qty | Hidden size (Qty) – shown only to the originating dealer
MDWorkupState | [0..1] | char | In MD Trade entries. Values: 0 = Private 1 = Public
MsgVersion | [0..1] | String | Identifies the message version number, e.g. 1.0.
MultilegComponent | [0..1] | Boolean | boolean. A value of Y indicates the trade is a component of a multi-part order – swap, switch, butterfly, cross etc.
MultilegPartNum | [0..1] | String | Trade number within a swap or butterfly plus the number of trades separated by “/”. E.g. 9729=2/3 represents the body of a butterfly.
MultilegRefID | [0..1] | String | The optional unique reference assigned by the ordering customer to each leg of a swap or butterfly. Same as LegRefID but outside the NoLegs repeating group in ER, AR and Confirmation.
NASDRegistered | [0..1] | Boolean | Boolean: Indicates whether investor is registered with NASD.
NetMoney | [0..1] | Amt | Block level net money<p>** 118 NetMoney was added to appropriate messages in FIX 4.3 **
NetPresentValue | [0..1] | Amt | Net present value of derivative contract.
NoLegs | [0..1] | NumInGroup | Number of Legs in a multi-issue trade<p>** Added to FIX 4.3 as tag: 555 NoLegs **
NoStipulations | [0..1] | NumInGroup | Number of stipulation entries<p>** Added to FIX 4.3 as tag: 232 NoStipulations **
NotionalAmt | [0..1] | Amt | To describe notional amount of Option trade.
NoTWRPositions | [0..1] | NumInGroup | Number of entries in the TWRPositions repeating group.
NoUnderlyings | [0..1] | NumInGroup | [4.2] begins the Underlyings repeating group.
NoUnderlyingStips | [0..1] | NumInGroup | [4.2] Begins the UnderlyingStips repeating group.
Occupation | [0..1] | String | Occupation of investor identified in Account (1). Required on new issue preferred.
OfferType | [0..1] | String | Offer type.
OptionSettlType | [0..1] | char | [4.2] To describe TW derivative (option/future) settlement or delivery type: P = Physical C = Cash
OptionTradeType | [0..1] | char | TW Derivative Trade Type (Option/Future) 1 = Listed 2 = Flex 3 = Bilateral
OrderCreateTime | [0..1] | UTCTimestamp | UTC timestamp when the order was created.
PartNum | [0..1] | String | Part number of the entry in QuoteRequest for list trading.
Password3 | [0..1] | String | Optionally used in Logon message.
PendingSettl | [0..1] | Boolean | Boolean: Flags that the bond is pending factor reset.
PershingOrderReceiptTime | [0..1] | UTCTimestamp | Time the order was received at Pershing.
PershingOrderReceiveFrom | [0..1] | String | The person or entity placing the order.
PosQty | [0..1] | Qty | Positive or negative position quantity.
PosRejectReason | [0..1] | char | In Position Exception Notice the cause of the exception. Valid values: 1 = Account exists but position exists elsewhere 2 = Account does not exist and position exists elsewhere
PreFactored | [0..1] | Boolean | Boolean: Unlike TIPS, MBS or EUR-denominated Inflation Linked Bonds, GBP ILBs trade with the inflation ratio already factored into the price. PreFactored=Y clarifies that attribute.
PriceType2 | [0..1] | char | Specifies the how the price field is expressed1-Percentage, 4-Discount, 9-Spread<p>** Added to FIX 4.3 as tag: 423 PriceType **
ProductExtended | [0..1] | int | Extends FIX field 460 for Fixed Income.<p>** 460 Product was extended in FIX 4.3 **
Profit | [0..1] | Amt | Positive or negative profit amount.
ProhibitedLocales | [0..1] | MultipleStringValue | One or more comma-separated abbreviations of locales in which an investor is prohibited from owning the security. In the US it applies to some corporate bonds and CDs and ISO 3166-2 state abbreviations are used. AKA “Blue Sky Data”
QtyVariance | [0..1] | Qty | Variance of a REPO trade, expressed as quantity of trade size.
RelationToBroker | [0..1] | String | Investor’s relationship to broker. Required on new issue preferred.
RelativeStart | [0..1] | String | Effective date expressed as a period relative to trade date, e.g. 1Y or 3M. Mutually exclusive with StartDate.
Replenish | [0..1] | Boolean | BOolean: Replenish trade quantity from OrderQty after the first fill. Used together with MaxFloor (111) for hidden-quantity trading.
RollConvention | [0..1] | String | IRS roll convention for NewOrder – default ‘STD’. Values: STD – standard product-based roll IMM – roll on IMM dates ECB – roll on ECB dates NONE – for bullet payments
SecondaryOrdID | [0..1] | String | The unique trade reference assigned by the ATS. UDF 6617 is needed only in the DontKnowTrade message. In all others use tag 198.
SecuritySource | [0..1] | char | Where to obtain securities for trade. Values: C = Customer will deliver security. L = Security is Long in account. R = Receive Security vs Payment. B = Receive Security from Broker Dealer.
SecuritySubType1 | [0..1] | String | Same usage as [4.4] SecuritySubType (762) for [4.2]
SecurityTypeExtended | [0..1] | String | Extends FIX field 167 for Fixed Income <p>** 167 SecurityType was extended in FIX 4.3 **
Spread2 | [0..1] | Price | Either swap spread or spread-to-benchmark <p> ** ADDED TO FIX 4.3 AS TAG: 218 Spread **
StateOfResidence | [0..1] | String | Investor’s state of residence: 2-character ISO 3166-2 abbreviation.
StepOutBroker | [0..1] | String | [4.2] Identifier of the Prime Broker serving as Step-Out Firm.
StipulationType | [0..1] | String | Stipulation type – see 4.3 spec<p>** Added to FIX 4.3 as tag: 233 StipulationType **
StipulationValue | [0..1] | String | Structured stipulation value – see 4.3 spec<p>** Added to FIX 4.3 as tag: 234 StipulationValue **
TaxStatus | [0..1] | char | Tax Status of the buy-side customer: 0 = Clean (the default if omitted) 1 = Dirty
Term | [0..1] | String | Encoded term of a deposit or derivative trade: 1D, 3M, 10Y, etc.
TerminationType | [0..1] | char | [4.2] USRP Values 1=Overnight 2=Term 3=Flexible 4=Open Replaced in 4.4 by tag 788.
TestMessageIndicator | [0..1] | Boolean | Flags session as a Test rather than Production session <p> ** ADDED TO FIX 4.3 AS TAG: 464 TestMessageIndicator **
TotalAccruedInterestAmt | [0..1] | Amt | Block level accrued interest <p> ** 540 TotalAccruedInterestAmt was added to appropriate messages in FIX 4.3 **
TotalNumOfParts | [0..1] | int | Total number of parts or entries in QuoteRequest for list trading.
TradeEvent | [0..1] | String | Supplemental information about a derivative trade.
TraderID1 | [0..1] | String | Buyside trader initiating the order <p> ** ADDED TO FIX 4.3 through &ltParties&gt component block **
TradingSystemID1 | [0..1] | String | The full ATS trade identifier.
TWEquitiesReserved1 | [0..1] | String |
TWEquitiesReserved2 | [0..1] | String |
TWReserved1 | [0..1] | String |
TWReserved2 | [0..1] | String |
TWReserved3 | [0..1] | String |
TWReserved4 | [0..1] | String |
TWReserved5 | [0..1] | String |
TWReserved6 | [0..1] | String |
TWReserved7 | [0..1] | String |
TWReserved8 | [0..1] | String |
TWReserved9 | [0..1] | String |
TWReserved10 | [0..1] | String |
TWReserved11 | [0..1] | String |
TWReserved12 | [0..1] | String |
TWReserved13 | [0..1] | String |
UnderlyingSecuritySubtype | [0..1] | String | [4.2] E.g. GENERAL
UnderlyingSecurityType | [0..1] | String | Values: TREASURY MORTGAGE AGENCY OTHER
UnderlyingStipType | [0..1] | String | [4.2] Stipulation type: Values include MATURITY TYPE SCHEDULE
UnderlyingStipValue | [0..1] | String | [4.2] MATURITY Values: 0Y-1Y – Less than 1 year 1Y-5Y – Less than 5 years 5Y-10Y – Less than 10 years 10Y-30Y – Less than 30 years TYPE Value: STRIPS SCHEDULE Value: Schedule ID, usually a digit
UpFrontFee | [0..1] | Amt | Additional payment for an IRS My Coupon RFQ – positive if from the dealer to the customer, negative if from the customer to the dealer.
Username2 | [0..1] | String | [4.2] Used in Logon. Replaced in 4.4 by Username(533).
ValidSeconds | [0..1] | int | Quote valid time expressed in seconds.
WhenIssued | [0..1] | Boolean | Boolean: Indicates that the instrument described by the CUSIP or ISIN on the order is being traded “when-issued”. This attribute is supported in [4.4] through SymbolSfx(65)=WI
Yield1 | [0..1] | Percentage | Yield percentage <p> ** ADDED TO FIX 4.3 AS TAG: 236 Yield **
YieldType | [0..1] | String | Specifies how Yield is expressed <p>** Added to FIX 4.3 as tag: 235 YieldType **
ZSpread1 | [0..1] | PriceOffset | The number of basis points one needs to apply to a series of zero rates such that, the present value of the bond, accounted for accrued interest, equals to the sum of all future cashflows discounted using the adjusted zero rate.

TradingboxLtd

Category: SoftwareVendor

Message Functionality

List of user-defined fields for Tradingbox Ltd.

Structure

Name
Mult.
Type
Description

MDEntrySizeType
[0..1]
char
1 = explicit 2 = implied default value is 1 this tag will be used to differenciate a price that is explicit from a price that is implied. explicit prices are provided based on orders sitting in the central order book. implied prices are calculated based on explicit prices and are contingent (e.g. a spread combination may offer an implied bid price if the first leg has an explicit bid price and the second leg an ask explicit price).

UBS

Category: Bank

Message Functionality

List of user-defined fields for UBS.

Structure

Name | Mult. | Type | Description
AllocBrokerAccountID | [0..1] | String | Allocation level. Used to match allocation account in the broker’s settlement system to the client’s account, where the client and broker account naming systems differ.
AMSessionPercent | [0..1] | float | Percentage of total quantity to be traded in the AM session.
Bias | [0..1] | Percentage | percentage value
BlockPrice | [0..1] | Price |
CompletionPrice | [0..1] | Price | Price at which a strategy should become aggressive enough to complete
CountEligibleVolInLimitPx | [0..1] | Price |
DarkOnlyIndic | [0..1] | String |
Delta1 | [0..1] | Percentage | Value between 0 and 1 to 2 dp
Discretion | [0..1] | Boolean | To apply discretion to the placement of large orders in open and closing auction strategies.
IOCIndic | [0..1] | String |
LocateSource | [0..1] | String | Indicates the source of Locate,whether the Security is located from another broker or pre-borrowed or loacte details are not required.
MaxOrdersPerLevel | [0..1] | int | The maximum number of orders that can be placed at any one price level
MaxPriceLevels | [0..1] | int | Maximum number of price levels
MaxSliceSize | [0..1] | Qty | Maximum contracts per slice
MaxTimeDelay | [0..1] | int | Maximum delay in seconds
MOCPercent | [0..1] | Percentage |
MOCType | [0..1] | String |
OnAMOpenPercent | [0..1] | float | Percentage of total quantity to be sent on AM Open.
OnPMOpenPercent | [0..1] | float | Percentage of total quantity to be sent on PM Open.
PegMode | [0..1] | char | valid values: 1=Defensive, 2=Moderate, 3=Aggressive
PercentVolumeOverrides | [0..1] | String | Text field. Allows entry of multiple % volume Targets.
PortfolioStyle | [0..1] | String | Indicates the type of portfolio to be traded
QtyRandomizationPercent | [0..1] | float | A randomization percentage
ReferencePrice2 | [0..1] | Price | Arrival price for a strategy.
RelativeLimitBase | [0..1] | Price | Reference for a relative price limit
RelativeLimitOffset | [0..1] | PriceOffset | Offset for a relative limit price
ResetEligibleVolOnAmend | [0..1] | String |
RetainVolumeCountHistory | [0..1] | String |
SessionType | [0..1] | String | Session type (Open or Close) defined in the Trading Session ID
SliceMethod | [0..1] | String | Slice Method
SpotReference | [0..1] | float | Reference for Spot used in a delta calculation
StrategyComponent | [0..1] | String | Base strategy identifier
SweepLevel | [0..1] | Qty | Depth under the NBBO
Tactic | [0..1] | String | Underlying tactic to be applied
Tolerance1 | [0..1] | Percentage | percentage value
TriggerPrice2 | [0..1] | Price |
UnderlyingAlgo | [0..1] | String | Base strategy identifier
UnderlyingLowerRange | [0..1] | Price | The lower range of the underlying price
UnderlyingUpperRange | [0..1] | Price | The upper range of the underlying price
WouldIfNat | [0..1] | Boolean | Parameter to control crossing of the order quantity relative to the target execution of the strategy.

Unknown

Category: Other

Message Functionality

List of user-defined fields for Unknown.

Structure

Name | Mult. | Type | Description
AllocationType | [0..1] | char | Used to indicate whether an existing template identified by Tag 70 should be used for pre-allocation or the allocation details are defined in the fix message body. Valid values are: 0 = No Pre allocation. 1 = Details provided in the message. 2 = Use a pre existing template identified by Tag 70.
AnyPriceAtClose | [0..1] | Boolean | Indicates whether are willing to use a market order during the closing auction.
CalculatedCcyLastQty2 | [0..1] | Qty | The quantity of the other side in FX trade.
CondPctQty | [0..1] | Qty | Percent of inbound OrdQty that this conditional order will interact with
DisplayRange | [0..1] | Qty | Used with MaxFloor for reserve orders. Randomises the quantity to replenish to to within ‘DisplayRange’ of the MaxFloor. (For example, a MaxFloor of 2000 shares and a DisplayRange value of 200 will replenish to anything from 1800 to 2200 shares.)
DisplaySize1 | [0..1] | Qty | Indicates the quantity to be displayed on an algorithmic order
EndTime1 | [0..1] | UTCTimestamp | End time for an algorithmic order
ExchangeName | [0..1] | String | The name of the exchange that lists this security. String.
ExecutionReportDetail | [0..1] | char | 1 – ExecutionReport Log 2 – ExecutionReport Trade 3 – Others
GroupID | [0..1] | String |
IncludeMarketClose | [0..1] | Boolean | Indicates whether or not an algorithmic order should participate in closing crosses
IncludeMarketOpen | [0..1] | Boolean | Indicates whether or not an algorithmic order should participate in opening crosses
InstrumentID1 | [0..1] | String |
LegCalculatedCcyLastQty | [0..1] | Qty | The quantity of the other side in FX swap trade.
LegErrorCode | [0..1] | String |
LegErrorMsg | [0..1] | String |
LegOrdStatus | [0..1] | String |
MaxPctParticipation | [0..1] | Price | Indicates the maximum participation rate for an algorithmic order
MIC | [0..1] | String | Market Identifier Code – Used to identify market maker used in quote and execution reports.
MinPctParticipation | [0..1] | Price | Indicates the minimum participation rate for an algorithmic order
NoChildMsgs | [0..1] | int | Generic field to describe number of nested child messages within a parent.
NoUserData | [0..1] | NumInGroup | Number of following pairs of UserDataName(5977) and UserDataValue(5978).
NumberOfSlices | [0..1] | int | Number of slices for an algorithmic order
NumberOfWaves | [0..1] | int | Used specify the number of waves an order should be executed in.
OfficeCode | [0..1] | String | Represents the office code
OldRiskClass | [0..1] | String | Old Risk Class for allocation
OrderLinkID | [0..1] | String | Citi-FX. Permits order originators to tie together groups of trades in which trades resulting from orders are associated for a specific purpose.
PositionId | [0..1] | String | Used to specify PositionId for APEX trading system
QtyPerWave | [0..1] | Qty | Used to specify the quantity issued per wave.
QuantitySign | [0..1] | String |
QuoteID | [0..1] | String |
Reserved76 | [0..1] | String | reserved
RiskClass | [0..1] | String | Risk class for a trade
StartTime1 | [0..1] | UTCTimestamp | Start time for an algorithmic order
STPExecType | [0..1] | char | Citi-FX custom ExecType to support orders for FX ECommerce.
STPFixingName | [0..1] | String | Citi-FX. Fixing Name.
STPOrderType | [0..1] | char | Citi-FX custom OrderType to support orders for FX ECommerce.
StrategyFlags | [0..1] | int | Instructions for strategies. Integer value.
SuppTacticsFlag | [0..1] | Boolean | Supplemental flags to implement specific algorithm features.
SweepPriceEnum | [0..1] | char | Pricing algorithm to be employed when sweeping an order.
SweepType | [0..1] | String | Type of sweep algorithm to be employed prior to routing the order to a broker or exchange.
TargetPrice | [0..1] | Price | Indicates the target price for an algorithmic order
Testingselecttag | [0..1] | String | testo
TgtPctParticipation | [0..1] | Price | Indicates the target participation rate for an algorithmic order
TickBandNoDecPlaces | [0..1] | int | Number of decimal places in premium price. Integer.
TimeInterval | [0..1] | int | Integer. This integer will indicate time in seconds. Trade X number of calls uts at defined N secs timeinterval between start and endtimes.
TradingSystemId | [0..1] | String | Trading System Id used for identifying the trading system.
Urgency1 | [0..1] | String | Urgency or aggressiveness for an algorithmic order
UserDataName | [0..1] | String | User data name part.
UserDataValue | [0..1] | String | User data value part.
UseSettlement | [0..1] | Boolean | Indicates whether or not settlement is requested. Boolean ‘Y’ or ‘N’
WouldDark | [0..1] | Boolean | Y/N. Indicates that the user is willing to override any previous schedule or volume constraints on their Algo order if liquidity can be sourced from a dark pool.

VelocitySystemsInternational

Category: SoftwareVendor

Message Functionality

List of user-defined fields for Velocity Systems International.

Structure

Name
Mult.
Type
Description

BidForwardPoints
[0..1]
PriceOffset
Near leg forward points

BidForwardPoints2
[0..1]
PriceOffset
Far leg forward points.

Currency
[0..1]
Currency
Specifies the denomination of the quantity fields.

FixingDate
[0..1]
UTCDateOnly
The fixing date of a non-deliverable forward (NDF) trade.

FutSettDate
[0..1]
UTCDateOnly
Settlement date for near leg.

FutSettDate2
[0..1]
UTCDateOnly
Same as FutSettDate (tag 5226) but for the far leg of a FX Swap.

OfferForwardPoints
[0..1]
PriceOffset
Near leg forward points.

OfferForwardPoints2
[0..1]
PriceOffset
Far leg forward points.

OrderQty
[0..1]
Qty
A notional dealt amount for an Outright (single legged), or the near dealt amount of a Swap.

OrderQty2
[0..1]
Qty
Applicable when subscribing for Swap prices. Represents the far dealt amount of the Swap.

QuotingDuration
[0..1]
int
Quoting Duration is a user defined integer field for users to specify the type of quoting or quote streaming desired from the price making system. Valid Values:0 = One-shot Quoting (RFQ) (A maximum of only one Quote is allowed per Quote Request. If the price maker withdraws a quoted price, the Quote Request associated with that transaction will be terminated. Price taker decision to accept or reject the quote will also terminate the process) >0 = Auction Period Streaming (The price maker can quote as often as it likes within a specified time period. Each new quote intended to replace the previous. In this case, price maker withdrawals of a previous quoted price will not terminate the Quote Request process. Only an explicit request to abort the Quote Request by the price maker will terminate the process. Price taker decision to accept or reject the quote will also terminate the process.) . -1 = Stream Till Done (Similar to Auction Period Streaming model with the exception that there is no pre-defined auction period. Price taker decision to accept or reject the quote will also terminate the process) -2 = Stream Till Cancelled (Similar to the Stream Till Done model with the exception that when the price taker accepts a given quote it does not result in the termination of the quoting process. Quoting continues indefinitely until one of the parties explicitly cancels the Quote Request transaction).

SpotRate
[0..1]
float
Spot rate represented in repeating group.

Weeden

Category: Brokerage

Message Functionality

List of user-defined fields for Weeden & Co.

Structure

Name | Mult. | Type | Description
WdnEndTime | [0..1] | UTCTimestamp | GMT, FIX standard format — missing means trade to market close.
WdnMaxParticipation | [0..1] | int | missing is the same as zero.
WdnMOCFlag | [0..1] | String | Y or N — missing means N.
WdnStartTime | [0..1] | UTCTimestamp | GMT, FIX standard format — missing means start immediately.
WdnStrategyMode | [0..1] | String | Indicate value.
WdnStrategyParameter1 | [0..1] | String |
WdnStrategyParameter2 | [0..1] | String |
WdnStrategyParameter3 | [0..1] | String |
WdnStrategyParameter4 | [0..1] | String |
WdnStrategyParameter5 | [0..1] | String |
WdnStrategyParameter6 | [0..1] | String |
WdnStrategyParameter7 | [0..1] | String |
WdnStrategyParameter8 | [0..1] | String |
WdnStrategyParameter9 | [0..1] | String |
WdnStrategyParameter10 | [0..1] | String |
WdnStrategyParameter11 | [0..1] | String |
WdnStrategyParameter12 | [0..1] | String |
WdnStrategyParameter13 | [0..1] | String |
WdnStrategyParameter14 | [0..1] | String |
WdnStrategyParameter15 | [0..1] | String |
WdnStrategyParameter16 | [0..1] | String |
WdnStrategyParameter17 | [0..1] | String |
WdnStrategyParameter18 | [0..1] | String |
WdnStrategyParameter19 | [0..1] | String |
WdnStrategyParameter20 | [0..1] | String |
WdnStrategyParameter21 | [0..1] | String |
WdnStrategyParameter22 | [0..1] | String |
WdnStrategyParameter23 | [0..1] | String |
WdnStrategyParameter24 | [0..1] | String |
WdnStrategyParameter25 | [0..1] | String |
WdnStrategyParameter26 | [0..1] | String |
WdnStrategyParameter27 | [0..1] | String |
WdnStrategyParameter28 | [0..1] | String |
WdnStrategyParameter29 | [0..1] | String |
WdnStrategyParameter30 | [0..1] | String |
WdnStrategyParameter31 | [0..1] | String |
WdnStrategyParameter32 | [0..1] | String |
WdnStrategyParameter33 | [0..1] | String |
WdnStrategyParameter34 | [0..1] | String |
WdnStrategyParameter35 | [0..1] | String |
WdnStrategyParameter36 | [0..1] | String |
WdnStrategyParameter37 | [0..1] | String |
WdnStrategyParameter38 | [0..1] | String |
WdnStrategyParameter39 | [0..1] | String |
WdnStrategyParameter40 | [0..1] | String |
WdnStrategyParameter41 | [0..1] | String |
WdnStrategyParameter42 | [0..1] | String |
WdnStrategyParameter43 | [0..1] | String |
WdnStrategyParameter44 | [0..1] | String |
WdnStrategyParameter45 | [0..1] | String |
WdnStrategyParameter46 | [0..1] | String |
WdnStrategyParameter47 | [0..1] | String |
WdnStrategyParameter48 | [0..1] | String |
WdnStrategyParameter49 | [0..1] | String |
WdnStrategyParameter50 | [0..1] | String |
WdnStrategyParameter51 | [0..1] | String |
WdnStrategyParameter52 | [0..1] | String |
WdnStrategyParameter53 | [0..1] | String |
WdnStrategyParameter54 | [0..1] | String |
WdnStrategyType | [0..1] | String | This is a required field!
WdnTargetParticipation | [0..1] | int | this tag is ignored if value is missing or zero.

WofexInc

Category: Other

Message Functionality

List of user-defined fields for Wofex Inc.

Structure

Name | Mult. | Type | Description
CustomOrderType | [0..1] | String | This is allow order entry system to specify orders for Wofex that are not currently supported by FIX order type mix.
TradeOrigin3 | [0..1] | String | A text field to indicate the subscriber ID of the Wofex ATS when user sends in an order

Message Elements

Data Types

Data type
Description

Amt
float field typically representing a Price times a Qty

Boolean
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).

component

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

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

Exchange
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").

LocalMktDate
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

MultipleCharValue
string field containing one or more space delimited single character values (e.g. |18=2 A F| ).

MultipleStringValue
string field containing one or more space delimited multiple character values (e.g. |277=AV AN A| ).

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

Percentage
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 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 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 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 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 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 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 = 00-59, SS = 00-60 (60 only if UTC leap second), sss* fractions of seconds. The fractions of seconds may be empty when no fractions of seconds are conveyed (in such a case the period is not conveyed), it may include 3 digits to convey milliseconds, 6 digits to convey microseconds, 9 digits to convey nanoseconds, 12 digits to convey picoseconds; Other number of digits may be used with bilateral agreement.

UTCTimestamp
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* 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), sss* fractions of seconds. The fractions of seconds may be empty when no fractions of seconds are conveyed (in such a case the period is not conveyed), it may include 3 digits to convey milliseconds, 6 digits to convey microseconds, 9 digits to convey nanoseconds, 12 digits to convey picoseconds; Other number of digits may be used with bilateral agreement. 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

AAD

Auto-Aggress with Discretion price differential. Represents the maximum number of ticks an order’s price may be improved to achieve a match with a contra-side resting order.

Type: int

Used in messages: ICAP

AbbreviatedPrice

Contract PricePrice of the leg can be expressed as

Explicit Price (e.g. 7589)

Explicit Price is a positive number without any prefix.

A price code expression (e.g. S + 10 which means settlement price plus ten)

Valid price codes are S, YS, C, V ,M & B (basis)

A differential (e.g. -10 which means ten units lower than the price of the first leg)

A valid differential is a number prefixed with either (+) or( – )

Type: Price

Used in messages: Millennium

ABNCust

Type: String

Used in messages: ABNAMRO

ABNCust1

Type: String

Used in messages: ABNAMRO

ABNCust2

Type: String

Used in messages: ABNAMRO

AcceptedByDate

Provides audit trail tracking what date an order was accepted.

Type: UTCDateOnly

Used in messages: ThomsonFinancial

AccountCode

Type of Account

Type: String

Used in messages: NYSEEuronext

AccountNDS

Indicates the National Depositery of Securities client account.

Type: String

Used in messages: GLTrade

AccountOriginType

Segregated or non-segregated origin types for Futures order.

1 = Segregated- An account established by the clearing member solely for the purpose of clearing transactions on behalf of its customers.

2= Non-Segregated – An account established by the clearing member solely for the purpose of clearing transactions through proprietary accounts.

Type: char

Used in messages: PhiladelphiaStockExchange

AccountSell

Account of the Sell Side of a Cross.

Used to support message translation between FIX-STAMP for Canadian Equities.

Type: String

Used in messages: IntegratedTransactionSystemsLtd

AccountSource

Field identifies the source of the account value

Type: String

Used in messages: ThomsonFinancial

AccountType1

0=Accounts for participants in securities saving plans1= Accounts for non-participants in securities saving plans

Type: char

Used in messages: KoreaStockExchange

AccountType2

Used to identify the account type

Type: char

Used in messages: ThomsonFinancial

AccountType3

Account Type of the Order.

Used to support message translation between FIX-STAMP for Canadian Equities.

Type: String

Used in messages: IntegratedTransactionSystemsLtd

AccountType4

Type of account: ‘S’ Speculator, ‘M’ Market Maker, ‘H’ Hedge

Type: char

Used in messages: GLConsultantsInc

AccountTypeSell

Account Type of the Sell Side of a Cross Message.

Used to support message translation between FIX-STAMP for Canadian Equities.

Type: String

Used in messages: IntegratedTransactionSystemsLtd

AccountTypeUSA

Customer account type

Type: String

Used in messages: Euronext

AccruedDays

Number of days accrued

Type: int

Used in messages: Tradeweb

AccruedInterestAmt

Amount of accrued interest.

Type: Amt

Used in messages: B2BITS

ACCTACR

Account Acronym assigned by the dealer.

Type: String

Used in messages: LehmanBrothers

AcctClassCode

relfects the account class type on an order

Type: char

Used in messages: ThomsonFinancial

AckStatus

two int value options:

1 : Accept

2 : Reject

Type: char

Used in messages: LehmanBrothers

AckType

String representing the Bloomberg Ack Name

Type: String

Used in messages: LehmanBrothers

ACODE

AccountNet ACODE. Present for AccountNet-enabled customers only.

Type: String

Used in messages: LehmanBrothers

AcpCrestRef

The Accepting Counterparty’s Crest reference

Type: String

Used in messages: MBASystemsLtd

AcpLegalDisclaimer

Accepting Counterparty’s legal disclaimer

Type: String

Used in messages: MBASystemsLtd

AcqTicker

Type: String

Used in messages: Citigroup

Action

Specifies the action to be taken on the symbol provided

0 = Add

1 = Change

2 = Remove

Type: char

Used in messages: ICAP

ActionCode

Indicate the type of update on the market sheet

Type: String

Used in messages: Euronext

Active

Boolean value, active or not

Type: Boolean

Used in messages: BearStearns

ActOnImbalance

Boolean: Determines whether the strategy reacts to published closing auction imbalances. Default = True

Type: Boolean

Used in messages: LehmanBrothers

AddInstText

Additional text-based instructions for order execution.

Type: String

Used in messages: CMEGroup

AddOrRemove

Deletion/admission code

Type: Boolean

Used in messages: Euronext

AddQty

NYSE – Represents the additional (increased amount) order quantity

requested. Required on all Makes orders (Message Type G format).

Format in 4.1 = int, Format in 4.2 = Qty.

Type: Qty

Used in messages: SIAC

AdjBasePx

Adjusted Base Price

Type: Price

Used in messages: Nasdaq

AdjDayRegion

business center of the adjusted business Day convention used in Swap.

Type: String

Used in messages: LehmanBrothers

ADJDT

Termination(END) date business day adjustment convention. Possible values: MODFOLLOW

Type: String

Used in messages: LehmanBrothers

ADJDTCP

Calculation (Accrual) Period Business Day Adjustment Convention. Possible values Floating Leg: MODFOLLOW

Type: String

Used in messages: LehmanBrothers

ADJDTPD

Payment date business day adjustment convention.

Possible values Floating leg: MODFOLLOW

Type: String

Used in messages: LehmanBrothers

ADJDTRES

Required for Floating Rate Leg. Reset Date business day adjustment convention. Possible Values Floating leg: MODFOLLOW

Type: String

Used in messages: LehmanBrothers

AdjMidPx

adjusted mid price

Type: Price

Used in messages: LehmanBrothers

ADJSDT

accrual period start Day adjustment convention

Type: UTCDateOnly

Used in messages: LehmanBrothers

AdjSpread

Broker Fee-Adjusted Spread

Type: float

Used in messages: LehmanBrothers

AdjTargetLevel

adjusted target level

Type: float

Used in messages: LehmanBrothers

AdjTheoPx

Adjusted theoretical stock price

Type: Price

Used in messages: Euronext

AdjustedConsideration

Commission Adjusted Consideration

Type: Amt

Used in messages: ICAP

AdjustedEndCash

Ending cash consideration of a financing deal on the EndDate(917) adjusted for coupon and interest payments to the collateral

holder.

Type: Amt

Used in messages: Bloomberg

AdjustedPriceInd

Indicates an adjusted price on a satisfaction order due to a block trade

Type: Boolean

Used in messages: CapitalMarketsConsulting

AdjustedSwapPoints

(Deprecated) Swap points of a trade, adjusted to the Spot price denomination (multiplied by the forward tick size)

Type: PriceOffset

Used in messages: DeutscheBank

AdjYield

Fee-adjusted Yield

Type: float

Used in messages: LehmanBrothers

ADOSA

Enable or disable ADOSA qualifier.

Type: Boolean

Used in messages: ICAP

ADPBlotterCode

Type: String

Used in messages: Instinet

ADT

The MiFID “average daily turnover” of the instrument

Type: int

Used in messages: CinnoberFinancialTechnologyAB

ADTCurrency

The currency in which the ADT is expressed

Type: Currency

Used in messages: CinnoberFinancialTechnologyAB

AdvertisementInstruction

An indication of whether or not the trade is to be subsequently advertised.

Type: Boolean

Used in messages: Nasdaq

AEPTradeID

Block trade identifier used only by dealers using AEP for execution for matching block trade in Allocation Instruction.

Type: String

Used in messages: BrookPathPartnersInc

AffirmationIndicator

Indicates the role of the party affirming the trade.

Valid Values: 0 = Trade not yet affirmed (in confirmation stage), 1 = trade affirmed by Agent, 2 = trade affirmed by Institution, 3 = affirming party not specified (trade affirmed by Agent as determined by DTCC), 4 = affirming party not specified (trade affirmed by Institution as determined by DTCC), 5 = trade affirmed by customer or interested party

Type: char

Used in messages: DepositoryTrustCompany

AffirmativeDetermination

Used to indicate whether client will locate stock in conjunction with Short Sell and/or Short Sell Exempt order. Valid values are Y and N.

Type: Boolean

Used in messages: Bloomberg

AgentIDNumber

Identification number for the Agent.

Type: String

Used in messages: DepositoryTrustCompany

AgentInternalAcct

The Agent’s internal account number.

Type: String

Used in messages: DepositoryTrustCompany

AggregateConversionQty

Aggregate conversion quantity of a CAP-DI order.

Type: Qty

Used in messages: Millennium

AggregatedOrderExecRefIDs

Comma separated list of aggregated trades ids

Type: MultipleStringValue

Used in messages: DeutscheBank

AggressiveInTheMoney

Dynamically adjusts the level of aggressiveness to a higher level of aggression when the security is trading at more favorable prices when AggressiveInTheMoney = “Y” (true)

Type: Boolean

Used in messages: RBC

AggressorIndicator

Custom field to support identifying aggressor (taker) in a trade in pre-5.0 versions of FIX. This field maps directly to 5.0’s tag 1057 inclusive of definition and datatype.

Type: Boolean

Used in messages: BrookPathPartnersInc

AggressorSide

Aggressor side of a trade in a central order book.

1: Buyer

2: Seller

Type: char

Used in messages: CMEGroup

AgreeDateTime

Used to indicate the Date and Time at which a Trade Report was agreed upon, between the Member Firm and its Client

Type: UTCTimestamp

Used in messages: SSITechnologies

Algo8

Type: String

Used in messages: Citigroup

AlgoField3

Type: String

Used in messages: Citigroup

AlgoParam1

Type: String

Used in messages: BankOfAmerica

AlgoParam10

Type: String

Used in messages: BankOfAmerica

AlgoParam11

Type: String

Used in messages: BankOfAmerica

AlgoParam12

Type: String

Used in messages: BankOfAmerica

AlgoParam2

Type: String

Used in messages: BankOfAmerica

AlgoParam3

Type: String

Used in messages: BankOfAmerica

AlgoParam4

Type: String

Used in messages: BankOfAmerica

AlgoParam5

Type: String

Used in messages: BankOfAmerica

AlgoParam6

Type: String

Used in messages: BankOfAmerica

AlgoParam7

Type: String

Used in messages: BankOfAmerica

AlgoParam8

Type: String

Used in messages: BankOfAmerica

AlgoParam9

Type: String

Used in messages: BankOfAmerica

AlgoParameter1

Reserved for future use.

Type: String

Used in messages: CapitalInstitutionalServices

AlgoParameter2

Reserved for future use.

Type: String

Used in messages: CapitalInstitutionalServices

AlgoParameter3

Reserved for future use.

Type: String

Used in messages: CapitalInstitutionalServices

AlgoParameter4

Reserved for future use.

Type: String

Used in messages: CapitalInstitutionalServices

AlgoParameter5

Reserved for future use.

Type: String

Used in messages: CapitalInstitutionalServices

AlgoParameter6

Reserved for future use.

Type: String

Used in messages: CapitalInstitutionalServices

AlgoParameter7

Reserved for future use.

Type: String

Used in messages: CapitalInstitutionalServices

AlgorithmicField1

Type: String

Used in messages: LavaTrading

AlgorithmicField10

Type: String

Used in messages: LavaTrading

AlgorithmicField11

Type: String

Used in messages: LavaTrading

AlgorithmicField12

Type: String

Used in messages: LavaTrading

AlgorithmicField13

Type: String

Used in messages: LavaTrading

AlgorithmicField14

Type: String

Used in messages: LavaTrading

AlgorithmicField15

Type: String

Used in messages: LavaTrading

AlgorithmicField2

Type: String

Used in messages: LavaTrading

AlgorithmicField3

Type: String

Used in messages: LavaTrading

AlgorithmicField4

Type: String

Used in messages: LavaTrading

AlgorithmicField5

Type: String

Used in messages: LavaTrading

AlgorithmicField6

Type: String

Used in messages: LavaTrading

AlgorithmicField7

Type: String

Used in messages: LavaTrading

AlgorithmicField8

Type: String

Used in messages: LavaTrading

AlgorithmicField9

Type: String

Used in messages: LavaTrading

AlgorithmID

String datatype. Same as PartyID(448) together with PartyIDSource(447)=D (Proprietary), PartyRole(452)=122 (Investment Decision Maker), and PartyRoleQualifier(2376)=22 (Algorithm) in the standard Parties component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups.

Type: String

Used in messages: FIXProtocolLtd

Algotag1

Type: String

Used in messages: CreditSuisse

Algotag10

Type: String

Used in messages: CreditSuisse

Algotag2

Type: String

Used in messages: CreditSuisse

Algotag4

Type: String

Used in messages: CreditSuisse

Algotag5

Type: String

Used in messages: CreditSuisse

Algotag6

Type: String

Used in messages: CreditSuisse

Algotag7

Type: String

Used in messages: CreditSuisse

Algotag8

Type: String

Used in messages: CreditSuisse

Algotag9

Type: String

Used in messages: CreditSuisse

AllInPrice

Type: Price

Used in messages: Bloomberg

AllinPriceFlag

This flag (Y/N) indicates whether it’s an all-in price.

Type: Boolean

Used in messages: Bloomberg

AllocAccountSubID1

Sub identifier for the Allocation Accounts. Will be part of the NoAllocs group.

Type: String

Used in messages: Bloomberg

AllocAccountSubID2

Sub identifiers #2 for Allocation Accounts. Will be part of the NoAllocs group.

Type: String

Used in messages: Bloomberg

AllocAccountSubID3

Sub identifier #3 for Allocation accounts. Will be part of the NoAllocs group.

Type: String

Used in messages: Bloomberg

AllocAgreementDate

Allocation account MCA Date

Type: LocalMktDate

Used in messages: Bloomberg

AllocAgreementDesc

Allocation account MCA type

Type: String

Used in messages: Bloomberg

AllocatedQty

States the quantity allocated for orders that are if/when cleared.

Type: Qty

Used in messages: ICAP

AllocationAcct

The internal account number used by the Institution to identify the client

data type: char

Type: String

Used in messages: DepositoryTrustCompany

AllocationBlockOriginalFace

Type: String

Used in messages: Bloomberg

AllocationDetailInstiturionId

Type: String

Used in messages: Bloomberg

AllocationDetailOriginalFace

Type: String

Used in messages: Bloomberg

AllocationDetailPrincipal

Type: String

Used in messages: Bloomberg

AllocationIndicator1

Determines whether an order should be “Public” allocated or “Crowd” Allocated during a parity allocation process. data Type is integer.

Valid Values:1- Crowd, 2 – Public

Type: int

Used in messages: Millennium

AllocationIndicator2

Indicates if allocations are to follow (Most likely a Allocation Instruction FIX Message) for the trade indicated by this Execution Report.

Possible Values:

1 – No Allocations. 2 or More – Allocations Will follow. (They could indicate the possible number of accounts the allocations will occur to.)

Type: char

Used in messages: Bloomberg

AllocationType

Used to indicate whether an existing template identified by Tag 70 should be used for pre-allocation or the allocation details are defined in the fix message body. Valid values are:

0 = No Pre allocation.

1 = Details provided in the message.

2 = Use a pre existing template identified by Tag 70.

Type: char

Used in messages: Unknown

AllocAvgPx

Allocation: optional price for specific alloc within a ticket (avg across multiple executions)

<p>

** ADDED TO FIX 4.1 AS TAG: 153 (AllocAvgPx) **

Type: Price

Used in messages: AmericanCenturyInvestments

AllocBrokerAccountID

Allocation level. Used to match allocation account in the broker’s settlement system to the client’s account, where the client and broker account naming systems differ.

Type: String

Used in messages: UBS

AllocCalcAgentLocation

Allocation calculation agent location

Type: String

Used in messages: Bloomberg

AllocClearingFirm

For instructing and reporting allocation clearing for non-US issues<p>** Added to FIX 4.3 through &ltNestedParties&gt component block **

Type: String

Used in messages: Tradeweb

AllocClearingMember

4.2: Clearing member identifier in an allocation.

Type: String

Used in messages: Tradeweb

AllocConfirmErrorParamFlag

This is a flag to indicate the presence of one or multiple error parameter(s). This flag is specific for the Allocation or Confirmation trade.

Type: Boolean

Used in messages: Omgeo

AllocCurrentFace

Current Face allocated to this Allocation account. For MTGEs only. Part of “NoAllocs” repeating group.

Type: String

Used in messages: Bloomberg

AllocCurrentFaceNew

Type: String

Used in messages: Bloomberg

AllocExecID

Allocation ExecID used in Account Repeating Group (to link with Exec repeating Group)

Type: String

Used in messages: GLTrade

AllocGiveUpBroker

[4.2] In an Allocation instance, identifier of the Prime Broker serving as Give-Up Firm.

Type: String

Used in messages: Tradeweb

AllocGrossTradeAmt1

Gross trade amount allocated to the Allocation account. Part of the “NoAllocs” repeating group.

Type: Amt

Used in messages: Bloomberg

AllocGrossTradeAmt2

Type: Amt

Used in messages: Bloomberg

AllocGrossTradeAmtNew

Type: String

Used in messages: Bloomberg

AllocGTSBroker

[4.2] In an Allocation instance, identifier of the Prime Broker providing General Trade Services.

Type: String

Used in messages: Tradeweb

AllocInterestAtMaturity

For communicating, at the allocation breakdown level, the interest payment at maturity for interest bearing CPs and CDs.

Type: Amt

Used in messages: BrookPathPartnersInc

AllocMatrixAgreementType

Allocation account matrix agreement type

Type: String

Used in messages: Bloomberg

AllocMcaAnnexDate

Allocation MCA annex date

Type: LocalMktDate

Used in messages: Bloomberg

AllocPositionEffect

Added this to include Position Effect for each of the Allocations in repeating TradeAllocGroup

Type: String

Used in messages: CBOE

AllocQty2

Amount of allocation in dealt currency on far leg of a swap.

Type: Amt

Used in messages: ThomsonReuters

AllocReceiverId

Can be internet e-mail or Bloomberg UUID

Type: String

Used in messages: Bloomberg

AllocReceiverIdtype

1=email,2=uuid

Type: char

Used in messages: Bloomberg

AllocReceiverRole

1 = Sender, 2 = Receiver

Type: char

Used in messages: Bloomberg

AllocRecieverRole

1 = sender, 2 = receiver

Type: char

Used in messages: Bloomberg

AllocRefEventID

Type: String

Used in messages: LehmanBrothers

AllocStatus

[4.2] Valid values

0: Accepted, Processed – allocations were sent to the counterparty.

3: Received, not yet processed – allocations have been saved but not sent.

In 4.4 as tag AllocStatus 87

Type: char

Used in messages: Tradeweb

AllocStepOutBroker

[4.2] In an Allocation instance, identifier of the Prime Broker serving as Step-Out Firm.

Type: String

Used in messages: Tradeweb

AllocTarget

Bloomberg allocation target

Type: Qty

Used in messages: Bloomberg

AllowHiddenSize

Allow hidden size for given symbol

Type: Boolean

Used in messages: ICAP

AllowLimits

Values: Y/N.

Type: Boolean

Used in messages: Bloomberg

AllowReversal

Y,N

Type: Boolean

Used in messages: GuosenSecurities

AlphaNbCO

Alpebabetical sequence number in the official quotation list

Type: String

Used in messages: Euronext

ALRXCode

A free form text field indicating that the order placed on a thrid party system has already been executed.

Type: String

Used in messages: ThomsonFinancial

Alsotag3

Type: String

Used in messages: CreditSuisse

AltExDestination

Internal field to capture ExDestination when an order is routed internally via fix.

Type: Exchange

Used in messages: RBC

AltHandlInst

Handling Instructions. Contains the same information as Tag-21, but possible values are 0, 1, and 2. No FIX message should contain both tags 21 and 5043.

0=Automated execution order, private, no Broker intervention

1=Automated execution order, public, Broker intervention OK

2=Manual order, best execution

Type: char

Used in messages: GLTrade

AltPhone1

First Alternative Phone number

Type: String

Used in messages: Millennium

AltPhone2

Second Alternative phone number

Type: String

Used in messages: Millennium

AltRule80A

Rule80A with user-defined values and meanings.

Type: String

Used in messages: GLTrade

AmntBought

Indicates the number of shares bought.

Type: Qty

Used in messages: Millennium

AmntSold

Indicates the number of shares sold.

Type: Qty

Used in messages: Millennium

AMSessionPercent

Percentage of total quantity to be traded in the AM session.

Type: float

Used in messages: UBS

AnchorPxDirection

Int: Identifies units and direction of relative stop price offset.

Type: int

Used in messages: LehmanBrothers

Annonymous

Type: String

Used in messages: MerrillLynch

Anonymity

Indicates wether a Firm wants to remain anonymous during order negotiations. Values are ‘Y’- Yes, ‘N’- No

Type: Boolean

Used in messages: Nasdaq

Anonymous

Order is marked as Anonymous. Used to support message translation between FIX-STAMP for Canadian Equities.

Type: Boolean

Used in messages: IntegratedTransactionSystemsLtd

AnyPriceAtClose

Indicates whether are willing to use a market order during the closing auction.

Type: Boolean

Used in messages: Unknown

AOLM

Enables agress-on-locked-market order feature

Type: Boolean

Used in messages: ICAP

AORGID1

The accountNet organization identifier of the customer. present for AccountNet-enabled customers only.

Type: String

Used in messages: LehmanBrothers

AORGID2

the accountNet organization identifier of the customer. Present for AccountNet enabled customers only

Type: String

Used in messages: LehmanBrothers

AORThreshold

Automatic Opening Rotation Threshold (Type – int)

Type: int

Used in messages: SSITechnologies

APIMuser

Contains the Liffe APIM user code for black box user recognition.

Type: String

Used in messages: Patsystems

Application

Bloomberg application (yellow key)

Type: String

Used in messages: Bloomberg

ApplicationLogonRspCode

Optional tag that relays information on the result of an application level logon process.

Type: String

Used in messages: BolsadeMercadoriasFuturos

ApplicationQueueAction

Optional customer header field that indicates what action should be taken to resolve an Application queue (backlog).

0- No action taken

1- Flush Queue

2- Overlay last

3- End session

Type: char

Used in messages: LaSalleTechnologyGroup

ApplicationQueueDepth

Custom header field that provides the number of application level events that are queued for processing behind this current message. For instance, the ApplicationQueueDepth > 0 on an Execution Report – indicates that there are still ApplicationQueueDepth # of reports that have to be generated and transmitted. This information is provided to help counterparties manage throughput and backlog issues.

Type: int

Used in messages: LaSalleTechnologyGroup

ApplicationQueueResolution

Optional header field that is used to indicate to the message recipient the action that was taken in response to application messages being queued for delivery:0-No Action Taken

1-Queue Flushed

2-Session will be disconnected

Type: char

Used in messages: LaSalleTechnologyGroup

ApplyIOIEdits

Instructs order receiving firm when to apply standard IOI offering edits to determine whether the order should be accepted or rejected. (Y = Apply all edits, N = Do not apply edits, B = Apply only Broker/Dealer edits)

Type: char

Used in messages: ThomsonFinancial

ApplyRestriction

To turn ON/OFF restriction such as ERISA for an Order coming to TW. Boolean type (Y/N). If omitted in the message, default to ‘Y’.

Type: Boolean

Used in messages: Tradeweb

ARCAExNewsType

enumerated value indicating the type of ARCAEx news message

Type: String

Used in messages: NYSE

AskDelta

The ask delta price – for FX SPOT

Type: Price

Used in messages: Bloomberg

AskDifference

Double Value

Type: float

Used in messages: BearStearns

AskMarketSize

Aggregated quantity of Ask market orders.

Type: Qty

Used in messages: OMX

AskPrice

Net ask price for 2-way pricing

Type: Price

Used in messages: Bloomberg

AsOfIndicator1

Specifies whether a trade is an As/Of Trade. Data type is Boolean.

Type: Boolean

Used in messages: Millennium

AsOfIndicator2

NYSE – Front End Systemic Capture (FESC) Field: A flag that is manually entered by a user to indicate that an order or order modification was represented at a point of sale on the NYSE trading floor before being entered into a system. Such orders and order modifications are referred to as “late entered orders.” The AsOfIndicator should only be used in situations where orders are entered into a system late due to system failure. The AsOfIndicator must be transmitted to the NYSE with all late entered orders and order modifications and Drop Copies of such. Value, when tag is present = A.

Type: char

Used in messages: SIAC

AsOfTime

Specifies the date and time an As/Of Trade took place. Data type is UTCTimestamp.

Type: UTCTimestamp

Used in messages: Millennium

Asset

String field which indicates the asset of the security, for example BGI (cattle), DOL (USD), WIN (mini-Ibovespa Index), DI1 (1 day interbank deposit), etc.

Type: String

Used in messages: BolsadeMercadoriasFuturos

AssetSwapSpread

The difference between the bond yield and the LIBOR curve, expressed in basis points.

Type: PriceOffset

Used in messages: Tradeweb

AssumedCoupon

Mortgage/assest backed security assumed coupon

Type: Percentage

Used in messages: Bloomberg

ASWSpread

Contains Asset Swap spread which is the difference between the Corp Yield and the ASW Yield. Format -NNN.DDD

Type: PriceOffset

Used in messages: MarketAxess

ATSAccess

ATS Access

Type: String

Used in messages: LehmanBrothers

ATSAccessType

ATS Access Type

P = Passive

W = I Would (cross)

Type: char

Used in messages: LehmanBrothers

AttributedQuote

Tag assigned to an order to indicate that the submitter wants to be identified on the Archipelago quote feed. The submitter would be identified with their Archipelago ETPID.

Type: Boolean

Used in messages: NYSE

AuctionAway

Auction protection (% from cont last). Values: 0 to 0.7

Type: Percentage

Used in messages: ICAP

AuctionContingency

CBOE Contingency type of order. 1=none, 2=AON, 3=FOK, 4=IOC, 5=Opening only, 6=Minimum, 7=Not Held, 8=With Discretion, 9=Market if Touched, 10=Stop, 11=Stop Loss, 12=On close, 13=Stop Limit, 14=Response to Auction

Type: char

Used in messages: CBOE

AuctionDate

Indicates the auction date of the security when it’s initially issued.

Type: UTCDateOnly

Used in messages: LehmanBrothers

AuctionID

Identifier used to participate in an auction and report results from an auction.

Type: String

Used in messages: CBOE

AuctionIndicator

Indicates whether or not the auction is being held for the security.

Type: Boolean

Used in messages: B2BITS

Auctionlimitprice

Limit price in % value terms

Type: Percentage

Used in messages: LehmanBrothers

AuctionType

Type of auction. Valid values: 1=Paired orders for internalized execution, 2=Strategy (multi-leg)

Type: char

Used in messages: CBOE

AussieAlgo1

Type: String

Used in messages: Citigroup

AussieAlgo2

Type: String

Used in messages: Citigroup

AutoexFirmStatus

A Trading System Firm Auto-Execution Status Tag

Y – Firm will automatically accept

N – Firm will reject all

P – Firm will pend for manual accept/reject

Type: char

Used in messages: Bloomberg

AutoExSize

Maximum order size eligible for automated execution

Type: Qty

Used in messages: CapitalMarketsConsulting

AutoHedge

Boolean value to indicate if option order should be hedged

Type: Boolean

Used in messages: LehmanBrothers

AutoHedgePrice

Auto Option Hedge Price

Type: Price

Used in messages: PELynch

AutoHedgeStrategy

Strategy used for hedging

Type: String

Used in messages: LehmanBrothers

AutoPlace

Auto place parameters

Type: String

Used in messages: CharlesRiverBrokerage

AutoProbe

Y=YES

N=NO

Type: Boolean

Used in messages: GuosenSecurities

AutoQuote

Y=YES

N=NO

Type: Boolean

Used in messages: GuosenSecurities

AutoQuoteRequest

Boolean flag (Y/N) to automatically send a Quote Request message following the Security Definition (35=d) message.

This might be used when users create an instrument using the Security Definition Request (35=c) message.

Type: Boolean

Used in messages: CMEGroup

AutoReplace1

When order is direct to NYSE/ADOT, perform an Cancel/Replace before 5 minutes is reached.

Type: Boolean

Used in messages: Nasdaq

AutoReplace2

Used for Automotic re-initiation of NBBO step-ups.Data Type: Boolean

Valid Values:

Y = Yes

N = No

Type: Boolean

Used in messages: SSITechnologies

AuxAuctionInfo

for Optional Auction data in solicting an Auction

Type: String

Used in messages: CBOE

AvgCost

Positive or negative average cost.

Type: Amt

Used in messages: Tradeweb

AvgPriceDay

Average Price of the day set by GL SOM (for EDA orders)

Type: Price

Used in messages: GLTrade

AvgPx2

Average Price of the far leg of a swap

Type: Price

Used in messages: BankOfAmerica

AvgPxInd

The indicator denotes if / where the average price has been generated. This is an SFA Transaction Reporting Rule.

Type: Boolean

Used in messages: MerrillLynch

AvgRevPrice

Average Revised Price (Used for GL SOM)

Type: Price

Used in messages: GLTrade

AVT

The MiFID “average value of turnover” of the instrument.

Type: int

Used in messages: CinnoberFinancialTechnologyAB

AVTCurrency

The currency in which the AVT is expressed

Type: Currency

Used in messages: CinnoberFinancialTechnologyAB

BackOfficeText

Back office information. TOPS Route sends this information to the back office system

Type: String

Used in messages: CMEGroup

BalanceGroupID

Specifies the Unique Identifier of the BalanceGroup to which this Order should be assigned to.

Type: String

Used in messages: JapanCrossSecurities

BAMT

The dollar amount that will be recovered from the dealer as a customer execution fee

Type: Amt

Used in messages: LehmanBrothers

BangCounterParty

Counterparty of Bloomberg bang execution

Type: String

Used in messages: Bloomberg

BangFlag

Y,N – Is execution an Bloomberg bang?

Type: Boolean

Used in messages: Bloomberg

BangGroups

Number of market makers in bang

Type: NumInGroup

Used in messages: Bloomberg

BangMinFill

9909: Min fill qty per MMID in bang group

Type: Qty

Used in messages: Bloomberg

BangMMID

9909: Market maker in bang group

Type: String

Used in messages: Bloomberg

BangMMIDQty

9909: Qty to a MMID in bang group

Type: Qty

Used in messages: Bloomberg

BangQty

Please contact Benedict Zoe for an explanation of this tag’s purpose

Type: Qty

Used in messages: Bloomberg

BangSDP

Y,N – Identifies whether Bloomberg bang was performed via proprietary SDP

Type: Boolean

Used in messages: Bloomberg

BangStyle

Tag 9786 allows clients to specify the style of bang applied to each order on an individual basis.S=Single and N=Normal

Type: char

Used in messages: Bloomberg

BarrierDirection

Designates the direction in which the Barrier needs to be crossed to activate the option. 1 — up, 2 — down.

Type: char

Used in messages: Bloomberg

BarrierEndDate

The date the price monitoring ends.

Type: UTCDateOnly

Used in messages: Bloomberg

BarrierLevel

Price of the underlying at which the option comes in existance or ceases to exist.

Type: Price

Used in messages: Bloomberg

BarrierLevel2

Level of the second barrier for double barrier options

Type: Price

Used in messages: Bloomberg

BarrierRebate

Predefined rebate for Barrier option

Type: Price

Used in messages: Bloomberg

BarrierRebate2

Rebate for the second barrier for double barrier options

Type: Price

Used in messages: Bloomberg

BarrierStartDate

The date the price monitoring starts.

Type: UTCDateOnly

Used in messages: Bloomberg

BarrierStyle

Style of a barrier for Barrier option. 1– knock-in, 2 — knock-out

Type: char

Used in messages: Bloomberg

BaseIndex

Tradeweb Base CPI @ Issuance – normally associated with TRSY TIPS.

Type: String

Used in messages: Tradeweb

BaseStrategy

Char: Specifies base working strategy.

Type: char

Used in messages: LehmanBrothers

BaseSwapPx

Base SWAP price.

Type: Price

Used in messages: B2BITS

BasisOfTrade

1 = DMA

2 = Cash

3 = Proprietary

4 = Client interaction

Type: int

Used in messages: CinnoberFinancialTechnologyAB

BasisPriceTradeInd

Used to identify a basis price trade

Type: Boolean

Used in messages: ThomsonFinancial

BasketID1

Unique identifier for basket orders

Type: String

Used in messages: KoreaStockExchange

BasketID2

Type: String

Used in messages: Citigroup

BasketName

Name of Basket to which order belongs.

Type: String

Used in messages: PELynch

BasketTrade

Designates order as part of a basket trade.

Used to support message translation between FIX-STAMP for Canadian Equities.

Type: Boolean

Used in messages: IntegratedTransactionSystemsLtd

BBBankNum

The Bloomberg-specific ID associated with a particular dealer.

Type: String

Used in messages: Bloomberg

BBExecSubType

For adding, updating and deleting securities as part of trade capture message, AE.

Type: String

Used in messages: Bloomberg

BbgTradeType

Bloomberg Internally used.

Type: String

Used in messages: Bloomberg

BBRespType

this is an integer field.

Type: int

Used in messages: LehmanBrothers

BCANID

String datatype. A BCAN (Broker-to-Client Assigned Number) is a type of short code to identify the broker’s clients. It may be used when placing orders for instruments listed on Hong Kong Stock Exchange as well as for instruments listed on the Shanghai & Shenzhen Stock Exchange accessed via the HK Northbound Stock Connect regime. The information in the field may have different formats depending on requirements prescribed by the exchange.

Type: String

Used in messages: FIXProtocolLtd

BcastFilterFlag

To be used for filtering unwanted messages when requesting to recover lost broadcast messages. Values Y/N

Type: Boolean

Used in messages: Nasdaq

BcastSeqNo

Sequence number for broadcast messages.

Type: SeqNum

Used in messages: Nasdaq

BDBidSize

Broker-Dealer Bid Size.

Data Type: Qty

Type: Qty

Used in messages: SSITechnologies

BDBidSizeType

Type of Broker-Dealer Bid Size.

Data Type: Boolean

Valide Values:

Y = Size is percentage

N = Size is value

Type: Boolean

Used in messages: SSITechnologies

BDOfferSize

Broker-Dealer Offer Size.

Data Type: Qty

Type: Qty

Used in messages: SSITechnologies

BDOfferSizeType

Type of Broker-Dealer Offer Size.

Data Type: Boolean

Valid Values:

Y = Size is percentage

N = Size is value

Type: Boolean

Used in messages: SSITechnologies

Behaviour

String type

D – Drain

A – Abort

Type: char

Used in messages: LehmanBrothers

BenchIDSource1

To be used with Tag 6693 (BenchmarkSecurityID). ID Source of the benchmark security – same values as Tag 22 (SecurityIDSource)

Type: String

Used in messages: MarketAxess

BenchIDSource2

Identifies the class of associated alternative BenchSecurityID used to define the underlying benchmark for Spread to Benchmark quotes

Type: String

Used in messages: NationalQuotationBureau

BenchmarkBidYield

Benchmark bid yield for quote messages that inclue the SpreadOrBenchmarkCurveData component block.

Type: Percentage

Used in messages: Bloomberg

BenchmarkCurveName

Name of benchmark curve – FIX 4.2

Type: String

Used in messages: Tradeweb

BenchmarkCurvePoint2

Denote the long float rate period of IRS Dollar Swap Basis Trade.

Type: String

Used in messages: Tradeweb

BenchmarkOfferPx

Benchmark offer price for quote messages that inclue the SpreadOrBenchmarkCurveData component block.

Type: Price

Used in messages: Bloomberg

BenchmarkOfferSpread

Benchmark offer spread for quote messages that inclue the SpreadOrBenchmarkCurveData component block.

Type: float

Used in messages: Bloomberg

BenchmarkOfferYield

Benchmark offer yield for quote messages that inclue the SpreadOrBenchmarkCurveData component block.

Type: Percentage

Used in messages: Bloomberg

BenchmarkPrice

[4.2] Specifies the price of the benchmark.

Type: Price

Used in messages: Tradeweb

BenchmarkPriceType

[4.2] Identifies the denomination of BenchmarkPrice(6645). Same values as PriceType(423).

Type: int

Used in messages: Tradeweb

BenchmarkSecurityAltID

Type: String

Used in messages: LehmanBrothers

BenchmarkSecurityDesc

Benchmark security description.

Type: String

Used in messages: Tradeweb

BenchmarkSecurityID

CUSIP or ISIN of the benchmark instrument

Type: String

Used in messages: Tradeweb

BenchmarkSecurityIDSource

[4.2] Identifies the source of the Benchmark Security ID. Valid values are 1=CUSIP 2=SEDOL 4=ISIN

Type: char

Used in messages: Tradeweb

BenchmarkSymbolSfx

“WI” if When Issued.

Type: String

Used in messages: Tradeweb

BenchmarkYield

Yield of the benchmark security.

Type: Percentage

Used in messages: Tradeweb

BenchSecurityID

The security ID used to define the benchmark security in the Spread to Benchmark quote, further qualified by the BenchIDSource field which determines the identification system

Type: String

Used in messages: NationalQuotationBureau

BeneficiaryAcctNum

Beneficiary Account Number required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.

Type: String

Used in messages: JPMorganChase

BeneficiaryCode

Beneficiary Code e.g. BIC etc required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.

Type: String

Used in messages: JPMorganChase

BeneficiaryName

Beneficiary Name required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.

Type: String

Used in messages: JPMorganChase

BetaExposure

Range within which to maintain portfolio beta

Type: String

Used in messages: LehmanBrothers

BetaNeutralityLimit

beta neutrality limit in dollars

Type: String

Used in messages: BearStearns

Bias

percentage value

Type: Percentage

Used in messages: UBS

BidActivity

Indicates if the Bid Price is within the Price volatility band.

Type: Boolean

Used in messages: BelgradeStockExchange

BidDelta

The bid delta price – for FX SPOT

Type: Price

Used in messages: Bloomberg

BidDifference

Double Value

Type: float

Used in messages: BearStearns

BidForwardPoints

Near leg forward points

Type: PriceOffset

Used in messages: VelocitySystemsInternational

BidForwardPoints2

Far leg forward points.

Type: PriceOffset

Used in messages: VelocitySystemsInternational

BidForwardPointsDelta

Type: String

Used in messages: Bloomberg

BidFundingCharge

The funding charge applied to the bid price on extended settlement

Type: String

Used in messages: BootComputers

BidFundingConsideration

The bid funding consideration on extended settlement

Type: String

Used in messages: BootComputers

BidMarketSize

Aggregated quantity of Bid market orders.

Type: Qty

Used in messages: OMX

BidNbOr1

Type: int

Used in messages: Euronext

BidNbOr2

Number of buy orders

Type: int

Used in messages: Euronext

BidPostedQty

Quantity available for further execution on bid side.

Type: Qty

Used in messages: ICAP

BidPriceForDiscountQuotes

This field will contain the bid dollar price for discount-quoted securities.

Type: Price

Used in messages: Bloomberg

BidPriceImpAmount

Amount by which the BidPx has been improved.

Type: Amt

Used in messages: MerrillLynch

BidPriceType

Determines the type of price contained in the quote message. A=actual (default); S=spread to benchmark; D=discount to yield; Y=yield to maturity; P=convertible spread to parity; V=convertible vs stock; OW=Offer wanted; U=unpriced

Type: String

Used in messages: NationalQuotationBureau

BidPx2

The far leg bid in an FX swap

Type: Price

Used in messages: BarclaysCapital

BidSize2

This is the far leg bid amount

Type: Amt

Used in messages: BarclaysCapital

BidSpotRate2

Bid Spot Rate of the far leg of a swap

Type: float

Used in messages: BankOfAmerica

BidVolLimit

Type: String

Used in messages: OMGroup

BidVolMultiplier

Bid Volume Multiplier for an Improvement QuoteInteger

Type: int

Used in messages: OMGroup

BidYTM

Bid Yield-to-maturity.

Type: Percentage

Used in messages: Bloomberg

Billable

Indicates whether an order incur specialist fee. Y=Yes, N=No.

Type: Boolean

Used in messages: AgentTraderSecuritiesLLC

BillingIndicator

Execution Report Billing categories (valid on regular executions, AWOs, and ERCs)

Valid values: 1=Taker; 2=Provider; 3=Blended; 4=Opening

rovider; 5=Opening/Blended; 6=Closing

rovider; 7=CLosing/Blended; 8=Specialist; Data Type: Char

Type: char

Used in messages: SIAC

BillingRate

May contain the Away Market ID with or without the MMID, (formats A, A/EDGA, N/MP…) or the Billing Indicator with or without the new Billing Tier (formats 1, 2, 2/1…).

Away Market is any valid value of the NYSE’s internal Exchange indicator (non-Fix standard). Billing Indicator or Tier is any valid value 0-9. Tag is used in Message Type 8, Report messages.

Type: String

Used in messages: SIAC

BillTo

Represents the Badge or Commission Billing Number.

Required on all CAP Orders.

Value = up to 4 alpha/numeric characters. Must be either ALL numeric or ALL

alpha. Format = Char

Type: char

Used in messages: SIAC

BinaryReporting

Binary execution method applies to reported trade.

Type: Amt

Used in messages: ICAP

BindIndicator

This is the holding bind indicator for Corporate Bonds. The value options are “Y” – Yes, and “N” – No.

Type: String

Used in messages: LehmanBrothers

BinID

Identifier of market maker bin comprising one or more products.

Type: String

Used in messages: DeutscheBorse

BlackoutEnd

Data type: UTCTimeOnly.

End of period of time of business day within which order should not be executed.

Type: UTCTimeOnly

Used in messages: DeutscheBank

BlackoutStart

Data type: UTCTimeOnly.

Beginning of period of time of business day within which order should not be executed.

Type: UTCTimeOnly

Used in messages: DeutscheBank

BlkOrderDesk

Specifies the desk for a block order average price trade

Type: String

Used in messages: ThomsonFinancial

BlkOrderDeskNo

Specifies the desk number for a block order average price trade

Type: int

Used in messages: ThomsonFinancial

BlkOrdFlag

Used in Supermontage Inter Market. This flag indicates if the order is a block order. A block order is characterized by 10000 shares or more or $200000 or more.Values : Y/N.

This is not a mandatory field.

Type: Boolean

Used in messages: Nasdaq

BlockbusterSizableActionCode

A = Allow

I = Inhibit

For trade reporting.

Type: char

Used in messages: Nasdaq

BlockbusterSizableActionTime

Time of receipt of action input or expiration of review period.

Type: UTCTimestamp

Used in messages: Nasdaq

BlockbusterSizableStartTime

Entry time of the blockbuster or sizable trade.

Type: UTCTimestamp

Used in messages: Nasdaq

BlockErrorParamFlag

This is a flag to indicate the presence of one or multiple error parameter(s). This flag is specific for the Block trade.

Type: Boolean

Used in messages: Omgeo

BlockFilter

Int: Specifies whether the strategy should ignore block prints.

Type: int

Used in messages: LehmanBrothers

BlockFilterManual

Qty: Allows user to specify block filter threshold in terms of a share quantity.

Type: Qty

Used in messages: LehmanBrothers

BlockOrderID

This identifies a block order ID for grouping orders (i.e. orders for a queue and release system)

Type: String

Used in messages: ThomsonFinancial

BlockPrice

Type: Price

Used in messages: UBS

BlockSeqNumber

Block Sequence Number.

Type: SeqNum

Used in messages: Nasdaq

BlockTradeCode

Indicate if the TCS trade relate to a block

Type: Boolean

Used in messages: Euronext

BloombergPriceEngPriceLevel

Numeric value between 1-3 to represent the Bloomberg Price Engine price level.

Type: int

Used in messages: McNamaraGroup

BloombergServerID

Identifier of the Bloomberg server that generated an order and allocation. Used for internal routing purposes. String – upto16 characters

Type: String

Used in messages: MarketAxess

BlotOrderStatus

State of the order on the blot screens.

0 = Sent

1 = Sent Ack

2 = Priced

3 = Covered

4 = Accepted

5 – Rejected

6 = Canceled

7 = Passed

8 = Traded Away

9 = Tied Traded Away

Type: char

Used in messages: Bloomberg

BlotSeq

Bloomberg blot sequence number

Type: SeqNum

Used in messages: Bloomberg

BlotTransactionNumber

BLP Specific

Type: String

Used in messages: Bloomberg

BLPAllocationRefTicketNumber

UNique to BLP Trading system. Inside repeating group for allocations.

Type: String

Used in messages: Bloomberg

BLPAllocationticketnumber

Inside the repeating group for allocations. This is unique to BLP Trading systems.

Type: String

Used in messages: Bloomberg

BLPProgType

Security Program Type

Type: String

Used in messages: Bloomberg

BLPTicketType

1-Customer, 2-Sales

Type: char

Used in messages: Bloomberg

BoardLot

Minimum tradable quantity

Type: Qty

Used in messages: Euronext

BOATdelay

Flag set when a trade report has been kept a certain amount of time in the BOAT system, before being published. The time limit applied is system specific.

The tag is used in Market Data Message Incremental Refresh (Message type = “X”)

Type: Boolean

Used in messages: CinnoberFinancialTechnologyAB

BoblAsk

Type: Price

Used in messages: LehmanBrothers

BoblBid

Type: Price

Used in messages: LehmanBrothers

BofAAlgoParam1

Type: String

Used in messages: BankOfAmerica

BofAAlgoParam2

Type: String

Used in messages: BankOfAmerica

BofAAlgoParam3

Type: String

Used in messages: BankOfAmerica

BofAAlgoParam4

Type: String

Used in messages: BankOfAmerica

BofAAlgoParam5

Type: String

Used in messages: BankOfAmerica

BofAAlgoParam6

Type: String

Used in messages: BankOfAmerica

BofAAlgoParam7

Type: String

Used in messages: BankOfAmerica

BofAAlgoParam8

Type: String

Used in messages: BankOfAmerica

BondFactor

Specifies a bond factor.

Type: String

Used in messages: ThomsonFinancial

BookCondition

The current condition of a book.

Valid values:

0 = Delayed Opening

1 = Delayed Opening with Non Opening

2 = Non Opening

3 = None

4 = Stop Trading

5 = Stop Trading with Non Opening

6 = Underlying Condition

7 = Underlying Condition with Non Opening

Type: char

Used in messages: SWXSwissExchange

BookID

Group of PorfolioID. Specific Kuwait Stock Exchange for back office.

Type: String

Used in messages: GLTrade

BookingID

Event reference for BookingReport

Type: String

Used in messages: Tradeweb

BookingRefID

Event reference for BookingReport

Type: String

Used in messages: Tradeweb

BookingStatus

Enumeration: 1-Affirmed, 2-Unknown account, 3-Missing settlement instructions, 4-Canceled

Type: char

Used in messages: Tradeweb

BookingTransType

Enumeration: 0-New, 1-Cancel, 2-Correct

Type: char

Used in messages: Tradeweb

BookingTypeCustom

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

Valid values:

0 = Regular booking (DVP)

1 = CFD

2 = Swap

3 = Give Up

4 = Combined communication

Type: char

Used in messages: LehmanBrothers

BookStatus

Indicates the status of the order book

Type: String

Used in messages: ICAP

BookStatusApplicableSide

Indicates to which side the BookStatus field is applicable

Type: String

Used in messages: ICAP

BoothID

Booth ID to which the request should be routed.

Type: String

Used in messages: Millennium

Branch

Source of the Order.

Data Type: String[4]

Type: String

Used in messages: SSITechnologies

BranchID

Unique Branch office ID

Type: String

Used in messages: Millennium

BranchSeqNbr

Branch/Sequence Number associated with a particular order or trade.

Type: SeqNum

Used in messages: Nasdaq

BreakIndicator

B = only buyer has broken, S = only seller has broken, X = both buyer and seller have broken, L = broken through market center

Type: char

Used in messages: Nasdaq

BRKNA

Breakdown active indicator used in allocation instruction message.

Type: String

Used in messages: LehmanBrothers

BrokerBadge

Represents the initiating Broker Badge Number. Required on all CAP Orders. Value is up to 4 numeric characters. Format = Char

Type: char

Used in messages: SIAC

BrokerClearingID

Identifier of Broker’s clearing instructions.

Type: String

Used in messages: Tradeweb

BrokerDealerServiceFee

Broker Dealer Service Fee

Type: Amt

Used in messages: JPMorganChase

BrokerFirmID

Identifies the firm associated with the IntroducingBadgeID[9448]

Type: String

Used in messages: NYSE

BrokerLEI

String datatype. Same as PartyID(448) together with PartyIDSource(447)=N (LEI) and PartyRole(452)=26 (Correspondent Broker) in the standard Parties component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups.

Type: String

Used in messages: FIXProtocolLtd

BrokerOrderReceiveTime

OATS v3 tag indicating the time the broker first received the order from the customer.

This field is of type UTCTimeStamp.

Type: UTCTimestamp

Used in messages: LavaTrading

BrokerReceiptTime

Time that the broker receives the order

Type: UTCTimestamp

Used in messages: CMEGroup

BrokerSeqNo

Broker Sequence Number

Type: SeqNum

Used in messages: LehmanBrothers

BTDSCommissionIndicator

Boolean field indicating if the price is inclusive of dealer commission.

Type: Boolean

Used in messages: MarketAxess

BTDSPriceChangeCode

Describes the summary price change(s) the transaction

caused for the issue traded.

DataType=char

Values: 0 = No Price/Yield Changed

1 = Last Price/Yield Changed

2 = Low Price-Yield Changed

3 = Last Price/Yield and Low Price/Yield Changed

4 = High Price/Yield Changed

5 = Last Price/Yield and High

rice/Yield Changed

6 = High Price/Yield and Low Price/Yield Changed

7 = All Prices/Yields Changed

Type: char

Used in messages: MarketAxess

BTDSQuantityIndicator

Indicates in Quantity reported is actual or estimated.

DataType=Char

Values: A=Actual, E=Estimated

Type: char

Used in messages: MarketAxess

BTDSReportingPartySide

One character field to describe the side of trade being reported. Values: B=dealer bought securities from the customer, S= dealer sold securities to the customer, D= inter-dealer transaction (always from the sell side)

Type: char

Used in messages: MarketAxess

BTDSSaleCondition

Sale condition code for trades as reported by FINRA

DataType=char

Values: @ = Regular Trade

C = Cash Trade

N = Next Day

R = Sellers Option

A = Trades outside market hours

W = Weighted Average Price

Z = Sold Late

S = No special condition applied

Type: char

Used in messages: MarketAxess

BTDSSecondModifier

Indicates whether there is a second sale condition that is

applicable to the trade.

DataType=char

Values: A = Trades outside the market hours

Z =Sold Late (Out of Sequence)

S = No Second Modifier Applicable

Type: char

Used in messages: MarketAxess

BTDSSpecialPriceIndicator

Boolean field indicating whether the transaction is a ’Special

Price Trade’ or not

Type: Boolean

Used in messages: MarketAxess

BTOrderInst

TradeBook Order instructions. Valid (space delimited) values are R (replenish reserve quantities if any), Q (allow to quote this order on NASDAQ if originating from a non-market maker), and X (in 35-F this simply cancels all orders for a firm or single user). Further information on the use of this field on request

Type: char

Used in messages: Bloomberg

BTReportInst

Valid values are M (client “made” liquidity), and T (client “took” liquidity)

Type: char

Used in messages: Bloomberg

BundsAsk

Type: Price

Used in messages: LehmanBrothers

BundsBid

Type: Price

Used in messages: LehmanBrothers

BusinessLine

The field indicates the business line owner of orders.

Type: String

Used in messages: DeutscheBank

BusinessTransactionType

Indication of the business transaction.

Valid value:

TradeAdvice

Type: String

Used in messages: SWXSwissExchange

BuyBackDate

Buy back date.

Type: UTCDateOnly

Used in messages: B2BITS

BuyBackPx

Buy back price.

Type: Price

Used in messages: B2BITS

BuyBackRules

Type: String

Used in messages: Citigroup

BuyLimit

Describes the BuyLimit for that Balance Group

Type: String

Used in messages: JapanCrossSecurities

BuytoCoverIndicator

Order is a Buy to cover

Type: Boolean

Used in messages: CreditSuisse

BuyTradeControlNumber

Used for Nordic Trade Reporting, this tag will carry the trade control number for the buy side of the trade.

Type: String

Used in messages: Nasdaq

BuyWeight

Type: String

Used in messages: GuosenSecurities

BWitemID

Bids Wanted Item ID.

Type: String

Used in messages: Bloomberg

BypassHiddenPeg

Y = Bypass hidden peg orders resting on book

N (Default) = Access hidden peg orders resting on book

Type: Boolean

Used in messages: BATSTrading

BypassPrimeBrokerSw

Provides the ability on a prime broker trade to indicate that the trade occurred outside.

Type: Boolean

Used in messages: ThomsonFinancial

CabPriceIncrement

Indicate the increment between multiple cabinet prices for a given option instrument.

Type: Price

Used in messages: CMEGroup

CalcAgentLocation

Calcution Agent Location

Type: String

Used in messages: Bloomberg

CalcFrequency

Encoded IRS calculation period frequency: 3M, 6M, 1Y, T term etc.

Type: String

Used in messages: Tradeweb

CalcInclSettlCurrAmt

Is required if a commission has been entered by the trading participant.

The amount in the instrument’s settlement currency added to the trade’s settlement amount due to the Commission and CommCurrency.

Type: Amt

Used in messages: SWXSwissExchange

CalculatedAllocQty

Amount of allocation in contra currency on near leg.

Type: Qty

Used in messages: ThomsonReuters

CalculatedAllocQty2

Amount of allocation in contra currency on far leg of a swap.

Type: Amt

Used in messages: ThomsonReuters

CalculatedCcyLastQty1

FX Deal Feed Field

Type: Qty

Used in messages: ICAP

CalculatedCcyLastQty2

The quantity of the other side in FX trade.

Type: Qty

Used in messages: Unknown

CallDate

This field indicates the call date of Agency Callables in Fixed Income.

Type: UTCDateOnly

Used in messages: LehmanBrothers

CallOrPut

Denotes whether a particular leg of an FX Option trade is a Call or a Put. Possible Values: 1=Call; 2=Put

Type: char

Used in messages: Bloomberg

CallPutCurrency

Denotes what currency a given leg of an FX Option is operating on. Works in conjunction with CallOrPut tag.

Type: Currency

Used in messages: Bloomberg

CancAftAck

Indicates that an attempt to cancel a trade was made after an affirmation has been received.

Value Values: Y = Yes, N = No

Type: Boolean

Used in messages: DepositoryTrustCompany

CancelledSymbol

Symbol cancelled for an unsollicited Quote Ack message.

Type: String

Used in messages: CMEGroup

CancelOnDisconnect

If this field is set then it will mean that a mass cancellation of non-GTC orders, will be triggered on any type of logoff (ie logoff request, disconnection on failure, forced disconnection)

Type: Boolean

Used in messages: NYSEEuronext

CancelOpenQty

Portion of Open Qty to be Cancelled.

Type: Qty

Used in messages: CBOE

CancelOrigOnReject

Y = cancel original order if OrigClOrdId is live but modification must be rejected. (An “unsolicited” cancel will be sent for OrigClOrdId in addition to the replacement reject).N = leave original order if modification is rejected

Type: Boolean

Used in messages: BATSTrading

CancelPrice

Type: String

Used in messages: LavaTrading

CancelRebillReason

Used to identify a cancel rebill reason

Type: String

Used in messages: ThomsonFinancial

CanTradeQuote

This tag will be used to determine if an order with the same symbol can be traded after a certain period of wait time against a quote. This in regards to block trading of securities electronically.

Type: Boolean

Used in messages: BankOfAmerica

CAPIndicator

NYSE – Indicates a conversion and parity order (CAP). Required on all CAP Orders, CAP Cancels and CAP Cancel Replace Requests. Valid Value = Y. Format = Char

Type: char

Used in messages: SIAC

CapitalDifference

Difference in capitalisation today/yesterday

Type: String

Used in messages: Euronext

CapitalPct

Percentage of capitalization

Type: Percentage

Used in messages: Euronext

CarryFwdISINCode

ISIN code of underlying security on lending market

Type: String

Used in messages: Euronext

CarryIndicator

Indicates whether this message contains a single trade half/cross or a carry trade half/cross.Value Meaning

0 Outright

1 Carry

Type: Boolean

Used in messages: Millennium

Cash1

Risk Arb Cash Value

Type: String

Used in messages: BearStearns

Cash2

Type: String

Used in messages: Citigroup

CashOffset

cash offset amount

Type: Amt

Used in messages: LehmanBrothers

CashOpen

A boolean value indicating if cash settlement is open. “Y N”

Type: Boolean

Used in messages: FannieMae

CashOrCredit

Custom field for users that want to electronically submit a NewOrder-Single for the Korea Stock Exchange Market.

10-Cash

21-Margin Buying by Brokers’ Credit

22-Liquidation of Margin Buying by Brokers’ Credit

23-Short Sale by Brokers’ Credit

24-Liquidation of Short Sale by Brokers’ Credit

31-Margin Buying by The Korea Securities Finance Corporation(KSFC)’s Credit

32-Liquidation of Margin Buying by KSFC’s Credit

33-Short Sale by KSFC’s Credit

34-Liquidation of Short Sale by KSFC’s Credit

Type: char

Used in messages: KoreaStockExchange

CashRoundingIndicator

Indicate the rounding method when convert a cash base order to a share base order.

Required for Cash base order

U – Up

D – Down

Type: char

Used in messages: MerrillLynch

CashTolerance

Type: String

Used in messages: Mantara

CatchUp1

A = NOW

B = Redistribute

C = Tilt-Dist

Type: char

Used in messages: GuosenSecurities

CatchUp2

char

Type: char

Used in messages: Citigroup

CatchUpStop

.

Type: String

Used in messages: Citigroup

CATExecStyle

CAPIS Algorithmic Trading Execution Style (N = Normal, P = Patient, A = Aggressive)

Type: char

Used in messages: CapitalInstitutionalServices

CATStrategy

CAPIS Algorithmic Trading Strategy (1=VWAP, 2=TWAP, etc…)

Type: int

Used in messages: CapitalInstitutionalServices

CCPOrderCompletionFlag

Used for XETRA market. ‘P’ if the order has been partially filled, ‘F’ if completely filled.

Type: char

Used in messages: GLTrade

CCPTradeSuffixNumber

Extra Trade Identification Number on XETRA.

Type: String

Used in messages: GLTrade

CDNAccountType

Indicates the type of the trading account. Valid values include:”NC” non-client (ME, TSX, TSXV)”CL” client (ME, TSX, TSXV)”ST” equities specialist (TSX)”IN” inventory (ME, TSX, TSXV)”OF” options firm account (TSX) “OT” options market maker (TSX, TSXV)Notes: * Indicates default exchange.There is no default for a Trade Modification from the ME.

Type: String

Used in messages: RBC

CDNAnonymous

An order flagged as Anonymous is forwarded to the exchange where they are published to the market without the members firm id.Valid values include “Y” “N”.Default is “N”.TSX only.

Type: Boolean

Used in messages: RBC

CDNBasketTrade

A five digit number identifying the basket number for Toronto Stock Exchange, default is “N”

Type: Boolean

Used in messages: CapMartInc

CDNExchangeID

Canadian Exchange ID of the order.

Used to support message translation between FIX-STAMP for Canadian Equities.

Type: String

Used in messages: IntegratedTransactionSystemsLtd

CDNInternalCross

A trade originating from a Participating Organization between managed accounts that have the same manager. Valid values include “Y” “N”.Default “N”.TSX and TSXV.

Type: Boolean

Used in messages: RBC

CDNJitney

To specify an order to the Toronto Stock Exchange that it is executed on behalf of another broker.

Type: Boolean

Used in messages: CapMartInc

CDNLotsOf

A special term for an order specifying that each fill must be divided into equal lots. Total volume of order must be a multiple of LotsOf. LotsOf = Volume.No defaultTSX and TSXV.

Type: Qty

Used in messages: RBC

CDNMarketOnClose

To specify this order is to be excuted on the TSX end of day closing auction. Possible values Y or N

Type: Boolean

Used in messages: CapMartInc

CDNMGFCandidate

To indicate to the Toronto Stock Exchange that this order is

entitled to the minimum guaranteed fill. Its value can be either “Y” or “N”

Type: UTCDateOnly

Used in messages: CapMartInc

CDNNonResident

A terms marker indicating that trade participant is not a Canadian resident. Valid values include “Y” “N”Default is “N”.TSX only.

Type: Boolean

Used in messages: RBC

CDNPrincipalTrade

A transaction where the member as principal sells securities to or buys securities from its particular customer; i.e. a cross between a client and another account type. A.K.A. – DF MarkerValid values include “Y” “N”.Default “N”.TSX and TSXV.

Type: Boolean

Used in messages: RBC

CDNProgramTrade

To indicate to the TSX trading engine that this order is generated by a program. Valid values are Y or N

Type: Boolean

Used in messages: CapMartInc

CDNRTAutoFill

A TSX fill report marker to indicate a system generated autofill against the responsible Equities Specialists account

Type: Boolean

Used in messages: CapMartInc

CDNSettlementTerm

To specify to TSX the settelement term for an order. Valid values are Cash, CT (Cash today), YYYYMMDD, DD (Delayed delivery), MS (contingent equity trade), NN (non-net)

Type: String

Used in messages: CapMartInc

CDNShortExempt

To indicate to the TSX trading engine that short sell order is exempt from the short selling rule.

Type: Boolean

Used in messages: CapMartInc

CDNUserId

The trading system’s user id for a trader.No default.TSX and TSXV.

Type: String

Used in messages: RBC

CeilingFloorPrice

This field specifies the highest (for a buy) or lowest (for a sell) price to which the e-Quote or d-Quote may peg. Price including decimal (must be multiple of MPV and valid Price Unit).

Type: Price

Used in messages: SIAC

CentralCounterParty

The Central Counterparty.

Type: String

Used in messages: BATSTrading

CFICode

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. NOTE: This is a FIX 4.3 field for which we are assigning a user defined tag value so it can be used in pre-4.3 versions.

Type: String

Used in messages: CBOE

CheapECN

For none directed orders, try accessing the CheapECN first.

Type: Boolean

Used in messages: Nasdaq

Checkout

Y – Indicates a full allocation

N – Indicates partial or Dummy account’s

Type: Boolean

Used in messages: Bloomberg

ChgFromSettlmnt

Indicates the change in an instrument price from the previous day’s settlement price

Type: Price

Used in messages: CMC

ChgFromSettlmntDirection

Indicates the direction of change of an instrument price from the instrument’s previous day settlement price

‘+’ = increase

’-‘ = decrease

‘ ‘ = no change

Type: String

Used in messages: CMC

ChgFromWAPrice

Indicates change from previous day’s weighted average price vs. last traded price.

Type: Price

Used in messages: B2BITS

ChgOpenInterest

Indicates change from previous day’s open interest.

Type: Amt

Used in messages: B2BITS

ChildID

Contains the GL SLE ID of the child order.

Type: String

Used in messages: GLTrade

ChildPriceLevels

int, 1-10

Type: int

Used in messages: GuosenSecurities

CHXHandlInst

Allow passing through of HandlInst for CHX.

Type: Boolean

Used in messages: Sungard

CircleInd

Indicates that the order message type received should be treated as a circle request instead of a live order. (Y = circle request)

Type: Boolean

Used in messages: ThomsonFinancial

ClassiOfForInv

Indicates the type of foreign investors

1: Non-resident Individuals

2: Non-resident Bank

3: Non-resident Insurance Company

4: Non-resident Securities Company

5: Non-resident Investment Company

6: Non-resident Investment Trust Company

7: Non-resident Other Company

8: Non-resident Korean with Permanent Foreign Residence

9: Non-resident Pension Fund

10: Resident

11: Resident Individuals

12: Resident Bank

13: Resident Insurance Company

14: Resident Securities Company

15: Resident Other Entity

20: Foreign Direct Invesment

21: FDI Individuals

22: FDI Bank

23: FDI Insurance Company

24: FDI Securities Company

25: FDI Other Company

30: Other

31: Acquirer of Korean Papers

Type: char

Used in messages: KoreaStockExchange

CleanPx

Clean Price is Fee adjusted price

Type: Price

Used in messages: LehmanBrothers

CleanUp

Type: String

Used in messages: MerrillLynch

ClearBrokerInd

The Clearing Brokers are those firms who will clear the trade. Valid values:

A = Active

S = Suspended

Type: char

Used in messages: Nasdaq

ClearingAccountNDS

Indicates the National Depositery of Securities clearer account.

Type: String

Used in messages: GLTrade

ClearingBroker

Clearing broker ID.

Type: String

Used in messages: Nasdaq

ClearingBusCycle

Business cycle as defined by clearing organization.

Type: String

Used in messages: CMEGroup

ClearingClCodType

GL clearing client code type. Valid values: 1=Client; 5=House.

Type: char

Used in messages: GLTrade

ClearingCode

Indicates the code of the clearer.

Type: String

Used in messages: GLTrade

ClearingDest

GL Clearing destination.

Type: String

Used in messages: GLTrade

ClearingFeeIndicator

Indicates if the value added taxes will be calculated by the clearing system or not

Type: Boolean

Used in messages: Euronext

ClearingHandlingType

Indicate the posting & give-up processing to be done by the clearing system

Type: Boolean

Used in messages: Euronext

ClearingLastPx

LastPx as formatted by clearing organization.

Type: Price

Used in messages: CMEGroup

ClearingMatchID

Unique Match ID assigned by the clearing system

Type: String

Used in messages: Millennium

ClearingMember

4.2: Clearing member identifier.

Type: String

Used in messages: Tradeweb

ClearingOptionalData

Optional Data sent to clearing house on trades against the order

Type: String

Used in messages: CBOE

ClearingOrderID

Indicates the reference of the clearing message.

This reference is given by the exchange

Type: String

Used in messages: GLTrade

ClearingOrdType

Order types as defined by clearing organization.

Type: String

Used in messages: CMEGroup

ClearingPrice

Price inclusive of commissions.

Type: Price

Used in messages: Nasdaq

ClearingQType

Indicates whether allocated qty was executed in the IF-CLEARED or WHEN-CLEARED queue. Valid values are “I” for IF-CLEARED and “W” for WHEN-CLEARED.

Type: char

Used in messages: ICAP

ClearingRefNo

A unique reference number assigned by the clearing system

Type: String

Used in messages: Millennium

ClearingSecurityID

Security ID as assigned by clearing organization. (Combination of FIX 4.4 SecurityIDSource and SecurityID.)

Type: String

Used in messages: CMEGroup

ClearingSlipID

Unique Slip ID assigned by the Clearing System

Type: String

Used in messages: Millennium

ClearingStatus

Indicate the clearing status of the trade as communicated by the clearing house.

Type: char

Used in messages: Millennium

ClearingStrikePx

Strike price as formatted by clearing organization.

Type: Price

Used in messages: CMEGroup

ClearingVenue

string

Type: String

Used in messages: Nasdaq

CLExecID

Client Execution id – A coresponding execution report from another system to send the original execution id sent. Execution report id for an fx trade done for a previous execution report sent to BLP

Type: String

Used in messages: Bloomberg

ClientAccID

GL client account ID (for clearing)

Type: String

Used in messages: GLTrade

ClientCapacity

Indicates the client capacity. Valid values: 1=Agent; 2=Principal; 3=Riksless principal; 4=Individual; 5=Member agent.

Type: char

Used in messages: GLTrade

ClientCharID

Client Charity ID indicates the Client is exempt from paying stamp duty because of their Charity status – this needs to be reported to the Inland Revenue.

Type: int

Used in messages: MerrillLynch

ClientDomicile

Client’s domicile

Type: String

Used in messages: SWXSwissExchange

ClientFreeField1

Free format text string for internal client use.

Max size is 16 char.

Type: String

Used in messages: GLTrade

ClientFreeField2

Free format text string for internal client use.

Max size is 32 char.

Type: String

Used in messages: GLTrade

ClientFullName

Full name of a client that has executed the trade

Type: String

Used in messages: DeutscheBank

ClientIdSOM

Indicates the UserId set in GLSOM to identify the FIX Client.

Type: String

Used in messages: GLTrade

ClientIndicator

Type: String

Used in messages: MerrillLynch

ClientInfo

Free form string containing client-specific information associated with an order. Information is provided in New Order Single, and Order Cancel Replace messages. Trading system will return ClientInfo in Execution Report.

Type: String

Used in messages: ICAP

ClientMarketInd

Transaction reporting tag to establish the Side of the transaction that we are reporting:

C for Client Side

M for Market Side

Type: char

Used in messages: MerrillLynch

ClientOrderIDFormat

Allows the 2 sides to communicate what format the Client Order ID and Orig Client Order ID will be used to construct the tag(s). NOTE: Valid values must be agreed upon by both sender and target comps.

Type: String

Used in messages: ThomsonFinancial

ClientTier

This is used to identify which tier to map the quote request, or order to. Typical use would be for streaming prices to multiuser platforms.

Type: String

Used in messages: StandardChartered

ClientTrade

Indicates if the trade is a Client Trade, i.e. eligible for delay.

Type: Boolean

Used in messages: CinnoberFinancialTechnologyAB

CloseAuctionRate

Close auction participation expressed as a percentage (0-100).

Type: Percentage

Used in messages: MerrillLynch

ClosePxType

Type of Closing Price. Values:

1- Last executed price of morning session. 2- Last executed price of morining session’s closing auction. 3- No trades during morning session (base price for reference). 4- Last execution price for day. 5- Last execution price of afternoon closing auction. 6- No trades during day (Price is used for reference).

Type: char

Used in messages: Nasdaq

CloseStrat

char – valid product code

Type: char

Used in messages: Citigroup

ClotGrpCot

Closing auction indicator

Type: Boolean

Used in messages: Euronext

ClRefID

A client specified free format string reference field supplied on the order and echoed back on execution reports or cancel rejects.

Type: String

Used in messages: Patsystems

ClTrdIDRefType

Type: String

Used in messages: LehmanBrothers

CMPA

Composite pay rate for an USD Interest Rate Swap switch

Type: float

Used in messages: LehmanBrothers

CMPB

Composite quote at the time of QUOTE REQUEST

Type: float

Used in messages: LehmanBrothers

CMPM

composite receiving rate for an USD Insterest Rate Swap Switch

Type: float

Used in messages: LehmanBrothers

CMPND

Indicates whether the floating leg of the trade is compounding or not. Considered NO if not present.

Type: String

Used in messages: LehmanBrothers

CMPSP

composite spread contributed by the dealers for an DSWP (USD Interest Rate Swap) benchmark trade

Type: float

Used in messages: LehmanBrothers

CMSInternalData

Internal data specific to CMS.

Type: String

Used in messages: Millennium

CMSLeavesQty

Same as Tag 151

FCS Cancel – Line 3E, Field 1 If present, set to the new quantity to take effect. Cannot be an Odd Lot. Corresponds to CMS LVS quantityFIX.4.1 Format: Float

FIX.4.2 Format: Qty

Type: Qty

Used in messages: SIAC

CMSLine1A

CMS Line1A. Used for specifying routing instructions, such as NYSE Direct+(NY NX), booth routing(NY OVR B-xx), Amex or NYSE override (NY OVR), crossing session (NY OS), etc.

Type: String

Used in messages: HelfantGroup

CMSText

The CMS message text equivalent with or without unprintable characters replaced by spaces

Type: String

Used in messages: ThomsonFinancial

CMSType

Provides further classification of the Execution Report FIX Message Type 8 for CMS’ use. Valid values: A = Admin Response, P = SPARS, R = Execution Report, S = Status Message (Status Messages include Rejects, Restarts and Drop Copy). Format FIX 4.1 Char, FIX 4.2 String.

Type: char

Used in messages: SIAC

CmtaGiveupCD

Indicates if the order is a “give-up” or CMTA trade. Values are

T – CMTAG – Give-up

Type: char

Used in messages: CMEGroup

CNFCO

Type: String

Used in messages: LehmanBrothers

CombinedOrderType

Type of order entered, this information is linked with the type of processing to be executed on the associated order by member order entry application

Type: String

Used in messages: Euronext

CombinedPointsBid

Used for the Bid side of pre-caluclated combined points for FX-Swaps

Type: Price

Used in messages: BarclaysCapital

CombinedPointsOffer

Used for the Offer side of pre-caluclated combined points for FX-Swaps

Type: Price

Used in messages: BarclaysCapital

ComfirmFlag

Indicate if a pre-checking of the order has to be done by the exchange

Type: Boolean

Used in messages: Euronext

CommisionValue

Commission – Dollar Value for the trade

Type: Amt

Used in messages: ICAP

CommissionAdjLastPx

Commission Adjusted Price

Type: Price

Used in messages: ICAP

CommissionHandlingInstructions

Future Use

Type: String

Used in messages: BNYBrokerage

CommissionScheduleOverride

Used to override existing commission schedule

Type: Boolean

Used in messages: ThomsonFinancial

CommissionTreatment

Future Use

Type: String

Used in messages: BNYBrokerage

CommissionType

103 – Dollars per Million

104 – Dollars per Trade

105 – Basis per Million

106 – Cents per Contract

107 – By Basis Point

108 – Fixed Currency Units in Millions

109 – Fixed Basis Units in Millions

Type: String

Used in messages: ICAP

CommitIdent

Commintment Indentifier. This field is populated with a 1-5 Alpha Numeric value on a Supermontage Intermarket execution report when an execution is effected with an ITS participant.

Type: char

Used in messages: Nasdaq

CommMax

If commission needs to be calculated by trading system. Formula: IF(Price <= CommPxLimit) Comm=MAX(CommMin,MIN(PriceCommPct1,CommMax)) ELSE Comm=PriceCommPct2

Type: Amt

Used in messages: InterbizzFinancialSystemsAB

CommMin

If commission needs to be calculated by trading system. Formula: IF(Price <= CommPxLimit) Comm=MAX(CommMin,MIN(PriceCommPct1,CommMax)) ELSE Comm=PriceCommPct2

Type: Amt

Used in messages: InterbizzFinancialSystemsAB

CommPct1

If commission needs to be calculated by trading system. Formula: IF(Price <= CommPxLimit) Comm=MAX(CommMin,MIN(PriceCommPct1,CommMax)) ELSE Comm=PriceCommPct2

Type: Amt

Used in messages: InterbizzFinancialSystemsAB

CommPxLimit

If commission needs to be calculated by trading systems. Formula: IF (Price<=CommPxLimit) Comm=MAX(CommMin,MIN(PriceCommPct1,CommMax)) ELSE Comm=PriceCommPct2

Type: String

Used in messages: InterbizzFinancialSystemsAB

CommRateDayCount

“ACT_360”

Type: int

Used in messages: FannieMae

CompetingQuote

Actual quote for a security or for first leg of a swaps trade

Type: Price

Used in messages: Bloomberg

CompetingQuoteDealer

eg. MSFT, ‘Bloomberg Indicative’

Type: String

Used in messages: Bloomberg

CompetingQuoteFwdPoints

Fwd/Swap points (Swaps/Outrights only)

Type: PriceOffset

Used in messages: Bloomberg

CompetingQuoteLeg2

Actual quote of second leg (Swaps only)

Type: Price

Used in messages: Bloomberg

CompetingQuoteType

1 – Indicative

2 – Executable

Type: char

Used in messages: Bloomberg

CompetitionStatus

Used in a competitive RFQ response

Values: 0 – Done (if 694 =1), 1 – Tied, 2 – Cover, 3 – Traded Away,

Type: char

Used in messages: JPMorganChase

CompetitiveStatus

Indicates the competitive status of each dealer quote (Done, Covered, Missed etc).

Type: String

Used in messages: MarketAxess

CompetitorCount

Competitive Rqeuest for Quote dealer count.

The total numnber of competitors in the quote request

Type: int

Used in messages: JPMorganChase

ComplaintCode

91 = block trade through

92 = locked market

93 = lock/ship

94 = pre open report

95 = quote error

96 = quote change

97 = resend comm.

98 = trade through

99 = why cancel

Type: String

Used in messages: Nasdaq

CompletionIndicator

Boolean. Indicates whether current response is the last message triggered by a single request.

Type: Boolean

Used in messages: DeutscheBorse

CompletionLimit

.

Type: String

Used in messages: Citigroup

CompletionPrice

Price at which a strategy should become aggressive enough to complete

Type: Price

Used in messages: UBS

ComplResp

This is a Supermontage Intermarket flag. This is used to indicate the complaint ID (1-5 Alpha) to indicate the complaint you are responding to. This ID is obtained from NASDAQ market watch.

Type: char

Used in messages: Nasdaq

ComplSettlement

Used to indicate a complementary information about the settlement

Type: String

Used in messages: GLTrade

ComponentType

Indicate the clearing aggregate type of an order

Type: String

Used in messages: Euronext

Compounding

Boolean: IRS floating rate compounding – default ‘N’. Values:

Y – flat compounding

N – no compounding

Type: Boolean

Used in messages: Tradeweb

CompQuote

Composite Quote

Type: float

Used in messages: LehmanBrothers

ConcessionAmt

Specifies the amount of concession.

Type: Amt

Used in messages: ThomsonFinancial

ConcessionType

Specifies whether the concession amount is cents per share or percent

Type: char

Used in messages: ThomsonFinancial

ConditionalVolumeTarget

Percentage: Specifies target participation rate when stock price is better than user-specified trigger price.

Type: Percentage

Used in messages: LehmanBrothers

CondPctQty

Percent of inbound OrdQty that this conditional order will interact with

Type: Qty

Used in messages: Unknown

ConfigSet

Type: String

Used in messages: LavaTrading

ConfirmCancCorr

Indicates whether an Advice of Correction/Cancellation has been received from the Institution.

Valid Values: Y = Yes, N = No

Type: Boolean

Used in messages: DepositoryTrustCompany

ConfirmNote

Used to identify a confirm note

Type: String

Used in messages: ThomsonFinancial

ConfirmReasonCode

The reason for this confirmation.

Valid values:

NCBC = BuyNostroCorrectionCancel

NCBR = BuyNostroCorrectionResend

CCPR = CCPRejection

ECCA = ExchangeControlCancel

ECIS = ExchangeControlISINChange

ECRS = ExchangeControlResend

ECRB = ExchangeControlResendBilateral

ORIG = OriginalTrade

PRHB = ProcessHeldBackTrade

NCSC = SellNostroCorrectionCancel

NCSR = SellNostroCorrectionResend

TREV = TradeReversal

Type: String

Used in messages: SWXSwissExchange

ConfirmType

Indicates the type of confirmation transaction.

Valid Values: 1 = New Confirmation, 3 = Cancellation, 4 = Resubmission, 6 = Affirm/Confirm reversal

Type: char

Used in messages: DepositoryTrustCompany

ConnectionStatus

Indicate a logon/logoff at the application level

Type: String

Used in messages: Euronext

Consideration

Consideration for financial deal

Type: Amt

Used in messages: ICAP

ContactEmailAddress

Contact email address

Type: String

Used in messages: MBASystemsLtd

ContactFax

Contact FAX number

Type: String

Used in messages: Millennium

ContactPhoneNumber

Contact phone number

Type: String

Used in messages: MBASystemsLtd

ContMarketPart

continuous market participation (%). Values 0.01 to 0.7

Type: Percentage

Used in messages: ICAP

ContraAccount

Used to identify a contra account

Type: String

Used in messages: ThomsonFinancial

ContraAccountSource

Field identifies the source of the contra account

Type: String

Used in messages: ThomsonFinancial

ContraAccountType

Used to identify the contra account type

Type: char

Used in messages: ThomsonFinancial

ContraBranchSeqNbr

8 chars. Required by OATS for trade reporting party QSR and AGU trades only. Does not apply to non-QSR or non-AGU entries.

Type: String

Used in messages: Nasdaq

ContraBroker1

To report the contra broker(s) involved in trade. Can be up to 5 (currently), may need more in future.

<p>

** ADDED TO FIX 4.2 AS TAG: 375 (ContraBroker) **

Type: String

Used in messages: PaineWebber

ContraBroker2

FCS Report – Line 5,5A-D; ABCDnnnnn where ABCD is a 4-character mnemonic. Line 5 does not appear on Odd Lot orders Identifies the Contra side of the trade. Up to five Contra sets (Contra firm identification on an Execution Report). If NoContraBrokers [9423] is greater than 0, than ContraBroker [9421] is required. ContraBroker [9421] is for use in FIX 4.1 only and corresponds to tag ContraBroker[375] in FIX 4.2. FIX.4.1 Format: Char FIX.4.2 Format: See Tag #375

<p>

** ADDED TO FIX 4.2 AS TAG: 375 (ContraBroker) **

Type: char

Used in messages: SIAC

ContraClearingAcct

The number of the clearing firm associated with the order entry firm. If you do not enter a number, then NASDAQ uses the default clearing number in the contra firm profile.

Type: String

Used in messages: Nasdaq

ContraClrFirm

NYSE – Front End Systemic Capture Field (FESC): This is a required field when submitting a report drop copy.

Specifies the clearing firm mnemonic (as assigned by the NYSE) of the contra side of a trade.

Type: String

Used in messages: SIAC

ContraCreationDate

Creation Date of a forward contra creation, mandatory for offset order.

Type: UTCDateOnly

Used in messages: GLTrade

ContraCreationRef

Reference for a forward contra creation, mandatory for offset order.

Type: String

Used in messages: GLTrade

ContractSettlementMonth

Month that a TBA contract settles

Type: String

Used in messages: Tradeweb

ContractTime

Indicate the local time in HHMMSSss that futures and options contract have been completed

Type: UTCTimeOnly

Used in messages: KoreaStockExchange

ContraFeesSw

Indicator used to determine if fees should be applied to contra side of trade.

Type: Boolean

Used in messages: ThomsonFinancial

ContraID

This Alphanumeric field will contain the Order ID of the contra order that matched against with the order in focus.

Type: String

Used in messages: Millennium

ContraOrderOrigin

Indicates the type of the contra order. Possible values.1 – Firm Order

2 – BARS Order

3 – Specialist Quote

4 – Market Maker Quote

5 – Away Market Inbound

6 – Away Market Outbound

Type: char

Used in messages: Millennium

ContraOrderRestrictions

Type: String

Used in messages: Nasdaq

ContraSubNo

Used to validate ContraAccount in a service bureau model

Type: String

Used in messages: ThomsonFinancial

ContraTradePA

Contra Trade PA. Valid values: A = agency, F = firm, P = principal, R = riskless

Type: char

Used in messages: Nasdaq

ContraTradeQty

FCS Report – Line 5, 5A-D, Field 2: 1-5 digit number; nnnnn of field ABCDnnnnn where: Identifies the number of units traded on an Execution Report. If NoContraBrokers [9423] is greater than 0, than ContraTradeQty [9434] is required. Amounts for PRL trades show only the Round Lot units – for example: 575 shares of a 100 share trader = 5. ContraTradeQty [9434] is for use in FIX 4.1 only and corresponds to tag ContraTradeQty[437] in FIX 4.2.FIX.4.1 Format: Float

FIX.4.2 Format: See Tag #437

<p>

** ADDED TO FIX 4.2 AS TAG: 437 (ContraTradeQty) **

Type: Qty

Used in messages: SIAC

ContraTrader

FCS Report– – Line 5, 5A-D, Field 1: 1-4 digit (Badge) number

ContraTrader [9441] is for use in FIX 4.1 only and corresponds to tag ContraTrader[337] in FIX 4.2.FIX.4.1 Format: Char

FIX.4.2 Format: See Tag #337

Type: char

Used in messages: SIAC

ContraTradeTime

FCS Report – Line 5, 5A-D, Field 4: format is hhmm(ss) Indicates the Execution time in hours, minutes, and – if the user wishes – seconds. ContraTradeTime [9422] is for use in FIX 4.1 only and corresponds to tag ContraTradeTime[438] in FIX 4.2. FIX.4.1 Format: Char FIX.4.2 Format: See Tag #438

<p>

** ADDED TO FIX 4.2 AS TAG: 438 (ContraTradeTime) **

Type: char

Used in messages: SIAC

Contributor

A field identifying the quote provider

Type: String

Used in messages: BarclaysCapital

ConversionTick

Used for CAP DI orders. Valid Values:1 – Destabilising (Convert only on Destabilising tick)

2 – Stabilising (Convert only on Stabilising tick)

Type: char

Used in messages: Millennium

CorrectedPrice

On the custom UCC trade correction message, this holds the corrected price.

Type: Price

Used in messages: BATSTrading

CorrelationClOrdID

Id common to new order and subsequent series of requests against that order. Used for reporting.

Type: String

Used in messages: CMEGroup

CountEligibleVolInLimitPx

Type: Price

Used in messages: UBS

Counter

Indicates if counter is allowed on hit/lift. When this tag is not present, counter is not allowed on hit/lift. Default value is N. (Tradeweb Retail)Valid values:

Y = Hit/lift can be countered

N = Hit/lift cannot be countered.

Type: Boolean

Used in messages: Tradeweb

CounterDepositAccrual

Counter accrual unit for FX Option trade. Valid values: • 1 = ACT/ACT

• 2 = 20/360

• 3 = ACT/360

• 4 = ACT/365

Type: char

Used in messages: Bloomberg

CounterDepositRate

Counter deposit rate in units and accrual convention specified in 9116 and 9117

Type: float

Used in messages: Bloomberg

CounterDepositUnit

Counter deposit unit for FX Option trade., Valid values:

• 1 = Ann

• 2 = Semi

• 3 = Cont

• 4 = M Mkt

Type: char

Used in messages: Bloomberg

CounterpartMandatorID

Data field entered by a member when his counterpart mandates another establishement to enter his declaration.

Type: String

Used in messages: Euronext

CounterParty

account of the step in counter party in Swap/swaption

Type: String

Used in messages: LehmanBrothers

CounterParty1

account of the step out counter party in swap or swaption

Type: String

Used in messages: LehmanBrothers

CounterpartyAccount

Account identifier of a counterparty for Fixed Income orders & executions.

Type: String

Used in messages: Bloomberg

CounterpartyClientDomicile

Counterparty Client’s domicile

Type: Country

Used in messages: SWXSwissExchange

CounterpartyClientReference

Counterparty Member Reference

Type: String

Used in messages: SWXSwissExchange

CounterpartyCompID

Type: String

Used in messages: INTERTRADE

CounterPartyIpAddress

Optional tag used to relay the IP address (in the format nnn.nnn.nnn.nnn) of the connecting counterparty for auditing purposes.

Type: String

Used in messages: BolsadeMercadoriasFuturos

CounterpartyOrderCapacity

Custom field for FIX 4.2 users that want to adopt the FIX 4.3 OrderCapacity field Designates the capacity of the counterparty of the order. Valid values: A = Agency G = Proprietary I = Individual P = Principal (Note for CMS purposes, Principal includes Proprietary) R = Riskless Principal W = Agent for Other Member (as of FIX 4.3, this field replaced Rule80A (tag 47) –used in conjunction with OrderRestrictions field) (see Volume 1: “Glossary” for value definitions)

Type: char

Used in messages: SWXSwissExchange

CounterPartyOSIdentifier

Optional tag to relay counterparty OS identification (free-format string) for auditing purposes.

Type: String

Used in messages: BolsadeMercadoriasFuturos

CounterpartyReference

The free text identification of a counterparty who is not a member of the

exchange.

Type: String

Used in messages: SWXSwissExchange

CounterpartyTraderID

Counter party trader id

Type: String

Used in messages: Tradeweb

CounterpartyType

The unique Identifies of a Counterparty type.ASSD (Associated Dealers), CUST (Customers),

EFFH (Effektenhändler),

MEMB (Member),

EXCH (Designated Exchange)

Type: String

Used in messages: SWXSwissExchange

CountryIssuer

Issuing country code

Type: Country

Used in messages: Euronext

Coupon1

For Fixed Income; Coupon rate of the bond. Will be zero for step-up bonds.

Type: float

Used in messages: MerrillLynch

Coupon2

Coupon rate of bond

Type: Percentage

Used in messages: NationalQuotationBureau

Coupon3

Coupon for fixed income

Type: Percentage

Used in messages: Bloomberg

CouponFrequency

This field indicates coupon frequency of Fixed Income securities.

Type: String

Used in messages: LehmanBrothers

CoverInd

GL Covered Indicator. Valid values: 1=Covered; 2=Uncovered.

Type: char

Used in messages: GLTrade

CoverPrice

Required if 6704 = 0

Type: Price

Used in messages: JPMorganChase

CPProgram

Same usage as 4.4 CPProgram (875)

Type: int

Used in messages: Tradeweb

CreditRating

To be used with Repeating group 5114 – NoCreditRating. Data type is same as standard tag 255. Used to show ratings associated with RatingAgency (5113)

Type: String

Used in messages: MarketAxess

CreditRatingAgency

CreditRatingAgency

Instrument

Format: int Research Agency provided Credit Rating evaluation. Used in conjunction with CreditRating field ( tag 256 ) Beacon values: 0 – S&P 1 – Moody’s 2 – Fitch

Type: int

Used in messages: BeaconCapitalStrategies

CriteriaCheckFlag

To indicate whether or not to apply criteria check to a strategy order

Type: Boolean

Used in messages: MerrillLynch

CrossCategory1

Type: String

Used in messages: MerrillLynch

CrossCategory2

Type: String

Used in messages: Citigroup

CrossDest

Type: String

Used in messages: MerrillLynch

CrossDestExclusion

Type: String

Used in messages: MerrillLynch

CrossDiscIncrement

Type: String

Used in messages: Citigroup

CrossDiscInstr

Type: String

Used in messages: Citigroup

CrossDoNotCrossPrincipal

Type: String

Used in messages: Citigroup

CrossExclusionIndicator

Type: String

Used in messages: MerrillLynch

CrossExecID

For fixed income cross/swap trades – ExecID of the Execution Report for the other side of a cross/swap trade

Type: String

Used in messages: MarketAxess

CrossFlag

Boolean

Indicates whether or not the cross is allowed.

Valid values:

Y = OK to cross

N = No cross (cross is forbidden)

Type: Boolean

Used in messages: CreditAgricoleCheuvreux

CrossID

Adoption of 548 for FIX 4.2 & Prior FIX version users

Type: String

Used in messages: MerrillLynch

CrossIndicator

Indicates a single trade half or a cross.

Value Meaning

0 Single Trade Half

1 Cross

Type: Boolean

Used in messages: Millennium

CrossMaxQty

Type: Qty

Used in messages: Citigroup

CrossMinQty

Type: Qty

Used in messages: Citigroup

CrossMktProtection

Indicated whether Cross-Market-Protection is on or off.

Data Type: Boolean

Valid Values:

Y = Protection type is ‘Crossed’

N = Protection type is not ‘Crossed’

Type: Boolean

Used in messages: SSITechnologies

CrossOrdAskQty

Quantity of the ask side of cross requests

Type: Qty

Used in messages: CMC

CrossOrdBidQty

Quantity of the buy side of cross requests

Type: Qty

Used in messages: CMC

CrossOversizeLimit

Type: String

Used in messages: Citigroup

CrossParentResPct

Type: String

Used in messages: Citigroup

CrossPrice

Type: Price

Used in messages: MerrillLynch

CrossPxImpr

Cross Price Improvement

Type: String

Used in messages: Citigroup

CrossPxImprMaxQty

Cross Price Impovement Max Quantity

Type: Qty

Used in messages: Citigroup

CrossPXImprMinQty

Cross Price Improvement Min Quantity

Type: Qty

Used in messages: Citigroup

CrossQualifier

Identifies the cross qualifier. Data type in integer.Valid values:1=CNP, 2=None

Type: int

Used in messages: Millennium

CrossResidualRatio

Type: String

Used in messages: MerrillLynch

CrossSeqNum

Sequence number of cross trade being reported to an exchange. The field can contain alpha-numeric values.

Type: SeqNum

Used in messages: Sungard

CrossTradeFlag

Cross order indicator

Type: Boolean

Used in messages: Euronext

CrossType

Adoption of tag549 for FIX 4.2 & Prior FIX version users

Type: int

Used in messages: MerrillLynch

CrossVariant

Identifies specific variant of defined cross type.

Data Type is Integer.

Valid Values 1=Cross, 2=Cross Only, 3=Mid point Cross, 4=IOC Cross, 5=PNP Cross)

Type: int

Used in messages: Millennium

CSIItemNo

Cash Standing Instruction item number used in conjunction with tag 6014.

Type: String

Used in messages: ThomsonFinancial

CstmApplVerID

Type: String

Used in messages: BrookPathPartnersInc

CtiCode

Indicates the types of customer or account requesting the order. Values are

1 – For own account2 – For clearing member’s house account3 – For the account of another member present

4 – For any other customer account

Type: char

Used in messages: CMEGroup

CumQty2

the deal amount (order quantity) of a far leg of a swap.

Type: Qty

Used in messages: BankOfAmerica

Currency

Specifies the denomination of the quantity fields.

Type: Currency

Used in messages: VelocitySystemsInternational

Currency1

Denotes one of two currencies in an FX Option trade.

Type: Currency

Used in messages: Bloomberg

Currency2

Denotes the second of two currencies in an FX Options trade.

Type: Currency

Used in messages: Bloomberg

CurrencyRate

This field indicates the rate between the currency used for the trade and the currency used by the counterpart

Type: float

Used in messages: GLTrade

CurrentCostBasis

Amt datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.

The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis.Used in AllocAckGrp, AllocGrp, PreAllocGrp, PreAllocMlegGrp, TrdAllocGrp

Type: Amt

Used in messages: FIXProtocolLtd

CurrentFace

Current face for Mortgages, ABS, CMO, CMBS etc. (Original face * Factor).

Type: String

Used in messages: Bloomberg

CurveDateRate1

Type: UTCDateOnly

Used in messages: Bloomberg

CurveDateRate2

Type: UTCDateOnly

Used in messages: Bloomberg

CurveName

Curve Name

e.g. LIBOR

Type: String

Used in messages: LehmanBrothers

CurvePoint

Curve Point is the point on the benchmark curve

Type: float

Used in messages: LehmanBrothers

CustBidSizeType

Type of Customer Bid Size.

Data Type: Boolean

Valid Values:

Y = Size is percentage

N = Size is value

Type: Boolean

Used in messages: SSITechnologies

CustodialLotID

String datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.

An opaque identifier used to communicate the custodian’s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading.Used in AllocAckGrp, AllocGrp, PreAllocGrp, PreAllocMlegGrp, TrdAllocGrp

Type: String

Used in messages: FIXProtocolLtd

CustodianCode

Three character Custodian Code

Type: String

Used in messages: ChangepondTechnologies

CustOfferSizeType

Type of the customer offer size.

Data Type: Boolean

Valid Values:

Y = Size is percentage

N = Size is value

Type: Boolean

Used in messages: SSITechnologies

CustomerAccount

String datatype. Same as PartyID(448) together with PartyIDSource(447)=D (Proprietary) and PartyRole(452)=24 (Customer account) in the standard Parties component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups.

Type: String

Used in messages: FIXProtocolLtd

CustomerDirectedOrder

OATS v3 tag indicating if the customer directed this order to a specific execution venue (Y) or not (N).

This field is of type Boolean.

Type: Boolean

Used in messages: LavaTrading

CustomerDirectedOrderClone

Clone of FIX.4.4 tag 1029(CustomerDirectedOrder) for use by firms / vendors who are unable to use the official tag.

Type: Boolean

Used in messages: LavaTrading

CustomerId

This field is used to represent customer id for CBOE client identification purpose.

Type: String

Used in messages: CBOE

CustomerLEI

String datatype. Same as PartyID(448) together with PartyIDSource(447)=N (LEI) and PartyRole(452)=3 (Client ID) in the standard Parties component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups.

Type: String

Used in messages: FIXProtocolLtd

CustomerSize

Indicates the number of contracts that are customer in the top of the market message.

Type: Qty

Used in messages: CBOE

CustomerType

Indicates the type of the subject who

commissioned the order/quote. Format=int. Valid values: 21=Member;22=Institutional customer (interconnected);23=Private customer (interconnected);24=Organizational unit (interconnected).

Type: int

Used in messages: GATETecnologieInformatiche

CustomOrderType

This is allow order entry system to specify orders for Wofex that are not currently supported by FIX order type mix.

Type: String

Used in messages: WofexInc

CustomPrice1

Type: Price

Used in messages: Citigroup

CustomPrice2

Type: Price

Used in messages: Citigroup

CustomRate1

Type: float

Used in messages: Citigroup

CustomRate2

Type: float

Used in messages: Citigroup

CustOrderCapacity

Capacity of customer placing the order. FIX 4.3 tag 582 – included as a custom field for FIX 4.2 early adopters.

Type: char

Used in messages: CBOE

CustOrderHandlingInstClone

Clone of FIX.4.4 tag 1031(CustOrderHandlingInst) for use by firms / vendors who are unable to use the official tag.

Type: MultipleStringValue

Used in messages: LavaTrading

CUSTPRC

Yes Indicates whether this is a customer bid/ask trade. Value: NO

Type: String

Used in messages: LehmanBrothers

CVInstruction

Specifies ClearVision (GL Back Office) Instruction. Valid values: 0=Default value; 1=Send To ClearVision; 2=Save in GL OMS.

Type: char

Used in messages: GLTrade

CXFlag

Indicates when a broker buys/sells shares because a client did not deliver scrip or pay on time for the original trade.

Type: Boolean

Used in messages: GLTrade

CxlAfterMatching

This indicator is used if the institution has attempted to cancel an allocation after at least one of the sub-accounts has matched to a confirmation.

Type: Boolean

Used in messages: DepositoryTrustCompany

CxlBal

FCS Cancel, Cancel/Repl– Line 2, Field 2

If CxlBal [9427] is present, set to Y . Cancels the remaining balance of an outstanding order without quantity specification.FIX.4.1 Format: Char

FIX.4.2 Format: String

Type: String

Used in messages: SIAC

CxlQty1

Unsolicited Partial Cancel Quantity.

Type: Qty

Used in messages: AutomatedSecurityClearanceLtd

CxlQty2

Same as Tag 84 FCS Cancel – Line 3C, Field 1

If present, set to the quantity to be canceled. Cannot be an Odd Lot. Used in conjunction with Cancel with Leaves.FIX.4.1 Format: Float

FIX.4.2 Format: Qty

Type: Qty

Used in messages: SIAC

CxlReason

Indicates the valid cancel reason (repeating tag)

Type: String

Used in messages: ThomsonFinancial

DaggerTradingStyle

Dagger Trading Style

Type: String

Used in messages: Citigroup

DarkBlockLimitPrice

valid limit price for dark block posting

Type: Price

Used in messages: Nomura

DarkBookRate

Type: float

Used in messages: Citigroup

DarkOnlyIndic

Type: String

Used in messages: UBS

DataBaseIndex

Index of record into the GL server database.

Type: String

Used in messages: GLTrade

DataSource

Identifier of system sending the market data.

DataType=String

Type: String

Used in messages: MarketAxess

DatedDate

[4.2] The date the security is dated if different from the first IssueDate, in YYYYMMDD format.

Type: UTCDateOnly

Used in messages: Tradeweb

DateFrom

To specify the start date (YYYYMMDD-HH:MM:SS in GMT) for requesting the status of ALL orders for this client

Type: UTCTimestamp

Used in messages: Bloomberg

DateTo

To specify the end date (YYYYMMDD-HH:MM:SS in GMT) for requesting the status of ALL orders for this client. Omission means “to now”

Type: UTCTimestamp

Used in messages: Bloomberg

DayCount1

Day count used to calculate interest rates.

Type: int

Used in messages: CMEGroup

DayCount2

Defines day count convention for Money Market requests

Type: int

Used in messages: DeutscheBourse360T

DaylightSavingSw

Used to allow front-end session modules communicate to back-end application modules whether we are observing daylight saving time.

Type: String

Used in messages: ThomsonFinancial

DaysBeforePwdExpiration

Optional tag indicating the number of days before a user password expires.

Type: int

Used in messages: BolsadeMercadoriasFuturos

DaysHeld

Number of days the position was held in the account.

Type: int

Used in messages: Tradeweb

DaysToSettlement

number of business days to settlement date

Type: int

Used in messages: LehmanBrothers

DBAlgo1

Type: String

Used in messages: DeutscheBank

DBAlgo10

Type: String

Used in messages: DeutscheBank

DBAlgo11

Type: String

Used in messages: DeutscheBank

DBAlgo12

Type: String

Used in messages: DeutscheBank

DBAlgo13

Type: String

Used in messages: DeutscheBank

DBAlgo14

Type: String

Used in messages: DeutscheBank

DBAlgo15

Type: String

Used in messages: DeutscheBank

DBAlgo16

Type: String

Used in messages: DeutscheBank

DBAlgo17

Type: String

Used in messages: DeutscheBank

DBAlgo18

Type: String

Used in messages: DeutscheBank

DBAlgo19

Type: String

Used in messages: DeutscheBank

DBAlgo2

Type: String

Used in messages: DeutscheBank

DBAlgo20

Type: String

Used in messages: DeutscheBank

DBAlgo21

Type: String

Used in messages: DeutscheBank

DBAlgo22

Type: String

Used in messages: DeutscheBank

DBAlgo23

Type: String

Used in messages: DeutscheBank

DBAlgo24

Type: String

Used in messages: DeutscheBank

DBAlgo25

Type: String

Used in messages: DeutscheBank

DBAlgo26

Type: String

Used in messages: DeutscheBank

DBAlgo27

Type: String

Used in messages: DeutscheBank

DBAlgo28

Type: String

Used in messages: DeutscheBank

DBAlgo29

Type: String

Used in messages: DeutscheBank

DBAlgo3

Type: String

Used in messages: DeutscheBank

DBAlgo30

Type: String

Used in messages: DeutscheBank

DBAlgo31

Type: String

Used in messages: DeutscheBank

DBAlgo32

Type: String

Used in messages: DeutscheBank

DBAlgo33

Type: String

Used in messages: DeutscheBank

DBAlgo4

Type: String

Used in messages: DeutscheBank

DBAlgo5

Type: String

Used in messages: DeutscheBank

DBAlgo6

Type: String

Used in messages: DeutscheBank

DBAlgo7

Type: String

Used in messages: DeutscheBank

DBAlgo8

Type: String

Used in messages: DeutscheBank

DBAlgo9

Type: String

Used in messages: DeutscheBank

DbExecID

Execution Id assigned to both sides of a transaction and passed back to each party in the execution report.

Type: String

Used in messages: NYSE

DBKLinkId

Ensures reports to underlying orders are linked back to the e-Quote execution report.

Type: String

Used in messages: SIAC

DealCash

Spread order deal cash component (Price).

Type: Price

Used in messages: CarlinFinancialGroup

Dealer

Bank or the dealer that a trade was done with (This will be an optional field).

Type: String

Used in messages: Bloomberg

dealerNetMoney

trade net money without brokerage fee

Type: float

Used in messages: LehmanBrothers

DealerNote

Free-form text to be sent to the dealer(s) participating in the trade during negotiation.

Type: String

Used in messages: Tradeweb

DealerPrincipal

trade principal without brokerage fee

Type: float

Used in messages: LehmanBrothers

DealerQuoteFxRate

Quoted FX rate for each Dealer. Float. Direction is determined by SettlCurrFxRateCalc (tag 156)

Type: float

Used in messages: MarketAxess

DealerQuoteOrdQty

Quoted size for the Dealer. Always expressed in par

Type: Qty

Used in messages: MarketAxess

DealerQuotePrice

Quoted level for the Dealer. Can be expressed as basis points spread, percentage yield, or percentage of par price, as specified in DealerQuotedPriceType

Type: Price

Used in messages: MarketAxess

DealerQuotePriceType

Type of DealerQuotedPrice. Same values as PriceType. Supported values:

1 = percentage (of par)

6 = spread

9 = yield

Type: char

Used in messages: MarketAxess

DealerQuoteText

Free text comment field

Type: String

Used in messages: MarketAxess

DealerResponseTime

The time when Quote request will expire

Type: UTCTimestamp

Used in messages: Bloomberg

DealerTradeID

Deposit CDs: Dealer’s reference to the trade being rolled or closed.

Type: String

Used in messages: Tradeweb

DealInstBroker

Describes the instruction assigned from a dealer to a broker

Type: String

Used in messages: GLTrade

DealLinkReference

This is a trade reference that is common to all Executions / Transaction Reporting Only and Settlement Only Transactions for a particular Order

Type: String

Used in messages: MerrillLynch

DealNumber

A portion of an order may be matched simultaneously against several (smaller quantity) orders at the same price resulting in several distinct trades. Even though each one of the trades will have its own ExecID, they all belong to one deal. Deal numbers are used by Tradebook’s executing broker to “tie” these trades into a “deal.” Further information available on request

Type: String

Used in messages: Bloomberg

DealRatio

Spread order deal ratio (float).

Type: float

Used in messages: CarlinFinancialGroup

DecayQuantity

Indicates the quantity a contract will decay by once the decay start date is reached.

Type: Qty

Used in messages: CMEGroup

DecayStartDate

The date at which a decaying product begins to decay.

Type: UTCDateOnly

Used in messages: CMEGroup

DECPLCS

Maximum number of decimal places to be used for Rate

Type: String

Used in messages: LehmanBrothers

DECRND

The quote in the QUOTE message must be divisible by the amount specified by this field.

Type: String

Used in messages: LehmanBrothers

DelayedDisseminationInst

Used in Trade Report Entry to detail the length of time a trade report should be held before dissemination.

Type: String

Used in messages: Nasdaq

DelayResponsibility

FIXML: @DelayResp. Used to indicate which entity is responsible for a given delay in a specific situation. Currently being used to indicate who is responsible for the delay in allocation scenarios (int)Valid values (subject to expansion):

1 – Give-up Originator

2 – Give-up Recipient

3 – Exchange

Type: char

Used in messages: BolsadeMercadoriasFuturos

DelayToTime

The time the trade report was/will be made public

Type: UTCTimestamp

Used in messages: CinnoberFinancialTechnologyAB

DeliveryType

Type of delivery for an option trade. 1 — cash, 2 — delivery

Type: char

Used in messages: Bloomberg

Delta1

Value between 0 and 1 to 2 dp

Type: Percentage

Used in messages: UBS

Delta2

-1.0 to +1.0

Type: Boolean

Used in messages: Harts

DeltaAmnt

The change in position for a given instrument. Expressed as the number of shares, number of option series contracts etc.

Type: Qty

Used in messages: Millennium

DeltaHedgeSpotDate

Value/Spot date (settlement date) for the delta hedge of an FX Option

Type: UTCDateOnly

Used in messages: Bloomberg

DeltaLeg

The per-leg Delta value for an FX Option trade.

Type: float

Used in messages: Bloomberg

DeltaLegAsk

Delta leg for ask quote in 2-way pricing

Type: Price

Used in messages: Bloomberg

DeltaNet

The net Delta value for an FX Option trade.

Type: float

Used in messages: Bloomberg

DeltaNetAskValue

Delta Net value for ask quote in 2-way pricing

Type: Price

Used in messages: Bloomberg

DeltaTransfer

Option Delta Transfer1 = Delta Work

2 = Delta Exchange

3 = Risk

Type: char

Used in messages: Tradeweb

DepoActionType

FX deposit, values: N = New, R = Rollover.

Type: char

Used in messages: Bloomberg

DepoDayCount

FX Deposit day count fraction, values: 0=ACT/360, 1=ACT/360(Comp), 3=30/360, 5=ACT/365, 6=ACT/365(Comp), B=BIZ/252, C=BIZ/252(Comp)

Type: char

Used in messages: Bloomberg

DepositAccrual

Accrual Unit for an FX Option trade. Possible values: 1=ACT/ACT; 2=20/360; 3=ACT/360; 4=ACT/365

Type: char

Used in messages: Bloomberg

DepositoryID

Clearing house security ID

Type: String

Used in messages: OMGroup

DepositoryIDSource

Type of Clearing house security ID: =1 (CUSIP)

=2 (SEDOL)

=4 (ISIN)String

Type: char

Used in messages: OMGroup

DepositRate

Deposit rate in units and accrual convention specified in tags 9113 and 9114

Type: float

Used in messages: Bloomberg

DepositUnit

Deposit Unit for an FX Option trade. Possible Values: 1=Ann; 2=Semi; 3=Cont; 4=MMkt

Type: char

Used in messages: Bloomberg

Desk

Type: String

Used in messages: FidelityInvestments

DeskOrderHandlingInstClone

Clone of FIX.4.4 tag 1035(DeskOrderHandlingInst) for use by firms / vendors who are unable to use the official tag.

Type: MultipleStringValue

Used in messages: LavaTrading

DeskSpecialHandlingCode

OATS v3 field for Desk Special Handling Code.

Values are: ‘FOK’, ‘AON’, ‘NH’, ‘IOC’, ‘MAO’, ‘LOC’, ‘MAC’, ‘MOO’, ‘MOC’, ‘OVD’, ‘SCL’, ‘WRK’, ‘PEG’, ‘MQT’, ‘TS’, ‘RSV’, ‘IO’, ‘LOO’,‘E.W’, ‘S.W’, ‘CNH’, ‘ADD’, ‘TMO’, or ‘DIR’.

Case sensitive, must be capital letters.

Type: String

Used in messages: Sungard

DeskTraderID

Contains desk/trader ID.

Type: String

Used in messages: Nasdaq

DeskTypeClone

Clone of FIX.4.4 tag 1033(DeskType) for use by firms / vendors who are unable to use the official tag.

Type: String

Used in messages: LavaTrading

DeskTypeSourceClone

Clone of FIX.4.4 tag 1034(DeskTypeSource) for use by firms / vendors who are unable to use the official tag.

Type: int

Used in messages: LavaTrading

DestFirmID

An optional routing identifier associated with the firm to which this message is directed.

Type: String

Used in messages: Tradeweb

Direction

“F” – Forward

“R” – Reverse Inquiry

Type: String

Used in messages: LehmanBrothers

DirtyPrice1

Dirty price

Type: Price

Used in messages: ICAP

DirtyPrice2

All-in USD dirty price for the local market trades with FX component.

Type: Price

Used in messages: MarketAxess

DisaffirmInd

Indicates whether the trade was disaffirmed by the prime broker.

Valid values: Y = Yes, N= No

Type: Boolean

Used in messages: DepositoryTrustCompany

DiscIncrType

$

%

Type: String

Used in messages: Citigroup

DiscMaxVol

This field specifies the quantity the e-Quote is willing to use to trade with pricing discretion. When an e-Quote has a quantity designated to trade with pricing discretion, that quantity is referred to as a d-Quote. Must be Roundlot represented in shares.

Type: Qty

Used in messages: SIAC

DiscountRate

Discount rate for fixed income

Type: float

Used in messages: Bloomberg

DiscPriceRange

The range within which a d-Quote can reach to trade with discretion, as initiating interest. The range is specified as the number of cents (or MPVs) of price discretion above (for a Buy) or below (for a Sell) the discretionary e-Quote’s currently filed price. Price including decimal (must be multiple of MPV and valid Price Unit)

Type: Price

Used in messages: SIAC

Discretion

To apply discretion to the placement of large orders in open and closing auction strategies.

Type: Boolean

Used in messages: UBS

DiscretionAmount

Amount of discretion to apply to Price.Similar in meaning to the standard DiscretionOffset but this field is always non-negative and is implicitly added to bid prices and subtracted from offser prices.

Type: Price

Used in messages: BATSTrading

DiscretionDelta

To describe the DiscretionSpread off the displayed limit price. Contact Bloomberg for detailed information on how this field is used

Type: PriceOffset

Used in messages: Bloomberg

DiscretionInstruction

Allows a 4.0 session to send the 4.2 tag 388.

Data type = Integer

Required field = no

Valid Values:

0=Related to displayed price

1=Related to market price

2=Related to primary price

4=Related to midpoint price

5=Related to trade price

Type: int

Used in messages: FidelityCapitalMarkets

DiscretionMinFill

To describe a minimum fill quantity in an order with Discretion component. Contact Bloomberg for detailed information on this tag.

Type: Qty

Used in messages: Bloomberg

DiscretionOffset

Alls a 4.0 session to send a 4.3 tag.

Data type = Number

Required field = N

Valid Values = amount =/-

Whole nnumber portion = dollars, deciaml portion = cents, max two decimal places

Type: int

Used in messages: FidelityCapitalMarkets

DiscretionPx

The Discretion Price of the order. This price is the limit for the DiscretionQty can be traded at. The value is an absolute price.

Type: Price

Used in messages: Sungard

DiscretionQty

To describe the DiscretionAmount in an order. Contact Bloomberg for detailed information on this tag.

Type: Qty

Used in messages: Bloomberg

DiscretionRange

Float: Identifies discretion threshold range in cents.

Type: float

Used in messages: LehmanBrothers

DiscretionRangePct

Percentage: Identifies discretion threshold range as a percentage of typical spread.

Type: Percentage

Used in messages: LehmanBrothers

DiscretionSize

Qty: Identifies discretion threshold size in shares.

Type: Qty

Used in messages: LehmanBrothers

DiscretionSizePct

Percentage: Identifies discretion threshold size as a percentage of typical depth.

Type: Percentage

Used in messages: LehmanBrothers

DiscretionUsedSw

Indicates whether or not discretion should be used

Type: Boolean

Used in messages: ThomsonFinancial

DisplayFactor

Multiplier to convert electronic prices sent over fix to display prices.

Type: float

Used in messages: CMEGroup

DisplayGroup

Specifies the name of the display group

Type: String

Used in messages: ICAP

DisplayIndicator

Specifies if the Broker interest is part of the NYSE BBO and is visible to the specialist.

Type: Boolean

Used in messages: SIAC

DisplayLimitPrice

The price at which an order is listed on the market sheet

Type: Price

Used in messages: Euronext

DisplayQty

Amount of the order that can be view on the market

Type: Qty

Used in messages: Euronext

DisplayRange

Used with MaxFloor for reserve orders. Randomises the quantity to replenish to to within ‘DisplayRange’ of the MaxFloor. (For example, a MaxFloor of 2000 shares and a DisplayRange value of 200 will replenish to anything from 1800 to 2200 shares.)

Type: Qty

Used in messages: Unknown

DisplaySize1

Indicates the quantity to be displayed on an algorithmic order

Type: Qty

Used in messages: Unknown

DisplaySize2

(Qty)

Type: Qty

Used in messages: CreditSuisse

DisplaySize3

The number of shares displayed to the market. The value should not be less than 100 shares or over the order quantity.

Type: Qty

Used in messages: CapitalInstitutionalServices

DisplaySize4

Number of shares to be displayed

Type: Qty

Used in messages: Nasdaq

DisseminatedStatus

Set Dissemination of NBBO for all series.

Data Type: Boolean

Valid Values:

Y = Disseminate

N = Do not disseminate

Type: Boolean

Used in messages: SSITechnologies

DisseminationTime

Time of trade dissemination, for trades which dissemination is delayed.

Type: UTCTimestamp

Used in messages: Nasdaq

DistributionType

Identify the distribution type of Futures:

1 – Actual

2 – Underlying

Type: char

Used in messages: MerrillLynch

DividendGrossAmt

Total amount of global dividends detached from the stock today

Type: Amt

Used in messages: Euronext

DividendGrossPx

Global dividend

Type: Price

Used in messages: Euronext

DividendNetAmt

Total amount of net dividends detachet from the stock today

Type: Amt

Used in messages: Euronext

DividendNetPx

Net dividend

Type: Price

Used in messages: Euronext

DIVINST

The following types of instructions are possible1. Reinvest Dividends and Capital Gains (RR) – default

2.Pay Dividends and Capital Gains in Cash (CC)

3.Pay Dividends in Cash and Reinvest Capital Gains (CR)

4.Current Instructions (CI)

Type: char

Used in messages: PerformanceTechnologiesInc

DivNbCO

Official quotation list classification: section number

Type: String

Used in messages: Euronext

DivReinvest

To specify whether to reinvest the dividend or not.

Y(Yes) or N(No) value.

Type: Boolean

Used in messages: PerformanceTechnologiesInc

DJSTOXX

Dow Jones STOXX Industrial Classification Code of the instrument defined in Tag 48 SecurityID.

Type: Currency

Used in messages: Reuters

DMAOrderType

Type: String

Used in messages: Citigroup

DocType

Name of the FpML document type in the embedded XML Message.

Type: String

Used in messages: Tradeweb

DollarNeutral

Boolean Value

Type: Boolean

Used in messages: BearStearns

DollarNeutralityLimit

Dollar neutrality limit

Type: String

Used in messages: BearStearns

DoNotArb

If a block trade occurs at an away market an order container the don’t arb flag will re-price to the execution price of the block trade.

Type: Boolean

Used in messages: NYSE

DownloadRequestID

Unique ID assigned to a data download request.

Type: String

Used in messages: Millennium

DPFormatTag

Price formats applicable to security

Type: String

Used in messages: ICAP

DPIFirm

Specify “Directed Price Improvement” firm

Type: Boolean

Used in messages: CBOE

DraftAlgoFlag

Indicating draft algo status

Type: Boolean

Used in messages: GuosenSecurities

DripInterval

The time interval for releasing drip qty. DataType is Integer. Specifies drip interval in seconds

Type: int

Used in messages: Millennium

DripQty

Quantity released per drip interval. Data type is integer.

Type: int

Used in messages: Millennium

DropCopyFlag

NYSE – A flag that indicates that a message is a Drop

Copy. This flag is required in all Drop Copy messages sent to FESC or from

CMS. Valid Values: C = CMS, D = FESC, 1 = Order Drop Copy, 2 = Execution

Report Drop Copy, 3 = Admin Inquiry Drop Copy, 4 = Admin Response Drop

Copy, 5 = Clearance Drop Copy. An alpha value must appear in combination

with a numeric value, separated by a space.

Type: String

Used in messages: SIAC

DropID

Provides front-end flexibility to control message level drop copy processing.

Type: String

Used in messages: ThomsonFinancial

DSS

Differed Settlement Service. Valid Values :

0=No

1=Yes

Type: Boolean

Used in messages: GLTrade

DTCCMatchedIndicator

Indicates the matching status of the trade.

Valid Values: 0 = Not intended for matching, 1 = Intended for matching ut unmatched, 2 = Trade has matched Institution Instructions (Allocation)

Type: char

Used in messages: DepositoryTrustCompany

DueInSeconds

Quote due-in time expressed in seconds.

Type: int

Used in messages: Tradeweb

Duration1

Duration in minutes. Valid values: (1 – 390, for US markets)

Type: int

Used in messages: BankOfAmerica

Duration2

Type: String

Used in messages: CreditSuisse

Duration3

Type: String

Used in messages: LavaTrading

Duration4

Int

Type: int

Used in messages: Citigroup

Duration5

Integer 15-510

Type: int

Used in messages: Citigroup

Duration6

Specified lifetime for orders, i.e. 25 = 25 minutes. Integer value.

Type: int

Used in messages: Jefferies

DV01

Dollar Price change per basis point in Yield

Type: float

Used in messages: LehmanBrothers

DwellTime

Un-breach duration hysteresis control(int).

Type: UTCTimestamp

Used in messages: CarlinFinancialGroup

DYCTBAS

Day count basis. leg values: 30/360, 30E/360, ACT/360. Floating Leg values: ACT/360

Type: String

Used in messages: LehmanBrothers

DynamicDriverType

Type: String

Used in messages: MerrillLynch

EaseBaseTag

Reserved for future use.

Type: String

Used in messages: BankOfAmerica

ECNAccessFee

Only present on fills. The total fees for this fill. Negative for rebate.

Type: Amt

Used in messages: BATSTrading

ECV

Electronic confirmation vendor – values None, Parallel or Tradeweb

Type: String

Used in messages: LehmanBrothers

EffectiveTime1

Starting time as a UTC timestamp.

Type: UTCTimestamp

Used in messages: BankOfAmerica

EffectiveTime2

For clients prior to FIX4.2 to indicate the effective time.

Requested execution Start date/time – UTC date/time yyyymmddhhmmss

Type: UTCTimestamp

Used in messages: MerrillLynch

ElectronicQuoteType

Represents an e-Quote Type.

Type: String

Used in messages: SIAC

EMS

Buy side vendor to provide the EMS software version that the trader is using to send in orders. For example: “BloombergEMS 1.0”

Type: String

Used in messages: LehmanBrothers

EncodedShortSecurityDesc

Encoded (non-ASCII characters) representation of the ShortSecurityDesc (5381) field in the encoded format specified via the MessageEncoding (347) field.

Type: String

Used in messages: B2BITS

EncodedShortSecurityDescLen

Byte length of encoded (non-ASCII characters) EncodedShortSecurityDesc (5383) field.

Type: int

Used in messages: B2BITS

EndOfBatch

Tag to indicate the end of a sequence of Security Status messages

Type: Boolean

Used in messages: DresdnerKleinwortWasserstein

EndPaymentDate

Date Type. GMT format. this is the end payment date of interest rate in SWAP

Type: UTCDateOnly

Used in messages: LehmanBrothers

EndpointExchangeExecutionId

Mostly for algo orders. ExchangeExecutionId of the child order.

Type: String

Used in messages: BarclaysCapital

EndPointExchangeOrderId

Mostly for algo orders. Exchangeorderid of the child order.

Type: String

Used in messages: BarclaysCapital

EndSamePxFlag

Last of a serie of trades at the same price

Type: Boolean

Used in messages: Euronext

EndTIme

End time in HHMM format for Jefferies trading strategies. i.e. 1300 = 1:00 PM

Integer Value.

Type: int

Used in messages: Jefferies

EndTime1

End time for an algorithmic order

Type: UTCTimestamp

Used in messages: Unknown

EndTime2

Time of message transmission (always expressed in GMT)

Type: UTCTimestamp

Used in messages: CreditSuisse

EndTime3

Type: UTCTimestamp

Used in messages: LavaTrading

EndTime4

The time by which an order must be completed. EndTime contains a date and time component that must be specified in 24-hour clock format (YYYYMMDDHH:MM:SS) and must use GMT time zone.

StartTime < EndTime.

Type: UTCTimestamp

Used in messages: CapitalInstitutionalServices

EndTime5

UTC Timestamp.

Time/date combination represented in UTC in either YYYYMMDD-HH:MM:SS

(whole seconds) or YYYYMMDD-HH:MM:SS.sss (milliseconds) format. Colons,dash, and period required.

Type: UTCTimestamp

Used in messages: NYSE

EndTradeSequence

End Trade Sequence

Type: SeqNum

Used in messages: ICAP

EndWorkUp

Indicates that workup has ended.

Type: Boolean

Used in messages: ICAP

EnhancedCxlRe

To enable enhanced Cancel Replace behavior for CBOE. Possible values

0 = OFF

1 = ON

Type: char

Used in messages: CBOE

EnhancedQuoteBehavior

Indicator on the Logon message that determines behavior of User Quotes on the CBOE system.

Type: Boolean

Used in messages: CBOE

EnteringFirm1

Used to identify a entering firm entity which may be a correspondent or subsidiary

Type: String

Used in messages: ThomsonFinancial

EnteringFirm2

NYSE – Front End Systemic Capture (FESC) Field: This is a required field when submitting a report drop copy.

Specifies the mnemonic (as assigned by the NYSE) of the member or member organization which recorded the order details (as required by Rule 123e).

Type: String

Used in messages: SIAC

EnteringSubsidiary

Identifies the subsidiary firm associated with the execution.

Type: String

Used in messages: ThomsonReuters

EQIAdvisoryType

Indicates what kind of information is embedded in a quote advisory message.(0)Updated fully accepted quote.(1)Updated partially accepted quote.(2)Accepted quote but not updated.(3)Partially accepted quote but not updated.(4)Rejected quote

Type: char

Used in messages: SIAC

EQIQuoteOrigin

Indicates origin of the quote:whether the quote was generated by NYSE Display Book or by a quote submitted from the firm.(‘E’)The quote was generated because of a quote submitted by the firm.(‘D’)The quote was generated by NYSE DBK(e.g. manual quote entered by specialist).

Type: char

Used in messages: SIAC

EQIQuoteResponseLevel

Indicates the level of acknowledgement expected for each quote that is submitted to NYSE as a Quote Advisory. Possible values:(0), or if the tag is not in the message, NYSE will not send any acknowledgement whatsoever for this message. (1), NYSE will send an acknowledgements only if this message fails one of NYSE validations.(2), NYSE will acknowledge this message in any case (rejection or acceptance).

Type: char

Used in messages: SIAC

EQIRole

Identifies the role of an entering party in a Quote Submission.

Type: String

Used in messages: SIAC

EquitySession

This field will (optionally) be used to specify the Equity Session when defining “Buy Write” or “Covered Call” type strategies.

Type: String

Used in messages: CBOE

EquivalentInstrument

String field which identifies the equivalent instrument of an instrument, for example, WIN (Ibovespa index mini) or DOL (USD minis + full size contracts).

Type: String

Used in messages: BolsadeMercadoriasFuturos

EquoteExecType

This field indicates that the e-Quote report was executed with Discretion, Pegging or Both. The following values represent:

“1” – Executed with Discretion

“2” – Executed with Pegging

“3” – Executed with Discretion and Pegging

Type: char

Used in messages: SIAC

eQuoteId

Unique identifier of the eQuote – must be unique within broker badge – associates the eQuote with its underlying orders

Type: String

Used in messages: SIAC

ERCActivityType

1 alpha-numeric code that designates the type of activity against the order; i.e., original execution, correction, bust, etc.

Type: char

Used in messages: SIAC

ERCReferenceNumber

FCS Report – Line 4C, Fields 2-4: 9 digit ascii numericThe Activity ID is assigned by SuperDot and made up of the:

The Group number is the first three digits where nnn is a 3 digit number

The Reference number is the second three digits where nnn is a 3 digit number

The Sequence number is the last three digits and will start at 001 for the first activity against an order and increase by 1 for each subsequent activity where nnn is a 3 digit number.

FIX.4.1 Format: Char

FIX.4.2 Format: String

Type: String

Used in messages: SIAC

ErrorRequestor

Determines the requestor of the error for t+n cancel requests

Type: String

Used in messages: ThomsonFinancial

ESAReference

Exchange adapter reference field, for passing things like ClOrdId or OrderId or other order reference codes.

Type: String

Used in messages: Patsystems

EstimatedAmount

Teleinvest Custom Tag : Order Estimated Amount

Type: float

Used in messages: TeleinvestSA

ETBegin

Please contact John Douglas of Ease Technologies for information concerning this field and others between 9599 and 9699 (TRIAD Financial Server)

Type: String

Used in messages: EaseTechnologiesInc

ETCMarketID

ETC Market ID

Type: String

Used in messages: ICAP

ETLast

Specifies end of custom communications.(TRIAD Financial Server)

Please contact John Douglas of Ease Technologies for information concerning this field.

Type: String

Used in messages: EaseTechnologiesInc

EvalueInterval

Number of seconds to wait between evaluation

Type: int

Used in messages: MerrillLynch

EventTimePeriod

Int datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions. Time unit multiplier for the event. If present EventTimeUnit must also appear and EventDate and EventTime may be omitted.Added to the repeating group after EventTimeUnit.

Type: int

Used in messages: FIXProtocolLtd

EventTimeUnit

String datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions. Time unit associated with the event. If present EventTimePeriod must also appear and EventDate and EventTime may be omitted.Valid Values:

H – Hour

Min – Minute

S – Second

D – Day

Wk – Week

Mo – Month

Yr – Year

Added to the repeating group after EventTime.

Type: String

Used in messages: FIXProtocolLtd

ExchangeCode

Used to identify the routing destination for an order or trade

Type: Exchange

Used in messages: ThomsonFinancial

ExchangeGatewayID

The gateway id (or name) for the exchange in the broker system. (one exchange can have multiple gateways from a broker system)

Type: String

Used in messages: BarclaysCapital

ExchangeName

The name of the exchange that

lists this security. String.

Type: String

Used in messages: Unknown

ExchangeQuoteID

Quote ID returned from exchange

Type: String

Used in messages: OMGroup

ExchangeQuoteReqID

Quote Request ID generated by the Exchange returned to the clients in the quote acknowledgment message (tag 35 = b) in response to their Quote Request message.

Type: String

Used in messages: CMEGroup

ExchangeReserve

Determines if order will be submitted to respective exchange or stay in Tradebook’s order management system. Used for non-US securities only. Valid values are:

Y=submit to exchange

N=do not submit to exchange

Type: Boolean

Used in messages: Bloomberg

ExchangeSymbolName

Symbol name used to identify instrument on a local exchange.

Type: String

Used in messages: OMGroup

ExchangeTradeType

Exchange defined type of trade(String)

Type: String

Used in messages: MEFF

ExchangeTradingStatus

The trading status of stocks listed on ‘other’ exchanges.

Type: String

Used in messages: OMGroup

ExClearingHouse

FCS Report – Line 4B, Field 1.

If ExClearingHouse [9435] is present, set to Y . Optional Field: identifies a trade that will be settled outside the normal clearing processing.FIX.4.1 Format: Char

FIX.4.2 Format: String

Type: String

Used in messages: SIAC

Exclude

A boolean flag to indicate exclusion within a repeating block. Example: Used in NoDealers custom block (9690) to indicate exclusion of a particular DealerID (9691) from an order.

Value: 1/0

Type: Boolean

Used in messages: MarketAxess

ExcludeAuctions

Multiple Value String: Indicates which auctions should be excluded while working the order. The default is to give the strategy the discretion to participate in all auctions that are available. This field supports multiple exclusions by separating values with a space (e.g. a value of ‘1 4’ would exclude the morning and evening auctions).Valid Values:

1 = Morning/Opening

2 = Lunch/AM Close (Asia only)

3 = Afternoon

M Open (Asia only)

4 = Evening/Closing

Type: MultipleStringValue

Used in messages: LehmanBrothers

ExcludeDest

Destination exclusion list.

Type: String

Used in messages: MerrillLynch

ExcludePostDest

Type: String

Used in messages: MerrillLynch

ExclusiveFlag

Values: R, A, or B. Determines whether the offering is exclusive to the Rep, ATS, or both.

Type: char

Used in messages: Bloomberg

ExDividend

[4.2] Boolean: Instrument is trading ex-dividend. Supported in [4.4] using SymbolSfx(65)=EX.

Type: Boolean

Used in messages: Tradeweb

ExecAwayMktInd

Executed Away Market Indicator containing a value representing the exchange away from the NYSE where the order was executed. To be used in Fix MsgType 8 as an optional tag for reports and corrections, the values not being Fix Standard. Values are SIAC internal values, A = Amex;B = Boston;C = NSE;D = NASD;I = ISE;M = CSE;P = Pacific/Archipelago;T = NASDAQ;W = CBOE;X = Philadelphia;

Type: char

Used in messages: SIAC

ExecBrokerFINS

FINS number of broker executing the order (up to 6 characters)

Type: String

Used in messages: BankOfAmerica

ExecBrokerInd

The Executing Brokers are those firms on either side who “own” the trade. Valid values:

A = Active

S = Suspended

Type: char

Used in messages: Nasdaq

ExecBy

Executing system

erson ID for order executions. Information generally used by back-office billing.

Type: String

Used in messages: Millennium

ExecChangeSourceID

Execution Change Source ID

Type: String

Used in messages: ThomsonFinancial

ExecClearingBkrAcct

The executing broker’s account number at the clearing broker.

Type: String

Used in messages: DepositoryTrustCompany

ExecClearingBkrID

The entity who will receive or deliver on behalf of the executing broker.

Type: String

Used in messages: DepositoryTrustCompany

ExecDeltaHedge

Denotes whether a Delta Hedge trade should be booked to offset the risk of an option trade.

Type: Boolean

Used in messages: Bloomberg

ExecInst

Same as ExecInst (tag 18). Added as a user-defined field in case ExecInst cannot be used.

Type: MultipleCharValue

Used in messages: Nomura

ExecObjType

Further defines the type of execution report. Values: Q- Quote, O- Order, N- Negotiated, X- Exchange Reported, A- All

Type: char

Used in messages: Nasdaq

ExecPhase

Used to report current phase in trading

Type: char

Used in messages: JavelinTechnologiesInc

ExecPrice

Indicates the price at which client buys or sells and uses for reported block trading

1: Opening Price, 3: Closing Price

Type: char

Used in messages: KoreaStockExchange

ExecReceiptTime

Receipt time of the Execution Report being rejected by DK Trade

Type: UTCTimestamp

Used in messages: CapitalMarketsConsulting

ExecServProduct

(Char) – valid product code

Type: char

Used in messages: CreditSuisse

ExecutedPrice

Specifies the executed price

Type: Price

Used in messages: ICAP

ExecutedQuantityLeg2

Executed quantity on fills for leg 2 of a 2-legged strategy.

Type: Qty

Used in messages: BarclaysCapital

ExecutedYield

Specifies the executed yield

Type: Percentage

Used in messages: ICAP

ExecutionConcession

The difference between the original dealer price sent on the order and the filled price.

Type: Price

Used in messages: Tradeweb

ExecutionID

Type: String

Used in messages: INTERTRADE

ExecutionInformation

FCS Report – Line 5, 5A-D, Field 1: 1-4 digit number Indicates Specialists number. For any firm that routes orders to BBSS, the firm’s internal information (for example, firm clearing number or Broker Badge number) will be reported, if it conforms to the format. Execution information is also repeated here at the firm’s request.FIX.4.1 Format: Char

FIX.4.2 Format: String

Type: String

Used in messages: SIAC

ExecutionMethod

1 – Lean Buy

2 – Lean Sell

Type: char

Used in messages: LehmanBrothers

ExecutionMode

Execution mode. Valid values: 0 = neutral, 1 = passive, 2 = aggressive.

Type: char

Used in messages: BankOfAmerica

ExecutionReportDetail

1 – ExecutionReport Log

2 – ExecutionReport Trade

3 – Others

Type: char

Used in messages: Unknown

ExecutionStyle1

(char)

Type: char

Used in messages: CreditSuisse

ExecutionStyle2

Type: String

Used in messages: LavaTrading

ExecutionStyle3

This parameter tells the engine how aggressively to work. Valid values include:

P = Passive

N = Normal

A = Aggressive

Type: char

Used in messages: CapitalInstitutionalServices

ExecutionStyle4

Char: Identifies execution style in the market.Valid Values: 1 = Quiet 2 = Neutral 3 = Aggressive

Type: char

Used in messages: LehmanBrothers

ExecutionType

Execution type that, among other values, contains a value for odd-lot adjustments to be used by SPAR users

Type: String

Used in messages: SIAC

ExecutionVersion

Number indicating the version of a trade. For example, a new trade would be version 1. A correction would be a version > 2, in incremental order.

Type: int

Used in messages: MiddleWareIdioms

ExecutionView

Reflects the trader’s view of how he wants the algorithm to behave when the securities price moves favorable or unfavorable relative to the order. Valid values include:

1=Reversion

2=Symmetrical

3=Breakout

4=Collar

Type: String

Used in messages: CapitalInstitutionalServices

ExerciseEndDate

The end date of option exercise period.

Type: UTCDateOnly

Used in messages: Bloomberg

ExerciseStartDate

The beginning date of option exercise period.

Type: UTCDateOnly

Used in messages: Bloomberg

ExpectedAlpha

.

Type: String

Used in messages: Citigroup

ExpERCReferenceNumber

FIX 4.2 Format: String

10-byte Expanded Activity ID associated with an Execution Report. This tag is a concatenation of a 5-digit Reference number, followed by a 5-digit Sequence number. Both reference number and sequence number will start at 00001 (i.e. 0000100001). For each new activity, the Reference and Sequence number will increment by one. The Reference number will remain the same when a modification was performed on a specific activity.

Type: String

Used in messages: SIAC

ExpireBy

String Type. Valid values: Client, Dealer

Type: String

Used in messages: LehmanBrothers

ExpireTime1

This field should contain the number of days from today, for which the order should be valid. The value must be less than six as GTD orders can only be valid for five days according to CSE (Colombo Stock Exchange)trading rules. Further this field is required only if TimeInForce is GTD.

Type: UTCTimestamp

Used in messages: ChangepondTechnologies

ExpireTime2

Ending time as a UTC timestamp.

Type: UTCTimestamp

Used in messages: BankOfAmerica

ExpiryDuration

Duration for the validity of the Negotiated Order. Specified in minutes. If not specified (or) greater than market’s default value, set to market’s default value.

Type: UTCTimeOnly

Used in messages: SSITechnologies

ExpiryTime

Time of FX Option expiry, expressed in GMT format. Example: 10:00:00

Type: UTCTimeOnly

Used in messages: Bloomberg

ExpiryTimeCode

Time of expiration of FX Option, encoded into enumeration of three major cuts. Possible values: 1=NY: 10:00:00; 2=Tokyo: 15:00:00; 3=London: 15:00:00; 4=Mexico: 11:30:00; 5=Frankfurt: 14:30:00; 6=Taiwan: 11:00:00; 7=Seoul: 17:30:00; 8=Istanbul 14:00:00

Type: char

Used in messages: Bloomberg

ExplicitPromptDate

Displays the explicit date that is derived from a prompt date code

Type: UTCDateOnly

Used in messages: Millennium

ExpositionOrderType

Indicates the type of an order that is being exposed

1=Normal

2=No NBBO Check

3=No IML

4=Outbound

5=P Inbound

6=PA Inbound

Type: char

Used in messages: CMC

ExtendedExecInst

Used in various NYSE Arca order types. Currently supported values are:

“0” used to indicate that an order should not execute against a midpoint passive liquidity order, which could result in a sub penny fill.”1" to indicate an NYSE ARCA fast cancel

Type: char

Used in messages: NYSE

ExtendedPNP

used in conjunction with a post no preference order (execinst=6). Currently supported values are “P” for a PNP Plus order and “B” for a PNP blind order.

Type: char

Used in messages: NYSE

ExtendedPriceType

For using PriceTypes in addition to the current FIX 4.2 Tag 40 validations (e.g. like the FIX 4.4 Tag 423 values)

Type: int

Used in messages: CBOE

ExtendedVolatilityBand

Percentage of refernce price by which volatility bands can be extended in intra-day auction

Type: Percentage

Used in messages: BelgradeStockExchange

ExternalCustomerName

ML customer name

Type: String

Used in messages: MerrillLynch

ExternalExchangeRef

External Exchange Reference

Type: String

Used in messages: MerrillLynch

ExternalMarkUp

Specifies trader’s mark up over the offering price.

Type: PriceOffset

Used in messages: Bloomberg

ExTransactionType

Identifies transaction type

Valid Values: 20=4 – Distinguishes balances that will be reported to the FXBB system by a version of an ExecReport(35=8) message.

, 20=5 – Balance report ack message used to respond to balance report. 20=6 – Will be sent back if a balance is covered by the FX system.

Type: String

Used in messages: Bloomberg

FaceValue

Face value of security.

Type: Amt

Used in messages: B2BITS

Factor

Fraction for deriving Current Value from Qty <p>** Added to FIX 4.3 as tag: 228 Factor **

Type: float

Used in messages: Tradeweb

FaF

Enable Fill and Follow qualifier.

Type: Boolean

Used in messages: ICAP

FarFwdPoints

Forward Points on the far leg of a Swap trade.

Type: PriceOffset

Used in messages: DeutscheBank

FDID

String datatype. Same as PartyID(448) together with PartyIDSource(447)=S (FDID) and PartyRole(452)=24(Customer account) in the standard Parties component (also together with PartyRoleQualifier(2376)=18(Current) when modifying the FDID). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. The firm designated identifier (FDID) is a unique identifier required by the SEC for each trading account designated by Industry Members for purposes of reporting to CAT (Consolidated Audit Trail).

Type: String

Used in messages: FIXProtocolLtd

Fe

reserved

Type: String

Used in messages: LehmanBrothers

FeeAdjToSpread

Fee adjustment to spread

Type: float

Used in messages: LehmanBrothers

FeeBilling

Type of clearing fee. Values are

B – CBOE member tradingC – Non-member rate (customer)E – Equity member rate

H – 106H/J Firms

L – Lessee/106.F employees

Type: char

Used in messages: CMEGroup

FidessaTradeFlags

MultipleValueString, containing a space separated list of trade flags.

Type: MultipleStringValue

Used in messages: Fidessa

FidStrategyParameter1

Type: String

Used in messages: Fidessa

FidStrategyParameter10

Type: String

Used in messages: Fidessa

FidStrategyParameter11

Type: String

Used in messages: Fidessa

FidStrategyParameter12

Type: String

Used in messages: Fidessa

FidStrategyParameter13

Type: String

Used in messages: Fidessa

FidStrategyParameter14

Type: String

Used in messages: Fidessa

FidStrategyParameter15

Type: String

Used in messages: Fidessa

FidStrategyParameter16

Type: String

Used in messages: Fidessa

FidStrategyParameter17

Type: String

Used in messages: Fidessa

FidStrategyParameter18

Type: String

Used in messages: Fidessa

FidStrategyParameter19

Type: String

Used in messages: Fidessa

FidStrategyParameter2

Type: String

Used in messages: Fidessa

FidStrategyParameter20

Type: String

Used in messages: Fidessa

FidStrategyParameter21

Type: String

Used in messages: Fidessa

FidStrategyParameter22

Type: String

Used in messages: Fidessa

FidStrategyParameter23

Type: String

Used in messages: Fidessa

FidStrategyParameter24

Type: String

Used in messages: Fidessa

FidStrategyParameter25

Type: String

Used in messages: Fidessa

FidStrategyParameter26

Type: String

Used in messages: Fidessa

FidStrategyParameter27

Type: String

Used in messages: Fidessa

FidStrategyParameter28

Type: String

Used in messages: Fidessa

FidStrategyParameter29

Type: String

Used in messages: Fidessa

FidStrategyParameter3

Type: String

Used in messages: Fidessa

FidStrategyParameter30

Type: String

Used in messages: Fidessa

FidStrategyParameter31

Type: String

Used in messages: Fidessa

FidStrategyParameter32

Type: String

Used in messages: Fidessa

FidStrategyParameter33

Type: String

Used in messages: Fidessa

FidStrategyParameter34

Type: String

Used in messages: Fidessa

FidStrategyParameter35

Type: String

Used in messages: Fidessa

FidStrategyParameter36

Type: String

Used in messages: Fidessa

FidStrategyParameter37

Type: String

Used in messages: Fidessa

FidStrategyParameter38

Type: String

Used in messages: Fidessa

FidStrategyParameter39

Type: String

Used in messages: Fidessa

FidStrategyParameter4

Type: String

Used in messages: Fidessa

FidStrategyParameter40

Type: String

Used in messages: Fidessa

FidStrategyParameter41

Type: String

Used in messages: Fidessa

FidStrategyParameter42

Type: String

Used in messages: Fidessa

FidStrategyParameter43

Type: String

Used in messages: Fidessa

FidStrategyParameter44

Type: String

Used in messages: Fidessa

FidStrategyParameter45

Type: String

Used in messages: Fidessa

FidStrategyParameter46

Type: String

Used in messages: Fidessa

FidStrategyParameter47

Type: String

Used in messages: Fidessa

FidStrategyParameter48

Type: String

Used in messages: Fidessa

FidStrategyParameter49

Type: String

Used in messages: Fidessa

FidStrategyParameter5

Type: String

Used in messages: Fidessa

FidStrategyParameter50

Type: String

Used in messages: Fidessa

FidStrategyParameter51

Type: String

Used in messages: Fidessa

FidStrategyParameter52

Type: String

Used in messages: Fidessa

FidStrategyParameter6

Type: String

Used in messages: Fidessa

FidStrategyParameter7

Type: String

Used in messages: Fidessa

FidStrategyParameter8

Type: String

Used in messages: Fidessa

FidStrategyParameter9

Type: String

Used in messages: Fidessa

Fiduciary1

Boolean: Fiduciary Money Deposit. Values:

‘Y’ = Yes Fiduciary Money

{omitted} NOS: apply user preferences. ER: Not Fiduciary Money

Type: Boolean

Used in messages: Tradeweb

Fiduciary2

Flag indicating whether a deposit request is intended to be a fiduciary investment

Type: Boolean

Used in messages: DeutscheBourse360T

FillLineNum

Reference to a specific fill being reported under a single FillSeqNum. (See custom field FillNumLines.)

Type: String

Used in messages: CMEGroup

FillNumLines

Total number of fills being reported by station under a single FillSeqNum.

Type: NumInGroup

Used in messages: CMEGroup

FillOrKillAmount

Fill or Kill Quantity.

Type: Qty

Used in messages: Bloomberg

FillSeqNum

Sequence number assigned to the fill by the station reporting it.

Type: SeqNum

Used in messages: CMEGroup

FillTerminalID

ID of station reporting fill. (Similar to FIX 4.3 Party Role of Executing System.)

Type: String

Used in messages: CMEGroup

FillUserID

Clerk or trader entering the fill into the fill reporting system. (Potentially a Party Role.)

Type: String

Used in messages: CMEGroup

Filter

Format: String

specifies algorithm source using language type specified in FilterSource ( 5120 ).

Type: String

Used in messages: BeaconCapitalStrategies

FilterID

Format: int ID provider echo FilterReqID(5122), new generated ID by provider for

Requested Filter.

Used to cancel/update filters.

Type: int

Used in messages: BeaconCapitalStrategies

FilterReqID

Format: int

filter requester ID

see FilterID generated by filter provider to used to

cancel/update filters.

Type: int

Used in messages: BeaconCapitalStrategies

FilterSource

Format: String

FilterSource specifies which language type supported to create a Filter ( 5121 ).

valid values

“SQL”,

“REGEX”,

“JAVASCRIPT”,

“XPATH”,…

used in conjunction with

Filter(5121),

FilterReqID(5122).

Type: String

Used in messages: BeaconCapitalStrategies

FinancialMarketCode

Market of execution for last fill

Type: Exchange

Used in messages: Euronext

FinOrderQty

Final order quantity. Used to support an inquiry model where the final inquiry size may be different than the original order size (OrderQty).

Type: Qty

Used in messages: MarketAxess

FireQuantity

The quantity of an IOC order, in shares, that system sends to exchange (with discretion) when other parameters are met.Order will be rejected if the quantity is an invalid board lot.

Type: Qty

Used in messages: Bloomberg

FirmAccount

Firm trading account.

Type: String

Used in messages: Tradeweb

FirmAmount

Firm offering quantity for Municipal Commercial Paper.

Type: Price

Used in messages: Bloomberg

FirmID1

Firm’s ID.

Data Type: String[40]

Type: String

Used in messages: SSITechnologies

FirmNo

Bloomberg Firm Number

Type: String

Used in messages: Bloomberg

FirstEligibleTradeDate

First eligible trade date.

Type: UTCDateOnly

Used in messages: B2BITS

FirstPaymentDate

first payment date of additional payments on IRS Swap

Type: UTCDateOnly

Used in messages: LehmanBrothers

FirstShare

Indicates the quantity executed at the moment the order was introduced

Type: Qty

Used in messages: Euronext

FixedIncomeFlag

Equity or fixed income?

Type: Boolean

Used in messages: Bloomberg

FixedIncomeSubFlag

Fixed income flavor/type

Type: Boolean

Used in messages: Bloomberg

FixedLegDayCount

Fixed leg day-count basis. 30/360, ACT/360, ACT/ACTM or ACT/ACTD

Type: String

Used in messages: LehmanBrothers

FixedPaymentFreq

Data Type: int

this is the payment frequency of Fixed interest rate payment in Interest Rate Swap

Type: int

Used in messages: LehmanBrothers

FixedRate

fixed rate in Swap

Type: float

Used in messages: LehmanBrothers

FixEngineName

A string value that contains a descriptive chain of software used by the client for the FIX connection. Only used for informative purposes.

Type: String

Used in messages: MEFF

FixingBraket

Identifies the time braket the fixing price is for.

Type: String

Used in messages: CMEGroup

FixingDate

The fixing date of a non-deliverable forward (NDF) trade.

Type: UTCDateOnly

Used in messages: VelocitySystemsInternational

FixingDate2

Fixing Date for the second leg of NDF swap. ( First leg is 6203 )

Type: UTCDateOnly

Used in messages: Bloomberg

FIXReferenceNumber

Specifies refernce number of FIX forwarded message, used in returned status messages UU/UV/UW(TRIAD Financial Server)

Please contact John Douglas of Ease Technologies for information concerning this field.

Type: String

Used in messages: EaseTechnologiesInc

FIXreserved1

Type: String

Used in messages: StandardChartered

FIXreserved10

Type: String

Used in messages: StandardChartered

FIXreserved11

Type: String

Used in messages: StandardChartered

FIXreserved12

Type: String

Used in messages: StandardChartered

FIXreserved13

Type: String

Used in messages: StandardChartered

FIXreserved14

Type: String

Used in messages: StandardChartered

FIXreserved15

Type: String

Used in messages: StandardChartered

FIXreserved16

Type: String

Used in messages: StandardChartered

FIXreserved2

Type: String

Used in messages: StandardChartered

FIXreserved3

Type: String

Used in messages: StandardChartered

FIXreserved4

Type: String

Used in messages: StandardChartered

FIXreserved5

Type: String

Used in messages: StandardChartered

FIXreserved6

Type: String

Used in messages: StandardChartered

FIXreserved7

Type: String

Used in messages: StandardChartered

FIXreserved8

Type: String

Used in messages: StandardChartered

FIXreserved9

Type: String

Used in messages: StandardChartered

FIXStatus

Specifies status of FIX Connection: 0 or 1, = Up or Down(TRIAD Financial Server)

Please contact John Douglas of Ease Technologies for information concerning this field.

Type: char

Used in messages: EaseTechnologiesInc

FIXStatusOBOCompID

Specifies status of FIX OBO CompID Connection: 0 or 1, = Up or Down(TRIAD Financial Server)

Please contact John Douglas of Ease Technologies for information concerning this field.

Type: Boolean

Used in messages: EaseTechnologiesInc

FIXStatusOBOSubID

Specifies status of FIX OBO SubID Connection: 0 or 1, = Up or Down(TRIAD Financial Server)

Please contact John Douglas of Ease Technologies for information concerning this field.

Type: Boolean

Used in messages: EaseTechnologiesInc

FIXStatusSubID

Specifies status of FIX SubID Connection: 0 or 1, = Up or Down(TRIAD Financial Server)

Please contact John Douglas of Ease Technologies for information concerning this field.

Type: Boolean

Used in messages: EaseTechnologiesInc

FlashDuration

Limit order flash time (int).

Type: int

Used in messages: CarlinFinancialGroup

FlatFlag

Identifies a quote for a security which is traded flat N=No; Y=Yes

Type: Boolean

Used in messages: NationalQuotationBureau

FloatingLegDayCount

Floating leg day-count basis. ACT/360

Type: String

Used in messages: LehmanBrothers

FloatingPaymentFreq

data type: int.

this is the payment frequency of floating interest rates in interest rate swap.

Type: int

Used in messages: LehmanBrothers

FloatingRate

Boolean: Identifies a Floating Rate Note.

Type: Boolean

Used in messages: Tradeweb

FloorQtyDay

Floor quantity of the day. Used for GL SOM to indicate the executed quantity for client order, at the end of the day.

Type: Qty

Used in messages: GLTrade

FMCNETTradeNumber

Unique Trade Number

Type: String

Used in messages: FinancialModelsCompany

FMCNOE

It is the Notice of Execution Refernce Number

Type: String

Used in messages: FinancialModelsCompany

FMCSettlementBlock

FMC Settlement block number

Type: String

Used in messages: FinancialModelsCompany

FMCTradeBlocknumber

Account name for Trade Block

Type: String

Used in messages: FinancialModelsCompany

FMTradeStatus

Indicates the status of a Trade: 1 = Accepted, 2 = Updated, 3 = Canceled, 4 = Confirmed, 5 = Unconfirmed

Type: char

Used in messages: FannieMae

FOKPosition

FOK Position in an account.

Type: Amt

Used in messages: Bloomberg

Footprint

Specify the type of market footprint orders are permitted to take on.

Integer value.

Type: int

Used in messages: Jefferies

ForeignerID

Type: String

Used in messages: KoreaStockExchange

ForeignExchange

Member type of the clearing system for which the order has been entered

Type: String

Used in messages: Euronext

ForeRunnerVariation

Variation (forerunner)

Type: String

Used in messages: Euronext

FormattedLastPx

LastPx formatted for processing by post-trade systems.

Type: Price

Used in messages: CMEGroup

ForwardRate

The value of the forward rate for an FX Option.

Type: float

Used in messages: Bloomberg

ForwardRateLegAsk

Forward rate leg for ask quote in 2-way pricing

Type: Price

Used in messages: Bloomberg

FourWayAgreement

Indicates the presence of a four way agreement between clients

Type: Boolean

Used in messages: Millennium

FracToTrade

Fraction to Trade (Int)

Type: int

Used in messages: ABNAMRO

FRESDAYS

Required for Floating Rate Leg. Reset Days for floating payments. Values: 2

Type: int

Used in messages: LehmanBrothers

FRNIndex

Index used for calculating the current coupon value of a floating rate note

Type: String

Used in messages: MarketAxess

FRREF

Required for Floating Rate Leg. Floating rate reference. Values: LIBOR3M

Type: String

Used in messages: LehmanBrothers

FTSEIntl

FTSE International Industrial Classification Code of the instrument defined in Tag 48 SecurityID.

Type: Currency

Used in messages: Reuters

FunctionCodeOrig

indicates the function code of the initial message to which this execution report message is responding

Type: String

Used in messages: Euronext

FundBuyableFromDate

Date from which fund may be bought.

Type: UTCDateOnly

Used in messages: BootComputers

FundBuyableToDate

Date to which fund may be bought.

Type: UTCDateOnly

Used in messages: BootComputers

FundCommissionOption

Allows the broker to specify the commission option to be used for a fund deal request.

Type: String

Used in messages: BootComputers

FundCommissionWaiver

Any commission that the broker wishes to sacrifice. This figure is expressed as a amount to be deducted from the default commission.

Type: Qty

Used in messages: BootComputers

FundDesignation

Designation against which a

fund deal transaction is to be executed.

Type: String

Used in messages: BootComputers

FundExternalRef

If a fund deal response has been provided by an external RSP then their reference will be provided within this field

Type: String

Used in messages: BootComputers

FundGroup1Units

Group 1 Cofunds traded quantity

Type: Qty

Used in messages: BootComputers

FundGroup2Units

Group 2 Cofunds traded quantity

Type: Qty

Used in messages: BootComputers

FundingCharge

The funding charge applied to the price on extended settlement.

Datatype – Float

Type: float

Used in messages: BootComputers

FundingConsideration

The funding consideration on extended settlement

Type: String

Used in messages: BootComputers

FundInitialCharge

The total of all commission and other charges applied against an executed fund deal transaction.

Type: Amt

Used in messages: BootComputers

FundManagerName

The name of the fund manager for this fund instrument.

Type: String

Used in messages: BootComputers

FundNomineeAccount

A facility to allow clients to group their fund holdings in a logical and meaningful way.

Type: String

Used in messages: BootComputers

FundReInvestIncome

Allows client to specify that any income gained from a holding should be re-invested into that holding.

Type: Boolean

Used in messages: BootComputers

FundSecurityType

Specifies the type of security that this is.

Type: String

Used in messages: BootComputers

FundSellAll

Specifies that the client wishes to sell all holdings relating to the combination of fund, broker, nominee account and customer designation.

Type: Boolean

Used in messages: BootComputers

FundSpecialDealDiscount

Future functionality; option to invoke pre-agreed discount per client.

Type: Boolean

Used in messages: BootComputers

FundUnitType

accumulated or income – indicates whether income from the fund should be re-invested

Type: Boolean

Used in messages: BootComputers

FundValuationDate

The date on which a fund deal transaction will be valued.

Type: UTCDateOnly

Used in messages: BootComputers

FundValuationPoint

Free-format text – indicates when a given fund is valued.

Type: String

Used in messages: BootComputers

FundValuationSSM

The time at which a fund deal transaction will be valued.

Type: UTCTimeOnly

Used in messages: BootComputers

FurthestSeriesPrice

Uses for futures spread trade and indicates furthest series price

Type: Price

Used in messages: KoreaStockExchange

FutSettDate

Settlement date for near leg.

Type: UTCDateOnly

Used in messages: VelocitySystemsInternational

FutSettDate2

Same as FutSettDate (tag 5226) but for the far leg of a FX Swap.

Type: UTCDateOnly

Used in messages: VelocitySystemsInternational

FwdPrecision

Minimum change of Forward Points

Type: int

Used in messages: DeutscheBank

FwdTickSize

Tick size of Forward points in the denomination of Spot price, so that Outright Price = Spot Price + Fwd Points * Fwd Tick Size

Type: Price

Used in messages: DeutscheBank

FXallContingentInd

Indicates if ER represents a contingent order.

Type: Boolean

Used in messages: FXall

FXallCrossExclusionInd

Exclude submitted order from crossing with certain orders

Type: Boolean

Used in messages: FXall

FXallIndicator11

Type: String

Used in messages: FXall

FXallIndicator4

Type: String

Used in messages: FXall

FXallIndicator5

Type: String

Used in messages: FXall

FXallIndicator6

Type: String

Used in messages: FXall

FXallIndicator7

Type: String

Used in messages: FXall

FXallIndicator8

Type: String

Used in messages: FXall

FXallIndicator9

Type: String

Used in messages: FXall

FXallMDFilterInd1

Filter market data according to specified criteria

Type: Boolean

Used in messages: FXall

FXallMDFilterInd2

Users may request filtering of Market Data as per predefined parameters

Type: Boolean

Used in messages: FXall

FXCurrencyOffsetAmt

Used to specify the full ‘TO’ currency amount in FX trades to eliminate rounding error and/or account for markup.

Type: Amt

Used in messages: ThomsonFinancial

FxMarketType

FX Non-deliverable forward indicator

R = regular

N = onshore

O = OffshoreDefault = R

Type: char

Used in messages: Bloomberg

FXOptionStyle

The style of FX Option. Possible values: 1=American; 2=European

Type: char

Used in messages: Bloomberg

FXSplitTradeFlag

FX Split trade indicator – Split FX trade across multiple books – Y/N

Type: Boolean

Used in messages: Bloomberg

GammaLeg

The per-leg Gamma value for an FX Option trade.

Type: float

Used in messages: Bloomberg

GammaLegAsk

Gamma leg for ask quote in 2-way pricing

Type: Price

Used in messages: Bloomberg

GammaNet

The net Gamma value for an FX Option trade.

Type: float

Used in messages: Bloomberg

GammaNetAskValue

Net Gamma value for ask quote in 2-way pricing

Type: Price

Used in messages: Bloomberg

GapLimit

Delay parameter for routing new limit orders (int).

Type: int

Used in messages: CarlinFinancialGroup

GeneralLedgerAccount

This is the General Legder Account field.

Type: String

Used in messages: Bloomberg

GivePrice

Price movement threshold for automatic order cancel (Price).

Type: Price

Used in messages: CarlinFinancialGroup

GiveUpBroker

[4.2] Identifier of the Prime Broker serving as Give-Up Firm.

Type: String

Used in messages: Tradeweb

GiveUpFirm

Identifies the clearing member firm to which the fill was “given up”.

Type: String

Used in messages: CMEGroup

GiveUpID

FCS Order – Line 4B, Field 1: 1-4 alpha characters

FCS Report – Line 4B, Field 5 Optional field: names the clearing member designated by another clearing or a non-clearing member for settlement of its Exchange transactions.FIX.4.1 Format: Char

FIX.4.2 Format: String

Type: String

Used in messages: SIAC

GLID

GL key used to identify the exchange and the market into GL servers.

Type: String

Used in messages: GLTrade

GlobalAgentAcctNum

Global Agent Account Number required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.

Type: String

Used in messages: JPMorganChase

GlobalAgentCode

Global Agent Code required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.

Type: String

Used in messages: JPMorganChase

GlobalAgentName

Global Agent Name required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.

Type: String

Used in messages: JPMorganChase

GLRoutingReference

Free format text string for internal client use.

Max size is 255 char.

Type: String

Used in messages: GLTrade

Gross

Tag supports gross cents per share, gross percentage, and gross flat amounts

Type: char

Used in messages: ThomsonFinancial

GrossCode

Used to identify a gross code

Type: String

Used in messages: ThomsonFinancial

GrossCover

Gross Cover

Type: float

Used in messages: LehmanBrothers

GrossPx

Gross Price is Trade price without brokerage fee

Type: Price

Used in messages: LehmanBrothers

GrossReturnIndex

Global profitability index

Type: String

Used in messages: Euronext

GroupID

Type: String

Used in messages: Unknown

GTSBroker

[4.2] Identifier of the Prime Broker providing General Trade Services.

Type: String

Used in messages: Tradeweb

GUID

Global UID

Type: String

Used in messages: FinancialModelsCompany

Haircut

This term describes the way brokers and clients protect themselves from market risk in doing repos.

Type: String

Used in messages: Bloomberg

HaltBeforeClose

Control to halt spreads before market close (int).

Type: int

Used in messages: CarlinFinancialGroup

HandlInst

Same as tag 21. Is added as a user-defined field for inclusion in Execution reports generated by FIX engine versions < 4.2 in support of the Drop Copy functionality.

Type: char

Used in messages: SIAC

HedgeRatio1

Type: String

Used in messages: Citigroup

HedgeRatio2

Hedge ratio e.g. 70.00 indicating 70% of associated stock in relation to quoted stock

Type: float

Used in messages: NationalQuotationBureau

HedgeSide

Indicate Side of the hedge

Type: String

Used in messages: LehmanBrothers

HedgeTradeType

Indicates a type of hedge trade to be executed for offset of option risk. Possible values: 1=Spot; 2=Forward

Type: char

Used in messages: Bloomberg

HighLimit

Maximum authorized price at which an instrument can trade

Type: Price

Used in messages: Euronext

HighLimitBlockTrade

Indicates the upper price limit authorized for out-of-session block trades for the given security

Type: Price

Used in messages: Euronext

HighLimitNormalTrade

Indicates the upper price limit for normal out-of-session trades for the given security

Type: Price

Used in messages: Euronext

HighLimitSIT

1 = Switch If Touched ™

Type: String

Used in messages: PELynch

HighPxDenom

NYSE – Institutional XPress – Indicates the trading denominator of the indication price.

Type: Price

Used in messages: SIAC

HighTenorQuoteId

HighTenorQuoteId used for order message to indicate interpolated price calculation from FX streaming quote id

Type: String

Used in messages: Bloomberg

HoldIntrnl

Field indicating instruction to hold order internally for matching. Default=None, 1=Hold Internal

Type: char

Used in messages: GlobeNet

HomeCcy

Home currency

Type: Currency

Used in messages: BankOfAmerica

HomeCcyEquivQty

Home Ccy Equivalent Quantity

Type: Qty

Used in messages: BankOfAmerica

HomeCcyEquivQty2

Home CCY Equivalent Quantity for the Far leg of a swap

Type: Currency

Used in messages: BankOfAmerica

HomeCcyEquivRte

Home CCY Equivalent Rate

Type: Currency

Used in messages: BankOfAmerica

HomeCcyEquivRte2

Home Ccy Equivalent Rate for the far leg of a swap

Type: Currency

Used in messages: BankOfAmerica

HSFXAdjustmentAmt

Type: Amt

Used in messages: KnightCapitalGroup

HSFXBrokerage

Type: String

Used in messages: KnightCapitalGroup

HSFXCloseBalance

Type: String

Used in messages: KnightCapitalGroup

HSFXCollateralID

Type: String

Used in messages: KnightCapitalGroup

HSFXDepositAmt

Type: Amt

Used in messages: KnightCapitalGroup

HSFXEffectiveOpenBalance

Type: String

Used in messages: KnightCapitalGroup

HSFXFinanceAmt

Type: Amt

Used in messages: KnightCapitalGroup

HSFXInterest

Type: String

Used in messages: KnightCapitalGroup

HSFXOpenBalance

Type: String

Used in messages: KnightCapitalGroup

HSFXQuoteLayer

Type: integer in [1, n]

Used in Streaming Quotes

Type: int

Used in messages: KnightCapitalGroup

HSFXRealizedPL

Type: String

Used in messages: KnightCapitalGroup

HSFXTotalBalance

Type: String

Used in messages: KnightCapitalGroup

HSFXTradeStatus

Type: String

Used in messages: KnightCapitalGroup

HSFXTradeType

Type: String

Used in messages: KnightCapitalGroup

HSFXTradeviewChase

Type: String

Used in messages: KnightCapitalGroup

HSFXTradeviewIterations

Type: String

Used in messages: KnightCapitalGroup

HSFXUnrealizedLockedDayPL

Type: String

Used in messages: KnightCapitalGroup

HSFXUnrealizedLockedPL

Type: String

Used in messages: KnightCapitalGroup

HSFXUnrealizedOpenPL

Type: String

Used in messages: KnightCapitalGroup

HSFXUserID

Type: String

Used in messages: KnightCapitalGroup

HSFXWithdrawAmt

Type: Amt

Used in messages: KnightCapitalGroup

ICSFarLeg

Specifially to handle the Liffe & eCBOT Inter Commodity Spread near and far leg pricing. For normal multi-leg orders use the NoLegs repeating group in FIX.4.4

Type: Boolean

Used in messages: Patsystems

ICSNearLeg

Specifially to handle the Liffe & eCBOT Inter Commodity Spread near and far leg pricing. For normal multi-leg orders use the NoLegs repeating group in FIX.4.4

Type: Boolean

Used in messages: Patsystems

IdealPrice

Price Goal.

Type: Price

Used in messages: Jefferies

IfIncomplete

Values

1 – cancel balance

2 – IS

3 – inline 10%

4 – inline 15%

5 – inline 20%

6 – inline 25%

7 – inline 30%

8 – VWAP 1 hour

9 – VWAP to close

10 – Target close

Type: char

Used in messages: ICAP

ImbalanceQty

The imbalance of executed orders of a market participant, in total quantity.

Type: Qty

Used in messages: BolsadeMercadoriasFuturos

InactivationRejReason

Reason for reject of order deactivate request

Type: String

Used in messages: ICAP

InclSettlementAmount

An amount added to the calculated settlement amount.

Type: Amt

Used in messages: SWXSwissExchange

InclSettlementCurrencyCode

Currency identifier of 6531 InclSettlementAmount

Type: Currency

Used in messages: SWXSwissExchange

IncludeAuction

Values

Blank

1 – None

2 – Close

3 – Open

4 – All

Type: char

Used in messages: ICAP

IncludeMarketClose

Indicates whether or not an algorithmic order should participate in closing crosses

Type: Boolean

Used in messages: Unknown

IncludeMarketOpen

Indicates whether or not an algorithmic order should participate in opening crosses

Type: Boolean

Used in messages: Unknown

IncludeSIs

Valid Values = Y or N.

For quote requests or orders that are submitted to multiple Retail Service Providers (RSPs) for best execution, this field specifies whether RSPs acting as Systematic Internalizers (SIs) should be included (Y) or not included (N).

Type: Boolean

Used in messages: ThomsonFinancial

InCompete

Boolean field allowing the Quote Request (MsgType=R) initiator to indicate to respondent whether the quote request is in competition (i.e. quote request was also sent to other respondents). Default is “N” if field is not specified.

Type: Boolean

Used in messages: BrookPathPartnersInc

IncrementParticipationRate

Increment for volume participation

Type: float

Used in messages: LehmanBrothers

Index

Index to track

Type: String

Used in messages: PELynch

IndexCalcFreq

Frequency of index calculation

Type: int

Used in messages: Euronext

IndexCMV

Adjusted base price market value.

Type: Price

Used in messages: Nasdaq

IndexID

Index identifier.

Type: String

Used in messages: Nasdaq

IndexLmt

0-100 (max 2dp)

Type: Percentage

Used in messages: Citigroup

IndexLMTBen

char, valid product code

Type: char

Used in messages: Citigroup

IndexLowerPct

Dispersion Percentage

Type: Percentage

Used in messages: PELynch

IndexLowerSIT

1 = Switch If Touched ™

Type: String

Used in messages: PELynch

IndexMode

State of the Index. Values: O – Open, N – Normal, C – Closed

Type: char

Used in messages: Nasdaq

IndexPct

Percentage of the stock in an index.

Type: Percentage

Used in messages: BolsadeMercadoriasFuturos

IndexRatio

This field is the Index Ratio.

Type: float

Used in messages: Bloomberg

IndexUpperPct

Dispersion Percentage

Type: Percentage

Used in messages: PELynch

IndexUpperSIT

1 = Switch If Touched ™

Type: String

Used in messages: PELynch

IndexValue

Value of the Index.

Type: Amt

Used in messages: Nasdaq

IndicativeOrderType

Type: String

Used in messages: MerrillLynch

IndustryCode

Industry classification

Type: String

Used in messages: Nasdaq

IndxIndic

Index indicator

Type: Boolean

Used in messages: Euronext

InhibitTradeIndicator

Valid values:

B = Buy side clearing firm inhibited the trade

S = Sell side clearing firm inhibited the trade

blank = Neither clearing firm has inhibited the trade

A = One or both clearing firms have allowed the trade, as required.

Type: char

Used in messages: Nasdaq

InitialDisplayPrice

Send on Accepted and Replaced (150=0,5) execution reports when it is known that the order is being booked. Reports the price at which the order is initially displayed.

Type: Price

Used in messages: BATSTrading

InitialDisplayQty

Initial display quantity of a reserve order that can be returned in an ExecutionReport in addition to the currently displayed quantity contained in 1138 DisplayQty. It is intended as an echo of the input.

Type: Qty

Used in messages: DeutscheBorse

InstitutionalID

This field contains the institutional ID (length is 7 characters).

Type: String

Used in messages: GLTrade

InstitutionID

Specifies institution ID as assigned to the exchange.

Type: String

Used in messages: GLTrade

InstrAttribType

“I” – Interest

“D” – Discount

Type: String

Used in messages: LehmanBrothers

InstructNoInstruct

Indicates whether or not a trade needs to be instructed for Settlement

Type: Boolean

Used in messages: MerrillLynch

InstrumentCateg

Indicate the instrument type

Type: String

Used in messages: Euronext

InstrumentExternalCode

The external code for an instrument. Sometimes referred to as the instrument contract name. Consists of the instrument symbol, expiration month code, and expiration year. For options, a put/call indication and strike price are also included. An example code at BOX for an IBM Put option with a July 2003 expiration and $80 strike price would be IBMS03P80.00. The conventions may be different for other exchanges.

Type: String

Used in messages: CMC

InstrumentID1

Type: String

Used in messages: Unknown

InstrumentID2

Security referential identifier

Type: String

Used in messages: Euronext

InstrumentPricePrecision

Number of decimals in prices. Similar to InstrAttribValue(872) with InstrAttribType(871) = ’27’.

Type: String

Used in messages: B2BITS

InsuranceCode

Insurance Code Identifier

DataType: String

Type: String

Used in messages: MarketAxess

IntentToCross

N=False, Y=True

Type: Boolean

Used in messages: Harts

InterestAtMaturity

For communicating, at the block level, the interest payment at maturity for interest bearing CPs and CDs

Type: Amt

Used in messages: BrookPathPartnersInc

InterestPaymentCurrency

The currency applicable to an accrued interest amount.

Type: Currency

Used in messages: SWXSwissExchange

InternalAcknowledgementSw

Used to allow front-end session modules communicate to back-end

application modules that the required acknowledgement for a given message

has already been generated in order to improve asyncronous processing.

Type: String

Used in messages: ThomsonFinancial

InternalCross

Designates order as an Internal Cross.

Used to support message translation between FIX-STAMP for Canadian Equities.

Type: Boolean

Used in messages: IntegratedTransactionSystemsLtd

InternalExternal

Used to designate whether a trade being reported was executed on the exchange it is being reported to (Internal) or another exchange (External).

Type: char

Used in messages: Nasdaq

Internalize

Flag denoting whether to Internalize the order (Y) or not (N). Tag not being present is assumed to be Internalize = N.

Type: Boolean

Used in messages: Millennium

InternalOrderStatus

Order Status Code from the trading system. Used for documentation purposes only – should not be used for maintaining status of the order

Type: char

Used in messages: CBOE

InternalRef

Internal reference assigned to an order into the GL server.

Type: String

Used in messages: GLTrade

InternalSeqNo

This tag is to support internal sequence checking between front-end FIX session modules and back-office FIX application engines

Type: String

Used in messages: ThomsonFinancial

IntroBrokerInd

The Introducing Broker is the firm who gives-up another firm during the execution of the trade. Valid values:

A = Active

S = Suspended

Type: char

Used in messages: Nasdaq

InvestorAdvisorCode

a.k.a – RR Code, Salesman Code, Representative Code

Type: String

Used in messages: Fidessa

InvestorCode

Indicate the type of investors to place order

1000: Securities Company

2000: Insurance Company

3000: Investment & Management Company

4000: Bank

5000: Merchant Bank

6000: Pension Fund

7000: Other Company

8000: Individuals

9000: Foreigner

Type: String

Used in messages: KoreaStockExchange

InvPositionDate

Date of the inventory position. LocalMmktDate. Part of group (5529-5531)

Type: LocalMktDate

Used in messages: Bloomberg

InvPositionQty

The available amount associated with the InvPositionDate, expressed as par value. A short position will be specified as a negative par value. Part of group (5529-5531)

Type: Qty

Used in messages: Bloomberg

InWorkup

Indicates that an order is tradable in a workup that is currently in progress.

Type: Boolean

Used in messages: ICAP

IOCIndic

Type: String

Used in messages: UBS

IOE

Used to identify an investment objective exception

Type: String

Used in messages: ThomsonFinancial

IOIAvailQty

Amount of an IOI offering (IOIQty) that is currently available to the sales force.

Type: Qty

Used in messages: ThomsonFinancial

IOILink

IOI Fix Link

Type: String

Used in messages: RBC

IoiNatural

Additional Natural criteria field.(TRIAD Financial Server)

Please contact John Douglas of Ease Technologies for information concerning this field.

Type: String

Used in messages: EaseTechnologiesInc

IoiType

Additional IoiType field used for discrimination on systems that express additional flavors of Iois(TRIAD Financial Server)

Please contact John Douglas of Ease Technologies for information concerning this field.

Type: String

Used in messages: EaseTechnologiesInc

IPOSubscriptionVenue

1 = Online

2 = Offline

Type: char

Used in messages: GuosenSecurities

IRSEOM

end of month roll. possible value: YES or NO

Type: String

Used in messages: LehmanBrothers

IRSSWTYPE

Type: String

Used in messages: LehmanBrothers

IRSTYPE

Valid Values: BMK, IMM or OIM

Type: String

Used in messages: LehmanBrothers

IsBuyBack

Boolean: When IsBuyBack = True, Rule 10b-18 is enabled for the trade.

Type: Boolean

Used in messages: LehmanBrothers

IsCancelled

Indicates whether or not a textual message, sent from the exchange has been cancelled by the exchange.

Type: Boolean

Used in messages: SWXSwissExchange

ISDY

Number of months in the tenor (0, 3, 6, 12, 24, etc)

Type: int

Used in messages: LehmanBrothers

IsFastFirm

Indicates whether BBO is coming from an exchange declared as Fast Firm

Data Type: Boolean

Valid Values:

Y = Fast Firm

N = Not Fast Firm

Type: Boolean

Used in messages: SSITechnologies

IsForeignBroker

Possible values are

0 = NO

1 = YES

Default value is No

Type: Boolean

Used in messages: ChangepondTechnologies

IsInCompetition

360T sends this optional flag to indicate whether the market maker is in competition with others in a specific RFQ.

Type: Boolean

Used in messages: DeutscheBourse360T

IsLastTrade

The last trade you’ll ever receive (for your last request anyway).

Type: Boolean

Used in messages: ICAP

ISMN

Forward months for OIS forward runs and forward starting swaps

Type: String

Used in messages: LehmanBrothers

ISpread1

The difference in basis points between a bond’s yield-to-maturity and the projected/interpolated swap rate on the bond’s maturity/workout date.

Type: PriceOffset

Used in messages: Tradeweb

ISpread2

Contains the Interest Rate Swap spread which is the difference between the Corp Yield and the IRS Yield. Format -NNN.DDD

Type: PriceOffset

Used in messages: MarketAxess

IsRelative

It points that OrderQty is relative value (LeavesQty = LeavesQty – OrderQty).

Type: String

Used in messages: DeutscheBank

IsShortCover

Boolean: Decclare if the order is a short cover order (or not).

Type: Boolean

Used in messages: NationalSecuritiesCompany

IsSLMessage

Type: String

Used in messages: IndusValleyPartners

IssueDate

Date bond was issued<p>** Added to FIX 4.3 as tag: 225 IssueDate **

Type: UTCDateOnly

Used in messages: Tradeweb

IssueDenomination

The denomination of the issue

Type: Price

Used in messages: BarclaysCapital

IssueID

Issue ID.

Data Type: int

Type: int

Used in messages: SSITechnologies

IssuerLongName

Full name of the issuer

Type: String

Used in messages: Tradeweb

IssueStatus

Status indicator for the issue.

Data Type: int

Valid Values:

1 = Pre-Open

2 = Ready to Trade

3 = Not available for Trading

4 = Trading Halt

5 = Testing

6 = Electronic Book Execution

7 = Maintenance

8 = Closed – but GTC orders allowed

9 = Expired

Type: int

Used in messages: SSITechnologies

IsTaxable

Possible values are

0 = No

1 = Yes

Default value is No.

Type: Boolean

Used in messages: ChangepondTechnologies

IsVolOnePct

Setting for first level of volume for NBBO Step-up configuration

Type: Boolean

Used in messages: SSITechnologies

IsVolTwoPct

Setting for second level of voulme in NBBO Step-up configuration.

Data Type: Boolean

Valid Values:

Y = Percent

N = Not Percent

Type: Boolean

Used in messages: SSITechnologies

ItemID

A sequence identifier permitting a series of updates to be ordered in time

Type: SeqNum

Used in messages: NationalQuotationBureau

ItemNumber

SpecialTerms ItemNumber to allow trading against Special Terms market. Used to support message translation between FIX-STAMP for Canadian Equities.

Type: String

Used in messages: IntegratedTransactionSystemsLtd

ITSAllInd

This indicator identifies whether the customer has specified that the e-Quote may be shipped to better ITS quotes within its Discretionary Range, even when not required to facilitate a trade at the NYSE. Value = “Y” or “N”

Type: Boolean

Used in messages: SIAC

Jitney

Designates order as a Jitney.

Used to support message translation between FIX-STAMP for Canadian Equities.

Type: Boolean

Used in messages: IntegratedTransactionSystemsLtd

JIWAYTradingStatus

Indicates the current trading status of stocks listed on the Jiway Exchange.

Type: String

Used in messages: OMGroup

Language

This field represents the ISO 639 standard code (2 letters) for a language. Used in News messages (and possibly others), and allows for specifying the language the news is in.

Type: String

Used in messages: BolsadeMercadoriasFuturos

LastBustShares

The number of shares reported as part of a trade bust

Type: Qty

Used in messages: CBOE

LastCounterpartExec

Indicates the counterpart of the last trade.

Type: String

Used in messages: GLTrade

LastCrossReqTime

Timestamp of the last cross request received for an instrument

Type: UTCTimestamp

Used in messages: CMC

LastEligibleTradeDate

Last eligible trade date. Similar to EventDate(866) with EventType(865) = ‘7’.

Type: UTCDateOnly

Used in messages: B2BITS

LastFragment

Used in pre-4.4 versions to provide same functionality as 4.4’s LastFragment(893).

Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation.

Valid values: ‘Y’ (Last message), ‘N’ (Not last message).

Type: Boolean

Used in messages: B2BITS

LastLiquidityInd

Same as LastLiqudityInd, tag 851, in FIX 4.4 and above. To be used by implementations that cannot support tag 851 in FIX 4.3 and below.

Type: int

Used in messages: FIXProtocolLtd

LastMkt2

The real venue where the fill executed.

Type: Exchange

Used in messages: LavaTrading

LastMktBloomberg

Bloomberg recognized exchange code. This is a 2 character, alpha code.

Type: String

Used in messages: Bloomberg

LastMsgFlag

Last message indicator for a given index

Type: Boolean

Used in messages: Euronext

LastParPx

Price expressed in percent-of-par when ParPx is in discount or spread

Type: Price

Used in messages: Tradeweb

LastPx2

Price of the far leg of a swap

Type: Price

Used in messages: BankOfAmerica

LastQty2

Last Quantity for the far leg of a swap.

Type: Qty

Used in messages: MerrillLynch

LastQuoteReqTime

Time of the last quote request received for an instrument

Type: UTCTimestamp

Used in messages: CMC

LastSale

Field to show the previous sale.

Type: String

Used in messages: RaptorTradingSystems

LastSpotRate2

Spot Rate of the far leg of a swap

Type: float

Used in messages: BankOfAmerica

LastTradeDate

Date the instrument last traded

Type: UTCDateOnly

Used in messages: Euronext

LastTrader

Last Trader

Type: String

Used in messages: LehmanBrothers

LastYield

Last Yield

Type: float

Used in messages: LehmanBrothers

LayerLinkId

Unique identifier – must be unique within broker badge – associates the layers of a layered eQuote

Type: String

Used in messages: SIAC

LeadingLeg

Type: String

Used in messages: Mantara

LeadWith

Lead off order selection (char).

Type: char

Used in messages: CarlinFinancialGroup

LeaveQtyFlag

Indicates that a non-zero quantity of the order remains to be traded

Type: Boolean

Used in messages: Euronext

LeavesQty2

Leaves Quantity of the far leg of a swap

Type: Qty

Used in messages: BankOfAmerica

LegAccrued

Type: String

Used in messages: Bloomberg

LegAllocAccount

Allocation account for one leg of a multi-issue trade

Type: String

Used in messages: Tradeweb

LegAllocClearingFirm

Allocation clearing firm for one leg of a multi-issue trade

Type: String

Used in messages: Tradeweb

LegAllocClearingMember

4.2: Clearing member identifier in an allocation of multileg trade.

Type: String

Used in messages: Tradeweb

LegAllocQty

Allocation quantity for one leg of a multi-issue trade

Type: Qty

Used in messages: Tradeweb

LegalMarket

Boolean value that when true indicates that the market data being reported is a legal market (for instance a valid bid-ask spread).

Type: Boolean

Used in messages: CBOE

LegAskPrice

Price of the option leg for ask quote in 2-way pricing.

Type: Price

Used in messages: Bloomberg

LegBidSize1

The maximum bid amount for this leg (used in multileg quotes). cf tag 134 BidSize

Type: Qty

Used in messages: StandardChartered

LegBlotSeqNumber

BLP specific

Type: String

Used in messages: Bloomberg

LegCalcFrequency

IRS calculation period frequency for the trade leg.

Type: String

Used in messages: Tradeweb

LegCalculatedCcyLastQty

The quantity of the other side in FX swap trade.

Type: Qty

Used in messages: Unknown

LegCash

Type: String

Used in messages: Mantara

LegClearingFirm

Clearing firm for one leg of a multi-issue trade

Type: String

Used in messages: Tradeweb

LegClearingMember

4.2: Clearing member identifier for a multi-leg trade.

Type: String

Used in messages: Tradeweb

LegCompounding

Boolean: IRS floating rate compounding – default ‘N’. Values:

Y – flat compounding

N – no compounding

Type: Boolean

Used in messages: Tradeweb

LegContractSettlmntMonth

Month that a TBA contract settles for one leg of a multi-issue trade

Type: String

Used in messages: Tradeweb

LegContraQty

Contra amount of the leg

Type: Qty

Used in messages: BankOfAmerica

LegCouponRate

Coupon rate for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 615 LegCouponRate **

Type: float

Used in messages: Tradeweb

LegCoveredUncoveredList

Type: String

Used in messages: CBOE

LegCreditRatingAgency

Format: int Research Agency provided Leg Credit Rating evaluation. Used in conjunction with LegCreditRating field ( tag 257 ) Beacon values: 0 – S&P 1 – Moody’s 2 – Fitch

Type: int

Used in messages: BeaconCapitalStrategies

LegCurrency

Currency for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 556 LegCurrency **

Type: Currency

Used in messages: Tradeweb

LegCurrentCostBasis

Amt datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.

The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis.

Type: Amt

Used in messages: FIXProtocolLtd

LegCustodialLotID

String datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.

An opaque identifier used to communicate the custodian’s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading.

Type: String

Used in messages: FIXProtocolLtd

LegDatedDate

[4.2] The date the leg security is dated if different from the first LegIssueDate, in YYYYMMDD format.

Type: UTCDateOnly

Used in messages: Tradeweb

LegEndDate

Leg absolute termination date, e.g. 20100118. Mutually exclusive with LegTerm.

Type: UTCDateOnly

Used in messages: Tradeweb

LegErrorCode

Type: String

Used in messages: Unknown

LegErrorMsg

Type: String

Used in messages: Unknown

LegExchangeRate

Type: float

Used in messages: Bloomberg

LegFactor

Fraction for deriving current value from Qty for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 253 LegFactor **

Type: float

Used in messages: Tradeweb

LegFixedRateDayCount

String: IRS fixed stream – payment day-count fraction. FpML values.

Type: String

Used in messages: Tradeweb

LegFixedRatePayFrequency

IRS fixed rate stream payment frequency expressed as a period, e.g. 1Y, 3M or 1T.

Type: String

Used in messages: Tradeweb

LegFlag

BLP Specific

Type: Boolean

Used in messages: Bloomberg

LegFloatRatePayFrequency

IRS floating rate stream payment frequency expressed as a period, e.g. 1Y, 3M or 1T.

Type: String

Used in messages: Tradeweb

LegFutSettDate

Future settlement date for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 588 LegFutSettDate **

Type: UTCDateOnly

Used in messages: Tradeweb

LegFuturesCBroker

BLP Specific

Type: String

Used in messages: Bloomberg

LegFuturesDBroker

BLP Specific

Type: String

Used in messages: Bloomberg

LegGrossTradeAmt

Gross principal amount of the trade leg.

Type: Amt

Used in messages: Tradeweb

LegIDSource

Security ID source for one leg of a multi-issue trade – see values for IDSource<p>** Added to FIX 4.3 as tag: 603 LegIDSource **

Type: String

Used in messages: Tradeweb

LegIndex

Index of this leg for a multi-leg trade (trades reported individually).

Type: String

Used in messages: Bloomberg

LegIssueDate

Issue date for one leg of a multi-issue trade

Type: UTCDateOnly

Used in messages: Tradeweb

LegIssuer

Issuer for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 617 LegIssuer **

Type: String

Used in messages: Tradeweb

LegLastForwardPoints

Leg Last Forward Points – Same as Tag 195 “LastForwardPoints” but for the Far leg of a FX Swap Deal.

Type: PriceOffset

Used in messages: Bloomberg

LegLastParPx

Last price for the leg expressed in percent-of-par. Conditionally required when LegLastPx is expressed in Yield, Spread, Discount or any other type and the product supports a percent-of-par price.

Type: Price

Used in messages: Tradeweb

LegLastSpotRate

LegLastSpotRate – Similar to tag 194 “LastSpotRate” but

for the Far leg of a FX Swap deal.

Type: float

Used in messages: Bloomberg

LegLimit

Type: String

Used in messages: Mantara

LegMarketType

Leg Market Type – Similar to tag 9102 “MarketType” but for

the far leg of a FX Swap leg.

Type: char

Used in messages: Bloomberg

LegMaturityDate

Maturity date for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 611 LegMaturityDate **

Type: UTCDateOnly

Used in messages: Tradeweb

LegMaturityDayList

Type: String

Used in messages: CBOE

LegMaturityMonthYearList

Type: String

Used in messages: CBOE

LegMinBidSize

The minimum bid amount for this leg (used in multileg quotes). cf tag 647 MinBidSize

Type: Qty

Used in messages: StandardChartered

LegMinOfferSize

The minimum offer amount for this leg (used in multileg quotes) cf tag 648 MinOfferSize

Type: Qty

Used in messages: StandardChartered

LegNetMoney

Net money of the trade leg.

Type: Amt

Used in messages: Tradeweb

LegNoAllocs

Number of allocations for one leg of a multi-issue trade

Type: int

Used in messages: Tradeweb

LegNoStipulations

Number of stipulation entries for one leg of a multi-issue trade

Type: int

Used in messages: Tradeweb

LegNotionalAmount

The number of units of currency that are being traded in a given leg of an FX Option. The currency being traded is denoted by the LegNotionalCurrency field, tag 9017.

Type: Amt

Used in messages: Bloomberg

LegNotionalCurrency

The currency which the LegNotionalAmount field refers to, for an FX Option.

Type: Currency

Used in messages: Bloomberg

LegNumDaysInterest

Number of days accrued interest of the trade leg.

Type: int

Used in messages: Tradeweb

LegOfferSize1

The maximum offer amount for this leg (used in multileg quotes) cf tag 135 OfferSize

Type: Qty

Used in messages: StandardChartered

LegOptAttributeList

Type: String

Used in messages: CBOE

LegOrderQty

Order quantity of one leg of a multi-issue trade

Type: Qty

Used in messages: Tradeweb

LegOrdStatus

Type: String

Used in messages: Unknown

LegPositionEffectList

Type: String

Used in messages: CBOE

LegPriceList

Type: String

Used in messages: CBOE

LegPriceType

Values similar to TriceType

Type: String

Used in messages: Bloomberg

LegPrincipal

Type: String

Used in messages: Bloomberg

LegProduct

Product for one leg of a multi-issue trade – see Product 6613<p>** Added to FIX 4.3 as tag: 607 LegProduct **

Type: int

Used in messages: Tradeweb

LegRank

Support correct ranking of leg instruments within a synthetic.

Type: String

Used in messages: ICAP

LegRatio1

Ratio for an option leg

Type: Percentage

Used in messages: Harts

LegRatio2

Type: String

Used in messages: Mantara

LegRatioQtyList

Type: String

Used in messages: CBOE

LegRefID

An optional unique reference assigned by the ordering customer to each leg of a swap or butterfly.

Type: String

Used in messages: Tradeweb

LegRefIdList

Type: String

Used in messages: CBOE

LegRelativeStart

Leg effective date expressed as a period relative to trade date, e.g. 1Y or 3M. Mutually exclusive with LegStartDate.

Type: String

Used in messages: Tradeweb

LegReport

Indicate whether the execution report is generated for a multi-leg order or an individual leg of a multi-leg order

Type: char

Used in messages: Millennium

LegRollConvention

IRS roll convention – default ‘STD’. Values:

STD – standard product-based roll

IMM – roll on IMM dates

ECB – roll on ECB dates

NONE – for bullet payments

Type: String

Used in messages: Tradeweb

LegRoute

Routing destination for leg of spread order (char).

Type: char

Used in messages: CarlinFinancialGroup

LegSecurityDesc

Security description for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 620 LegSecurityDesc **

Type: String

Used in messages: Tradeweb

LegSecurityGroup

Multileg instrument’s individual security’s group.

See SecurityGroup (1151) field for description

Type: String

Used in messages: CMEGroup

LegSecurityID

CUSIP or ISIN of one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 602 LegSecurityID **

Type: String

Used in messages: Tradeweb

LegSecurityIdList

Type: String

Used in messages: CBOE

LegSecurityType

SecurityType for one leg of a multi-issue trade – see SecurityType 6609<p>** Added to FIX 4.3 as tag: 609 LegSecurityType **

Type: String

Used in messages: Tradeweb

LegSecurityTypeList

Type: String

Used in messages: CBOE

LegSettlmntTyp

Settlement type for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 587 LegSettlmntTyp **

Type: String

Used in messages: Tradeweb

LegShortSaleExemptionReason

Same as tag 1689 (int datatype). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.

Use in LegOrdGrp, InstrmtLegExecGrp, TrdInstrmtLegGrp components.Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.)Uses same values as ShortSaleExemptionReason.

Type: int

Used in messages: FIXProtocolLtd

LegSide

Buy or Sell leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 624 LegSide **

Type: char

Used in messages: Tradeweb

LegSideList

Type: String

Used in messages: CBOE

LegSplitTradeFlag

Leg Split Trade Flag – Similar to tag 9101 “SplitTradeFlag”

but for the far leg of a FX Swap deal.

Type: Boolean

Used in messages: Bloomberg

LegStartDate

IRS absolute effective date, e.g. 20080818. Mutually exclusive with LegRelativeStart.

Type: UTCDateOnly

Used in messages: Tradeweb

LegStipulationType

Stipulation type for one leg of a multi-issue trade – see 4.3 spec

Type: String

Used in messages: Tradeweb

LegStipulationValue

Structured stipulation value for one leg of a multi-issue trade – see 4.3 spec

Type: String

Used in messages: Tradeweb

LegStrikePriceList

Type: String

Used in messages: CBOE

LegSubFlag

BLP Specific

Type: Boolean

Used in messages: Bloomberg

LegSwapType

Substitute for LegOrderQty (6667) for one leg of a multi-issue trade: ParForPar, Duration, Risk, Proceeds

Type: String

Used in messages: Tradeweb

LegSymbolList

Type: String

Used in messages: CBOE

LegTenorCode

Tenor code used in multileg instruments.

This can be used instead of tag 588 (Leg Sett Date) in the repeating leg group section & has the same values as Tag 7250.

Type: String

Used in messages: StandardChartered

LegTerm

Leg termination date expressed as a period relative to effective date, e.g. 1Y or 3M. Mutually exclusive with LegEndDate.

Type: String

Used in messages: Tradeweb

LegTransactionSeqNumber

BLP Specific

Type: String

Used in messages: Bloomberg

LegTSTicketNumber

BLP Specific

Type: String

Used in messages: Bloomberg

LegVSPDate

LocalMktDate datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.

The Versus Purchase Date used to identify the lot in situations where a custodial lot identifier is not available.

Type: LocalMktDate

Used in messages: FIXProtocolLtd

LegVSPPrice

Price datatype. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.

The Versus Purchase Price used to identify the lot in situations where a custodial lot identifier is not available.The value should be calculated based on current cost basis / quantity held.

Type: Price

Used in messages: FIXProtocolLtd

LegYield

Yield

Type: Percentage

Used in messages: Bloomberg

Lehman

Type: String

Used in messages: LehmanBrothers

lehman2

reserved

Type: String

Used in messages: LehmanBrothers

lehman3

reserved

Type: String

Used in messages: LehmanBrothers

lehman4

reserved

Type: String

Used in messages: LehmanBrothers

LehmanATS1

Lehman ATS Field 1

Type: String

Used in messages: TownsendAnalytics

LehmanATS10

Lehman ATS Field 10

Type: String

Used in messages: LehmanBrothers

LehmanATS2

Lehman ATS Field 2

Type: String

Used in messages: TownsendAnalytics

LehmanATS3

Lehman ATS Field 3

Type: String

Used in messages: TownsendAnalytics

LehmanATS4

Lehman ATS Field 4

Type: String

Used in messages: TownsendAnalytics

LehmanATS5

Lehman ATS Field 5

Type: String

Used in messages: TownsendAnalytics

LehmanATS6

Lehman ATS Field 6

Type: String

Used in messages: TownsendAnalytics

LehmanATS7

Lehman ATS Field 7

Type: String

Used in messages: TownsendAnalytics

LehmanATS8

Lehman ATS Field 8

Type: String

Used in messages: TownsendAnalytics

LehmanATS9

Lehman ATS Field 9

Type: String

Used in messages: LehmanBrothers

LEKInternationalOrderParams1

Parameters for order types for International Exchanges

Type: char

Used in messages: LekSecuritiesCorp

LEKInternationalOrderParams2

Parameters for order types for International Exchanges

Type: char

Used in messages: LekSecuritiesCorp

LEKInternationalOrderTypes

Used to designate special order types for International Exchanges

Type: char

Used in messages: LekSecuritiesCorp

LekSecuritiesCustomField1

Type: String

Used in messages: LekSecuritiesCorp

LekSecuritiesCustomField2

Type: String

Used in messages: LekSecuritiesCorp

LekSecuritiesCustomField3

Type: String

Used in messages: LekSecuritiesCorp

LetAccruedInterestAmt

Accrued interest of the trade leg.

Type: Amt

Used in messages: Tradeweb

Levy

Levy

Type: String

Used in messages: JPMorganChase

LimitGap

Indicates the price delta relative to current market best price. Specific to XETRA market (best quote)

Type: Price

Used in messages: GLTrade

LimitPxAnchor

Char: Identifies anchor price when limit price is specified in relative terms.

Type: char

Used in messages: LehmanBrothers

LimitPxDirection

Char: Identifies units and direction of relative limit price offset.

Type: char

Used in messages: LehmanBrothers

LimitPxOffset

Float: Offset relative to selected anchor for relative limit price.

Type: float

Used in messages: LehmanBrothers

LimitPxType

Int: Allows users to specify an average limit price. Valid Values: 1 = Absolute Price (default) 2 = Average Limit Price

Type: int

Used in messages: LehmanBrothers

LimitvLast

.

Type: String

Used in messages: Citigroup

LimitWRT

A = fill

B = leaves

Type: char

Used in messages: GuosenSecurities

LingerTime

Order cancel delay after un-breach (int).

Type: UTCTimestamp

Used in messages: CarlinFinancialGroup

LinkPercent1

The NumLinks should be specified before using the LinkPercent.

LinkPercent and LinkSymbol are children of NumLinks

Type: Percentage

Used in messages: PerformanceTechnologiesInc

LinkPercent2

The NumLinks should be specified before using the LinkPercent.

LinkPercent and LinkSymbol are children of NumLinks

Type: Percentage

Used in messages: PerformanceTechnologiesInc

LinkSymbol

The NumLinks should be specified before using the LinkSymbol.

LinkSymbol and LinkPercent are children of NumLinks

Type: String

Used in messages: PerformanceTechnologiesInc

LiqProvOnly

Flag is used to specify a Summary/Liquidity provider only order.

Type: Boolean

Used in messages: Nasdaq

LiquidityFlag

Indicator of how BRUT executed the trade.

Type: char

Used in messages: AutomatedSecurityClearanceLtd

LiquidityLevel

The liquidity level of the instrument.

Type: int

Used in messages: CinnoberFinancialTechnologyAB

LiquidityProvider

Contains the Legal entity long name or BIC code of dealer whose best quote on inquiry actually triggers the trade between MarketAxess and client trader.

DataType=String

Type: String

Used in messages: MarketAxess

LiquidShare

Indicates whether this instrument is a “liquid share” or not.

Type: Boolean

Used in messages: CinnoberFinancialTechnologyAB

ListID1

the unique identifier of the multi-quote or Inquiry list

Type: String

Used in messages: LehmanBrothers

ListID2

Customer-assigned identifier for List Orders. ListID(6630) is used in NewOrder and OrderReplace. Tag ListID(66) is used in ExecutionReport and AllocationReport.

Type: String

Used in messages: Tradeweb

LmtTickSizeRatio

Double Value

Type: float

Used in messages: BearStearns

LoanSettleDate

Expiry date of lending stock

Type: UTCDateOnly

Used in messages: Euronext

LoanSupportFlag

Indicator of underlying security on the lending market

Type: Boolean

Used in messages: Euronext

LocalAgentAcctNum

Local Agent Account Number required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.

Type: String

Used in messages: JPMorganChase

LocalAgentCode

Local Agent Code required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.

Type: String

Used in messages: JPMorganChase

LocalAgentName

Local Agent Name required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.

Type: String

Used in messages: JPMorganChase

LocalOrForeign

Identify whether client is local or foreign investor

0: Local Investor

1: Foreign Investor

Type: char

Used in messages: KoreaStockExchange

LocateBroker

NASD Rule 3370 (Short Sell Rule) requires that every short sell order specify a Locate (Tag 114=Y), identifying which broker has loaned the stock to settle the short sale.

Type: String

Used in messages: RBC

LocateIdentifier

The actual locate identifier/reference provided by the LocateBroker (5700).

Type: String

Used in messages: AmericanCenturyInvestments

LocateSource

Indicates the source of Locate,whether the Security is located from another broker or pre-borrowed or loacte details are not required.

Type: String

Used in messages: UBS

LockCrossFlag

If set to Y, forces a price (quote or advertisement) to be accepted even if the price is out of range. N=No, default Y=Yes, force price to be accepted even if out of range.

Type: Boolean

Used in messages: NationalQuotationBureau

LockedIn

A = if locked-in by acceptance, else sell control number; S = if locked-in by acceptance with short sale indication (sent to OE responsible party accepting the trade only); X = if locked-in by acceptance with short sale exempt indication (sent to OE responsible party accepting the trade only); L = to denote an auto locked in trade against the contra side; Z = to denote a split locked in trade against the contra side

Type: char

Used in messages: Nasdaq

LockedInStatus

Contains the current status of the locked in trade. Valid values:A = The trade is still locked in (by trade acceptance) because both trading parties’ Break Trade transaction have not been received.M = The trade is still locked in (by trade matching) because both trading parties’ Break Trade transactions have not been received.B = The locked in trade is effectively broken because both trading parties’ Break Trade transactions have been received.

Type: char

Used in messages: Nasdaq

LockedQty

Locked quantity

Type: Qty

Used in messages: BATSTrading

LockMktProtection

Setting for locked market protection.

Data Type: Boolean

Valid Values:Y = Protection type is ‘Locked’

N = Protection type is not “Locked”

Type: Boolean

Used in messages: SSITechnologies

LockOrCrossIndicator

Used to indicate whether the Quote has resulted in a lock or cross or none(Neither lock/cross) condition.

Type: Boolean

Used in messages: SSITechnologies

LockStatus

Indicates whether an order is locked (temporarily) on the orderbook.Boolean

Type: Boolean

Used in messages: OMGroup

LODIndicator

Limit Order Display indicator

Type: Boolean

Used in messages: ThomsonFinancial

LoginRouteID

This tag shall contain the id used for login and routing purposes

Type: String

Used in messages: CMEGroup

LongLimit

Type: String

Used in messages: Mantara

LongMoneyLimit

Long exposure limit for pairs and portfolio trades

Type: String

Used in messages: CreditSuisse

LongName1

This field is a string, consisting of a branch number and an account id.

Type: String

Used in messages: GLTrade

LongName2

Client Long Name

Type: String

Used in messages: LehmanBrothers

LotSize1

Fill quantity increment above the initial fill size.

Type: Qty

Used in messages: Tradeweb

LotSize2

Dollar neutral order lot size control (Price).

Type: Price

Used in messages: CarlinFinancialGroup

LowerPricePct

Dispersal Percentage

Type: Percentage

Used in messages: PELynch

LowerPricePctSIT

1 = Switch If Touched ™

Type: String

Used in messages: PELynch

LowerVolatilityBand

Lower volatility ban boundary (absolute value)

Type: Price

Used in messages: BelgradeStockExchange

LowLimit

Minimum authorized price at which an instrument can trade

Type: Price

Used in messages: Euronext

LowLimitBlockTrade

Indicates the lower price limit for out-of-session block trades for the given security

Type: Price

Used in messages: Euronext

LowLimitNormalTrade

Indicates the lower price limit authorized for normal out-of-session trades for the given security

Type: Price

Used in messages: Euronext

LowLimitSIT

1 = Switch If Touched ™

Type: String

Used in messages: PELynch

LowPxDenom

NYSE – Institutional XPress – Indicates the trading denominator of the indication price.

Type: Price

Used in messages: SIAC

LvsTimeInForce

FCS Cancel – Line 3E, Field 2 Valid Values: 0 = DAY, 1 = GTC, 2 = OPG, 3 = OC, 4 = FOK, 5 = GTX, 6 = Reject Message, set Text[58] to Good till date not supported . Allows the user to change the Time In Force on a Cancel with Leaves. Absence of this field defaults to original order state. Note: Original Time In Force can be re-stated. FIX 4.1 Format: Char, FIX 4.2 Format: String

Type: String

Used in messages: SIAC

MADataID

Numeric field identifying each traded security in MarketAxess system. Unique per trade being reported in BTDS feed

Type: int

Used in messages: MarketAxess

MajorBadge

NYSE – Front End Systemic Capture (FESC) Field: This is a required field when submitting a report drop copy.

Specifies the badge number of the executing broker of its (the submitter’s) side of the trade

Type: String

Used in messages: SIAC

MajorClearingInd

Signifies that the CBID in the message is the MMID’s major clearing firm. A self-clearing firm will always be denoted as major. Valid values:

M = Major

N = not a major arrangement

Type: char

Used in messages: Nasdaq

Manageability

Indicates if the order is a managed order or a leave order

Type: Boolean

Used in messages: ICAP

Managed

Boolean: Flags a managed trading account.

Type: Boolean

Used in messages: Tradeweb

ManagedAccount

Boolean. Flags a managed account (DBAB).

Type: Boolean

Used in messages: Tradeweb

MandatorID

This field indicates the code of the mandator.

Type: String

Used in messages: GLTrade

Mantara1

Type: String

Used in messages: Mantara

Mantara2

Type: String

Used in messages: Mantara

Mantara3

Type: String

Used in messages: Mantara

Mantara4

Type: String

Used in messages: Mantara

Mantara5

Type: String

Used in messages: Mantara

ManualOrderIndicator

ManualOrderIndicator=Y signifies that the order was entered manually. ManualOrderIndicator=N signifies that the order was entered electronically. If this field is missing, it should be assumed that the order was not manually entered. This field is of type Boolean.

Type: Boolean

Used in messages: LavaTrading

ManualOrderIndicatorClone

Clone of FIX.4.4 tag 1028(ManualOrderIndicator) for use by firms / vendors who are unable to use the official tag.

Type: Boolean

Used in messages: LavaTrading

Margin

Values: 0 – None, 1 – Buy, 2 – Sell, 3 – Both(buy and sell)

Type: char

Used in messages: Nasdaq

MarginInit

Initial deposit value (specific to GL SPAN message)

Type: Amt

Used in messages: GLTrade

MarketCode

Code of market where instrument is traded.

Type: Exchange

Used in messages: B2BITS

MarketFlowID

Market feed indicator

Type: String

Used in messages: Euronext

MarketID1

Identifier for a group of securities. Values: A – Group A, B – Group B, C- Group C, D – Group D.

Type: char

Used in messages: Nasdaq

MarketID2

Market Id where security is traded

Type: String

Used in messages: ICAP

MarketMakerID

The market maker ID to be shown against a quote

Type: String

Used in messages: NationalQuotationBureau

MarketMakerName1

Name of market maker

Type: String

Used in messages: NationalQuotationBureau

MarketMakerName2

Indicate the name of the market maker

Type: String

Used in messages: Euronext

MarketMakerPhone

This parameter indicates the phone number of the subscriber’s representative who acts as market maker for the given stock

Type: String

Used in messages: Euronext

MarketMakerType

Indicate the market maker type

Type: String

Used in messages: Euronext

MarketMarketOn

Multiple market order enable (char).

Type: char

Used in messages: CarlinFinancialGroup

Marketsection

Identifies section of market.

Type: String

Used in messages: Nasdaq

MarketSegment

The Market Segment allows the requester to set the Market Segment that will be sent in a Mass Quote Response

Type: String

Used in messages: MarketAxess

MarketShareCapClose

Type: String

Used in messages: Citigroup

MarketShareCapOpen

Type: String

Used in messages: Citigroup

MarketZone

Code identifying the market center/zone where market data entry originated from.

Type: char

Used in messages: BrookPathPartnersInc

MassCancelRequestType1

Indicates type of mass cancel. Values: 1 – All orders for Firm, 2 – All orders for a Symbol, 3 – All orders for a ClientID, 4 – All orders for a Side, 5 – All orders for a Symbol and ClientID, 6 – All orders for a Symbol, ClientID and Side, 7 – All orders for a ClientID and Side, 8 – All orders for a Symbol and Side.

Type: char

Used in messages: Nasdaq

MassCancelRequestType2

= 100 – Cancel all own orders

= 101 – Cancel all firm’s orders

Enumeration allows the client to cancel all own or all firm orders

Type: String

Used in messages: ICAP

MassQuoteMessagesCount

Total number of mass quote messages received in a given time interval.

Type: int

Used in messages: CMEGroup

MassStatusReqType

= 100 – Status of own orders for a symbol

= 101 – Cancel all own orders

Enumeration allows traders to cancel all own orders or all own orders of a symbol

Type: String

Used in messages: ICAP

MasterAccount

Master account identifier

Type: String

Used in messages: Bloomberg

MasterSPSAID

Master Special Segregated Accounts Investor ID that is 6 digits long without leading zero(s) assigned by CCASS (Hong Kong).HKSCC provides the Master SPSA services to the market to facilitate investors who maintain China Connect Securities with custodians but want to sell their China Connect Securities without having to pre-deliver the securities from their custodians to their executing brokers. The investor may designate at most 20 exchange participants (EPs) as executing brokers who are authorised to use their Investor ID to execute orders in China Connect Securities on his behalf. When the designated EP inputs such investor’s sell order, it shall also input the Investor ID with the sell order.

Type: int

Used in messages: FIXProtocolLtd

MatchAsk

Needed in Danish market. Used to verify that a client has got the latest pricing when making an order.

Type: Price

Used in messages: InterbizzFinancialSystemsAB

MatchBid

Needed in a Danish market. Used to verify that a client has got the latest instrument price when making an order.

Type: String

Used in messages: InterbizzFinancialSystemsAB

MatchedIndicator

Indicates whether the allocation has matched the trade input.valid values:

0 = not destined for matching

1 = destined for matching

2 = allocation has matched

3 = unmatched allocation

Type: char

Used in messages: DepositoryTrustCompany

MatchEventStartIndicator

Boolean to indicate the beginning of a match event for a central order book system.

Type: Boolean

Used in messages: CMEGroup

MatchingSlipID

Unique Slip ID assigned by the matching system

Type: String

Used in messages: Millennium

MatchingVariance

The difference between the net amount of the trade and the net amount of the matching allocation.

data type: float

Type: float

Used in messages: DepositoryTrustCompany

MatchMultipleQty

Executed quantity must be a multiple of this quantity.

Type: Qty

Used in messages: GLTrade

MatchRefNo

A unique reference number assigned by the matching system

Type: String

Used in messages: Millennium

MatchType

Type of match for internalized order. Valid Values: 1=Guaranteed Price, 2=Limit Price, 3=Auto Match

Type: char

Used in messages: CBOE

MatDatEndYield

Yield corresponding to Maturity end date.

Part of NoDateRates (5538) repeating group.

Type: Percentage

Used in messages: Bloomberg

MatDatStartYield

Yield corresponding to Maturity start date.

Part of NoDateRates (5538) repeating group.

Type: Percentage

Used in messages: Bloomberg

MATDTADJ

Adjusted maturity (Termination) date

Type: UTCTimestamp

Used in messages: LehmanBrothers

MatrixAgreementType

Matrix Agreement Type

Type: String

Used in messages: Bloomberg

Maturity

Complete maturity date for Fixed Income trades. YYYYMMDD

Type: UTCDateOnly

Used in messages: Bloomberg

MaturityDate1

Bond maturity date<p>** Added to FIX 4.3 as tag: 541 MaturityDate **

Type: UTCDateOnly

Used in messages: Tradeweb

MaturityDate2

The securities maturity date expressed as a single field rather than using the existing FIX fields of MaturityMonthYear and MaturityDay

Type: UTCDateOnly

Used in messages: NationalQuotationBureau

MaturityDateEnd

The maturity end date for a single bucket.

Type: UTCDateOnly

Used in messages: FannieMae

MaturitySize

Size available corresponding to Maturity range.

Part of NoDateRates (5538) repeating group.

Type: Price

Used in messages: Bloomberg

Max2BX

Max of order to BlockCross (%)Percentage. Values: 0 to 100.

Type: Percentage

Used in messages: ICAP

MaxAuction

0-100 (max 2dp

Type: Percentage

Used in messages: Citigroup

MaxBestBidSize

Specifies the maximum number of shares to buy for which the sender can quote at their best price.

Type: Qty

Used in messages: DresdnerKleinwortWasserstein

MaxBestOfferSize

Specifies the maximum number of shares to sell for which the sender can quote at their best price.

Type: Qty

Used in messages: DresdnerKleinwortWasserstein

MaxBidQty

Indicates the maximum allowable quantity of an individual bid.

Type: Qty

Used in messages: BolsadeMercadoriasFuturos

MaxCabPrice

Indicate the maximum cabinet price for a given option instrument.

Type: Price

Used in messages: CMEGroup

MaxChildVol

Int>=0

Type: int

Used in messages: Citigroup

MaxChildVolPct

participation rate for a child order wrt some benchmark reference volume such as inside quote size,etc.

Type: Percentage

Used in messages: GuosenSecurities

MaxCostFromStrike

Maximum cost from strike in basis points (int)

Type: int

Used in messages: ABNAMRO

MaxCrossQty

Type: Qty

Used in messages: MerrillLynch

MaxDeltaNeutrality

The percentage change in long position minus the percentage change in short position has to be less than this value.

Type: Percentage

Used in messages: Nomura

MaxFloor

Same as tag 111. Is added as a user-defined field for inclusion in Execution reports generated by FIX engine versions < 4.2 in support of the Drop Copy functionality.

Type: Qty

Used in messages: SIAC

MaxFloorPercent

Max Floor Percent of Touch

Type: Qty

Used in messages: LehmanBrothers

MaxHedge

Control of maximum allowed pending hedge orders (int).

Type: int

Used in messages: CarlinFinancialGroup

MaxNoDecimals

Maximum number of decimals to display

Type: int

Used in messages: ICAP

MaxOfferQty

Indicates the maximum allowable quantity of an individual offer.

Type: Qty

Used in messages: BolsadeMercadoriasFuturos

MaxOrderQty

Indicates the maximum order quantity allowed for a particular instrument

Type: Qty

Used in messages: CMC

MaxOrdersPerLevel

The maximum number of orders that can be placed at any one price level

Type: int

Used in messages: UBS

MaxOrdersVolume

Maximum summary volume of active buy and sell orders.

Type: Qty

Used in messages: B2BITS

MaxPctParticipation

Indicates the maximum participation rate for an algorithmic order

Type: Price

Used in messages: Unknown

MaxPctVol1

Type: String

Used in messages: LavaTrading

MaxPctVol2

0-100 (max 2dp)

Type: Percentage

Used in messages: Citigroup

MaxPctVolume

(int)

Type: int

Used in messages: CreditSuisse

MaxPegQty

These fields indicate the largest size quote to which the e-Quote or d-Quote is willing to peg. Must be roundlot represented in shares.

Type: Qty

Used in messages: SIAC

MaxPercentCrossing

Type: float

Used in messages: Citigroup

MaxPercentVol

Used with CAT Strategies. Valid Values: 0-99.

Type: int

Used in messages: CapitalInstitutionalServices

MaxPercentVolume

The maximum % of volume the algorithm will try to achieve.

Valid values: 0-100.

Min%Volume < Max%Volume.

Type: Percentage

Used in messages: CapitalInstitutionalServices

MaxPostDest

Maxim number of destination/venues an order can be posted to

Type: int

Used in messages: MerrillLynch

MaxPriceLevels

Maximum number of price levels

Type: int

Used in messages: UBS

MaxQuotableBidSize

Specifies the maximum number of shares to buy for which the sender will quote

Type: Qty

Used in messages: DresdnerKleinwortWasserstein

MaxQuotableOfferSize

Specifies the maximum number of shares to sell for which the sender will quote

Type: Qty

Used in messages: DresdnerKleinwortWasserstein

MaxShares

Int Value

Type: int

Used in messages: BearStearns

MaxShow1

Order: Inform broker the amount of the order to be shown via IOIs

<p>

** ADDED TO FIX 4.1 AS TAG: 210 (MaxShow) **

Type: Qty

Used in messages: StateStreet

MaxShow2

Same as tag 210. Is added as a user-defined field for inclusion in Execution reports generated by FIX engine versions < 4.2 in support of the Drop Copy functionality.

Type: Qty

Used in messages: SIAC

MaxSliceSize

Maximum contracts per slice

Type: Qty

Used in messages: UBS

MaxSpent

Type: String

Used in messages: Citigroup

MaxTimeDelay

Maximum delay in seconds

Type: int

Used in messages: UBS

MDAggressorSide

In MD Trade entries. Values: 1 = Take 2 = Hit

Type: char

Used in messages: Tradeweb

MDAvailBuySize

In MD Trade entries available buy quantity (Qty)

Type: Qty

Used in messages: Tradeweb

MDAvailSellSize

In MD Trade entries available sell quantity (Qty)

Type: Qty

Used in messages: Tradeweb

MDBookType

This is used in pre-5.0 to allow the identification of book type. Same definition and usage as FIX 5.0’s MDBookType (1021).

Type: int

Used in messages: BrookPathPartnersInc

MDCount

Type: String

Used in messages: BrookPathPartnersInc

MDCountType

Describes the count type in MDCount in relation to MDStatScope. Values include:

1 = Peak, 2 = Record, 3 = Time interval, 4 = Running count

Type: char

Used in messages: BrookPathPartnersInc

MDCumTradeSize

In MD Trade entries cumulative quantity negotiated (Qty)

Type: Qty

Used in messages: Tradeweb

MDCustomerSize

Indicates the customer quantity for Book feed from CBOE.

Type: Qty

Used in messages: CBOE

MDDelayed

Indicates whether the market data entry is being published on a delayed basis. Default is “N”. (Boolean field)

Type: Boolean

Used in messages: BrookPathPartnersInc

MDElementName

The field is defined as a set of enumerated values providing one to one mapping of market data elements to entries in FIX messages.

Type: String

Used in messages: EBS

MDEntryCode

Index level indicator

Type: String

Used in messages: Euronext

MDEntryHiddenSize

Hidden size (Qty) – shown only to the originating dealer

Type: Qty

Used in messages: Tradeweb

MDEntryPxDenom

NYSE – Institutional XPress – Indicates the NYSE trading denominator.

Type: Price

Used in messages: SIAC

MDEntrySizeType

1 = explicit 2 = implied

default value is 1

this tag will be used to differenciate a price that is explicit from a price that is implied. explicit prices are provided based on orders sitting in the central order book. implied prices are calculated based on explicit prices and are contingent (e.g. a spread combination may offer an implied bid price if the first leg has an explicit bid price and the second leg an ask explicit price).

Type: char

Used in messages: TradingboxLtd

MDEntryTransType

Trade Type reported in Market Data, used when MDEntryType = 2(Trade).

DataType=char

Values: 0=Done (New Trade), 1=Cancel, 2=Corrected

Type: char

Used in messages: MarketAxess

MDEntryType

= 100 – Total trade volume (for the day)

= 101 – Total trades

= 102 – Price Update (not applicable for market data incremental refresh message)

= 103 – Trade history request (applicable only for the Market Data Request message)

Type: String

Used in messages: ICAP

MDExecDate

Execution date.

Type: UTCDateOnly

Used in messages: SWXSwissExchange

MDExecTime

Execution time.

Type: UTCTimestamp

Used in messages: SWXSwissExchange

MDGatewayIDs

Indicates gateways that provide market data for given display group

Type: String

Used in messages: ICAP

MDHiddenSize

Hidden size in market data update and snapshot

Type: Qty

Used in messages: ICAP

MDPriceLevel

This is used in pre-5.0. Same definition and usage as FIX 5.0’s MDPriceLevel (1023).

Type: int

Used in messages: BrookPathPartnersInc

MDPriceUpdateType

Indicates the price update type

Type: String

Used in messages: ICAP

MDProcessIndicator

Indicates if Snapshot can be ignored by the client, or if it definitely needs to be processed for processing Snapshot and Incremental book feed.

Type: Boolean

Used in messages: CBOE

MDRefReqID

Previously subscribed MDReqID that has been affected. How it was affected is given in the the MDReqRejReason field.

Type: String

Used in messages: FinancialGeneticsCorporation

MDReqRejReason

= 100 – Other

Type: String

Used in messages: ICAP

MDScope

Scope of market data being requested or returned – values are:

1-Local

2-National

3-Global

Type: char

Used in messages: CBOE

MDSecondaryCustomerSize

Customer quantity included in an order book entry. Only required if there are two customer categories for which the quantities have to be shown separately (see also 6709 MDCustomerSize)

Type: Qty

Used in messages: DeutscheBorse

MDStatScope

Describes a time dimension when distributing market data statistics. Values include: 1= current day, 2 = previous day, 3 = 1 minute, 4 = 10 seconds

Type: int

Used in messages: BrookPathPartnersInc

MDStdDeviation

The margin of error, confidence factor or standard deviation of a rate

rice.

Type: Percentage

Used in messages: BrookPathPartnersInc

MDWorkupState

In MD Trade entries. Values: 0 = Private 1 = Public

Type: char

Used in messages: Tradeweb

MemberAddress

Mailing address of the member

Type: String

Used in messages: Millennium

MemberCodeCounterpart

This field indicates the Member code counterpart. For a cross order the possible values are: INTRAFIRM or NONMEMBER.

Type: String

Used in messages: GLTrade

MemberID

Designate the member code

Type: String

Used in messages: Euronext

MemberName

Descriptive name of the member firm

Type: String

Used in messages: Millennium

MemberVolume

Volume traded by a particular member

Type: Qty

Used in messages: Millennium

Memo

Free format text field sent to the market.

Type: String

Used in messages: GLTrade

MemoAB

FCS Report – Line 4B, Field 56; 1-10 alphanumeric characters

4 characters for Memo A and 6 for Memo B; a period will be returned for any character not enteredFIX.4.1 Format: Char

FIX.4.2 Format: String

Type: String

Used in messages: SIAC

MessageDestination

Indicates the user to whom the message is adressed

Type: String

Used in messages: Euronext

MessageID

Sequence number of message within this E-mail

Type: SeqNum

Used in messages: Euronext

MessageKind

Indicates the general contents of an E-mail

Type: String

Used in messages: Euronext

MessagePartID

Sequence number of message in this E-mail

Type: SeqNum

Used in messages: Euronext

MGFCandidate

Defines if order is eligble as a MGF Candidate.

Used to support message translation between FIX-STAMP for Canadian Equities.

Type: UTCDateOnly

Used in messages: IntegratedTransactionSystemsLtd

MguIndicator

Indicates whether a trade notification is generated as a result of a MGU order execution.Valid values:

1 – MGU Execution

0 – Other

Type: Boolean

Used in messages: Millennium

MIC

Market Identifier Code – Used to identify market maker used in quote and execution reports.

Type: String

Used in messages: Unknown

MidPointFlag

Flag to identify a midpoint order (specific XETRA). Valid values: 1=Yes; 2=No.

Type: Boolean

Used in messages: GLTrade

MIFIDBestExecutionIndicator

Valid values:

1=Gross Price (Best Exec without the cost);

2=Net Price(Best Exec with fees);

3=Ranking (Best Exec depending of the market ranking);

4-5-6=Custom1 to Custom3 (it’s for futur algorythm).

Default value=1(Gross Price).

Type: char

Used in messages: GLTrade

MIFIDBestExecutionReqd

Indicates whether the broker is to execute the order using the Best Execution Policy defined with the customer (MIFID directive)Valid values :

Y = Indicates the broker should execute the order using the Best Execution Policy

N = Indicates the broker should NOT execute the order using the Best Execution Policy

(optional)

Type: Boolean

Used in messages: CreditAgricoleCheuvreux

MIFIDClientCodeType

Defines the client type.

Valid values: 1 Market Maker; 2 Eligible counterparty; 3 Investment Firms; 4 Retail.

Type: char

Used in messages: GLTrade

MIFIDDestination

Indicates the destination.Valid values:

1=Any exchanges (send on all available exchanges);

2=Selected instrument market (send the order only on the market where the trader choose the stock. In the case where you have multi-listed instruments on the same market (as for VIRTX) the order can be split between the different shares;

3=Selected instrument only (when you have multi-listed instruments on the same market (as for Chi-X). You send the order only on the instrument you choose on this market.

Default value = 1(Any exchanges)

Type: char

Used in messages: GLTrade

MIFIDInternalizationIndicator

Indicates the TYPE of internalization.

Valid values:

1=FACILITATION (internalization is authorized between client orders only);

2=PROPRIETARY (internalization is authorized against the internal book);

3=ONLY (order will remain in the internal liquidity pool. It will not be released to the market);

4=NO.

Default value=1(Facilitation).

Type: char

Used in messages: GLTrade

MIFIDInternalLimite

In case the order type is soft-limit, this field indicates the internal limit.

Type: Price

Used in messages: GLTrade

MIFIDNegociationcode

This field contains the negociation code of execution market

Type: String

Used in messages: GLTrade

MIFIDOrderType

Indicates the client order type in case the order is sent to the client matching engine.

Valid values: 1=Mid price (matching engine will maintain the price in real time as mid-price); 2= Soft limit (matching engine will manage an internal limit, and an external or exchange limit).

Type: char

Used in messages: GLTrade

MIFIDRetention

Equivalent of Overnight. It’s for keeping the orders until the next trading session.

Valid values:

1=YES;

2=NO.

Default value=2(NO).

Type: Boolean

Used in messages: GLTrade

MIFIDSplit

Autorizes the split functionality.

Valid values:

1=YES;

2=NO.

Default value=2(NO).

Type: Boolean

Used in messages: GLTrade

MIFIDTradeExchange

Contains the GL GLID of execution market

Type: String

Used in messages: GLTrade

MinAnytimeQty

Minimum anytime fill quantity on an order, for subsequent fills. Works alongside tag 110 as MinQty (which effectively acts as minimum initial quantity).

Type: Qty

Used in messages: Nomura

MinCabPrice

Indicate the minimum cabinet price for a given option instrument.

Type: Price

Used in messages: CMEGroup

MinCrossQty

Type: Qty

Used in messages: MerrillLynch

MinDeltaNeutrality

The percentage change in long position minus the percentage change in short position

Type: Percentage

Used in messages: Nomura

MinDiscretionTime

Int: Identifies the minimum time between sweeps in seconds.

Type: int

Used in messages: LehmanBrothers

MinHedgeTriggerQty

Minimum option volume traded before starting the hedge

Type: Qty

Used in messages: LehmanBrothers

MinHedgeTriggerValue

Minimum option delta traded before starting the hedge

Type: Price

Used in messages: LehmanBrothers

MinimumValueType

(To be used if MinQty– Tag 110 is used)

Valid values

‘S’ – Shares

‘V’ – Value

Type: char

Used in messages: JapanCrossSecurities

MinLeavesQty

Minimum order quantity to be left on an order. Potential fills which take LeavesQty (tag 151) below this value will not be executed.

Type: Qty

Used in messages: Nomura

MinNoDecimals

Minimum number of decimals to display

Type: int

Used in messages: ICAP

MinorCtrlNbr

NASDAQ-assigned 10-char control number used to identify each one of the minor trades used for a M2 trade match with the major trade.

Type: String

Used in messages: Nasdaq

MinOrderQty

Indicates the minimum order quantity allowed for a particular instrument

Type: Qty

Used in messages: CMC

MinPctParticipation

Indicates the minimum participation rate for an algorithmic order

Type: Price

Used in messages: Unknown

MinPctVol1

Type: String

Used in messages: LavaTrading

MinPctVol2

0-100 (max 2dp)

Type: Percentage

Used in messages: Citigroup

MinPctVolume

(int)

Type: int

Used in messages: CreditSuisse

MinPegQty

This field indicates the smallest size quote to which the e-Quote or d-Quote is willing to peg. Must be roundlot represented in shares.

Type: Qty

Used in messages: SIAC

MinPercentLQFI

Min% LQFI

Type: Percentage

Used in messages: Citigroup

MinPercentVol

Used with CAT Strategies. Valid Values: 0-50.

Type: int

Used in messages: CapitalInstitutionalServices

MinPercentVolume

The minimum % of volume the algorithm will try to achieve. Valid values: 0-100.

Min%Volume < Max%Volume.

Type: Percentage

Used in messages: CapitalInstitutionalServices

MinPriceIncrement

Used in pre-5.0 versions to provide same functionality as 5.0’s MinPriceIncrement(969).

Type: float

Used in messages: B2BITS

MinPxVar

Minimum price variation.

Data Type: long

Type: int

Used in messages: SSITechnologies

MinQty

Same as tag 110. Is added as a user-defined field for inclusion in Execution reports generated by FIX engine versions < 4.2 in support of the Drop Copy functionality.

Type: Qty

Used in messages: SIAC

MinRaised

Type: String

Used in messages: Citigroup

MinReqComp

The minimum percentage of the order that must be completed by EndTime.

Type: Percentage

Used in messages: CapitalInstitutionalServices

MinSliceQty

Size of a trading block for an all or none order

Type: Qty

Used in messages: Euronext

MinTake

Minimum block size allowed when searching for liquidity levels. Integer Value.

Type: int

Used in messages: Jefferies

MiscDataLine4

FCS Order, Cancel, Cancel/Repl, Admin Req – Line 4, Field 1: 1-27 charactersFIX.4.1 Format: Char

FIX.4.2 Format: String

Type: String

Used in messages: SIAC

MiscDataLine4A

FCS Cancel and Cancel/Repl, Admin Req

– Line 4A, Field 5FIX.4.1 Format: Char

FIX.4.2 Format: String

Type: String

Used in messages: SIAC

MiscFeeCCY

currency of payment

Type: String

Used in messages: LehmanBrothers

MiscFeePayer

Type: String

Used in messages: LehmanBrothers

MiscFeeReceiver

fee receiver

Type: String

Used in messages: LehmanBrothers

MITFlag

Market If Touch flag: Valid values: ‘0’ Simple Order (default), ‘1’ MIT order type.

Type: int

Used in messages: GLConsultantsInc

MktIndic

Indicates the market regulations governing the market on which the stock is traded

Type: String

Used in messages: Euronext

MktMkerID

ID of the member firm responsible for market making for this particular stock

Type: String

Used in messages: Euronext

MktShareLimit

Market share limit.

Type: String

Used in messages: B2BITS

MktShareThreshold

Market share limit threshold.

Type: Percentage

Used in messages: B2BITS

MktSize

Volume in other exchange.

Data Type: Qty

Type: Qty

Used in messages: SSITechnologies

MktSpread

MarketAxess estimated market spread for the traded security. Datatype=float

Type: float

Used in messages: MarketAxess

MktTickSizeRatio

Double Value

Type: float

Used in messages: BearStearns

MKTXActualDueAtTime

Time of day indicating the time at which the client will see dealer responses

Type: UTCTimestamp

Used in messages: MarketAxess

MKTXAllowPartialFill

Optional flag indicating client’s desire to allow a partial-fill (not the same as MinQty).

Type: Boolean

Used in messages: MarketAxess

MKTXAnalysisTo

Req’d field if 5661 exists.

Defines the value against which cost analysis is being reported.

DataType: String

Defined Values are:

Cover, Avg, BondTicker

Type: String

Used in messages: MarketAxess

MKTXAvailableActions

Comma separated list of available actions, e.g.

“CANCEL”

“PASS,ACCEPT,COUNTER”

“NONE”

Type: MultipleStringValue

Used in messages: MarketAxess

MKTXBenefit

Difference between Traded Principle and calculated principle for the value of “MKTXAnalysisTo” (Cover, Avg, BondTicker)

DataType: Amt

Value: float field with 2 decimal point precision

Type: Amt

Used in messages: MarketAxess

MKTXComparisonPrice

Price for the value of “MKTXAnalysisTo” (Cover, Avg, BondTicker)

DataType: Price

Value: float field with 4 decimal point precision

Type: float

Used in messages: MarketAxess

MKTXDeltaDayPrice

Day over day change in price with respect to comparable size trade. If the bond did not trade during the prior day, no value is reported. Change computed against last trade from prior day.

DataType=float

Type: float

Used in messages: MarketAxess

MKTXDeltaDaySpread

Day over day change in spread to treasury with respect to comparable size trade. If the bond did not trade during the prior day, no value is reported. Change computed against last trade from prior day.

DataType=float

Type: float

Used in messages: MarketAxess

MKTXDeltaDayYield

Day over day change in yield with respect to comparable size trade. If the bond did not trade during the prior day, no value is reported. Change computed against last trade from prior day.

DataType=float

Type: float

Used in messages: MarketAxess

MKTXDeltaMtdPrice

Month-to-date change in price with respect to comparable size trade. If the bond did not trade during the prior month, no value is reported. Change computed against last trade from prior month.

DataType=float

Type: float

Used in messages: MarketAxess

MKTXDeltaMtdSpread

Month-to-date change in spread to treasury with respect to comparable size trade. If the bond did not trade during the prior month, no value is reported. Change computed against last trade from prior month.

DataType=float

Type: float

Used in messages: MarketAxess

MKTXDeltaMtdYield

Month-to-date change in yield with respect to comparable size trade. If the bond did not trade during the prior month, no value is reported. Change computed against last trade from prior month.

DataType=float

Type: float

Used in messages: MarketAxess

MKTXDeltaWeekPrice

Week over week change in price with respect to comparable size trade. If the bond did not trade during the prior week, no value is reported. Change computed against last trade from prior week.

DataType=float

Type: float

Used in messages: MarketAxess

MKTXDeltaWeekSpread

Week over week change in spread to treasury with respect to comparable size trade. If the bond did not trade during the prior week, no value is reported. Change computed against last trade from prior week.

DataType=float

Type: float

Used in messages: MarketAxess

MKTXDeltaWeekYield

Week over week change in yield with respect to comparable size trade. If the bond did not trade during the prior week, no value is reported. Change computed against last trade from prior week.

DataType=float

Type: float

Used in messages: MarketAxess

MKTXDesiredDueAtTime

Time of day indicating the time at which the client desires to see dealer responses

Type: UTCTimestamp

Used in messages: MarketAxess

MKTXEstimatedQuantity

Reports the MarketAxess estimated quantity for a trade where tag 5640=E, i.e. the quantity falls beyond the range disseminated by FINRA for High Grade and High Yield bonds.

DataType=Qty

Type: Qty

Used in messages: MarketAxess

MKTXInquiryState

Enumeration indicating MarketAxess Inquiry States

Type: char

Used in messages: MarketAxess

MKTXInquiryTimerDuration

Integer representing the number of minutes through which the specified MKTXInquiryTimerType will down-count to expiry.

Type: int

Used in messages: MarketAxess

MKTXInquiryType

Enumeration used to indicate MarkeAxess Quote Release model.

Supported Values: 1-ASAP, 2-Holding Bin

Type: char

Used in messages: MarketAxess

MKTXLegBenchmarkSecurityID

Identifies a leg-specific benchmark security in multi-legged fixed-income trading

Type: String

Used in messages: MarketAxess

MKTXLegBenchmarkSecurityIDSource

Designates the source of the identifier of a leg-specific benchmark security in multi-legged fixed-income trading

Type: String

Used in messages: MarketAxess

MKTXLegTargetLevel

Optionally specifies the desired target level sought by the client in multi-leg fixed-income trading.

Type: Price

Used in messages: MarketAxess

MKTXListComment

Client-trader’s comment to dealers

Type: String

Used in messages: MarketAxess

MKTXListName

Names an inquirty-list

Type: String

Used in messages: MarketAxess

MKTXListRejectMode

Indicates whether MarketAxess should reject all list-items or only invalid list-items, if list contains invalid items.

Values:

1 = RejectInvalidItemsOnly

2 = RejectAllItems

The client OMS can use this field to control the action that MarketAxess will take, if MarketAxess validation finds that the list contains one or more invalid list-items.

Type: char

Used in messages: MarketAxess

MKTXListType

Indicates the type of MarketAxess inquiry-list.

Valid values are:

1 = High Grade

2 = High Yield

3 = Euro (Spread)

4 = Euro (Price)

5 = Emerging Markets

Type: char

Used in messages: MarketAxess

MKTXPriceDiff

Difference between Traded Price and calculated price for the value of “MKTXAnalysisTo” (Cover, Avg, BondTicker)

DataType: Price

Value: float field with 4 decimal point precision

Type: float

Used in messages: MarketAxess

MKTXPricingProcess

Enumeration defining the types of benchmark-spotting workflows used to arrive at the final price of fixed-income trades.

Supported Values:1 = Manual,2 = Phone, 3 = Auto, 4 = OneStep, 5 = Standard

Type: char

Used in messages: MarketAxess

MKTXQuoteReponseRejectReason

Text indicating rejection reason

e.g. “Action invalid in this state”

Type: String

Used in messages: MarketAxess

MKTXReleaseTime

UTCTimestamp

Time of day indicating the time at which the client will see dealer responses

Type: UTCTimestamp

Used in messages: MarketAxess

MKTXRevealNumberOfDealers

Optional flag indicating client’s desire to reveal to each dealer to which this inquiry is addressed the number of dealers to which the inquiry is addressed.

Type: Boolean

Used in messages: MarketAxess

MKTXSpottingProcess

Enumeration defining the types of benchmark-spotting workflows used to arrive at the final price of fixed-income trades.

Type: String

Used in messages: MarketAxess

MKTXTargetLevel

Optional indication of sought target-level.

Type: Price

Used in messages: MarketAxess

MLBenchmarkPrice

ML Benchmark Price

Type: Price

Used in messages: MerrillLynch

MLBlockThreshold

When calculating volume profile, ignore any block prints that are greater than the “ML Block Threshold”.

Type: Boolean

Used in messages: MerrillLynch

MLContraId

Merrill Lynch Contra Identifier

Type: String

Used in messages: MerrillLynch

MLET10

Type: String

Used in messages: MerrillLynch

MLET11

Type: String

Used in messages: MerrillLynch

MLET12

Type: String

Used in messages: MerrillLynch

MLET4

Type: String

Used in messages: MerrillLynch

MLET5

Type: String

Used in messages: MerrillLynch

MLET6

Type: String

Used in messages: MerrillLynch

MLET7

Type: String

Used in messages: MerrillLynch

MLET8

Type: String

Used in messages: MerrillLynch

MLET9

Type: String

Used in messages: MerrillLynch

MLETReserved1

Type: String

Used in messages: MerrillLynch

MLETReserved10

Type: String

Used in messages: MerrillLynch

MLETReserved11

Type: String

Used in messages: MerrillLynch

MLETReserved12

Type: String

Used in messages: MerrillLynch

MLETReserved13

Type: String

Used in messages: MerrillLynch

MLETReserved14

Type: String

Used in messages: MerrillLynch

MLETReserved15

Type: String

Used in messages: MerrillLynch

MLETReserved16

Type: String

Used in messages: MerrillLynch

MLETReserved17

Type: String

Used in messages: MerrillLynch

MLETReserved18

Type: String

Used in messages: MerrillLynch

MLETReserved2

Type: String

Used in messages: MerrillLynch

MLETReserved3

Type: String

Used in messages: MerrillLynch

MLETReserved4

Type: String

Used in messages: MerrillLynch

MLETReserved5

Type: String

Used in messages: MerrillLynch

MLETReserved6

Type: String

Used in messages: MerrillLynch

MLETReserved7

Type: String

Used in messages: MerrillLynch

MLETReserved8

Type: String

Used in messages: MerrillLynch

MLETReserved9

Type: String

Used in messages: MerrillLynch

MLExecService

ML Execution Service

Type: String

Used in messages: MerrillLynch

MLExecutionInstruction

This tag can contain multiple instructions, space delimited

Type: MultipleStringValue

Used in messages: MerrillLynch

MLGuarant

ML Guaranteed Indicator

Y – Guaranteed Price

N – Not Guaranteed

Type: Boolean

Used in messages: MerrillLynch

MLMaxParticipate

ML Maximum Participation %

Max % market volume to participate in execution of order nnn (0-100)

Type: Percentage

Used in messages: MerrillLynch

MLMinParticipant

Type: String

Used in messages: MerrillLynch

MLOrderCompletionInstr

ML Order Completion Instruction

1 – Trade to Completion

2 – Leave Residual

Type: char

Used in messages: MerrillLynch

MLPegOption

Indication of pricing strategy

(Values:

0 = Market,

1 = Chase Market,

2 = Bid,

3 = Offer,

4 = Last,

5 = Mid )

Type: char

Used in messages: MerrillLynch

MLPlanning

ML Planning indication

Type: String

Used in messages: MerrillLynch

MLPrimaryFlag

ML Primary or Composite flag

P – Primary

C -Composite(Default = Primary)

Type: char

Used in messages: MerrillLynch

MLRiskFactor

ML Benchmark Rick Factor

Type: String

Used in messages: MerrillLynch

MLSpecialOrderType

Extensions to the FIX Ordertype fields to support various ECN order types.

Type: String

Used in messages: MerrillLynch

MLSpeedPrice

Target Price for Speed trading

Type: Price

Used in messages: MerrillLynch

MLSpeedTargetPercent

Target Percent for speed trading

Type: Percentage

Used in messages: MerrillLynch

MLSUser

RAM s_user

Type: String

Used in messages: MerrillLynch

MLTargetParticipate

ML Minimum Participation %

Min % market volume to participate in execution of order nnn (0-100)

Type: Percentage

Used in messages: MerrillLynch

MLTransactionFundType

Transaction fund type

Type: String

Used in messages: MerrillLynch

MLUPDATEUSER

RAM update user

Type: String

Used in messages: MerrillLynch

MMAccount

Account number information used in Quote related messages in FIX 4.2

Type: String

Used in messages: CMEGroup

MMAutoQuoteRefreshParameter

Indicates the action to be taken on a replinshed Quote.

Type: String

Used in messages: SSITechnologies

MMBestBidMemberID

Member ID of best bid prices

Type: String

Used in messages: Euronext

MMBestBidPx

Market maker best bid price

Type: Price

Used in messages: Euronext

MMBestOfferMemberID

Member ID of best ask prices

Type: String

Used in messages: Euronext

MMBestOfferPx

Market maker best ask price

Type: Price

Used in messages: Euronext

MMBidPx

Market maker bid price

Type: Price

Used in messages: Euronext

MMBidSize1

Size of Bid side of the Quote for the Market Maker (Type – Qty)

Type: Qty

Used in messages: SSITechnologies

MMBidSize2

Market maker quantity of bid

Type: Qty

Used in messages: Euronext

MMBidSizeType

Type of Market Maker Bid’s size.

Data Type: Boolean

Valid Values:

Y = Size is percentage

N = Size is value

Type: Boolean

Used in messages: SSITechnologies

MMFirstEffectiveDate

The date from which market maker will be effective.

Should be in UTCDate format.

Type: UTCDateOnly

Used in messages: SSITechnologies

MmkrCapacity

Capacity, Broker Market Maker status. Valid Values: A=Agency, P=Principle

Type: char

Used in messages: AutomatedSecurityClearanceLtd

MMLastEffectiveDate

The date after which market maker will no longer be effective.

Should always be in UTCDate format

Type: UTCDateOnly

Used in messages: SSITechnologies

MMLocation

Text describing a market maker location (i.e. geopraphic location and/or desk)

Type: String

Used in messages: NationalQuotationBureau

MMMemberID

Assigned value used to identify firm (market maker) sending message

Type: String

Used in messages: Euronext

MMOfferPx

Market maker offer price

Type: Price

Used in messages: Euronext

MMOfferSize1

Size of Offer side of the Quote for Market Maker (Type – Qty)

Type: Qty

Used in messages: SSITechnologies

MMOfferSize2

Market maker quantity of offer

Type: Qty

Used in messages: Euronext

MMOfferSizeType

Type of Market Maker’s Offer size.

Data Type: Boolean

Valid Values:

Y = Size is percentage

N = Size is value

Type: Boolean

Used in messages: SSITechnologies

MMProtectionReset

When MM Protection is triggered, the Trading Engine will not accept any new Quotes from the Market Maker for that Product Group until it receives a Mass Quote Message with the MMProtectionReset flag set to ‘1’.

Type: String

Used in messages: CMEGroup

MMQuoteCloseTime

Time at which the quote of a market maker is closed for negotiation.

Should always be in hh:mm format

Type: UTCTimeOnly

Used in messages: SSITechnologies

MMQuoteOpenTime

Time at which market maker quote will be opened for neotiation.

Type: UTCTimestamp

Used in messages: SSITechnologies

MOC1Percent

Close auction rate for 1st(am)close for markets with 2 sessions.

Type: float

Used in messages: MerrillLynch

MOCPercent

Type: Percentage

Used in messages: UBS

MOCType

Type: String

Used in messages: UBS

Mode

Type: String

Used in messages: Citigroup

ModelType

Type: String

Used in messages: LehmanBrothers

ModifySequence

Count of accepted cancel/replaces.

Type: int

Used in messages: BATSTrading

MomentumFactor

.

Type: String

Used in messages: Citigroup

MOO2Percent

Open auction rate for 2nd(pm)open for markets with 2 sessions.

Type: float

Used in messages: MerrillLynch

MPRequestID

Unique ID of the request.

Data Type: String[40]

Type: String

Used in messages: SSITechnologies

MrkUp

Markup/Markdown – Numeric – Format: +/- 12345.4321

Type: float

Used in messages: PaineWebber

MrkupQuote

Type: String

Used in messages: LehmanBrothers

MSCI

MSCI Industrial Classification Code of the instrument defined in Tag 48 SecurityID.

Type: String

Used in messages: Reuters

MsgID

This tag is used to identify each message for recovery purpose by the HUB

Type: String

Used in messages: Euronext

MsgVersion

Identifies the message version number, e.g. 1.0.

Type: String

Used in messages: Tradeweb

MTKT

number of tickets/account trade requires

Type: int

Used in messages: LehmanBrothers

MulitiLegPrice

Price for Individual Legs.

Type: Price

Used in messages: CBOE

MultilegComponent

boolean. A value of Y indicates the trade is a component of a multi-part order – swap, switch, butterfly, cross etc.

Type: Boolean

Used in messages: Tradeweb

MultilegCoveredOrUncovered

Multivalue field containing the CoveredUncovered constants for the legs of a multileg instrument. Added for FIX 4.2 complex order support. *** OBSOLETE with FIX 4.3 Multileg Order (MsgType=AB) LegCoveredOrUncovered(tag 565) field ***

Type: int

Used in messages: CBOE

MultilegMonthIncrement

Number of months to increment the next leg of a multileg instrument from an anchor leg. Used for option strategy definition.

Type: int

Used in messages: CBOE

MultilegPartNum

Trade number within a swap or butterfly plus the number of trades separated by “/”. E.g. 9729=2/3 represents the body of a butterfly.

Type: String

Used in messages: Tradeweb

MultilegPositionEffects

MultipleValueString Array of open close codes for multileg orders Will be obsoleted by FIX 4.3 Multileg Order Message

Type: MultipleStringValue

Used in messages: CBOE

MultilegPriceIncrement

Used to defined the price increment for generation of a multileg instrument. The price increment is used to indicate the increment to the price of the instrument defined in the security block for the next leg of the multileg security. Used for options strategy generation.

Type: float

Used in messages: CBOE

MultilegRefID

The optional unique reference assigned by the ordering customer to each leg of a swap or butterfly. Same as LegRefID but outside the NoLegs repeating group in ER, AR and Confirmation.

Type: String

Used in messages: Tradeweb

MultilegStockClearingFirm

The Clearing firm for the stock leg of a multileg option strategy added for complex order support in FIX 4.2. *** REPLACED in FIX 4.3 with the Multileg Order (MsgType=AB) Nested Parties block clearing firm party role.

Type: String

Used in messages: CBOE

MustRefresh

Indicates whether the market data recipient is required to process the message and refresh the order book. The data type is Boolean.

Type: Boolean

Used in messages: Millennium

MVEntryType

Type of Market Movement statistics. Values: 1 – Most advanced, 2 – Most declined, 3 – Most active by volume, 4 – Most active by value, 5 – Most active by number of trades, 6 – cumulative volume

Type: char

Used in messages: Nasdaq

NASDRegistered

Boolean: Indicates whether investor is registered with NASD.

Type: Boolean

Used in messages: Tradeweb

NBBOStepUpMode

NBBO Step Up Mode.

Data Type: Char

Valid Values:

1 = New

2 = Cancel

4 = Get By Owner & Series

5 = NBBO Reinitiate Response

Type: char

Used in messages: SSITechnologies

NbMaxPart

Number of messages in this E-mail

Type: NumInGroup

Used in messages: Euronext

NearestSeriesPrice

Uses for futures spread trade and indicates contract price of the nearest month series

Type: Price

Used in messages: KoreaStockExchange

NearFwdPoints

Forward Points of a Forward Outright trade or on the near leg of a Swap trade.

Type: PriceOffset

Used in messages: DeutscheBank

NegativeBidPxFlag

If present and set to Y, indicates that the price held in the price field (BidPx) should be treated as a negative value. N=No, the BidPx price is a positive value Y=Yes, the BidPx price is a negative value

Type: Boolean

Used in messages: NationalQuotationBureau

NegativeOfferPxFlag

If present and set to Y, indicates that the price held in the price field (OfferPx) should be treated as a negative value. N=No, the OfferPx price is a positive value Y=Yes, the OfferPx price is a negative value

Type: Boolean

Used in messages: NationalQuotationBureau

NegotiationPhase

States the private

ublic phase of the NIM session

Type: String

Used in messages: ICAP

NestedPartyIdList

Type: String

Used in messages: CBOE

NetChg

Change of Index with reference to previous index value.

Type: PriceOffset

Used in messages: Nasdaq

NetChgDirection

Indicates the direction of the NetChg. Values: 0 – Plus tick, 1 – Zero Plus Tick, 2 – Minus Tick, 3 – Zero Minus Tick, 4 – No change.

Type: char

Used in messages: Nasdaq

NetGrossInd2

For the flag leg of an FX swap, used to indicate if the settlement will be handled net or gross

1 = Net

2 = Gross

Type: char

Used in messages: Bloomberg

NetMoney

Block level net money<p>** 118 NetMoney was added to appropriate messages in FIX 4.3 **

Type: Amt

Used in messages: Tradeweb

NetOrGrossIndicator

Whether price is net(0, default) or gross(1)

Type: char

Used in messages: MBASystemsLtd

NetPctChg

Percentage value of the net change.

Type: Percentage

Used in messages: Nasdaq

NetPresentValue

Net present value of derivative contract.

Type: Amt

Used in messages: Tradeweb

NetReturnIndex

Net profitability index

Type: String

Used in messages: Euronext

Netting

Indicates the condition used to group the orders.

Valid values: 1=Amalgate same price; 2=Don’t Amalgamate Against; 3=Amalgamate Manual average Price; 4=Amalgamate Automatic Average Price.

Type: char

Used in messages: GLTrade

NettingGroup

Only the orders with the same “Netting” letter will be amalgamated. This field allows differentiating all alphanumerical characters used.

Type: char

Used in messages: GLTrade

NettingLevel

Describes the level of netting assigned to an order.

Type: String

Used in messages: GLTrade

NetTradeLimitInd

Contains “M” when the dollar amount of this trade contributes to the MM’s Net Amount Traded (NAT) so as to exceed the MM’s Net Trade Limit (NTL), or “O” when the dollar amount of this trade contributes to the OE’s NAT so as to exceed the OE’s NTL.

Type: char

Used in messages: Nasdaq

NetTrdInd

Net Trade Indicator = whether correspondent

rincipal firm wants processed as Net Trade – 1 char – Yes/No (y/n)

Type: Boolean

Used in messages: PaineWebber

NetworkRequestID

From FIX 4.4 Network Status Request message.

Type: String

Used in messages: LondonStockExchange

NetworkRequestType

From FIX 4.4 Network Status message. Must be set to “1” – ie Snapshot.

Type: String

Used in messages: LondonStockExchange

NetworkResponseID

From Network Status Response message in FIX 4.4.

Type: String

Used in messages: LondonStockExchange

NetworkStatusResponseType

From Network Status Response message in FIX 4.4. Valid values 1=Full and 2=Incremental.

Type: char

Used in messages: LondonStockExchange

NewCtrlNbr

NASDAQ-assigned control number that will be used to identify the new split trade created from the M2 trade match that resulted from splitting either the major trade or one of the minor trades. If there was no new trade created, this field will contain 0 (zero).

Type: int

Used in messages: Nasdaq

NewFDID

String datatype. Same as PartyID(448) together with PartyIDSource(447)=S (FDID), PartyRole(452)=24(Customer account) and PartyRoleQualifier(2376)=19(New) in the standard Parties component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. The firm designated identifier (FDID) is a unique identifier required by the SEC for each trading account designated by Industry Members for purposes of reporting to CAT (Consolidated Audit Trail). Can be used when changing the FDID.

Type: String

Used in messages: FIXProtocolLtd

NewIssueIndicator

Boolean flag indicating if a corporate or municipal bond is a new issue

Type: Boolean

Used in messages: MarketAxess

NewRank

Specifies the new rank of the security

Type: String

Used in messages: ICAP

NewSecuritySubscription

Specifies whether to subscribe to “New Securities” (Char)

Type: char

Used in messages: MEFF

NewsEventDate

The date on which the event referred to in the associated newsboard message occurred.

Type: UTCDateOnly

Used in messages: SWXSwissExchange

NewsID

The unique identifier of a textual message sent from the exchange and recorded on the newsboard.

Type: String

Used in messages: SWXSwissExchange

NewsSource

String containing the news source for the News Message (e.g. “Market surveillance”, “Media department”, “RSS feed”).

Type: String

Used in messages: BolsadeMercadoriasFuturos

NewsType

Textual description of the news type or category.

Type: String

Used in messages: SWXSwissExchange

NewSubRank

Specifies the current sub rank of the security (for display ordering purposes). … truncated …

Type: String

Used in messages: ICAP

NewsValidUntil

The date after which the associated information is no longer relevant / applicable.

Type: UTCDateOnly

Used in messages: SWXSwissExchange

NextMsgFlag

Indicate if it’s the last message or not

Type: Boolean

Used in messages: Euronext

NIMAllowed

Indicates whether NIM is allowed for this instrument.

Type: Boolean

Used in messages: ICAP

NIMEnabled

Indicates negotiate in the middle is enabled for security

Type: Boolean

Used in messages: ICAP

NIMLotSize

Incremental order quantity of a NIM-enabled security

Type: Qty

Used in messages: ICAP

NIMMinimumSize

Minimum order quantity of a NIM-enabled security

Type: Qty

Used in messages: ICAP

NIMPrivateDuration

Duration of NIM private phase in milliseconds.

Type: int

Used in messages: ICAP

NIMPublicDuration

Duration of NIM public phase in milliseconds.

Type: int

Used in messages: ICAP

NIMTimeRemaining

Number of seconds remaining in the current phase of the NIM.

Type: int

Used in messages: ICAP

NoBlots

Number of Bloomberg Blots

Type: NumInGroup

Used in messages: Bloomberg

NoBookStatusEntries

Number of book status entries sent in the repeating block

Type: NumInGroup

Used in messages: ICAP

NoBranch

Number of Branches

Type: NumInGroup

Used in messages: Millennium

NoChildMsgs

Generic field to describe number of nested child messages within a parent.

Type: int

Used in messages: Unknown

NoCompetingQuotes

eg. MSFT, ‘Bloomberg Indicative’

Type: String

Used in messages: Bloomberg

NoCompetitiveQuotes

Type: NumInGroup

Used in messages: DeutscheBourse360T

NoCompIDs

Based on Network Status Response message from FIX 4.4. Count CompIDs being reported on.

Type: NumInGroup

Used in messages: LondonStockExchange

NoContraBrokers

FCS Report – Number of Line 5’s. Number of ContraBrokers repeating group instances. NoContraBrokers [9423] is required if the value is greater than 0 and if present, appears as the first tag in the repeating Contra group. NoContraBrokers [9423] is for use in FIX 4.1 only and corresponds to tag NoContraBrokers[382] in FIX 4.2. FIX.4.1 Format: Int FIX.4.2 Format: See Tag #382

<p>

** ADDED TO FIX 4.2 AS TAG: 382 (NoContraBrokers) **

Type: NumInGroup

Used in messages: SIAC

NoContractLimitsConfig

Indicates the number of repeating group instances containing information on default limits for a contract in pre-trade credit checks.

Type: NumInGroup

Used in messages: BolsadeMercadoriasFuturos

NoCreditRating

Format: NumInGroup

Number of repeating CreditRating ( 255 )

and CreditRatingAgency ( 5113 )

entries.

use NoCreditRating == 0

when CreditRatingAgency and CreditRating is not provided.

Type: NumInGroup

Used in messages: BeaconCapitalStrategies

NoDealers

number of dealers

Type: NumInGroup

Used in messages: LehmanBrothers

NoDeposit

Repeating Group Index for GL SPAN message

Type: NumInGroup

Used in messages: GLTrade

NoDisplayGroupEntries

Specifies the number of display groups sent in the repeating block of the logon message

Type: NumInGroup

Used in messages: ICAP

NoDPFormatTags

Number of price formats for given security

Type: NumInGroup

Used in messages: ICAP

NoEquivalentIxmLimitsConfig

NumInGroup which indicates the number of equivalent instrument trading limits configuration repeating group instances.

Type: NumInGroup

Used in messages: BolsadeMercadoriasFuturos

NoExchanges

Number of exchanges in the repeating group.

Data Type: int

Type: NumInGroup

Used in messages: SSITechnologies

NoFallingSecurities

Number of falling securities

Type: NumInGroup

Used in messages: Euronext

NoFirms

Number of repeating group instances of brokerage firm identifiers.

Type: NumInGroup

Used in messages: BolsadeMercadoriasFuturos

NoFixStatusses

Specifies number of FIX Status messages to follow : repeating group(TRIAD Financial Server)

Please contact John Douglas of Ease Technologies for information concerning this field.

Type: NumInGroup

Used in messages: EaseTechnologiesInc

NoInitSecurities

Number of instruments initialized

Type: int

Used in messages: Euronext

NoInstrumentLimitsConfig

Indicates the number of repeating group instances containing pre-trade credit check configuration for an instrument.

Type: NumInGroup

Used in messages: BolsadeMercadoriasFuturos

NoInvPositions

Repeating group count. No of Inventory positions advertised. Part of group (5529-5531)

Type: NumInGroup

Used in messages: Bloomberg

NoIOIs

Used in IOIList.

Market data field

Type: NumInGroup

Used in messages: BeaconCapitalStrategies

NoLegCreditRating

Format: NumInGroup Number of repeating LegCreditRating ( 257 ) and LegCreditRatingAgency ( 5117 ) entries. use NoLegCreditRating == 0 when LegCreditRatingAgency and LegCreditRating is not provided.

Type: NumInGroup

Used in messages: BeaconCapitalStrategies

NoLegs

Number of Legs in a multi-issue trade<p>** Added to FIX 4.3 as tag: 555 NoLegs **

Type: NumInGroup

Used in messages: Tradeweb

NoMDRefReqID

This is used to specify which previously subscribed MDReqID’s were affected by this reject. It is useful in the case where a new subscription automatically unsubscribes previous subscriptions, or if the server needs to unsubscribe certain subscriptions for performance or other reasons.

Type: NumInGroup

Used in messages: FinancialGeneticsCorporation

NominalValue

Nominal market value of the security

Type: Amt

Used in messages: Euronext

NoMKTXCostAnalysis

Repeating Custom Block for showing MKTX cost analysis calcs to clients.

Exists if at least one type of cost analysis data is available.

DataType: NumInGroup

Value: 1..N, for number of cost analysis information provided

Type: NumInGroup

Used in messages: MarketAxess

NoMQEntries

Count of market quote entries to follow.

Type: NumInGroup

Used in messages: Nasdaq

NoMVEntries

Count of Market Movement entries to follow.

Type: NumInGroup

Used in messages: Nasdaq

NonCustSize

Non-customer size (aggregated) at a particular price break

Data Type: Qty

Type: Qty

Used in messages: SSITechnologies

NonDirectedBrokerFINS1

FINS number of 1st broker not allowed to execute order (up to 6 characters)

Type: String

Used in messages: BankOfAmerica

NonDirectedBrokerFINS2

FINS number of 2nd broker not allowed to execute order (up to 6 characters)

Type: String

Used in messages: BankOfAmerica

NonMemberAffiliate

Indicates that the execution is on behalf of a non-member affiliate.

Type: Boolean

Used in messages: ThomsonReuters

NonMemberID

Assigned value to identify specific non-member that passes client order to member company.

Type: String

Used in messages: KoreaStockExchange

NoNotes

Number of repeating notes fields

Type: NumInGroup

Used in messages: Bloomberg

NoNotTradedSecurities

Number of stocks not quoted in the corresponding index

Type: int

Used in messages: Euronext

NonReportingGUID

MPID of give up on the non-trade reporting party side.

Type: String

Used in messages: Nasdaq

NoOfExecutionDays

Indicate number of days for order to execute across. Can be used in conjuction with Market, GTC orders

Type: int

Used in messages: MerrillLynch

NoOfLegsList

Type: NumInGroup

Used in messages: CBOE

NoOfMarketMakers

The number of Market Makers that are quoting in the series on the side with the largest number of quotes.

Type: NumInGroup

Used in messages: OMX

NoParam

The number of parameters in the repeating group

Type: NumInGroup

Used in messages: Millennium

NoPartitionIDs

Repeating group of partition information

Type: NumInGroup

Used in messages: DeutscheBorse

NoProcessedEntries

Number of quotes successfully accepted (if in response to a Mass Quote message) or number of quotes successfully cancelled (if in response to a Quote Cancel message).

Type: NumInGroup

Used in messages: CMEGroup

NoPrompts

Number of Valid Prompt Dates (Futures) or expiry dates (options)

Type: int

Used in messages: Millennium

NoQuotableCurrencies

Number of quotable currencies for an instrument.

Type: NumInGroup

Used in messages: CinnoberFinancialTechnologyAB

NoQuotableInstruments

Number of quotable instruments.

Type: NumInGroup

Used in messages: CinnoberFinancialTechnologyAB

NoQuoteSizes

Number of elements in the repeating group (Quote Sizes)

Data Type: int

Type: NumInGroup

Used in messages: SSITechnologies

NoReferentialPrices

Number of referential prices (price tunnels) in the referential prices repeating group.

Type: NumInGroup

Used in messages: BolsadeMercadoriasFuturos

NoReRoutedOrders

Defines the number of Orders rerouted to another broker.

Type: NumInGroup

Used in messages: Bloomberg

NoRFQs

Specifies the number of RFQRequests.

Market data field

Type: NumInGroup

Used in messages: BeaconCapitalStrategies

NoRisingSecurities

Number of rising securities

Type: NumInGroup

Used in messages: Euronext

NoScriptLevel

Indicates the number of nested levels for step-up configuration data.

Data Type: Int

Type: int

Used in messages: SSITechnologies

NoSettDays

For FIX4.2 . Defines the number of Settlement Days. Format is 1-25. This is used when SettlmntType is too restrictive.

Type: int

Used in messages: DresdnerKleinwortWasserstein

NoSharesIssued

The number of shares issued.

Type: Qty

Used in messages: CinnoberFinancialTechnologyAB

NoSides

Number of Side repeating group instances. Format=int. Custom field for FIX4.2 users that want to adopt FIX4.3 field 552.

Type: NumInGroup

Used in messages: GATETecnologieInformatiche

NoSteps

Number of steps (NBBO Configuration).

Data Type: int

Type: NumInGroup

Used in messages: SSITechnologies

NoStipulations

Number of stipulation entries<p>** Added to FIX 4.3 as tag: 232 NoStipulations **

Type: NumInGroup

Used in messages: Tradeweb

NoStrategyParameters

Indicates number of strategy parameters. Intended as alternative to new 957 tag introduced by the algorithmic trading working group.

Type: NumInGroup

Used in messages: Gartmore

NoSynthetics

Number of SyntheticType, SyntheticQty, and SyntheticBroker entries

Type: NumInGroup

Used in messages: LehmanBrothers

NoTapePrintFlag

A flag, when true (Y), indicating that this trade was not printed to tape. Default is ‘N’ if tag not present. Used in Exec Report, Fix Msg Type 8.

Type: Boolean

Used in messages: SIAC

NoTBAGroupEntries

Specifies the number of TBA instrument groups sent in the repeating block of the logon message

Type: NumInGroup

Used in messages: ICAP

NoteId

Repeating field in the notes group

Type: String

Used in messages: Bloomberg

Notes

To be used for additional information.

Type: String

Used in messages: Nasdaq

NoteText

Repeating field in the notes group

Type: String

Used in messages: Bloomberg

NoteType

Repeating field in the notes group

Type: char

Used in messages: Bloomberg

NoTick

No of elements in the repeating group(Ticks)

Data Type: int

Type: NumInGroup

Used in messages: SSITechnologies

NoTickBands

Number of tick bands in the following repeating group.Integer

Type: NumInGroup

Used in messages: OMGroup

NoTickets

Number of BLP trade tickets created as a result of the incoming trade message

Type: NumInGroup

Used in messages: Bloomberg

NotionalAmt

To describe notional amount of Option trade.

Type: Amt

Used in messages: Tradeweb

NoTradePriceConditions

Number of trade price conditions associated that apply to a trade whose price is different than the current market price (MiFID)

Type: NumInGroup

Used in messages: LaSalleTechnologyGroup

NoTradeSeqNoSeries

Number of trade sequence number series.

Type: NumInGroup

Used in messages: CinnoberFinancialTechnologyAB

NoTransactionCosts

Repeating group under the trade capture suite of messages

Type: NumInGroup

Used in messages: Bloomberg

NoTrdRegTimestampsClone

Clone of FIX.4.4 tag 768(NoTrdRegTimestamps) for use by firms / vendors who are unable to use the official tag.

Type: NumInGroup

Used in messages: LavaTrading

NoTriggers

Number of triggers applied on an order.

Type: NumInGroup

Used in messages: GLTrade

NoTWRPositions

Number of entries in the TWRPositions repeating group.

Type: NumInGroup

Used in messages: Tradeweb

NoUnchangedSecurities

Number of stocks unchanged in the corresponding index

Type: int

Used in messages: Euronext

NoUnderlyingCreditRating

Format: NumInGroup Number of repeating UnderlyingCreditRating ( 256 ) and UnderlyingCreditRatingAgency ( 5115 ) entries. use NoUnderlyingCreditRating == 0 when UnderlyingCreditRatingAgency and UnderlyingCreditRating is not provided.

Type: NumInGroup

Used in messages: BeaconCapitalStrategies

NoUnderlyingReinvCoupon

Repeating group count. Number of coupon reinvestments. Part of group (6223-6226)

Type: NumInGroup

Used in messages: Bloomberg

NoUnderlyings

[4.2] begins the Underlyings repeating group.

Type: NumInGroup

Used in messages: Tradeweb

NoUnderlyingStips

[4.2] Begins the UnderlyingStips repeating group.

Type: NumInGroup

Used in messages: Tradeweb

NoUserData

Number of following pairs of UserDataName(5977) and UserDataValue(5978).

Type: NumInGroup

Used in messages: Unknown

NoVolRules

Number of volume rules in repeating group.

Type: NumInGroup

Used in messages: ICAP

NoWarningReasons

Number of warning reasons.

Type: NumInGroup

Used in messages: CinnoberFinancialTechnologyAB

NoYields

Number of yields. Allows repeating groups consisting of YieldType (235), Yield (236), and BasisFeatureDate (259).

Type: NumInGroup

Used in messages: ThomsonFinancial

NQBIssuerID

Used to track securities from the same issuer

Type: String

Used in messages: NationalQuotationBureau

NQBSecurityID

A unique ID for security, issued by NQB

Type: String

Used in messages: NationalQuotationBureau

NSXHandlInst

Allow passing through of HandlInst for NSX.

Type: Boolean

Used in messages: Sungard

NumberItems

Number of items/quote on the list

Type: int

Used in messages: LehmanBrothers

NumberOccurAlreadySent

Indicate the number of occurence already sent

Type: int

Used in messages: Euronext

NumberofAllocsReceivers

Defines who is getting an allocation report – may be multiple people

Type: int

Used in messages: Bloomberg

NumberOfCxlReasons

Indicates how many cancel rebill reasons are included on a message

Type: NumInGroup

Used in messages: ThomsonFinancial

NumberOfQuotes

Number of quotes in a book entry.

Type: NumInGroup

Used in messages: SWXSwissExchange

NumberOfSlices

Number of slices for an algorithmic order

Type: int

Used in messages: Unknown

NumberOfTrades

Number of trades cumulated in a message.

Type: NumInGroup

Used in messages: SWXSwissExchange

NumberOfWaves

Used specify the number of waves an order should be executed in.

Type: int

Used in messages: Unknown

NumExec

Indicates the number of market executions.

Type: int

Used in messages: GLTrade

NumLinks

Specifies the number of links in the particular trade.

Type: int

Used in messages: PerformanceTechnologiesInc

NumMsg

Number of messages resulting from a download request.

Type: int

Used in messages: Millennium

NumULID

Number of repeats in the repeating group

Type: NumInGroup

Used in messages: SIAC

NYSEDirect

FCS Report – Line 4B, Field 2 Valid Value = NX

Routing Code returned on the Execution ReportFIX.4.1 Format: Char

FIX.4.2 Format: String

Type: String

Used in messages: SIAC

NYSEDirectPlus

DirectPlus eligible order. Route to DirectPlus if enabled and Requirements for DirectPlus are satisfied.

Type: Boolean

Used in messages: Nasdaq

NYSELiquidityBidPx

NYSE Liquidity Quote Bid Price.

Type: Price

Used in messages: SIAC

NYSELiquidityBidSize

NYSE Liquidity Quote bid size.

Type: Qty

Used in messages: SIAC

NYSELiquidityOfferPx

NYSE Liquidity Quote offer price.

Type: Price

Used in messages: SIAC

NYSELiquidityOfferSize

NYSE Liquidity Quote offer size.

Type: Qty

Used in messages: SIAC

NYSENoQuoteErrors

The number of errors in quote validation that are present in a Quote Advisory message (used for repeating group).

Type: NumInGroup

Used in messages: SIAC

NYSEPrime

FCS Report– – Line 4B, Field 4; 1-10 alphanumeric characters

Identifies an Execution Report that has benefited from NYSE price improvement. Provides dollar and cents value saved from NYSE price improvement; the greater than sign is displayed only if the price improvement per share exceeds $3.00.FIX.4.1 Format: Char

FIX.4.2 Format: String

Type: String

Used in messages: SIAC

NYSEQuoteErrorCode

Indicates the quote validation error code in a partially accepted or rejected quote submission(e.g. NYSE Xpress order restriction,auto quote suspended on side,invalid price,discarded due to throttling,etc) .

Type: char

Used in messages: SIAC

NYSEQuoteFieldCode

Contains the indication of which quote element failed validation, and will be used in conjunction with the NYSEQuoteErrorCode tag to specify the complete error. Possible values:(0) Best Quote bid.(1) Best Quote offer.(2)Liquidity Quote bid.(3)Liquidity Quote offer.(4)Error not due to the quote data itself,but due to some generic reason(trading halt, stock frozen, etc).

Type: char

Used in messages: SIAC

NYSEQuoteRefId

Provides support for cross-referencing the quote in a Quote Advisory message to a quote submitted to NYSE. This tag contains the Quote ID of the quote sent by the firm that caused the Quote Advisory.It will be present only if the original quote submission EQIQuoteResponseLevel is 1 (if the submission failed some validation) or 2 (in all cases).

Type: String

Used in messages: SIAC

NYSETANum

The turn around number of the Parent Order, required only for NYSE BBSS entered CAP orders. 6 characters – 2 alpha characters followed by 4 numeric characters OR 3 alpha characters followed by 3 numeric characters.

Format = string

Type: String

Used in messages: SIAC

OASSpread

MarketAxess estimated option adjusted spread for the traded security. Datatype=float

Type: float

Used in messages: MarketAxess

OATSAcctType

Valid Values:

R = Retail – an order received for the account of an investor, including institutional orders

W = Wholesale – an order received from another broker/dealer

P = Proprietary – an order placed by a firm for a proprietary account

E = Employee – an order received for the account of an employee or associated person of a member firm

C = Combined – an order placed for more than one type of account.

Type: char

Used in messages: ThomsonFinancial

Occupation

Occupation of investor identified in Account (1). Required on new issue preferred.

Type: String

Used in messages: Tradeweb

OCSControlNum

NYSE – Front End Systemic Capture (FESC) Field: This is an optional field when submitting a report drop copy. Specifies the NYSE Online Comparison System (OCS) control number that is returned to the firm by OCS after submission of a side.

Type: String

Used in messages: SIAC

OddLotAlarmShares

Type: String

Used in messages: SIAC

OddLotDiffInd

Used to identify an odd lot differential

Type: Boolean

Used in messages: ThomsonFinancial

OddLotImbalanceShares

Type: String

Used in messages: SIAC

OddLotInstrument

Used to associate an odd lot instrument with a given round lot instrument. Field contains symbol of odd lot instrument.

Type: String

Used in messages: ICAP

OddLotLineCode

Type: String

Used in messages: SIAC

OddOrderFlag

Indicate if the remaining quantity is a multiple of the board lot

Type: Boolean

Used in messages: Euronext

OfferActivity

Indicates if the Offer Price is within the Price volatility band.

Type: Boolean

Used in messages: BelgradeStockExchange

OfferForwardPoints

Near leg forward points.

Type: PriceOffset

Used in messages: VelocitySystemsInternational

OfferForwardPoints2

Far leg forward points.

Type: PriceOffset

Used in messages: VelocitySystemsInternational

OfferForwardPointsDelta

Type: String

Used in messages: Bloomberg

OfferFundingCharge

The funding charge applied to the offer price on extended settlement

Type: String

Used in messages: BootComputers

OfferFundingConsideration

The offer funding consideration on extended settlement

Type: String

Used in messages: BootComputers

OfferingTime

The date and time when the MassQuote message is created.

Type: UTCTimestamp

Used in messages: FannieMae

OfferingType

Specifies the type of offering. “DN”

Type: String

Used in messages: FannieMae

OfferNbOr

Number of sell orders

Type: int

Used in messages: Euronext

OfferPriceForDiscountQuotes

This field will contain the offer dollar price for discount-quoted securities.

Type: Price

Used in messages: Bloomberg

OfferPriceImpAmount

Amount by which the OfferPx has been improved.

Type: Amt

Used in messages: MerrillLynch

OfferPriceType

Determines the type of price contained in the quote message. A=actual (default), S=spread to benchmark, D=discount to yield, Y=yield to maturity, P=convertible spread to parity, V=convertible vs. stock, BW=Bid wanted, BW U=unpriced

Type: String

Used in messages: NationalQuotationBureau

OfferPx2

This is the far leg offer for an FX swap

Type: Price

Used in messages: BarclaysCapital

OfferSize2

This is the far leg offer amount

Type: Amt

Used in messages: BarclaysCapital

OfferSpotRate2

Offer Spot Rate of the far leg of a swap

Type: float

Used in messages: BankOfAmerica

OfferType

Offer type.

Type: String

Used in messages: Tradeweb

OfferVolLimit

Offer Volume Limit for an Improvement QuoteInteger

Type: int

Used in messages: OMGroup

OfferVolMultiplier

Offer Volume Multiplier for an Improvement QuoteInteger

Type: int

Used in messages: OMGroup

OfferYTC

Offer Yield-to-call.

Type: Percentage

Used in messages: Bloomberg

OfferYTM

Offer Yield-to-maturity.

Type: Percentage

Used in messages: Bloomberg

OfficeCode

Represents the office code

Type: String

Used in messages: Unknown

OffsetCurrencyCode

Used to identify an offset currency code

Type: Currency

Used in messages: ThomsonFinancial

OffsetPrice

Price Format- tag had previously been named XpressTime datatype format UTCTimeOnly. 4th Qtr, 2011.

Retail Price Improvement Orders or CCG s-Quotes shall have a price improvement offset value in this tag which may have a value of zero to be filed better than the PBBO subject to limit price and cap rules.

This tag may also be used in Pegging d-quotes and s-quotes on same side or opposite side pegging to the PBBO, i.e. peg to PBO for buy pegging; PBB for sell pegging, offset by the price increments based on this tag’s absolute Offset value.

Type: Price

Used in messages: SIAC

OFMOverride

Flag indicating the order quantity stipulated on Replace Request should be entered into the market as stated – without reduction for any fills that have occurred.

Type: Boolean

Used in messages: CMEGroup

OfrPostedQty

Quantity available for further execution on the offer side.

Type: Qty

Used in messages: ICAP

OLAOrdRejReason

Reason for order rejection specific to Options Linkage Authority

Type: String

Used in messages: CapitalMarketsConsulting

OldPrice1

Must be equal to the original Price

Type: Price

Used in messages: ChangepondTechnologies

OldPrice2

Must be equal to the original Price

Type: Price

Used in messages: ChangepondTechnologies

OldQty1

Must be equal to the currently remaining quantity and not the original order quantity

Type: Qty

Used in messages: ChangepondTechnologies

OldQty2

Must be equal to the currently remaining quantity and not the original order quantity

Type: Qty

Used in messages: ChangepondTechnologies

OldQty3

Must be equal to the currently remaining quantity and not the original order quantity

Type: Qty

Used in messages: ChangepondTechnologies

OldReferenceID

Original Reference ID of a correction/Cancellation Print sent to tape associated with a cancel/correct trade report

Type: String

Used in messages: Millennium

OldRiskClass

Old Risk Class for allocation

Type: String

Used in messages: Unknown

OlrlprlCode

Odd-lot, round-lot, PRL indicator containing the values 1,2,or 3

Type: char

Used in messages: SIAC

OmgeoAlertCountryCode

Omgeo ALERT specific field. Used for ALERT settlement instruction lookup. Codes are not ISO country codes.

Type: String

Used in messages: Omgeo

OmgeoAlertMethodType

Omgeo ALERT specific field. The ALERT clearing method type, used for ALERT settlement instruction lookup.

Type: char

Used in messages: Omgeo

OmgeoAlertSecurityType

Omgeo ALERT specific field. The ALERT security type code used for ALERT settlement instruction lookup.

Type: char

Used in messages: Omgeo

OmgeoAlertSettlementModelName

The ALERT Settlement Model Name used for ALERT settlement instruction lookup.

Type: String

Used in messages: Omgeo

OmgeoAllSecurityTypeGroups

Omgeo CTM FIX Interface specific field. Used in the query message to query for ALL asset classes (Security Type Groups). Value: Boolean – Y/N

Type: Boolean

Used in messages: Omgeo

OmgeoAlternateCurrency

Omgeo CTM FIX Interface specific field. Alternate Currency code corresponding to the Alternate Cash Account of IM with the Custodian as defined by Omgeo ALERT SSI.

Type: Currency

Used in messages: Omgeo

OmgeoBlockChargesOrTaxesAmount

Amount associated with the Block level Charge or Tax type.

Type: Amt

Used in messages: Omgeo

OmgeoBlockChargesOrTaxesCurrency

Currency associated with the Block level Charge or Tax type.

Type: Currency

Used in messages: Omgeo

OmgeoBlockChargesOrTaxesType

Field identifying the Block level Charge or Tax type.

Type: char

Used in messages: Omgeo

OmgeoBlockCommissionAmount

The amount of commission, drawdown or other reduction from or in addition to the deal price. When commissions are specified as percentages, CTM multiplies the value entered by 0.01.

Type: Amt

Used in messages: Omgeo

OmgeoBlockCommissionCurrency

Currency of the amount indicated in the Omgeo block commission amount field. ISO codes used.

Type: Currency

Used in messages: Omgeo

OmgeoBlockCommissionType

The commission type. Allowed values are EXEC (executing broker’s commission), LOCO (local broker’s commission), SPCN (special concessions) and TCOM (total commissions).

Type: String

Used in messages: Omgeo

OmgeoBlockSettlementIndicator

Flag/Indicator (Y – only) which specifies whether a given allocation was eligible for Block Settlement.

Type: Boolean

Used in messages: Omgeo

OmgeoBrokerCapacity

Broker Capacity on a trade.

Type: char

Used in messages: Omgeo

OmgeoBrokerCountryOfIssue

Omgeo CTM specific field. Indicates CountryOfIssue as entered by the executing broker.

Type: Country

Used in messages: Omgeo

OmgeoBrokerIDSource

Omgeo CTM specific field. Indicates the IDSource as entered by the executing broker.

Type: String

Used in messages: Omgeo

OmgeoBrokerRegMembership

Enumeration for Regulatory Memberships: 1=SIPC, 2=FINRA.

Type: char

Used in messages: Omgeo

OmgeoBrokerRestrictions

Indicates restrictions on a Broker confirm trade. Following are the enumerations:

1 = Program Trade

2 = Index Arbitrage

3 = Non-Index Arbitrage

4 = Competing Market Maker

5 = Acting as Market Maker or Specialist in the security

6 = Acting as Market Maker of Specialist in the underlying security of a derivative security

7 = Foreign Entity (of foreign government or regulatory jurisdiction)

8 = External Market Participant

9 = External Inter-connected Market Linkage

A = Riskless Arbitrage

Type: char

Used in messages: Omgeo

OmgeoBrokerSecurityID

Omgeo CTM specific field. The SecurityID as entered by the executing broker.

Type: String

Used in messages: Omgeo

OmgeoBySideCompleteIndicator

This field tells client that the trade requires no further action on their side, meaning if the Trade Side is NOT MATCH AGREED (NMAG) then some condition on the counterparty side of the trade is preventing it from going to MATCH AGREED (MAGR)

Type: Boolean

Used in messages: Omgeo

OmgeoCommissionReason

The commission reason code at the Block level.

Type: String

Used in messages: Omgeo

OmgeoCommissionSharingType

Used inside the BrokerOfCredit/Directed Commission Nested Party to indicate type of commission sharing. Allowed values are: CLDI (client directed); SOFT (soft dollar); STEP (step out trade); STPI (step in trade).

Type: String

Used in messages: Omgeo

OmgeoCommSharingBasisIndicator

This field identifies the commission sharing basis under which the trade was executed. Allowable values are: PERC(percent); FLAT(flat rate); or PERU(rate per share)

Type: String

Used in messages: Omgeo

OmgeoCompleteStatus

Omgeo CTM specific field. Indicates the complete status.

Type: String

Used in messages: Omgeo

OmgeoConfirmCommissionReason

Omgeo CTM FIX interface specific field. Omgeo Commission Reason Code at the Confirmation level.

Type: String

Used in messages: Omgeo

OmgeoConfirmCommissionType

Omgeo CTM FIX interface specific field. Omgeo Commission type at the Confirmation level.

Type: String

Used in messages: Omgeo

OmgeoContinuationString

Indicator to get more records when querying. Valid Values: Y/N.

Type: Boolean

Used in messages: Omgeo

OmgeoCounterpartyTradeSideID

Omgeo CTM assigned Counterparty Tradeside ID.

Type: String

Used in messages: Omgeo

OmgeoCptyAlertCountryCode

Omgeo specific field used for Counterparty ALERT SSI lookup.

Type: String

Used in messages: Omgeo

OmgeoCptyAlertMethodType

Omgeo specific field used for Counterparty ALERT SSI lookup.

Type: String

Used in messages: Omgeo

OmgeoCptyAlertSecurityType

Omgeo specific field used for Counterparty ALERT SSI lookup.

Type: String

Used in messages: Omgeo

OmgeoCptySettlInstSourceInd

Indicates the source of Counterparty Settlement Instructions. Valid values:

MANI = Manual entry

ALRT = ALERT database

Type: String

Used in messages: Omgeo

OmgeoCurrSettlInstructionNum

This corresponds to the Current Settlement Instruction Number for a Dependent/Omnibus Allocation. This field corresponds to the SWIFT SETT code.

Type: String

Used in messages: Omgeo

OmgeoDeliveryChannel

Part of the TPMessageDelivery composite, this field contains the delivery channel parameter for the third party destination profile for

this notification.

Type: String

Used in messages: Omgeo

OmgeoDisclosureIndicator

Indicator (Y/N) for certain Disclosures namely Other Remuneration, Odd Lot Differential and Asset Backed.

Type: Boolean

Used in messages: Omgeo

OmgeoDisclosureStatement

10b-10 field to capture the Disclosure/Disclaimer statement.

Type: String

Used in messages: Omgeo

OmgeoDisclosureType

Enumeration for 10b-10 Disclosure Statement :

1 = Other Remuneration, 2 = Odd Lot, 3 = Order Flow, 4 = Redemption, 5 = Asset backed.

Type: char

Used in messages: Omgeo

OmgeoEBVersionOfTradeSide

This field is present only on response messages to help the Executing Broker determine if the trade information they are currently receiving is in sync with the prior version of the trade information they may have retrieved.

Type: String

Used in messages: Omgeo

OmgeoErrorFIXTag

FIX Tag which was cause of error at the Block level.

Type: int

Used in messages: Omgeo

OmgeoErrorKey

Omgeo CTM specific field. An identifier representing the error message.

Type: String

Used in messages: Omgeo

OmgeoErrorParamValue

Omgeo CTM FIX Interface specific field. This field would give the detailed value for an ErrorParameter of Type=Value for a Block trade.

Type: String

Used in messages: Omgeo

OmgeoErrorText

Omgeo CTM specific field. A human-readable description of the error.

Type: String

Used in messages: Omgeo

OmgeoErrorXPath

Omgeo CTM specific field. The XPath of the CTM field, which caused the error.

Type: String

Used in messages: Omgeo

OmgeoFXDealCurrencyCode

Allows the user to instruct the recipient of a settlement instruction to perform an FX deal.

Type: String

Used in messages: Omgeo

OmgeoGoodThroughDateTime

Used to indicate on a query response all records retrieved till a certain time when the response was returned.

Type: UTCTimestamp

Used in messages: Omgeo

OmgeoHeaderFooterFormat

Part of the TPMessageDelivery composite, this is the header footer format parameter for the third party destination profile for this notification.

Type: String

Used in messages: Omgeo

OmgeoIMVersionOfTradeSide

This field is present on response messages to help the Instructing Party determine if the trade information they are currently receiving is in sync with the prior version of the trade information they may have retrieved.

Type: String

Used in messages: Omgeo

OmgeoIndividualErrorFIXTag

FIX Tag which was cause of error at the confirm level.

Type: int

Used in messages: Omgeo

OmgeoIndividualErrorKey

Omgeo CTM specific field. An identifier representing the error message.

Type: String

Used in messages: Omgeo

OmgeoIndividualErrorParamValue

Omgeo CTM FIX Interface specific field. This field would give the detailed value for an ErrorParameter of Type=Value for an Allocation/Confirmation trade.

Type: String

Used in messages: Omgeo

OmgeoIndividualErrorText

Omgeo CTM specific field. A human-readable description of the error.

Type: String

Used in messages: Omgeo

OmgeoIndividualErrorXPath

Omgeo CTM specific field. The XPath of the CTM field, which caused the error.

Type: String

Used in messages: Omgeo

OmgeoInitialMarginAmount

Omgeo CTM FIX Interface specific field. This field indicates the Initial Margin Amount.

Type: Amt

Used in messages: Omgeo

OmgeoInitialMarginTypeCode

Omgeo CTM FIX Interface specific field. This field defines the Initial Margin Type.

Type: String

Used in messages: Omgeo

OmgeoL2MatchingProfileName

Omgeo CTM specific field. Specifies the name of the L2 matching profile.

Type: String

Used in messages: Omgeo

OmgeoMarkupMarkdown

Amount of MarkUp/MarkDown

Type: Amt

Used in messages: Omgeo

OmgeoMatchAgreedStatus

Omgeo CTM specific field. Indicates the trade is matched at the trade level and trade details, is complete and has no errors.

Type: String

Used in messages: Omgeo

OmgeoMessageFormat

Part of the TPMessageDelivery composite, this is the message format parameter for the third party destination profile for this notification.

Type: String

Used in messages: Omgeo

OmgeoMinLastUpdateDateTime

Used for querying to get all details from last time the query was executed.

Type: UTCTimestamp

Used in messages: Omgeo

OmgeoMoreFlag

Indicates in the query response if there are additional records when querying. Valid Values: Y/N.

Type: Boolean

Used in messages: Omgeo

OmgeoNoBlockChargesOrTaxes

Number of repeating groups of Charge or Tax types at the Block level.

Type: NumInGroup

Used in messages: Omgeo

OmgeoNoBlockCommissions

This field indicates the number of block commission groups that are provided on the message.

Type: NumInGroup

Used in messages: Omgeo

OmgeoNoDisclosures

Number of repeating groups of 10b-10 Disclosure Statement.

Type: NumInGroup

Used in messages: Omgeo

OmgeoNoErrorParameter

Omgeo CTM FIX Interface specific field. A Composite of fields used to denote the Number of Error Parameters and their details for a Block trade.

Type: NumInGroup

Used in messages: Omgeo

OmgeoNoErrors

Omgeo CTM specific field. Number of repeating groups of block-level errors.

Type: NumInGroup

Used in messages: Omgeo

OmgeoNoFieldComparisons

Number of repeating groups of Block level Field Comparisons.

Type: NumInGroup

Used in messages: Omgeo

OmgeoNoIndividualErrorParameter

Omgeo CTM FIX Interface specific field. A Composite of fields used to denote the Number of Error Parameters and their details for a Allocation/Confirmation trade.

Type: NumInGroup

Used in messages: Omgeo

OmgeoNoIndividualErrors

Omgeo CTM specific field. Number of repeating groups of allocation account-level errors.

Type: NumInGroup

Used in messages: Omgeo

OmgeoNoIndividualFieldComparison

Number of repeating groups of Confirmation level Field Comparisons.

Type: NumInGroup

Used in messages: Omgeo

OmgeoNoRegMemberships

Number of repeating groups of Regulatory Membership.

Type: NumInGroup

Used in messages: Omgeo

OmgeoNoSecurityTypeGroups

Omgeo CTM FIX Interface specific field. This field denotes the Number of OmgeoSecurityTypeGroup.

Type: NumInGroup

Used in messages: Omgeo

OmgeoNoSettlTransCondIndicators

Omgeo CTM specific field. Number of repeating OmgeoSettlementTransactionIndicator entries.

Type: NumInGroup

Used in messages: Omgeo

OmgeoNoSWIFTDifferences

Type: String

Used in messages: Omgeo

OmgeoNoTDBusinessExceptionCodes

Omgeo CTM specific field. Number of repeating groups for TradeDetail business exceptions.

Type: NumInGroup

Used in messages: Omgeo

OmgeoNoTDL2FieldsSameValueEval

Omgeo CTM specific field. Number of repeating groups of (maximum of 40) trade detail L2 fields and the field’s same value evaluation.

Type: NumInGroup

Used in messages: Omgeo

OmgeoNoTDWorkflowModifier

This would specify the Number of OmgeoTDWorkflowModifier which could be present within this NumInGroup field

Type: NumInGroup

Used in messages: Omgeo

OmgeoNoThirdPartyData

This field indicates the number of Third Party Data blocks that are provided on the message.

Type: NumInGroup

Used in messages: Omgeo

OmgeoNoTLBusinessExceptionCodes

Omgeo CTM specific field. Number of repeating groups for business exceptions

Type: NumInGroup

Used in messages: Omgeo

OmgeoNoTLL2FieldsSameValueEval

Omgeo CTM specific field. Number of repeating groups of (maximum of 40) trade level L2 fields and the field’s same value evaluation

Type: NumInGroup

Used in messages: Omgeo

OmgeoNoTLWorkflowModifier

This would specify the Number of OmgeoTLWorkflowModifier which could be present within this NumInGroup field

Type: NumInGroup

Used in messages: Omgeo

OmgeoNoTradeTransCondIndicators

Omgeo CTM specific field. Number of repeating OmgeoTradeTransactionIndicator entries.

Type: NumInGroup

Used in messages: Omgeo

OmgeoNoWorkflowType

Omgeo specific field which would specify the number of OmgeoTLWorkflowType.

Type: int

Used in messages: Omgeo

OmgeoOmnibusExpected

Flag/Indicator which indicates that the client would be submitting an omnibus allocation for the given block trade.

Type: Boolean

Used in messages: Omgeo

OmgeoPlaceOfSafekeeping

Omgeo CTM specific field. Place where to the best of the fund manager’s knowledge, its securities are or should be kept (before settlement of a delivery or after settlement of a receive instruction).

Type: String

Used in messages: Omgeo

OmgeoPlaceOfSafekeepingPlace

Omgeo specific field. Indicates whether BIC provided is for a Custodian NCSD, ICSD or Shares Held Elsewhere. Valid values:

CUST

NCSD

ICSD

SHHE

Type: String

Used in messages: Omgeo

OmgeoPlaceOfSafekeepingType

Omgeo CTM specific field. Indicates type of PSAFE value being provided: BIC or Country Code. Valid values:

BIC

COUN

Type: String

Used in messages: Omgeo

OmgeoPlaceOfSafekeepingValue

Omgeo CTM specific field. Indicates the PSAFE value. Will be either a BIC or an ISO Country Code.

Type: String

Used in messages: Omgeo

OmgeoPoolReference

This is the common Pool Reference Number which links the Omnibus allocation with its dependents.

Type: String

Used in messages: Omgeo

OmgeoPremiumAmount

Omgeo CTM FIX Interface specific field. The amount paid by the buyer to the seller of the contract. This amount is calculated from the execution price and the number of contracts.

Type: Amt

Used in messages: Omgeo

OmgeoRejectComponentFlagAlloc

Omgeo CTM specific field. Indicates an allocation has been rejected.

Type: String

Used in messages: Omgeo

OmgeoRejectComponentFlagBlock

Omgeo CTM specific field. Indicates a Block has been rejected.

Type: Boolean

Used in messages: Omgeo

OmgeoSecurityTypeGroup

Omgeo CTM FIX Interface specific field. This field is used to denote the SecurityTypeGroup (Asset Class).

Type: String

Used in messages: Omgeo

OmgeoSettlementViewIndicator

Omgeo CTM specific field. Indicates whether an Allocation Report represents a Settlement view or describes a status change.

Type: Boolean

Used in messages: Omgeo

OmgeoSettlInstProcNarrative

This field would hold the entire SSI provided by Investment Manager or Executing Broker if 9048 or 7512=MANI

Type: String

Used in messages: Omgeo

OmgeoSettlInstrSourceIndicator

Omgeo CTM specific field. Indicates the source of settlement instructions. If not present, settlement instructions will not be enriched and manual settlement instructions included in the message will not be processed.

Type: String

Used in messages: Omgeo

OmgeoSettlTransCondIndicator

Omgeo CTM specific field. Indicates the bargain conditions for the trade.

Type: String

Used in messages: Omgeo

OmgeoShowHiddenFieldsIndicator

Omgeo CTM specific field. An indicator for hiding data from the counter party.

Type: Boolean

Used in messages: Omgeo

OmgeoSWIFTBuyerSeller

Type: String

Used in messages: Omgeo

OmgeoSWIFTDifferenceFlag

Type: String

Used in messages: Omgeo

OmgeoSWIFTDifferences

Type: String

Used in messages: Omgeo

OmgeoSwiftFieldName

Type: String

Used in messages: Omgeo

OmgeoSwiftNewValue

Type: String

Used in messages: Omgeo

OmgeoSwiftOldValue

Type: String

Used in messages: Omgeo

OmgeoSwiftTagQualifier

Type: String

Used in messages: Omgeo

OmgeoTDBusinessExceptionCode

Omgeo CTM specific field. A reason code for TradeDetail business exceptions.

Type: char

Used in messages: Omgeo

OmgeoTDCancelText

Omgeo CTM FIX interface specific field. This would have any Cancel Reason Text at the Confirmation level.

Type: String

Used in messages: Omgeo

OmgeoTDErrorSeverity

Severity of the Asynchronous Error for the Broker’s Confirmation trade. Valid values are: INFO, WARN and FATL.

Type: String

Used in messages: Omgeo

OmgeoTDErrorStatus

Status of Asynchronous Error for the Broker’s Confirmation trade. Valid values are: OPEN (Open) and CLSD (Closed).

Type: String

Used in messages: Omgeo

OmgeoTDExecutingBrokerValue

Executing Broker’s value of the Confirmation level L2 Matching field.

Type: String

Used in messages: Omgeo

OmgeoTDFieldLevelL2MatchRule

Investment Manager set matching rule of the Allocation/Confirmation level L2 Matching field.

Type: String

Used in messages: Omgeo

OmgeoTDFieldLevelMatchRule

Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule for an Allocation/Confirmation trade.

Type: String

Used in messages: Omgeo

OmgeoTDFieldLevelMatchStatus

Match status of the Confirmation level L2 Matching field.

Type: String

Used in messages: Omgeo

OmgeoTDFieldMatchRuleDescription

Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule description for an Allocation/Confirmation trade.

Type: String

Used in messages: Omgeo

OmgeoTDFieldName

Omgeo CTM FIX Interface specific field. Denotes L1/L2 Field Name for an Allocation/Confirmation trade.

Type: String

Used in messages: Omgeo

OmgeoTDHighestErrorSeverity

Omgeo CTM specific field. The highest Error Severity code within the Trade detail.

Type: char

Used in messages: Omgeo

OmgeoTDInstructingPartyValue

Investment Manager’s value of the Allocation level L2 matching field.

Type: String

Used in messages: Omgeo

OmgeoTDISITCRejectReasonCode

ISITC Reject Reason Code while rejecting a Confirm trade.

Type: String

Used in messages: Omgeo

OmgeoTDL2FieldName

Omgeo CTM specific field. Name of L2 Field.

Type: String

Used in messages: Omgeo

OmgeoTDL2SameValue

Omgeo CTM specific field. Indicates if the value of the OmgeoTDL2FieldName supplied by the Broker is the same as the value supplied by the Investment Manager.

Type: String

Used in messages: Omgeo

OmgeoTDMatchStatus

Match Status of the Confirmation/Allocation trade.

Type: String

Used in messages: Omgeo

OmgeoTDMessageFieldType

Omgeo CTM FIX Interface specific field. Denotes the Field Type – i.e. L1 (Pairing) or L2 (Matching) for a Allocation/Confirmation trade.

Type: String

Used in messages: Omgeo

OmgeoTDRejectDateTime

DateTime at which the Confirmation trade is rejected.

Type: UTCTimestamp

Used in messages: Omgeo

OmgeoTDRejectText

Omgeo CTM FIX interface specific field. This would have any Reject Reason Text at the Confirmation level.

Type: String

Used in messages: Omgeo

OmgeoTDSAFECUST

Omgeo CTM specific field. Indicates the SWIFT BIC of a global custodian bank, where the security will be safekept.

Type: String

Used in messages: Omgeo

OmgeoTDSAFEICSD

Omgeo CTM specific field. Indicates the SWIFT BIC of an international central securities depository, where the security will be safekept.

Type: String

Used in messages: Omgeo

OmgeoTDSAFENCSD

Omgeo CTM specific field. Indicates the SWIFT BIC of the national central security depository, where the security will be safekept.

Type: String

Used in messages: Omgeo

OmgeoTDSAFESHHE

Omgeo CTM specific field. Text that indicates that the shares to be safekept will be held elsewhere.

Type: String

Used in messages: Omgeo

OmgeoTDVersionOfTradeComponent

Indicates the version number of a Confirm Trade.

Type: int

Used in messages: Omgeo

OmgeoTDWorkflowModifier

Omgeo specific field which would define the Workflow Modifier of the Allocation/Confirmation trade as determined by CTM.

Type: String

Used in messages: Omgeo

OmgeoTDWorkflowType

Omgeo specific Allocation/Confirmation level field which would define the Workflow Type of that Allocation/Confirmation as been determined by CTM.

Type: String

Used in messages: Omgeo

OmgeoThirdPartyCreatedAt

Type: String

Used in messages: Omgeo

OmgeoThirdPartyDetail

This composite is present only if

notifications are sent from a third

party. This composite consists of

ThirdPartyDetailStatus,

ThirdPartyDetailStatusTime,

ThirdPartySummaryStatus,

ThirdPartyHighestErrorSeverity,

ThirdPartyError, and

ThirdPartySourceSettingAgentFro

mMessage

Type: component

Used in messages: Omgeo

OmgeoThirdPartyDetailStatus

Part of the ThirdPartyDetailStatus composite, this field indicates the status values when TPNotificationType is THRD.

Type: String

Used in messages: Omgeo

OmgeoThirdPartyDetailStatusTime

Part of the ThirdPartyDetailStatus composite, this field contains the most recent date and time change for ThirdPartyDetailStatus.

Type: UTCTimestamp

Used in messages: Omgeo

OmgeoThirdPartyError

This composite contains errors generated during the third party eligibility and third party validation process. It consists of ErrorId, ErrorSeverity, and ErrorText.

Type: component

Used in messages: Omgeo

OmgeoThirdPartyName

The actual name of the organization

Type: String

Used in messages: Omgeo

OmgeoThirdPartyRole

Type of third party being identified

Type: String

Used in messages: Omgeo

OmgeoThirdPartyStatus

The status of communication with the third party

Type: String

Used in messages: Omgeo

OmgeoThirdPartyStatusTime

The time the third party status was assigned to the allocation by Central Trade Manager (CTM)

Type: UTCTimestamp

Used in messages: Omgeo

OmgeoThirdPartySummaryStatus

Part of the ThirdPartyDetail composite, this field contains a roll up status of all underlying notifications generated when a third party detail is released for notification. This field is absent if the investment manager is not subscribed to Omgeo CTM Third Party Notification – MAGR.

Type: String

Used in messages: Omgeo

OmgeoThirdPartyType

This field identifies the type of format used to identify the party

Type: String

Used in messages: Omgeo

OmgeoThirdPartyValue

Identity of the party specified as a character string

Type: String

Used in messages: Omgeo

OmgeoTimeZoneIndicator

Omgeo defined Timezone Indicator.

Type: String

Used in messages: Omgeo

OmgeoTLAccruedInterestAmount

Used to specify the interest accrued for the entire trade. Values of amount are limited to 16 decimal places. The precision is determined by the corresponding currency type.

Type: Amt

Used in messages: Omgeo

OmgeoTLAccruedInterestCurrency

The currency associated with the total accrued interest amount. This field determines precision of the corresponding amount field.

Type: Currency

Used in messages: Omgeo

OmgeoTLBusinessExceptionCode

Omgeo CTM specific field. A reason code for business exceptions.

Type: char

Used in messages: Omgeo

OmgeoTLErrorSeverity

Severity of the Asynchronous Error for the Broker’s Block trade. Valid values are: INFO, WARN and FATL.

Type: String

Used in messages: Omgeo

OmgeoTLErrorStatus

Status of Asynchronous Error for the Broker’s Block. Valid values are: OPEN (Open) and CLSD (Closed).

Type: String

Used in messages: Omgeo

OmgeoTLExecutingBrokerValue

Match status of the Block level L2 matching field.

Type: String

Used in messages: Omgeo

OmgeoTLExpected

Omgeo specific field which would indicate that whether CTM FIX clients would like to send a Block trade or would want CTM to construct the Block (pseudo-block) trade for them.

Type: Boolean

Used in messages: Omgeo

OmgeoTLFieldLevelL2MatchRule

Investment Manager set matching rule of the Block level L2 matching field.

Type: String

Used in messages: Omgeo

OmgeoTLFieldLevelMatchRule

Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule for a Block trade.

Type: String

Used in messages: Omgeo

OmgeoTLFieldLevelMatchStatus

Match status of the Block level L2 matching field.

Type: String

Used in messages: Omgeo

OmgeoTLFieldMatchRuleDescription

Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule description for a Block trade.

Type: String

Used in messages: Omgeo

OmgeoTLFieldName

Omgeo CTM FIX Interface specific field. Denotes L1/L2 Field Name for a Block trade.

Type: String

Used in messages: Omgeo

OmgeoTLHighestErrorSeverity

Omgeo CTM specific field. Indicates the severity of an error against the trade level (i.e., the block).

Type: char

Used in messages: Omgeo

OmgeoTLInstructingPartyValue

Investment Manager’s value of the Block level L2 Matching field.

Type: String

Used in messages: Omgeo

OmgeoTLISITCRejectReasonCode

ISITC Reject Reason Code while rejecting a Block trade.

Type: String

Used in messages: Omgeo

OmgeoTLL2FieldName

Omgeo CTM specific field. Name of L2 Field.

Type: String

Used in messages: Omgeo

OmgeoTLL2SameValue

Omgeo CTM specific field. Indicates if the value of the OmgeoTLL2FieldName supplied by the Broker is the same as the value supplied by the Investment Manager.

Type: String

Used in messages: Omgeo

OmgeoTLMatchStatus

Omgeo CTM specific field. Indicates the match status at the trade level.

Type: String

Used in messages: Omgeo

OmgeoTLMessageFieldType

Omgeo CTM FIX Interface specific field. Denotes the Field Type – i.e. L1 (Pairing) or L2 (Matching) for a Block trade.

Type: String

Used in messages: Omgeo

OmgeoTLRejectDateTime

DateTime at which the Block trade is rejected.

Type: UTCTimestamp

Used in messages: Omgeo

OmgeoTLRejectText

Omgeo CTM FIX interface specific field. This would have any Reject Reason Text at the Block level.

Type: String

Used in messages: Omgeo

OmgeoTLVersionOfTradeComponent

Indicates the version number of a Block trade.

Type: int

Used in messages: Omgeo

OmgeoTLWorkflowModifier

Omgeo specific field which would define the Workflow Modifier of the Block trade as been determined by CTM.

Type: String

Used in messages: Omgeo

OmgeoTLWorkflowType

Omgeo specific Block level field which would define the Workflow Type of the Block trade as been determined by CTM.

Type: String

Used in messages: Omgeo

OmgeoTotSettlInstructionNum

This corresponds to the Total Number of Settlement Instructions for a specific Omnibus Allocation. This field corresponds to the SWIFT TOSE code.

Type: int

Used in messages: Omgeo

OmgeoTPAssignedID

The identifier assigned to the allocation by the third party upon receipt

Type: String

Used in messages: Omgeo

OmgeoTPAssignedTime

Date and time when the Omgeo Third Party generated the message.

Type: UTCTimestamp

Used in messages: Omgeo

OmgeoTPHighestErrorSeverity

Part of the ThirdPartyDetail composite, this field contains the highest error severity of ThirdPartyErrors.

Type: char

Used in messages: Omgeo

OmgeoTPMessageDelivery

This composite contains information about the third party DeliveryChannel, MessageFormat,and HeaderFooterFormat.

Type: component

Used in messages: Omgeo

OmgeoTPNErrorID

A unique identifier for each error

on a given trade component.

Type: String

Used in messages: Omgeo

OmgeoTPNErrorSeverity

This field represents the significance of the synchronous and asynchronous errors.

Type: char

Used in messages: Omgeo

OmgeoTPNErrorText

This field describes the error code.

Type: String

Used in messages: Omgeo

OmgeoTPNotificationType

If ThirdPartyData composite is

created for CDS, this field contains

DEPO; if created for third party, it

contains THRD.

Type: String

Used in messages: Omgeo

OmgeoTPReason

A free form text field for communication of additional information from the third party to Central Trade Manager (CTM)

Type: String

Used in messages: Omgeo

OmgeoTPSourceSettlingAgentFrmMsg

Part of the ThirdPartyDetailStatus

composite, this field tells third party notification whether to send a notification to the IP3, Custodian or Sub-Agent listed on the message and how to handle Settling Agt and Settling Agt BIC fields on the UI.

Type: String

Used in messages: Omgeo

OmgeoTradeAgreementMethod

Omgeo CTM FIX Interface specific field. Used to denote the Trade agreement method. Possible values: ELEC – electronic, VOIC – voice.

Type: String

Used in messages: Omgeo

OmgeoTradeDetailTradeAmount

Omgeo CTM specific field. Indicates the trade (deal) amount for the trade detail (i.e., the account allocation).

Type: Amt

Used in messages: Omgeo

OmgeoTradeLevelMasterReference

Omgeo CTM specific field. A unique identifier for the trade side that is supplied by the client.

Type: String

Used in messages: Omgeo

OmgeoTradeSideHighestErrSeverity

Omgeo CTM specific field. Indicates the severity of an error against the trade side (i.e., the block and all of the associated account allocations).

Type: char

Used in messages: Omgeo

OmgeoTradeSideID

Omgeo CTM specific field. A unique identifier for a trade side that is generated by CTM.

Type: String

Used in messages: Omgeo

OmgeoTradeTimeQualifier

Omgeo defined TradeTime types.

Type: String

Used in messages: Omgeo

OmgeoTradeToleranceMatchStatus

Omgeo CTM specific field. Indicates if the trade has matched agreed within the accepted Tolarence or has matched with exact value.

Type: String

Used in messages: Omgeo

OmgeoTradeTransCondIndicator

Omgeo CTM specific field. Indicates the bargain conditions vfor the trade.

Type: String

Used in messages: Omgeo

OmgeoTypeOfPriceIndicator

Omgeo CTM FIX Interface specific field. Used to denote the Price type. Possible values are: AVER – Average, EXEC – Execution.

Type: String

Used in messages: Omgeo

Omnibus

Indicates whether the contra party is an omnibus name or not.

Type: Boolean

Used in messages: Millennium

OmnibusAccount

Indicates the types of customer or account requesting the order. Values are

1 – For own account2 – For clearing member’s house account3 – For the account of another member present

4 – For any other customer account

Type: String

Used in messages: CMEGroup

OmnibusClearing

1 byte numeric designating the omnibus account against which the execution was done

Type: int

Used in messages: SIAC

OMSVersion

Buy side vendor to provide the OMS software version that the trader is using to send in orders. For example: “EzeTraderConsole 4.7”

Type: String

Used in messages: LehmanBrothers

OnAMOpenPercent

Percentage of total quantity to be sent on AM Open.

Type: float

Used in messages: UBS

OneDayOnly

As per Spec

Type: String

Used in messages: Citigroup

OnlineCloseTime

Type: UTCTimestamp

Used in messages: INTERTRADE

OnlineStartTime

Type: UTCTimestamp

Used in messages: INTERTRADE

OnPMOpenPercent

Percentage of total quantity to be sent on PM Open.

Type: float

Used in messages: UBS

OpenAuctionRate

Open auction participation expressed as a percentage (0-100).

Type: Percentage

Used in messages: MerrillLynch

OpenCloseFlag

char, valid product code

Type: char

Used in messages: Citigroup

OpenFlag

Indicates if Trader at Market Maker is open for trading or closed. Only quotes of open Traders should be considered live.

Type: Boolean

Used in messages: NationalQuotationBureau

OpenInterest

Open Interest in terms of number of contracts for a derivative security (such as, option)

Type: Qty

Used in messages: CBOE

OpenInterestQty

Quantity of the open interest in a given security.

Type: Qty

Used in messages: CMEGroup

OperationTypeIndicator

Indicator specifying the nature of the operation generating the TCS declaration

Type: String

Used in messages: Euronext

OppBroker

same as official tag 337 or 9100** ADDED TO FIX 4.2 AS TAG: 375 (ContraBroker) **

Type: char

Used in messages: CMEGroup

OppHouse

Indicates the house of the contraBroker

Type: String

Used in messages: CMEGroup

OpportunisticVol

.

Type: String

Used in messages: Citigroup

OppSideMaxSize

This field specifies the largest size the d-Quote is willing to initiate a trade against with discretion. This size may be applied to an incoming order or to aggregate interest at a price point, as specified in later requirements. Must be Roundlot represented in shares.

Type: Qty

Used in messages: SIAC

OppSideMinSize

This field specifies the smallest size the d-Quote is willing to initiate a trade against with discretion. This size may be applied to an incoming order or to aggregate interest at a price point, as specified in later requirements. Must be Roundlot represented in shares.

Type: Qty

Used in messages: SIAC

OppSidePeg

Tag had previously been named XpressIndicator, datatype remains Char. 4th Qtr, 2011. Opposite Side Pegging. This indicator specifies whether the customer has specified Pegging functionality be applied to the Opposite Side PBBO for the d-Quote or s-Quote. Value = “Y” or “N”. Not Boolean so invalid value will be rejected by CCG/ME, not Fix Parser.

Tag 9561, PegInd, used for same side Pegging and ‘Y’ value mutually exclusive with ‘Y’ value for OppSidePeg.

Type: Boolean

Used in messages: SIAC

OPRAClassCode

OPRA Class Code.

Data Tye: char

Type: char

Used in messages: SSITechnologies

OPRAStrikeCode

Code used by OPRA (Options Price Reporting Authority) to identify series. Concatenation of option symbol, strike code.

Data Type: String[7]

Type: String

Used in messages: SSITechnologies

OptionProductType

Describes the standard optoin type: 1 — Vanilla, 2 — Knock-In, 3 — Knock-Out, 4 — One Touch, 5 — No Touch, 6 — Double Knock-In, 7 — Double Knock-Out

Type: char

Used in messages: Bloomberg

OptionSettlType

[4.2] To describe TW derivative (option/future) settlement or delivery type:

P = Physical

C = Cash

Type: char

Used in messages: Tradeweb

OptionSponsorType

Indicates Option Sponsor Type

0 = Regular

1 = Societe Generale

Type: char

Used in messages: CMC

OptionStrategy

1 — single leg, 2 — straddle, 3 — strangle, 4 — risk reversal, 5 — participating forward, 6 — diagonal spread, 7 — call

ut spread, 8 — calendar spread, 9 — two leg

Type: char

Used in messages: Bloomberg

OptionStrategyType

Complex option strategy type definitions, i.e., Call Spread, Straddle, Strangle, etc.

Type: String

Used in messages: Harts

OptionTradeType

TW Derivative Trade Type (Option/Future)

1 = Listed

2 = Flex

3 = Bilateral

Type: char

Used in messages: Tradeweb

OptPxDenominator

Denominator used to get actual option price.

Type: int

Used in messages: SSITechnologies

OrdActiveStatus

Allows the client to submit inactive orders and to inactivate/activate live orders.

Type: String

Used in messages: ICAP

OrderAcceptedBy

Provides audit trail tracking who accepted the order

Type: String

Used in messages: ThomsonFinancial

OrderAcceptedTime

Provides audit trail tracking the time the order was accepted

Type: UTCTimestamp

Used in messages: ThomsonFinancial

OrderAttributeTypes

String datatype. Same as OrderAttributeType(2594) in the standard OrderAttributeGrp component but string datatype to support space delimited integer values defined by the standard field. OrderAttributeValue(2595) implicitly assumed to be “Y”. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. Types of order attribute.

Type: String

Used in messages: FIXProtocolLtd

OrderBenchmarkPrice

Type: String

Used in messages: MerrillLynch

OrderBookID

The identity of a market place partition.String

Type: String

Used in messages: OMGroup

OrderCapacity

Custom field for FIX 4.2 users that want to adopt the FIX 4.3 OrderCapacity field

Designates the capacity of the firm placing the order.

Valid values:

A = Agency

G = Proprietary

I = Individual

P = Principal (Note for CMS purposes, Principal includes Proprietary)

R = Riskless Principal

W = Agent for Other Member

(as of FIX 4.3, this field replaced Rule80A (tag 47) –used in conjunction with OrderRestrictions field)

(see Volume 1: “Glossary” for value definitions)

Type: char

Used in messages: CBOE

OrderCapacity2

NYSE – Additional value representing Account Type. Account Type Q indicates a trade to cover an error transaction. Format = char. Valid Value = Q

Type: char

Used in messages: SIAC

OrderChangeSourceID

Order change source ID

Type: String

Used in messages: ThomsonFinancial

OrderContainerID

Field to tie version of orders at various desks together.

Type: String

Used in messages: RaptorTradingSystems

OrderCreateTime

UTC timestamp when the order was created.

Type: UTCTimestamp

Used in messages: Tradeweb

OrderDate1

Indicate the order placing date in local time (YYYYMMDD)

Type: UTCDateOnly

Used in messages: KoreaStockExchange

OrderDate2

Date when the Order was created.

Type: UTCDateOnly

Used in messages: MiddleWareIdioms

OrderedQuantityLeg2

Ordered quantity for leg 2 of a 2-legged strategy.

Type: Qty

Used in messages: BarclaysCapital

OrderEnteredBy

Provides audit trail tracking who entered the order

Type: String

Used in messages: ThomsonFinancial

OrderEnteredTime

Provides audit trail tracking the time the order was entered

Type: UTCTimestamp

Used in messages: ThomsonFinancial

OrderExpositionEndTime

The end time for an order exposition

Type: UTCTimestamp

Used in messages: CMC

OrderHandlingInstSourceClone

Clone of FIX.4.4 tag 1032(OrderHandlingInstSource) for use by firms / vendors who are unable to use the official tag.

Type: int

Used in messages: LavaTrading

OrderId

Contains the GL SLE ID of the order.

Type: String

Used in messages: GLTrade

OrderIDNext

ID od next order

Type: String

Used in messages: Euronext

OrderIDPrev

ID of previous order

Type: String

Used in messages: Euronext

OrderIDSell

OrderID of the Sell Side of a Cross.

Used to support message translation between FIX-STAMP for Canadian Equities.

Type: Boolean

Used in messages: IntegratedTransactionSystemsLtd

OrderLegNum

When reporting fill, references the leg number in the order.

Type: int

Used in messages: CMEGroup

OrderLinkID

Citi-FX. Permits order originators to tie together groups of trades in which trades resulting from orders are associated for a specific purpose.

Type: String

Used in messages: Unknown

OrderMaxValue

Maximum order valuePrice

Type: Price

Used in messages: OMGroup

OrderMinValue

Minimum order valuePrice

Type: Price

Used in messages: OMGroup

OrderNote

This field is used to hold a list-level note on a list message.

Type: String

Used in messages: MarketAxess

OrderOptions

Options for spread generated orders (MultipleValueString).

Type: MultipleStringValue

Used in messages: CarlinFinancialGroup

OrderOrigin1

Indicates the origina of the order. Possible values. 1 – Firm Order 2 – BARS Order 3 – Specialist Quote 4 – Market Maker Quote 5 – Away Market Inbound 6 – Away Market Outbound

Type: char

Used in messages: Millennium

OrderOrigin2

For submission of order originator (String)to specify Exchange:Firm Acronym. Of the form [Exchange:]Acronym

If [Exchange:] is omitted, the Target Exchange is assumed. E.g. CBOE:ABC and ABC are equivalent for firm Acronym ABC at Exchange CBOE for orders sent to Exchange CBOE.

Type: String

Used in messages: CBOE

OrderPrice

Customer price per share of Original Order.

Type: char

Used in messages: AutomatedSecurityClearanceLtd

OrderQty

A notional dealt amount for an Outright (single legged), or the near dealt amount of a Swap.

Type: Qty

Used in messages: VelocitySystemsInternational

OrderQty2

Applicable when subscribing for Swap prices. Represents the far dealt amount of the Swap.

Type: Qty

Used in messages: VelocitySystemsInternational

OrderRatio

Decimal value

Type: float

Used in messages: BearStearns

OrderRefDate

NYSE – Front End Systemic Capture (FESC) Field: This is a required field when submitting a report drop copy.

Specifies the date the order was entered into an Exchange system.

Type: UTCDateOnly

Used in messages: SIAC

OrderRejectReasonTxt

Textual description of the reason and order was rejected.

Type: String

Used in messages: CBOE

OrderReqType

Type of the Order Request.

Data Type: Char

Valid Values:

0 = Modify Orders

1 = Cancel Orders

Type: char

Used in messages: SSITechnologies

OrderRestrictions

Custom field for FIX 4.2 users that want to adopt the FIX 4.3 field.

Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.

Valid values:

1 = Program Trade

2 = Index Arbitrage

3 = Non-Index Arbitrage

4 = Competing Market Maker

5 = Acting as Market Maker or Specialist in the security

6 = Acting as Market Maker or Specialist in the underlying security of a derivative security

7 = Foreign Entity (of foreign governmnet or regulatory jurisdiction)

8 = External Market Participant

9 = External Inter-connected Market Linkage

A = Riskless Arbitrage

Type: MultipleStringValue

Used in messages: CBOE

OrderRoutingMethod

Indicates the means through which a customer routes orders to broker

1: Sale Office Terminal, 2: Wire Communication, 3: Wireless Communication, 4: HTS, 5: Others

Type: char

Used in messages: KoreaStockExchange

OrderSequence

Counter of order changes

Type: int

Used in messages: Novita

OrderSize

Dollar neutral order size (Price).

Type: Price

Used in messages: CarlinFinancialGroup

OrderSource

0 – broker on behalf of a client

1 – broker trading on behalf of themself or a firm

2 – any trade by a foreign party

3 – large institutional investor

4 – securities issuer

5 – exchange control

6 – insider of a security

Type: char

Used in messages: Computershare

OrderStartTime

Type: UTCTimestamp

Used in messages: INTERTRADE

OrderTANumber

The TA number of the order assigned by SDOT

Type: String

Used in messages: SIAC

OrderTime

6-byte timestamp in HHMMSS format denoting the time the order arrived in the system

Type: UTCTimeOnly

Used in messages: SIAC

OrderTTL

Data type: int.

Number of milliseconds within which exchange can try to execute order again, if it failed on previous attempt.

Type: int

Used in messages: DeutscheBank

OrdFillType

Used to further describe OrdType. Values: 0 – Partial Fill, 1 – Immediate of Cancel

Type: char

Used in messages: Nasdaq

OrdStatReq

FCS Admin Request – Line 2, Field 1 Valid Values: 1 = Report Status 2 = Confirm Order Received 3 = Confirm Out 4 = B (Buy) 5 = BM (Buy Minus) 6 = S (Sell) 7 = SPL (Sell Plus) 8 = SS (Sell Short) 9 = SE (Sell Short exempt from rules) Contains Admin message type (i.e. Report Status) and must include the original order instruction. This field contains multiple values separated by a comma. FIX.4.1 Format: Char FIX.4.2 Format: String

Type: MultipleStringValue

Used in messages: SIAC

OrdStatus

1 = Accept

2 = Reject

3 = Expire

4 = Cancel

6 = Counter

9 = Pass

Type: char

Used in messages: LehmanBrothers

OrdStatusReqID

Data type: String. For FIX 4.3.

Can be used to uniquely identify a specific Order Status Request message.

Type: String

Used in messages: DeutscheBank

OrdStatusReqType

Discriminates between a standard Order Status Request (=0), and a non-standard Trade History query (=1)

Type: Boolean

Used in messages: OMGroup

OrdStatusRequestType

Defines the search criteria. Values: 0 – ClOrdID, 1 – By Symbol and Side, 2 – By Symbol, 3 – All.

Type: char

Used in messages: Nasdaq

OrdSubStatus

Substatus of an order

Type: String

Used in messages: GLTrade

OrdTypeExt

Order type with added values. Format=char. Valid values:

1=Market;

2=Limit;

3=Stop;

4=Stop Limit;

J=Market If Touched (MIT);

K=Market with Leftover as Limit;

Q=Market at Any Price with Leftover as Limit;

R=Interbank;

S=Market Limit If Touched (MIT);

T=Committed Principal Order.

Type: char

Used in messages: GATETecnologieInformatiche

OrgTrdMatchID

Original unique identifier assigned to a trade by the matching system.

Type: String

Used in messages: ICAP

OrigBCastSeqNo

Exists for a Cancel (5637=1) or Corrected (5637=2) trade report.

This field contains the BCastSeqNo (tag 6103) of the trade that is being cancelled or corrected.

DataType=SeqNum

Type: SeqNum

Used in messages: MarketAxess

OrigBidPx1

The current price of the Bid side of the Quote

Type: Price

Used in messages: SSITechnologies

OrigBidPx2

The current price of the Bid side of the Quote

Type: Price

Used in messages: SSITechnologies

OrigBidSize

The original buy side quantity of the quote as known to a Firm when sending a modification request.

Type: Qty

Used in messages: Nasdaq

OrigClientID

Original Client ID of the order before amendment of Client ID

Type: String

Used in messages: GLTrade

OrigCompID

on drop copies OrigCompID will be the TargetCompID of the original exec report (TargetCompID will be the receiver of the drop copy)

Type: String

Used in messages: BATSTrading

OriginalContractSize

TBD.

Type: Qty

Used in messages: CMEGroup

OriginalDestination

To specify the original destination of a Drop copy message. Can be a platform, exchange or anything – Mutually agreed upon.

Type: String

Used in messages: Bloomberg

OriginalEmailThreadID

Original Email Thread ID to which this e-mail message is in reply

Type: String

Used in messages: CBOE

OriginalOrderTime

Specified in DK Trade if reason is Stale Execution

Type: UTCTimestamp

Used in messages: CapitalMarketsConsulting

OriginalSize

Current Order/Quote Size.

Data Tye: int

Type: int

Used in messages: SSITechnologies

OriginalSource

The field indicates the trade source

Type: String

Used in messages: DeutscheBank

OriginatorAcc

Indicates the member’s own account to the end-client.

Type: String

Used in messages: GLTrade

OriginatorAccFinal

Indicates the account of the person who initiates the order.

Type: String

Used in messages: GLTrade

OriginatorType

Defines the type of order sender, i.e., Customer, Firm, Market Maker, etc.

Type: String

Used in messages: Harts

OrigInfoMarket

Origin of market information indicator

Type: String

Used in messages: Euronext

OrigIssueAmt

Face value of the original issuance of a bond. DataType: Amt

Type: Amt

Used in messages: MarketAxess

OrigLeavesQty

The original quantity of the order as known to the user when sending a modification request.

Type: Qty

Used in messages: Nasdaq

OrigOfferPx

The current price of the Offer side of the Quote

Type: Price

Used in messages: SSITechnologies

OrigOfferSize

The original price of the order as known to the firm when sending a modification request.

Type: Qty

Used in messages: Nasdaq

OrigOrderDate

Date the Original Order was accepted by ECN.

Type: UTCDateOnly

Used in messages: AutomatedSecurityClearanceLtd

OrigOrderID1

OrderID of the previous order (NOT the initial order of the day) as assigned by the market. Format=String.

Type: String

Used in messages: GATETecnologieInformatiche

OrigOrderID2

Indicates the original order identification

Type: String

Used in messages: Euronext

OrigOrderUser

Indicate if the order has been entered by a market maker or not

Type: Boolean

Used in messages: Euronext

OrigOrdQty

The original quantity of an order

Type: Qty

Used in messages: CMC

OrigOwnerID

Used to indicate the ID of the original owner.

Data Type: String

Type: String

Used in messages: SSITechnologies

OrigPrice

The original price of the order as known to the firm when sending a modification request.

Type: Price

Used in messages: Nasdaq

OrigQuoteID

QuoteID of the current quote.

Data Type: long

Type: int

Used in messages: SSITechnologies

OrigSubID

on drop copies OrigSubID will be the TargetSubID of the original exec report (TargetSubID will be the receiver of the drop copy)

Type: String

Used in messages: BATSTrading

OrigTime

Indicates the time of the transaction as indicated by the Originating system.

Type: UTCTimestamp

Used in messages: SIAC

OrigTrdMatchID

Trade id of the original trade. This is indicated when either a trade reversal or a nostro correction is transacted.

Type: String

Used in messages: SWXSwissExchange

OTCBBFlag

Indicates whether a Quote in the EQS is from the OTCBB N=Not from the OTCBB Y=From the OTCBB

Type: Boolean

Used in messages: NationalQuotationBureau

OTCInd

OTC (Off Exchange order) indicator. Used to set GL Class Order.

Valid values: 0=On Exchange Order; 1= Off Exchange Order; 2=OTC Initial Trade Notification.

Type: char

Used in messages: GLTrade

OTCSession

Indicates the period where the block can be traded.Valid values: 1=No; 1=Trading Hours; 2=After Hours; 3= Trading and After Hours.

Type: char

Used in messages: GLTrade

OTFQty

Specifies the On The Follow quantity for managed orders.

Type: Qty

Used in messages: ICAP

OtherLegLastPx

For Basis and Against Actual trades only. Underlying cash leg price

Type: Price

Used in messages: NYSEEuronext

OtherLegReferenceNo

For basis trades only. Free text field that provides a identifying reference for the cash leg

Type: String

Used in messages: NYSEEuronext

OtherLegSecurityID

The AMR for the other component leg of an Asset Allocation or a Prof Trade / or / ISIN code for the underlying cash leg that is part of a Basis or Against Actuals trade

Type: String

Used in messages: NYSEEuronext

OtherLegSecurityIDSource

Defines the value in OtherLegSecurityID (602)

Type: String

Used in messages: NYSEEuronext

OtherParty

ITM of the trader for the matching half trade submitted separately

Type: String

Used in messages: NYSEEuronext

OutstandingQty

out standing quantity in partial unwind or assignments

Type: Qty

Used in messages: LehmanBrothers

OverallVolumeLimit

Volume restriction on entire order.

Type: int

Used in messages: LehmanBrothers

OverrideDelay

If TRUE (Y), the trade report will be published immediately, if FALSE (N), the system evaluates if the trade should be delayed

Type: Boolean

Used in messages: CinnoberFinancialTechnologyAB

OverrideFlag

Valid values:Y = Override N = No override

Type: Boolean

Used in messages: Nasdaq

OverrideValidation

As per Spec

Type: String

Used in messages: Citigroup

OverridPrice

Overriding price

Type: Price

Used in messages: Euronext

OwnerID

User ID of the owner.

Data Type: String[40]

Type: String

Used in messages: SSITechnologies

Ownership

Specifies the owner of the work up private phase

Type: String

Used in messages: ICAP

OwnerTraderID1

Identifies the owner of the Order/Quote. Used when sending duplicate confirmations for execution, cancellation and expiry.

Type: String

Used in messages: SSITechnologies

OwnerTraderID2

Used to indicate the owner of the business object

Type: String

Used in messages: SSITechnologies

PackageID

Trade Package Identifier

Type: String

Used in messages: NYSEEuronext

Pair1

Type: String

Used in messages: MerrillLynch

Pair2

Type: String

Used in messages: MerrillLynch

pair3

Type: String

Used in messages: MerrillLynch

Pair4

Type: String

Used in messages: MerrillLynch

Pair5

Type: String

Used in messages: MerrillLynch

PairExecutionMethod

Type: String

Used in messages: MerrillLynch

PairFormulaOffset

Type: String

Used in messages: MerrillLynch

PairsID

Type: String

Used in messages: Citigroup

PairsRebalanceThreshold

Type: String

Used in messages: MerrillLynch

PairsSuspendStatus

Type: String

Used in messages: MerrillLynch

ParamType

Parameter identifier/description.

Type: String

Used in messages: Millennium

ParamValue

The value of the parameter.

Type: String

Used in messages: Millennium

ParentFirm

Valid NYSE Member Firm Mnemonic. Must be present on all NYSE BBSS CAP orders. 1 to 4 alpha characters.

Format = string.

Type: String

Used in messages: SIAC

ParentFirmOrdId

Tag 9451 = Parent Order ID required for NYSE BBSS entered CAP orders. 1 to 4 alpha characters Branch Code, followed by a space followed by 1 to 5 characters numeric Branch Sequence followed

by a slash character (“/”) followed by the CMS Session date.

Format = string

Type: String

Used in messages: SIAC

ParentID

Contains the OrderID of the parent order for a child order.

Type: String

Used in messages: GLTrade

ParentOrdXRefId

Represents the Member Firm of the Parent Order plus the Parent Order Id currently sent to FESC. Required on all CAP Orders. Value must be a valid NYSE Member Firm Mnemonic Identifier followed by one space, followed by the Parent Order Id that is currently sent to FESC. Value = 4 character alpha for Member Firm of the Parent Order, one space, up to 22 characters using ASCII character set from Octal 40 (Hex 20) to Octal 176 (Hex 7E) for the Parent Order Id. Format = string.

Type: String

Used in messages: SIAC

PariLegCoefficient

Type: String

Used in messages: MerrillLynch

ParSpread

MarketAxess estimated par spread for the traded security. Datatype=float

Type: float

Used in messages: MarketAxess

ParticipantRoleIndicator

Indication of the participant’s role in the context of a confirmation.

Valid values:

0 = Buyer

1 = SettlementAgentBuyersSide

2 = GCMBuyersSide

6 = GCMSellersSide

7 = SettlementAgentSellersSide

8 = Seller

Type: char

Used in messages: SWXSwissExchange

ParticipationRate1

When TargetStrategy is TVOL (5900=2), this parameter represents the target participation rate. For other values, this parameter represents a volume limit.

Valid values: a percentage (0 – 100).

Type: Percentage

Used in messages: BankOfAmerica

ParticipationRate2

Offside participation %

Values

Blank or 0.01 to 1.0

Type: Percentage

Used in messages: ICAP

ParticipationRate3

Participation Rate 1

Type: String

Used in messages: RBC

ParticipationRate4

Participation Rate 2

Type: String

Used in messages: RBC

ParticipationRate5

Participation Rate 3

Type: String

Used in messages: RBC

ParticipationRate6

Participation Rate 4

Type: String

Used in messages: RBC

ParticipationRate7

Participation Rate 5

Type: String

Used in messages: RBC

ParticipationRate8

Participation Rate 6

Type: String

Used in messages: RBC

ParticipationRate9

Type: float

Used in messages: LehmanBrothers

ParticipationRateOffSideAnchor

Reference price.

Values

Blank

1 – open

2 – prev close

3 – arrival

4 – other

Type: char

Used in messages: ICAP

PartitionID

Identifier for a system partition that processes requests for a subset of all tradable entities.

Type: String

Used in messages: DeutscheBorse

PartitionStatus

Status of system partition identified by PartitionID (5948)

Type: String

Used in messages: DeutscheBorse

PartNum

Part number of the entry in QuoteRequest for list trading.

Type: String

Used in messages: Tradeweb

PartyRole1

100 – Contra Account (Clearing)

101 – Owner

102 – Contra Owner

Type: String

Used in messages: ICAP

PartyRole2

= 101 – Owner

Identifies the actual investor/owner of the order

= 102 = Contra Owner

Identifies the target owner in the order transfer request message

Type: String

Used in messages: ICAP

PartyRoleClearingFirm

Clearing firm of executed order. (Exists in FIX 4.3 as repeating group.)

Type: String

Used in messages: CMEGroup

PartyRoleClearingOrg

Clearing organization for executed order. (Exists in FIX 4.4 as repeating group.)

Type: String

Used in messages: CMEGroup

PartyRoleExecutingTrader

Trader executing the order. (Exists in FIX 4.3 as repeating group.)

Type: String

Used in messages: CMEGroup

ParValue

Type: char

Used in messages: Nasdaq

PassiveQty

Type: Qty

Used in messages: MerrillLynch

Password1

The password of a dealer or account.

Type: String

Used in messages: GLTrade

Password2

Custom field for FIX4.2 users that want to adopt FIX4.3 field 554

Type: String

Used in messages: FutureDynamicsLtd

Password3

Optionally used in Logon message.

Type: String

Used in messages: Tradeweb

Password4

Password field used for secondary validation/security authorization.(TRIAD Financial Server)

Please contact John Douglas of Ease Technologies for information concerning this field.

Type: String

Used in messages: EaseTechnologiesInc

PayPeriodMultiplier

period multiplier of payment dates

Type: int

Used in messages: LehmanBrothers

PBRESP

The prime broker’s advice status. Values: PENDGIVEUP, ACCEPT

Type: String

Used in messages: LehmanBrothers

PBRKR

The prime broker’s dealer acronym

Type: String

Used in messages: LehmanBrothers

PBSVC

The prime broker service. Values: Give-UP, GTS

Type: String

Used in messages: LehmanBrothers

PBTFut1

Reserved for future Banc of America Securities PBT usage.

Type: String

Used in messages: BankOfAmerica

PBTFut2

Reserved for future Banc of America Securities PBT usage.

Type: String

Used in messages: BankOfAmerica

PBTFut3

Reserved for future Banc of America Securities PBT usage.

Type: String

Used in messages: BankOfAmerica

PBTFut4

Reserved for future Banc of America Securities PBT usage.

Type: String

Used in messages: BankOfAmerica

PctOfVolume

Required/necessary to complement ExecInst tag 18 when set to enum=D, “percent of volume.”

Type: Percentage

Used in messages: PaineWebber

PCXQuoteID

PCX generated ID for the Quote.

Data Type: int

Type: int

Used in messages: SSITechnologies

PegDifference1

Allows a 4.0 session to send equivalent of a 4.2 tag: 211=Peg Difference

Type: float

Used in messages: FidelityCapitalMarkets

PegDifference2

Price difference to NBBO (BID,MID,ASK) in 64th of a NBBO dependent (pegged) limit order

<p>

** ADDED TO FIX 4.1 AS TAG: 211 **

Type: float

Used in messages: Bloomberg

PegDirection

Peg offset direction. Applying the pegging price if market moves into the applied direction:

1 – Up

2 – Down

3 – Either

Type: char

Used in messages: MerrillLynch

PeggingTicker

The adjustment price to calculate the order price from the NBBO of a pegged order.

Type: Price

Used in messages: Sungard

PegInd

This indicator specifies whether the customer has specified Pegging functionality for the e-Quote or d-Quote. Value = “Y”

Type: Boolean

Used in messages: SIAC

PegMode

valid values: 1=Defensive, 2=Moderate, 3=Aggressive

Type: char

Used in messages: UBS

PegSpreadPct

Percentage spread for pegging

Type: Percentage

Used in messages: FidelityCapitalMarkets

PegTo

A = SHCOMP

B = SZCNST

C = CSI300

D = SME

E = CHINEXT

S = SMART

P = PORTFOLIO

Type: char

Used in messages: GuosenSecurities

PendingAllocation

Indicates whether the entering trader is responsible to allocate the execution and report allocations to the exchange in order to complete the transaction.Valid Values : Y – YES, N- NO

Type: Boolean

Used in messages: Millennium

PendingReason

Explanation for a pending ExecType (150) value (Pending New, Pending

Replace, Pending Cancel) being returned (String).

Type: String

Used in messages: DeutscheBorse

PendingSettl

Boolean: Flags that the bond is pending factor reset.

Type: Boolean

Used in messages: Tradeweb

PercentageVar

Percentage Variation

Type: Percentage

Used in messages: GLTrade

PercentFromClosePriceCap

Type: float

Used in messages: Citigroup

PercentFromLastPriceCap

Type: float

Used in messages: Citigroup

PercentPriceOffsetFromIAPClose

Type: float

Used in messages: Citigroup

PercentPriceOffsetFromIAPOpen

Type: float

Used in messages: Citigroup

PercentVolumeOverrides

Text field. Allows entry of multiple % volume Targets.

Type: String

Used in messages: UBS

PershingOrderReceiptTime

Time the order was received at Pershing.

Type: UTCTimestamp

Used in messages: Tradeweb

PershingOrderReceiveFrom

The person or entity placing the order.

Type: String

Used in messages: Tradeweb

PfdMktMkr

Prefered Market Maker with Through BRUT Order.

Type: String

Used in messages: AutomatedSecurityClearanceLtd

PHLXRoutingInstruction

Allow passing through of routing instruction values for PHLX.

Type: Boolean

Used in messages: Sungard

PhysicalTradingGrp

Trading group

Type: String

Used in messages: Euronext

PiggybackFlag

Indicates if a security is qualified as 15c12-11 “Piggyback” exempt: Y=Yes; N=No

Type: Boolean

Used in messages: NationalQuotationBureau

PingAllECN

Ping All ECN before sending the order to NYSE/ADOT.

Type: Boolean

Used in messages: Nasdaq

PIPExpiryDuration

Indicates the duration in seconds of an instrument price improvement phase

Type: int

Used in messages: CMC

PIPExpiryTime

Indicates the time when an instrument price improvement phase will expire

Type: UTCTimestamp

Used in messages: CMC

PIPImprovementType

Indicates how the exchange should manage a client’s price improvement order. Possible values are:

0 = The client’s price improvement will be managed manually

1 = Management by joining the better price

2 = Management by increasing by + one Improvement tick the better price

Type: char

Used in messages: CMC

PIPManagementType

Indicates the type of management requested for an order than will initiate a price improvement phase for an instrument. Possible values are:0 = The clients price improvement is managed manually

1 = The clients price improvement is managed by the exchange

Type: char

Used in messages: CMC

PIPMaxPrice

Indicates the price to not exceed for a price improvement order that is managed by the exchange

Type: Price

Used in messages: CMC

PIPSequentialNo

Assigned by an exchange to identify a particular price improvement phase for a particular instrument

Type: String

Used in messages: CMC

PivotPrice1

Type: Price

Used in messages: Citigroup

PivotPrice2

Type: Price

Used in messages: Citigroup

PivotRate

Type: float

Used in messages: Citigroup

PnlLocation

the location of PnL:

NY – New York

LD – London

TK – Tokyo

Type: String

Used in messages: LehmanBrothers

POComment

A free-form, pass-through tag provided for use by POs.

Type: String

Used in messages: TSXGroup

PortfolioBuyValue

Dollar value of buys

Type: Amt

Used in messages: LehmanBrothers

PortfolioID

This field indicates the portfolio ID

Type: String

Used in messages: LehmanBrothers

PortfolioName1

Assigned the PortfolioName to an order. Used to support message translation between FIX-STAMP for Canadian Equities.

Type: String

Used in messages: IntegratedTransactionSystemsLtd

PortfolioName2

Type: String

Used in messages: MarketAxess

PortfolioSellValue

Dollar value of sells

Type: Amt

Used in messages: LehmanBrothers

PortfolioStyle

Indicates the type of portfolio to be traded

Type: String

Used in messages: UBS

PortfolioTactic

Tactic for portfolio trades

Type: String

Used in messages: CreditSuisse

Position

0 = Long, 1 = Short

Type: char

Used in messages: PELynch

PositionAccount

Account / Fund / Book name of the position.

Type: String

Used in messages: Bloomberg

PositionId

Used to specify PositionId for APEX trading system

Type: String

Used in messages: Unknown

PosQty

Positive or negative position quantity.

Type: Qty

Used in messages: Tradeweb

PosRejectReason

In Position Exception Notice the cause of the exception. Valid values:

1 = Account exists but position exists elsewhere

2 = Account does not exist and position exists elsewhere

Type: char

Used in messages: Tradeweb

Post

Trading Post ID for the security.

Type: String

Used in messages: Millennium

PostExchange

Options

Type: String

Used in messages: Citigroup

PostExecutionAllocation

“PEA” = only valid value

Type: String

Used in messages: CMEGroup

PostID

2 numerics denoting the post at which the stock trades

Type: int

Used in messages: SIAC

PostingAction

Four character posting action code for the first 4 strategy legs

Type: String

Used in messages: NYSEEuronext

PostInLit

Post for liquidity in ‘lit’ venues. Values: True, False

Type: Boolean

Used in messages: ICAP

PostResidual

Type: String

Used in messages: MerrillLynch

PowerNet

A field used by PowerNet to define the source of order entry.

Type: String

Used in messages: Sungard

PPTOverride

Allow user to override a Prevent Principal Trade edit.

Type: Boolean

Used in messages: ThomsonFinancial

PrcLmtBen

(Char) – valid product code

Type: char

Used in messages: Citigroup

PrcLmtTol

0-100 (max 2dp)

Type: Percentage

Used in messages: Citigroup

PreAllocPct

Percentage of the order quantity in case of a splitted (pre)allocation type message. Used for GL OMS.

Type: Percentage

Used in messages: GLTrade

PreBorrowQty

Share quantity in pre-borrow agreement. Used with 5700 and 5701 to resolve Threshold-list Short Sell locates.

Type: Qty

Used in messages: PiperJaffray

PreFactored

Boolean: Unlike TIPS, MBS or EUR-denominated Inflation Linked Bonds, GBP ILBs trade with the inflation ratio already factored into the price. PreFactored=Y clarifies that attribute.

Type: Boolean

Used in messages: Tradeweb

PrefDest

Type: String

Used in messages: MerrillLynch

PrefPostDest

Type: String

Used in messages: MerrillLynch

PremiumFee

premium fee for swaption

Type: float

Used in messages: LehmanBrothers

PremiumPayer

the payer of premium payer in swaption

Type: String

Used in messages: LehmanBrothers

PremPriceTickAbove

Premium Price Tick Size above the PremPriceTickBreakPoint

Type: Price

Used in messages: CBOE

PremPriceTickBelow

Premium Price Tick Size Below the PremPriceTickBreakPoint

Type: Price

Used in messages: CBOE

PremPriceTickBreakPoint

Price at which the Premium Price Tick changes from the PremPriceTickBelow and the PremPriceTickAbove

Type: Price

Used in messages: CBOE

PreopenFlag

indicate whether or not the order entered in the pre-opening should pass into the market session phase

Type: Boolean

Used in messages: Euronext

PrepaymentSpeed

Mortgage prepayment speed

Type: String

Used in messages: Bloomberg

PrevDayCapitalTrd

Previous day’s capital traded

Type: Qty

Used in messages: Euronext

PrevDayClosRefIndex

Previous day’s closing reference index

Type: String

Used in messages: Euronext

PrevDayCumQty

Previous day capital traded

Type: Qty

Used in messages: Euronext

PrevDayRefMktCapitalAmt

Stock capitalisation based on previous day’s adjusted reference price

Type: Amt

Used in messages: Euronext

PrevDayRefMktCapitalPct

Percentage of stock’s capitalization as compared to total previous day’s capitalization

Type: Percentage

Used in messages: Euronext

PrevDeskOrderID

Field to map an order to the order version at a previous internal desk.

Type: String

Used in messages: RaptorTradingSystems

PrevExpERCReferenceNumber

Valid on FIX MsgType 8. FIX 4.2 Format: String. 10-byte Expanded Activity ID on an ERC. This tag is a concatenation of a 5-digit Reference number, followed by a 5-digit Sequence number.Both reference number and sequence number will start at 00001 (i.e. 0000100001). The PrevExpERCReferenceNumber is the activity ID associated with the previous Execution Report or ERC for the same order.

Type: String

Used in messages: SIAC

PrevFMCNETTradeNumber

Previous FMCNET trade Number

Type: String

Used in messages: FinancialModelsCompany

PrevFMCNOE

Used as reference for cancellation and correction of messages sent to FMC

Type: String

Used in messages: FinancialModelsCompany

PreviousDayTradeFlag

Indicate whether the TCS declaration was entered on the same day as the trade or on the following trading day.

Type: Boolean

Used in messages: Euronext

PreviousRank

Specifies the previous rank of the security

Type: String

Used in messages: ICAP

PreviousSubRank

Specifies the previous sub rank of a security. Applicable if the sub rank of the security changes.

Type: String

Used in messages: ICAP

PrevOrdPrice

Previous price of the order before amendment(used for GL OMS)

Type: Price

Used in messages: GLTrade

PrevOrdQty

Previous quantity of the order before amendment (used for GL OMS)

Type: Qty

Used in messages: GLTrade

PrevPxVarSide

Sign of variation against previous price

Type: String

Used in messages: Euronext

PrevSesID

Id of previous trading session.

Type: String

Used in messages: Nasdaq

PrevYearVariation

Variation from previous year end price

Type: Price

Used in messages: Euronext

Price1

Price Tier 1

Type: Price

Used in messages: RBC

Price2

Price Tier 2

Type: Price

Used in messages: RBC

Price3

Price Tier 3

Type: Price

Used in messages: RBC

Price4

Price Tier 4

Type: Price

Used in messages: RBC

Price5

Price Tier 5

Type: Price

Used in messages: RBC

PriceActivity

Indicates if the order price is within the volatility band. N = Not active, A = Active

Type: char

Used in messages: BelgradeStockExchange

PriceBandInst

Instructions to the Exchange when the order price exceeds TSX Marketplace threshold price band limits.

Valid values:

0 = Kill Order (default)

1 = Reprice

Type: char

Used in messages: TSXGroup

PriceBandType

Indicates the type of price banding (tunnel), e.g. 0 = rejection tunnel, 1 = auction tunnel, etc.

Type: char

Used in messages: BolsadeMercadoriasFuturos

PriceBenchmark

Type: String

Used in messages: LavaTrading

PriceCheckingFlag

Used to reject the order if the price is too far away from the market. Valid values: 0=No price control (default value); 1=Price control; 2=Severe; 3=Client not sure.

Type: char

Used in messages: GLTrade

PriceCode

Type: String

Used in messages: Millennium

PriceDef

Trading unit type

Type: String

Used in messages: Euronext

PriceDisplayFormat

Format to use to display the price on the screen.

Type: String

Used in messages: CMEGroup

PriceImprovement

When placing an order based on a quote, in the UK it is a regulatory requirement that you mention any price improvement on the quoted price.

Type: Price

Used in messages: AptComputerSystemsLimited

PriceImprovementSide

Specifies the side to be price improved in a cross order.Valid Values:

1 – Buy only

2 – Sell only

3 – Buy and Sell

Type: char

Used in messages: Millennium

PriceIndi

Uses for futures spread trade and indicates as “0”, “+” or “-“

Type: String

Used in messages: KoreaStockExchange

PriceInstruction

Type: String

Used in messages: LavaTrading

PriceIntercept1

Intercept of the linear price constraint for pairs and portfolio trades

Type: float

Used in messages: CreditSuisse

PriceIntercept2

Type: String

Used in messages: Mantara

PriceMultiplier1

Slope of the linear price constraint for pairs and portfolio trades

Type: float

Used in messages: CreditSuisse

PriceMultiplier2

Type: String

Used in messages: Mantara

PriceMvmLimit

Maximum deviation of prices from settlement price.

Type: String

Used in messages: B2BITS

PriceMvmLimitT1

Maximum deviation of prices from settlement price at T+1.

Type: Percentage

Used in messages: B2BITS

PriceOffset1

Type: String

Used in messages: LavaTrading

PriceOffset2

Percentage. Values: 0 to 0.25

Type: Percentage

Used in messages: ICAP

PricePctFixed

Defines whether the price specified is a fixed amount or a percentage of another security

Type: Boolean

Used in messages: Harts

PricePegType

Required for Euro-Millennium pegged order. Valid values:-

B – Best Bid

O – Best Offer

L – Last Sell

M – BBO Mid-Point

Type: char

Used in messages: NYFIXEuroMillennium

PriceProtectionScope

Defines the type of price protection the customer requires on their order

Valid values:

0 = None

1 = Local (Exchange, ECN, ATS)

2 = National (Across all national markets)

3 = Global (Across all markets)

Type: char

Used in messages: CBOE

PriceRatio

Used for price calculation in spread and leg pricing.

Type: float

Used in messages: CMEGroup

PriceReferenceAnchor

Values:

1 – none

2 – open

3 – prev close

4 – arrival

Type: char

Used in messages: ICAP

PriceReferenceId

Relative to instrument

Type: String

Used in messages: ICAP

PriceSensitivity1

Price slippage control (char).

Type: char

Used in messages: CarlinFinancialGroup

PriceSensitivity2

Type: String

Used in messages: Citigroup

PriceSource

Indicates where the price has originated; H for House, M for Market

Type: char

Used in messages: BootComputers

PriceTimestamp

The timestamp (UTC) of when the statistic is calculated. This may be different from the time the statistic is published (as indicated in MDEntryTime and MDEntryDate).

Type: UTCTimestamp

Used in messages: BrookPathPartnersInc

PriceType1

= 100 – Fractions (in Two-Fifty Sixths)

Type: String

Used in messages: ICAP

PriceType2

Specifies the how the price field is expressed1-Percentage, 4-Discount, 9-Spread<p>** Added to FIX 4.3 as tag: 423 PriceType **

Type: char

Used in messages: Tradeweb

PriceType3

Bloomberg Price type

Type: String

Used in messages: Bloomberg

PricingModel

Indicate the pricing model used to calculate the reported prices.

Type: String

Used in messages: CMEGroup

PricingNo

Bloomberg pricing number

Type: String

Used in messages: Bloomberg

PrimaryBookingID

Primary BookingID

Type: String

Used in messages: MerrillLynch

PrimaryOnly

Used to specify Track Volume. Values: 1 – Primary, 2 – Consolidated

Type: char

Used in messages: ICAP

PrimarySecurityIdentifier

Primary money market security identifier

Type: String

Used in messages: Bloomberg

PrimeDealIndicator

Type: String

Used in messages: BrookPathPartnersInc

PrinChangeIndicator

1 byte numeric that denotes that a previously-reported Prin execution has been changed to non-Prin

Type: Boolean

Used in messages: SIAC

Principal1

fee-adjusted principal

Type: float

Used in messages: LehmanBrothers

Principal2

Principal

Type: String

Used in messages: Bloomberg

PrinCommentCode

2-byte alpha code that the specialist inserts into the execution report

Type: String

Used in messages: SIAC

PrinIndicator

The indicator that denotes the specialist was involved in the trade. contains value 00 or 01.

Type: String

Used in messages: SIAC

PrintedTicketLabel

Label printed on trading floor order ticket.

Type: String

Used in messages: CMEGroup

PriorityTime

Type: UTCTimestamp

Used in messages: Euronext

PrivateReference

Free form text up to 80 characters.

Type: String

Used in messages: Millennium

ProactiveifLocked

When set it will designate an order sent as a PNP to go proactive if it locks the market.

Type: Boolean

Used in messages: NYSE

ProceedsCalBy

Dealer that calculates the trade proceeds

Type: String

Used in messages: LehmanBrothers

ProcessCount

Total number of transmitter process

Type: int

Used in messages: Euronext

Product

Product grouping for security.

Type: String

Used in messages: ICAP

ProductComplex

High level product type.

N for Energy

A for Aggs

E for Equity

…

(more granularity than CFICode)

Type: char

Used in messages: CMEGroup

ProductExtended

Extends FIX field 460 for Fixed Income.<p>** 460 Product was extended in FIX 4.3 **

Type: int

Used in messages: Tradeweb

ProductStatus

Product status.

Type: String

Used in messages: B2BITS

ProductType1

Product type.

Type: String

Used in messages: B2BITS

ProductType2

Defines 360T specific product type.

Type: String

Used in messages: DeutscheBourse360T

ProductVersion

Intended broker algo

roduct version with respect to the broker FIX specification version. For example: “Algo 1.0”

Type: String

Used in messages: LehmanBrothers

ProfessionalSize

Indicates the number of contracts that are professional (non-ICM)in the top of the market message.

Type: Qty

Used in messages: CBOE

Profit

Positive or negative profit amount.

Type: Amt

Used in messages: Tradeweb

ProgramOpen

A boolean value indicating if the Program is open. “Y N”

Type: Boolean

Used in messages: FannieMae

ProgramSettleType

“FedWire”

Type: String

Used in messages: FannieMae

ProgramTrade1

Indicates the type of program trade

0: Regular, 1: Arbitrage, 2: Non-arbitrage

Type: char

Used in messages: KoreaStockExchange

ProgramTrade2

Designates order as part of a program trade.

Used to support message translation between FIX-STAMP for Canadian Equities.

Type: Boolean

Used in messages: IntegratedTransactionSystemsLtd

ProgramType

“DN”

Type: String

Used in messages: FannieMae

ProhibitedLocales

One or more comma-separated abbreviations of locales in which an investor is prohibited from owning the security. In the US it applies to some corporate bonds and CDs and ISO 3166-2 state abbreviations are used. AKA “Blue Sky Data”

Type: MultipleStringValue

Used in messages: Tradeweb

PromptDate

Expiry(options) / Delivery(Futures) date of the contractFor Futures this is either entered as an explicit date in DDMMYY or as an abbreviated date code (e.g. T – Tomorrow, c – Two days, 3 – 3 months, MMMYY – Monthly).

For Options contracts, this field will be populated by the expiry month code in MMMYY

Type: String

Used in messages: Millennium

ProprietaryFixProtocolVersion

Exact identification of the protocol used and expected by the initiator (String)

Type: String

Used in messages: MEFF

PROSA

Enable or disable PROSA qualifier

Type: Boolean

Used in messages: ICAP

ProspectusIndicator

Indicates that an order should be considered part of a prospectus offering

Type: Boolean

Used in messages: NYSE

PSBidPrice

The current price source bid price

Type: Price

Used in messages: BootComputers

PSMMFlag

Indicates the pssive market making status of market participant on an Issue/security.

Type: Boolean

Used in messages: SSITechnologies

PSOfferPrice

The current price source offer price

Type: Price

Used in messages: BootComputers

PublicOrderCode

This field contains the public order code (i.e. the order code for the displayed quantity).

Type: String

Used in messages: GLTrade

PublicReferece

Free form text up to 80 characters

Type: String

Used in messages: Millennium

PublicTradeTypeCodeList

Published list of SWX trade type codes.

Type: String

Used in messages: SWXSwissExchange

PublishOrderStatus

Boolean used to indicate to counterparty that the logon initiator would like order status transmitted after successful login

Type: Boolean

Used in messages: CBOE

PurgeMessageCount

Total number of messages that were sent during a purge

Type: int

Used in messages: NationalQuotationBureau

PurgeReason

Indicates the reason for a database purge: 1=refresh at start of day; 2=as requested

Type: char

Used in messages: NationalQuotationBureau

PurgeSequenceNumber

A unique sequence number present in application messages during a purge, enabling Vendors to track progress of the purge.

Type: SeqNum

Used in messages: NationalQuotationBureau

PurgeStatusFlag

N=purge starting, vendor should purge the database; Y=purge complete

Type: Boolean

Used in messages: NationalQuotationBureau

PxPctFlag

Values: P – Privious price, N – None.

Type: char

Used in messages: Nasdaq

PxQtyReviewed

Indicates if the trade price and trade quantity have been reviewed.

Type: Boolean

Used in messages: CinnoberFinancialTechnologyAB

QBroker

For FIX4.2 , provides the broker that supplied or rejected the Quote. Replaced by PartyIDs in FIX4.3

Type: String

Used in messages: DresdnerKleinwortWasserstein

QSBaseBidPx

Shows the market/VWAP bid price in the instrument currency

Type: Price

Used in messages: DresdnerKleinwortWasserstein

QSBaseOfferPx

Shows the market/VWAP offer price in the instrument currency

Type: Price

Used in messages: DresdnerKleinwortWasserstein

QtyLimitRelease

0:no limit release

9:limit release

Type: char

Used in messages: INTERTRADE

QtyParam

Expresses the quantity condition on which the security is to be traded. Format=char. Valid values: 4=Fill Minimum Quantity(FMQ);A=Odd Lot(ODL).

Type: char

Used in messages: GATETecnologieInformatiche

QtyPerWave

Used to specify the quantity issued per wave.

Type: Qty

Used in messages: Unknown

QtyRandomizationPercent

A randomization percentage

Type: float

Used in messages: UBS

QtyVariance

Variance of a REPO trade, expressed as quantity of trade size.

Type: Qty

Used in messages: Tradeweb

Quantitycontrol

Indicates whether the market exchange has to check the quantity order. Valid values: 0=No check (default value); 1=Check quantity (big size).

Type: char

Used in messages: GLTrade

QuantitySign

Type: String

Used in messages: Unknown

QueriedTrade

Indicates if the trade is queried, for example price or qty

Type: Boolean

Used in messages: CinnoberFinancialTechnologyAB

QueryDirection

Indicates direction of query relative to QueryToken context. Valid values are either “1” to indicate the next result page or “-1” to indicate the previous result page.

Type: String

Used in messages: ICAP

QueryToken

Token used to maintain query context for result paging.

Type: String

Used in messages: ICAP

QuotableInstrStatusReqRejReason

Reason for reject.

1 = Duplicate request ID

2 = Insufficient permissions

94 = Not allowed on current state

98 = Service not available

99 = Other

Type: int

Used in messages: CinnoberFinancialTechnologyAB

QuotableInstrumentStatusReqID

ID of a Quotable Instrument Status request.

Type: String

Used in messages: CinnoberFinancialTechnologyAB

QuoteAction

Describes the quote action to be taken. Values: A – Add, M- Modify, D – Delete.

Type: char

Used in messages: Nasdaq

QuoteDepthOfMarket

Informs the client how many quote contributers there were is determining the quote

Type: int

Used in messages: BarclaysCapital

QuoteEntriesCount

Total number of quote entries received in a given time interval.

Type: int

Used in messages: CMEGroup

QuoteEntryDate

Date the quote was initiated by quote originator

Type: UTCDateOnly

Used in messages: MarketAxess

QuoteEntryOpen

A boolean value indicating the status of a single bucket. “Y N”

Type: Boolean

Used in messages: FannieMae

QuoteEntryTime

Time quote was entered by orginator

Type: UTCTimestamp

Used in messages: MarketAxess

QuoteID

Type: String

Used in messages: Unknown

QuoteMOPLevel

Bloomberg MOP Level

Type: String

Used in messages: Bloomberg

QuoteOrigin

This parameter is used to indicate the origin of the quote entry. It must take one of the following values: 6 – Public Customer

7 – Broker

8 – Market Maker

Type: char

Used in messages: CMC

QuoteQty

Amount to quote on Nasdaq

Type: Qty

Used in messages: Bloomberg

QuoteRank

Added to the custom repeating group “NoDealers” (9690) for dealer responses assigning a numeric rank to a dealer quote.

Type: int

Used in messages: MarketAxess

QuoteRefID

Quote Identifier assigned by the exchange.

Type: String

Used in messages: Nasdaq

QuoteRepID

Unique identifier for a quote status report generated by the system

Type: String

Used in messages: ICAP

QuoteReqAskQty

Indicates the quantity of the ask side of quote requests in an instrument’s market

Type: Qty

Used in messages: CMC

QuoteReqBidQty

Indicates the quantity of the bid side of quote requests in an instrument’s market

Type: Qty

Used in messages: CMC

QuoteReqRefID

Required for Cancel and Replace QuoteReqTransType messages

Type: String

Used in messages: SWXSwissExchange

QuoteReqTransType

Identifies Quote Request message transaction typeData type: char

Valid values:

N = New

C = Cancel

R = Replace

Type: char

Used in messages: SWXSwissExchange

QuoteRequestSubscription

Presence of tag on Quote Status Request indicates that the counterparty wants to subscribe for Quote Requests for the product specified.

Type: Qty

Used in messages: CBOE

QuotesClearedTime

The timestamp when quotes where cleared in BOAT.

Type: UTCTimestamp

Used in messages: CinnoberFinancialTechnologyAB

QuoteScriptDataType

Quote Script Data Type.

Data Type: Char

Valid Values:

1 = Send Quote Size Table

2 = Cancel Quote Size Table

Type: char

Used in messages: SSITechnologies

QuoteStatus1

= 100 – Counter

= 101 – Pass (Reject)

Enumeration is used to inform the NIM participant the NIM was countered

Type: String

Used in messages: ICAP

QuoteStatus2

Status of Quote – same values as OrdStatus

Type: char

Used in messages: CBOE

QuoteStatusReqType1

Discriminates between a Price Quote Status Request (=0), and an Improvement Quote Status Request (=1).Char

Type: char

Used in messages: OMGroup

QuoteStatusReqType2

Defines search criteria for quotes. Values: 0 – QuoteID and Side, 1- Symbol and Side, 2 – Side, 3 – All.

Type: char

Used in messages: Nasdaq

QuoteStatusRequestType

Type of the Quote Status Request.

Data Type: Char

Valid Values:

1 = Get Simple Quotes by User

2 = Get Quote Size Table by Owner and Series

Type: char

Used in messages: SSITechnologies

QuoteStreamClosed

This is used to differentiate between a quote rejection and the actual closing of a quote stream for business reasons.

Type: Boolean

Used in messages: BankOfAmerica

QuoteText

For FIX4.2. Quote msg does not have Text.

Type: String

Used in messages: DresdnerKleinwortWasserstein

QuoteType1

Indicates whether a price is indicative or executable.

Valid Values:

1 = Indicative pricing

2 = Executable pricing

Type: char

Used in messages: Bloomberg

QuoteType2

= 100 – Hit/Lift

= 101 – Pass (Reject)

Enumeration allows the NIM initiator to accept or reject the counter NIM

Type: String

Used in messages: ICAP

QuoteType3

Indicate the type of the Quote

Type: String

Used in messages: Euronext

QuoteUpdateControlId

An Integer ID per quote for a product in the Mass Quote Message.

Type: int

Used in messages: CBOE

QuoteUpdateRequestID

Unique identifier issued for each Quote Update Request message in a connection(request to subscribe/unsubscribe for quotes).

Type: String

Used in messages: SIAC

QuoteYieldTo

Quote Yield To

Type: String

Used in messages: LehmanBrothers

QuotingDuration

Quoting Duration is a user defined integer field for users to specify the type of quoting or quote streaming desired from the price making system. Valid Values:0 = One-shot Quoting (RFQ) (A maximum of only one Quote is allowed per Quote Request. If the price maker withdraws a quoted price, the Quote Request associated with that transaction will be terminated. Price taker decision to accept or reject the quote will also terminate the process)

>0 = Auction Period Streaming (The price maker can quote as often as it likes within a specified time period. Each new quote intended to replace the previous. In this case, price maker withdrawals of a previous quoted price will not terminate the Quote Request process. Only an explicit request to abort the Quote Request by the price maker will terminate the process. Price taker decision to accept or reject the quote will also terminate the process.)

. -1 = Stream Till Done (Similar to Auction Period Streaming model with the exception that there is no pre-defined auction period. Price taker decision to accept or reject the quote will also terminate the process)

-2 = Stream Till Cancelled (Similar to the Stream Till Done model with the exception that when the price taker accepts a given quote it does not result in the termination of the quoting process. Quoting continues indefinitely until one of the parties explicitly cancels the Quote Request transaction).

Type: int

Used in messages: VelocitySystemsInternational

RandomisedInterval

Time spread for randomised transitions (of trading schedules).

Format HH:MM:SS.

Type: UTCTimeOnly

Used in messages: SWXSwissExchange

RateEffectiveDate

The date (last reset date) from which the coupon rate is effective for Variable Rate Demand Note and tender option bonds. Type= LocalMmktDate

Type: LocalMktDate

Used in messages: Bloomberg

RatioNeutralityLimit

Ratio neutrality limit in percent

Type: String

Used in messages: BearStearns

RawLastPx

as per 6210 only for trade fill price

Type: Price

Used in messages: Patsystems

RawLegPrice

As per 6210 but for leg prices in multi-leg orders.

Type: Price

Used in messages: Patsystems

RawPrice

A natively entered Limit price from the source system that is passed onwards to the exchange without change. Used where price conversion and validation is not required because it might cause trailing/leading zeroes to be dropped.

Type: Price

Used in messages: Patsystems

RawStopPx

As per 6210 only for Stop price.

Type: Price

Used in messages: Patsystems

ReadyToPrice

int0-yes

1-no

Type: int

Used in messages: LehmanBrothers

ReadyToTrade

integer type:

0-yes

1-no

Type: Boolean

Used in messages: LehmanBrothers

RebillValue

Indicates corresponding rebill value for the cancel reason (repeating tag)

Type: Amt

Used in messages: ThomsonFinancial

ReceiptTime

Indicates time of order receipt in local time

Type: UTCTimestamp

Used in messages: KoreaStockExchange

ReceivedDeptIDClone

Clone of FIX.4.4 tag 1030(ReceivedDeptID) for use by firms / vendors who are unable to use the official tag.

Type: String

Used in messages: LavaTrading

ReceivedTime

The timestamp when the trade was received by BOAT.

Type: UTCTimestamp

Used in messages: CinnoberFinancialTechnologyAB

ReceivePendings

Used to indicate that the receipt of Execution Reports pending confirmation is required or not, that is those Execution Reports with OrdStatus [39] = A (Pending New), E (Pending Replace) or 6 (Pending Cancel)

Type: char

Used in messages: MEFF

RecipientRole

The recipient’s role in the allocation.valid values:

03 = executing broker-dealer

08 = executing broker-dealer’s clearing broker

21 = submitting institution

23 = executing broker-dealer’s branch

25 = step-in broker-dealer

27 = step-in broker-dealer’s branch

31 = step-in broker-dealer’s clearing broker

Type: String

Used in messages: DepositoryTrustCompany

Recycle

Used to recycle a rejected order

Type: String

Used in messages: GLTrade

ReduceDeltaOption

Timing of delta reduction

Type: String

Used in messages: LehmanBrothers

ReemissionFlag

Beginning/end of transmission indicator

Type: Boolean

Used in messages: Euronext

RefChildVol

Reference vol of type char for child order.

0=PrimarySide Size(bid for buy,offer for sell)

1=MarketSide Size(bid for sell,offer for buy)

2=BidSize

3=OfferSize

4=BidSize+OfferSize

5=Effective BidSize

6=Effective OfferSize

7=PrimarySide Book Depth(5 levels) Size

8=MarketSide Book Depth(5 levels) Size

9=Total Book Depth(5 levels) Size

A=Last 1 Minute Total Market Volume

B=Last 5 Minutes Total Market Volume

Type: char

Used in messages: GuosenSecurities

RefCompID

Based on Network Status Response message in FIX 4.4 and CompID field in repeating group. Identifies CompID being reported on.

Type: String

Used in messages: LondonStockExchange

ReferenceID

Tape print regional reference ID associated with a Trade report

Type: String

Used in messages: Millennium

ReferencePrice1

Reference price for an algo, not binding as limit price

Type: Price

Used in messages: GuosenSecurities

ReferencePrice2

Arrival price for a strategy.

Type: Price

Used in messages: UBS

ReferencePriceType

Indication of the reference price type which indicates the source of the corresponding reference price.

Valid values:

0 = Adjusted Price

1 = Adjustment Home Market

2 = Input Price

3 = Last Paid Price

4 = Mistrade Adjustment

5 = System Adjusted Price

Type: char

Used in messages: SWXSwissExchange

ReferenceSecurityID

String: Identifies reference security.

Type: String

Used in messages: LehmanBrothers

ReferenceSecurityIDSource

String: Identifies the ID source of the reference security (tag 9633). Tag 9634 functions in the same manner as the standard FIX tag 22.

Type: String

Used in messages: LehmanBrothers

ReferenceSpread

Float: Specifies spread threshold in “BPS return since open”.

Type: float

Used in messages: LehmanBrothers

ReferenceVolume

Referred volume of char type.Valid value: A)total market volume;B)market volume with given limitpx;

Type: char

Used in messages: GuosenSecurities

ReferentialPx

Referential Price, i.e. the price of a tunnel.

Type: Price

Used in messages: BolsadeMercadoriasFuturos

ReferentialPxType

The type of the referential price (6933). For example:

– Adjustment price;

– Reference price;

– Upper limit – operational tunnel;

– Lower limit – operational tunnel;

etc.

Type: char

Used in messages: BolsadeMercadoriasFuturos

RefHedgePrice

Reference or Hedge Price (see tag 7536)

Type: Price

Used in messages: Harts

RefHedgePriceType

Attribute of RefHedgePrice field

Type: String

Used in messages: Harts

RefreshQty

Type: Qty

Used in messages: LavaTrading

RefreshSize

Indicates the quantity to which display size will be replenished from reserve size. Must be is shares, in a round lot multiple.

Type: Qty

Used in messages: Nasdaq

RefSpotDate

Defines the spot date in the Financial Calendar of the requesting party. Used to verify that both sides define an identical spot date.

Type: UTCDateOnly

Used in messages: DeutscheBourse360T

RegFeeFlag

Reserved for future use by Nasdaq.

Type: String

Used in messages: Nasdaq

RegisteredRep

Rep related to a specific order or execution.

Type: String

Used in messages: ThomsonFinancial

RegulationID

Type: String

Used in messages: MerrillLynch

RegulationId

Order RegulationID. Used to support message translation between FIX-STAMP for Canadian Equities.

Type: String

Used in messages: IntegratedTransactionSystemsLtd

RegulationIdSell

RegulationID of the Sell Side for a Cross message. Used to support message translation between FIX-STAMP for Canadian Equities.

Type: String

Used in messages: IntegratedTransactionSystemsLtd

RegulatoryRptDate

Type: UTCDateOnly

Used in messages: GuosenSecurities

RegulatoryRptID

Type: String

Used in messages: GuosenSecurities

RegwayAccountType

Used to identify a regular way account type

Type: char

Used in messages: ThomsonFinancial

ReHedgeBase

Rehedge base selection (char).

Type: char

Used in messages: CarlinFinancialGroup

RehedgePercent

Percentage to rehedge

Type: Percentage

Used in messages: PELynch

ReinitiateConfig

Setting for re-initiation of NBBO Step-Up Configuration.

Data Type: Boolean

Valid Values:

Y = Reinitiate NBBO Steu-Up Configuration

N = Do not Reinitiate NBBO Step-Up Configuration

Type: Boolean

Used in messages: SSITechnologies

ReinvestCode

Used to identify a reinvest code

Type: char

Used in messages: ThomsonFinancial

RejectCode

To specify reject reason in user-defined FIX message types

Type: String

Used in messages: Millennium

RejectQty

Willl contain the quantity that was rejected

Type: Qty

Used in messages: Nasdaq

RejectReasonCode

Reject reason code indicating the reason why the message was rejected.

Type: String

Used in messages: CBOE

RejectStatus

Indicates whether the trade has been confirmed by the trader

Type: Boolean

Used in messages: ICAP

RelatedMarketCenter

NASD plans to amend Rule 6130 to require members to identify on transaction reports

submitted to the TRF relating to clearing-only and other non-media entries, such as stepouts,

reversals and riskless principal transactions, the market where the underlying

transaction was reported, as applicable.

Type: String

Used in messages: Nasdaq

RelationToBroker

Investor’s relationship to broker. Required on new issue preferred.

Type: String

Used in messages: Tradeweb

RelativeGTTLife

Life of GTT order rather than an expire time.

Type: String

Used in messages: Nasdaq

RelativeIDSource

Type: String

Used in messages: MerrillLynch

RelativeLimitBase

Reference for a relative price limit

Type: Price

Used in messages: UBS

RelativeLimitDirection

Type: String

Used in messages: MerrillLynch

RelativeLimitInstruction

Type: String

Used in messages: MerrillLynch

RelativeLimitOffset

Offset for a relative limit price

Type: PriceOffset

Used in messages: UBS

RelativeLimitType

Type: String

Used in messages: MerrillLynch

RelativeSecureID

Type: String

Used in messages: MerrillLynch

RelativeStart

Effective date expressed as a period relative to trade date, e.g. 1Y or 3M. Mutually exclusive with StartDate.

Type: String

Used in messages: Tradeweb

RelatviePrice

Type: String

Used in messages: MerrillLynch

ReliabilityIndicator

This field indicates the reliability of a security.

Type: Boolean

Used in messages: LehmanBrothers

RelitUnwindingDelay

Indicate ISB guarantee and settlement delay

Type: int

Used in messages: Euronext

RemainingFills

Indicates if any more fills will be occurring. Takes the same value as a partial fill indicator for all cases except FAK orders. In the case of FAK orders, this field indicates that no more fills will be occurring even if the order is not completely filled and explains why the leaves quantity is set to 0.Possible Values

0 = No more fills

1 = More fills

Type: Boolean

Used in messages: CMC

RemainingParty

account of the remaining counter party in swap or swaption

Type: String

Used in messages: LehmanBrothers

RemainingParty1

Type: String

Used in messages: LehmanBrothers

RemainingParty2

Type: String

Used in messages: LehmanBrothers

RemainingPortfolioNetDeltaMax

for portfolio strategies, this field would indicate the max delta in dollar terms for the remaining portfolio

Type: int

Used in messages: Nomura

RemainingPortfolioNetDeltaMin

for portfolio strategies, this field would indicate the min delta in dollar terms for the remaining portfolio

Type: int

Used in messages: Nomura

ReminderInterval

Used for Jakarta Stock Exchange (required for Off-exchange)

Type: String

Used in messages: GLTrade

RemoveType

Type of deletion indicator

Type: String

Used in messages: Euronext

RepeatingTicketNo

FX trading creates multiple transactions. This will contain the ticket numbers returned.

Type: int

Used in messages: Bloomberg

RepeatNext

Number of repeating group in the clearing aggregate of an order

Type: NumInGroup

Used in messages: Euronext

ReplaceCashMargin

0:no replace

1:replace

Type: Boolean

Used in messages: INTERTRADE

ReplaceOrderCapacity

0:no replace

1:replace

Type: Boolean

Used in messages: INTERTRADE

ReplaceOrderQty

0:no replace

1:replace

Type: Boolean

Used in messages: INTERTRADE

ReplacePrice

0:no replace

1:replace

Type: Boolean

Used in messages: INTERTRADE

ReplaceTimeInForce

0:no replace

1:replace

Type: Boolean

Used in messages: INTERTRADE

Replenish

BOolean: Replenish trade quantity from OrderQty after the first fill. Used together with MaxFloor (111) for hidden-quantity trading.

Type: Boolean

Used in messages: Tradeweb

ReplyMsgCount

Total count of messages making up reply.

Type: NumInGroup

Used in messages: Nasdaq

Repo2Px

Price of the second part of REPO.

Type: Price

Used in messages: B2BITS

ReportedJurisdictions

String datatype. Same as PartyID(448) together with PartyIDSource(447)=N (LEI) or P (Short code identifier) and PartyRole(452)=116 (Reporting entity) in the standard Parties component and PartySubID(523) together with PartySubIDType(803)=70 (Jurisdiction) in the associated standard PtysSubGrp component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. The reported jurisdictions are those that the trade has been or will be reported to. Required to also use TradeReportingIndicator(2524)=6 (Trade has been or will be reported).

Type: String

Used in messages: FIXProtocolLtd

ReportedPxDiff

Indicates if the price differs from the market price

Type: Boolean

Used in messages: CinnoberFinancialTechnologyAB

ReportedPXReason

Reason why price differs from market price:

D = Market Condition

N = Negotiated Trade

A = Amended trade

C = Cancelled Trade

Type: char

Used in messages: CinnoberFinancialTechnologyAB

ReportedTradePrice

Used to identify the reported trade price

Type: Price

Used in messages: ThomsonFinancial

ReportFlowFlag

Controls reporting to various ML reporting systems.

Type: Boolean

Used in messages: MerrillLynch

ReportingGUID

MPID of give up on the trade reporting party side.

Type: String

Used in messages: Nasdaq

ReportToOCS

Specifies if a block order average price trade is to be reported to OCS (Overnight Comparison System)

Type: Boolean

Used in messages: ThomsonFinancial

RepStatReq

FCS Admin Request – Line 2, Field 1Valid Values:

1 = Check^Price

2 = Confirm^Contra

3 = ConfirmQtyExecuted

Contains Admin message type and must include the original order instruction. Tags OrdStatReq [9424] and RepStatReq [9443] are mutually exclusive, either [9424] or [9425] must appear in Message Type H.

FIX.4.1 Format: Char, FIX.4.2 Format: String.

Type: String

Used in messages: SIAC

ReqID

Unique Id for the request assigned by requesting party.

Type: String

Used in messages: Nasdaq

ReqResponseStatus

Processing Status of a download request

Type: char

Used in messages: Millennium

ReqResponseTo

Indicate the Type of request being responded to

Type: char

Used in messages: Millennium

RequestCountIndicator

Conveys impact of current response to the number of outstanding requests in the context of a throttle mechanism. 0 = Message counter unchanged (default), 1 = Message counter decreased.

Type: Boolean

Used in messages: DeutscheBorse

RequestID

Download Request ID

Type: String

Used in messages: Millennium

RequestIn

The time when application received request

Type: UTCTimestamp

Used in messages: DeutscheBank

RequestOut

The time when application sent request

Type: UTCTimestamp

Used in messages: DeutscheBank

RequestTime

Information carried on a response to convey the time (UTCTimestamp) when the request was received that led to this response. RequestTime and SendingTime are part of the response, use the same system clock and allow the recipient of the response to calculate the processing time for his request.

Type: UTCTimestamp

Used in messages: DeutscheBorse

RequestType

Download Request Type

Type: char

Used in messages: Millennium

Requotable

Valid Values:

Y – allow the other party to re-quoteN – re-quote is not allowed

Type: String

Used in messages: LehmanBrothers

ReRoutedBrokerID

Denotes the Broker Code of a Re-Routed Order.

Type: String

Used in messages: Bloomberg

ReRoutedOrderId

Denotes the Order # of a Re-Routed Order.

Type: String

Used in messages: Bloomberg

ReRoutedOrderQty

Denotes the Size of a Re-Routed Order.

Type: Qty

Used in messages: Bloomberg

ReRoutedPrice

Denotes the Execution Price of a Re-Routed Order.

Type: Price

Used in messages: Bloomberg

ReRoutedSettlDate

Denotes the Settlement Date of a Re-Routed Order

Type: UTCDateOnly

Used in messages: Bloomberg

Reserved

Type: String

Used in messages: LehmanBrothers

Reserved1

Type: String

Used in messages: ICAP

RESERVED1

Type: String

Used in messages: LehmanBrothers

Reserved10

Type: String

Used in messages: ICAP

Reserved11

Type: String

Used in messages: ICAP

Reserved12

Type: String

Used in messages: ICAP

Reserved13

Type: String

Used in messages: ICAP

Reserved14

Type: String

Used in messages: ICAP

Reserved15

Type: String

Used in messages: ICAP

Reserved16

Type: String

Used in messages: ICAP

Reserved17

Type: String

Used in messages: ICAP

Reserved18

Type: String

Used in messages: ICAP

Reserved19

Type: String

Used in messages: ICAP

Reserved2

Type: String

Used in messages: ICAP

RESERVED2

Type: String

Used in messages: LehmanBrothers

Reserved20

Type: String

Used in messages: ICAP

Reserved21

Type: String

Used in messages: ICAP

Reserved22

Type: String

Used in messages: ICAP

Reserved23

Type: String

Used in messages: ICAP

Reserved24

Type: String

Used in messages: ICAP

Reserved25

Type: String

Used in messages: ICAP

Reserved26

Type: String

Used in messages: ICAP

Reserved27

Type: String

Used in messages: ICAP

Reserved28

Type: String

Used in messages: GATETecnologieInformatiche

Reserved29

Type: String

Used in messages: GATETecnologieInformatiche

Reserved3

Type: String

Used in messages: ICAP

RESERVED3

Type: String

Used in messages: LehmanBrothers

Reserved30

Type: String

Used in messages: GATETecnologieInformatiche

Reserved31

Type: String

Used in messages: GATETecnologieInformatiche

Reserved32

Type: String

Used in messages: GATETecnologieInformatiche

Reserved33

Type: String

Used in messages: GATETecnologieInformatiche

Reserved34

Type: String

Used in messages: GATETecnologieInformatiche

Reserved35

Type: String

Used in messages: ICAP

Reserved36

Type: String

Used in messages: ICAP

Reserved360T1

Type: String

Used in messages: DeutscheBourse360T

Reserved360T10

Type: String

Used in messages: DeutscheBourse360T

Reserved360T11

Type: String

Used in messages: DeutscheBourse360T

Reserved360T12

Type: String

Used in messages: DeutscheBourse360T

Reserved360T13

Type: String

Used in messages: DeutscheBourse360T

Reserved360T2

Type: String

Used in messages: DeutscheBourse360T

Reserved360T3

Type: String

Used in messages: DeutscheBourse360T

Reserved360T4

Type: String

Used in messages: DeutscheBourse360T

Reserved360T5

Type: String

Used in messages: DeutscheBourse360T

Reserved360T6

Type: String

Used in messages: DeutscheBourse360T

Reserved360T7

Type: String

Used in messages: DeutscheBourse360T

Reserved360T8

Type: String

Used in messages: DeutscheBourse360T

Reserved360T9

Type: String

Used in messages: DeutscheBourse360T

Reserved37

Type: String

Used in messages: ICAP

Reserved38

Type: String

Used in messages: ICAP

Reserved39

Type: String

Used in messages: ICAP

Reserved4

Type: String

Used in messages: ICAP

RESERVED4

Type: String

Used in messages: LehmanBrothers

Reserved40

Type: String

Used in messages: ICAP

Reserved41

Type: String

Used in messages: ICAP

Reserved42

Type: String

Used in messages: ICAP

Reserved43

Type: String

Used in messages: ICAP

Reserved44

Type: String

Used in messages: ICAP

Reserved45

Type: String

Used in messages: ICAP

Reserved46

Type: String

Used in messages: ICAP

Reserved47

Type: String

Used in messages: ICAP

Reserved48

Type: String

Used in messages: ICAP

Reserved49

Type: String

Used in messages: ICAP

Reserved5

Type: String

Used in messages: ICAP

RESERVED5

Type: String

Used in messages: LehmanBrothers

Reserved50

Type: String

Used in messages: ICAP

Reserved51

Type: String

Used in messages: ICAP

Reserved52

Type: String

Used in messages: ICAP

Reserved53

Type: String

Used in messages: ICAP

Reserved54

Type: String

Used in messages: ICAP

Reserved55

Type: String

Used in messages: ICAP

Reserved56

Type: String

Used in messages: ICAP

Reserved57

Type: String

Used in messages: ICAP

Reserved58

Type: String

Used in messages: ICAP

Reserved59

Type: String

Used in messages: ICAP

Reserved6

Type: String

Used in messages: ICAP

Reserved60

Type: String

Used in messages: ICAP

Reserved61

Type: String

Used in messages: ICAP

Reserved62

Type: String

Used in messages: ICAP

Reserved63

Type: String

Used in messages: ICAP

Reserved64

Type: String

Used in messages: ICAP

Reserved65

Type: String

Used in messages: ICAP

Reserved66

Type: String

Used in messages: ICAP

Reserved67

Type: String

Used in messages: ICAP

Reserved68

Type: String

Used in messages: ICAP

Reserved69

Type: String

Used in messages: ICAP

Reserved7

Type: String

Used in messages: ICAP

Reserved70

Type: String

Used in messages: ICAP

Reserved71

Type: String

Used in messages: ICAP

Reserved72

Type: String

Used in messages: ICAP

Reserved73

Type: String

Used in messages: ICAP

Reserved74

Type: String

Used in messages: ICAP

Reserved7444

7444 Reserved

Type: String

Used in messages: AngelNetworks

Reserved7445

7445 Reserved

Type: String

Used in messages: AngelNetworks

Reserved75

Type: String

Used in messages: Bloomberg

Reserved76

Reserved

Type: String

Used in messages: Unknown

Reserved77

Type: String

Used in messages: Millennium

Reserved78

Type: String

Used in messages: Millennium

Reserved79

FX Reserved

Type: String

Used in messages: Bloomberg

Reserved8

Type: String

Used in messages: ICAP

Reserved80

FX reserved

Type: String

Used in messages: Bloomberg

Reserved81

FX reserved

Type: String

Used in messages: Bloomberg

Reserved82

Type: String

Used in messages: Bloomberg

Reserved83

Type: String

Used in messages: Bloomberg

Reserved84

Type: String

Used in messages: Bloomberg

Reserved85

Type: String

Used in messages: Bloomberg

Reserved86

Type: String

Used in messages: ObjectTrading

Reserved87

Type: String

Used in messages: ObjectTrading

Reserved88

Type: String

Used in messages: ObjectTrading

Reserved89

Type: String

Used in messages: ObjectTrading

Reserved9

Type: String

Used in messages: ICAP

Reserved90

Type: String

Used in messages: ObjectTrading

Reserved91

Type: String

Used in messages: ObjectTrading

ReservedbyDoug1

Type: String

Used in messages: KnightCapitalGroup

ReservedbyDoug2

Type: String

Used in messages: KnightCapitalGroup

ReservedforHotspotFX1

Type: String

Used in messages: KnightCapitalGroup

ReservedforHotspotFX10

Type: String

Used in messages: KnightCapitalGroup

ReservedforHotspotFX11

Type: String

Used in messages: KnightCapitalGroup

ReservedforHotspotFX12

Type: String

Used in messages: KnightCapitalGroup

ReservedforHotspotFX13

Type: String

Used in messages: KnightCapitalGroup

ReservedforHotspotFX14

Type: String

Used in messages: KnightCapitalGroup

ReservedforHotspotFX15

Type: String

Used in messages: KnightCapitalGroup

ReservedforHotspotFX16

Type: String

Used in messages: KnightCapitalGroup

ReservedforHotspotFX17

Type: String

Used in messages: KnightCapitalGroup

ReservedforHotspotFX18

Type: String

Used in messages: KnightCapitalGroup

ReservedforHotspotFX19

Type: String

Used in messages: KnightCapitalGroup

ReservedforHotspotFX2

Type: String

Used in messages: KnightCapitalGroup

ReservedforHotspotFX20

Type: String

Used in messages: KnightCapitalGroup

ReservedforHotspotFX21

Type: String

Used in messages: KnightCapitalGroup

ReservedforHotspotFX22

Type: String

Used in messages: KnightCapitalGroup

ReservedforHotspotFX23

Type: String

Used in messages: KnightCapitalGroup

ReservedforHotspotFX3

Type: String

Used in messages: KnightCapitalGroup

ReservedforHotspotFX4

Type: String

Used in messages: KnightCapitalGroup

ReservedforHotspotFX5

Type: String

Used in messages: KnightCapitalGroup

ReservedforHotspotFX6

Type: String

Used in messages: KnightCapitalGroup

ReservedforHotspotFX7

Type: String

Used in messages: KnightCapitalGroup

ReservedforHotspotFX8

Type: String

Used in messages: KnightCapitalGroup

ReservedforHotspotFX9

Type: String

Used in messages: KnightCapitalGroup

ReservePublishQty

Required for Reserve e-Quote types. Represents the publish quantity.

Type: Qty

Used in messages: SIAC

ReserveSize

Indicates the quantity of the reserve size. Reserve size must be in shares either in round lot multiples or in mixed lots.

Type: Qty

Used in messages: Nasdaq

ResetEligibleVolOnAmend

Type: String

Used in messages: UBS

ResponseID

ID sent by PCX in some acknowledgements/notifications

Type: String

Used in messages: SSITechnologies

ResponseIn

The time when application received response

Type: UTCTimestamp

Used in messages: DeutscheBank

ResponseOut

The time when application sent response

Type: UTCTimestamp

Used in messages: DeutscheBank

ResponseRequested

Used to indicate if a response is requested (or required) from the e-mail recipient

Type: Boolean

Used in messages: CBOE

ResponsibilityInd

The firm which takes responsibility for trade reporting functions.

Valid values:

Y = Yes

N = No

Type: Boolean

Used in messages: Nasdaq

RestrictedBrokers

used with aggregator connections to confirm counterparties a security cannot be traded with

Type: String

Used in messages: FidelityInvestments

RetainVolumeCountHistory

Type: String

Used in messages: UBS

ReturnCode

This field will be used to indicate a specific error message or informational message that may or may not exist in the Text tag (58) of an acknowledgement response. NOTE: This field may contain repeating values delimited by a hexidecimal ’40’ character.

Type: MultipleStringValue

Used in messages: ThomsonFinancial

ReversedInquiryAmt

Type: Amt

Used in messages: FannieMae

RevisedFinal

Remaining payment due on any contract (specific to KMEFIC)

Type: Amt

Used in messages: GLTrade

RFQReferenceNo

Request for Quote reference number

Type: String

Used in messages: Nasdaq

RhoLeg

The per-leg Rho value for an FX Option trade.

Type: float

Used in messages: Bloomberg

RhoLegAsk

Rho leg for ask quote in 2-way pricing

Type: Price

Used in messages: Bloomberg

RhoNet

The net Rho value for an FX Option trade.

Type: float

Used in messages: Bloomberg

RhoNetAskValue

Net Rho value for ask quote in 2-way pricing

Type: Price

Used in messages: Bloomberg

RiskAversion1

Risk Aversion Parameter

Type: String

Used in messages: BearStearns

RiskAversion2

Controls the trading style for the order on a scale of 1 (passive) – 10 (aggressive). The higher the number the faster the order will trade. Valid values 1-10.

Type: char

Used in messages: CapitalInstitutionalServices

RiskAversion3

.

Type: String

Used in messages: Citigroup

RiskClass

Risk class for a trade

Type: String

Used in messages: Unknown

RiskID

Type: String

Used in messages: LehmanBrothers

RiskMgmtInd

Designates that the clearing relationship in this message is functionally Active. It also assigns responsibility to the correspondent or the clearing firm for the entry of all T+2 to T+N entries. Valid values for self-clearing firms are A, M, and D.

Valid values:

A = Active & correspondent cannot enter As of T+2 to T+N trades (except self-clearing)

M = Active with Super-Cap Marker & correspondent cannot enter As of T+2 to T+N trades (except self-clearing)

Y = Active & correspondent can enter As of T+2 to T+N trades (except self-clearing)

N = Active with Super-Cap Marker, correspondent (non-self clearing) can enter As-of T+2 to T+N trades

D = Deleted

Type: char

Used in messages: Nasdaq

RiskTol

Type: String

Used in messages: Citigroup

RollConvention

IRS roll convention for NewOrder – default ‘STD’. Values:

STD – standard product-based roll

IMM – roll on IMM dates

ECB – roll on ECB dates

NONE – for bullet payments

Type: String

Used in messages: Tradeweb

RolloverFlag

Speicies how long the Order would be valid in the books of the Crossing System. Vaild values:

blank – No rollovers

S – same cross until good-through date has expired

U – Unlimited

n – (1-9) rollover to the next cross, decrement n until 0

Type: char

Used in messages: JapanCrossSecurities

ROLLSON

The convention for determining the sequence of calculation period end dates. Valid Values: 1 to 31, EOM, or IMM

Type: String

Used in messages: LehmanBrothers

RoundLotInstrument

Used to associate given odd lot instrument with its associated round lot instrument. Field contains symbol of round lot instrument.

Type: String

Used in messages: ICAP

RoutedOrderID

To satisfy the OATS requirement of having a unique identifier for each order. This field is 20 characters or less.

Type: String

Used in messages: Sungard

RouteOddToSlowExchange

Y = Route Odd Lot to slow* exchange

N = Do no route Odd Lot to slow* exchange*some exhchanges incur extra delay for odd-lot processing or do not process odd lot IOCs

Type: Boolean

Used in messages: BATSTrading

Routetosession

Used for fix-to-fix processing. No internal updates along the way. Strictly endpoint processing. Used to bypass local database updates.

Type: String

Used in messages: Bloomberg

RoutingAwayBroker

This tag supports CBSX Order Routing Vendor Selection for Stock Linkage.

Type: String

Used in messages: CBOE

RoutingInst

Order routing instruction for ECN. Valid Values B=Book (default), T=Through ECN to Prefered Market Maker, X=Order Cross, H=Hidden Order.

Type: char

Used in messages: AutomatedSecurityClearanceLtd

RoutingInstruction

Routing instruction

Type: String

Used in messages: SIAC

RptSys

The system which has published the report.

Type: String

Used in messages: CinnoberFinancialTechnologyAB

RptTime

The time the trade report will be published.

Type: UTCTimestamp

Used in messages: CinnoberFinancialTechnologyAB

RubNbCO

Official quotation list classification : Heading number

Type: String

Used in messages: Euronext

RunHalt

Spread run control (char).

Type: char

Used in messages: CarlinFinancialGroup

SACrossType

Text field for Cross Type option used with Agent order types.

Type: String

Used in messages: Sungard

SaleCrdt

Sales Credit (Numeric) +/- 12345.1234

Type: Amt

Used in messages: PaineWebber

SaleCrdtType

Similar to Fix 4.2 tag 13 CommType. Valid values: 1 = per share, 2 = percentage, 3 = absolute. Use in conjunction with tag 7503 as you would use tag 12. This field identifies sales credit type.

Type: char

Used in messages: RBC

SalesBook

Identify the book for the salesperson doing the trade.

Type: String

Used in messages: Bloomberg

SalesInstBroker

Describes the instruction assigned from a sales to a broker

Type: String

Used in messages: GLTrade

SampleSector

Index sector code

Type: String

Used in messages: Euronext

SatisfactionOrdDisp

Indicates the disposition of a satisfaction order. Valid values are:

0 = Satisfied as specified in the order (default)

1 = Pro rata satisfaction distribution (partial cancellation of Satisfaction order)

2 = Satisfaction order requested size is greater than trade-through size

Type: char

Used in messages: CapitalMarketsConsulting

ScaleDownAction

1 = None

2 = SlowHalf

3 = SlowOneThird

4 = SlowOneFourth

5 = SlowOneFifth

0 = Pause

Type: char

Used in messages: GuosenSecurities

ScaleDownLevel

numeric

Type: float

Used in messages: GuosenSecurities

ScaleUpAction

A = None

B = speed2x

D = speed4x

E = speed5x

J = speed10x

b = Part10

d = Part20

j = Part50

p = Part80

z = Iwould

Type: char

Used in messages: GuosenSecurities

ScaleUpLevel

numeric

Type: float

Used in messages: GuosenSecurities

SCANDestination

Type: String

Used in messages: MerrillLynch

SCANIndicator

Type: String

Used in messages: MerrillLynch

ScanLevel

Type: String

Used in messages: MerrillLynch

SCBFIXParameter1

Type: String

Used in messages: StandardChartered

SCBFIXParameter10

Type: String

Used in messages: StandardChartered

SCBFIXParameter11

Type: String

Used in messages: StandardChartered

SCBFIXParameter12

Type: String

Used in messages: StandardChartered

SCBFIXParameter13

Type: String

Used in messages: StandardChartered

SCBFIXParameter14

Type: String

Used in messages: StandardChartered

SCBFIXParameter15

Type: String

Used in messages: StandardChartered

SCBFIXParameter16

Type: String

Used in messages: StandardChartered

SCBFIXParameter17

Type: String

Used in messages: StandardChartered

SCBFIXParameter18

Type: String

Used in messages: StandardChartered

SCBFIXParameter19

Type: String

Used in messages: StandardChartered

SCBFIXParameter2

Type: String

Used in messages: StandardChartered

SCBFIXParameter20

Type: String

Used in messages: StandardChartered

SCBFIXParameter3

Type: String

Used in messages: StandardChartered

SCBFIXParameter4

Type: String

Used in messages: StandardChartered

SCBFIXParameter5

Type: String

Used in messages: StandardChartered

SCBFIXParameter6

Type: String

Used in messages: StandardChartered

SCBFIXParameter7

Type: String

Used in messages: StandardChartered

SCBFIXParameter8

Type: String

Used in messages: StandardChartered

SCBFIXParameter9

Type: String

Used in messages: StandardChartered

SchatzAsk

Type: Price

Used in messages: LehmanBrothers

SchatzBid

Type: Price

Used in messages: LehmanBrothers

SchedulingDays

No. of days for which a trade is scheduled to trade

Type: int

Used in messages: Nomura

ScriptLevel

Number of levels

Data Type: int

Type: int

Used in messages: SSITechnologies

SecDefnReqType

Type of the Security Definition Request.

Data Type: Char

Valid Values:

1 = Issue ID

2 = Series by Series ID

3 = Series by Issue ID

4 = Series ID

Type: char

Used in messages: SSITechnologies

SecondaryAccount

Assigned by a party which originates the order to the exchange.

Type: String

Used in messages: GLTrade

SecondaryBookingID

Secondary Booking ID

Type: String

Used in messages: MerrillLynch

SecondaryClOrdID

Secondary Client Order ID – used when counterparties require a secondary client order id. Will be replaced by FIX 4.3 field of the same name.** ADDED TO FIX 4.3 AS TAG: 526 (SecondaryClOrdID) **

Type: String

Used in messages: CBOE

SecondaryConfirmStatus

Describes the Give-up state (Char)

Type: char

Used in messages: MEFF

SecondaryCurrency

The denomination of the SecondaryQty (6054) field.

Type: Currency

Used in messages: DeutscheBank

SecondaryExecID

For FIX 4.2 (contains the trade number in the fill notice – execution report). Added in FIX 4.3 as tag 527 – SecondaryExecID.

Type: String

Used in messages: CMEGroup

SecondaryIndividualAllocID

Secondary Alloc ID per allocation account.

Type: String

Used in messages: Bloomberg

SecondaryOrdID

The unique trade reference assigned by the ATS. UDF 6617 is needed only in the DontKnowTrade message. In all others use tag 198.

Type: String

Used in messages: Tradeweb

SecondaryQty

This is the calculated side amount on an FX swap

Type: Qty

Used in messages: BarclaysCapital

SecondaryQty2

This is the second calculated side amount for an FX Swap

Type: Amt

Used in messages: BarclaysCapital

SecondaryQuoteID

Contributor’s internal quote reference ID.

Type: String

Used in messages: CinnoberFinancialTechnologyAB

SecondaryTradeID1

Used in pre-5.0 versions to provide same functionality as 5.0’s SecondaryTradeID (1040)

Type: String

Used in messages: BrookPathPartnersInc

SecondaryTradeID2

Contributor’s internal trade reference ID.

Type: String

Used in messages: CinnoberFinancialTechnologyAB

SecondaryTransactTime

Time of execution at the exchange level when TransactTime is already used by the broker order management system.

Type: UTCTimestamp

Used in messages: GLTrade

Sector1

Sector to track

Type: String

Used in messages: PELynch

Sector2

The ICB code for the sector that this share belongs to

Type: String

Used in messages: CinnoberFinancialTechnologyAB

SectorLmtTol

0-100 (max 2dp)

Type: Percentage

Used in messages: Citigroup

SectorLowerPct

Dispersion Percentage

Type: Percentage

Used in messages: PELynch

SectorLowerSIT

1 = Switch If Touched ™

Type: String

Used in messages: PELynch

SectorUpperPct

Dispersion Percentage

Type: Percentage

Used in messages: PELynch

SectorUpperSIT

1 = Switch If Touched ™

Type: String

Used in messages: PELynch

SectorVariable

Enforce a sector-level constraint

Type: String

Used in messages: LehmanBrothers

SecurityChangedTime

Timestamp of Security Change.

Type: UTCTimestamp

Used in messages: CinnoberFinancialTechnologyAB

SecurityExchangeBloomberg

Bloomberg recognized exchange code. 2 character alpha code.

Type: String

Used in messages: Bloomberg

SecurityGroup

Instrument group identification

Type: String

Used in messages: Euronext

SecurityGroupStatus

Indicates the status of the security group

Type: String

Used in messages: Euronext

SecurityHaltType

Describes the type of Security Halt: N – Normal, D – Dynamic, S – Static

Type: char

Used in messages: SSITechnologies

SecurityListRequest

= 100 – Display group names

= 101 – TBA group names

= 102 – Display group content

= 103 – TBA group content

Type: String

Used in messages: ICAP

SecurityListResponseType

Indicates the type of response sent via the Security List message

Type: String

Used in messages: ICAP

SecuritySource

Where to obtain securities for trade. Values: C = Customer will deliver security. L = Security is Long in account. R = Receive Security vs Payment. B = Receive Security from Broker Dealer.

Type: char

Used in messages: Tradeweb

SecurityState

Indicate the current state of the instrument

Type: String

Used in messages: Euronext

SecuritySubType1

Same usage as [4.4] SecuritySubType (762) for [4.2]

Type: String

Used in messages: Tradeweb

SecuritySubType2

Sub-type qualification/identification of the SecurityType.

Same as 762 in FIX 4.4.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 messages: CMEGroup

SecuritySuspended

Indicates whether the security is suspended from tradingBoolean

Type: Boolean

Used in messages: OMGroup

SecurityTradingStatus

= 100 – Order entry session for repo cross

= 101 – Position scrubbing session for repo cross

= 102 – Position scrubbing session for repo cross

= 103 – Closing session for repo cross

= 104 – Suspended

Type: String

Used in messages: ICAP

SecurityType1

Possible values are:

1 = Normal Board

2 = Odd lot Board

3 = Crossings board

4 = All or None board

Default value is Normal Board

Type: char

Used in messages: ChangepondTechnologies

SecurityType2

Security type specifier

Type: String

Used in messages: ICAP

SecurityTypeExtended

Extends FIX field 167 for Fixed Income

<p>** 167 SecurityType was extended in FIX 4.3 **

Type: String

Used in messages: Tradeweb

SecurityUpdatesSince

Optional field that indicates the response to this security list request should be only the list of securities modified/added since the timestamp indicated (in UTC format).

Type: UTCTimestamp

Used in messages: BolsadeMercadoriasFuturos

SecurityValidFromTime

The earliest timestamp when the security is valid.

Type: UTCTimestamp

Used in messages: CinnoberFinancialTechnologyAB

SecurityValidityTimestamp

UTCTimestamp field, containing the timestamp till which the instrument will be eligible to trade.

Type: UTCTimestamp

Used in messages: BolsadeMercadoriasFuturos

SecurityValidToTime

The latest timestamp when the security is valid.

Type: UTCTimestamp

Used in messages: CinnoberFinancialTechnologyAB

SegrClearingAccountType

The segregated clearing account type. For example, Client Clearing Account or House Clearing Account.

0 = DF (Default), 1 = CL (Client = Risk is covered by client collateral), 2 = HO (House = Risk is covered by “In House” collateral)

Type: char

Used in messages: SWXSwissExchange

SegrSettleAccountType

The segregated settlement account type. For example, can be used to distinguish different taxation treatments in settlement.

0 = DF (Default)

Type: char

Used in messages: SWXSwissExchange

SellerCode

Used to identify a seller code

Type: char

Used in messages: ThomsonFinancial

SellLimit

Specifies the SellLimit of the BalanceGroup, of which this order is part of. The Identifier of the BalanceGroup is specified in the BalanceGroupID Tag.

Type: String

Used in messages: JapanCrossSecurities

SellTradeControlNumber

Used for Nordic Trade Reporting, this tag will carry the trade control number for the sell side of the trade.

Type: String

Used in messages: Nasdaq

SellWeight

Type: String

Used in messages: GuosenSecurities

SendBrokerID

Indicates if the member identity has to be disclose or not in the corresponding public data feed

Type: String

Used in messages: Euronext

SenderGroupID

Assigned value used to identify specific message originator group.

Type: String

Used in messages: GATETecnologieInformatiche

SendingTimeJavaEpoch

Time when the message is sent. 64-bit integer expressing the number of milliseconds since midnight January 1, 1970.

Type: int

Used in messages: OMX

SerialNo

2nd Part of unique Bloomberg serial number. (The 1st part of unique Bloomberg serial number is WorkStation)

Type: String

Used in messages: LehmanBrothers

Series

Series for fixed income

Type: String

Used in messages: Bloomberg

SeriesID

Series ID.Data Type: long

Type: int

Used in messages: SSITechnologies

SeriesNo

Series number for allocation

Type: String

Used in messages: Bloomberg

SeriesNumber

16-bit Integer identifying the Series. Used together with the UnderlyingNumber (5295) to uniquely identify a Series.

Type: int

Used in messages: OMX

Service

Indicates the NQB service under which a security is quoted. OP=Pink Sheets OY=Yellow Sheets OPL=Partnership Sheets OG=Global Quote

Type: String

Used in messages: NationalQuotationBureau

SessionIndicator

Indicates the routing to an executing system

G – Globex trading engine

Type: char

Used in messages: CMEGroup

SessionType

Session type (Open or Close) defined in the Trading Session ID

Type: String

Used in messages: UBS

SettlAccType1

Settlement account type.

Valid values:

1 = Standing

2 = House

3 = Client.

Type: char

Used in messages: GATETecnologieInformatiche

SettlAccType2

This field indicates the settlement account type. Valid values: 1=Standing; 2=House; 3=Client.

Type: char

Used in messages: GLTrade

SettlCommunicationService

Communication service required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.

Type: String

Used in messages: JPMorganChase

SettlCurrAccruedInterestAmt

Accrued Interest in the Settlement currency.

Type: Amt

Used in messages: Bloomberg

SettlCurrAmtValid

Indicates how the settlement amount has been calculated.

Valid values:

NSAZ = NotCalculatedSettlAmountInvalid

NFWT = NotCalculatedStandardForwardTrade

NMIS = NotCalculatedStaticDataMissing

NTRD = NotCalculatedTradeDateMarketHoliday

NTPZ = NotCalculatedTradePriceInvalid

NTSZ = NotCalculatedTradeSizeInvalid

NVAD = NotCalculatedValueDateEntered

CALC = SettlementAmountCalculatedNormalCase

Type: String

Used in messages: SWXSwissExchange

SettlCurrency2

Settlement Currency for the second leg of NDF swap

Type: Currency

Used in messages: Bloomberg

SettlCurrNetMoney

Net money in Settlment Currency.

Type: Amt

Used in messages: Bloomberg

SettlDate

The settlement date for a trade.UTCDateOnly

Type: UTCDateOnly

Used in messages: OMGroup

SettlementChainControlCode

The unique identifier of a settlement chain control.

Valid values:

BAUT = BilateralAutomaticSettlementFlagOff

BCPO = BilateralClrgPreventionSettlOnly

BCPF = BilateralClrgPrevNoClrgNoSettl

BBRS = BilateralExchControlResendBilateral

BMCO = BilateralManualClearingTypeAS

BMCF = BilateralManualClearingTypeManual

BNCC = BilateralNoCCP

BNSA = BilateralNoSettlAmountCalculated

BNSC = BilateralNoSettlChainsDetermined

BOOC = BilateralOobClearingFlagOff

BOOT = BilateralOutsideClearingOpeningTime

MUSE = MultilateralViaCCP

Type: String

Used in messages: SWXSwissExchange

SettlementInst

Defines to which degree the clearing and settlement of an off order book trade should be automatically instructed. For example, settled manually, automatic clearing and settlement or only automatic settlement i.e. no clearing.0=Automatic (Settlement & Clearing), 1 = Settlement only, 2 = Manual

Type: char

Used in messages: SWXSwissExchange

SettlementLocation

Indicator specifying whether member wishes to settle his operation

Type: Boolean

Used in messages: Euronext

SettlementStatusCode

The unique identifier of a settlement status.

Valid values:

CA = CancelAccepted

CP = CancelPending

CR = CancelRejected

CS = CancelSent

CN = CancelTechNOK

CW = CancelWithoutMsg

RN = ClrgRuleNotReady

IC = InterfaceClosed

MA = MissingAccruedInt

MC = MissingChangeFix

MS = MissingSettleDate

MD = MissingStaticData

NA = NoAutomaticCandS

SA = SettlMsgAccepted

SR = SettlMsgRejected

SS = SettlMsgSent

SN = SettlMsgTechNOK

Type: String

Used in messages: SWXSwissExchange

SettlementTerms

Provides the required Settlement Terms for the order. Used to support message translation between FIX-STAMP for Canadian Equities.

Type: String

Used in messages: IntegratedTransactionSystemsLtd

SettlementTime

A=AM Settlement

P=PM Settlement

Type: char

Used in messages: Harts

SettlementVenue

Currently all London Stock Exchange instruments are applicable to a single settlement venue.

Type: String

Used in messages: GLTrade

SettleTypeAlt

A char indicating the settlement type: 0 = Reg, 1 = Cash, 2 = Skip, 3 = Reg and Cash, 4 = Reg and Skip, 5 = Cash and Skip, 6 = Reg and Cash and Skip

Type: char

Used in messages: FannieMae

SettlFixingDate

Settlement Fixing Date

Type: UTCDateOnly

Used in messages: Bloomberg

SettlInstBroker

Describes the settlement instruction assigned from a sales to a broker.

Type: String

Used in messages: GLTrade

SettlLocation

Country or Depository in which the security will be settled.valid values:

BRC = Broker Custody

CED = CEDEL

DTC = DTCC

EUR = Euroclear

FED = Federal Reserve Bank of NY

FNB = First Nat’l. Bank of Chicago

PTC = Participant’s Trust Company

US = US Physical

Type: String

Used in messages: DepositoryTrustCompany

SettlPx

Previous day’s settlement price.

Type: Price

Used in messages: B2BITS

SettlText1

Settlement Text 1 required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.

Type: String

Used in messages: JPMorganChase

SettlText2

Additional Settle Text required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade.

Type: String

Used in messages: JPMorganChase

SettlType

This custom field is used in pre-5.0 versions of FIX to support the FX tenor expressions as defined in 5.0. Maps directly to 5.0’s SettlType (63) inclusive of definition, all enums and patterns.

Type: String

Used in messages: BrookPathPartnersInc

SettlVariation

Variation from liquidation day price

Type: Price

Used in messages: Euronext

SettlVenue

A three character code representing a valid Settlement Venue

Type: String

Used in messages: GATETecnologieInformatiche

ShareGroupID

GL Share Group ID (for clearing)

Type: String

Used in messages: GLTrade

ShortCode

A defined set of codes used to represent specific Prompt Dates (Futures) or Expiry Dates (options)

Type: String

Used in messages: Millennium

ShortExempt

Designates order as being Short Exempt.

Used to support message translation between FIX-STAMP for Canadian Equities.

Type: Boolean

Used in messages: IntegratedTransactionSystemsLtd

ShortLimit

Type: String

Used in messages: Mantara

ShortMarkingExempt

Marker for Short-Marking Exempt order designation. Required if applicable for Short-Marking Exempt.

Valid values:

0 = SME

1 = Buy Cross SME

2 = Sell Cross SME

3 = Both Buy and Sell Cross SME

Type: char

Used in messages: TSXGroup

ShortMoneyLimit

Short exposure limit for pairs and portfolio trades

Type: String

Used in messages: CreditSuisse

ShortName

Short name of security

Type: String

Used in messages: NationalQuotationBureau

ShortSaleExemptionReason

Same as tag 1688 (int datatype). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.

Indicates the reason a short sale order is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.).Valid values:

0 = Exemption Reason Unknown

1 = Incoming Short Sale Exempt

2 = Above National Best Bid (Broker Dealer Provision)

3 = Delayed Delivery

4 = Odd-Lot

5 = Domestic Arbitrage

6 = International Arbitrage

7 = Underwriter or Syndicate Distribution

8 = Riskless Principal

9 = VWAP

Type: int

Used in messages: FIXProtocolLtd

ShortSaleRestriction

Same as tag 1687 (int datatype). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.Indicates whether a restriction applies to short selling a security.

Valid values:

0 = No restrictions

1 = Security is not shortable

2 = Security not shortable at or below the best bid

Type: int

Used in messages: FIXProtocolLtd

ShortSaleType

Indicates the type of short sale

0: Regular, 1: ShortSale with Price Restriction, 2: ShortSale without Price Restriction

Type: char

Used in messages: KoreaStockExchange

ShortSecurityDesc

Short security description.

Type: String

Used in messages: B2BITS

ShowingFactor

Type: String

Used in messages: MerrillLynch

SICOVAMCode

AFC (agence française de codification)Id code of a security

Type: String

Used in messages: Euronext

SideShortSaleExemptionReason

Same as tag 1690 (int datatype). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions.

Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.)Uses same values as ShortSaleExemptionReason.

Type: int

Used in messages: FIXProtocolLtd

SIJurisdiction

String datatype. Same as PartyID(448) together with PartyIDSource(447)=G (MIC) and PartyRole(452)=63 (SI) in the standard Parties component and PartySubID(523) together with PartySubIDType(803)=70 (Jurisdiction) in the associated standard PtysSubGrp component. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. The SI jurisdiction is the one applicable to an order associated with an SI in that instrument.

Type: String

Used in messages: FIXProtocolLtd

SILiquidSharesRejectReason

Reason for reject

Type: int

Used in messages: CinnoberFinancialTechnologyAB

SILiquidSharesReqID

The request ID in a SI Liquid Shares message.

Type: String

Used in messages: CinnoberFinancialTechnologyAB

SILiquidSharesStatus

0 = accepted

1 = rejected

Type: int

Used in messages: CinnoberFinancialTechnologyAB

SingleConversionQty

Single conversion quantity of a CAP-DI order

Type: Qty

Used in messages: Millennium

SISAddlinstructions

SIS Additional Instructions

Type: String

Used in messages: BroadridgeFinancialSolutions

SISBopsind

BOPS Indicator Valid values:

Y = Make BOPS eligible

N = Is not BOPS eligible

Type: Boolean

Used in messages: BroadridgeFinancialSolutions

SISEnhTrailer

Enhanced trailer codes. There can be up to 20 codes

Type: String

Used in messages: BroadridgeFinancialSolutions

SISTrailer

Trailer text that can be up to a maximum of 30 characters

Type: String

Used in messages: BroadridgeFinancialSolutions

SISTrailerInd

A valid SIS trailer Indicator, Alphanumeric, 1 character length

Type: char

Used in messages: BroadridgeFinancialSolutions

SISUpdOnlyTransaction

This transaction is to be used to update Broadridge SIS information only and will not be sent to an execution destination.

Valid values:

Y = Update only

N = Cancel/Replace and Update both

Type: Boolean

Used in messages: BroadridgeFinancialSolutions

SISVantraTrailer

SIS reply of CNESS floor trailer

Type: String

Used in messages: BroadridgeFinancialSolutions

SISVerifyTerminal

Optional tag on New Order to indicate the Verify Terminal where the order will be send for verification.

Type: String

Used in messages: BroadridgeFinancialSolutions

SLBasis

Type: String

Used in messages: IndusValleyPartners

SLCptyGrossCredit

Type: String

Used in messages: IndusValleyPartners

SLCptyID

Type: String

Used in messages: IndusValleyPartners

SLCptyNetCredit

Type: String

Used in messages: IndusValleyPartners

SLEUID

GL-Trade User ID.

Integer, 0-999

Type: int

Used in messages: GLTrade

SLFee

Type: String

Used in messages: IndusValleyPartners

SliceMethod

Slice Method

Type: String

Used in messages: UBS

Slices

Number of equal-sized sub orders to trade a TIME_SLICE order in.

Type: int

Used in messages: PELynch

Slippage

Maximum price slippage for orders.

(pips)

Type: Price

Used in messages: INTERTRADE

SLLocateID

Type: String

Used in messages: IndusValleyPartners

SLMargin

Type: String

Used in messages: IndusValleyPartners

SLMsgID

Type: String

Used in messages: IndusValleyPartners

SLMsgType

Type: String

Used in messages: IndusValleyPartners

SLOfferID

Type: String

Used in messages: IndusValleyPartners

Slope

Indicates a slope to be used for TWAP

Type: Boolean

Used in messages: RBC

SLPositionID

Type: String

Used in messages: IndusValleyPartners

SLQuoteType

Type: String

Used in messages: IndusValleyPartners

SLRate

Type: float

Used in messages: IndusValleyPartners

SLRnd

Type: String

Used in messages: IndusValleyPartners

SLSecClassification

Type: String

Used in messages: IndusValleyPartners

SLTerm

Type: String

Used in messages: IndusValleyPartners

SMAIQFlag

For Supermontage orders, this value is used to specify whether internalization is allowed on the order. Keep in mind that AIQ means anti-internalization.Valid Values:

N – Internalize First.

I – Do not internalize first but allow this order to match orders with the same MPID.

Y – Never allow internalization.

Type: char

Used in messages: Nasdaq

SmartStrategy

char – valid product code

Type: char

Used in messages: Citigroup

SMAttribFlag

For Supermontage orders, Indecates whether the order should be anonymous or not. If the tag is not present or if it is ‘N’ the order will be attributable. If the tag is ‘Y’ Supermontage will view the order as anonymous.

Type: Boolean

Used in messages: Nasdaq

SMBnchdFlag

For Supermontage orders, 1 character keyword used to indicate bunched orders. The value if present should be ‘B’. This is passed back on execution reports.

Type: char

Used in messages: Nasdaq

SMExecAlgorFlag

This field will be forwarded to SuperMontage for the Execution Algorthim.

Type: char

Used in messages: Sungard

SmoothRateSrc

The source that published the smooth rate.

Type: char

Used in messages: BrookPathPartnersInc

SMPrImpFlag

For Supermontage orders, a 1 character flag (Y/N) to indicate that price improvement is in effect. This field is passed back on execution reports.

Type: Boolean

Used in messages: Nasdaq

SMRouteFlag

Field to specify the SuperMontage route field for

a given order.

Type: char

Used in messages: Sungard

SMS

The MiFID “standard market size” of the instrument

Type: int

Used in messages: CinnoberFinancialTechnologyAB

SoftLimit

Y = Yes

N = No

Type: Boolean

Used in messages: GuosenSecurities

SoftLimitFlag

Type: Boolean

Used in messages: MerrillLynch

SolicitedFlag1

To flag whether the order was solicited (by broker) or unsolicited. Need to pass this information on to downstream clients/systems. Use of solicited/unsolicited not found in any other tags/enum values.

<p>

** ADDED TO FIX 4.2 AS TAG: 377 (SolicitedFlag) **

Type: Boolean

Used in messages: PaineWebber

SolicitedFlag2

FCS Order, Cancel, Cancel/Repl, Report.

Indicates whether or not the order was solicited.

Valid Values:

Y = Was Solicited

N = Was Not Solicited

SolicitedFlag [9442] is for use in FIX 4.1 only and corresponds to tag SolicitedFlag [377] in FIX 4.2.FIX.4.1 Format: Char

FIX.4.2 Format: Boolean

Type: Boolean

Used in messages: SIAC

Source

Identifies the system source. This tag will be a string i.e. “Tradebook”

Type: String

Used in messages: Bloomberg

SourceExchange

The exchange from where the news message or book information origins.

Type: Exchange

Used in messages: SWXSwissExchange

SourceIP

Optional field for source IP address identification and auditing perposes.

Type: String

Used in messages: ICAP

SourceOfOrder

1 byte numeric denoting the source of the order; i.e., from CMS, from BBSS, from DBK, etc.

Type: int

Used in messages: SIAC

SourceOfReport

1 byte numeric denoting whether the execution was done in DBK, BBSS, etc.

Type: int

Used in messages: SIAC

SpecialTradeInd

NYSE – Front End Systemic Capture (FESC) Field: This is an optional field when submitting a report drop copy. Specifies any special trade indication:

‘ ‘ = Not a special trade

‘X’ = Special trade

‘E’ = Ex-clearing trade

Type: char

Used in messages: SIAC

SpecialTypingCode

Used to identify a special typing code. Repeating values are allowed for this tag. Values are to be delimited by space.

Type: MultipleCharValue

Used in messages: ThomsonFinancial

SpecSymbol

1-4 alphas representing the Specialist firm’s mnemonic

Type: String

Used in messages: SIAC

SpecUnitID

The Specialist Unit Number handling the stock. Contains a value from 1 to 100

Type: int

Used in messages: SIAC

SpeedRelIDSource

Type: String

Used in messages: MerrillLynch

SpeedRelPrice

Type: Price

Used in messages: MerrillLynch

SpeedRelSecurityID

Type: String

Used in messages: MerrillLynch

SpeedRelTargetPercent

Type: Percentage

Used in messages: MerrillLynch

SpeedRiskFactor

Risk Factor for the Speed trading

Type: String

Used in messages: MerrillLynch

SpiSendingTime

Transmission date time of message

Type: UTCTimestamp

Used in messages: Euronext

Split

Identicates the type of order splitting.

Type: String

Used in messages: GLTrade

SponsorBkr

The Sponsor Broker for the Institution. Only used with Institution Orders.

Type: String

Used in messages: AutomatedSecurityClearanceLtd

SponsoringFirm

Member firm sponsoring the institution submitting orders.

Type: String

Used in messages: SIAC

SpotAskRate

Used for 2-way pricing – spot rate of the ask quote

Type: float

Used in messages: Bloomberg

SpotDate

Spot Value Date

Type: UTCDateOnly

Used in messages: DeutscheBank

SpotHedgeLeg

The price of the instrument with which a given leg of an FX Option trade is being hedged.

Type: Price

Used in messages: Bloomberg

SpotHedgeLegAsk

Spot hedge leg for ask quote in 2-way pricing

Type: Price

Used in messages: Bloomberg

SpotHedgeNet

The net price of the instruments with which an FX Option trade is being hedged.

Type: Price

Used in messages: Bloomberg

SpotHedgeNetAskValue

Net Theta value for ask quote in 2-way pricing

Type: Price

Used in messages: Bloomberg

SpotNotional

The signed notional for a spot hedge trade for an FX Option. Always refers to the currency denoted as Currency1 (tag 9073).

Type: Amt

Used in messages: Bloomberg

SpotOptions

Use to store Stot Options

Type: String

Used in messages: LehmanBrothers

SpotPrecision

Minimum change of Spot Price

Type: Price

Used in messages: DeutscheBank

SpotPrice

Treasury Price

Type: float

Used in messages: LehmanBrothers

SpotQuoteId

SpotQuoteId used for order message to indicate price from FX streaming quote id

Type: String

Used in messages: Bloomberg

SpotRate

Spot rate represented in repeating group.

Type: float

Used in messages: VelocitySystemsInternational

SpotReference

Reference for Spot used in a delta calculation

Type: float

Used in messages: UBS

SpotTickSize

Size of Spot Tick

Type: Price

Used in messages: DeutscheBank

SpotYield

Treasury Yield

Type: float

Used in messages: LehmanBrothers

Spread1

Float Value

Type: float

Used in messages: BearStearns

Spread2

Either swap spread or spread-to-benchmark

<p>

** ADDED TO FIX 4.3 AS TAG: 218 Spread **

Type: Price

Used in messages: Tradeweb

Spread3

Type: String

Used in messages: Citigroup

SpreadExecID

Equivalent to the ExecID of a spread when dealing with multi-leg securities.

Type: String

Used in messages: CMEGroup

SpreadFormula

Int Value

Type: int

Used in messages: BearStearns

SpreadLimit

Breach spread limit (Price).

Type: Price

Used in messages: CarlinFinancialGroup

SpreadMonicker

Describes the Spread Type. STD=Straddle, STG=Strangle, BUL= Call Vertical, BLT=Call Calendar, BER=Put Vertical, BRT=Put Calendar

Type: String

Used in messages: LiquidityDirect

SpreadPctDiscount

Spread discount in percentage

Type: Percentage

Used in messages: LehmanBrothers

SpreadPctPremium

spread % premium

Type: Percentage

Used in messages: LehmanBrothers

SpreadPremium

Spread premium in dollars.

Type: Amt

Used in messages: LehmanBrothers

SpreadRatio

Ratio fo dollar neutral spreads (float).

Type: float

Used in messages: CarlinFinancialGroup

SpreadSecurityID

SecurityID for the spread related to the leg reported as SecurityID in the message Execution Report.

Type: String

Used in messages: CMEGroup

SpreadSide

Spread order side or type (char).

Type: char

Used in messages: CarlinFinancialGroup

SpreadType

Int Value

Type: int

Used in messages: BearStearns

SPSAID

Special Segregated Accounts Investor ID that is 6 digitis long without leading zero(s) assigned by CCASS (Hong Kong).HKSCC provides the SPSA services to the market to facilitate investors who maintain China Connect Securities with custodians but want to sell their China Connect Securities without having to pre-deliver the securities from their custodians to their executing brokers. The investor may designate at most 20 EPs as executing brokers which are authorised to use its Investor ID to execute orders in China Connect Securities on its behalf. When the designated EP inputs such investor’s sell order, it shall also input the Investor ID with the sell order.

Type: int

Used in messages: FIXProtocolLtd

SrcOfExecution

To identify an execution’s system source.

Type: String

Used in messages: RaptorTradingSystems

SrcSys

2 Characters – Identifies originating system where transaction was captured. (ex. “BA” = Block Allocation System)

Type: String

Used in messages: PaineWebber

StabilisationPx

When an underwriter who tries to prevent a recent offering from dropping below the offering price by placing buy orders slightly above that price. Valid values: S=Stablisation, T=Takeover

Type: Price

Used in messages: GLTrade

StageOrderIsInquiry

Denotes whether a staged order is an inquiry order.

Type: Boolean

Used in messages: Bloomberg

StagingTargetPrice

Target Price at which an order will stage and monitor

Type: Price

Used in messages: Bloomberg

StAllocType

allocation type. Valid Values:

101 – Block

102 – New Allocation

103 – Full Unwind

104 – Partial Unwind

105 – Step-in Assignment

106 – Full RP Assignment

107 – Partial RP Assignment

108 – Full Internal Assignment

109 – Partial Internal Assignment

110 – Full 4-way Assignment

111 – Partial 4-way Assignment

Type: String

Used in messages: LehmanBrothers

StampConsid

This is the Stampable Consideration on a trade. It must always be displayed in GBP and will consist of Price multiplied by Quantity for Agency Trades. For Principal Trades, the Stampable Consideration will be equal to Price multiplied by Quantity plus Commissions & fees (but not including the Stamp Amount)

Type: Amt

Used in messages: MerrillLynch

StampTax

Stamp Tax when choosing to send an exclusive field instead of using MiscFee repeating group

Type: Amt

Used in messages: JPMorganChase

StandingInstOverride

Standing instructions indicator used to override the account level code for the disposition of stock and money.

Type: Boolean

Used in messages: ThomsonFinancial

StartingPrice

Type: Price

Used in messages: MerrillLynch

StartPaymentDate

date format. This indicates the starting payment date of interest rate.

Type: UTCDateOnly

Used in messages: LehmanBrothers

StartPercentVolume

The target percentage of volume that the algorithm will attempt to achieve at/or around the Benchmark price.

Valid values: 0-100.

Type: Percentage

Used in messages: CapitalInstitutionalServices

StartTime1

Start time for an algorithmic order

Type: UTCTimestamp

Used in messages: Unknown

StartTime2

Time of message transmission (always expressed in GMT)

Type: UTCTimestamp

Used in messages: CreditSuisse

StartTime3

Type: UTCTimestamp

Used in messages: LavaTrading

StartTime4

The time at which the order becomes active. StartTime contains a date and time component that must be specified in 24-hour clock format (YYYYMMDDHH:MM:SS) and must use GMT time zone.

Type: UTCTimestamp

Used in messages: CapitalInstitutionalServices

StartTime5

Start time in HHMM format for Jefferies trading strategies. i.e. 1300 = 1:00 PM

Integer Value

Type: int

Used in messages: Jefferies

StartTime6

UTC Timestamp.

Time/date combination represented in UTC in either YYYYMMDD-HH:MM:SS

(whole seconds) or YYYYMMDD-HH:MM:SS.sss (milliseconds) format. Colons,dash, and period required.

Type: UTCTimestamp

Used in messages: NYSE

StartTradeSequence

Start Trade Sequence

Type: SeqNum

Used in messages: ICAP

STATE

state of the trading flow

Type: String

Used in messages: LehmanBrothers

StateOfResidence

Investor’s state of residence: 2-character ISO 3166-2 abbreviation.

Type: String

Used in messages: Tradeweb

StateOrCountry

For a US address specifies the state. For non-US address specifies the country

Type: String

Used in messages: NationalQuotationBureau

StateSecurityID

State Securities Identification Number.

Type: String

Used in messages: B2BITS

StaticRefPx

Type: Price

Used in messages: SSITechnologies

StatusResp

FCS Admin Response – Line 2, Fields 1, 2

Valid Values:

1 = Busted Trade

2 = Names Later

3 = Corrected Price

4 = Price is Correct

5 = Report CHG

6 = BOT

7 = BOT^MINUS

8 = SLD

9 = SLD^PLUS

A = SLD^SHRT

B=SLDSHRTEXEMPTIf more than one value is applicable, this field can contain multiple Admin responses separated by a comma.Admin responses generated as a result of the Execution Report Correction (ERC) information.

FIX.4.1 Format: Char

FIX.4.2 Format: String

Type: MultipleStringValue

Used in messages: SIAC

StatusValue

Based on Network Status Message in FIX 4.4. Valid values are 1=Connected, 3=Not Connected, 4=In Process.

Type: char

Used in messages: LondonStockExchange

StepInClearingAcct

The step-in broker’s account number at the step-in clearing broker.

Type: String

Used in messages: DepositoryTrustCompany

StepInClearingBkrID

The entity who will receive or deliver on behalf of the Step-in broker-dealer.

Type: String

Used in messages: DepositoryTrustCompany

StepOutBroker

[4.2] Identifier of the Prime Broker serving as Step-Out Firm.

Type: String

Used in messages: Tradeweb

StepOutReasonCode1

The reason an institution is stepping out of an allocation.valid values:

000 = unspecified

001 = research

002 = client directed

003 = client recapture

004 = liquidation

005 = soft dollar

006 = client soft dollar

007 = contracted services

008 = minority firm

009 = custodial expenses

Type: String

Used in messages: DepositoryTrustCompany

StepOutReasonCode2

The reason an institution is stepping out of an allocation.valid values:

000 = unspecified

001 = research

002 = client directed

003 = client recapture

004 = liquidation

005 = soft dollar

006 = client soft dollar

007 = contracted services

008 = minority firm

009 = custodial expenses

Type: String

Used in messages: DepositoryTrustCompany

StepOutReasonCode3

The reason an institution is stepping out of an allocation.valid values:

000 = unspecified

001 = research

002 = client directed

003 = client recapture

004 = liquidation

005 = soft dollar

006 = client soft dollar

007 = contracted services

008 = minority firm

009 = custodial expenses

Type: String

Used in messages: DepositoryTrustCompany

StepOutText

Free-form text reason an institution is stepping out of an allocation.

Type: String

Used in messages: DepositoryTrustCompany

StepPosition

Step Position (NBBO Step Up configuration).

Data Type: int

Type: int

Used in messages: SSITechnologies

Stepsize

Number of ticks to move a posted price

Type: int

Used in messages: MerrillLynch

StipulationType

Stipulation type – see 4.3 spec<p>** Added to FIX 4.3 as tag: 233 StipulationType **

Type: String

Used in messages: Tradeweb

StipulationValue

Structured stipulation value – see 4.3 spec<p>** Added to FIX 4.3 as tag: 234 StipulationValue **

Type: String

Used in messages: Tradeweb

StockBasketLimit

Integer 0-100

Type: int

Used in messages: Citigroup

StockFirmName

Stock Firm name used in Buy writes

Type: String

Used in messages: CBOE

StockFirmNameKey

Stock firm name key used in Buy writes

Type: String

Used in messages: CBOE

StockRatio

Type: String

Used in messages: Citigroup

StockType

Stock type

Type: char

Used in messages: Euronext

StopLossLimit

Type: String

Used in messages: CreditSuisse

StopPxAnchor

Int: Identifies anchor price when stop price is specified in relative terms.

Type: int

Used in messages: LehmanBrothers

StopPxCondition

Stop condition. Format=char. 0=Last Trade price.1=Best Bid Price;2=Best Ask Price;

Type: char

Used in messages: GATETecnologieInformatiche

StopPxOffset

Float: Offset relative to selected anchor for relative stop price.

Type: float

Used in messages: LehmanBrothers

StoryField

This is the story field.

Type: String

Used in messages: Bloomberg

STPExecType

Citi-FX custom ExecType to support orders for FX ECommerce.

Type: char

Used in messages: Unknown

STPFixingName

Citi-FX. Fixing Name.

Type: String

Used in messages: Unknown

STPOrderType

Citi-FX custom OrderType to support orders for FX ECommerce.

Type: char

Used in messages: Unknown

StraddleInd

Indicates if it’s straddle or not.

Y – Straddle

N – not

Type: String

Used in messages: LehmanBrothers

Strategy1

Type: String

Used in messages: LavaTrading

StrategyComponent

Base strategy identifier

Type: String

Used in messages: UBS

StrategyFlags

Instructions for strategies. Integer value.

Type: int

Used in messages: Unknown

StrategyParameterName

Name of parameter. Intended as an alternative to the new 958 tag introduced by the Algorithmic Trading Working Group.

Type: String

Used in messages: Gartmore

StrategyParameterType

Datatype of the parameter. Intended as an alternative to the new 959 tag introduced by the Algorithmic Trading Working Group.

Type: String

Used in messages: Gartmore

StrategyParameterValue

Value of the parameter. Intended as an alternative to the new 960 tag introduced by the Algorithmic Trading Working Group.

Type: String

Used in messages: Gartmore

StrategyStyle

1 = Risk Aversion, 10 =Market Impact (int)

Type: int

Used in messages: ABNAMRO

StrategyUrgency

Char: Used in determining the optimal trading horizon. A higher urgency corresponds with a shorter duration.

Type: char

Used in messages: LehmanBrothers

StratEndTime

hh:mm

Type: UTCTimestamp

Used in messages: Citigroup

StratStartTime

hh:mm

Type: UTCTimestamp

Used in messages: Citigroup

StreamingQuoteTime

Used for enabling/disabling FX mkt data

Type: UTCTimestamp

Used in messages: MerrillLynch

StrikePrice

0 = CLOSE, 2 = ARRIVAL

Type: char

Used in messages: PELynch

StrikePriceCode

Standard Code For Expressing Option Strike Price

Type: String

Used in messages: CMC

StrikePriceCurrency

Specifies the currency of the strike price. USD = US$, CAN = Canadian $

Type: Currency

Used in messages: CMC

StripLength

Indicates the Instrument is a strip of consecutive maturities. The MaturityDate or MaturityMonthYear field indicates the first maturity. E.g. a strip of 12 monthly options would have 7540=12.

Type: String

Used in messages: ParityEnergyInc

SubAccount

Client sub-account (for clearing)

Type: String

Used in messages: GLTrade

SubClCodType

GL Sub Client Code Type (for clearing). Valid values: 1=Liquidity; 2=Specialist; 3=None; 4=Insider; 5=Shareholder.

Type: char

Used in messages: GLTrade

SubjectID

Indicates the ID of the subject that is being disseminated in the message.

Type: String

Used in messages: SSITechnologies

SubjectOrNot

Denotes if the response is subject or not.

Type: Boolean

Used in messages: Bloomberg

SubjectTime

The time when the Quote request will become subject.

Type: UTCTimestamp

Used in messages: Bloomberg

SubMkt

Submarket code

Type: String

Used in messages: Nasdaq

SubRule80A

Additional flag to Rule80A (aka Order Capacity/Account Type)

Type: char

Used in messages: GLConsultantsInc

SubscriberID

subscriber Front end identification

Type: String

Used in messages: Euronext

SubscriptionRequestType

Addition of a SubscriptionRequestType for Security Definition Request to enable FIX 4.3 like functionality for FIX 4.2 users

Type: char

Used in messages: CBOE

SUFICapacity

To identify a capacity.

Type: String

Used in messages: RaptorTradingSystems

SumBidQuantity

Total bid quantity in the order book (all prices – active orders only)

Type: Qty

Used in messages: BelgradeStockExchange

SummaryStatus

TradeCaptureReport Summary at end of Work-Up or Repo Auction

Type: Amt

Used in messages: ICAP

SumOfferQuantity

Total offer quantity in the order book (all prices – active orders only)

Type: Qty

Used in messages: BelgradeStockExchange

SuppressOatsReport

Possible values are 0 = NO 1 = YES Default value is 0. This field is used when OATS reporting is managed in one or many order management systems.

Type: Boolean

Used in messages: RBC

SuppressOrderStatus

Firm indicator for the types of execution report a firm would not like to receive. Possible values are same as for OrdStatus [Tag 39]. Example – a firm not wishing to receive “Done for Day” type Execution Reports can specify a value of 3 in the logon message. This tag can have multiple comma separated values.

Type: MultipleCharValue

Used in messages: CBOE

SuppTacticsFlag

Supplemental flags to implement specific algorithm features.

Type: Boolean

Used in messages: Unknown

SurveillanceAccountType

Indicate the order account type assign by surveillance

Type: String

Used in messages: Euronext

SuspectTradeIndicator

Boolean flag indicating if trade is a suspect trade.

Type: Boolean

Used in messages: MarketAxess

SuspendQuotingRejectReason

Reason for reject

Type: int

Used in messages: CinnoberFinancialTechnologyAB

SuspendQuotingReqID

The request ID for suspend quoting.

Type: String

Used in messages: CinnoberFinancialTechnologyAB

SuspendQuotingStatus

0 = Request accepted

1 = Request rejected

Type: int

Used in messages: CinnoberFinancialTechnologyAB

SuspendReason

E = End of day

O = Other

Type: char

Used in messages: CinnoberFinancialTechnologyAB

SuspendTime

Date time of instrument halting

Type: UTCTimestamp

Used in messages: Euronext

SuspensionInd

Suspension Indicator

Type: Boolean

Used in messages: GLTrade

SwapPoints

Swap Points

Type: PriceOffset

Used in messages: DeutscheBank

SwapTradeType

This is additional information about the 2 security type trade:

1 = TBA Outright (Cash)

2 = TBA Rolls

3 = TBA Swap/Switch

4 = TBA Hedged

Type: char

Used in messages: Bloomberg

SweepLevel

Depth under the NBBO

Type: Qty

Used in messages: UBS

SweepPriceEnum

Pricing algorithm to be employed when sweeping an order.

Type: char

Used in messages: Unknown

SweepType

Type of sweep algorithm to be employed prior to routing the order to a broker or exchange.

Type: String

Used in messages: Unknown

SWSPRD

This is the diference in the rates for each side of the switch. For benchmark trades it is the composite spread at the time of trade. Max precision 5 decimal places, rounded to .00125 for benchmark spreads, .0001 for switches.

Type: String

Used in messages: LehmanBrothers

Symbol

Symbol for security

Type: String

Used in messages: ICAP

Syndicate

Used to identify a syndicate

Type: String

Used in messages: ThomsonFinancial

SyndicateTakedown

Used to identify a syndicate takedown

Type: String

Used in messages: ThomsonFinancial

SyntheticBroker

Value representing the broker

Type: String

Used in messages: LehmanBrothers

SyntheticQty

A percentage or quantity of the order’s quantity, as defined by SyntheticQtyType, that represents the associated SyntheticType

Type: Qty

Used in messages: LehmanBrothers

SyntheticQtyType

0=Percentage

1=Quantity

Type: char

Used in messages: LehmanBrothers

SyntheticType

0=CFD

1=Swap

2=Give Up

Type: char

Used in messages: LehmanBrothers

SystemUTI

Unique system specific trade indentifier. Returned in Trade Capture Report Ack (Message type = “AR”) when the trade report is accepted.

Type: String

Used in messages: CinnoberFinancialTechnologyAB

SystemUTIRef

Unique system specific trade indentifier reference. Required in Trade Capture Report (Message type = “AE”) for cancellations (ExecType=H) or amendments (ExecType=0 and 7556, 572, and 7585 submitted). References a SystemUTI.

Type: String

Used in messages: CinnoberFinancialTechnologyAB

Tactic

Underlying tactic to be applied

Type: String

Used in messages: UBS

TALAccountType

Integer corresponding to the account type within the TAL OMS.

Type: int

Used in messages: TownsendAnalytics

TargAuctPart

Target auction participation (%). Values: 0.01 to 0.7

Type: Percentage

Used in messages: ICAP

Target

Type: String

Used in messages: DeutscheBank

TargetDayVolAuction

Target % of days volume in auction. Values: 0.01 to 0.7

Type: Percentage

Used in messages: ICAP

TargetPartAuction

0-100 (max 2dp)

Type: Percentage

Used in messages: Citigroup

TargetPercentVolume

Specifies the rate at which the order will be filled which affects the duration of the order and, ultimately, the end time of the order.

Type: Percentage

Used in messages: CapitalInstitutionalServices

TargetPrice

Indicates the target price for an algorithmic order

Type: Price

Used in messages: Unknown

TargetPriceType

Target price type valid values:

1 – Price

2 – Yield

3 – Spread

Type: char

Used in messages: Bloomberg

TargetStrategy1

Base strategy

Type: String

Used in messages: GuosenSecurities

TargetStrategy2

Clone of Tag 847 from FIX 4.4. Introduced by the FIX Algorithmic Trading Working Party.

Type: int

Used in messages: Gartmore

TargetStrategy3

1=Volume Weighted Average Price (VWAP),

2=Target Volume (TVOL),

1001=Volume Weighted Average Price (VWAP) [same as 1],

1002=Target Volume (TVOL) [same as 2],

1003=Order Staging Model (OSM),

1004=Sensitivity (SENS),

1005=Time Weighted Average Price (TWAP),

1006=Arrival Price (AP),

1999=Custom (CUST)

N.B. This is a required field!

Type: String

Used in messages: BankOfAmerica

TargetStrategyParameters1

Clone of Tag 848 from FIX 4.4. Introduced by the Algorithmic Trading Working Party.

Type: String

Used in messages: Gartmore

TargetStrategyParameters2

Reserved for future use.

Type: String

Used in messages: BankOfAmerica

TargetTicker

Type: String

Used in messages: Citigroup

TargetVolumeReference

The target volume specification to be used in reference to primary market volume profile, or primary plus alternate market volume profiles

Type: Qty

Used in messages: Nomura

Tariff

Tariff

Type: String

Used in messages: JPMorganChase

TaxDeductCode

Tax deduction code

Type: char

Used in messages: Euronext

TaxRate

Tax rate.

Type: float

Used in messages: Bloomberg

TaxStatus

Tax Status of the buy-side customer: 0 = Clean (the default if omitted) 1 = Dirty

Type: char

Used in messages: Tradeweb

TBAGroup

Specifies the name of the TBA group.

Type: String

Used in messages: ICAP

TBAMonth

Indicates if the TBA instrument is back month or front month

Type: String

Used in messages: ICAP

TechnicalOrderType

Indicate the order type and its origin: P = Programm trading, M = manuel, R = routing

Type: char

Used in messages: Euronext

TeeID

1 alpha denoting the tee location at the post where the stock trades

Type: char

Used in messages: SIAC

Telephone1

A phone number

Type: String

Used in messages: NationalQuotationBureau

Telephone2

A phone number

Type: String

Used in messages: NationalQuotationBureau

TenorCode

Indicates type of Tenor requested & can be used instead of Tag 64 for all common value dates and ensures the appropriate SCB value date is used.

Possible values are :TOD = Today (T+0)

TOM = Tomorrow (T+1)

SP = Spot

NEXT = Next Business Day after Spot

xW = x weeks from spot

xM = x months from spot

xY = x years from spot

Type: String

Used in messages: StandardChartered

TenorValue

Used in FX and Commodoties Orders and Executions in conjunction with SettlDate to identify the timebucket of the original order.Valid Values: SP = Spot, SN = Spot Next, ON = Overnight, TN = Tomorrow Next, 1W = 1 Week, 2W = 2 Weeks, 3W = 3 Weeks, 1M = 1 Month, 2M = 2 Months, 3M = 3 Months, 6M = 6 Months, 1Y = 1 Year

Type: String

Used in messages: BarclaysCapital

TenorValue2

Secondary TenorValue for Swaps. Used in FX and Commodoties Orders and Executions in conjunction with SettlDate to identify the timebucket of the original order.Valid Values: SP = Spot, SN = Spot Next, ON = Overnight, TN = Tomorrow Next, 1W = 1 Week, 2W = 2 Weeks, 3W = 3 Weeks, 1M = 1 Month, 2M = 2 Months, 3M = 3 Months, 6M = 6 Months, 1Y = 1 Year

Type: String

Used in messages: BarclaysCapital

Term

Encoded term of a deposit or derivative trade: 1D, 3M, 10Y, etc.

Type: String

Used in messages: Tradeweb

TerminationType

[4.2] USRP Values

1=Overnight

2=Term

3=Flexible

4=Open

Replaced in 4.4 by tag 788.

Type: char

Used in messages: Tradeweb

Testingselecttag

testo

Type: String

Used in messages: Unknown

TestMessageIndicator

Flags session as a Test rather than Production session

<p>

** ADDED TO FIX 4.3 AS TAG: 464 TestMessageIndicator **

Type: Boolean

Used in messages: Tradeweb

testprice

Type: Price

Used in messages: MercoInc

TFConfirmRequest

Indicates confirmation of cancel is requested from the trading floor.

Type: Boolean

Used in messages: CMEGroup

TFPossRetransFlag

Flags message as possible retransmission for printing on trading floor order ticket.

Type: Boolean

Used in messages: CMEGroup

TgtPctParticipation

Indicates the target participation rate for an algorithmic order

Type: Price

Used in messages: Unknown

TheoVariation

Theoretical open price variation

Type: Price

Used in messages: Euronext

ThetaLeg

The per-leg Theta value for an FX Option trade

Type: float

Used in messages: Bloomberg

ThetaLegAsk

Theta leg for ask quote in 2-way pricing

Type: Price

Used in messages: Bloomberg

ThetaNet

The net Theta value for an FX Option trade.

Type: float

Used in messages: Bloomberg

ThetaNetAskValue

Net Theta value for ask quote in 2-way pricing

Type: Price

Used in messages: Bloomberg

ThinlyTradedFlag

Values: Y – Yes, N – No.

Type: Boolean

Used in messages: Nasdaq

ThirdPartyFullCalcPeriod

Type: String

Used in messages: LehmanBrothers

ThomsonUDF1

Type: String

Used in messages: ThomsonFinancial

ThomsonUDF10

Type: String

Used in messages: ThomsonFinancial

ThomsonUDF11

Type: String

Used in messages: ThomsonFinancial

ThomsonUDF2

Type: String

Used in messages: ThomsonFinancial

ThomsonUDF3

Type: String

Used in messages: ThomsonFinancial

ThomsonUDF4

Type: String

Used in messages: ThomsonFinancial

ThomsonUDF5

Type: String

Used in messages: ThomsonFinancial

ThomsonUDF6

Type: String

Used in messages: ThomsonFinancial

ThomsonUDF7

Type: String

Used in messages: ThomsonFinancial

ThomsonUDF8

Type: String

Used in messages: ThomsonFinancial

ThomsonUDF9

Type: String

Used in messages: ThomsonFinancial

ThresholdExecQty

Indicates the maximum number contracts affected for an executed (used for XETRA best quote)

Type: Qty

Used in messages: GLTrade

Tick

Pricing Increment.

Data Type: int

Type: int

Used in messages: SSITechnologies

TickBandHigh

Tick band high pricePrice

Type: Price

Used in messages: OMGroup

TickBandLow

Tick band low pricePrice

Type: Price

Used in messages: OMGroup

TickBandNoDecPlaces

Number of decimal places in premium price. Integer.

Type: int

Used in messages: Unknown

TickBandType

Tick band type: =1 (DAY orders)

=2 (quotes and IOC orders)Char

Type: char

Used in messages: OMGroup

TicketOwner

Represents the trader who too ownership of the ticket

Type: String

Used in messages: LehmanBrothers

TicketStatus1

Type: String

Used in messages: BrookPathPartnersInc

TicketStatus2

TicketStatus represents the internal status of the ticket.Possible Status:

New – The client requested a quote

Quoted – The trader sent a quote

CustDone – The client accepted within the OTW time

CustDoneConfirmed – Bloomberg confirmed the client accepted within the OTW

CustEnd – The client passed

Subject – The client accepted outside the OTW time

DealerDone – The trader accepted

DealerEnd – The trader passed

CustTimeOut – The ticket timed out on the client

DealerTimeOut – The ticket timed out on the trader

Type: String

Used in messages: LehmanBrothers

TicketTraders

represents a list of traders (comma delimited) who received the ticket

Type: MultipleStringValue

Used in messages: LehmanBrothers

TickIndicator

1 byte numeric that specifies the tick at the time of execution

Type: int

Used in messages: SIAC

TickMultiplier

Whole numbers only. Multiply this value with appropriate Tick increment (based on current security price and GTEX Tick Rules) to calculate the Discretion Quantity.

Type: int

Used in messages: Bloomberg

TickRule

up tick/down tick rules.

Type: String

Used in messages: PELynch

TickSize1

Tick sizePrice

Type: Price

Used in messages: OMGroup

TickSize2

Minimum permitted price change.

Type: PriceOffset

Used in messages: Nasdaq

TickSizeDenominator

Tick denominator used to calculate the price for Liffe market.

Type: Qty

Used in messages: GLTrade

TiCustom2

Teleinvest Custom Tag

Type: float

Used in messages: TeleinvestSA

TiCustom3

Teleinvest Custom Tag

Type: float

Used in messages: TeleinvestSA

TiCustom4

Teleinvest Custom Tag

Type: float

Used in messages: TeleinvestSA

TighterToTargetSchedule

Int: Determines whether the strategy sticks more closely to trading schedule.Valid Values:

0 = No (default)

100 = Yes

Type: int

Used in messages: LehmanBrothers

Time0

Type: UTCTimestamp

Used in messages: CreditSuisse

Time2

Type: UTCTimestamp

Used in messages: CreditSuisse

Time3

Type: UTCTimestamp

Used in messages: CreditSuisse

Time4

Type: UTCTimestamp

Used in messages: CreditSuisse

Time5

Type: UTCTimestamp

Used in messages: CreditSuisse

Time6

Type: UTCTimestamp

Used in messages: CreditSuisse

Time7

Type: UTCTimestamp

Used in messages: CreditSuisse

Time71

Type: UTCTimestamp

Used in messages: CreditSuisse

Time8

Type: UTCTimestamp

Used in messages: CreditSuisse

Time9

Type: UTCTimestamp

Used in messages: CreditSuisse

TimeBracketCode

Indicates the time bracket of an order fill.

Type: char

Used in messages: CMEGroup

TimeIn

Time order is received by exchange

Type: UTCTimestamp

Used in messages: CMEGroup

TimeInBX

Values:

1 – zero

2 – indefinitely

3 – 5 min

4 – 45 min

5 – 1 hour

6 – until auction

7 – other

Type: char

Used in messages: ICAP

TimeInBXValue

Rest order in BX before printing for. Values: Null or > 5

Type: int

Used in messages: ICAP

TimeInExecution

0:Continuous

2:Opening

7:Closing

D:Proportional Distribution

Type: char

Used in messages: INTERTRADE

TimeInForce

Specifies how long the order remains in effect. Absence of this field is interpreted as Good Till Cancel. Format=char.

Valid values:

0=Day;

1=Good Till Cancel (GTC);

2=At the Opening (OPG);

3=Immediate or Cancel (IOC);

4=Fill or Kill (FOK);

6=Good Till Date(GTD);

7=At the Close;

8=Deferred Display (DD);

9=Display On Book (DOB);

A=Good in Closing Auction (GCA);

B=Good Till Maturity (GTM);

C=Good for Intra-Day Auction (GFX);

D=Good for Auction (GFA).

E=Good Till Session (GTS)

Type: char

Used in messages: GATETecnologieInformatiche

TimeInterval

Integer. This integer will indicate time in seconds. Trade X number of calls

uts at defined N secs timeinterval between start and endtimes.

Type: int

Used in messages: Unknown

TimeOut

Timestamp of fill being reported from the pit to the trading floor booth. (Exists in FIX 4.4 as repeating group.)

Type: UTCTimestamp

Used in messages: CMEGroup

TimeSpanStartTime

Type: UTCTimestamp

Used in messages: StandardChartered

TimespanToQuote

This field would contain the time (in seconds) the trader has to submit his quote.

Type: int

Used in messages: LehmanBrothers

TimestampCounterpart

Type: UTCTimestamp

Used in messages: Nasdaq

TimestampOwn

Type: UTCTimestamp

Used in messages: Nasdaq

TimezoneOffset

Offset to the local time compared to UTC. E.g. -5 is Eastern time.

Type: int

Used in messages: CinnoberFinancialTechnologyAB

TLCQty

Too late to cancel quantity

Type: Qty

Used in messages: CBOE

TLTCClOrdRefID

Refers to ClOrdID on fill being reported Too Late To Cancel. See custom tag 9731 TLTCFlag.

Type: String

Used in messages: CMEGroup

TLTCFlag

Fill being reported is flagged Too Late To Cancel when a cancel/replace or cancel request was received after the execution.

Type: Boolean

Used in messages: CMEGroup

TMXUDF1

Type: String

Used in messages: TSXGroup

TMXUDF2

Type: String

Used in messages: TSXGroup

TMXUDF3

Type: String

Used in messages: TSXGroup

TMXUDF4

Type: String

Used in messages: TSXGroup

TMXUDF5

Type: String

Used in messages: TSXGroup

TMXUDF6

Type: String

Used in messages: TSXGroup

TMXUDF7

Type: String

Used in messages: TSXGroup

TMXUDF8

Type: String

Used in messages: TSXGroup

TMXUDF9

Type: String

Used in messages: TSXGroup

Tolerance1

Percentage value

Type: Percentage

Used in messages: UBS

Tolerance2

Maximum allowed delta

Type: PriceOffset

Used in messages: LehmanBrothers

Tolerance3

Price move tolerance. Used to create a firm limit price from a specified price target. Strictly positive double value.

Type: PriceOffset

Used in messages: Jefferies

ToleranceLimit1

Type: String

Used in messages: LavaTrading

ToleranceLimit2

Type: String

Used in messages: LavaTrading

ToleranceLimit3

Type: String

Used in messages: LavaTrading

ToleranceUnit

Unit of Tolerance Value (%, $)

Type: String

Used in messages: LehmanBrothers

TotalAccruedInterestAmt

Block level accrued interest

<p>

** 540 TotalAccruedInterestAmt was added to appropriate messages in FIX 4.3 **

Type: Amt

Used in messages: Tradeweb

TotalBustedQty

Total number of shares busted.

Type: Qty

Used in messages: B2BITS

TotalCostDay

Total cost of the day set by GL SOM for EDA orders.

Type: Amt

Used in messages: GLTrade

TotalNumOfParts

Total number of parts or entries in QuoteRequest for list trading.

Type: int

Used in messages: Tradeweb

TotalNumOfTrades

Total number of trades.

Type: NumInGroup

Used in messages: Nasdaq

TotalOddLotBuyAlarm

Type: String

Used in messages: SIAC

TotalOddLotSellAlarm

Type: String

Used in messages: SIAC

TotalRevCost

Used for GL SOM. Sum of all (MatchedQty*RevisedPrice)

Type: Price

Used in messages: GLTrade

TotalTurnover

Total turnover.

Type: Amt

Used in messages: Nasdaq

TotalVolume

Total volume for a given security, cross venues.

Type: Qty

Used in messages: CMEGroup

TotNoIOIs

Used in IOIList, SecurityList, SecurityStatus

Number of Indications currently alive ( not expired based on validUntilTime )

Market data field

Type: int

Used in messages: BeaconCapitalStrategies

TotTradedSecurities

Number of stocks quoted

Type: Qty

Used in messages: Euronext

TouchType

Describes the type of exercising for touch options.

No touch — 1, Pay when hit — 2, Pat at expiry — 3

Type: char

Used in messages: Bloomberg

TRACEReportSw

Used to suppress order events from TRACE reporting

Type: Boolean

Used in messages: ThomsonFinancial

TrackingIndex

Tracking index

Type: String

Used in messages: CreditSuisse

TrackLowerPct

Dispersion Percentage

Type: Percentage

Used in messages: PELynch

TrackLowerSIT

1 = Switch If Touched ™

Type: String

Used in messages: PELynch

TrackSecurity

Other Equity to track with this order

Type: String

Used in messages: PELynch

TrackUpperPct

Dispersion Percentage

Type: Percentage

Used in messages: PELynch

TrackUpperSIT

1 = Switch If Touched ™

Type: String

Used in messages: PELynch

TRACRoutingInstruction

Allow passing through of routing instruction for Track ECN.

Type: Boolean

Used in messages: Sungard

TradeCancelFlag

Indicate if the specified TCS trade was cancelled

Type: Boolean

Used in messages: Euronext

TradeCancelTime

Type: UTCTimestamp

Used in messages: Nasdaq

TradeClip

Trade clip in dollars

Type: Amt

Used in messages: LehmanBrothers

TradeClipPct

Trade clip in percentage

Type: Percentage

Used in messages: LehmanBrothers

TradeClipShares

Trade clip in shares

Type: Qty

Used in messages: LehmanBrothers

TradeConvention

Price or yield

Type: String

Used in messages: ICAP

TradeCorrectType

Indicates the type of correct sent in the Trade Capture or Execution Report. (Ex: Material change or not)

Type: char

Used in messages: Bloomberg

TradeDiscountRateDayCount

“ACT_360”

Type: int

Used in messages: FannieMae

TradeError

Specifies trade error reason

Type: String

Used in messages: ICAP

TradeEvent

Supplemental information about a derivative trade.

Type: String

Used in messages: Tradeweb

TradeHistoryFlag

Indicates the trade information history data is included in message

Type: Boolean

Used in messages: ICAP

TradeID

For use in pre-5.0 versions to provide same information as TradeID (1003) in 5.0.

Type: String

Used in messages: BrookPathPartnersInc

TradeInfoID

Specifies the Trade information identifier. This identifier can be used by the client request for resends of trade information within the trading day

Type: String

Used in messages: ICAP

TradeInfoRequestID

Client specified unique identifier when requesting for past trade information

Type: String

Used in messages: ICAP

TradeIssueDate

The date that the Trade is executed.

Type: UTCDateOnly

Used in messages: FannieMae

TradeLiquidityIndicator

Indicates whether a trade adds liquidity (A) or removes liquidity (R) from the marketplace.

Type: char

Used in messages: TownsendAnalytics

TradeMode

Trade type. =1 (Standard. The trade is a normally registered trade).

Other values (2-8) reserved for future use.Char

Type: char

Used in messages: OMGroup

TradeMsgSubCod

Specifies the trade message type

Type: String

Used in messages: Euronext

TradeNotificationID

Unique Identifier Assigned to the trade notification open for allocation.

Type: String

Used in messages: Millennium

TradeOrigin1

Type: String

Used in messages: Millennium

TradeOrigin2

System/Firm where the trade originated

Type: String

Used in messages: JPMorganChase

TradeOrigin3

A text field to indicate the subscriber ID of the Wofex ATS when user sends in an order

Type: String

Used in messages: WofexInc

TradePriceCondition

Conditions, such as corporate actions or events or trade type that caused a trade price to differ from the market price. Integer enumerated fields – currently populated with Bargain Conditions defined by the LSE (MiFID)

Type: int

Used in messages: LaSalleTechnologyGroup

TradePriceConditions

String datatype. Same as TrdePriceCondition(1839) in the standard TradePriceConditionGrp component but string datatype to support space delimited integer values defined by the standard field. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. Price conditions in effect at the time of the trade.

Type: String

Used in messages: FIXProtocolLtd

TradePrincipal

A boolean value indicating if the Trade is for principal. “Y N”

Type: Boolean

Used in messages: FannieMae

TradePurpose

Indicates the purpose of futures and option trade

1: arbitrage, 2: Hedge, 3: Others

Type: char

Used in messages: KoreaStockExchange

TradeQty

Executed trade quantity.

Type: Qty

Used in messages: Nasdaq

TradeRatio

Spread order trading ratio (float).

Type: float

Used in messages: CarlinFinancialGroup

TraderCount

Number of unique traders quoting at a particular price level.

Type: int

Used in messages: BrookPathPartnersInc

TradeRefDate

Date of original trade

Type: UTCDateOnly

Used in messages: ThomsonFinancial

TradeRepAvailInd

States denoting the extent of a firm’s participation in Trade Reporting. Valid values:

N = Not ready

A = Available

E = Effective Tomorrow

U = Unavailable for technical reasons

Type: char

Used in messages: Nasdaq

TradeReportRefSystem

Reference to the Trade Report System of the previous version of the trade.

Type: String

Used in messages: CinnoberFinancialTechnologyAB

TradeReportRefVersion

The version of the previous trade report.

Type: int

Used in messages: CinnoberFinancialTechnologyAB

TradeReportSystem

The trade report system of a trade report.

Type: String

Used in messages: CinnoberFinancialTechnologyAB

TradeReportVersion

The version of a trade report

Type: int

Used in messages: CinnoberFinancialTechnologyAB

TradeReportWarningReason

Trade report warning reasons

Type: int

Used in messages: CinnoberFinancialTechnologyAB

TradeRequestType

110 – Trades within the specified start and end trade sequence

Type: String

Used in messages: ICAP

TraderGroupID

This field contains the ID of the trader group.

Type: String

Used in messages: GLTrade

TraderId

Designate the trader code

Type: String

Used in messages: Euronext

TraderID1

Buyside trader initiating the order

<p>

** ADDED TO FIX 4.3 through &ltParties&gt component block **

Type: String

Used in messages: Tradeweb

TraderID2

Identifies a trader

Type: String

Used in messages: NationalQuotationBureau

TraderName

To identify a system login.

Type: String

Used in messages: RaptorTradingSystems

TradeSeqNo

Trade sequence number

Type: SeqNum

Used in messages: CinnoberFinancialTechnologyAB

TradeSeqNoSeries

Trade sequence number series

Type: SeqNum

Used in messages: CinnoberFinancialTechnologyAB

TradeSequence1

When the deal is created during the day:=2 (trade entered by operations/administration staff)

=101 (normal trading)

=102 (traded out of sequence; used for trades that have been hedged)Integer

Type: int

Used in messages: OMGroup

TradeSequence2

Sequence number of the trade

Type: SeqNum

Used in messages: ICAP

TradeSesPreopenTime

Pre-opening time of the trading session

Type: UTCTimestamp

Used in messages: Euronext

TradeSessConsultTime

Consult time of the trading session

Type: UTCTimestamp

Used in messages: Euronext

TradeThruFlag

The trade Through flag indicates if an execution in Supermontage Intermarket was traded through another market.Values : Y/N

Type: Boolean

Used in messages: Nasdaq

TradeThruPrice

Price of the trade causing a trade through

Type: Price

Used in messages: CapitalMarketsConsulting

TradeThruSize

Size of the trade causing a trade through

Type: Qty

Used in messages: CapitalMarketsConsulting

TradeThruTime

The time of a trade-through event

Type: UTCTimestamp

Used in messages: CapitalMarketsConsulting

TradeTime

Time at which the trade was negotiated between the parties.

Type: UTCTimestamp

Used in messages: Millennium

TradeType

Identify the type of trade on the Korea Stock Exchange

3: Reported Block Trading

9: Trading of Treasury Stocks

72: After-hour Block Trading

79: After-hour Block Trading of Treasury Stocks

80: After-hour Basket Trading

Type: char

Used in messages: KoreaStockExchange

TradeType2

Describes Trade Types in more details

Values:

Stock & Cash DVP(Delivery versus Payment

Book to Book Transfer

3 Stock & Cash FOP (Free of Payment)

Foreign Exchange Trade

5 Reporting Only Transaction 6 Settlement Only Transaction

Type: char

Used in messages: MerrillLynch

TradeTypeCodeList

List of SIX Swiss Exchange Trade Type Codes.

Type: String

Used in messages: SIXSwissExchange

TradeTypeFlag

Modifier flag. Values: V – VWAP, N – None.

Type: char

Used in messages: Nasdaq

TradeTypeIndicator

This field indicates the trade/negociation type.Valid values:

A=Incoming message is a Trade Cancel;

4=Incoming message is a Manual Trade notification;

I=Internet trading;

S=Algorithmic trading;

D=DMA trading;

2=Advertisement;

9=Trade Report.

Type: char

Used in messages: GLTrade

TradeValue

Trade Value.

Type: Amt

Used in messages: Nasdaq

TradeVersion

Int that identifies the version of the Execution Report.

Type: int

Used in messages: FannieMae

TradingGroup

Trading group for french instruments

Type: String

Used in messages: Euronext

TradingMethod

Indicates trading method for security.

Values: MKT – Continuous trading, MPC – Fixing, MPP – Proportional, MVC – Multiple price fixing, MKP – Continuous selling, MMC – Minimum price

Type: String

Used in messages: BelgradeStockExchange

TradingPortfolioNetDeltaMax

for portfolio strategies, this field would indicate the max delta in dollar terms for the overall portfolio

Type: int

Used in messages: Nomura

TradingPortfolioNetDeltaMin

for portfolio strategies, this field would indicate the min delta in dollar terms for the overall portfolio

Type: int

Used in messages: Nomura

TradingProtocol

The trading workflow used to negotiate the order.

Type: String

Used in messages: MarketAxess

TradingReferenceDate

Contains the date to which the TradingReferencePrice correspond.

Type: UTCDateOnly

Used in messages: CMEGroup

TradingSessionID

adoption of tag336 in FIX4.2

Type: String

Used in messages: MerrillLynch

TradingSessionID2

The identity of a group of instruments which share trading session characteristics, e.g. when their state changes from Waiting to TradingString

Type: String

Used in messages: OMGroup

TradingStatus

Instrument trading status indicator

Type: String

Used in messages: Euronext

TradingStrategy

Trading strategy of a transaction (ex. hedge fund trading strategy)

Type: String

Used in messages: Bloomberg

TradingStyle1

int

Type: int

Used in messages: Citigroup

TradingStyle2

char – valid product code

Type: char

Used in messages: Citigroup

TradingSuspendFlag

Indicates if trading in the security has been halted for any reason: Y=Yes; N=No

Type: Boolean

Used in messages: NationalQuotationBureau

TradingSystemId

Trading System Id used for identifying the trading system.

Type: String

Used in messages: Unknown

TradingSystemID1

The full ATS trade identifier.

Type: String

Used in messages: Tradeweb

TradingSystemID2

Identifier of the Trading System that processed an order or allocation. Used for internal routing purposes. String – upto 16 characters

Type: String

Used in messages: MarketAxess

TradingSystemReferenceTicketNumber

Referernce number for Proprietary trading system ticket number

Type: String

Used in messages: Bloomberg

TradingSystemTicketNumber

Propritary Trading system Ticket number

Type: String

Used in messages: Bloomberg

TradingVenueRegulatoryTradeID

String datatype. Same as RegulatoryTradeID(1903) in the standard RegulatoryTradeIDGrp component when RegulatoryTradeIDType(1905) = 5 (Trading venue transaction identifier). To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups.

Type: String

Used in messages: FIXProtocolLtd

TradingVenueType

String with value within :

“L”=light

“D”=dark

“M”=midpoint

Type: char

Used in messages: CreditAgricoleCheuvreux

TradOrdNum

This field is optional and contains the number assigned by the trader. This information is just conveyed in the Trade Leg Creation message.

Type: String

Used in messages: GLTrade

TrailerCode1

Trailer Code 1

Type: String

Used in messages: JPMorganChase

TrailerCode2

Trailer Code 2

Type: String

Used in messages: JPMorganChase

TrailerCode3

Trailer Code 3

Type: String

Used in messages: JPMorganChase

TrailerNote

Allows trailer notes to be added to trades.

Type: String

Used in messages: ThomsonReuters

TrailerNoteSuppressionInd

Suppression indcator for trailer line

Type: Boolean

Used in messages: ThomsonReuters

TransactID

Indicates the number alloted to a trade

Type: String

Used in messages: Euronext

TransactionCostAmt

Repeating group under the transaction costs group

Type: Amt

Used in messages: Bloomberg

TransactionCostCode

Repeating group under transaction costs

Type: char

Used in messages: Bloomberg

TransactionCostCurrency

Repeating field under the transaction costs group

Type: Currency

Used in messages: Bloomberg

TransactionCostFlag

Repeating group under transaction costs.

Type: Boolean

Used in messages: Bloomberg

TransactionCostRate

Repeating group under transaction cost group

Type: Price

Used in messages: Bloomberg

TransactionCostTypes

Repeating group under the transaction cost for Trade Capture reporting

Type: component

Used in messages: Bloomberg

TransactionType

Identifies an SWX specific transaction type.

0 = Order, 1 = Trade Confirmation, 2 = Bilateral Trade Reverse, 3 = Reported Trade, 4 = Unilateral Trade Reverse, 5 = Correction

Type: char

Used in messages: SWXSwissExchange

TransFeeIncluded

To specify whether the transaction fee is included in the amount (Y), or not (N)

Type: Boolean

Used in messages: PerformanceTechnologiesInc

TransferAction

Allows client to request, accept or reject the order transfer

Type: String

Used in messages: ICAP

TransferID

Specifies the unique identifier assigned by the server to a transfer request

Type: String

Used in messages: ICAP

TransferReason

Client can specify the reason for the order transfer

Type: String

Used in messages: ICAP

TransferRejReason

Reason for reject of order transfer request

Type: String

Used in messages: ICAP

TransferStatus

Indicates if the transfer was initiated or if the transfer time has expired

Type: String

Used in messages: ICAP

TransitionStatus

Status of a trading schedule transition.

Valid values:

0 = Pending

1 = Triggered

2 = Deleted

3 = Failed

Type: char

Used in messages: SWXSwissExchange

TransReport

Indicates that a trade needs to be transaction reported to the relevant regulatory body like the FSA, SFA, SEC etc etc.

Type: Boolean

Used in messages: MerrillLynch

TransStampStat

Indicates if Stamp Liability / No Stampo Liability

Type: char

Used in messages: MerrillLynch

TrdCptRepResult

Result of Trade Capture Report sent to the client

Type: String

Used in messages: ICAP

TrdMatchTime

date, time at which the trade was matched. format DDMMYYYY-HHMMSS

Type: UTCTimestamp

Used in messages: Millennium

TrdRegPublicationReasons

String datatype. Same as TrdRegPublicationReason(2670) in the standard TrdRegPublicationGrp component but string datatype to support space delimited integer values defined by the standard field. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. Reasons for pre-trade waiver or post-trade deferral.

Type: String

Used in messages: FIXProtocolLtd

TrdRegTimestamp

Clone of FIX.4.4 tag 769(TrdRegTimestamp) for use by firms / vendors who are unable to use the official tag.

Type: UTCTimestamp

Used in messages: LavaTrading

TrdRegTimestampClone

Clone of FIX.4.4 component block TrdRegTimestamp for use by firms / vendors who are unable to use the official tag. Please read OATS v3 document.

Type: UTCTimestamp

Used in messages: LavaTrading

TrdRegTimestampOriginBrkReceipt

Timestamp source for Broker Receipt timestamp. (Exists in FIX 4.4 as repeating group.)

Type: String

Used in messages: CMEGroup

TrdRegTimestampOriginClone

Clone of FIX.4.4 tag 771(TrdRegTimestampOrigin) for use by firms / vendors who are unable to use the official tag.

Type: UTCTimestamp

Used in messages: LavaTrading

TrdRegTimestampOriginExecution

Timestamp soource for Exectution timestamp. (Exists in FIX 4.4 as repeating group.)

Type: String

Used in messages: CMEGroup

TrdRegTimestampOriginTimeOut

Timestamp source of Time Out timestamp. (Exists in FIX 4.4 as repeating group.)

Type: UTCTimestamp

Used in messages: CMEGroup

TrdRegTimestampTimeIn

Timestamp source for Time In timestamp. (Exists in FIX 4.4 as repeating group.)

Type: String

Used in messages: CMEGroup

TrdRegTimestampTypeClone

Clone of FIX.4.4 tag 770(TrdRegTimestampType) for use by firms / vendors who are unable to use the official tag.

Type: UTCTimestamp

Used in messages: LavaTrading

TriggerDate

Date of order activation.

Type: UTCDateOnly

Used in messages: GLTrade

TriggerDateTime

Defines the date and time at which the order must be sent to the exchange. Specific to tactic Unreleased when running with GL Tactics.

Type: UTCTimestamp

Used in messages: GLTrade

TriggerDelay

Count down to activate the order.

Type: UTCTimeOnly

Used in messages: GLTrade

TriggerIDSource

Security source used to trigger the order.

Type: String

Used in messages: GLTrade

TriggerIndicator

Type: String

Used in messages: MerrillLynch

TriggerLimitGap

Number of ticks between day low (for buy order) or day high (for sell order) and limit price

Type: int

Used in messages: GLTrade

TriggerList

Used to identify specific in-house tactics when running with GL Tactics. Valid values:

a:VWAP;

A/B:Linked Trigger Order on last price (A:last superior, B:last superior);

h/i:Linked Trigger Order on underlying (h:underlying superior bid, i:underlying superior ask);

j/k:Linked Trigger Order on underlying (j:underlying inferior bid, k:underlying inferior ask)

C:Trailing Stop;

D:Peg;

E:Linked Peg;

F:With A Tick;

G:Market Phase;

H:Time Trigger(unreleased);

I:Iceberg;

J:Iceberg Random;

K:Iceberg Ghost;

L:Countdown;

M:MIT Last;

N:MIT Ask;

O:MIT Bid;

S:Stop last;

T:Stop Ask;

U:Stop Bid;

V:Stop Max Cap;

W:TWAP(native);

Y:Percentage Volume.

Type: char

Used in messages: GLTrade

TriggerMaxFloor

Minimum quantity to be displayed

Type: Qty

Used in messages: GLTrade

TriggerMinQty

Minimum quantity to trigger

Type: Qty

Used in messages: GLTrade

TriggerPrice1

Price applied for the trigger type

Type: Price

Used in messages: GLTrade

TriggerPrice2

Type: Price

Used in messages: UBS

TriggerPx

Price: Identifies trigger price in absolute terms.

Type: Price

Used in messages: LehmanBrothers

TriggerPxAnchor

Char: Identifies anchor price when trigger price is specified in relative terms.

Type: char

Used in messages: LehmanBrothers

TriggerPxDirection

Designates Cents or BPS Better or Worse than a Trigger Price.

Type: String

Used in messages: LehmanBrothers

TriggerPxOffset

Float: Offset relative to selected anchor for relative trigger price in “BPS better than.”

Type: float

Used in messages: LehmanBrothers

TriggerQty

Strategy pounce trigger quantity (number of shares)

Type: Qty

Used in messages: LehmanBrothers

TriggerQtyADVPct

Strategy trigger quantity specified as a percentage of ADV.

Type: Percentage

Used in messages: Nomura

TriggerQtyNotional

Strategy trigger quantity specified as a notional value in local currency.

Type: Amt

Used in messages: Nomura

TriggerQtyOrderPct

Strategy trigger quantity specified as a percentage of the order size.

Type: Percentage

Used in messages: Nomura

TriggerSecurityIDSource

Security ID used to trigger the order

Type: String

Used in messages: GLTrade

TriggerStopGap

Number of ticks between day low (for buy order) or day high (for sell order) and trigger price

Type: int

Used in messages: GLTrade

TriggerSymbol

Contains the symbol used to trigger the order

Type: String

Used in messages: GLTrade

TriggerTradSesStat

Trading session value used to trigger the order.

Type: String

Used in messages: GLTrade

TriggerType

Indicates specific trigger conditions applied to the order.

Type: String

Used in messages: GLTrade

TrusteeID

Indicate a local reference ID.

Type: String

Used in messages: GLTrade

TryToStop

FCS Order, Cancel, Cancel/Repl – Line 3A, Field 5:

If TryToStop [9438] is present, set to T .FIX.4.1 Format: Char

FIX.4.2 Format: String

Type: String

Used in messages: SIAC

TSXAccountType

Type of the trading account.

Valid values:

NC = Non-client (default)

CL = Client

ST = Equities Specialist

IN = Inventory

MP = ME Pro Order

OF = Options Firm Account

OT = Options Market Maker

BU = Bundled order

Type: String

Used in messages: TSXGroup

TSXActionSource

Source of the action performed on an order.

Type: String

Used in messages: TSXGroup

TSXAL1Timestamp

The time the ABBO provider generated the quote.

Type: UTCTimestamp

Used in messages: TSXGroup

TSXAnonymous

Flag to indicate if order is anonymous.

Valid values:

Y = Yes

N = No (default)

Type: Boolean

Used in messages: TSXGroup

TSXATSName

The Alternative Trading System where the transaction originated.

Type: String

Used in messages: TSXGroup

TSXATSTimestamp

The time the quote changed on the ATS.

Type: UTCTimestamp

Used in messages: TSXGroup

TSXBasketTrade

Identifies the order as part of a basket trade.

Type: Boolean

Used in messages: TSXGroup

TSXBrokerNumber

An Exchange-assigned three-digit private PO number identifying a Member Firm. Anonymous orders are assigned a public broker number of 001 on the feeds.

Type: String

Used in messages: TSXGroup

TSXBuyAccountId

Identifies the buyer’s trading account.

Type: String

Used in messages: TSXGroup

TSXBuyAccountType

The buyer’s type of the trading account.

For valid values see tag 6750 (TSXAccountType)

Type: String

Used in messages: TSXGroup

TSXBuyCustomerType

identifies the Cross Buy side customer account type.

Type: char

Used in messages: TSXGroup

TSXBuyJitney

An order is marked as being executed on behalf of another broker.

Type: Boolean

Used in messages: TSXGroup

TSXBuyParticipation

To indicate if the responsible equities specialist’s participation on the buy side is active.

Valid values:

On

Off

Type: Boolean

Used in messages: TSXGroup

TSXBuyParticipationVolume

To assign the maximum buy participation volume for a symbol.

Type: Qty

Used in messages: TSXGroup

TSXBuyRegulationID

Identification marker for UMIR-specific designations to orders and trades.

For valid values see tag 6763 (TSXRegulationID)

Type: String

Used in messages: TSXGroup

TSXByPass

To indicate orders are tradable against only visible/disclosed volumes and bypass the undisclosed volume of Iceberg orders, registered trader participation and autofill, and special terms book. Any part of the OrderQty balance not filled immediately is “killed/cancelled”.

Valid values:

Y = Yes

N = No (default)

Type: Boolean

Used in messages: TSXGroup

TSXCrossType

Identifies the type of an intentional cross. All cross types other than Regular and Derivative-Related are specialty crosses, which are treated differently from regular crosses regarding interference and/or price validation.

Valid values:

B = Basis

C = Contingent

D = Derivative-related

I = Internal

S = Special Trading Session

R = Regular (default)

V = Volume Weighted Average Price

Type: char

Used in messages: TSXGroup

TSXCustomerType

Identifies the customer account type.

Type: char

Used in messages: TSXGroup

TSXErrorNumber

The error number for an Error Response message.

Type: int

Used in messages: TSXGroup

TSXExchangeAdmin

An assigned marker to transmit information. The TSXExchangeAdmin tag is a string of 36 AlphaNumeric markers.

Type: String

Used in messages: TSXGroup

TSXExchangeUserID

The user ID for an exchange staff member (for example, Customer Service Representative).

Type: String

Used in messages: TSXGroup

TSXExecCancelledReason

Indicates that the order was cancelled because of Cancel on Disconnect (COD).

Type: Boolean

Used in messages: TSXGroup

TSXJitney

An order is marked as being executed on behalf of another broker.

Type: Boolean

Used in messages: TSXGroup

TSXLongLife

Identifies the order as a LongLife eligible order.

Valid values:

Y = Yes

N = No (default)

Type: Boolean

Used in messages: TSXGroup

TSXMarketInst

Instructions to the Exchange to identify certain order types.

Valid values:

CO = Closing Offset

Type: String

Used in messages: TSXGroup

TSXMatchingPriority

Indicates the type of priority used to match the order in a trade.

Valid values:

1 = Indicates match was because of Broker Preferencing

Type: char

Used in messages: TSXGroup

TSXMessageId

Unique identifier assigned by a Member Firm to a message that is not an order. Unsolicited Market Command Acknowledgement messages sent by the Exchange will have a random string of characters as the TSXMessageID.

Type: String

Used in messages: TSXGroup

TSXMGFCandidate

A marker to indicate if an order is eligible for minimum guaranteed fill.

Valid values:

Y = Yes

N = No (default)

B = Yes, bypass size checks

Type: char

Used in messages: TSXGroup

TSXMGFVolume

The minimum guaranteed volume that the registered trader is willing to fill.

Type: Qty

Used in messages: TSXGroup

TSXMinInteractionSize

Prevents fills smaller than the minimum interaction size specified until the order’s volume is depleted to the point that the remaining volume is less than the minimum interaction size. Supported on Dark and SDL orders only.

Type: Qty

Used in messages: TSXGroup

TSXNCIB

Identifies Normal-Course Issuer Bid (NCIB) orders; the action of a company buying back its own outstanding shares from the markets so it can cancel them.

Valid values:

Y = Yes

N = No (default)

Type: Boolean

Used in messages: TSXGroup

TSXNonResident

A terms marker indicating that trade participant is not a Canadian resident for income tax purposes.

Valid values:

Y = Yes

N = No (default)

Type: Boolean

Used in messages: TSXGroup

TSXNoTradeFeat

A marker that is supplied by the Member Firm to prevent trading against that same Member Firm’s contra orders based on a matching TSXNoTradeKey.

Valid values:

NM = Cancel Newest

EM = Execute Match

OM = Cancel Oldest

DM = Decrement Larger and Cancel Smaller

Type: String

Used in messages: TSXGroup

TSXNoTradeKey

A Member Firm produces these keys to prevent trading against that same Member Firm’s contra orders based on a matching TSXNoTradeKey. Note that the marketplace does not produce this key or enforce the uniqueness of this key. TSXNoTradeKey only prevents trades between orders produced by the same BrokerNumber (or if present, by PrivateBrokerNumber).

Type: String

Used in messages: TSXGroup

TSXNoTradeOrderNum

The contra private order number that would have matched with the order, if not prevented by the no-trade feature.

Type: String

Used in messages: TSXGroup

TSXNoTradePrice

The price the match would have occurred at, if not prevented by the no-trade feature.

Type: Price

Used in messages: TSXGroup

TSXNoTradeVol

The number of shares that would have matched, if not prevented by the no-trade feature.

Type: Qty

Used in messages: TSXGroup

TSXOrderKey

Unique key identifying orders in the system.

Type: String

Used in messages: TSXGroup

TSXOrigTradeID

Used with trade corrections to reference previously reported executions and the side initiating the cancel/correct.

Type: String

Used in messages: TSXGroup

TSXParticipationOption

Identifies the type of incoming orders that a registered trader would like to participate with, when the other registered trader is not participating.

Valid values:

1 = Total MGF Size for eligibility and participation (default)

2 = Total MGF Size for eligibility, Individual MGF Size for participation

3 = Individual MGF Size for eligibility and participation

Type: char

Used in messages: TSXGroup

TSXPegType

Peg to the protected NBBO. Available on undisplayed orders only.

Valid values:

C = Contra Midpoint Only Plus

D = Contra Midpoint Only Plus, Dark Sweep

M = Midpoint Peg

N = None (default)

P = Market Peg

R = Primary Peg

x = Minimum Price Improvement Peg

Type: char

Used in messages: TSXGroup

TSXPrincipalTrade

A transaction where the member as principal sells securities to or buys securities from its particular customer; that is, a cross between a client and another account type.

Valid values:

Y = Yes

N = No (default)

Type: Boolean

Used in messages: TSXGroup

TSXPrivateOrigPrice

The original price type of an order when entered into the trading system.

Valid values:

MBF = Must Be Filled

Type: String

Used in messages: TSXGroup

TSXProgramTrade

A marker to indicate that the order is part of a specialized basket trade comprised of Index securities to offset an options or futures position.

Y = Yes

N = No

Type: Boolean

Used in messages: TSXGroup

TSXReferenceVolume

The existing volume of the order that is to be OMRd.

Type: Amt

Used in messages: TSXGroup

TSXRegulationID

Identification marker for UMIR-specific designations to orders and trades.

Valid values:

IA = Insider Account

NA = Not Applicable

SS = Significant Shareholder

Type: String

Used in messages: TSXGroup

TSXRemainingBuyParticipationVolume

The remaining buy participation volume for a symbol.

Type: Qty

Used in messages: TSXGroup

TSXRemainingMGFVolume

The remaining available volume that the equities specialist may increase their MGF volume by.

Type: Qty

Used in messages: TSXGroup

TSXRemainingSellParticipationVolume

The remaining sell participation volume for a symbol.

Type: Qty

Used in messages: TSXGroup

TSXRTAutoFill

A marker to indicate a system-produced autofill against the responsible equities specialist’s account or an odd lot trader.

Valid values:

A = Odd Lot

C = Closing Allocation

G = Guaranteed Fill

P = Participation

Type: char

Used in messages: TSXGroup

TSXSeekDarkLiquidity

Used on an IOC/FOK order to only match against dark liquidity.

Valid values:

1 = Trade with price improving dark only

2 = Trade with dark up to and including the NBBO

Type: char

Used in messages: TSXGroup

TSXSelfTrade

Indicates if the trade is a Self Trade. Self Trades are suppressed on the public feed.

Valid values:

Y = Yes

N = No

Type: Boolean

Used in messages: TSXGroup

TSXSellAccountId

The seller’s trading account identification.

Type: String

Used in messages: TSXGroup

TSXSellAccountType

The seller’s type of trading account.

For valid values see tag 6750 (TSXAccountType)

Type: String

Used in messages: TSXGroup

TSXSellCustomerType

Identifies the Cross Sell side customer account type.

Type: char

Used in messages: TSXGroup

TSXSellJitney

An order is marked as being executed on behalf of another broker.

Type: Boolean

Used in messages: TSXGroup

TSXSellParticipation

To indicate if the responsible equities specialist’s participation on the sell side is active.

Valid values:

On

Off

Type: Boolean

Used in messages: TSXGroup

TSXSellParticipationVolume

To assign the maximum sell participation volume for a symbol.

Type: Qty

Used in messages: TSXGroup

TSXSellRegulationID

Identification marker for UMIR-specific designations to orders and trades

For valid values see tag 6763 (TSXRegulationID)

Type: String

Used in messages: TSXGroup

TSXSOROrderID1

Smart Order Router (SOR) order identifier.

Type: String

Used in messages: TSXGroup

TSXSOROrderID2

Smart Order Router (SOR) order identifier.

Type: String

Used in messages: TSXGroup

TSXSpeedbump

Indicates whether a message was subject to a processing delay before interacting with the order book.

Valid values:

” ” (blank) = Feature is off or is not applicable to this order (default)

Y = Feature on, message goes through Speedbump

N = Feature on, message does not go through Speedbump

Type: char

Used in messages: TSXGroup

TSXSpreadGoal

A unique price range assigned to a stock for purposes of registered trader spread goal maintenance.

Type: Price

Used in messages: TSXGroup

TSXTradeCorrection

A marker to indicate if the Fill report is a trade correction or a normal fill.

Valid values:

Y = Yes

N = No (default)

Type: Boolean

Used in messages: TSXGroup

TSXUndisplayed

Indicates the order is completely undisplayed.

Y = Yes

N = No (default)

Type: Boolean

Used in messages: TSXGroup

TSXUserId

The trading system’s user ID for a trader.

Type: String

Used in messages: TSXGroup

TSXWashTrade

A trade that has occurred between proprietary accounts of the same Member Firm.

Valid values:

Y = Yes

N = No (default)

Type: Boolean

Used in messages: TSXGroup

TTORep

Used to identify a this time only rep

Type: String

Used in messages: ThomsonFinancial

TTORepBranch

This Time Only Rep Branch

Type: String

Used in messages: ThomsonFinancial

TTOSubNo

Used to validate a This Time Only Rep in a service bureau model

Type: String

Used in messages: ThomsonFinancial

TurnAroundNumber

Turn Around Number assigned for the order.

Type: String

Used in messages: Millennium

TwapBuckets

Integer 1-102

Type: int

Used in messages: Citigroup

TWEquitiesReserved1

Type: String

Used in messages: Tradeweb

TWEquitiesReserved2

Type: String

Used in messages: Tradeweb

TWReserved1

Type: String

Used in messages: Tradeweb

TWReserved10

Type: String

Used in messages: Tradeweb

TWReserved11

Type: String

Used in messages: Tradeweb

TWReserved12

Type: String

Used in messages: Tradeweb

TWReserved13

Type: String

Used in messages: Tradeweb

TWReserved2

Type: String

Used in messages: Tradeweb

TWReserved3

Type: String

Used in messages: Tradeweb

TWReserved4

Type: String

Used in messages: Tradeweb

TWReserved5

Type: String

Used in messages: Tradeweb

TWReserved6

Type: String

Used in messages: Tradeweb

TWReserved7

Type: String

Used in messages: Tradeweb

TWReserved8

Type: String

Used in messages: Tradeweb

TWReserved9

Type: String

Used in messages: Tradeweb

TypeActionOnInstrument

Type of action that cause the change of instrument status

Type: String

Used in messages: Euronext

TypeOfInstr

Derivative instruments associated with the stock

Type: String

Used in messages: Euronext

UDFSupportIndicator

Valid Values

1- Supports UDF in the message

2- Supports UDF in repeating groups

Type: char

Used in messages: CBOE

ULDisposeCode

Indicates the disposition of the order ID; supports the ability to add or remove orders that underlie the eQuote.

Type: Boolean

Used in messages: SIAC

ULProprietaryCode

Indicates whether the underlying order ID is the ID of a proprietary OMS

Type: Boolean

Used in messages: SIAC

UnderlyingAlgo

Base strategy identifier

Type: String

Used in messages: UBS

UnderlyingCreditRatingAgency

Format: int

Research Agency provided Credit Rating evaluation.

Used in conjunction with

UnderlyingCreditRating field ( tag 256 )

Beacon values:

0 – S&P

1 – Moody’s

2 – Fitch

Type: int

Used in messages: BeaconCapitalStrategies

UnderlyingEndAcrdIntAmt

Underlying accrued interest amount at termination

Type: Amt

Used in messages: Bloomberg

UnderlyingID

ID of the underlying to which the issue belongs.

Data Type: int

Type: int

Used in messages: SSITechnologies

UnderlyingLastPx

Indicates the calculated (or traded) price for the corresponding underlying instrument

Type: Price

Used in messages: Euronext

UnderlyingLowerRange

The lower range of the underlying price

Type: Price

Used in messages: UBS

UnderlyingNumber

16-bit Integer identifying the Underlying

Type: int

Used in messages: OMX

UnderlyingPxOffset

Type: String

Used in messages: LehmanBrothers

UnderlyingPxOffsetType

Type: String

Used in messages: LehmanBrothers

UnderlyingReinvCouponAmt

Coupon reinvestment amount. Part of group (6223-6226)

Type: Amt

Used in messages: Bloomberg

UnderlyingReinvCouponDate

Coupon reinvestment date. Part of group (6223-6226)

Type: UTCDateOnly

Used in messages: Bloomberg

UnderlyingReinvCouponRate

Rate at which the coupon is reinvested. Part of group (6223-6226)

Type: float

Used in messages: Bloomberg

UnderlyingRisk

Risk level for the underlying symbol. (specific to GL SPAN message)

Type: String

Used in messages: GLTrade

UnderlyingSecurity

Underlying security symbol for stock Options

Type: String

Used in messages: MerrillLynch

UnderlyingSecuritySubtype

[4.2] E.g. GENERAL

Type: String

Used in messages: Tradeweb

UnderlyingSecurityType

Values: TREASURY MORTGAGE AGENCY OTHER

Type: String

Used in messages: Tradeweb

UnderlyingStartAcrdIntAmt

Underlying accrued interest amount at settlement

Type: Amt

Used in messages: Bloomberg

UnderlyingStipType

[4.2] Stipulation type: Values include MATURITY TYPE SCHEDULE

Type: String

Used in messages: Tradeweb

UnderlyingStipValue

[4.2] MATURITY Values:

0Y-1Y – Less than 1 year

1Y-5Y – Less than 5 years

5Y-10Y – Less than 10 years

10Y-30Y – Less than 30 years

TYPE Value: STRIPS

SCHEDULE Value: Schedule ID, usually a digit

Type: String

Used in messages: Tradeweb

UnderlyingUpperRange

The upper range of the underlying price

Type: Price

Used in messages: UBS

UndisclTradedVol

The portion of traded volume attributed to the undisclosed volume of an Iceberg order.

Type: Qty

Used in messages: TSXGroup

UndSecurityExchange

Qualifies the UndSymbolID (UndSymbolID, UndSymbolSfx) supplied to define the symbol as issued by what exchange.

Type: String

Used in messages: NationalQuotationBureau

UndStockPrice

The stock price of the underlying security for convertible spread to parity and convertible vs. stock quotes.

Type: Price

Used in messages: NationalQuotationBureau

UndSymbol

Contains the security symbol for the underlying security of convertible securities for convertible spread to parity and convertible vs. stock quotes. The symbol is further qualified by the UndSymbolSfx and UndSecurityExchange fields.

Type: String

Used in messages: NationalQuotationBureau

UndSymbolSfx

Additional information about the underlying security (e.g. preferred, wts, etc.) underlying the quote, with an absence of the field indicating common for equities.

Type: String

Used in messages: NationalQuotationBureau

UniqueTradeID

Used to identify a trade unique id

Type: String

Used in messages: ThomsonFinancial

UnitOftrade

1 byte numeric denoting the unit of trade; i.e., whether the stocks trades in lots of 100, 10, etc.

Type: int

Used in messages: SIAC

UnreleasedDate

Indicates the date for an unreleased order (order sent to exchange but inserted into the book at the indicated date).

Type: UTCDateOnly

Used in messages: GLTrade

UnreleasedText

Indicates instructions for an unreleased order.

Type: String

Used in messages: GLTrade

UnreleasedTime

Indicates the date/time for an unreleased order (order sent to exchange but inserted into the book at the indicated date and time).

Type: UTCTimestamp

Used in messages: GLTrade

UnsolicitedCancelType

Type of the cancel generated by engine.

A: Cancel all quotes on disconnect

B: Cancel all quotes on logout

C: Cancel all by Operations

D: Cancel Instrument Group by Operations

E: Quote Expired

F: Cancelled by Market Maker Protection

G: Cancel Instrument Group when too many incorrect quotes submitted.

Type: char

Used in messages: CMEGroup

UnsolicitedFlag

Indicates if the quote is to be treated as solicited or unsolicited: Y=Unsolicited agency order, N=Principal or Solicited Agency

Type: Boolean

Used in messages: NationalQuotationBureau

UpdateReason1

Update Reason returned by GL SOM (for client EDA orders)

Type: String

Used in messages: GLTrade

UpdateReason2

This field is used to filter specific GL messages into GL FIX IN

Type: String

Used in messages: GLTrade

UpdateRequestRejectReason

Indicates the encoded reason why the subscription/unsubscription request failed.

Type: String

Used in messages: SIAC

UpdateType

Indicates the nature of a ‘database update’ message: 1=Update; 2=New; 3=Delete

Type: char

Used in messages: NationalQuotationBureau

UpFrontFee

Additional payment for an IRS My Coupon RFQ – positive if from the dealer to the customer, negative if from the customer to the dealer.

Type: Amt

Used in messages: Tradeweb

UpperLimit

Upper limit in the range.

Data Type: long

Type: int

Used in messages: SSITechnologies

UpperPricePct

Dispersal Upper Limit

Type: Percentage

Used in messages: PELynch

UpperPricePctSIT

1 = Switch If Touched ™

Type: String

Used in messages: PELynch

UpperVolatilityBand

Upper volatility band boundary (absolute value)

Type: Price

Used in messages: BelgradeStockExchange

UQuoteRespType

This tag inherits all properties of QuoteRespType in FIX, and has an additional value option “100 – DoingAway”

Type: int

Used in messages: LehmanBrothers

Urgency1

Urgency or aggressiveness for an algorithmic order

Type: String

Used in messages: Unknown

Urgency2

The acceptable market impact that strategy orders are allowed to induce.

Signed integer value.

Type: int

Used in messages: Jefferies

USDEquiv

USD Equivalent of the dealt currency

Type: Currency

Used in messages: BankOfAmerica

USDEquiv2

USD Equivalent of the dealt currency for the far leg for Swaps

Type: Currency

Used in messages: BankOfAmerica

UserAssignedCancelID

User assigned cancel id for an order. Work around – future version will revert to standard FIX order cancel request handling

Type: String

Used in messages: LaSalleTechnologyGroup

UserDataName

User data name part.

Type: String

Used in messages: Unknown

UserDataValue

User data value part.

Type: String

Used in messages: Unknown

UserDealer

This field indicates the User Dealer (set in GL OMS)

Type: String

Used in messages: GLTrade

UserDefinedInstrument

Boolean field to tell if the instrument defined by the Security Definition message is a user defined instrument or not.

Type: Boolean

Used in messages: CMEGroup

UserIDCmd

Indicates the original GL User ID who has submited the order command.

Type: String

Used in messages: GLTrade

UserMessageId

User Message ID of the message.

Used to support message translation between FIX-STAMP for Canadian Equities.

Type: String

Used in messages: IntegratedTransactionSystemsLtd

Username1

Custom field for FIX4.2 users that want to adopt FIX4.3 field 553

Type: String

Used in messages: FutureDynamicsLtd

Username2

[4.2] Used in Logon. Replaced in 4.4 by Username(533).

Type: String

Used in messages: Tradeweb

UserSales

This field indicates the User Sales (set in GL OMS)

Type: String

Used in messages: GLTrade

UseSettlement

Indicates whether or not settlement is requested.

Boolean ‘Y’ or ‘N’

Type: Boolean

Used in messages: Unknown

USFirmFlag

Indicates if the firm is resident in the US for the purpose of quotes generated by its traders. Y=Yes, a US based firm, N=N, a non US firm

Type: Boolean

Used in messages: NationalQuotationBureau

UUID

Bloomberg Unique User ID

Type: String

Used in messages: Bloomberg

ValidateOrd

Indicates that a new order message should only be validated versus business edits and not accepted as a new order by the receiving party. (Y = Validate)

Type: Boolean

Used in messages: ThomsonFinancial

ValidSeconds

Quote valid time expressed in seconds.

Type: int

Used in messages: Tradeweb

Value

Used to specify the quoted value for discount rate traded instruments

Type: Amt

Used in messages: ICAP

ValueCheckTypes

String datatype. Same as ValueCheckType(1869) in the standard ValueChecksGrp component but string datatype to support space delimited integer values defined by the standard field. To be used by implementations that cannot accommodate later tag numbers in earlier FIX versions or repeating groups. Value checks to ignore at the time of order submission or modification, i.e. ValueCheckAction(1870) = 0 (Do not check). Absence of a type represents ValueCheckAction(1870) = 1 (Check). No support for ValueCheckAction(1870) = 2 (Best effort) as it is not a regulatory requirement.

Type: String

Used in messages: FIXProtocolLtd

VannaLeg

The per-leg Vanna value for an FX Option trade.

Type: float

Used in messages: Bloomberg

VannaLegAsk

Vanna leg for ask quote in 2-way pricing

Type: Price

Used in messages: Bloomberg

VannaNet

The net Vanna value for an FX Option trade.

Type: float

Used in messages: Bloomberg

VarianceDirection

The direction of the Matching Variance.

Valid Values: I = Allocation net amount is greater than Trade Input, B = Broker Trade Input net amount is greater than Institution net amount, E = Institution net amount equals broker net amount, or confirm not intended for matching

Type: char

Used in messages: DepositoryTrustCompany

Variation

Concatenation of a sign and an absolute variation

Type: String

Used in messages: Euronext

VegaLeg

The per-leg Vega value for an FX Option trade.

Type: float

Used in messages: Bloomberg

VegaLegAsk

Vega leg for ask quote in 2-way pricing

Type: Price

Used in messages: Bloomberg

VegaNet

The net Vega value for an FX Option trade.

Type: float

Used in messages: Bloomberg

VegaNetAskValue

Net Vega value for ask quote in 2-way pricing

Type: Price

Used in messages: Bloomberg

Vendornetwork

Buy side to provide the Network that the trader is using to send in orders. For example: “NYFIX”

Type: String

Used in messages: LehmanBrothers

VenueOrderTypes

String datatype. Unique identifier representing the specific order type(s) offered by an execution venue. In the context of US CAT this is used for CAT field atsOrderType. ATSs provide their order types to CAT by submitting data dictionaries.”

Type: String

Used in messages: FIXProtocolLtd

VenueReferenceID

Reference number for executions that result from orders that are routed to a secondary destination. Will be sent when order status is 1 or 2.

Type: String

Used in messages: Sungard

VersionID1

Version identifier tag

Type: String

Used in messages: GuosenSecurities

VersionID2

Version Identification in Block Header.

Type: String

Used in messages: Nasdaq

VersusPurchaseSw

Indicates whether an order or execution event is versus purchase.

Type: Boolean

Used in messages: ThomsonFinancial

VolatilityLeg

The per-leg volatility for an FX Option trade.

Type: float

Used in messages: Bloomberg

VolatilityLegAsk

Volatility leg for ask quote in 2-way pricing

Type: Price

Used in messages: Bloomberg

Volga

The Volga of an Option

Type: Price

Used in messages: DeutscheBank

VolProfSkew

as per spec

Type: String

Used in messages: Citigroup

VolRuleType

Volume rule type. Valid values are “NORMAL” and “NIM”.

Type: String

Used in messages: ICAP

VolumeIndicator

Type of volume reported

Type: String

Used in messages: CMEGroup

VolumeLimit

Volume limit orders are permitted to approach while trading.

Integer value from 0 – 100.

Type: int

Used in messages: Jefferies

VolumeProfile

Type: String

Used in messages: Citigroup

VommaLeg

The per-leg Vomma value for an FX Option trade.

Type: float

Used in messages: Bloomberg

VommaLegAsk

Vomma leg for ask quote in 2-way pricing

Type: Price

Used in messages: Bloomberg

VommaNet

The net Vomma value for an FX Option trade.

Type: float

Used in messages: Bloomberg

VommaNetAskValue

Net Vomma value for ask quote in 2-way pricing

Type: Price

Used in messages: Bloomberg

VonnaNetAskValue

Net Vanna value for ask quote in 2-way pricing

Type: Price

Used in messages: Bloomberg

VSPDate

Used on allocation to match to the original date of the order – Citigroup Inc.

Type: UTCDateOnly

Used in messages: Citigroup

VSPPrice

Used on allocation to match to the original price of the order – Citigroup Inc.

Type: Price

Used in messages: Citigroup

VWAPExceed

This tag specifies that the counterparty initiating the order acknowledges and accepts that the total order quantity exceeds a certain percentage of the typical daily volume.Absence of this tag or a 0 value will result in a reject if 38>%TDV

9814=0

9814=1 (acknowledgement)

Type: Boolean

Used in messages: Bloomberg

VWAPMatching

This tag specifies if the VWAP order will be eligible for matching (U.S orders only)

9813=0(not eligible)

9813=1(eligible)

Type: Boolean

Used in messages: Bloomberg

VWAPOrder

This tag initiates a VWAP strategy for the order.Valid values:9810=0(off),1(on)

Type: Boolean

Used in messages: Bloomberg

VwapPercent

0-100 (max 2dp)

Type: Percentage

Used in messages: Citigroup

VWAPStart

VWAP start time (GMT)

Type: UTCTimestamp

Used in messages: Bloomberg

VWAPStop

VWAP stop time (GMT)

Type: UTCTimestamp

Used in messages: Bloomberg

VWAPType

Indicates type of VWAP execution client wishes Bloomberg Tradebook to deliver. Used for non-US securities only. Valid values:

V1=session 1

V2=session 2

V3=full day

V4=point of trade

Type: String

Used in messages: Bloomberg

WaitPrimaryExchange

Wait for the Primary Exchange to open before trading this order.

Type: Boolean

Used in messages: Nasdaq

WdnEndTime

GMT, FIX standard format — missing means trade to market close.

Type: UTCTimestamp

Used in messages: Weeden

WdnMaxParticipation

missing is the same as zero.

Type: int

Used in messages: Weeden

WdnMOCFlag

Y or N — missing means N.

Type: String

Used in messages: Weeden

WdnStartTime

GMT, FIX standard format — missing means start immediately.

Type: UTCTimestamp

Used in messages: Weeden

WdnStrategyMode

Indicate value.

Type: String

Used in messages: Weeden

WdnStrategyParameter1

Type: String

Used in messages: Weeden

WdnStrategyParameter10

Type: String

Used in messages: Weeden

WdnStrategyParameter11

Type: String

Used in messages: Weeden

WdnStrategyParameter12

Type: String

Used in messages: Weeden

WdnStrategyParameter13

Type: String

Used in messages: Weeden

WdnStrategyParameter14

Type: String

Used in messages: Weeden

WdnStrategyParameter15

Type: String

Used in messages: Weeden

WdnStrategyParameter16

Type: String

Used in messages: Weeden

WdnStrategyParameter17

Type: String

Used in messages: Weeden

WdnStrategyParameter18

Type: String

Used in messages: Weeden

WdnStrategyParameter19

Type: String

Used in messages: Weeden

WdnStrategyParameter2

Type: String

Used in messages: Weeden

WdnStrategyParameter20

Type: String

Used in messages: Weeden

WdnStrategyParameter21

Type: String

Used in messages: Weeden

WdnStrategyParameter22

Type: String

Used in messages: Weeden

WdnStrategyParameter23

Type: String

Used in messages: Weeden

WdnStrategyParameter24

Type: String

Used in messages: Weeden

WdnStrategyParameter25

Type: String

Used in messages: Weeden

WdnStrategyParameter26

Type: String

Used in messages: Weeden

WdnStrategyParameter27

Type: String

Used in messages: Weeden

WdnStrategyParameter28

Type: String

Used in messages: Weeden

WdnStrategyParameter29

Type: String

Used in messages: Weeden

WdnStrategyParameter3

Type: String

Used in messages: Weeden

WdnStrategyParameter30

Type: String

Used in messages: Weeden

WdnStrategyParameter31

Type: String

Used in messages: Weeden

WdnStrategyParameter32

Type: String

Used in messages: Weeden

WdnStrategyParameter33

Type: String

Used in messages: Weeden

WdnStrategyParameter34

Type: String

Used in messages: Weeden

WdnStrategyParameter35

Type: String

Used in messages: Weeden

WdnStrategyParameter36

Type: String

Used in messages: Weeden

WdnStrategyParameter37

Type: String

Used in messages: Weeden

WdnStrategyParameter38

Type: String

Used in messages: Weeden

WdnStrategyParameter39

Type: String

Used in messages: Weeden

WdnStrategyParameter4

Type: String

Used in messages: Weeden

WdnStrategyParameter40

Type: String

Used in messages: Weeden

WdnStrategyParameter41

Type: String

Used in messages: Weeden

WdnStrategyParameter42

Type: String

Used in messages: Weeden

WdnStrategyParameter43

Type: String

Used in messages: Weeden

WdnStrategyParameter44

Type: String

Used in messages: Weeden

WdnStrategyParameter45

Type: String

Used in messages: Weeden

WdnStrategyParameter46

Type: String

Used in messages: Weeden

WdnStrategyParameter47

Type: String

Used in messages: Weeden

WdnStrategyParameter48

Type: String

Used in messages: Weeden

WdnStrategyParameter49

Type: String

Used in messages: Weeden

WdnStrategyParameter5

Type: String

Used in messages: Weeden

WdnStrategyParameter50

Type: String

Used in messages: Weeden

WdnStrategyParameter51

Type: String

Used in messages: Weeden

WdnStrategyParameter52

Type: String

Used in messages: Weeden

WdnStrategyParameter53

Type: String

Used in messages: Weeden

WdnStrategyParameter54

Type: String

Used in messages: Weeden

WdnStrategyParameter6

Type: String

Used in messages: Weeden

WdnStrategyParameter7

Type: String

Used in messages: Weeden

WdnStrategyParameter8

Type: String

Used in messages: Weeden

WdnStrategyParameter9

Type: String

Used in messages: Weeden

WdnStrategyType

This is a required field!

Type: String

Used in messages: Weeden

WdnTargetParticipation

this tag is ignored if value is missing or zero.

Type: int

Used in messages: Weeden

WeightedAvgBuyPx

Average buy price

Type: Price

Used in messages: Euronext

WeightedAvgQty

Weighted average spread quantity

Type: Qty

Used in messages: Euronext

WeightedAvgSellPx

Average sell price

Type: Price

Used in messages: Euronext

WhenIssued

Boolean: Indicates that the instrument described by the CUSIP or ISIN on the order is being traded “when-issued”. This attribute is supported in [4.4] through SymbolSfx(65)=WI

Type: Boolean

Used in messages: Tradeweb

WhoseError

Determines the source of the error for t+n cancel requests

Type: String

Used in messages: ThomsonFinancial

WireTime

The Wire Time in seconds for a Quote (price fill) received from the dealer.

Type: UTCTimestamp

Used in messages: Bloomberg

WorkChildMinQty

Defines the quantity below which the price modification will be triggered. Specific to algos %Volume and WithATick when running with GL Tactics.

Type: Qty

Used in messages: GLTrade

WorkDelay

Work max update delay : defines the maximum delay for sending the order (usually it should be a few minutes or seconds). Specific to GL Tactics.

Type: int

Used in messages: GLTrade

WorkDoNotExceedReference

Used for GL Tactics. Valid value: 1=Market Limit.

Type: char

Used in messages: GLTrade

WorkDuration

Type: String

Used in messages: LavaTrading

WorkedVolumeTarget

Percentage: Volume target for the worked portion of the order.

Type: Percentage

Used in messages: LehmanBrothers

WorkEndDate

Defines the date and time of the last wave. Specific to algo TWAP(native) when running with GL Tactics.

Type: UTCDateOnly

Used in messages: GLTrade

WorkGapPrice

Used for GL Tactics.

Type: Price

Used in messages: GLTrade

WorkIDSource

Contains the ID Source used to trigger the order (specific Linked Peg for GL Tactics)

Type: String

Used in messages: GLTrade

WorkingPrice

If order Price had to be permanently adjusted on entry (i.e. to avoid crossing national market) the adjusted price will be reported here on the accept.The Price field will always be a copy of the price submitted on the order.

Type: Price

Used in messages: BATSTrading

WorkList

Used to identify specific ALGO when running with GL Tactics. Valid values: a=VWAP; D=Peg; E=Link Peg; F=WithATick; W=TWAP(native); Y=%Volume.

Type: char

Used in messages: GLTrade

WorkMaxLimitPrice

Defines the Work Maximum Limit Price (specific to algos PEG + Linked Peg for GL Tactics)

Type: Price

Used in messages: GLTrade

WorkNbSentWaves

Indicates the number of waves alreday sent in case of algos %Volume and TWAP. Specific to GL Tactics.

Type: int

Used in messages: GLTrade

WorkPrice

Defines the Work Price (specific to algo Linked Peg for GL Tactics)

Type: Price

Used in messages: GLTrade

WorkPriceGapType

Used for GL Tactics and with Fix Tag 7053. Valid values: 1=Percentage; 2=Tick; 3=Absolute.

Type: char

Used in messages: GLTrade

WorkReferencePrice

Used for GL Tactics. Valid values: 1=Ask; 2=Bid; 3=Last; 4=Mid.

Type: char

Used in messages: GLTrade

WorkRefVolume

Used with GL algo %Volume, this field indicates the volume at the beginning.

Type: Qty

Used in messages: GLTrade

WorkSecurityIDSource

Contains the Security ID Source used to trigger the order (specific Linked Peg for GL Tactics)

Type: String

Used in messages: GLTrade

WorkSentQty

Indicates the quantity already sent in case of %Volume and TWAP algos. Specific for GL Tactics.

Type: Qty

Used in messages: GLTrade

WorkStation

Bloomberg WorkStation Number

Type: String

Used in messages: Bloomberg

WorkSymbol

Contains the symbol used to trigger the order (specific Linked Peg for GL Tactics)

Type: String

Used in messages: GLTrade

WorkUpExecQty

States the executed quantity during a single work up session. Reset to zero on work up termination

Type: Qty

Used in messages: ICAP

WorkUpPhase

Indicates if the work up session is in private phase or public phase

Type: String

Used in messages: ICAP

WouldDark

Y/N. Indicates that the user is willing to override any previous schedule or volume constraints on their Algo order if liquidity can be sourced from a dark pool.

Type: Boolean

Used in messages: Unknown

WouldIfGood

When the “I Would price” is triggered, attempt to get done within the specified “I Would” limit.

Type: String

Used in messages: CapitalInstitutionalServices

WouldIfNat

Parameter to control crossing of the order quantity relative to the target execution of the strategy.

Type: Boolean

Used in messages: UBS

WriteInTime

NYSE – Front End Systemic Capture Field (FESC): This is an optional field that may be used in the case of a system failure or otherwise, to indicate the actual time an order was received on the Floor, if prior to the time that the order is actually recorded in the system. This field allows members to synchronize their electronic order records with time-stamped paper tickets when used in situations such as system failures.

Note that an “As Of” indicator flag must always be set when order details are being recorded late due to a system failure, regardless of whether a “Write In” time is entered.

Type: UTCTimestamp

Used in messages: SIAC

XbCrestRef

The Executing Broker’s Crest reference

Type: String

Used in messages: MBASystemsLtd

XbLegalDisclaimer

Executing Broker’s legal disclaimer

Type: String

Used in messages: MBASystemsLtd

Yield1

Yield percentage

<p>

** ADDED TO FIX 4.3 AS TAG: 236 Yield **

Type: Percentage

Used in messages: Tradeweb

Yield2

Yield for fixed income

Type: Percentage

Used in messages: Bloomberg

YieldAdjustment

Yield Adjustment

Type: float

Used in messages: LehmanBrothers

YieldFlag

This is the Yield Flag.

Type: Boolean

Used in messages: Bloomberg

YieldTo

Yield to value = M.C. P&A

Type: String

Used in messages: LehmanBrothers

YieldType

Specifies how Yield is expressed <p>** Added to FIX 4.3 as tag: 235 YieldType **

Type: String

Used in messages: Tradeweb

ZSpread1

The number of basis points one needs to apply to a series of zero rates such that, the present value of the bond, accounted for accrued interest, equals to the sum of all future cashflows discounted using the adjusted zero rate.

Type: PriceOffset

Used in messages: Tradeweb

ZSpread2

<Spread or Benchmark Curve Data>

Contains the Zero Coupon spread which is the difference between the Corp Yield and the zero-coupon Yield. Format -NNN.DDD

Type: PriceOffset

Used in messages: MarketAxess