FIX User Defined Fields (UDFs) Atomic Wire Technology Limited 2024-06-01 [Orchestra v1-0-STANDARD](https://www.fixtrading.org/packages/fix-orchestra-technical-specification-v1-0/) An Orchestra specification for FIX user-defined fields (UDFs), with duplicate field names from the original source uniquely numbered to ensure compliance with the Orchestra Schema Definition (XSD). Each message contains user-defined fields tailored by a specific firm, with custom layouts optimized for easier navigation. [FIX UDFs](https://www.fixtrading.org/standards/user-defined-fields/) Copyright 2024 Atomic Wire Technology Limited FIX UDFs Organized by User Orchestra, FIX, User Defined Fields float field typically representing a Price times a Qty float field typically representing a Price times a Qty char field containing one of two values: 'Y' = True/Yes 'N' = False/No char field containing one of two values: 'Y' = True/Yes 'N' = False/No Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m != M). Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m != M). string field representing a country using ISO 3166 Country code (2 character) values (see Appendix 6-B). string field representing a country using ISO 3166 Country code (2 character) values (see Appendix 6-B). string field representing a currency type using ISO 4217 Currency code (3 character) values (see Appendix 6-A). string field representing a currency type using ISO 4217 Currency code (3 character) values (see Appendix 6-A). In FIXML, all data type fields are using base64Binary encoding. string field containing raw data with no format or content restrictions. Data fields are always immediately preceded by a length field. The length field should specify the number of bytes of the value of the data field (up to but not including the terminating SOH). Caution: the value of one of these fields may contain the delimiter (SOH) character. Note that the value specified for this field should be followed by the delimiter (SOH) character as all fields are terminated with an "SOH". int field representing a day during a particular month (values 1 to 31). int field representing a day during a particular month (values 1 to 31). string field representing a market or exchange using ISO 10383 Market Identifier Code (MIC) values (see"Appendix 6-C). string field representing a market or exchange using ISO 10383 Market Identifier Code (MIC) values (see"Appendix 6-C). Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits. The number of decimal places used should be a factor of business/market needs and mutual agreement between counterparties. Note that float values may contain leading zeros (e.g. "00023.23" = "23.23") and may contain or omit trailing zeros after the decimal point (e.g. "23.0" = "23.0000" = "23" = "23."). Note that fields which are derived from float may contain negative values unless explicitly specified otherwise. Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits. The number of decimal places used should be a factor of business/market needs and mutual agreement between counterparties. Note that float values may contain leading zeros (e.g. "00023.23" = "23.23") and may contain or omit trailing zeros after the decimal point (e.g. "23.0" = "23.0000" = "23" = "23."). Note that fields which are derived from float may contain negative values unless explicitly specified otherwise. 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"). Identifier for a national language - uses ISO 639-1 standard int field representing the length in bytes. Value must be positive. int field representing the length in bytes. Value must be positive. string field representing a Date of Local Market (as opposed to UTC) in YYYY-MM-DD format. This is the "normal" date field used by the FIX Protocol. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31. string field representing a Date of Local Market (as opposed to UTC) in YYYYMMDD format. This is the "normal" date field used by the FIX Protocol. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31 string field representing the time local to a particular market center. Used where offset to UTC varies throughout the year and the defining market center is identified in a corresponding field. Format is HH:MM:SS where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds. In general only the hour token is non-zero. string field representing the time local to a particular market center. Used where offset to UTC varies throughout the year and the defining market center is identified in a corresponding field. Format is HH:MM:SS where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds. In general only the hour token is non-zero. string field representing month of a year. An optional day of the month can be appended or an optional week code. Valid formats: YYYYMM YYYYMMDD YYYYMMWW Valid values: YYYY = 0000-9999; MM = 01-12; DD = 01-31; WW = w1, w2, w3, w4, w5. string field representing month of a year. An optional day of the month can be appended or an optional week code. Valid formats: YYYYMM YYYYMMDD YYYYMMWW Valid values: YYYY = 0000-9999; MM = 01-12; DD = 01-31; WW = w1, w2, w3, w4, w5. string field containing one or more space delimited single character values (e.g. \|18=2 A F\| ). string field containing one or more space delimited single character values (e.g. \|18=2 A F\| ). string field containing one or more space delimited multiple character values (e.g. \|277=AV AN A\| ). string field containing one or more space delimited multiple character values (e.g. \|277=AV AN A\| ). int field representing the number of entries in a repeating group. Value must be positive. Used to build on and provide some restrictions on what is allowed as valid values in fields that uses a base FIX data type and a pattern data type. The universe of allowable valid values for the field would then be the union of the base set of valid values and what is defined by the pattern data type. The pattern data type used by the field will retain its base FIX data type (e.g. String, int, char). float field representing a percentage (e.g. 0.05 represents 5% and 0.9525 represents 95.25%). Note the number of decimal places may vary. float field representing a percentage (e.g. 0.05 represents 5% and 0.9525 represents 95.25%). Note the number of decimal places may vary. float field representing a price. Note the number of decimal places may vary. For certain asset classes prices may be negative values. For example, prices for options strategies can be negative under certain market conditions. Refer to Volume 7: FIX Usage by Product for asset classes that support negative price values. float field representing a price. Note the number of decimal places may vary. For certain asset classes prices may be negative values. For example, prices for options strategies can be negative under certain market conditions. Refer to Volume 7: FIX Usage by Product for asset classes that support negative price values. float field representing a price offset, which can be mathematically added to a "Price". Note the number of decimal places may vary and some fields such as LastForwardPoints may be negative. float field representing a price offset, which can be mathematically added to a "Price". Note the number of decimal places may vary and some fields such as LastForwardPoints may be negative. float field capable of storing either a whole number (no decimal places) of "shares" (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units). float field capable of storing either a whole number (no decimal places) of "shares" (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units). Values "1000" and above are reserved for bilaterally agreed upon user defined enumerations. Values "1000" and above are reserved for bilaterally agreed upon user defined enumerations. Values "100" and above are reserved for bilaterally agreed upon user defined enumerations. Values "100" and above are reserved for bilaterally agreed upon user defined enumerations. Values "4000" and above are reserved for bilaterally agreed upon user defined enumerations. Values "4000" and above are reserved for bilaterally agreed upon user defined enumerations. int field representing a message sequence number. Value must be positive. int field representing a message sequence number. Value must be positive. Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case sensitive (i.e. morstatt != Morstatt). Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case sensitive (i.e. morstatt != Morstatt). int field representing a tag number. Value must be positive and may not contain leading zeros. int field representing a field's tag number when using FIX "Tag=Value" syntax. Value must be positive and may not contain leading zeros. used to allow the expression of FX standard tenors in addition to the base valid enumerations defined for the field that uses this pattern data type. This pattern data type is defined as follows: Dx = tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 used to allow the expression of FX standard tenors in addition to the base valid enumerations defined for the field that uses this pattern data type. This pattern data type is defined as follows: Dx = tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 string field representing the time based on ISO 8601. This is the time with a Universal Time Coordinated(UTC) offset to allow identification of local time and timezone. Its value space is described as the combination of date and time of day in the Chapter 5.4 of ISO 8601. Valid values are in the format HH:MM[:SS][Z \| [ + \| - hh[:mm]]] where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes. The punctuation of ":" are required. The "Z" or "+" or "-" are optional to denote a time zone offset. string field representing the time represented based on ISO 8601. This is the time with a UTC offset to allow identification of local time and timezone of that time. Format is HH:MM[:SS][Z \| [ + \| - hh[:mm]]] where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes. string field representing a date and time combination in local time with an optional offset to Univeral Time Coordinated (UTC). Its vaue space is described as the combination of date and time of day in the Chapter 5.4 of based on ISO 8601. Valid values are in the fFormat is YYYY-MM-DD-THH:MM:SS.s*[Z \| [ + \| - hh[:mm]]] where YYYY = 0000 to 9999 year, MM = 01-12 month, DD = 01-31 day, HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes, and optionally sss (one or more digits representing a decimal fraction of a second), hh = 01-12 offset hours, mm = 00-59 offset minutes. The punctuation of "-", ":" and the string value of "T" to separate the date and time are required. The "." is only required when sub-second time precision is specified. The "Z" or "+" or "-" are optional to denote an optional time zone offset. string field representing a time/date combination representing local time with an offset to UTC to allow identification of local time and timezone offset of that time. The representation is based on ISO 8601. Format is YYYYMMDD-HH:MM:SS.sss*[Z \| [ + \| - hh[:mm]]] where YYYY = 0000 to 9999, MM = 01-12, DD = 01-31 HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes, 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 string field representing Date represented in UTC (Universal Time Coordinated, also known as GMT) in YYYY-MM-DD format specified in ISO 8601. This special-purpose field is paired with UTCTimeOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31. string field representing Date represented in UTC (Universal Time Coordinated, also known as "GMT") in YYYYMMDD format. This special-purpose field is paired with UTCTimeOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31. string field representing time-only in Universal Time Coordinated (UTC), also known as Greenwich Mean Time (GMT). Its value space is described as the time of day in the Chapter 5.4 of ISO 8601. Valid values are in the format HH:MM:SS.s where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-60 seconds (60 only if UTC leap second), and optionally s (one or more digits representing a decimal fraction of a second). The punctuation of ":" between hours minutes and seconds are required. The "." is only required when sub-second time precision is specified. This special-purpose field is paired with UTCDateOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. 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. string field representing date and time combination Universal Time Coordinated (UTC), also known as Greenwich Mean Time (GMT). Its value space is described as the combination of date and time of day in the Chapter 5.4 of ISO 8601. Valid values are in the format YYYY-MM-DDTHH:MM:SS.s where YYYY = 0000-9999 year, MM = 01-12 month, DD = 01-31 day, HH = 00-23 hour, MM = 00-59 minute, SS = 00-60 second (60 only if UTC leap second), and optionally one or more digits representing a decimal fraction of a second. The punctuation of "-", ":" and the string value of "T" to separate the date and time are required. The "." is only required when sub-second time precision is specified. Leap Seconds: Note that UTC includes corrections for leap seconds, which are inserted to account for slowing of the rotation of the earth. Leap second insertion is declared by the International Earth Rotation Service (IERS) and has, since 1972, only occurred on the night of Dec. 31 or Jun 30. The IERS considers March 31 and September 30 as secondary dates for leap second insertion, but has never utilized these dates. During a leap second insertion, a UTCTimestamp field may read "1998-12-31T23:59:59", "1998-12-31T23:59:60", "1999-01-01T00:00:00". (see http://tycho.usno.navy.mil/leapsec.html) string field representing time/date combination represented in UTC (Universal Time Coordinated, also known as "GMT") in either YYYYMMDD-HH:MM:SS (whole seconds) or YYYYMMDD-HH:MM:SS.sss* 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) The purpose of the XID datatype is to define a unique identifier that is global to a FIX message. An identifier defined using this datatype uniquely identifies its containing element, whatever its type and name is. The constraint added by this datatype is that the values of all the fields that have an ID datatype in a FIX message must be unique. The purpose of the XID datatype is to define a unique identifier that is global to a FIX message. An identifier defined using this datatype uniquely identifies its containing element, whatever its type and name is. The constraint added by this datatype is that the values of all the fields that have an ID datatype in a FIX message must be unique. The XIDREF datatype defines a reference to an identifier defined by the XID datatype. The XIDREF datatype defines a reference to an identifier defined by the XID datatype. Contains an XML document raw data with no format or content restrictions. XMLData fields are always immediately preceded by a length field. The length field should specify the number of bytes of the value of the data field (up to but not including the terminating SOH). 5000-5999 Discriminates between a standard Order Status Request (=0), and a non-standard Trade History query (=1) OM Group 5000-5999 Quote ID returned from exchange OM Group 5000-5999 Bid Volume Multiplier for an Improvement QuoteInteger OM Group 5000-5999 Offer Volume Multiplier for an Improvement QuoteInteger OM Group 5000-5999 OM Group 5000-5999 Offer Volume Limit for an Improvement QuoteInteger OM Group 5000-5999 Discriminates between a Price Quote Status Request (=0), and an Improvement Quote Status Request (=1).Char OM Group 5000-5999 Indicates whether an order is locked (temporarily) on the orderbook.Boolean OM Group 5000-5999 Clearing house security ID OM Group 5000-5999 Type of Clearing house security ID: =1 (CUSIP) =2 (SEDOL) =4 (ISIN)String OM Group 5000-5999 Indicates whether the security is suspended from tradingBoolean OM Group 5000-5999 Maximum order valuePrice OM Group 5000-5999 Minimum order valuePrice OM Group 5000-5999 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 OM Group 5000-5999 Trade type. =1 (Standard. The trade is a normally registered trade). Other values (2-8) reserved for future use.Char OM Group 5000-5999 Tick band low pricePrice OM Group 5000-5999 Tick band high pricePrice OM Group 5000-5999 Tick band type: =1 (DAY orders) =2 (quotes and IOC orders)Char OM Group 5000-5999 The identity of a market place partition.String OM Group 5000-5999 The identity of a group of instruments which share trading session characteristics, e.g. when their state changes from Waiting to TradingString OM Group 5000-5999 The settlement date for a trade.UTCDateOnly OM Group 5000-5999 Specifies if a block order average price trade is to be reported to OCS (Overnight Comparison System) Thomson Financial 5000-5999 Number of tick bands in the following repeating group.Integer OM Group 5000-5999 Tick sizePrice OM Group 5000-5999 This tag is to support internal sequence checking between front-end FIX session modules and back-office FIX application engines Thomson Financial 5000-5999 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. Thomson Financial 5000-5999 Used to allow front-end session modules communicate to back-end application modules whether we are observing daylight saving time. Thomson Financial 5000-5999 Symbol name used to identify instrument on a local exchange. OM Group 5000-5999 Specifies the desk for a block order average price trade Thomson Financial 5000-5999 Specifies the desk number for a block order average price trade Thomson Financial 5000-5999 This identifies a block order ID for grouping orders (i.e. orders for a queue and release system) Thomson Financial 5000-5999 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. Changepond Technologies 5000-5999 Possible values are: 1 = Normal Board 2 = Odd lot Board 3 = Crossings board 4 = All or None board Default value is Normal Board Changepond Technologies 5000-5999 Possible values are 0 = NO 1 = YES Default value is No Changepond Technologies 5000-5999 Possible values are 0 = No 1 = Yes Default value is No. Changepond Technologies 5000-5999 Three character Custodian Code Changepond Technologies 5000-5999 Must be equal to the currently remaining quantity and not the original order quantity Changepond Technologies 5000-5999 Must be equal to the original Price Changepond Technologies 5000-5999 The CMS message text equivalent with or without unprintable characters replaced by spaces Thomson Financial 5000-5999 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. Thomson Financial 5000-5999 Indicates the current trading status of stocks listed on the Jiway Exchange. OM Group 5000-5999 The trading status of stocks listed on ‘other’ exchanges. OM Group 5000-5999 Executed quantity must be a multiple of this quantity. GL Trade 5000-5999 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 GL Trade 5000-5999 This field is a string, consisting of a branch number and an account id. GL Trade 5000-5999 The password of a dealer or account. GL Trade 5000-5999 GL-Trade User ID. Integer, 0-999 GL Trade 5000-5999 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. UBS 5000-5999 Substatus of an order GL Trade 5000-5999 This is a trade reference that is common to all Executions / Transaction Reporting Only and Settlement Only Transactions for a particular Order Merrill Lynch 5000-5999 Indicates if Stamp Liability / No Stampo Liability Merrill Lynch 5000-5999 Indicates whether or not a trade needs to be instructed for Settlement Merrill Lynch 5000-5999 Complete maturity date for Fixed Income trades. YYYYMMDD Bloomberg 5000-5999 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 Merrill Lynch 5000-5999 Transaction reporting tag to establish the Side of the transaction that we are reporting: C for Client Side M for Market Side Merrill Lynch 5000-5999 Indicates that a trade needs to be transaction reported to the relevant regulatory body like the FSA, SFA, SEC etc etc. Merrill Lynch 5000-5999 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. Merrill Lynch 5000-5999 The indicator denotes if / where the average price has been generated. This is an SFA Transaction Reporting Rule. Merrill Lynch 5000-5999 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) Merrill Lynch 5000-5999 For Fixed Income; Coupon rate of the bond. Will be zero for step-up bonds. Merrill Lynch 5000-5999 The current price source bid price Boot Computers 5000-5999 The current price source offer price Boot Computers 5000-5999 Indicates where the price has originated; H for House, M for Market Boot Computers 5000-5999 The funding charge applied to the price on extended settlement. Datatype – Float Boot Computers 5000-5999 The funding consideration on extended settlement Boot Computers 5000-5999 The funding charge applied to the bid price on extended settlement Boot Computers 5000-5999 The bid funding consideration on extended settlement Boot Computers 5000-5999 Provides front-end flexibility to control message level drop copy processing. Thomson Financial 5000-5999 The funding charge applied to the offer price on extended settlement Boot Computers 5000-5999 The offer funding consideration on extended settlement Boot Computers 5000-5999 Indicates whether or not settlement is requested. Boolean ‘Y’ or ‘N’ Unknown 5000-5999 Number of decimal places in premium price. Integer. Unknown 5000-5999 The name of the exchange that lists this security. String. Unknown 5000-5999 Describes the Spread Type. STD=Straddle, STG=Strangle, BUL= Call Vertical, BLT=Call Calendar, BER=Put Vertical, BRT=Put Calendar Liquidity Direct 5000-5999 Allows the broker to specify the commission option to be used for a fund deal request. Boot Computers 5000-5999 Any commission that the broker wishes to sacrifice. This figure is expressed as a amount to be deducted from the default commission. Boot Computers 5000-5999 Allows client to specify that any income gained from a holding should be re-invested into that holding. Boot Computers 5000-5999 A facility to allow clients to group their fund holdings in a logical and meaningful way. Boot Computers 5000-5999 Future functionality; option to invoke pre-agreed discount per client. Boot Computers 5000-5999 Specifies that the client wishes to sell all holdings relating to the combination of fund, broker, nominee account and customer designation. Boot Computers 5000-5999 Specifies whether a trade is an As/Of Trade. Data type is Boolean. Millennium 5000-5999 Specifies the date and time an As/Of Trade took place. Data type is UTCTimestamp. Millennium 5000-5999 Indicates whether a price is indicative or executable. Valid Values: 1 = Indicative pricing 2 = Executable pricing Bloomberg 5000-5999 The time interval for releasing drip qty. DataType is Integer. Specifies drip interval in seconds Millennium 5000-5999 Quantity released per drip interval. Data type is integer. Millennium 5000-5999 The date on which a fund deal transaction will be valued. Boot Computers 5000-5999 The time at which a fund deal transaction will be valued. Boot Computers 5000-5999 If a fund deal response has been provided by an external RSP then their reference will be provided within this field Boot Computers 5000-5999 The bid delta price – for FX SPOT Bloomberg 5000-5999 The ask delta price – for FX SPOT Bloomberg 5000-5999 The total of all commission and other charges applied against an executed fund deal transaction. Boot Computers 5000-5999 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 Millennium 5000-5999 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) Millennium 5000-5999 Identifies the cross qualifier. Data type in integer.Valid values:1=CNP, 2=None Millennium 5000-5999 Indicates the number of shares bought. Millennium 5000-5999 Indicates the number of shares sold. Millennium 5000-5999 The change in position for a given instrument. Expressed as the number of shares, number of option series contracts etc. Millennium 5000-5999 The number of parameters in the repeating group Millennium 5000-5999 Parameter identifier/description. Millennium 5000-5999 The value of the parameter. Millennium 5000-5999 Specifies the type of security that this is. Boot Computers 5000-5999 The name of the fund manager for this fund instrument. Boot Computers 5000-5999 accumulated or income – indicates whether income from the fund should be re-invested Boot Computers 5000-5999 Date from which fund may be bought. Boot Computers 5000-5999 Date to which fund may be bought. Boot Computers 5000-5999 Free-format text – indicates when a given fund is valued. Boot Computers 5000-5999 Designation against which a fund deal transaction is to be executed. Boot Computers 5000-5999 Group 1 Cofunds traded quantity Boot Computers 5000-5999 Group 2 Cofunds traded quantity Boot Computers 5000-5999 Wait for the Primary Exchange to open before trading this order. Nasdaq 5000-5999 Informs the client how many quote contributers there were is determining the quote Barclays Capital 5000-5999 A field identifying the quote provider Barclays Capital 5000-5999 The denomination of the issue Barclays Capital 5000-5999 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 Beacon Capital Strategies 5000-5999 Format: NumInGroup Number of repeating CreditRating ( 255 ) and CreditRatingAgency ( 5113 ) entries. use NoCreditRating == 0 when CreditRatingAgency and CreditRating is not provided. Beacon Capital Strategies 5000-5999 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 Beacon Capital Strategies 5000-5999 Format: NumInGroup Number of repeating UnderlyingCreditRating ( 256 ) and UnderlyingCreditRatingAgency ( 5115 ) entries. use NoUnderlyingCreditRating == 0 when UnderlyingCreditRatingAgency and UnderlyingCreditRating is not provided. Beacon Capital Strategies 5000-5999 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 Beacon Capital Strategies 5000-5999 Format: NumInGroup Number of repeating LegCreditRating ( 257 ) and LegCreditRatingAgency ( 5117 ) entries. use NoLegCreditRating == 0 when LegCreditRatingAgency and LegCreditRating is not provided. Beacon Capital Strategies 5000-5999 Specifies the number of RFQRequests. Market data field Beacon Capital Strategies 5000-5999 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). Beacon Capital Strategies 5000-5999 Format: String specifies algorithm source using language type specified in FilterSource ( 5120 ). Beacon Capital Strategies 5000-5999 Format: int filter requester ID see FilterID generated by filter provider to used to cancel/update filters. Beacon Capital Strategies 5000-5999 Format: int ID provider echo FilterReqID(5122), new generated ID by provider for Requested Filter. Used to cancel/update filters. Beacon Capital Strategies 5000-5999 Used for CAP DI orders. Valid Values:1 – Destabilising (Convert only on Destabilising tick) 2 – Stabilising (Convert only on Stabilising tick) Millennium 5000-5999 Unique Identifier Assigned to the trade notification open for allocation. Millennium 5000-5999 Internal data specific to CMS. Millennium 5000-5999 Trading Post ID for the security. Millennium 5000-5999 Turn Around Number assigned for the order. Millennium 5000-5999 Used in IOIList. Market data field Beacon Capital Strategies 5000-5999 Used in IOIList, SecurityList, SecurityStatus Number of Indications currently alive ( not expired based on validUntilTime ) Market data field Beacon Capital Strategies 5000-5999 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 Millennium 5000-5999 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 Millennium 5000-5999 Indicates whether the contra party is an omnibus name or not. Millennium 5000-5999 Specifies the maximum number of shares to buy for which the sender can quote at their best price. Dresdner Kleinwort Wasserstein 5000-5999 Specifies the maximum number of shares to sell for which the sender can quote at their best price. Dresdner Kleinwort Wasserstein 5000-5999 Specifies the maximum number of shares to buy for which the sender will quote Dresdner Kleinwort Wasserstein 5000-5999 Specifies the maximum number of shares to sell for which the sender will quote Dresdner Kleinwort Wasserstein 5000-5999 Single conversion quantity of a CAP-DI order Millennium 5000-5999 Aggregate conversion quantity of a CAP-DI order. Millennium 5000-5999 Executing system erson ID for order executions. Information generally used by back-office billing. Millennium 5000-5999 Specifies the side to be price improved in a cross order.Valid Values: 1 – Buy only 2 – Sell only 3 – Buy and Sell Millennium 5000-5999 Rule80A with user-defined values and meanings. GL Trade 5000-5999 Extra Trade Identification Number on XETRA. GL Trade 5000-5999 Used for XETRA market. ‘P’ if the order has been partially filled, ‘F’ if completely filled. GL Trade 5000-5999 Describes the level of netting assigned to an order. GL Trade 5000-5999 Describes the instruction assigned from a dealer to a broker GL Trade 5000-5999 Indicates the number of market executions. GL Trade 5000-5999 This field is optional and contains the number assigned by the trader. This information is just conveyed in the Trade Leg Creation message. GL Trade 5000-5999 Free format text field sent to the market. GL Trade 5000-5999 Indicates the original GL User ID who has submited the order command. GL Trade 5000-5999 Tick denominator used to calculate the price for Liffe market. GL Trade 5000-5999 Booth ID to which the request should be routed. Millennium 5000-5999 Describes the instruction assigned from a sales to a broker GL Trade 5000-5999 Indicates when a broker buys/sells shares because a client did not deliver scrip or pay on time for the original trade. GL Trade 5000-5999 Specifies institution ID as assigned to the exchange. GL Trade 5000-5999 Indicates the date for an unreleased order (order sent to exchange but inserted into the book at the indicated date). GL Trade 5000-5999 Indicates the date/time for an unreleased order (order sent to exchange but inserted into the book at the indicated date and time). GL Trade 5000-5999 Indicates instructions for an unreleased order. GL Trade 5000-5999 Indicates the code of the clearer. GL Trade 5000-5999 Indicates the National Depositery of Securities clearer account. GL Trade 5000-5999 Indicates the National Depositery of Securities client account. GL Trade 5000-5999 Indicates specific trigger conditions applied to the order. GL Trade 5000-5999 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 GL Trade 5000-5999 Time of execution at the exchange level when TransactTime is already used by the broker order management system. GL Trade 5000-5999 Describes the settlement instruction assigned from a sales to a broker. GL Trade 5000-5999 Number of triggers applied on an order. GL Trade 5000-5999 Price applied for the trigger type GL Trade 5000-5999 Minimum quantity to be displayed GL Trade 5000-5999 Date of order activation. GL Trade 5000-5999 Count down to activate the order. GL Trade 5000-5999 Trading session value used to trigger the order. GL Trade 5000-5999 Contains the symbol used to trigger the order GL Trade 5000-5999 Security source used to trigger the order. GL Trade 5000-5999 Security ID used to trigger the order GL Trade 5000-5999 Used to recycle a rejected order GL Trade 5000-5999 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. Bloomberg 5000-5999 Identifies the system source. This tag will be a string i.e. “Tradebook” Bloomberg 5000-5999 Bank or the dealer that a trade was done with (This will be an optional field). Bloomberg 5000-5999 Time at which the trade was negotiated between the parties. Millennium 5000-5999 CAPIS Algorithmic Trading Strategy (1=VWAP, 2=TWAP, etc…) Capital Institutional Services 5000-5999 CAPIS Algorithmic Trading Execution Style (N = Normal, P = Patient, A = Aggressive) Capital Institutional Services 5000-5999 Used with CAT Strategies. Valid Values: 0-99. Capital Institutional Services 5000-5999 Used with CAT Strategies. Valid Values: 0-50. Capital Institutional Services 5000-5999 Ping All ECN before sending the order to NYSE/ADOT. Nasdaq 5000-5999 When order is direct to NYSE/ADOT, perform an Cancel/Replace before 5 minutes is reached. Nasdaq 5000-5999 For none directed orders, try accessing the CheapECN first. Nasdaq 5000-5999 ICAP 5000-5999 Bloomberg 5000-5999 Bloomberg 5000-5999 LegLastSpotRate – Similar to tag 194 “LastSpotRate” but for the Far leg of a FX Swap deal. Bloomberg 5000-5999 Leg Last Forward Points – Same as Tag 195 “LastForwardPoints” but for the Far leg of a FX Swap Deal. Bloomberg 5000-5999 Leg Split Trade Flag – Similar to tag 9101 “SplitTradeFlag” but for the far leg of a FX Swap deal. Bloomberg 5000-5999 Leg Market Type – Similar to tag 9102 “MarketType” but for the far leg of a FX Swap leg. Bloomberg 5000-5999 DirectPlus eligible order. Route to DirectPlus if enabled and Requirements for DirectPlus are satisfied. Nasdaq 5000-5999 It is the Notice of Execution Refernce Number Financial Models Company 5000-5999 Used as reference for cancellation and correction of messages sent to FMC Financial Models Company 5000-5999 Global UID Financial Models Company 5000-5999 Account name for Trade Block Financial Models Company 5000-5999 FMC Settlement block number Financial Models Company 5000-5999 Amount of an IOI offering (IOIQty) that is currently available to the sales force. Thomson Financial 5000-5999 Maximum order size eligible for automated execution Capital Markets Consulting 5000-5999 The time of a trade-through event Capital Markets Consulting 5000-5999 Size of the trade causing a trade through Capital Markets Consulting 5000-5999 Price of the trade causing a trade through Capital Markets Consulting 5000-5999 Indicates an adjusted price on a satisfaction order due to a block trade Capital Markets Consulting 5000-5999 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 Capital Markets Consulting 5000-5999 Receipt time of the Execution Report being rejected by DK Trade Capital Markets Consulting 5000-5999 Specified in DK Trade if reason is Stale Execution Capital Markets Consulting 5000-5999 Reason for order rejection specific to Options Linkage Authority Capital Markets Consulting 5000-5999 FINS number of 1st broker not allowed to execute order (up to 6 characters) Bank of America 5000-5999 FINS number of 2nd broker not allowed to execute order (up to 6 characters) Bank of America 5000-5999 FINS number of broker executing the order (up to 6 characters) Bank of America 5000-5999 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 Millennium 5000-5999 Optional indication of sought target-level. MarketAxess 5000-5999 Optional flag indicating client’s desire to allow a partial-fill (not the same as MinQty). MarketAxess 5000-5999 Enumeration defining the types of benchmark-spotting workflows used to arrive at the final price of fixed-income trades. MarketAxess 5000-5999 State Securities Identification Number. B2BITS 5000-5999 Integer representing the number of minutes through which the specified MKTXInquiryTimerType will down-count to expiry. MarketAxess 5000-5999 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. MarketAxess 5000-5999 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) Thomson Financial 5000-5999 Time of day indicating the time at which the client desires to see dealer responses MarketAxess 5000-5999 Time of day indicating the time at which the client will see dealer responses MarketAxess 5000-5999 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) Thomson Financial 5000-5999 Indicates that the order message type received should be treated as a circle request instead of a live order. (Y = circle request) Thomson Financial 5000-5999 Text field for Cross Type option used with Agent order types. Sungard 5000-5999 Settlement date for near leg. Velocity Systems International 5000-5999 Same as FutSettDate (tag 5226) but for the far leg of a FX Swap. Velocity Systems International 5000-5999 Near leg forward points Velocity Systems International 5000-5999 Near leg forward points. Velocity Systems International 5000-5999 Far leg forward points. Velocity Systems International 5000-5999 Far leg forward points. Velocity Systems International 5000-5999 Specifies the denomination of the quantity fields. Velocity Systems International 5000-5999 A notional dealt amount for an Outright (single legged), or the near dealt amount of a Swap. Velocity Systems International 5000-5999 Applicable when subscribing for Swap prices. Represents the far dealt amount of the Swap. Velocity Systems International 5000-5999 Spot rate represented in repeating group. Velocity Systems International 5000-5999 Identifies a leg-specific benchmark security in multi-legged fixed-income trading MarketAxess 5000-5999 Designates the source of the identifier of a leg-specific benchmark security in multi-legged fixed-income trading MarketAxess 5000-5999 Optionally specifies the desired target level sought by the client in multi-leg fixed-income trading. MarketAxess 5000-5999 ICAP 5000-5999 Counter of order changes Novita 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 Use to store Stot Options Lehman Brothers 5000-5999 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). GATE Tecnologie Informatiche 5000-5999 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) GATE Tecnologie Informatiche 5000-5999 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). GATE Tecnologie Informatiche 5000-5999 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. GATE Tecnologie Informatiche 5000-5999 OrderID of the previous order (NOT the initial order of the day) as assigned by the market. Format=String. GATE Tecnologie Informatiche 5000-5999 Stop condition. Format=char. 0=Last Trade price.1=Best Bid Price;2=Best Ask Price; GATE Tecnologie Informatiche 5000-5999 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. Philadelphia Stock Exchange 5000-5999 Number of Valid Prompt Dates (Futures) or expiry dates (options) Millennium 5000-5999 Indus Valley Partners 5000-5999 Indus Valley Partners 5000-5999 Indus Valley Partners 5000-5999 Indus Valley Partners 5000-5999 Indus Valley Partners 5000-5999 Indus Valley Partners 5000-5999 Indus Valley Partners 5000-5999 Indus Valley Partners 5000-5999 Indus Valley Partners 5000-5999 Indus Valley Partners 5000-5999 ICAP 5000-5999 ICAP 5000-5999 Indus Valley Partners 5000-5999 Indus Valley Partners 5000-5999 Indus Valley Partners 5000-5999 Indus Valley Partners 5000-5999 Indus Valley Partners 5000-5999 Indus Valley Partners 5000-5999 Indus Valley Partners 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 Filter market data according to specified criteria FXall 5000-5999 Users may request filtering of Market Data as per predefined parameters FXall 5000-5999 Exclude submitted order from crossing with certain orders FXall 5000-5999 Indicates if ER represents a contingent order. FXall 5000-5999 FXall 5000-5999 FXall 5000-5999 FXall 5000-5999 FXall 5000-5999 FXall 5000-5999 FXall 5000-5999 A defined set of codes used to represent specific Prompt Dates (Futures) or Expiry Dates (options) Millennium 5000-5999 FXall 5000-5999 Aggregated quantity of Bid market orders. OMX 5000-5999 Aggregated quantity of Ask market orders. OMX 5000-5999 The number of Market Makers that are quoting in the series on the side with the largest number of quotes. OMX 5000-5999 16-bit Integer identifying the Underlying OMX 5000-5999 16-bit Integer identifying the Series. Used together with the UnderlyingNumber (5295) to uniquely identify a Series. OMX 5000-5999 Time when the message is sent. 64-bit integer expressing the number of milliseconds since midnight January 1, 1970. OMX 5000-5999 Indicates the presence of a four way agreement between clients Millennium 5000-5999 Indicates whether the market data recipient is required to process the message and refresh the order book. The data type is Boolean. Millennium 5000-5999 This Alphanumeric field will contain the Order ID of the contra order that matched against with the order in focus. Millennium 5000-5999 Indicates the pssive market making status of market participant on an Issue/security. SSI Technologies 5000-5999 Time at which market maker quote will be opened for neotiation. SSI Technologies 5000-5999 Time at which the quote of a market maker is closed for negotiation. Should always be in hh:mm format SSI Technologies 5000-5999 The date from which market maker will be effective. Should be in UTCDate format. SSI Technologies 5000-5999 The date after which market maker will no longer be effective. Should always be in UTCDate format SSI Technologies 5000-5999 Indicates the action to be taken on a replinshed Quote. SSI Technologies 5000-5999 Used to indicate whether the Quote has resulted in a lock or cross or none(Neither lock/cross) condition. SSI Technologies 5000-5999 ICAP 5000-5999 ICAP 5000-5999 Size of Bid side of the Quote for the Market Maker (Type – Qty) SSI Technologies 5000-5999 Size of Offer side of the Quote for Market Maker (Type – Qty) SSI Technologies 5000-5999 Type of Market Maker Bid’s size. Data Type: Boolean Valid Values: Y = Size is percentage N = Size is value SSI Technologies 5000-5999 Type of Market Maker’s Offer size. Data Type: Boolean Valid Values: Y = Size is percentage N = Size is value SSI Technologies 5000-5999 Broker-Dealer Bid Size. Data Type: Qty SSI Technologies 5000-5999 Type of Broker-Dealer Bid Size. Data Type: Boolean Valide Values: Y = Size is percentage N = Size is value SSI Technologies 5000-5999 Broker-Dealer Offer Size. Data Type: Qty SSI Technologies 5000-5999 Type of Broker-Dealer Offer Size. Data Type: Boolean Valid Values: Y = Size is percentage N = Size is value SSI Technologies 5000-5999 Source of the Order. Data Type: String[4] SSI Technologies 5000-5999 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’ SSI Technologies 5000-5999 Type of Customer Bid Size. Data Type: Boolean Valid Values: Y = Size is percentage N = Size is value SSI Technologies 5000-5999 Type of the customer offer size. Data Type: Boolean Valid Values: Y = Size is percentage N = Size is value SSI Technologies 5000-5999 Firm’s ID. Data Type: String[40] SSI Technologies 5000-5999 Issue ID. Data Type: int SSI Technologies 5000-5999 Setting for first level of volume for NBBO Step-up configuration SSI Technologies 5000-5999 Setting for second level of voulme in NBBO Step-up configuration. Data Type: Boolean Valid Values: Y = Percent N = Not Percent SSI Technologies 5000-5999 Setting for locked market protection. Data Type: Boolean Valid Values:Y = Protection type is ‘Locked’ N = Protection type is not “Locked” SSI Technologies 5000-5999 Automatic Opening Rotation Threshold (Type – int) SSI Technologies 5000-5999 Used for Automotic re-initiation of NBBO step-ups.Data Type: Boolean Valid Values: Y = Yes N = No SSI Technologies 5000-5999 Minimum price variation. Data Type: long SSI Technologies 5000-5999 QuoteID of the current quote. Data Type: long SSI Technologies 5000-5999 User ID of the owner. Data Type: String[40] SSI Technologies 5000-5999 Number of levels Data Type: int SSI Technologies 5000-5999 Series ID.Data Type: long SSI Technologies 5000-5999 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 SSI Technologies 5000-5999 Pricing Increment. Data Type: int SSI Technologies 5000-5999 ID of the underlying to which the issue belongs. Data Type: int SSI Technologies 5000-5999 Upper limit in the range. Data Type: long SSI Technologies 5000-5999 OPRA Class Code. Data Tye: char SSI Technologies 5000-5999 Current Order/Quote Size. Data Tye: int SSI Technologies 5000-5999 NBBO Step Up Mode. Data Type: Char Valid Values: 1 = New 2 = Cancel 4 = Get By Owner & Series 5 = NBBO Reinitiate Response SSI Technologies 5000-5999 Unique ID of the request. Data Type: String[40] SSI Technologies 5000-5999 Number of steps (NBBO Configuration). Data Type: int SSI Technologies 5000-5999 Set Dissemination of NBBO for all series. Data Type: Boolean Valid Values: Y = Disseminate N = Do not disseminate SSI Technologies 5000-5999 Step Position (NBBO Step Up configuration). Data Type: int SSI Technologies 5000-5999 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 SSI Technologies 5000-5999 Non-customer size (aggregated) at a particular price break Data Type: Qty SSI Technologies 5000-5999 Number of exchanges in the repeating group. Data Type: int SSI Technologies 5000-5999 Quote Script Data Type. Data Type: Char Valid Values: 1 = Send Quote Size Table 2 = Cancel Quote Size Table SSI Technologies 5000-5999 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 SSI Technologies 5000-5999 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 SSI Technologies 5000-5999 Code used by OPRA (Options Price Reporting Authority) to identify series. Concatenation of option symbol, strike code. Data Type: String[7] SSI Technologies 5000-5999 PCX generated ID for the Quote. Data Type: int SSI Technologies 5000-5999 Indicates whether BBO is coming from an exchange declared as Fast Firm Data Type: Boolean Valid Values: Y = Fast Firm N = Not Fast Firm SSI Technologies 5000-5999 Denominator used to get actual option price. SSI Technologies 5000-5999 No of elements in the repeating group(Ticks) Data Type: int SSI Technologies 5000-5999 Type of the Order Request. Data Type: Char Valid Values: 0 = Modify Orders 1 = Cancel Orders SSI Technologies 5000-5999 Number of elements in the repeating group (Quote Sizes) Data Type: int SSI Technologies 5000-5999 ID sent by PCX in some acknowledgements/notifications SSI Technologies 5000-5999 Volume in other exchange. Data Type: Qty SSI Technologies 5000-5999 Used to indicate the ID of the original owner. Data Type: String SSI Technologies 5000-5999 Indicates the number of nested levels for step-up configuration data. Data Type: Int SSI Technologies 5000-5999 Unique Trade Number Financial Models Company 5000-5999 Previous FMCNET trade Number Financial Models Company 5000-5999 Descriptive name of the member firm Millennium 5000-5999 Mailing address of the member Millennium 5000-5999 Contact FAX number Millennium 5000-5999 First Alternative Phone number Millennium 5000-5999 Second Alternative phone number Millennium 5000-5999 Number of Branches Millennium 5000-5999 Unique Branch office ID Millennium 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 Short security description. B2BITS 5000-5999 Byte length of encoded (non-ASCII characters) EncodedShortSecurityDesc (5383) field. B2BITS 5000-5999 Encoded (non-ASCII characters) representation of the ShortSecurityDesc (5381) field in the encoded format specified via the MessageEncoding (347) field. B2BITS 5000-5999 Amount of accrued interest. B2BITS 5000-5999 Code of market where instrument is traded. B2BITS 5000-5999 Used in pre-5.0 versions to provide same functionality as 5.0’s MinPriceIncrement(969). B2BITS 5000-5999 Market share limit. B2BITS 5000-5999 Market share limit threshold. B2BITS 5000-5999 Maximum summary volume of active buy and sell orders. B2BITS 5000-5999 A three character code representing a valid Settlement Venue GATE Tecnologie Informatiche 5000-5999 Settlement account type. Valid values: 1 = Standing 2 = House 3 = Client. GATE Tecnologie Informatiche 5000-5999 Assigned value used to identify specific message originator group. GATE Tecnologie Informatiche 5000-5999 GATE Tecnologie Informatiche 5000-5999 GATE Tecnologie Informatiche 5000-5999 GATE Tecnologie Informatiche 5000-5999 GATE Tecnologie Informatiche 5000-5999 GATE Tecnologie Informatiche 5000-5999 GATE Tecnologie Informatiche 5000-5999 GATE Tecnologie Informatiche 5000-5999 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 Korea Stock Exchange 5000-5999 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 Korea Stock Exchange 5000-5999 Identify whether client is local or foreign investor 0: Local Investor 1: Foreign Investor Korea Stock Exchange 5000-5999 Korea Stock Exchange 5000-5999 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 Korea Stock Exchange 5000-5999 Indicates the price at which client buys or sells and uses for reported block trading 1: Opening Price, 3: Closing Price Korea Stock Exchange 5000-5999 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 Korea Stock Exchange 5000-5999 Assigned value to identify specific non-member that passes client order to member company. Korea Stock Exchange 5000-5999 Indicates the type of program trade 0: Regular, 1: Arbitrage, 2: Non-arbitrage Korea Stock Exchange 5000-5999 Indicates the type of short sale 0: Regular, 1: ShortSale with Price Restriction, 2: ShortSale without Price Restriction Korea Stock Exchange 5000-5999 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 Korea Stock Exchange 5000-5999 Uses for futures spread trade and indicates as “0”, “+” or “-“ Korea Stock Exchange 5000-5999 Indicates the purpose of futures and option trade 1: arbitrage, 2: Hedge, 3: Others Korea Stock Exchange 5000-5999 Indicates time of order receipt in local time Korea Stock Exchange 5000-5999 Uses for futures spread trade and indicates contract price of the nearest month series Korea Stock Exchange 5000-5999 Uses for futures spread trade and indicates furthest series price Korea Stock Exchange 5000-5999 Indicate the order placing date in local time (YYYYMMDD) Korea Stock Exchange 5000-5999 0=Accounts for participants in securities saving plans1= Accounts for non-participants in securities saving plans Korea Stock Exchange 5000-5999 Indicate the local time in HHMMSSss that futures and options contract have been completed Korea Stock Exchange 5000-5999 Unique identifier for basket orders Korea Stock Exchange 5000-5999 This field indicates coupon frequency of Fixed Income securities. Lehman Brothers 5000-5999 This field indicates the call date of Agency Callables in Fixed Income. Lehman Brothers 5000-5999 This field indicates the reliability of a security. Lehman Brothers 5000-5999 Lehman Brothers 5000-5999 This field indicates the portfolio ID Lehman Brothers 5000-5999 2nd Part of unique Bloomberg serial number. (The 1st part of unique Bloomberg serial number is WorkStation) Lehman Brothers 5000-5999 Broker Sequence Number Lehman Brothers 5000-5999 “I” – Interest “D” – Discount Lehman Brothers 5000-5999 adjusted target level Lehman Brothers 5000-5999 Number of items/quote on the list Lehman Brothers 5000-5999 Treasury Price Lehman Brothers 5000-5999 Treasury Yield Lehman Brothers 5000-5999 Curve Name e.g. LIBOR Lehman Brothers 5000-5999 Curve Point is the point on the benchmark curve Lehman Brothers 5000-5999 Broker Fee-Adjusted Spread Lehman Brothers 5000-5999 Fee adjustment to spread Lehman Brothers 5000-5999 Fee-adjusted Yield Lehman Brothers 5000-5999 Must be equal to the original Price Changepond Technologies 5000-5999 Tape print regional reference ID associated with a Trade report Millennium 5000-5999 Original Reference ID of a correction/Cancellation Print sent to tape associated with a cancel/correct trade report Millennium 5000-5999 Indicate the clearing status of the trade as communicated by the clearing house. Millennium 5000-5999 Unique Match ID assigned by the clearing system Millennium 5000-5999 Unique Slip ID assigned by the matching system Millennium 5000-5999 Unique Slip ID assigned by the Clearing System Millennium 5000-5999 Indicate whether the execution report is generated for a multi-leg order or an individual leg of a multi-leg order Millennium 5000-5999 Unique ID assigned to a data download request. Millennium 5000-5999 Download Request Type Millennium 5000-5999 Download Request ID Millennium 5000-5999 Number of messages resulting from a download request. Millennium 5000-5999 Indicate the Type of request being responded to Millennium 5000-5999 The field is defined as a set of enumerated values providing one to one mapping of market data elements to entries in FIX messages. EBS 5000-5999 Describes a time dimension when distributing market data statistics. Values include: 1= current day, 2 = previous day, 3 = 1 minute, 4 = 10 seconds Brook Path Partners Inc 5000-5999 Describes the count type in MDCount in relation to MDStatScope. Values include: 1 = Peak, 2 = Record, 3 = Time interval, 4 = Running count Brook Path Partners Inc 5000-5999 Number of unique traders quoting at a particular price level. Brook Path Partners Inc 5000-5999 Code identifying the market center/zone where market data entry originated from. Brook Path Partners Inc 5000-5999 The source that published the smooth rate. Brook Path Partners Inc 5000-5999 The margin of error, confidence factor or standard deviation of a rate rice. Brook Path Partners Inc 5000-5999 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). Brook Path Partners Inc 5000-5999 Indicates whether the market data entry is being published on a delayed basis. Default is “N”. (Boolean field) Brook Path Partners Inc 5000-5999 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. Brook Path Partners Inc 5000-5999 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. Brook Path Partners Inc 5000-5999 Brook Path Partners Inc 5000-5999 Brook Path Partners Inc 5000-5999 For use in pre-5.0 versions to provide same information as TradeID (1003) in 5.0. Brook Path Partners Inc 5000-5999 Used in pre-5.0 versions to provide same functionality as 5.0’s SecondaryTradeID (1040) Brook Path Partners Inc 5000-5999 Brook Path Partners Inc 5000-5999 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). Brook Path Partners Inc 5000-5999 This is used in pre-5.0. Same definition and usage as FIX 5.0’s MDPriceLevel (1023). Brook Path Partners Inc 5000-5999 Brook Path Partners Inc 5000-5999 Processing Status of a download request Millennium 5000-5999 Maximum deviation of prices from settlement price. B2BITS 5000-5999 FX Deal Feed Field ICAP 5000-5999 Maximum deviation of prices from settlement price at T+1. B2BITS 5000-5999 Indicates whether a trade notification is generated as a result of a MGU order execution.Valid values: 1 – MGU Execution 0 – Other Millennium 5000-5999 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( – ) Millennium 5000-5999 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 Millennium 5000-5999 Free form text up to 80 characters. Millennium 5000-5999 Free form text up to 80 characters Millennium 5000-5999 Indicates a single trade half or a cross. Value Meaning 0 Single Trade Half 1 Cross Millennium 5000-5999 Indicates whether this message contains a single trade half/cross or a carry trade half/cross.Value Meaning 0 Outright 1 Carry Millennium 5000-5999 Yield to value = M.C. P&A Lehman Brothers 5000-5999 Clean Price is Fee adjusted price Lehman Brothers 5000-5999 Gross Price is Trade price without brokerage fee Lehman Brothers 5000-5999 Dealer that calculates the trade proceeds Lehman Brothers 5000-5999 fee-adjusted principal Lehman Brothers 5000-5999 trade principal without brokerage fee Lehman Brothers 5000-5999 trade net money without brokerage fee Lehman Brothers 5000-5999 number of dealers Lehman Brothers 5000-5999 the unique identifier of the multi-quote or Inquiry list Lehman Brothers 5000-5999 “F” – Forward “R” – Reverse Inquiry Lehman Brothers 5000-5999 Client Long Name Lehman Brothers 5000-5999 Yield Adjustment Lehman Brothers 5000-5999 Quote Yield To Lehman Brothers 5000-5999 Gross Cover Lehman Brothers 5000-5999 Last Trader Lehman Brothers 5000-5999 state of the trading flow Lehman Brothers 5000-5999 Last Yield Lehman Brothers 5000-5999 number of business days to settlement date Lehman Brothers 5000-5999 This is the holding bind indicator for Corporate Bonds. The value options are “Y” – Yes, and “N” – No. Lehman Brothers 5000-5999 1 = Accept 2 = Reject 3 = Expire 4 = Cancel 6 = Counter 9 = Pass Lehman Brothers 5000-5999 To specify whether to reinvest the dividend or not. Y(Yes) or N(No) value. Performance Technologies Inc 5000-5999 To specify whether the transaction fee is included in the amount (Y), or not (N) Performance Technologies Inc 5000-5999 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) Performance Technologies Inc 5000-5999 Specifies the number of links in the particular trade. Performance Technologies Inc 5000-5999 The NumLinks should be specified before using the LinkSymbol. LinkSymbol and LinkPercent are children of NumLinks Performance Technologies Inc 5000-5999 The NumLinks should be specified before using the LinkPercent. LinkPercent and LinkSymbol are children of NumLinks Performance Technologies Inc 5000-5999 The NumLinks should be specified before using the LinkPercent. LinkPercent and LinkSymbol are children of NumLinks Performance Technologies Inc 5000-5999 date, time at which the trade was matched. format DDMMYYYY-HHMMSS Millennium 5000-5999 Face value of security. B2BITS 5000-5999 Indicates whether or not the auction is being held for the security. B2BITS 5000-5999 Indicates change from previous day’s weighted average price vs. last traded price. B2BITS 5000-5999 Indicates change from previous day’s open interest. B2BITS 5000-5999 First eligible trade date. B2BITS 5000-5999 Last eligible trade date. Similar to EventDate(866) with EventType(865) = ‘7’. B2BITS 5000-5999 Number of decimals in prices. Similar to InstrAttribValue(872) with InstrAttribType(871) = ’27’. B2BITS 5000-5999 Account identifier of a counterparty for Fixed Income orders & executions. Bloomberg 5000-5999 Volume traded by a particular member Millennium 5000-5999 Master account identifier Bloomberg 5000-5999 Mortgage/assest backed security assumed coupon Bloomberg 5000-5999 Mortgage prepayment speed Bloomberg 5000-5999 Benchmark offer price for quote messages that inclue the SpreadOrBenchmarkCurveData component block. Bloomberg 5000-5999 Benchmark bid yield for quote messages that inclue the SpreadOrBenchmarkCurveData component block. Bloomberg 5000-5999 Benchmark offer yield for quote messages that inclue the SpreadOrBenchmarkCurveData component block. Bloomberg 5000-5999 Benchmark offer spread for quote messages that inclue the SpreadOrBenchmarkCurveData component block. Bloomberg 5000-5999 To specify the original destination of a Drop copy message. Can be a platform, exchange or anything – Mutually agreed upon. Bloomberg 5000-5999 This term describes the way brokers and clients protect themselves from market risk in doing repos. Bloomberg 5000-5999 Bloomberg 5000-5999 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.) Bloomberg 5000-5999 Identify the book for the salesperson doing the trade. Bloomberg 5000-5999 Repeating group count. No of Inventory positions advertised. Part of group (5529-5531) Bloomberg 5000-5999 Date of the inventory position. LocalMmktDate. Part of group (5529-5531) Bloomberg 5000-5999 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) Bloomberg 5000-5999 The date (last reset date) from which the coupon rate is effective for Variable Rate Demand Note and tender option bonds. Type= LocalMmktDate Bloomberg 5000-5999 Indicates the type of correct sent in the Trade Capture or Execution Report. (Ex: Material change or not) Bloomberg 5000-5999 Sub identifier for the Allocation Accounts. Will be part of the NoAllocs group. Bloomberg 5000-5999 Sub identifiers #2 for Allocation Accounts. Will be part of the NoAllocs group. Bloomberg 5000-5999 Sub identifier #3 for Allocation accounts. Will be part of the NoAllocs group. Bloomberg 5000-5999 Current face for Mortgages, ABS, CMO, CMBS etc. (Original face * Factor). Bloomberg 5000-5999 Current Face allocated to this Allocation account. For MTGEs only. Part of “NoAllocs” repeating group. Bloomberg 5000-5999 Gross trade amount allocated to the Allocation account. Part of the “NoAllocs” repeating group. Bloomberg 5000-5999 Bloomberg 5000-5999 Bloomberg 5000-5999 Bloomberg 5000-5999 Firm offering quantity for Municipal Commercial Paper. Bloomberg 5000-5999 The denomination of the SecondaryQty (6054) field. Deutsche Bank 5000-5999 Bids Wanted Item ID. Bloomberg 5000-5999 Bloomberg 5000-5999 Bloomberg 5000-5999 (Deprecated) Swap points of a trade, adjusted to the Spot price denomination (multiplied by the forward tick size) Deutsche Bank 5000-5999 Full name of a client that has executed the trade Deutsche Bank 5000-5999 Specifies the Unique Identifier of the BalanceGroup to which this Order should be assigned to. JapanCross Securities 5000-5999 Describes the BuyLimit for that Balance Group JapanCross Securities 5000-5999 Specifies the SellLimit of the BalanceGroup, of which this order is part of. The Identifier of the BalanceGroup is specified in the BalanceGroupID Tag. JapanCross Securities 5000-5999 (To be used if MinQty– Tag 110 is used) Valid values ‘S’ – Shares ‘V’ – Value JapanCross Securities 5000-5999 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 JapanCross Securities 5000-5999 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. Thomson Financial 5000-5999 Base SWAP price. B2BITS 5000-5999 Comma separated list of aggregated trades ids Deutsche Bank 5000-5999 Buy back price. B2BITS 5000-5999 Buy back date. B2BITS 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 ICAP 5000-5999 Thomson Financial 5000-5999 Thomson Financial 5000-5999 Thomson Financial 5000-5999 Thomson Financial 5000-5999 Thomson Financial 5000-5999 Thomson Financial 5000-5999 Thomson Financial 5000-5999 Thomson Financial 5000-5999 Thomson Financial 5000-5999 Thomson Financial 5000-5999 Thomson Financial 5000-5999 Start time for an algorithmic order Unknown 5000-5999 End time for an algorithmic order Unknown 5000-5999 Urgency or aggressiveness for an algorithmic order Unknown 5000-5999 Number of slices for an algorithmic order Unknown 5000-5999 Indicates whether or not an algorithmic order should participate in opening crosses Unknown 5000-5999 Indicates whether or not an algorithmic order should participate in closing crosses Unknown 5000-5999 Indicates the minimum participation rate for an algorithmic order Unknown 5000-5999 Indicates the target participation rate for an algorithmic order Unknown 5000-5999 Indicates the maximum participation rate for an algorithmic order Unknown 5000-5999 Indicates the target price for an algorithmic order Unknown 5000-5999 Indicates the quantity to be displayed on an algorithmic order Unknown 5000-5999 Type of sweep algorithm to be employed prior to routing the order to a broker or exchange. Unknown 5000-5999 Pricing algorithm to be employed when sweeping an order. Unknown 5000-5999 Supplemental flags to implement specific algorithm features. Unknown 5000-5999 Enumeration used to indicate MarkeAxess Quote Release model. Supported Values: 1-ASAP, 2-Holding Bin MarketAxess 5000-5999 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 MarketAxess 5000-5999 Enumeration indicating MarketAxess Inquiry States MarketAxess 5000-5999 UTCTimestamp Time of day indicating the time at which the client will see dealer responses MarketAxess 5000-5999 Text indicating rejection reason e.g. “Action invalid in this state” MarketAxess 5000-5999 Comma separated list of available actions, e.g. “CANCEL” “PASS,ACCEPT,COUNTER” “NONE” MarketAxess 5000-5999 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 MarketAxess 5000-5999 Client-trader’s comment to dealers MarketAxess 5000-5999 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. MarketAxess 5000-5999 Names an inquirty-list MarketAxess 5000-5999 Numeric field identifying each traded security in MarketAxess system. Unique per trade being reported in BTDS feed MarketAxess 5000-5999 Identifier of system sending the market data. DataType=String MarketAxess 5000-5999 Trade Type reported in Market Data, used when MDEntryType = 2(Trade). DataType=char Values: 0=Done (New Trade), 1=Cancel, 2=Corrected MarketAxess 5000-5999 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 MarketAxess 5000-5999 Boolean field indicating if the price is inclusive of dealer commission. MarketAxess 5000-5999 Indicates in Quantity reported is actual or estimated. DataType=Char Values: A=Actual, E=Estimated MarketAxess 5000-5999 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 MarketAxess 5000-5999 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 MarketAxess 5000-5999 Boolean field indicating whether the transaction is a ‘Special Price Trade’ or not MarketAxess 5000-5999 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) MarketAxess 5000-5999 MarketAxess estimated option adjusted spread for the traded security. Datatype=float MarketAxess 5000-5999 MarketAxess estimated par spread for the traded security. Datatype=float MarketAxess 5000-5999 MarketAxess estimated market spread for the traded security. Datatype=float MarketAxess 5000-5999 Boolean flag indicating if trade is a suspect trade. MarketAxess 5000-5999 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 MarketAxess 5000-5999 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 MarketAxess 5000-5999 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 MarketAxess 5000-5999 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 MarketAxess 5000-5999 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 MarketAxess 5000-5999 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 MarketAxess 5000-5999 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 MarketAxess 5000-5999 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 MarketAxess 5000-5999 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 MarketAxess 5000-5999 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 MarketAxess 5000-5999 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 MarketAxess 5000-5999 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). Thomson Financial 5000-5999 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 MarketAxess 5000-5999 Req’d field if 5661 exists. Defines the value against which cost analysis is being reported. DataType: String Defined Values are: Cover, Avg, BondTicker MarketAxess 5000-5999 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 MarketAxess 5000-5999 Price for the value of “MKTXAnalysisTo” (Cover, Avg, BondTicker) DataType: Price Value: float field with 4 decimal point precision MarketAxess 5000-5999 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 MarketAxess 5000-5999 Size available corresponding to Maturity range. Part of NoDateRates (5538) repeating group. Bloomberg 5000-5999 Yield corresponding to Maturity start date. Part of NoDateRates (5538) repeating group. Bloomberg 5000-5999 Yield corresponding to Maturity end date. Part of NoDateRates (5538) repeating group. Bloomberg 5000-5999 Fill or Kill Quantity. Bloomberg 5000-5999 Account / Fund / Book name of the position. Bloomberg 5000-5999 FOK Position in an account. Bloomberg 5000-5999 Secondary Alloc ID per allocation account. Bloomberg 5000-5999 Accrued Interest in the Settlement currency. Bloomberg 5000-5999 Net money in Settlment Currency. Bloomberg 5000-5999 Tax rate. Bloomberg 5000-5999 Bloomberg 5000-5999 Price of the second part of REPO. B2BITS 5000-5999 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) MEFF 5000-5999 A string value that contains a descriptive chain of software used by the client for the FIX connection. Only used for informative purposes. MEFF 5000-5999 Exact identification of the protocol used and expected by the initiator (String) MEFF 5000-5999 Exchange defined type of trade(String) MEFF 5000-5999 Specifies whether to subscribe to “New Securities” (Char) MEFF 5000-5999 Describes the Give-up state (Char) MEFF 5000-5999 Total number of shares busted. B2BITS 5000-5999 Ordered quantity for leg 2 of a 2-legged strategy. Barclays Capital 5000-5999 Indicates that an order is tradable in a workup that is currently in progress. ICAP 5000-5999 Executed quantity on fills for leg 2 of a 2-legged strategy. Barclays Capital 5000-5999 Indicating draft algo status Guosen Securities 5000-5999 Version identifier tag Guosen Securities 5000-5999 Base strategy Guosen Securities 5000-5999 Reference price for an algo, not binding as limit price Guosen Securities 5000-5999 Referred volume of char type.Valid value: A)total market volume;B)market volume with given limitpx; Guosen Securities 5000-5999 A = SHCOMP B = SZCNST C = CSI300 D = SME E = CHINEXT S = SMART P = PORTFOLIO Guosen Securities 5000-5999 A = NOW B = Redistribute C = Tilt-Dist Guosen Securities 5000-5999 A = fill B = leaves Guosen Securities 5000-5999 Y = Yes N = No Guosen Securities 5000-5999 1 = Online 2 = Offline Guosen Securities 5000-5999 Fidelity Investments 5000-5999 used with aggregator connections to confirm counterparties a security cannot be traded with Fidelity Investments 5000-5999 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. RBC 5000-5999 The actual locate identifier/reference provided by the LocateBroker (5700). American Century Investments 5000-5999 Share quantity in pre-borrow agreement. Used with 5700 and 5701 to resolve Threshold-list Short Sell locates. Piper Jaffray 5000-5999 The field indicates the trade source Deutsche Bank 5000-5999 The field indicates the business line owner of orders. Deutsche Bank 5000-5999 Indicates whether NIM is allowed for this instrument. ICAP 5000-5999 fixed rate in Swap Lehman Brothers 5000-5999 period multiplier of payment dates Lehman Brothers 5000-5999 business center of the adjusted business Day convention used in Swap. Lehman Brothers 5000-5999 accrual period start Day adjustment convention Lehman Brothers 5000-5999 the location of PnL: NY – New York LD – London TK – Tokyo Lehman Brothers 5000-5999 two int value options: 1 : Accept 2 : Reject Lehman Brothers 5000-5999 String representing the Bloomberg Ack Name Lehman Brothers 5000-5999 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 Lehman Brothers 5000-5999 represents a list of traders (comma delimited) who received the ticket Lehman Brothers 5000-5999 Represents the trader who too ownership of the ticket Lehman Brothers 5000-5999 This field would contain the time (in seconds) the trader has to submit his quote. Lehman Brothers 5000-5999 String Type. Valid values: Client, Dealer Lehman Brothers 5000-5999 this is an integer field. Lehman Brothers 5000-5999 date format. This indicates the starting payment date of interest rate. Lehman Brothers 5000-5999 Date Type. GMT format. this is the end payment date of interest rate in SWAP Lehman Brothers 5000-5999 data type: int. this is the payment frequency of floating interest rates in interest rate swap. Lehman Brothers 5000-5999 Data Type: int this is the payment frequency of Fixed interest rate payment in Interest Rate Swap Lehman Brothers 5000-5999 String type D – Drain A – Abort Lehman Brothers 5000-5999 int0-yes 1-no Lehman Brothers 5000-5999 integer type: 0-yes 1-no Lehman Brothers 5000-5999 This tag inherits all properties of QuoteRespType in FIX, and has an additional value option “100 – DoingAway” Lehman Brothers 5000-5999 Allow user to override a Prevent Principal Trade edit. Thomson Financial 5000-5999 Lehman Brothers 5000-5999 Indicates the auction date of the security when it’s initially issued. Lehman Brothers 5000-5999 Composite Quote Lehman Brothers 5000-5999 Dollar Price change per basis point in Yield Lehman Brothers 5000-5999 adjusted mid price Lehman Brothers 5000-5999 Valid Values: Y – allow the other party to re-quoteN – re-quote is not allowed Lehman Brothers 5000-5999 Lehman Brothers 5000-5999 The dollar amount that will be recovered from the dealer as a customer execution fee Lehman Brothers 5000-5999 The prime broker’s dealer acronym Lehman Brothers 5000-5999 The prime broker service. Values: Give-UP, GTS Lehman Brothers 5000-5999 The prime broker’s advice status. Values: PENDGIVEUP, ACCEPT Lehman Brothers 5000-5999 Lehman Brothers 5000-5999 Lehman Brothers 5000-5999 Lehman Brothers 5000-5999 Lehman Brothers 5000-5999 Lehman Brothers 5000-5999 Lehman Brothers 5000-5999 number of tickets/account trade requires Lehman Brothers 5000-5999 Valid Values: BMK, IMM or OIM Lehman Brothers 5000-5999 end of month roll. possible value: YES or NO Lehman Brothers 5000-5999 The convention for determining the sequence of calculation period end dates. Valid Values: 1 to 31, EOM, or IMM Lehman Brothers 5000-5999 Termination(END) date business day adjustment convention. Possible values: MODFOLLOW Lehman Brothers 5000-5999 Adjusted maturity (Termination) date Lehman Brothers 5000-5999 Used on allocation to match to the original date of the order – Citigroup Inc. Citigroup 5000-5999 Used on allocation to match to the original price of the order – Citigroup Inc. Citigroup 5000-5999 Maximum number of decimal places to be used for Rate Lehman Brothers 5000-5999 The quote in the QUOTE message must be divisible by the amount specified by this field. Lehman Brothers 5000-5999 Indicates whether the floating leg of the trade is compounding or not. Considered NO if not present. Lehman Brothers 5000-5999 Composite quote at the time of QUOTE REQUEST Lehman Brothers 5000-5999 Composite pay rate for an USD Interest Rate Swap switch Lehman Brothers 5000-5999 composite receiving rate for an USD Insterest Rate Swap Switch Lehman Brothers 5000-5999 composite spread contributed by the dealers for an DSWP (USD Interest Rate Swap) benchmark trade Lehman Brothers 5000-5999 Calculation (Accrual) Period Business Day Adjustment Convention. Possible values Floating Leg: MODFOLLOW Lehman Brothers 5000-5999 Payment date business day adjustment convention. Possible values Floating leg: MODFOLLOW Lehman Brothers 5000-5999 Required for Floating Rate Leg. Reset Date business day adjustment convention. Possible Values Floating leg: MODFOLLOW Lehman Brothers 5000-5999 Day count basis. leg values: 30/360, 30E/360, ACT/360. Floating Leg values: ACT/360 Lehman Brothers 5000-5999 Required for Floating Rate Leg. Floating rate reference. Values: LIBOR3M Lehman Brothers 5000-5999 Required for Floating Rate Leg. Reset Days for floating payments. Values: 2 Lehman Brothers 5000-5999 Lehman Brothers 5000-5999 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. Lehman Brothers 5000-5999 Lehman Brothers 5000-5999 reserved Lehman Brothers 5000-5999 Used for price calculation in spread and leg pricing. CME Group 5000-5999 Electronic confirmation vendor – values None, Parallel or Tradeweb Lehman Brothers 5000-5999 Forward months for OIS forward runs and forward starting swaps Lehman Brothers 5000-5999 Number of months in the tenor (0, 3, 6, 12, 24, etc) Lehman Brothers 5000-5999 Lehman Brothers 5000-5999 Fixed leg day-count basis. 30/360, ACT/360, ACT/ACTM or ACT/ACTD Lehman Brothers 5000-5999 Floating leg day-count basis. ACT/360 Lehman Brothers 5000-5999 Yes Indicates whether this is a customer bid/ask trade. Value: NO Lehman Brothers 5000-5999 The accountNet organization identifier of the customer. present for AccountNet-enabled customers only. Lehman Brothers 5000-5999 the accountNet organization identifier of the customer. Present for AccountNet enabled customers only Lehman Brothers 5000-5999 AccountNet ACODE. Present for AccountNet-enabled customers only. Lehman Brothers 5000-5999 Account Acronym assigned by the dealer. Lehman Brothers 5000-5999 Breakdown active indicator used in allocation instruction message. Lehman Brothers 5000-5999 The gateway id (or name) for the exchange in the broker system. (one exchange can have multiple gateways from a broker system) Barclays Capital 5000-5999 Mostly for algo orders. Exchangeorderid of the child order. Barclays Capital 5000-5999 Mostly for algo orders. ExchangeExecutionId of the child order. Barclays Capital 5000-5999 Number of seconds remaining in the current phase of the NIM. ICAP 5000-5999 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. ICAP 5000-5999 Token used to maintain query context for result paging. ICAP 5000-5999 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. ICAP 5000-5999 Identifies the time braket the fixing price is for. CME Group 5000-5999 Total volume for a given security, cross venues. CME Group 5000-5999 Quantity of the open interest in a given security. CME Group 5000-5999 Total number of mass quote messages received in a given time interval. CME Group 5000-5999 Total number of quote entries received in a given time interval. CME Group 5000-5999 Multileg instrument’s individual security’s group. See SecurityGroup (1151) field for description CME Group 5000-5999 Contains the date to which the TradingReferencePrice correspond. CME Group 5000-5999 Aggressor side of a trade in a central order book. 1: Buyer 2: Seller CME Group 5000-5999 Day count used to calculate interest rates. CME Group 5000-5999 Boolean to indicate the beginning of a match event for a central order book system. CME Group 5000-5999 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. RBC 5000-5999 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. RBC 5000-5999 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. RBC 5000-5999 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. RBC 5000-5999 A terms marker indicating that trade participant is not a Canadian resident. Valid values include “Y” “N”Default is “N”.TSX only. RBC 5000-5999 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. RBC 5000-5999 The trading system’s user id for a trader.No default.TSX and TSXV. RBC 5000-5999 A five digit number identifying the basket number for Toronto Stock Exchange, default is “N” Cap-Mart Inc 5000-5999 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) Cap-Mart Inc 5000-5999 To indicate to the TSX trading engine that short sell order is exempt from the short selling rule. Cap-Mart Inc 5000-5999 A TSX fill report marker to indicate a system generated autofill against the responsible Equities Specialists account Cap-Mart Inc 5000-5999 To indicate to the TSX trading engine that this order is generated by a program. Valid values are Y or N Cap-Mart Inc 5000-5999 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” Cap-Mart Inc 5000-5999 To specify an order to the Toronto Stock Exchange that it is executed on behalf of another broker. Cap-Mart Inc 5000-5999 To specify this order is to be excuted on the TSX end of day closing auction. Possible values Y or N Cap-Mart Inc 5000-5999 Submarket code Nasdaq 5000-5999 string Nasdaq 5000-5999 Nasdaq 5000-5999 Indicates the quantity a contract will decay by once the decay start date is reached. CME Group 5000-5999 The date at which a decaying product begins to decay. CME Group 5000-5999 Lek Securities Corp 5000-5999 Lek Securities Corp 5000-5999 Lek Securities Corp 5000-5999 account of the step in counter party in Swap/swaption Lehman Brothers 5000-5999 account of the step out counter party in swap or swaption Lehman Brothers 5000-5999 account of the remaining counter party in swap or swaption Lehman Brothers 5000-5999 Lehman Brothers 5000-5999 out standing quantity in partial unwind or assignments Lehman Brothers 5000-5999 Lehman Brothers 5000-5999 Lehman Brothers 5000-5999 currency of payment Lehman Brothers 5000-5999 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 Lehman Brothers 5000-5999 Indicates if it’s straddle or not. Y – Straddle N – not Lehman Brothers 5000-5999 Lehman Brothers 5000-5999 first payment date of additional payments on IRS Swap Lehman Brothers 5000-5999 fee receiver Lehman Brothers 5000-5999 Lehman Brothers 5000-5999 Lehman Brothers 5000-5999 Lehman Brothers 5000-5999 Lehman Brothers 5000-5999 Lehman Brothers 5000-5999 Lehman Brothers 5000-5999 Lehman Brothers 5000-5999 Lehman Brothers 5000-5999 premium fee for swaption Lehman Brothers 5000-5999 the payer of premium payer in swaption Lehman Brothers 5000-5999 To be used with Repeating group 5114 – NoCreditRating. Data type is same as standard tag 255. Used to show ratings associated with RatingAgency (5113) MarketAxess 5000-5999 Clone of Tag 847 from FIX 4.4. Introduced by the FIX Algorithmic Trading Working Party. Gartmore 5000-5999 Clone of Tag 848 from FIX 4.4. Introduced by the Algorithmic Trading Working Party. Gartmore 5000-5999 TBD. CME Group 5000-5999 Face value of the original issuance of a bond. DataType: Amt MarketAxess 5000-5999 Deutsche Bank 5000-5999 Insurance Code Identifier DataType: String MarketAxess 5000-5999 Boolean flag indicating if a corporate or municipal bond is a new issue MarketAxess 5000-5999 Deutsche Bank 5000-5999 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. ICAP 5000-5999 Deutsche Bank 5000-5999 Deutsche Bank 5000-5999 Deutsche Bank 5000-5999 Quantity available for further execution on bid side. ICAP 5000-5999 Deutsche Bank 5000-5999 Quantity available for further execution on the offer side. ICAP 5000-5999 Update Reason returned by GL SOM (for client EDA orders) GL Trade 5000-5999 Deutsche Bank 5000-5999 Deutsche Bank 5000-5999 testo Unknown 5000-5999 Deutsche Bank 5000-5999 Deutsche Bank 5000-5999 Deutsche Bank 5000-5999 Deutsche Bank 5000-5999 Deutsche Bank 5000-5999 Deutsche Bank 5000-5999 Deutsche Bank 5000-5999 Deutsche Bank 5000-5999 Deutsche Bank 5000-5999 Deutsche Bank 5000-5999 Deutsche Bank 5000-5999 Deutsche Bank 5000-5999 Deutsche Bank 5000-5999 Deutsche Bank 5000-5999 Deutsche Bank 5000-5999 Deutsche Bank 5000-5999 Deutsche Bank 5000-5999 Trade Package Identifier NYSE Euronext 5000-5999 Deutsche Bank 5000-5999 Deutsche Bank 5000-5999 Deutsche Bank 5000-5999 Deutsche Bank 5000-5999 Deutsche Bank 5000-5999 Deutsche Bank 5000-5999 Deutsche Bank 5000-5999 Deutsche Bank 5000-5999 Deutsche Bank 5000-5999 1 – ExecutionReport Log 2 – ExecutionReport Trade 3 – Others Unknown 5000-5999 Reserved Unknown 5000-5999 Spot Value Date Deutsche Bank 5000-5999 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! Bank of America 5000-5999 Reserved for future use. Bank of America 5000-5999 Starting time as a UTC timestamp. Bank of America 5000-5999 Ending time as a UTC timestamp. Bank of America 5000-5999 Duration in minutes. Valid values: (1 – 390, for US markets) Bank of America 5000-5999 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). Bank of America 5000-5999 Execution mode. Valid values: 0 = neutral, 1 = passive, 2 = aggressive. Bank of America 5000-5999 Used to designate special order types for International Exchanges Lek Securities Corp 5000-5999 Parameters for order types for International Exchanges Lek Securities Corp 5000-5999 Parameters for order types for International Exchanges Lek Securities Corp 5000-5999 Number of ticks between day low (for buy order) or day high (for sell order) and trigger price GL Trade 5000-5999 Number of ticks between day low (for buy order) or day high (for sell order) and limit price GL Trade 5000-5999 Minimum quantity to trigger GL Trade 5000-5999 Allow hidden size for given symbol ICAP 5000-5999 Minimum number of decimals to display ICAP 5000-5999 Maximum number of decimals to display ICAP 5000-5999 Duration of NIM private phase in milliseconds. ICAP 5000-5999 Duration of NIM public phase in milliseconds. ICAP 5000-5999 Price or yield ICAP 5000-5999 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). B2BITS 5000-5999 Values: R, A, or B. Determines whether the offering is exclusive to the Rep, ATS, or both. Bloomberg 5000-5999 Specifies trader’s mark up over the offering price. Bloomberg 5000-5999 Values: Y/N. Bloomberg 5000-5999 This field will contain the bid dollar price for discount-quoted securities. Bloomberg 5000-5999 This field will contain the offer dollar price for discount-quoted securities. Bloomberg 5000-5999 This field is the Index Ratio. Bloomberg 5000-5999 Offer Yield-to-call. Bloomberg 5000-5999 Bid Yield-to-maturity. Bloomberg 5000-5999 Offer Yield-to-maturity. Bloomberg 5000-5999 This is the Yield Flag. Bloomberg 5000-5999 This is the story field. Bloomberg 5000-5999 Minimum anytime fill quantity on an order, for subsequent fills. Works alongside tag 110 as MinQty (which effectively acts as minimum initial quantity). Nomura 5000-5999 Minimum order quantity to be left on an order. Potential fills which take LeavesQty (tag 151) below this value will not be executed. Nomura 5000-5999 This is the General Legder Account field. Bloomberg 5000-5999 A unique reference number assigned by the clearing system Millennium 5000-5999 A unique reference number assigned by the matching system Millennium 5000-5999 Displays the explicit date that is derived from a prompt date code Millennium 5000-5999 Millennium 5000-5999 Millennium 5000-5999 Millennium 5000-5999 Millennium 5000-5999 Specify “Directed Price Improvement” firm CBOE 5000-5999 The percentage change in long position minus the percentage change in short position Nomura 5000-5999 The percentage change in long position minus the percentage change in short position has to be less than this value. Nomura 5000-5999 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. Deutsche Börse 5000-5999 The target volume specification to be used in reference to primary market volume profile, or primary plus alternate market volume profiles Nomura 5000-5999 Explanation for a pending ExecType (150) value (Pending New, Pending Replace, Pending Cancel) being returned (String). Deutsche Börse 5000-5999 Same as ExecInst (tag 18). Added as a user-defined field in case ExecInst cannot be used. Nomura 5000-5999 Identifier for a system partition that processes requests for a subset of all tradable entities. Deutsche Börse 5000-5999 Identifier of market maker bin comprising one or more products. Deutsche Börse 5000-5999 Indicates a slope to be used for TWAP RBC 5000-5999 for portfolio strategies, this field would indicate the min delta in dollar terms for the remaining portfolio Nomura 5000-5999 for portfolio strategies, this field would indicate the max delta in dollar terms for the remaining portfolio Nomura 5000-5999 for portfolio strategies, this field would indicate the min delta in dollar terms for the overall portfolio Nomura 5000-5999 for portfolio strategies, this field would indicate the max delta in dollar terms for the overall portfolio Nomura 5000-5999 No. of days for which a trade is scheduled to trade Nomura 5000-5999 valid limit price for dark block posting Nomura 5000-5999 Indicates number of strategy parameters. Intended as alternative to new 957 tag introduced by the algorithmic trading working group. Gartmore 5000-5999 Name of parameter. Intended as an alternative to the new 958 tag introduced by the Algorithmic Trading Working Group. Gartmore 5000-5999 Datatype of the parameter. Intended as an alternative to the new 959 tag introduced by the Algorithmic Trading Working Group. Gartmore 5000-5999 Value of the parameter. Intended as an alternative to the new 960 tag introduced by the Algorithmic Trading Working Group. Gartmore 5000-5999 The trading workflow used to negotiate the order. MarketAxess 5000-5999 Indicates if the Bid Price is within the Price volatility band. Belgrade Stock Exchange 5000-5999 Indicates if the Offer Price is within the Price volatility band. Belgrade Stock Exchange 5000-5999 Repeating group of partition information Deutsche Börse 5000-5999 Indicates the source of Locate,whether the Security is located from another broker or pre-borrowed or loacte details are not required. UBS 5000-5999 Amount of allocation in dealt currency on far leg of a swap. Thomson Reuters 5000-5999 Amount of allocation in contra currency on near leg. Thomson Reuters 5000-5999 Amount of allocation in contra currency on far leg of a swap. Thomson Reuters 5000-5999 Status of system partition identified by PartitionID (5948) Deutsche Börse 5000-5999 The quantity of the other side in FX swap trade. Unknown 5000-5999 The quantity of the other side in FX trade. Unknown 5000-5999 Citi-FX custom OrderType to support orders for FX ECommerce. Unknown 5000-5999 Citi-FX custom ExecType to support orders for FX ECommerce. Unknown 5000-5999 Citi-FX. Fixing Name. Unknown 5000-5999 Citi-FX. Permits order originators to tie together groups of trades in which trades resulting from orders are associated for a specific purpose. Unknown 5000-5999 Number of following pairs of UserDataName(5977) and UserDataValue(5978). Unknown 5000-5999 User data name part. Unknown 5000-5999 User data value part. Unknown 5000-5999 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. Deutsche Börse 5000-5999 Internal field to capture ExDestination when an order is routed internally via fix. RBC 5000-5999 IOI Fix Link RBC 5000-5999 Unknown 5000-5999 Unknown 5000-5999 Unknown 5000-5999 Unknown 5000-5999 Unknown 5000-5999 Unknown 5000-5999 Unknown 5000-5999 This flag (Y/N) indicates whether it’s an all-in price. Bloomberg 5000-5999 Indicates if the order price is within the volatility band. N = Not active, A = Active Belgrade Stock Exchange 5000-5999 Total bid quantity in the order book (all prices – active orders only) Belgrade Stock Exchange 5000-5999 Total offer quantity in the order book (all prices – active orders only) Belgrade Stock Exchange 5000-5999 Upper volatility band boundary (absolute value) Belgrade Stock Exchange 5000-5999 Lower volatility ban boundary (absolute value) Belgrade Stock Exchange 5000-5999 Percentage of refernce price by which volatility bands can be extended in intra-day auction Belgrade Stock Exchange 5000-5999 Indicates trading method for security. Values: MKT – Continuous trading, MPC – Fixing, MPP – Proportional, MVC – Multiple price fixing, MKP – Continuous selling, MMC – Minimum price Belgrade Stock Exchange 5000-5999 Number of trade price conditions associated that apply to a trade whose price is different than the current market price (MiFID) LaSalle Technology Group 5000-5999 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) LaSalle Technology Group 5000-5999 Reserved for future use. Bank of America 6000-6999 Indicates whether or not discretion should be used Thomson Financial 6000-6999 Used to identify the account type Thomson Financial 6000-6999 Used to identify the reported trade price Thomson Financial 6000-6999 Used to identify the routing destination for an order or trade Thomson Financial 6000-6999 Used to identify a contra account Thomson Financial 6000-6999 Used to identify the contra account type Thomson Financial 6000-6999 Field identifies the source of the account value Thomson Financial 6000-6999 Field identifies the source of the contra account Thomson Financial 6000-6999 Used to identify a cancel rebill reason Thomson Financial 6000-6999 Used to identify a basis price trade Thomson Financial 6000-6999 Provides the ability on a prime broker trade to indicate that the trade occurred outside. Thomson Financial 6000-6999 Used to validate a This Time Only Rep in a service bureau model Thomson Financial 6000-6999 Used to suppress order events from TRACE reporting Thomson Financial 6000-6999 Used to validate ContraAccount in a service bureau model Thomson Financial 6000-6999 Standing instructions indicator used to override the account level code for the disposition of stock and money. Thomson Financial 6000-6999 Cash Standing Instruction item number used in conjunction with tag 6014. Thomson Financial 6000-6999 This Time Only Rep Branch Thomson Financial 6000-6999 Date of original trade Thomson Financial 6000-6999 Tag supports gross cents per share, gross percentage, and gross flat amounts Thomson Financial 6000-6999 Used to identify a gross code Thomson Financial 6000-6999 Used to identify a syndicate Thomson Financial 6000-6999 Used to identify a syndicate takedown Thomson Financial 6000-6999 Used to identify a this time only rep Thomson Financial 6000-6999 Used to identify a regular way account type Thomson Financial 6000-6999 Used to identify a special typing code. Repeating values are allowed for this tag. Values are to be delimited by space. Thomson Financial 6000-6999 Used to identify an odd lot differential Thomson Financial 6000-6999 Used to identify a seller code Thomson Financial 6000-6999 Used to identify a reinvest code Thomson Financial 6000-6999 Used to identify an investment objective exception Thomson Financial 6000-6999 Used to identify an offset currency code Thomson Financial 6000-6999 Used to identify a confirm note Thomson Financial 6000-6999 Used to identify a entering firm entity which may be a correspondent or subsidiary Thomson Financial 6000-6999 Used to identify a trade unique id Thomson Financial 6000-6999 Specifies whether the concession amount is cents per share or percent Thomson Financial 6000-6999 Specifies the amount of concession. Thomson Financial 6000-6999 Specifies a bond factor. Thomson Financial 6000-6999 Used to specify the full ‘TO’ currency amount in FX trades to eliminate rounding error and/or account for markup. Thomson Financial 6000-6999 Provides audit trail tracking who entered the order Thomson Financial 6000-6999 Provides audit trail tracking the time the order was entered Thomson Financial 6000-6999 Provides audit trail tracking who accepted the order Thomson Financial 6000-6999 Provides audit trail tracking the time the order was accepted Thomson Financial 6000-6999 Indicates how many cancel rebill reasons are included on a message Thomson Financial 6000-6999 Indicates the valid cancel reason (repeating tag) Thomson Financial 6000-6999 Indicates corresponding rebill value for the cancel reason (repeating tag) Thomson Financial 6000-6999 Used to override existing commission schedule Thomson Financial 6000-6999 Provides audit trail tracking what date an order was accepted. Thomson Financial 6000-6999 A free form text field indicating that the order placed on a thrid party system has already been executed. Thomson Financial 6000-6999 Limit Order Display indicator Thomson Financial 6000-6999 Indicates whether an order or execution event is versus purchase. Thomson Financial 6000-6999 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. Thomson Financial 6000-6999 The far leg bid in an FX swap Barclays Capital 6000-6999 This is the far leg offer for an FX swap Barclays Capital 6000-6999 This is the far leg bid amount Barclays Capital 6000-6999 This is the far leg offer amount Barclays Capital 6000-6999 This is the calculated side amount on an FX swap Barclays Capital 6000-6999 This is the second calculated side amount for an FX Swap Barclays Capital 6000-6999 Used for the Bid side of pre-caluclated combined points for FX-Swaps Barclays Capital 6000-6999 Used for the Offer side of pre-caluclated combined points for FX-Swaps Barclays Capital 6000-6999 Determines the source of the error for t+n cancel requests Thomson Financial 6000-6999 Determines the requestor of the error for t+n cancel requests Thomson Financial 6000-6999 Credit Suisse 6000-6999 (Char) – valid product code Credit Suisse 6000-6999 Time of message transmission (always expressed in GMT) Credit Suisse 6000-6999 Time of message transmission (always expressed in GMT) Credit Suisse 6000-6999 (int) Credit Suisse 6000-6999 (char) Credit Suisse 6000-6999 (Qty) Credit Suisse 6000-6999 (int) Credit Suisse 6000-6999 Long exposure limit for pairs and portfolio trades Credit Suisse 6000-6999 Short exposure limit for pairs and portfolio trades Credit Suisse 6000-6999 Slope of the linear price constraint for pairs and portfolio trades Credit Suisse 6000-6999 Intercept of the linear price constraint for pairs and portfolio trades Credit Suisse 6000-6999 Tactic for portfolio trades Credit Suisse 6000-6999 Tracking index Credit Suisse 6000-6999 Credit Suisse 6000-6999 Credit Suisse 6000-6999 Credit Suisse 6000-6999 Credit Suisse 6000-6999 Credit Suisse 6000-6999 Credit Suisse 6000-6999 Credit Suisse 6000-6999 Credit Suisse 6000-6999 Credit Suisse 6000-6999 Credit Suisse 6000-6999 Credit Suisse 6000-6999 Rep related to a specific order or execution. Thomson Financial 6000-6999 valid values: 1=Defensive, 2=Moderate, 3=Aggressive UBS 6000-6999 Arrival price for a strategy. UBS 6000-6999 Credit Suisse 6000-6999 Credit Suisse 6000-6999 Credit Suisse 6000-6999 Credit Suisse 6000-6999 Credit Suisse 6000-6999 Credit Suisse 6000-6999 Credit Suisse 6000-6999 Credit Suisse 6000-6999 Credit Suisse 6000-6999 Credit Suisse 6000-6999 Order is a Buy to cover Credit Suisse 6000-6999 Merco Inc 6000-6999 Adjusted Base Price Nasdaq 6000-6999 Indicates wether a Firm wants to remain anonymous during order negotiations. Values are ‘Y’- Yes, ‘N’- No Nasdaq 6000-6999 To be used for filtering unwanted messages when requesting to recover lost broadcast messages. Values Y/N Nasdaq 6000-6999 Sequence number for broadcast messages. Nasdaq 6000-6999 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). Nasdaq 6000-6999 Further defines the type of execution report. Values: Q- Quote, O- Order, N- Negotiated, X- Exchange Reported, A- All Nasdaq 6000-6999 Adjusted base price market value. Nasdaq 6000-6999 Index identifier. Nasdaq 6000-6999 State of the Index. Values: O – Open, N – Normal, C – Closed Nasdaq 6000-6999 Value of the Index. Nasdaq 6000-6999 Industry classification Nasdaq 6000-6999 Values: 0 – None, 1 – Buy, 2 – Sell, 3 – Both(buy and sell) Nasdaq 6000-6999 Identifier for a group of securities. Values: A – Group A, B – Group B, C- Group C, D – Group D. Nasdaq 6000-6999 Event reference for BookingReport Tradeweb 6000-6999 Identifies section of market. Nasdaq 6000-6999 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. Nasdaq 6000-6999 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 Nasdaq 6000-6999 Change of Index with reference to previous index value. Nasdaq 6000-6999 Indicates the direction of the NetChg. Values: 0 – Plus tick, 1 – Zero Plus Tick, 2 – Minus Tick, 3 – Zero Minus Tick, 4 – No change. Nasdaq 6000-6999 Percentage value of the net change. Nasdaq 6000-6999 Count of market quote entries to follow. Nasdaq 6000-6999 Count of Market Movement entries to follow. Nasdaq 6000-6999 To be used for additional information. Nasdaq 6000-6999 Used to further describe OrdType. Values: 0 – Partial Fill, 1 – Immediate of Cancel Nasdaq 6000-6999 Defines the search criteria. Values: 0 – ClOrdID, 1 – By Symbol and Side, 2 – By Symbol, 3 – All. Nasdaq 6000-6999 The original buy side quantity of the quote as known to a Firm when sending a modification request. Nasdaq 6000-6999 The original quantity of the order as known to the user when sending a modification request. Nasdaq 6000-6999 The original price of the order as known to the firm when sending a modification request. Nasdaq 6000-6999 The original price of the order as known to the firm when sending a modification request. Nasdaq 6000-6999 Nasdaq 6000-6999 Id of previous trading session. Nasdaq 6000-6999 Values: P – Privious price, N – None. Nasdaq 6000-6999 Describes the quote action to be taken. Values: A – Add, M- Modify, D – Delete. Nasdaq 6000-6999 Quote Identifier assigned by the exchange. Nasdaq 6000-6999 Defines search criteria for quotes. Values: 0 – QuoteID and Side, 1- Symbol and Side, 2 – Side, 3 – All. Nasdaq 6000-6999 Total count of messages making up reply. Nasdaq 6000-6999 Unique Id for the request assigned by requesting party. Nasdaq 6000-6999 Values: Y – Yes, N – No. Nasdaq 6000-6999 Minimum permitted price change. Nasdaq 6000-6999 Total number of trades. Nasdaq 6000-6999 Total turnover. Nasdaq 6000-6999 Executed trade quantity. Nasdaq 6000-6999 Modifier flag. Values: V – VWAP, N – None. Nasdaq 6000-6999 Trade Value. Nasdaq 6000-6999 Willl contain the quantity that was rejected Nasdaq 6000-6999 The current price of the Bid side of the Quote SSI Technologies 6000-6999 The current price of the Bid side of the Quote SSI Technologies 6000-6999 The current price of the Offer side of the Quote SSI Technologies 6000-6999 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. SSI Technologies 6000-6999 Tag to indicate the end of a sequence of Security Status messages Dresdner Kleinwort Wasserstein 6000-6999 Shows the market/VWAP bid price in the instrument currency Dresdner Kleinwort Wasserstein 6000-6999 Shows the market/VWAP offer price in the instrument currency Dresdner Kleinwort Wasserstein 6000-6999 SSI Technologies 6000-6999 Identifies the owner of the Order/Quote. Used when sending duplicate confirmations for execution, cancellation and expiry. SSI Technologies 6000-6999 Describes the type of Security Halt: N – Normal, D – Dynamic, S – Static SSI Technologies 6000-6999 Used to indicate the owner of the business object SSI Technologies 6000-6999 Indicates the ID of the subject that is being disseminated in the message. SSI Technologies 6000-6999 Used to indicate the Date and Time at which a Trade Report was agreed upon, between the Member Firm and its Client SSI Technologies 6000-6999 For FIX4.2 , provides the broker that supplied or rejected the Quote. Replaced by PartyIDs in FIX4.3 Dresdner Kleinwort Wasserstein 6000-6999 Average Price of the far leg of a swap Bank of America 6000-6999 Price of the far leg of a swap Bank of America 6000-6999 Spot Rate of the far leg of a swap Bank of America 6000-6999 Bid Spot Rate of the far leg of a swap Bank of America 6000-6999 Offer Spot Rate of the far leg of a swap Bank of America 6000-6999 Leaves Quantity of the far leg of a swap Bank of America 6000-6999 the deal amount (order quantity) of a far leg of a swap. Bank of America 6000-6999 USD Equivalent of the dealt currency Bank of America 6000-6999 USD Equivalent of the dealt currency for the far leg for Swaps Bank of America 6000-6999 For clients prior to FIX4.2 to indicate the effective time. Requested execution Start date/time – UTC date/time yyyymmddhhmmss Merrill Lynch 6000-6999 Time of trade dissemination, for trades which dissemination is delayed. Nasdaq 6000-6999 Fraction to Trade (Int) ABN AMRO 6000-6999 1 = Risk Aversion, 10 =Market Impact (int) ABN AMRO 6000-6999 Maximum cost from strike in basis points (int) ABN AMRO 6000-6999 ABN AMRO 6000-6999 ABN AMRO 6000-6999 ABN AMRO 6000-6999 Teleinvest Custom Tag : Order Estimated Amount Teleinvest SA 6000-6999 Teleinvest Custom Tag Teleinvest SA 6000-6999 Teleinvest Custom Tag Teleinvest SA 6000-6999 Teleinvest Custom Tag Teleinvest SA 6000-6999 Percentage of total quantity to be traded in the AM session. UBS 6000-6999 Percentage of total quantity to be sent on AM Open. UBS 6000-6999 Percentage of total quantity to be sent on PM Open. UBS 6000-6999 Maximum number of price levels UBS 6000-6999 The maximum number of orders that can be placed at any one price level UBS 6000-6999 A randomization percentage UBS 6000-6999 Maximum delay in seconds UBS 6000-6999 Base strategy identifier UBS 6000-6999 Price at which a strategy should become aggressive enough to complete UBS 6000-6999 UBS 6000-6999 UBS 6000-6999 UBS 6000-6999 UBS 6000-6999 Home Ccy Equivalent Quantity Bank of America 6000-6999 Home CCY Equivalent Rate Bank of America 6000-6999 Home CCY Equivalent Quantity for the Far leg of a swap Bank of America 6000-6999 Home Ccy Equivalent Rate for the far leg of a swap Bank of America 6000-6999 Home currency Bank of America 6000-6999 UBS 6000-6999 UBS 6000-6999 MSCI Industrial Classification Code of the instrument defined in Tag 48 SecurityID. Reuters 6000-6999 FTSE International Industrial Classification Code of the instrument defined in Tag 48 SecurityID. Reuters 6000-6999 Dow Jones STOXX Industrial Classification Code of the instrument defined in Tag 48 SecurityID. Reuters 6000-6999 The fixing date of a non-deliverable forward (NDF) trade. Velocity Systems International 6000-6999 Nasdaq 6000-6999 Nasdaq 6000-6999 Used to designate whether a trade being reported was executed on the exchange it is being reported to (Internal) or another exchange (External). Nasdaq 6000-6999 Nasdaq 6000-6999 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) Deutsche Börse 6000-6999 A client specified free format string reference field supplied on the order and echoed back on execution reports or cancel rejects. Patsystems 6000-6999 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. Patsystems 6000-6999 As per 6210 only for Stop price. Patsystems 6000-6999 As per 6210 but for leg prices in multi-leg orders. Patsystems 6000-6999 as per 6210 only for trade fill price Patsystems 6000-6999 Exchange adapter reference field, for passing things like ClOrdId or OrderId or other order reference codes. Patsystems 6000-6999 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 Barclays Capital 6000-6999 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 Barclays Capital 6000-6999 Order change source ID Thomson Financial 6000-6999 Execution Change Source ID Thomson Financial 6000-6999 Contains the Liffe APIM user code for black box user recognition. Patsystems 6000-6999 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 Patsystems 6000-6999 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 Patsystems 6000-6999 Text field. Allows entry of multiple % volume Targets. UBS 6000-6999 Repeating group count. Number of coupon reinvestments. Part of group (6223-6226) Bloomberg 6000-6999 Coupon reinvestment date. Part of group (6223-6226) Bloomberg 6000-6999 Rate at which the coupon is reinvested. Part of group (6223-6226) Bloomberg 6000-6999 Coupon reinvestment amount. Part of group (6223-6226) Bloomberg 6000-6999 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.) Unknown 6000-6999 Boolean. Indicates whether current response is the last message triggered by a single request. Deutsche Börse 6000-6999 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. Deutsche Börse 6000-6999 Data type: UTCTimeOnly. Beginning of period of time of business day within which order should not be executed. Deutsche Bank 6000-6999 Data type: UTCTimeOnly. End of period of time of business day within which order should not be executed. Deutsche Bank 6000-6999 Data type: int. Number of milliseconds within which exchange can try to execute order again, if it failed on previous attempt. Deutsche Bank 6000-6999 Data type: String. For FIX 4.3. Can be used to uniquely identify a specific Order Status Request message. Deutsche Bank 6000-6999 Generic field to describe number of nested child messages within a parent. Unknown 6000-6999 Risk Aversion Parameter Bear Stearns & Co 6000-6999 Dollar neutrality limit Bear Stearns & Co 6000-6999 Ratio neutrality limit in percent Bear Stearns & Co 6000-6999 beta neutrality limit in dollars Bear Stearns & Co 6000-6999 Int Value Bear Stearns & Co 6000-6999 Float Value Bear Stearns & Co 6000-6999 Decimal value Bear Stearns & Co 6000-6999 Int Value Bear Stearns & Co 6000-6999 Int Value Bear Stearns & Co 6000-6999 Double Value Bear Stearns & Co 6000-6999 Double Value Bear Stearns & Co 6000-6999 Double Value Bear Stearns & Co 6000-6999 Double Value Bear Stearns & Co 6000-6999 Risk Arb Cash Value Bear Stearns & Co 6000-6999 Boolean Value Bear Stearns & Co 6000-6999 Lava Trading 6000-6999 Lava Trading 6000-6999 Lava Trading 6000-6999 Lava Trading 6000-6999 Lava Trading 6000-6999 Lava Trading 6000-6999 Lava Trading 6000-6999 Lava Trading 6000-6999 Lava Trading 6000-6999 Lava Trading 6000-6999 Lava Trading 6000-6999 Lava Trading 6000-6999 Lava Trading 6000-6999 Lava Trading 6000-6999 Lava Trading 6000-6999 Lava Trading 6000-6999 Lava Trading 6000-6999 Forward Points of a Forward Outright trade or on the near leg of a Swap trade. Deutsche Bank 6000-6999 Forward Points on the far leg of a Swap trade. Deutsche Bank 6000-6999 Swap Points Deutsche Bank 6000-6999 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. Unknown 6000-6999 Lava Trading 6000-6999 Lava Trading 6000-6999 Lava Trading 6000-6999 Lava Trading 6000-6999 Lava Trading 6000-6999 Lava Trading 6000-6999 Lava Trading 6000-6999 Lava Trading 6000-6999 Lava Trading 6000-6999 Lava Trading 6000-6999 Lava Trading 6000-6999 Lava Trading 6000-6999 Lava Trading 6000-6999 Lava Trading 6000-6999 Lava Trading 6000-6999 OATS v3 tag indicating the time the broker first received the order from the customer. This field is of type UTCTimeStamp. Lava Trading 6000-6999 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. Lava Trading 6000-6999 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. Sungard 6000-6999 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. Lava Trading 6000-6999 Boolean value, active or not Bear Stearns & Co 6000-6999 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. Sungard 6000-6999 The real venue where the fill executed. Lava Trading 6000-6999 Underlying accrued interest amount at settlement Bloomberg 6000-6999 Underlying accrued interest amount at termination Bloomberg 6000-6999 To apply discretion to the placement of large orders in open and closing auction strategies. UBS 6000-6999 Parameter to control crossing of the order quantity relative to the target execution of the strategy. UBS 6000-6999 UBS 6000-6999 UBS 6000-6999 UBS 6000-6999 The lower range of the underlying price UBS 6000-6999 The upper range of the underlying price UBS 6000-6999 Slice Method UBS 6000-6999 Maximum contracts per slice UBS 6000-6999 Integer. This integer will indicate time in seconds. Trade X number of calls uts at defined N secs timeinterval between start and endtimes. Unknown 6000-6999 Value between 0 and 1 to 2 dp UBS 6000-6999 Reference for Spot used in a delta calculation UBS 6000-6999 Depth under the NBBO UBS 6000-6999 Underlying tactic to be applied UBS 6000-6999 percentage value UBS 6000-6999 Amount by which the BidPx has been improved. Merrill Lynch 6000-6999 Amount by which the OfferPx has been improved. Merrill Lynch 6000-6999 Percentage value UBS 6000-6999 Base strategy identifier UBS 6000-6999 Indicates the type of portfolio to be traded UBS 6000-6999 Reserved for future use. Capital Institutional Services 6000-6999 Reserved for future use. Capital Institutional Services 6000-6999 Reserved for future use. Capital Institutional Services 6000-6999 Reserved for future use. Capital Institutional Services 6000-6999 Reserved for future use. Capital Institutional Services 6000-6999 Reserved for future use. Capital Institutional Services 6000-6999 Old Risk Class for allocation Unknown 6000-6999 Risk class for a trade Unknown 6000-6999 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. Capital Institutional Services 6000-6999 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. Capital Institutional Services 6000-6999 This parameter tells the engine how aggressively to work. Valid values include: P = Passive N = Normal A = Aggressive Capital Institutional Services 6000-6999 The target percentage of volume that the algorithm will attempt to achieve at/or around the Benchmark price. Valid values: 0-100. Capital Institutional Services 6000-6999 The minimum % of volume the algorithm will try to achieve. Valid values: 0-100. Min%Volume < Max%Volume. Capital Institutional Services 6000-6999 The maximum % of volume the algorithm will try to achieve. Valid values: 0-100. Min%Volume < Max%Volume. Capital Institutional Services 6000-6999 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. Capital Institutional Services 6000-6999 The minimum percentage of the order that must be completed by EndTime. Capital Institutional Services 6000-6999 When the “I Would price” is triggered, attempt to get done within the specified “I Would” limit. Capital Institutional Services 6000-6999 The number of shares displayed to the market. The value should not be less than 100 shares or over the order quantity. Capital Institutional Services 6000-6999 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. Capital Institutional Services 6000-6999 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 Capital Institutional Services 6000-6999 Reserved for future use. Capital Institutional Services 6000-6999 adoption of tag336 in FIX4.2 Merrill Lynch 6000-6999 Session type (Open or Close) defined in the Trading Session ID UBS 6000-6999 INTERTRADE 6000-6999 INTERTRADE 6000-6999 0:no limit release 9:limit release INTERTRADE 6000-6999 0:no replace 1:replace INTERTRADE 6000-6999 0:no replace 1:replace INTERTRADE 6000-6999 0:no replace 1:replace INTERTRADE 6000-6999 0:no replace 1:replace INTERTRADE 6000-6999 0:no replace 1:replace INTERTRADE 6000-6999 0:Continuous 2:Opening 7:Closing D:Proportional Distribution INTERTRADE 6000-6999 INTERTRADE 6000-6999 INTERTRADE 6000-6999 INTERTRADE 6000-6999 up tick/down tick rules. P E Lynch 6000-6999 0 = Long, 1 = Short P E Lynch 6000-6999 Auto Option Hedge Price P E Lynch 6000-6999 Percentage to rehedge P E Lynch 6000-6999 0 = CLOSE, 2 = ARRIVAL P E Lynch 6000-6999 Dispersal Upper Limit P E Lynch 6000-6999 Dispersal Percentage P E Lynch 6000-6999 Other Equity to track with this order P E Lynch 6000-6999 Dispersion Percentage P E Lynch 6000-6999 Dispersion Percentage P E Lynch 6000-6999 Sector to track P E Lynch 6000-6999 Dispersion Percentage P E Lynch 6000-6999 Dispersion Percentage P E Lynch 6000-6999 Index to track P E Lynch 6000-6999 Dispersion Percentage P E Lynch 6000-6999 Dispersion Percentage P E Lynch 6000-6999 1 = Switch If Touched ™ P E Lynch 6000-6999 1 = Switch If Touched ™ P E Lynch 6000-6999 1 = Switch If Touched ™ P E Lynch 6000-6999 1 = Switch If Touched ™ P E Lynch 6000-6999 1 = Switch If Touched ™ P E Lynch 6000-6999 1 = Switch If Touched ™ P E Lynch 6000-6999 1 = Switch If Touched ™ P E Lynch 6000-6999 1 = Switch If Touched ™ P E Lynch 6000-6999 1 = Switch If Touched ™ P E Lynch 6000-6999 1 = Switch If Touched ™ P E Lynch 6000-6999 Name of Basket to which order belongs. P E Lynch 6000-6999 Number of equal-sized sub orders to trade a TIME_SLICE order in. P E Lynch 6000-6999 Security Program Type Bloomberg 6000-6999 Ending cash consideration of a financing deal on the EndDate(917) adjusted for coupon and interest payments to the collateral holder. Bloomberg 6000-6999 Indicates that the execution is on behalf of a non-member affiliate. Thomson Reuters 6000-6999 Identifies the subsidiary firm associated with the execution. Thomson Reuters 6000-6999 Used for Nordic Trade Reporting, this tag will carry the trade control number for the buy side of the trade. Nasdaq 6000-6999 Used for Nordic Trade Reporting, this tag will carry the trade control number for the sell side of the trade. Nasdaq 6000-6999 Calcution Agent Location Bloomberg 6000-6999 Matrix Agreement Type Bloomberg 6000-6999 Variance of a REPO trade, expressed as quantity of trade size. Tradeweb 6000-6999 Allows a 4.0 session to send equivalent of a 4.2 tag: 211=Peg Difference Fidelity Capital Markets 6000-6999 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 Fidelity Capital Markets 6000-6999 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 Fidelity Capital Markets 6000-6999 = 100 – Other ICAP 6000-6999 = 100 – Fractions (in Two-Fifty Sixths) ICAP 6000-6999 = 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 ICAP 6000-6999 Specifies the current sub rank of the security (for display ordering purposes). ... truncated ... ICAP 6000-6999 Specifies the previous sub rank of a security. Applicable if the sub rank of the security changes. ICAP 6000-6999 Optional field for source IP address identification and auditing perposes. ICAP 6000-6999 To specify reject reason in user-defined FIX message types Millennium 6000-6999 ITM of the trader for the matching half trade submitted separately NYSE Euronext 6000-6999 Used for enabling/disabling FX mkt data Merrill Lynch 6000-6999 Type of Account NYSE Euronext 6000-6999 ML Benchmark Price Merrill Lynch 6000-6999 ML Execution Service Merrill Lynch 6000-6999 ML Guaranteed Indicator Y – Guaranteed Price N – Not Guaranteed Merrill Lynch 6000-6999 ML Maximum Participation % Max % market volume to participate in execution of order nnn (0-100) Merrill Lynch 6000-6999 ML Minimum Participation % Min % market volume to participate in execution of order nnn (0-100) Merrill Lynch 6000-6999 ML Primary or Composite flag P – Primary C -Composite(Default = Primary) Merrill Lynch 6000-6999 ML Planning indication Merrill Lynch 6000-6999 ML Order Completion Instruction 1 – Trade to Completion 2 – Leave Residual Merrill Lynch 6000-6999 ML Benchmark Rick Factor Merrill Lynch 6000-6999 Extensions to the FIX Ordertype fields to support various ECN order types. Merrill Lynch 6000-6999 Target Price for Speed trading Merrill Lynch 6000-6999 Target Percent for speed trading Merrill Lynch 6000-6999 This tag can contain multiple instructions, space delimited Merrill Lynch 6000-6999 Indication of pricing strategy (Values: 0 = Market, 1 = Chase Market, 2 = Bid, 3 = Offer, 4 = Last, 5 = Mid ) Merrill Lynch 6000-6999 When calculating volume profile, ignore any block prints that are greater than the “ML Block Threshold”. Merrill Lynch 6000-6999 Open auction participation expressed as a percentage (0-100). Merrill Lynch 6000-6999 Close auction participation expressed as a percentage (0-100). Merrill Lynch 6000-6999 Open auction rate for 2nd(pm)open for markets with 2 sessions. Merrill Lynch 6000-6999 Close auction rate for 1st(am)close for markets with 2 sessions. Merrill Lynch 6000-6999 Transaction fund type Merrill Lynch 6000-6999 Indicate the rounding method when convert a cash base order to a share base order. Required for Cash base order U – Up D – Down Merrill Lynch 6000-6999 Indicate number of days for order to execute across. Can be used in conjuction with Market, GTC orders Merrill Lynch 6000-6999 Primary BookingID Merrill Lynch 6000-6999 Secondary Booking ID Merrill Lynch 6000-6999 Risk Factor for the Speed trading Merrill Lynch 6000-6999 To indicate whether or not to apply criteria check to a strategy order Merrill Lynch 6000-6999 Underlying security symbol for stock Options Merrill Lynch 6000-6999 Maxim number of destination/venues an order can be posted to Merrill Lynch 6000-6999 Peg offset direction. Applying the pegging price if market moves into the applied direction: 1 – Up 2 – Down 3 – Either Merrill Lynch 6000-6999 Number of ticks to move a posted price Merrill Lynch 6000-6999 Number of seconds to wait between evaluation Merrill Lynch 6000-6999 RAM update user Merrill Lynch 6000-6999 RAM s_user Merrill Lynch 6000-6999 Destination exclusion list. Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 MultipleValueString, containing a space separated list of trade flags. Royalblue 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Identify the distribution type of Futures: 1 – Actual 2 – Underlying Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Controls reporting to various ML reporting systems. Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Reference for a relative price limit UBS 6000-6999 Offset for a relative limit price UBS 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Int: Identifies anchor price when stop price is specified in relative terms. Lehman Brothers 6000-6999 Float: Offset relative to selected anchor for relative stop price. Lehman Brothers 6000-6999 Int: Identifies units and direction of relative stop price offset. Lehman Brothers 6000-6999 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’. Tradeweb 6000-6999 Future Use BNY Brokerage 6000-6999 Future Use BNY Brokerage 6000-6999 Suppression indcator for trailer line Thomson Reuters 6000-6999 Allows trailer notes to be added to trades. Thomson Reuters 6000-6999 Allocation account MCA type Bloomberg 6000-6999 Allocation account MCA Date Bloomberg 6000-6999 Allocation calculation agent location Bloomberg 6000-6999 Allocation account matrix agreement type Bloomberg 6000-6999 Allocation MCA annex date Bloomberg 6000-6999 Reference price. Values Blank 1 – open 2 – prev close 3 – arrival 4 – other ICAP 6000-6999 Indicates whether are willing to use a market order during the closing auction. Unknown 6000-6999 Used specify the number of waves an order should be executed in. Unknown 6000-6999 Used to specify the quantity issued per wave. Unknown 6000-6999 Offside participation % Values Blank or 0.01 to 1.0 ICAP 6000-6999 Values Blank 1 – None 2 – Close 3 – Open 4 – All ICAP 6000-6999 The unique identifier of a textual message sent from the exchange and recorded on the newsboard. SWX Swiss Exchange 6000-6999 The date after which the associated information is no longer relevant / applicable. SWX Swiss Exchange 6000-6999 The date on which the event referred to in the associated newsboard message occurred. SWX Swiss Exchange 6000-6999 Textual description of the news type or category. SWX Swiss Exchange 6000-6999 Required for Cancel and Replace QuoteReqTransType messages SWX Swiss Exchange 6000-6999 List of SIX Swiss Exchange Trade Type Codes. SIX Swiss Exchange 6000-6999 The free text identification of a counterparty who is not a member of the exchange. SWX Swiss Exchange 6000-6999 Client’s domicile SWX Swiss Exchange 6000-6999 The unique Identifies of a Counterparty type.ASSD (Associated Dealers), CUST (Customers), EFFH (Effektenhändler), MEMB (Member), EXCH (Designated Exchange) SWX Swiss Exchange 6000-6999 Identifies an SWX specific transaction type. 0 = Order, 1 = Trade Confirmation, 2 = Bilateral Trade Reverse, 3 = Reported Trade, 4 = Unilateral Trade Reverse, 5 = Correction SWX Swiss Exchange 6000-6999 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) SWX Swiss Exchange 6000-6999 The segregated settlement account type. For example, can be used to distinguish different taxation treatments in settlement. 0 = DF (Default) SWX Swiss Exchange 6000-6999 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 SWX Swiss Exchange 6000-6999 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) CBOE 6000-6999 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 CBOE 6000-6999 Identifies Quote Request message transaction typeData type: char Valid values: N = New C = Cancel R = Replace SWX Swiss Exchange 6000-6999 An amount added to the calculated settlement amount. SWX Swiss Exchange 6000-6999 Currency identifier of 6531 InclSettlementAmount SWX Swiss Exchange 6000-6999 Published list of SWX trade type codes. SWX Swiss Exchange 6000-6999 Counterparty Client’s domicile SWX Swiss Exchange 6000-6999 Counterparty Member Reference SWX Swiss Exchange 6000-6999 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) SWX Swiss Exchange 6000-6999 Used to specify Track Volume. Values: 1 – Primary, 2 – Consolidated ICAP 6000-6999 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 ICAP 6000-6999 Relative to instrument ICAP 6000-6999 Percentage. Values: 0 to 0.25 ICAP 6000-6999 Values: 1 – none 2 – open 3 – prev close 4 – arrival ICAP 6000-6999 Auction protection (% from cont last). Values: 0 to 0.7 ICAP 6000-6999 Max of order to BlockCross (%)Percentage. Values: 0 to 100. ICAP 6000-6999 Values: 1 – zero 2 – indefinitely 3 – 5 min 4 – 45 min 5 – 1 hour 6 – until auction 7 – other ICAP 6000-6999 Rest order in BX before printing for. Values: Null or > 5 ICAP 6000-6999 Target auction participation (%). Values: 0.01 to 0.7 ICAP 6000-6999 Target % of days volume in auction. Values: 0.01 to 0.7 ICAP 6000-6999 Adoption of 548 for FIX 4.2 & Prior FIX version users Merrill Lynch 6000-6999 Adoption of tag549 for FIX 4.2 & Prior FIX version users Merrill Lynch 6000-6999 continuous market participation (%). Values 0.01 to 0.7 ICAP 6000-6999 Post for liquidity in ‘lit’ venues. Values: True, False ICAP 6000-6999 Number of Side repeating group instances. Format=int. Custom field for FIX4.2 users that want to adopt FIX4.3 field 552. GATE Tecnologie Informatiche 6000-6999 Custom field for FIX4.2 users that want to adopt FIX4.3 field 553 Future Dynamics Ltd 6000-6999 Custom field for FIX4.2 users that want to adopt FIX4.3 field 554 Future Dynamics Ltd 6000-6999 Trade id of the original trade. This is indicated when either a trade reversal or a nostro correction is transacted. SWX Swiss Exchange 6000-6999 Indication of the business transaction. Valid value: TradeAdvice SWX Swiss Exchange 6000-6999 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 SWX Swiss Exchange 6000-6999 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 SWX Swiss Exchange 6000-6999 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. SWX Swiss Exchange 6000-6999 The currency applicable to an accrued interest amount. SWX Swiss Exchange 6000-6999 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 SWX Swiss Exchange 6000-6999 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 SWX Swiss Exchange 6000-6999 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 SWX Swiss Exchange 6000-6999 Indicates whether or not a textual message, sent from the exchange has been cancelled by the exchange. SWX Swiss Exchange 6000-6999 The exchange from where the news message or book information origins. SWX Swiss Exchange 6000-6999 Number of quotes in a book entry. SWX Swiss Exchange 6000-6999 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 SWX Swiss Exchange 6000-6999 Time spread for randomised transitions (of trading schedules). Format HH:MM:SS. SWX Swiss Exchange 6000-6999 Status of a trading schedule transition. Valid values: 0 = Pending 1 = Triggered 2 = Deleted 3 = Failed SWX Swiss Exchange 6000-6999 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 SWX Swiss Exchange 6000-6999 Execution date. SWX Swiss Exchange 6000-6999 Execution time. SWX Swiss Exchange 6000-6999 Number of trades cumulated in a message. SWX Swiss Exchange 6000-6999 System/Firm where the trade originated JPMorgan Chase 6000-6999 Stamp Tax when choosing to send an exclusive field instead of using MiscFee repeating group JPMorgan Chase 6000-6999 Levy JPMorgan Chase 6000-6999 Tariff JPMorgan Chase 6000-6999 Broker Dealer Service Fee JPMorgan Chase 6000-6999 Communication service required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. JPMorgan Chase 6000-6999 Beneficiary Name required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. JPMorgan Chase 6000-6999 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. JPMorgan Chase 6000-6999 Capacity of customer placing the order. FIX 4.3 tag 582 – included as a custom field for FIX 4.2 early adopters. CBOE 6000-6999 Spread premium in dollars. Lehman Brothers 6000-6999 spread % premium Lehman Brothers 6000-6999 Spread discount in percentage Lehman Brothers 6000-6999 cash offset amount Lehman Brothers 6000-6999 1 – Lean Buy 2 – Lean Sell Lehman Brothers 6000-6999 Trade clip in shares Lehman Brothers 6000-6999 Trade clip in percentage Lehman Brothers 6000-6999 Trade clip in dollars Lehman Brothers 6000-6999 Block Sequence Number. Nasdaq 6000-6999 Version Identification in Block Header. Nasdaq 6000-6999 Beneficiary Account Number required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. JPMorgan Chase 6000-6999 Local Agent Name required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. JPMorgan Chase 6000-6999 Local Agent Code required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. JPMorgan Chase 6000-6999 Local Agent Account Number required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. JPMorgan Chase 6000-6999 Global Agent Name required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. JPMorgan Chase 6000-6999 Global Agent Code required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. JPMorgan Chase 6000-6999 Global Agent Account Number required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. JPMorgan Chase 6000-6999 Flags session as a Test rather than Production session <p> ** ADDED TO FIX 4.3 AS TAG: 464 TestMessageIndicator ** Tradeweb 6000-6999 Optionally used in Logon message. Tradeweb 6000-6999 boolean. A value of Y indicates the trade is a component of a multi-part order – swap, switch, butterfly, cross etc. Tradeweb 6000-6999 Fill quantity increment above the initial fill size. Tradeweb 6000-6999 BOolean: Replenish trade quantity from OrderQty after the first fill. Used together with MaxFloor (111) for hidden-quantity trading. Tradeweb 6000-6999 Either swap spread or spread-to-benchmark <p> ** ADDED TO FIX 4.3 AS TAG: 218 Spread ** Tradeweb 6000-6999 Buyside trader initiating the order <p> ** ADDED TO FIX 4.3 through &ltParties&gt component block ** Tradeweb 6000-6999 [4.2] Boolean: Instrument is trading ex-dividend. Supported in [4.4] using SymbolSfx(65)=EX. Tradeweb 6000-6999 Yield percentage <p> ** ADDED TO FIX 4.3 AS TAG: 236 Yield ** Tradeweb 6000-6999 Extends FIX field 167 for Fixed Income <p>** 167 SecurityType was extended in FIX 4.3 ** Tradeweb 6000-6999 Identifier of Broker’s clearing instructions. Tradeweb 6000-6999 Block level accrued interest <p> ** 540 TotalAccruedInterestAmt was added to appropriate messages in FIX 4.3 ** Tradeweb 6000-6999 Block level net money<p>** 118 NetMoney was added to appropriate messages in FIX 4.3 ** Tradeweb 6000-6999 Extends FIX field 460 for Fixed Income.<p>** 460 Product was extended in FIX 4.3 ** Tradeweb 6000-6999 Specifies the how the price field is expressed1-Percentage, 4-Discount, 9-Spread<p>** Added to FIX 4.3 as tag: 423 PriceType ** Tradeweb 6000-6999 [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 Tradeweb 6000-6999 UTC timestamp when the order was created. Tradeweb 6000-6999 The unique trade reference assigned by the ATS. UDF 6617 is needed only in the DontKnowTrade message. In all others use tag 198. Tradeweb 6000-6999 [4.2] In an Allocation instance, identifier of the Prime Broker serving as Give-Up Firm. Tradeweb 6000-6999 [4.2] In an Allocation instance, identifier of the Prime Broker providing General Trade Services. Tradeweb 6000-6999 Date bond was issued<p>** Added to FIX 4.3 as tag: 225 IssueDate ** Tradeweb 6000-6999 Fraction for deriving Current Value from Qty <p>** Added to FIX 4.3 as tag: 228 Factor ** Tradeweb 6000-6999 Yield of the benchmark security. Tradeweb 6000-6999 The difference between the bond yield and the LIBOR curve, expressed in basis points. Tradeweb 6000-6999 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. Tradeweb 6000-6999 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. Tradeweb 6000-6999 Hidden size (Qty) – shown only to the originating dealer Tradeweb 6000-6999 Indicator used to determine if fees should be applied to contra side of trade. Thomson Financial 6000-6999 Number of yields. Allows repeating groups consisting of YieldType (235), Yield (236), and BasisFeatureDate (259). Thomson Financial 6000-6999 Specifies how Yield is expressed <p>** Added to FIX 4.3 as tag: 235 YieldType ** Tradeweb 6000-6999 Customer-assigned identifier for List Orders. ListID(6630) is used in NewOrder and OrderReplace. Tag ListID(66) is used in ExecutionReport and AllocationReport. Tradeweb 6000-6999 [4.2] Used in Logon. Replaced in 4.4 by Username(533). Tradeweb 6000-6999 Benchmark security description. Tradeweb 6000-6999 “WI” if When Issued. Tradeweb 6000-6999 Number of stipulation entries<p>** Added to FIX 4.3 as tag: 232 NoStipulations ** Tradeweb 6000-6999 Stipulation type – see 4.3 spec<p>** Added to FIX 4.3 as tag: 233 StipulationType ** Tradeweb 6000-6999 Structured stipulation value – see 4.3 spec<p>** Added to FIX 4.3 as tag: 234 StipulationValue ** Tradeweb 6000-6999 Bond maturity date<p>** Added to FIX 4.3 as tag: 541 MaturityDate ** Tradeweb 6000-6999 For instructing and reporting allocation clearing for non-US issues<p>** Added to FIX 4.3 through &ltNestedParties&gt component block ** Tradeweb 6000-6999 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. Tradeweb 6000-6999 Price expressed in percent-of-par when ParPx is in discount or spread Tradeweb 6000-6999 Event reference for BookingReport Tradeweb 6000-6999 Enumeration: 0-New, 1-Cancel, 2-Correct Tradeweb 6000-6999 Enumeration: 1-Affirmed, 2-Unknown account, 3-Missing settlement instructions, 4-Canceled Tradeweb 6000-6999 [4.2] Specifies the price of the benchmark. Tradeweb 6000-6999 [4.2] Identifies the denomination of BenchmarkPrice(6645). Same values as PriceType(423). Tradeweb 6000-6999 [4.2] Identifies the source of the Benchmark Security ID. Valid values are 1=CUSIP 2=SEDOL 4=ISIN Tradeweb 6000-6999 Boolean: Identifies a Floating Rate Note. Tradeweb 6000-6999 [4.2] In an Allocation instance, identifier of the Prime Broker serving as Step-Out Firm. Tradeweb 6000-6999 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. Tradeweb 6000-6999 Identifies the message version number, e.g. 1.0. Tradeweb 6000-6999 [4.2] USRP Values 1=Overnight 2=Term 3=Flexible 4=Open Replaced in 4.4 by tag 788. Tradeweb 6000-6999 [4.2] begins the Underlyings repeating group. Tradeweb 6000-6999 Values: TREASURY MORTGAGE AGENCY OTHER Tradeweb 6000-6999 [4.2] E.g. GENERAL Tradeweb 6000-6999 Final order quantity. Used to support an inquiry model where the final inquiry size may be different than the original order size (OrderQty). MarketAxess 6000-6999 [4.2] Begins the UnderlyingStips repeating group. Tradeweb 6000-6999 [4.2] Stipulation type: Values include MATURITY TYPE SCHEDULE Tradeweb 6000-6999 [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 Tradeweb 6000-6999 [4.2] The date the security is dated if different from the first IssueDate, in YYYYMMDD format. Tradeweb 6000-6999 [4.2] The date the leg security is dated if different from the first LegIssueDate, in YYYYMMDD format. Tradeweb 6000-6999 [4.2] Identifier of the Prime Broker serving as Give-Up Firm. Tradeweb 6000-6999 [4.2] Identifier of the Prime Broker providing General Trade Services. Tradeweb 6000-6999 [4.2] Identifier of the Prime Broker serving as Step-Out Firm. Tradeweb 6000-6999 Encoded term of a deposit or derivative trade: 1D, 3M, 10Y, etc. Tradeweb 6000-6999 Number of Legs in a multi-issue trade<p>** Added to FIX 4.3 as tag: 555 NoLegs ** Tradeweb 6000-6999 Buy or Sell leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 624 LegSide ** Tradeweb 6000-6999 Order quantity of one leg of a multi-issue trade Tradeweb 6000-6999 Substitute for LegOrderQty (6667) for one leg of a multi-issue trade: ParForPar, Duration, Risk, Proceeds Tradeweb 6000-6999 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 ** Tradeweb 6000-6999 CUSIP or ISIN of one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 602 LegSecurityID ** Tradeweb 6000-6999 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 ** Tradeweb 6000-6999 Product for one leg of a multi-issue trade – see Product 6613<p>** Added to FIX 4.3 as tag: 607 LegProduct ** Tradeweb 6000-6999 SecurityType for one leg of a multi-issue trade – see SecurityType 6609<p>** Added to FIX 4.3 as tag: 609 LegSecurityType ** Tradeweb 6000-6999 Issuer for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 617 LegIssuer ** Tradeweb 6000-6999 Coupon rate for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 615 LegCouponRate ** Tradeweb 6000-6999 Maturity date for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 611 LegMaturityDate ** Tradeweb 6000-6999 Security description for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 620 LegSecurityDesc ** Tradeweb 6000-6999 Currency for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 556 LegCurrency ** Tradeweb 6000-6999 Settlement type for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 587 LegSettlmntTyp ** Tradeweb 6000-6999 Future settlement date for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 588 LegFutSettDate ** Tradeweb 6000-6999 Number of allocations for one leg of a multi-issue trade Tradeweb 6000-6999 Allocation account for one leg of a multi-issue trade Tradeweb 6000-6999 Allocation quantity for one leg of a multi-issue trade Tradeweb 6000-6999 Allocation clearing firm for one leg of a multi-issue trade Tradeweb 6000-6999 In MD Trade entries. Values: 1 = Take 2 = Hit Tradeweb 6000-6999 Number of stipulation entries for one leg of a multi-issue trade Tradeweb 6000-6999 Stipulation type for one leg of a multi-issue trade – see 4.3 spec Tradeweb 6000-6999 Structured stipulation value for one leg of a multi-issue trade – see 4.3 spec Tradeweb 6000-6999 Month that a TBA contract settles Tradeweb 6000-6999 Month that a TBA contract settles for one leg of a multi-issue trade Tradeweb 6000-6999 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 Tradeweb 6000-6999 Issue date for one leg of a multi-issue trade Tradeweb 6000-6999 CUSIP or ISIN of the benchmark instrument Tradeweb 6000-6999 Clearing firm for one leg of a multi-issue trade Tradeweb 6000-6999 For communicating, at the block level, the interest payment at maturity for interest bearing CPs and CDs Brook Path Partners Inc 6000-6999 For communicating, at the allocation breakdown level, the interest payment at maturity for interest bearing CPs and CDs. Brook Path Partners Inc 6000-6999 To be used with Tag 6693 (BenchmarkSecurityID). ID Source of the benchmark security – same values as Tag 22 (SecurityIDSource) MarketAxess 6000-6999 For fixed income cross/swap trades – ExecID of the Execution Report for the other side of a cross/swap trade MarketAxess 6000-6999 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. LaSalle Technology Group 6000-6999 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 LaSalle Technology Group 6000-6999 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 LaSalle Technology Group 6000-6999 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. Brook Path Partners Inc 6000-6999 Competitive Rqeuest for Quote dealer count. The total numnber of competitors in the quote request JPMorgan Chase 6000-6999 Used in a competitive RFQ response Values: 0 – Done (if 694 =1), 1 – Tied, 2 – Cover, 3 – Traded Away, JPMorgan Chase 6000-6999 Required if 6704 = 0 JPMorgan Chase 6000-6999 CBOE 6000-6999 CBOE 6000-6999 CBOE 6000-6999 Indicates the customer quantity for Book feed from CBOE. CBOE 6000-6999 Indicates if Snapshot can be ignored by the client, or if it definitely needs to be processed for processing Snapshot and Incremental book feed. CBOE 6000-6999 CBOE 6000-6999 CBOE 6000-6999 CBOE 6000-6999 CBOE 6000-6999 CBOE 6000-6999 CBOE 6000-6999 CBOE 6000-6999 CBOE 6000-6999 CBOE 6000-6999 CBOE 6000-6999 CBOE 6000-6999 CBOE 6000-6999 Gross principal amount of the trade leg. Tradeweb 6000-6999 Accrued interest of the trade leg. Tradeweb 6000-6999 Number of days accrued interest of the trade leg. Tradeweb 6000-6999 Net money of the trade leg. Tradeweb 6000-6999 An optional routing identifier associated with the firm to which this message is directed. Tradeweb 6000-6999 Name of the FpML document type in the embedded XML Message. Tradeweb 6000-6999 Effective date expressed as a period relative to trade date, e.g. 1Y or 3M. Mutually exclusive with StartDate. Tradeweb 6000-6999 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. Tradeweb 6000-6999 The full ATS trade identifier. Tradeweb 6000-6999 Free-form text to be sent to the dealer(s) participating in the trade during negotiation. Tradeweb 6000-6999 Tax Status of the buy-side customer: 0 = Clean (the default if omitted) 1 = Dirty Tradeweb 6000-6999 An optional unique reference assigned by the ordering customer to each leg of a swap or butterfly. Tradeweb 6000-6999 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. Tradeweb 6000-6999 Encoded IRS calculation period frequency: 3M, 6M, 1Y, T [term] etc. Tradeweb 6000-6999 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 Tradeweb 6000-6999 Leg effective date expressed as a period relative to trade date, e.g. 1Y or 3M. Mutually exclusive with LegStartDate. Tradeweb 6000-6999 Boolean: IRS floating rate compounding – default ‘N’. Values: Y – flat compounding N – no compounding Tradeweb 6000-6999 Leg termination date expressed as a period relative to effective date, e.g. 1Y or 3M. Mutually exclusive with LegEndDate. Tradeweb 6000-6999 Leg absolute termination date, e.g. 20100118. Mutually exclusive with LegTerm. Tradeweb 6000-6999 IRS calculation period frequency for the trade leg. Tradeweb 6000-6999 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 Tradeweb 6000-6999 IRS floating rate stream payment frequency expressed as a period, e.g. 1Y, 3M or 1T. Tradeweb 6000-6999 Boolean: IRS floating rate compounding – default ‘N’. Values: Y – flat compounding N – no compounding Tradeweb 6000-6999 IRS fixed rate stream payment frequency expressed as a period, e.g. 1Y, 3M or 1T. Tradeweb 6000-6999 String: IRS fixed stream – payment day-count fraction. FpML values. Tradeweb 6000-6999 IRS absolute effective date, e.g. 20080818. Mutually exclusive with LegRelativeStart. Tradeweb 6000-6999 Additional payment for an IRS My Coupon RFQ – positive if from the dealer to the customer, negative if from the customer to the dealer. Tradeweb 6000-6999 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 TSX Group 6000-6999 The trading system’s user ID for a trader. TSX Group 6000-6999 TSX Group 6000-6999 TSX Group 6000-6999 Identifies the order as part of a basket trade. TSX Group 6000-6999 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 TSX Group 6000-6999 TSX Group 6000-6999 An order is marked as being executed on behalf of another broker. TSX Group 6000-6999 TSX Group 6000-6999 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 TSX Group 6000-6999 Source of the action performed on an order. TSX Group 6000-6999 Flag to indicate if order is anonymous. Valid values: Y = Yes N = No (default) TSX Group 6000-6999 The user ID for an exchange staff member (for example, Customer Service Representative). TSX Group 6000-6999 Identification marker for UMIR-specific designations to orders and trades. Valid values: IA = Insider Account NA = Not Applicable SS = Significant Shareholder TSX Group 6000-6999 TSX Group 6000-6999 The existing volume of the order that is to be OMRd. TSX Group 6000-6999 TSX Group 6000-6999 The buyer’s type of the trading account. For valid values see tag 6750 (TSXAccountType) TSX Group 6000-6999 The seller’s type of trading account. For valid values see tag 6750 (TSXAccountType) TSX Group 6000-6999 Identifies the buyer’s trading account. TSX Group 6000-6999 The seller’s trading account identification. TSX Group 6000-6999 Identification marker for UMIR-specific designations to orders and trades. For valid values see tag 6763 (TSXRegulationID) TSX Group 6000-6999 Identification marker for UMIR-specific designations to orders and trades For valid values see tag 6763 (TSXRegulationID) TSX Group 6000-6999 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 TSX Group 6000-6999 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. TSX Group 6000-6999 The Alternative Trading System where the transaction originated. TSX Group 6000-6999 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) TSX Group 6000-6999 A trade that has occurred between proprietary accounts of the same Member Firm. Valid values: Y = Yes N = No (default) TSX Group 6000-6999 A marker to indicate if the Fill report is a trade correction or a normal fill. Valid values: Y = Yes N = No (default) TSX Group 6000-6999 The error number for an Error Response message. TSX Group 6000-6999 An assigned marker to transmit information. The TSXExchangeAdmin tag is a string of 36 AlphaNumeric markers. TSX Group 6000-6999 An order is marked as being executed on behalf of another broker. TSX Group 6000-6999 An order is marked as being executed on behalf of another broker. TSX Group 6000-6999 A terms marker indicating that trade participant is not a Canadian resident for income tax purposes. Valid values: Y = Yes N = No (default) TSX Group 6000-6999 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 TSX Group 6000-6999 To indicate if the responsible equities specialist’s participation on the buy side is active. Valid values: On Off TSX Group 6000-6999 To indicate if the responsible equities specialist’s participation on the sell side is active. Valid values: On Off TSX Group 6000-6999 TSX Group 6000-6999 A unique price range assigned to a stock for purposes of registered trader spread goal maintenance. TSX Group 6000-6999 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. TSX Group 6000-6999 Unique key identifying orders in the system. TSX Group 6000-6999 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) TSX Group 6000-6999 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) TSX Group 6000-6999 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. TSX Group 6000-6999 Identifies the customer account type. TSX Group 6000-6999 Used with trade corrections to reference previously reported executions and the side initiating the cancel/correct. TSX Group 6000-6999 The original price type of an order when entered into the trading system. Valid values: MBF = Must Be Filled TSX Group 6000-6999 identifies the Cross Buy side customer account type. TSX Group 6000-6999 Identifies the Cross Sell side customer account type. TSX Group 6000-6999 The minimum guaranteed volume that the registered trader is willing to fill. TSX Group 6000-6999 From FIX 4.4 Network Status message. Must be set to “1” – ie Snapshot. London Stock Exchange 6000-6999 From FIX 4.4 Network Status Request message. London Stock Exchange 6000-6999 From Network Status Response message in FIX 4.4. Valid values 1=Full and 2=Incremental. London Stock Exchange 6000-6999 From Network Status Response message in FIX 4.4. London Stock Exchange 6000-6999 Based on Network Status Response message from FIX 4.4. Count CompIDs being reported on. London Stock Exchange 6000-6999 Based on Network Status Response message in FIX 4.4 and CompID field in repeating group. Identifies CompID being reported on. London Stock Exchange 6000-6999 Based on Network Status Message in FIX 4.4. Valid values are 1=Connected, 3=Not Connected, 4=In Process. London Stock Exchange 6000-6999 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. Tradeweb 6000-6999 Last Quantity for the far leg of a swap. Merrill Lynch 6000-6999 External Exchange Reference Merrill Lynch 6000-6999 ML customer name Merrill Lynch 6000-6999 Merrill Lynch Contra Identifier Merrill Lynch 6000-6999 FX deposit, values: N = New, R = Rollover. Bloomberg 6000-6999 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) Bloomberg 6000-6999 FX Reserved Bloomberg 6000-6999 FX reserved Bloomberg 6000-6999 FX reserved Bloomberg 6000-6999 For the flag leg of an FX swap, used to indicate if the settlement will be handled net or gross 1 = Net 2 = Gross Bloomberg 6000-6999 This tag supports CBSX Order Routing Vendor Selection for Stock Linkage. CBOE 6000-6999 Strategy trigger quantity specified as a percentage of ADV. Nomura 6000-6999 Strategy trigger quantity specified as a notional value in local currency. Nomura 6000-6999 Strategy trigger quantity specified as a percentage of the order size. Nomura 6000-6999 Counter party trader id Tradeweb 6000-6999 Tradeweb 6000-6999 Tradeweb 6000-6999 Tradeweb 6000-6999 Tradeweb 6000-6999 Tradeweb 6000-6999 Clone of FIX.4.4 tag 1028(ManualOrderIndicator) for use by firms / vendors who are unable to use the official tag. Lava Trading 6000-6999 Clone of FIX.4.4 tag 1029(CustomerDirectedOrder) for use by firms / vendors who are unable to use the official tag. Lava Trading 6000-6999 Clone of FIX.4.4 tag 1030(ReceivedDeptID) for use by firms / vendors who are unable to use the official tag. Lava Trading 6000-6999 Clone of FIX.4.4 tag 1031(CustOrderHandlingInst) for use by firms / vendors who are unable to use the official tag. Lava Trading 6000-6999 Clone of FIX.4.4 tag 1032(OrderHandlingInstSource) for use by firms / vendors who are unable to use the official tag. Lava Trading 6000-6999 Clone of FIX.4.4 tag 1033(DeskType) for use by firms / vendors who are unable to use the official tag. Lava Trading 6000-6999 Clone of FIX.4.4 tag 1034(DeskTypeSource) for use by firms / vendors who are unable to use the official tag. Lava Trading 6000-6999 Clone of FIX.4.4 tag 1035(DeskOrderHandlingInst) for use by firms / vendors who are unable to use the official tag. Lava Trading 6000-6999 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. Lava Trading 6000-6999 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 Broadridge Financial Solutions 6000-6999 SIS Additional Instructions Broadridge Financial Solutions 6000-6999 A valid SIS trailer Indicator, Alphanumeric, 1 character length Broadridge Financial Solutions 6000-6999 Trailer text that can be up to a maximum of 30 characters Broadridge Financial Solutions 6000-6999 Enhanced trailer codes. There can be up to 20 codes Broadridge Financial Solutions 6000-6999 BOPS Indicator Valid values: Y = Make BOPS eligible N = Is not BOPS eligible Broadridge Financial Solutions 6000-6999 SIS reply of CNESS floor trailer Broadridge Financial Solutions 6000-6999 Optional tag on New Order to indicate the Verify Terminal where the order will be send for verification. Broadridge Financial Solutions 6000-6999 Y,N Guosen Securities 6000-6999 Auto place parameters Charles River Brokerage 6000-6999 Total number of parts or entries in QuoteRequest for list trading. Tradeweb 6000-6999 Y=YES N=NO Guosen Securities 6000-6999 Part number of the entry in QuoteRequest for list trading. Tradeweb 6000-6999 Guosen Securities 6000-6999 Guosen Securities 6000-6999 numeric Guosen Securities 6000-6999 numeric Guosen Securities 6000-6999 A = None B = speed2x D = speed4x E = speed5x J = speed10x b = Part10 d = Part20 j = Part50 p = Part80 z = Iwould Guosen Securities 6000-6999 1 = None 2 = SlowHalf 3 = SlowOneThird 4 = SlowOneFourth 5 = SlowOneFifth 0 = Pause Guosen Securities 6000-6999 int, 1-10 Guosen Securities 6000-6999 participation rate for a child order wrt some benchmark reference volume such as inside quote size,etc. Guosen Securities 6000-6999 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 Guosen Securities 6000-6999 Guosen Securities 6000-6999 Guosen Securities 6000-6999 Size of Spot Tick Deutsche Bank 6000-6999 Minimum change of Spot Price Deutsche Bank 6000-6999 Tick size of Forward points in the denomination of Spot price, so that Outright Price = Spot Price + Fwd Points * Fwd Tick Size Deutsche Bank 6000-6999 Minimum change of Forward Points Deutsche Bank 6000-6999 Y=YES N=NO Guosen Securities 6000-6999 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. ICAP 6000-6999 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) NYSE Euronext 6000-6999 Clone of FIX.4.4 tag 768(NoTrdRegTimestamps) for use by firms / vendors who are unable to use the official tag. Lava Trading 6000-6999 Clone of FIX.4.4 tag 769(TrdRegTimestamp) for use by firms / vendors who are unable to use the official tag. Lava Trading 6000-6999 Clone of FIX.4.4 tag 770(TrdRegTimestampType) for use by firms / vendors who are unable to use the official tag. Lava Trading 6000-6999 Clone of FIX.4.4 tag 771(TrdRegTimestampOrigin) for use by firms / vendors who are unable to use the official tag. Lava Trading 6000-6999 Boolean: Fiduciary Money Deposit. Values: ‘Y’ = Yes Fiduciary Money {omitted} NOS: apply user preferences. ER: Not Fiduciary Money Tradeweb 6000-6999 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 Tradeweb 6000-6999 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” Tradeweb 6000-6999 In MD Trade entries cumulative quantity negotiated (Qty) Tradeweb 6000-6999 In MD Trade entries. Values: 0 = Private 1 = Public Tradeweb 6000-6999 In MD Trade entries available buy quantity (Qty) Tradeweb 6000-6999 In MD Trade entries available sell quantity (Qty) Tradeweb 6000-6999 Same usage as 4.4 CPProgram (875) Tradeweb 6000-6999 Firm trading account. Tradeweb 6000-6999 Boolean: Flags a managed trading account. Tradeweb 6000-6999 Time the order was received at Pershing. Tradeweb 6000-6999 The person or entity placing the order. Tradeweb 6000-6999 Offer type. Tradeweb 6000-6999 The difference between the original dealer price sent on the order and the filled price. Tradeweb 6000-6999 Quote valid time expressed in seconds. Tradeweb 6000-6999 Quote due-in time expressed in seconds. Tradeweb 6000-6999 Boolean. Flags a managed account (DBAB). Tradeweb 6000-6999 Investor’s relationship to broker. Required on new issue preferred. Tradeweb 6000-6999 Investor’s state of residence: 2-character ISO 3166-2 abbreviation. Tradeweb 6000-6999 Boolean: Indicates whether investor is registered with NASD. Tradeweb 6000-6999 Positive or negative position quantity. Tradeweb 6000-6999 Positive or negative profit amount. Tradeweb 6000-6999 Positive or negative average cost. Tradeweb 6000-6999 Number of days the position was held in the account. Tradeweb 6000-6999 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. Tradeweb 6000-6999 Number of entries in the TWRPositions repeating group. Tradeweb 6000-6999 Boolean: Flags that the bond is pending factor reset. Tradeweb 6000-6999 Occupation of investor identified in Account (1). Required on new issue preferred. Tradeweb 6000-6999 Spread order deal ratio (float). Carlin Financial Group 6000-6999 Spread order trading ratio (float). Carlin Financial Group 6000-6999 Spread order deal cash component (Price). Carlin Financial Group 6000-6999 Spread order side or type (char). Carlin Financial Group 6000-6999 Breach spread limit (Price). Carlin Financial Group 6000-6999 Denote the long float rate period of IRS Dollar Swap Basis Trade. Tradeweb 6000-6999 Control of maximum allowed pending hedge orders (int). Carlin Financial Group 6000-6999 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. RBC 6000-6999 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) RBC 6000-6999 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 Bolsa de Mercadorias & Futuros 6000-6999 Delay parameter for routing new limit orders (int). Carlin Financial Group 6000-6999 Control to halt spreads before market close (int). Carlin Financial Group 6000-6999 Price slippage control (char). Carlin Financial Group 6000-6999 Multiple market order enable (char). Carlin Financial Group 6000-6999 Ratio fo dollar neutral spreads (float). Carlin Financial Group 6000-6999 Rehedge base selection (char). Carlin Financial Group 6000-6999 Lead off order selection (char). Carlin Financial Group 6000-6999 To describe notional amount of Option trade. Tradeweb 6000-6999 Spread run control (char). Carlin Financial Group 6000-6999 Percentage of the stock in an index. Bolsa de Mercadorias & Futuros 6000-6999 Dollar neutral order size (Price). Carlin Financial Group 6000-6999 Dollar neutral order lot size control (Price). Carlin Financial Group 6000-6999 Price movement threshold for automatic order cancel (Price). Carlin Financial Group 6000-6999 Order cancel delay after un-breach (int). Carlin Financial Group 6000-6999 Un-breach duration hysteresis control(int). Carlin Financial Group 6000-6999 Routing destination for leg of spread order (char). Carlin Financial Group 6000-6999 Limit order flash time (int). Carlin Financial Group 6000-6999 Options for spread generated orders (MultipleValueString). Carlin Financial Group 6000-6999 Optional tag used to relay the IP address (in the format nnn.nnn.nnn.nnn) of the connecting counterparty for auditing purposes. Bolsa de Mercadorias & Futuros 6000-6999 Optional tag to relay counterparty OS identification (free-format string) for auditing purposes. Bolsa de Mercadorias & Futuros 6000-6999 Optional tag that relays information on the result of an application level logon process. Bolsa de Mercadorias & Futuros 6000-6999 Optional tag indicating the number of days before a user password expires. Bolsa de Mercadorias & Futuros 6000-6999 Number of referential prices (price tunnels) in the referential prices repeating group. Bolsa de Mercadorias & Futuros 6000-6999 Referential Price, i.e. the price of a tunnel. Bolsa de Mercadorias & Futuros 6000-6999 The type of the referential price (6933). For example: – Adjustment price; – Reference price; – Upper limit – operational tunnel; – Lower limit – operational tunnel; etc. Bolsa de Mercadorias & Futuros 6000-6999 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). Bolsa de Mercadorias & Futuros 6000-6999 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. Bolsa de Mercadorias & Futuros 6000-6999 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. Bolsa de Mercadorias & Futuros 6000-6999 UTCTimestamp field, containing the timestamp till which the instrument will be eligible to trade. Bolsa de Mercadorias & Futuros 6000-6999 Indicates the type of price banding (tunnel), e.g. 0 = rejection tunnel, 1 = auction tunnel, etc. Bolsa de Mercadorias & Futuros 6000-6999 String containing the news source for the News Message (e.g. “Market surveillance”, “Media department”, “RSS feed”). Bolsa de Mercadorias & Futuros 6000-6999 Indicates the maximum allowable quantity of an individual bid. Bolsa de Mercadorias & Futuros 6000-6999 Indicates the maximum allowable quantity of an individual offer. Bolsa de Mercadorias & Futuros 6000-6999 The imbalance of executed orders of a market participant, in total quantity. Bolsa de Mercadorias & Futuros 6000-6999 Number of repeating group instances of brokerage firm identifiers. Bolsa de Mercadorias & Futuros 6000-6999 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). Tradingbox Ltd 6000-6999 Indicates the number of repeating group instances containing pre-trade credit check configuration for an instrument. Bolsa de Mercadorias & Futuros 6000-6999 String field which identifies the equivalent instrument of an instrument, for example, WIN (Ibovespa index mini) or DOL (USD minis + full size contracts). Bolsa de Mercadorias & Futuros 6000-6999 NumInGroup which indicates the number of equivalent instrument trading limits configuration repeating group instances. Bolsa de Mercadorias & Futuros 6000-6999 relfects the account class type on an order Thomson Financial 6000-6999 Maximum price slippage for orders. (pips) INTERTRADE 6000-6999 Indicates the number of repeating group instances containing information on default limits for a contract in pre-trade credit checks. Bolsa de Mercadorias & Futuros 6000-6999 Settlement Text 1 required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. JPMorgan Chase 6000-6999 Additional Settle Text required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. JPMorgan Chase 6000-6999 Trailer Code 1 JPMorgan Chase 6000-6999 Trailer Code 2 JPMorgan Chase 6000-6999 Trailer Code 3 JPMorgan Chase 6000-6999 Previous day’s settlement price. B2BITS 6000-6999 Product type. B2BITS 6000-6999 Product status. B2BITS 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 This is allow order entry system to specify orders for Wofex that are not currently supported by FIX order type mix. Wofex Inc 6000-6999 A text field to indicate the subscriber ID of the Wofex ATS when user sends in an order Wofex Inc 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Merrill Lynch 6000-6999 Knight Capital Group 6000-6999 Knight Capital Group 6000-6999 Knight Capital Group 6000-6999 Knight Capital Group 6000-6999 Knight Capital Group 6000-6999 Knight Capital Group 6000-6999 Knight Capital Group 6000-6999 Knight Capital Group 6000-6999 Knight Capital Group 6000-6999 Knight Capital Group 6000-6999 Knight Capital Group 6000-6999 Knight Capital Group 6000-6999 Knight Capital Group 6000-6999 Knight Capital Group 6000-6999 Knight Capital Group 6000-6999 Knight Capital Group 6000-6999 Knight Capital Group 6000-6999 Knight Capital Group 6000-6999 Knight Capital Group 6000-6999 Must be equal to the currently remaining quantity and not the original order quantity Changepond Technologies 7000-7999 Flag denoting whether to Internalize the order (Y) or not (N). Tag not being present is assumed to be Internalize = N. Millennium 7000-7999 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 The Depository Trust Company 7000-7999 Identification number for the Agent. The Depository Trust Company 7000-7999 The Agent’s internal account number. The Depository Trust Company 7000-7999 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 The Depository Trust Company 7000-7999 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 The Depository Trust Company 7000-7999 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 The Depository Trust Company 7000-7999 Free-form text reason an institution is stepping out of an allocation. The Depository Trust Company 7000-7999 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. The Depository Trust Company 7000-7999 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 The Depository Trust Company 7000-7999 The entity who will receive or deliver on behalf of the Step-in broker-dealer. The Depository Trust Company 7000-7999 The step-in broker’s account number at the step-in clearing broker. The Depository Trust Company 7000-7999 The entity who will receive or deliver on behalf of the executing broker. The Depository Trust Company 7000-7999 The executing broker’s account number at the clearing broker. The Depository Trust Company 7000-7999 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 The Depository Trust Company 7000-7999 Fidessa 7000-7999 Fidessa 7000-7999 Type of volume reported CME Group 7000-7999 Same usage as [4.4] SecuritySubType (762) for [4.2] Tradeweb 7000-7999 Deposit CDs: Dealer’s reference to the trade being rolled or closed. Tradeweb 7000-7999 4.2: Clearing member identifier. Tradeweb 7000-7999 4.2: Clearing member identifier for a multi-leg trade. Tradeweb 7000-7999 4.2: Clearing member identifier in an allocation. Tradeweb 7000-7999 4.2: Clearing member identifier in an allocation of multileg trade. Tradeweb 7000-7999 Supplemental information about a derivative trade. Tradeweb 7000-7999 To enable enhanced Cancel Replace behavior for CBOE. Possible values 0 = OFF 1 = ON CBOE 7000-7999 Indicates that workup has ended. ICAP 7000-7999 Number of volume rules in repeating group. ICAP 7000-7999 Volume rule type. Valid values are “NORMAL” and “NIM”. ICAP 7000-7999 The last trade you’ll ever receive (for your last request anyway). ICAP 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Added this to include Position Effect for each of the Allocations in repeating TradeAllocGroup CBOE 7000-7999 This field is used to represent customer id for CBOE client identification purpose. CBOE 7000-7999 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. GL Trade 7000-7999 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. GL Trade 7000-7999 Used for GL Tactics. Valid values: 1=Ask; 2=Bid; 3=Last; 4=Mid. GL Trade 7000-7999 Used for GL Tactics. Valid value: 1=Market Limit. GL Trade 7000-7999 Used for GL Tactics. GL Trade 7000-7999 Used for GL Tactics and with Fix Tag 7053. Valid values: 1=Percentage; 2=Tick; 3=Absolute. GL Trade 7000-7999 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. GL Trade 7000-7999 Indicates the quantity already sent in case of %Volume and TWAP algos. Specific for GL Tactics. GL Trade 7000-7999 Indicates the number of waves alreday sent in case of algos %Volume and TWAP. Specific to GL Tactics. GL Trade 7000-7999 GL clearing client code type. Valid values: 1=Client; 5=House. GL Trade 7000-7999 GL Clearing destination. GL Trade 7000-7999 Flag to identify a midpoint order (specific XETRA). Valid values: 1=Yes; 2=No. GL Trade 7000-7999 Indicates the reference of the clearing message. This reference is given by the exchange GL Trade 7000-7999 Creation Date of a forward contra creation, mandatory for offset order. GL Trade 7000-7999 Reference for a forward contra creation, mandatory for offset order. GL Trade 7000-7999 Percentage of the order quantity in case of a splitted (pre)allocation type message. Used for GL OMS. GL Trade 7000-7999 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). Velocity Systems International 7000-7999 Bloomberg 7000-7999 Bloomberg 7000-7999 Bloomberg 7000-7999 Bloomberg 7000-7999 Defines the spot date in the Financial Calendar of the requesting party. Used to verify that both sides define an identical spot date. 360T 7000-7999 Defines 360T specific product type. 360T 7000-7999 Defines day count convention for Money Market requests 360T 7000-7999 Flag indicating whether a deposit request is intended to be a fiduciary investment 360T 7000-7999 360T sends this optional flag to indicate whether the market maker is in competition with others in a specific RFQ. 360T 7000-7999 360T 7000-7999 360T 7000-7999 360T 7000-7999 360T 7000-7999 360T 7000-7999 Field to map an order to the order version at a previous internal desk. Raptor Trading Systems 7000-7999 Field to tie version of orders at various desks together. Raptor Trading Systems 7000-7999 Field to show the previous sale. Raptor Trading Systems 7000-7999 To identify an execution’s system source. Raptor Trading Systems 7000-7999 To identify a capacity. Raptor Trading Systems 7000-7999 To identify a system login. Raptor Trading Systems 7000-7999 Used to associate given odd lot instrument with its associated round lot instrument. Field contains symbol of round lot instrument. ICAP 7000-7999 Used to associate an odd lot instrument with a given round lot instrument. Field contains symbol of odd lot instrument. ICAP 7000-7999 Net present value of derivative contract. Tradeweb 7000-7999 Price Tier 1 RBC 7000-7999 Price Tier 2 RBC 7000-7999 Price Tier 3 RBC 7000-7999 Price Tier 4 RBC 7000-7999 Price Tier 5 RBC 7000-7999 Participation Rate 1 RBC 7000-7999 Participation Rate 2 RBC 7000-7999 Participation Rate 3 RBC 7000-7999 Participation Rate 4 RBC 7000-7999 Participation Rate 5 RBC 7000-7999 Participation Rate 6 RBC 7000-7999 Tradeweb 7000-7999 The internal account number used by the Institution to identify the client data type: char The Depository Trust Company 7000-7999 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) The Depository Trust Company 7000-7999 Indicates the type of confirmation transaction. Valid Values: 1 = New Confirmation, 3 = Cancellation, 4 = Resubmission, 6 = Affirm/Confirm reversal The Depository Trust Company 7000-7999 Indicates whether an Advice of Correction/Cancellation has been received from the Institution. Valid Values: Y = Yes, N = No The Depository Trust Company 7000-7999 Indicates that an attempt to cancel a trade was made after an affirmation has been received. Value Values: Y = Yes, N = No The Depository Trust Company 7000-7999 Indicates whether the trade was disaffirmed by the prime broker. Valid values: Y = Yes, N= No The Depository Trust Company 7000-7999 The difference between the net amount of the trade and the net amount of the matching allocation. data type: float The Depository Trust Company 7000-7999 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 The Depository Trust Company 7000-7999 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 The Depository Trust Company 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Royalblue 7000-7999 Indicates whether the trade has been confirmed by the trader ICAP 7000-7999 100 – Contra Account (Clearing) 101 – Owner 102 – Contra Owner ICAP 7000-7999 Commission – Dollar Value for the trade ICAP 7000-7999 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 ICAP 7000-7999 Commission Adjusted Consideration ICAP 7000-7999 Commission Adjusted Price ICAP 7000-7999 Dirty price ICAP 7000-7999 TradeCaptureReport Summary at end of Work-Up or Repo Auction ICAP 7000-7999 Binary execution method applies to reported trade. ICAP 7000-7999 Consideration for financial deal ICAP 7000-7999 Specifies trade error reason ICAP 7000-7999 Sequence number of the trade ICAP 7000-7999 ETC Market ID ICAP 7000-7999 110 – Trades within the specified start and end trade sequence ICAP 7000-7999 Start Trade Sequence ICAP 7000-7999 End Trade Sequence ICAP 7000-7999 Market Id where security is traded ICAP 7000-7999 Symbol for security ICAP 7000-7999 Product grouping for security. ICAP 7000-7999 Security type specifier ICAP 7000-7999 Specifies the number of display groups sent in the repeating block of the logon message ICAP 7000-7999 Specifies the name of the display group ICAP 7000-7999 Specifies the number of TBA instrument groups sent in the repeating block of the logon message ICAP 7000-7999 Specifies the name of the TBA group. ICAP 7000-7999 Indicates the type of response sent via the Security List message ICAP 7000-7999 Specifies the Trade information identifier. This identifier can be used by the client request for resends of trade information within the trading day ICAP 7000-7999 Client specified unique identifier when requesting for past trade information ICAP 7000-7999 Number of book status entries sent in the repeating block ICAP 7000-7999 Indicates the status of the order book ICAP 7000-7999 Indicates if the work up session is in private phase or public phase ICAP 7000-7999 Indicates to which side the BookStatus field is applicable ICAP 7000-7999 Specifies the owner of the work up private phase ICAP 7000-7999 Indicates the price update type ICAP 7000-7999 Specifies the action to be taken on the symbol provided 0 = Add 1 = Change 2 = Remove ICAP 7000-7999 Specifies the new rank of the security ICAP 7000-7999 Specifies the previous rank of the security ICAP 7000-7999 Indicates if the TBA instrument is back month or front month ICAP 7000-7999 Indicates the trade information history data is included in message ICAP 7000-7999 = 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) ICAP 7000-7999 = 100 – Display group names = 101 – TBA group names = 102 – Display group content = 103 – TBA group content ICAP 7000-7999 Account of the Sell Side of a Cross. Used to support message translation between FIX-STAMP for Canadian Equities. Integrated Transaction Systems Ltd 7000-7999 Account Type of the Order. Used to support message translation between FIX-STAMP for Canadian Equities. Integrated Transaction Systems Ltd 7000-7999 Account Type of the Sell Side of a Cross Message. Used to support message translation between FIX-STAMP for Canadian Equities. Integrated Transaction Systems Ltd 7000-7999 Designates order as part of a program trade. Used to support message translation between FIX-STAMP for Canadian Equities. Integrated Transaction Systems Ltd 7000-7999 Designates order as part of a basket trade. Used to support message translation between FIX-STAMP for Canadian Equities. Integrated Transaction Systems Ltd 7000-7999 Designates order as an Internal Cross. Used to support message translation between FIX-STAMP for Canadian Equities. Integrated Transaction Systems Ltd 7000-7999 OrderID of the Sell Side of a Cross. Used to support message translation between FIX-STAMP for Canadian Equities. Integrated Transaction Systems Ltd 7000-7999 Defines if order is eligble as a MGF Candidate. Used to support message translation between FIX-STAMP for Canadian Equities. Integrated Transaction Systems Ltd 7000-7999 Designates order as a Jitney. Used to support message translation between FIX-STAMP for Canadian Equities. Integrated Transaction Systems Ltd 7000-7999 Designates order as being Short Exempt. Used to support message translation between FIX-STAMP for Canadian Equities. Integrated Transaction Systems Ltd 7000-7999 Canadian Exchange ID of the order. Used to support message translation between FIX-STAMP for Canadian Equities. Integrated Transaction Systems Ltd 7000-7999 User Message ID of the message. Used to support message translation between FIX-STAMP for Canadian Equities. Integrated Transaction Systems Ltd 7000-7999 Order is marked as Anonymous. Used to support message translation between FIX-STAMP for Canadian Equities. Integrated Transaction Systems Ltd 7000-7999 Order RegulationID. Used to support message translation between FIX-STAMP for Canadian Equities. Integrated Transaction Systems Ltd 7000-7999 RegulationID of the Sell Side for a Cross message. Used to support message translation between FIX-STAMP for Canadian Equities. Integrated Transaction Systems Ltd 7000-7999 Reason for reject of order transfer request ICAP 7000-7999 Hidden size in market data update and snapshot ICAP 7000-7999 Indicates gateways that provide market data for given display group ICAP 7000-7999 Number of price formats for given security ICAP 7000-7999 Price formats applicable to security ICAP 7000-7999 Assigned the PortfolioName to an order. Used to support message translation between FIX-STAMP for Canadian Equities. Integrated Transaction Systems Ltd 7000-7999 Provides the required Settlement Terms for the order. Used to support message translation between FIX-STAMP for Canadian Equities. Integrated Transaction Systems Ltd 7000-7999 SpecialTerms ItemNumber to allow trading against Special Terms market. Used to support message translation between FIX-STAMP for Canadian Equities. Integrated Transaction Systems Ltd 7000-7999 Knight Capital Group 7000-7999 Knight Capital Group 7000-7999 Type: integer in [1, n] Used in Streaming Quotes Knight Capital Group 7000-7999 Knight Capital Group 7000-7999 Knight Capital Group 7000-7999 Knight Capital Group 7000-7999 Knight Capital Group 7000-7999 Knight Capital Group 7000-7999 Knight Capital Group 7000-7999 Knight Capital Group 7000-7999 Knight Capital Group 7000-7999 Knight Capital Group 7000-7999 Knight Capital Group 7000-7999 Knight Capital Group 7000-7999 Knight Capital Group 7000-7999 Knight Capital Group 7000-7999 Knight Capital Group 7000-7999 Knight Capital Group 7000-7999 Knight Capital Group 7000-7999 Knight Capital Group 7000-7999 Knight Capital Group 7000-7999 Knight Capital Group 7000-7999 Knight Capital Group 7000-7999 Knight Capital Group 7000-7999 Knight Capital Group 7000-7999 Knight Capital Group 7000-7999 Knight Capital Group 7000-7999 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 Standard Chartered 7000-7999 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. Standard Chartered 7000-7999 The minimum bid amount for this leg (used in multileg quotes). cf tag 647 MinBidSize Standard Chartered 7000-7999 The maximum bid amount for this leg (used in multileg quotes). cf tag 134 BidSize Standard Chartered 7000-7999 The minimum offer amount for this leg (used in multileg quotes) cf tag 648 MinOfferSize Standard Chartered 7000-7999 The maximum offer amount for this leg (used in multileg quotes) cf tag 135 OfferSize Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Standard Chartered 7000-7999 Indicates if the order is a managed order or a leave order ICAP 7000-7999 Unique identifier for a quote status report generated by the system ICAP 7000-7999 Allows the client to submit inactive orders and to inactivate/activate live orders. ICAP 7000-7999 Specifies the On The Follow quantity for managed orders. ICAP 7000-7999 Enable or disable ADOSA qualifier. ICAP 7000-7999 Enable or disable PROSA qualifier ICAP 7000-7999 Enable Fill and Follow qualifier. ICAP 7000-7999 Specifies the unique identifier assigned by the server to a transfer request ICAP 7000-7999 Allows client to request, accept or reject the order transfer ICAP 7000-7999 Client can specify the reason for the order transfer ICAP 7000-7999 Used to specify the quoted value for discount rate traded instruments ICAP 7000-7999 Specifies the executed price ICAP 7000-7999 Specifies the executed yield ICAP 7000-7999 States the executed quantity during a single work up session. Reset to zero on work up termination ICAP 7000-7999 States the quantity allocated for orders that are if/when cleared. ICAP 7000-7999 States the private ublic phase of the NIM session ICAP 7000-7999 Indicates if the transfer was initiated or if the transfer time has expired ICAP 7000-7999 = 100 – Hit/Lift = 101 – Pass (Reject) Enumeration allows the NIM initiator to accept or reject the counter NIM ICAP 7000-7999 = 100 – Counter = 101 – Pass (Reject) Enumeration is used to inform the NIM participant the NIM was countered ICAP 7000-7999 = 100 – Cancel all own orders = 101 – Cancel all firm’s orders Enumeration allows the client to cancel all own or all firm orders ICAP 7000-7999 = 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 ICAP 7000-7999 = 101 – Owner Identifies the actual investor/owner of the order = 102 = Contra Owner Identifies the target owner in the order transfer request message ICAP 7000-7999 Original unique identifier assigned to a trade by the matching system. ICAP 7000-7999 Result of Trade Capture Report sent to the client ICAP 7000-7999 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 Computershare 7000-7999 Required for Euro-Millennium pegged order. Valid values:- B – Best Bid O – Best Offer L – Last Sell M – BBO Mid-Point NYFIX Euro-Millennium 7000-7999 Bank of America 7000-7999 Bank of America 7000-7999 Bank of America 7000-7999 Bank of America 7000-7999 Bank of America 7000-7999 Bank of America 7000-7999 Bank of America 7000-7999 Bank of America 7000-7999 Bank of America 7000-7999 Bank of America 7000-7999 Bank of America 7000-7999 Bank of America 7000-7999 Bank of America 7000-7999 Bank of America 7000-7999 Bank of America 7000-7999 Bank of America 7000-7999 Bank of America 7000-7999 Bank of America 7000-7999 Bank of America 7000-7999 Bank of America 7000-7999 Represents the office code Unknown 7000-7999 Trading System Id used for identifying the trading system. Unknown 7000-7999 Used to specify PositionId for APEX trading system Unknown 7000-7999 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. Omgeo 7000-7999 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. Omgeo 7000-7999 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) Omgeo 7000-7999 This is a flag to indicate the presence of one or multiple error parameter(s). This flag is specific for the Block trade. Omgeo 7000-7999 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. Omgeo 7000-7999 Flag/Indicator which indicates that the client would be submitting an omnibus allocation for the given block trade. Omgeo 7000-7999 This is the common Pool Reference Number which links the Omnibus allocation with its dependents. Omgeo 7000-7999 This corresponds to the Total Number of Settlement Instructions for a specific Omnibus Allocation. This field corresponds to the SWIFT TOSE code. Omgeo 7000-7999 This corresponds to the Current Settlement Instruction Number for a Dependent/Omnibus Allocation. This field corresponds to the SWIFT SETT code. Omgeo 7000-7999 Flag/Indicator (Y – only) which specifies whether a given allocation was eligible for Block Settlement. Omgeo 7000-7999 Incremental order quantity of a NIM-enabled security ICAP 7000-7999 Minimum order quantity of a NIM-enabled security ICAP 7000-7999 Number of days accrued Tradeweb 7000-7999 Full name of the issuer Tradeweb 7000-7999 Tradeweb 7000-7999 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. Omgeo 7000-7999 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. Omgeo 7000-7999 Omgeo CTM FIX Interface specific field. This field would give the detailed value for an ErrorParameter of Type=Value for a Block trade. Omgeo 7000-7999 Omgeo CTM FIX Interface specific field. This field would give the detailed value for an ErrorParameter of Type=Value for an Allocation/Confirmation trade. Omgeo 7000-7999 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. Omgeo 7000-7999 Omgeo CTM FIX Interface specific field. This field defines the Initial Margin Type. Omgeo 7000-7999 Omgeo CTM FIX Interface specific field. This field indicates the Initial Margin Amount. Omgeo 7000-7999 Omgeo CTM FIX Interface specific field. This field denotes the Number of OmgeoSecurityTypeGroup. Omgeo 7000-7999 Omgeo CTM FIX Interface specific field. This field is used to denote the SecurityTypeGroup (Asset Class). Omgeo 7000-7999 Omgeo CTM FIX Interface specific field. Used to denote the Price type. Possible values are: AVER – Average, EXEC – Execution. Omgeo 7000-7999 Number of repeating groups of Charge or Tax types at the Block level. Omgeo 7000-7999 Field identifying the Block level Charge or Tax type. Omgeo 7000-7999 Currency associated with the Block level Charge or Tax type. Omgeo 7000-7999 Amount associated with the Block level Charge or Tax type. Omgeo 7000-7999 Amount of MarkUp/MarkDown Omgeo 7000-7999 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 Omgeo 7000-7999 Number of repeating groups of Regulatory Membership. Omgeo 7000-7999 Enumeration for Regulatory Memberships: 1=SIPC, 2=FINRA. Omgeo 7000-7999 Number of repeating groups of 10b-10 Disclosure Statement. Omgeo 7000-7999 Enumeration for 10b-10 Disclosure Statement : 1 = Other Remuneration, 2 = Odd Lot, 3 = Order Flow, 4 = Redemption, 5 = Asset backed. Omgeo 7000-7999 Indicator (Y/N) for certain Disclosures namely Other Remuneration, Odd Lot Differential and Asset Backed. Omgeo 7000-7999 10b-10 field to capture the Disclosure/Disclaimer statement. Omgeo 7000-7999 Broker Capacity on a trade. Omgeo 7000-7999 FIX Tag which was cause of error at the Block level. Omgeo 7000-7999 FIX Tag which was cause of error at the confirm level. Omgeo 7000-7999 The ALERT Settlement Model Name used for ALERT settlement instruction lookup. Omgeo 7000-7999 Indicator to get more records when querying. Valid Values: Y/N. Omgeo 7000-7999 Used for querying to get all details from last time the query was executed. Omgeo 7000-7999 Indicates in the query response if there are additional records when querying. Valid Values: Y/N. Omgeo 7000-7999 Used to indicate on a query response all records retrieved till a certain time when the response was returned. Omgeo 7000-7999 Indicates the version number of a Block trade. Omgeo 7000-7999 Indicates the version number of a Confirm Trade. Omgeo 7000-7999 ISITC Reject Reason Code while rejecting a Block trade. Omgeo 7000-7999 DateTime at which the Block trade is rejected. Omgeo 7000-7999 ISITC Reject Reason Code while rejecting a Confirm trade. Omgeo 7000-7999 DateTime at which the Confirmation trade is rejected. Omgeo 7000-7999 Severity of the Asynchronous Error for the Broker’s Block trade. Valid values are: INFO, WARN and FATL. Omgeo 7000-7999 Status of Asynchronous Error for the Broker’s Block. Valid values are: OPEN (Open) and CLSD (Closed). Omgeo 7000-7999 Severity of the Asynchronous Error for the Broker’s Confirmation trade. Valid values are: INFO, WARN and FATL. Omgeo 7000-7999 Status of Asynchronous Error for the Broker’s Confirmation trade. Valid values are: OPEN (Open) and CLSD (Closed). Omgeo 7000-7999 Number of repeating groups of Block level Field Comparisons. Omgeo 7000-7999 Investment Manager’s value of the Block level L2 Matching field. Omgeo 7000-7999 Match status of the Block level L2 matching field. Omgeo 7000-7999 Match status of the Block level L2 matching field. Omgeo 7000-7999 Investment Manager set matching rule of the Block level L2 matching field. Omgeo 7000-7999 Investment Manager’s value of the Allocation level L2 matching field. Omgeo 7000-7999 Executing Broker’s value of the Confirmation level L2 Matching field. Omgeo 7000-7999 Match status of the Confirmation level L2 Matching field. Omgeo 7000-7999 Investment Manager set matching rule of the Allocation/Confirmation level L2 Matching field. Omgeo 7000-7999 Match Status of the Confirmation/Allocation trade. Omgeo 7000-7999 Number of repeating groups of Confirmation level Field Comparisons. Omgeo 7000-7999 Omgeo CTM assigned Counterparty Tradeside ID. Omgeo 7000-7999 Omgeo CTM FIX interface specific field. This would have any Reject Reason Text at the Block level. Omgeo 7000-7999 Omgeo CTM FIX interface specific field. This would have any Reject Reason Text at the Confirmation level. Omgeo 7000-7999 Omgeo CTM FIX interface specific field. This would have any Cancel Reason Text at the Confirmation level. Omgeo 7000-7999 Omgeo CTM FIX interface specific field. Omgeo Commission Reason Code at the Confirmation level. Omgeo 7000-7999 Omgeo CTM FIX interface specific field. Omgeo Commission type at the Confirmation level. Omgeo 7000-7999 Omgeo CTM FIX Interface specific field. Used to denote the Trade agreement method. Possible values: ELEC – electronic, VOIC – voice. Omgeo 7000-7999 Omgeo CTM FIX Interface specific field. Used in the query message to query for ALL asset classes (Security Type Groups). Value: Boolean – Y/N Omgeo 7000-7999 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. Omgeo 7000-7999 hh:mm Citigroup 7000-7999 hh:mm Citigroup 7000-7999 0-100 (max 2dp) Citigroup 7000-7999 0-100 (max 2dp) Citigroup 7000-7999 0-100 (max 2dp) Citigroup 7000-7999 (Char) – valid product code Citigroup 7000-7999 0-100 (max 2dp) Citigroup 7000-7999 0-100 (max 2dp) Citigroup 7000-7999 0-100 (max 2dp) Citigroup 7000-7999 char Citigroup 7000-7999 int Citigroup 7000-7999 char – valid product code Citigroup 7000-7999 Int>=0 Citigroup 7000-7999 Int Citigroup 7000-7999 Tradeweb 7000-7999 0-100 (max 2dp Citigroup 7000-7999 char – valid product code Citigroup 7000-7999 0-100 (max 2dp) Citigroup 7000-7999 Integer 15-510 Citigroup 7000-7999 Integer 1-102 Citigroup 7000-7999 char – valid product code Citigroup 7000-7999 Integer 0-100 Citigroup 7000-7999 char, valid product code Citigroup 7000-7999 char, valid product code Citigroup 7000-7999 . Citigroup 7000-7999 . Citigroup 7000-7999 . Citigroup 7000-7999 . Citigroup 7000-7999 . Citigroup 7000-7999 . Citigroup 7000-7999 . Citigroup 7000-7999 as per spec Citigroup 7000-7999 As per Spec Citigroup 7000-7999 As per Spec Citigroup 7000-7999 Indicates negotiate in the middle is enabled for security ICAP 7000-7999 Options Citigroup 7000-7999 Support correct ranking of leg instruments within a synthetic. ICAP 7000-7999 Tradeweb Base CPI @ Issuance – normally associated with TRSY TIPS. Tradeweb 7000-7999 Tradeweb 7000-7999 String with value within : “L”=light “D”=dark “M”=midpoint Credit Agricole Cheuvreux 7000-7999 Cross Price Improvement Citigroup 7000-7999 Cross Price Improvement Min Quantity Citigroup 7000-7999 Cross Price Impovement Max Quantity Citigroup 7000-7999 Four character posting action code for the first 4 strategy legs NYSE Euronext 7000-7999 7444 Reserved Angel Networks 7000-7999 7445 Reserved Angel Networks 7000-7999 Tradeweb 7000-7999 Tradeweb 7000-7999 Tradeweb 7000-7999 Tradeweb 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Tradeweb 7000-7999 Tradeweb 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Defines the value in OtherLegSecurityID (602) NYSE Euronext 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 Citigroup 7000-7999 $ % Citigroup 7000-7999 Min% LQFI Citigroup 7000-7999 Dagger Trading Style Citigroup 7000-7999 Citigroup 7000-7999 Enables agress-on-locked-market order feature ICAP 7000-7999 2 Characters – Identifies originating system where transaction was captured. (ex. “BA” = Block Allocation System) Paine Webber 7000-7999 Net Trade Indicator = whether correspondent rincipal firm wants processed as Net Trade – 1 char – Yes/No (y/n) Paine Webber 7000-7999 Markup/Markdown – Numeric – Format: +/- 12345.4321 Paine Webber 7000-7999 Sales Credit (Numeric) +/- 12345.1234 Paine Webber 7000-7999 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. RBC 7000-7999 Omgeo specific Block level field which would define the Workflow Type of the Block trade as been determined by CTM. Omgeo 7000-7999 Omgeo specific Allocation/Confirmation level field which would define the Workflow Type of that Allocation/Confirmation as been determined by CTM. Omgeo 7000-7999 Omgeo specific field which would define the Workflow Modifier of the Block trade as been determined by CTM. Omgeo 7000-7999 Omgeo specific field which would define the Workflow Modifier of the Allocation/Confirmation trade as determined by CTM. Omgeo 7000-7999 This would specify the Number of OmgeoTLWorkflowModifier which could be present within this NumInGroup field Omgeo 7000-7999 This would specify the Number of OmgeoTDWorkflowModifier which could be present within this NumInGroup field Omgeo 7000-7999 This field would hold the entire SSI provided by Investment Manager or Executing Broker if 9048 or 7512=MANI Omgeo 7000-7999 Indicates the source of Counterparty Settlement Instructions. Valid values: MANI = Manual entry ALRT = ALERT database Omgeo 7000-7999 Omgeo specific field used for Counterparty ALERT SSI lookup. Omgeo 7000-7999 Omgeo specific field used for Counterparty ALERT SSI lookup. Omgeo 7000-7999 Omgeo specific field used for Counterparty ALERT SSI lookup. Omgeo 7000-7999 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. Omgeo 7000-7999 Omgeo defined TradeTime types. Omgeo 7000-7999 Omgeo defined Timezone Indicator. Omgeo 7000-7999 Omgeo specific field which would specify the number of OmgeoTLWorkflowType. Omgeo 7000-7999 Omgeo CTM FIX Interface specific field. Denotes the Field Type – i.e. L1 (Pairing) or L2 (Matching) for a Block trade. Omgeo 7000-7999 Omgeo CTM FIX Interface specific field. Denotes the Field Type – i.e. L1 (Pairing) or L2 (Matching) for a Allocation/Confirmation trade. Omgeo 7000-7999 Omgeo CTM FIX Interface specific field. Denotes L1/L2 Field Name for a Block trade. Omgeo 7000-7999 Omgeo CTM FIX Interface specific field. Denotes L1/L2 Field Name for an Allocation/Confirmation trade. Omgeo 7000-7999 Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule description for a Block trade. Omgeo 7000-7999 Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule description for an Allocation/Confirmation trade. Omgeo 7000-7999 Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule for a Block trade. Omgeo 7000-7999 Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule for an Allocation/Confirmation trade. Omgeo 7000-7999 Name of benchmark curve – FIX 4.2 Tradeweb 7000-7999 [4.2] To describe TW derivative (option/future) settlement or delivery type: P = Physical C = Cash Tradeweb 7000-7999 Defines the type of order sender, i.e., Customer, Firm, Market Maker, etc. Harts and Company 7000-7999 Defines whether the price specified is a fixed amount or a percentage of another security Harts and Company 7000-7999 A=AM Settlement P=PM Settlement Harts and Company 7000-7999 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. Standard Chartered 7000-7999 Complex option strategy type definitions, i.e., Call Spread, Straddle, Strangle, etc. Harts and Company 7000-7999 Ratio for an option leg Harts and Company 7000-7999 Attribute of RefHedgePrice field Harts and Company 7000-7999 Reference or Hedge Price (see tag 7536) Harts and Company 7000-7999 -1.0 to +1.0 Harts and Company 7000-7999 N=False, Y=True Harts and Company 7000-7999 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. Parity Energy Inc 7000-7999 360T 7000-7999 360T 7000-7999 360T 7000-7999 360T 7000-7999 360T 7000-7999 360T 7000-7999 360T 7000-7999 360T 7000-7999 360T 7000-7999 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”) Cinnober Financial Technology AB 7000-7999 The version of a trade report Cinnober Financial Technology AB 7000-7999 The time the trade report was/will be made public Cinnober Financial Technology AB 7000-7999 If TRUE (Y), the trade report will be published immediately, if FALSE (N), the system evaluates if the trade should be delayed Cinnober Financial Technology AB 7000-7999 Trade sequence number Cinnober Financial Technology AB 7000-7999 Trade sequence number series Cinnober Financial Technology AB 7000-7999 Reference to the Trade Report System of the previous version of the trade. Cinnober Financial Technology AB 7000-7999 Indicates whether this instrument is a “liquid share” or not. Cinnober Financial Technology AB 7000-7999 The ICB code for the sector that this share belongs to Cinnober Financial Technology AB 7000-7999 1 = DMA 2 = Cash 3 = Proprietary 4 = Client interaction Cinnober Financial Technology AB 7000-7999 E = End of day O = Other Cinnober Financial Technology AB 7000-7999 Contributor’s internal quote reference ID. Cinnober Financial Technology AB 7000-7999 Contributor’s internal trade reference ID. Cinnober Financial Technology AB 7000-7999 Number of warning reasons. Cinnober Financial Technology AB 7000-7999 Trade report warning reasons Cinnober Financial Technology AB 7000-7999 Number of trade sequence number series. Cinnober Financial Technology AB 7000-7999 Offset to the local time compared to UTC. E.g. -5 is Eastern time. Cinnober Financial Technology AB 7000-7999 Indicates if the price differs from the market price Cinnober Financial Technology AB 7000-7999 Reason why price differs from market price: D = Market Condition N = Negotiated Trade A = Amended trade C = Cancelled Trade Cinnober Financial Technology AB 7000-7999 The system which has published the report. Cinnober Financial Technology AB 7000-7999 The time the trade report will be published. Cinnober Financial Technology AB 7000-7999 The MiFID “average value of turnover” of the instrument. Cinnober Financial Technology AB 7000-7999 The currency in which the AVT is expressed Cinnober Financial Technology AB 7000-7999 The MiFID “average daily turnover” of the instrument Cinnober Financial Technology AB 7000-7999 The currency in which the ADT is expressed Cinnober Financial Technology AB 7000-7999 The MiFID “standard market size” of the instrument Cinnober Financial Technology AB 7000-7999 The request ID in a SI Liquid Shares message. Cinnober Financial Technology AB 7000-7999 0 = accepted 1 = rejected Cinnober Financial Technology AB 7000-7999 Reason for reject Cinnober Financial Technology AB 7000-7999 The request ID for suspend quoting. Cinnober Financial Technology AB 7000-7999 0 = Request accepted 1 = Request rejected Cinnober Financial Technology AB 7000-7999 Reason for reject Cinnober Financial Technology AB 7000-7999 Number of quotable currencies for an instrument. Cinnober Financial Technology AB 7000-7999 The timestamp when quotes where cleared in BOAT. Cinnober Financial Technology AB 7000-7999 The trade report system of a trade report. Cinnober Financial Technology AB 7000-7999 The version of the previous trade report. Cinnober Financial Technology AB 7000-7999 Number of quotable instruments. Cinnober Financial Technology AB 7000-7999 Indicates if the trade is a Client Trade, i.e. eligible for delay. Cinnober Financial Technology AB 7000-7999 ID of a Quotable Instrument Status request. Cinnober Financial Technology AB 7000-7999 Reason for reject. 1 = Duplicate request ID 2 = Insufficient permissions 94 = Not allowed on current state 98 = Service not available 99 = Other Cinnober Financial Technology AB 7000-7999 The timestamp when the trade was received by BOAT. Cinnober Financial Technology AB 7000-7999 The latest timestamp when the security is valid. Cinnober Financial Technology AB 7000-7999 Timestamp of Security Change. Cinnober Financial Technology AB 7000-7999 The earliest timestamp when the security is valid. Cinnober Financial Technology AB 7000-7999 The liquidity level of the instrument. Cinnober Financial Technology AB 7000-7999 The number of shares issued. Cinnober Financial Technology AB 7000-7999 Indicates if the trade price and trade quantity have been reviewed. Cinnober Financial Technology AB 7000-7999 Indicates if the trade is queried, for example price or qty Cinnober Financial Technology AB 7000-7999 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. Cinnober Financial Technology AB 7000-7999 Unique system specific trade indentifier. Returned in Trade Capture Report Ack (Message type = “AR”) when the trade report is accepted. Cinnober Financial Technology AB 7000-7999 This is a required field! Weeden & Co 7000-7999 Indicate value. Weeden & Co 7000-7999 GMT, FIX standard format — missing means start immediately. Weeden & Co 7000-7999 GMT, FIX standard format — missing means trade to market close. Weeden & Co 7000-7999 Y or N — missing means N. Weeden & Co 7000-7999 missing is the same as zero. Weeden & Co 7000-7999 this tag is ignored if value is missing or zero. Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 Weeden & Co 7000-7999 This field contains the institutional ID (length is 7 characters). GL Trade 7000-7999 This field contains the ID of the trader group. GL Trade 7000-7999 This field indicates the settlement account type. Valid values: 1=Standing; 2=House; 3=Client. GL Trade 7000-7999 Currently all London Stock Exchange instruments are applicable to a single settlement venue. GL Trade 7000-7999 This field indicates the Member code counterpart. For a cross order the possible values are: INTRAFIRM or NONMEMBER. GL Trade 7000-7999 This field indicates the code of the mandator. GL Trade 7000-7999 This field contains the public order code (i.e. the order code for the displayed quantity). GL Trade 7000-7999 Indicates the counterpart of the last trade. GL Trade 7000-7999 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). GL Trade 7000-7999 In case the order type is soft-limit, this field indicates the internal limit. GL Trade 7000-7999 This field indicates the User Dealer (set in GL OMS) GL Trade 7000-7999 This field indicates the User Sales (set in GL OMS) GL Trade 7000-7999 Original Client ID of the order before amendment of Client ID GL Trade 7000-7999 Previous quantity of the order before amendment (used for GL OMS) GL Trade 7000-7999 Previous price of the order before amendment(used for GL OMS) GL Trade 7000-7999 Floor quantity of the day. Used for GL SOM to indicate the executed quantity for client order, at the end of the day. GL Trade 7000-7999 Allocation ExecID used in Account Repeating Group (to link with Exec repeating Group) GL Trade 7000-7999 Used for GL SOM. Sum of all (MatchedQty*RevisedPrice) GL Trade 7000-7999 Average Revised Price (Used for GL SOM) GL Trade 7000-7999 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. GL Trade 7000-7999 Total cost of the day set by GL SOM for EDA orders. GL Trade 7000-7999 Average Price of the day set by GL SOM (for EDA orders) GL Trade 7000-7999 This field indicates the rate between the currency used for the trade and the currency used by the counterpart GL Trade 7000-7999 Used to indicate a complementary information about the settlement GL Trade 7000-7999 Used for Jakarta Stock Exchange (required for Off-exchange) GL Trade 7000-7999 Suspension Indicator GL Trade 7000-7999 Percentage Variation GL Trade 7000-7999 Indicates the period where the block can be traded.Valid values: 1=No; 1=Trading Hours; 2=After Hours; 3= Trading and After Hours. GL Trade 7000-7999 Indicates the maximum number contracts affected for an executed (used for XETRA best quote) GL Trade 7000-7999 Indicates the price delta relative to current market best price. Specific to XETRA market (best quote) GL Trade 7000-7999 Indicates the client capacity. Valid values: 1=Agent; 2=Principal; 3=Riksless principal; 4=Individual; 5=Member agent. GL Trade 7000-7999 GL Sub Client Code Type (for clearing). Valid values: 1=Liquidity; 2=Specialist; 3=None; 4=Insider; 5=Shareholder. GL Trade 7000-7999 GL client account ID (for clearing) GL Trade 7000-7999 Client sub-account (for clearing) GL Trade 7000-7999 GL Covered Indicator. Valid values: 1=Covered; 2=Uncovered. GL Trade 7000-7999 Indicate a local reference ID. GL Trade 7000-7999 GL Share Group ID (for clearing) GL Trade 7000-7999 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. GL Trade 7000-7999 Only the orders with the same “Netting” letter will be amalgamated. This field allows differentiating all alphanumerical characters used. GL Trade 7000-7999 Group of PorfolioID. Specific Kuwait Stock Exchange for back office. GL Trade 7000-7999 Date the quote was initiated by quote originator MarketAxess 7000-7999 Time quote was entered by orginator MarketAxess 7000-7999 The Market Segment allows the requester to set the Market Segment that will be sent in a Mass Quote Response MarketAxess 7000-7999 Defines the client type. Valid values: 1 Market Maker; 2 Eligible counterparty; 3 Investment Firms; 4 Retail. GL Trade 7000-7999 Contains the GL GLID of execution market GL Trade 7000-7999 Indicates the member’s own account to the end-client. GL Trade 7000-7999 Repeating Group Index for GL SPAN message GL Trade 7000-7999 Risk level for the underlying symbol. (specific to GL SPAN message) GL Trade 7000-7999 Initial deposit value (specific to GL SPAN message) GL Trade 7000-7999 Smart Order Router (SOR) order identifier. TSX Group 7000-7999 Smart Order Router (SOR) order identifier. TSX Group 7000-7999 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 TSX Group 7000-7999 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 TSX Group 7000-7999 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). TSX Group 7000-7999 The contra private order number that would have matched with the order, if not prevented by the no-trade feature. TSX Group 7000-7999 The number of shares that would have matched, if not prevented by the no-trade feature. TSX Group 7000-7999 The price the match would have occurred at, if not prevented by the no-trade feature. TSX Group 7000-7999 TSX Group 7000-7999 To assign the maximum buy participation volume for a symbol. TSX Group 7000-7999 To assign the maximum sell participation volume for a symbol. TSX Group 7000-7999 The remaining buy participation volume for a symbol. TSX Group 7000-7999 The remaining sell participation volume for a symbol. TSX Group 7000-7999 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 TSX Group 7000-7999 The time the quote changed on the ATS. TSX Group 7000-7999 The time the ABBO provider generated the quote. TSX Group 7000-7999 Indicates the order is completely undisplayed. Y = Yes N = No (default) TSX Group 7000-7999 Indicates that the order was cancelled because of Cancel on Disconnect (COD). TSX Group 7000-7999 The remaining available volume that the equities specialist may increase their MGF volume by. TSX Group 7000-7999 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 TSX Group 7000-7999 TSX Group 7000-7999 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 TSX Group 7000-7999 Indicates the type of priority used to match the order in a trade. Valid values: 1 = Indicates match was because of Broker Preferencing TSX Group 7000-7999 Indicates if the trade is a Self Trade. Self Trades are suppressed on the public feed. Valid values: Y = Yes N = No TSX Group 7000-7999 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 TSX Group 7000-7999 Identifies the order as a LongLife eligible order. Valid values: Y = Yes N = No (default) TSX Group 7000-7999 The portion of traded volume attributed to the undisclosed volume of an Iceberg order. TSX Group 7000-7999 A free-form, pass-through tag provided for use by POs. TSX Group 7000-7999 Instructions to the Exchange when the order price exceeds TSX Marketplace threshold price band limits. Valid values: 0 = Kill Order (default) 1 = Reprice TSX Group 7000-7999 Instructions to the Exchange to identify certain order types. Valid values: CO = Closing Offset TSX Group 7000-7999 Boolean Indicates whether or not the cross is allowed. Valid values: Y = OK to cross N = No cross (cross is forbidden) Credit Agricole Cheuvreux 7000-7999 Contra amount of the leg Bank of America 7000-7999 Indicates the account of the person who initiates the order. GL Trade 7000-7999 Indicates the UserId set in GLSOM to identify the FIX Client. GL Trade 7000-7999 Defines the quantity below which the price modification will be triggered. Specific to algos %Volume and WithATick when running with GL Tactics. GL Trade 7000-7999 Defines the date and time at which the order must be sent to the exchange. Specific to tactic Unreleased when running with GL Tactics. GL Trade 7000-7999 Defines the Work Maximum Limit Price (specific to algos PEG + Linked Peg for GL Tactics) GL Trade 7000-7999 Defines the Work Price (specific to algo Linked Peg for GL Tactics) GL Trade 7000-7999 Defines the date and time of the last wave. Specific to algo TWAP(native) when running with GL Tactics. GL Trade 7000-7999 Used with GL algo %Volume, this field indicates the volume at the beginning. GL Trade 7000-7999 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 Lehman Brothers 7000-7999 0=Percentage 1=Quantity Lehman Brothers 7000-7999 Number of SyntheticType, SyntheticQty, and SyntheticBroker entries Lehman Brothers 7000-7999 0=CFD 1=Swap 2=Give Up Lehman Brothers 7000-7999 A percentage or quantity of the order’s quantity, as defined by SyntheticQtyType, that represents the associated SyntheticType Lehman Brothers 7000-7999 Value representing the broker Lehman Brothers 7000-7999 Contains the symbol used to trigger the order (specific Linked Peg for GL Tactics) GL Trade 7000-7999 Contains the ID Source used to trigger the order (specific Linked Peg for GL Tactics) GL Trade 7000-7999 Contains the Security ID Source used to trigger the order (specific Linked Peg for GL Tactics) GL Trade 7000-7999 Remaining payment due on any contract (specific to KMEFIC) GL Trade 7000-7999 Limit price in % value terms Lehman Brothers 7000-7999 Added to the custom repeating group “NoDealers” (9690) for dealer responses assigning a numeric rank to a dealer quote. MarketAxess 7000-7999 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 MarketAxess 7000-7999 The time when application received request Deutsche Bank 7000-7999 The time when application sent request Deutsche Bank 7000-7999 The time when application received response Deutsche Bank 7000-7999 The time when application sent response Deutsche Bank 7000-7999 It points that OrderQty is relative value (LeavesQty = LeavesQty – OrderQty). Deutsche Bank 7000-7999 TW Derivative Trade Type (Option/Future) 1 = Listed 2 = Flex 3 = Bilateral Tradeweb 7000-7999 Option Delta Transfer1 = Delta Work 2 = Delta Exchange 3 = Risk Tradeweb 7000-7999 Locked quantity BATS Trading 7000-7999 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 BATS Trading 7000-7999 The Central Counterparty. BATS Trading 7000-7999 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 NYSE Euronext 7000-7999 For basis trades only. Free text field that provides a identifying reference for the cash leg NYSE Euronext 7000-7999 For Basis and Against Actual trades only. Underlying cash leg price NYSE Euronext 7000-7999 The Volga of an Option Deutsche Bank 7000-7999 Bloomberg recognized exchange code. This is a 2 character, alpha code. Bloomberg 7000-7999 Bloomberg recognized exchange code. 2 character alpha code. Bloomberg 7000-7999 Used for fix-to-fix processing. No internal updates along the way. Strictly endpoint processing. Used to bypass local database updates. Bloomberg 7000-7999 Object Trading 7000-7999 Object Trading 7000-7999 Object Trading 7000-7999 Object Trading 7000-7999 Object Trading 7000-7999 Object Trading 7000-7999 Object Trading 7000-7999 Object Trading 7000-7999 Object Trading 7000-7999 Object Trading 7000-7999 Object Trading 7000-7999 Object Trading 7000-7999 Object Trading 7000-7999 Object Trading 7000-7999 Object Trading 7000-7999 Object Trading 7000-7999 Object Trading 7000-7999 . Object Trading 7000-7999 Object Trading 7000-7999 Object Trading 7000-7999 Algo reserved Deutsche Bank 7000-7999 Identifies Portfolio Trading flow (String) JPMorgan Chase 7000-7999 Group Identifier for Parent/Child orders(String) JPMorgan Chase 7000-7999 Indicates whether a strategy should be applied to a Program (String) JPMorgan Chase 7000-7999 Algo reserved – APAC Product Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved – Would Criteria Deutsche Bank 7000-7999 Algo reserved – Perf Variation Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 Algo reserved – SOR Deutsche Bank 7000-7999 Algo reserved – SOR Deutsche Bank 7000-7999 Algo reserved – SOR Deutsche Bank 7000-7999 Algo reserved – SOR Deutsche Bank 7000-7999 Algo reserved Deutsche Bank 7000-7999 1 – Normal Order (controlled against NBBO) 2 – No NBBO controls 3 – No OLA routing CMC 7000-7999 Directing order to various market phases Primeo 7000-7999 Directing order to various market phases Primeo 7000-7999 Directing order to various market phases Primeo 7000-7999 Describes the method used for calculating accrued interest for a bond. A free text field, example values are: 1/1, 30/360, 30E/360, ACT/360, ACT/365.FIXED, ACT/ACT.AFB, ACT/ACT.ISDA, ACT/ACT.ISMA Macdonald Associates 7000-7999 Tenor of a multi-leg trade Bank of America 7000-7999 Quoted amount of a multi-leg deal (repeating group) Bank of America 7000-7999 Offer size of a multi-leg trade (repeating group) Bank of America 7000-7999 Spot Rate bid for a multi-leg deal (repeating group) Bank of America 7000-7999 Spot Rate ask for a multi-leg trade (part of repeating group) Bank of America 7000-7999 USD Equivalent of the dealt currency (multi-leg) Bank of America 7000-7999 Client’s home currency equivalent of the dealt currency (multi-leg) Bank of America 7000-7999 Client’s home currency rate against the dealt currency (Multi-leg) Bank of America 7000-7999 average all-in rate of a multi-leg trade Bank of America 7000-7999 Indicates whether the price and currency entered on the trade is the price and currency in which the transaction was dealt. Valid values ‘Y’, ‘N’ & ‘ ‘ Unknown 7000-7999 Bargain condition of an order (GL). Unknown 7000-7999 List of Markets, Alternative Venues,DarkpooL, Internal systems (matching engine for OTC, Systematic Internalisator,…) BNP Paribas 7000-7999 Indicate the code (number or name) of the list of exchanges authorized. This is created to allow to route orders when no destination is specified ( tag 100 or 207 empty, …). This can be used to specify External Brokers (another region, another hub) , specify a list of limited exchanges for the client , …. BNP Paribas 7000-7999 Lehman Brothers 7000-7999 Lehman Brothers 7000-7999 Lehman Brothers 7000-7999 Boolean Barclays Capital 7000-7999 Use of this field will indicate that you do not wish to trade against yourself on the NYSE Arca Equities exchange. Will be available late 2nd Qtr./Early 3rd Qtr. 2009. NYSE Euronext 7000-7999 NYSE Euronext 7000-7999 Mantara 7000-7999 Venue of Target or Execution Mantara 7000-7999 Destination when Routing Away Mantara 7000-7999 Broker to Sponsor order Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 7000-7999 Mantara 8000-8999 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 FIX Protocol Ltd 8000-8999 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 FIX Protocol Ltd 8000-8999 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. FIX Protocol Ltd 8000-8999 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. FIX Protocol Ltd 8000-8999 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 FIX Protocol Ltd 8000-8999 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 FIX Protocol Ltd 8000-8999 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. FIX Protocol Ltd 8000-8999 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. FIX Protocol Ltd 8000-8999 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. FIX Protocol Ltd 8000-8999 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. FIX Protocol Ltd 8000-8999 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. FIX Protocol Ltd 8000-8999 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. FIX Protocol Ltd 8000-8999 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. FIX Protocol Ltd 8000-8999 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. FIX Protocol Ltd 8000-8999 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. FIX Protocol Ltd 8000-8999 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. FIX Protocol Ltd 8000-8999 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. FIX Protocol Ltd 8000-8999 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. FIX Protocol Ltd 8000-8999 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. FIX Protocol Ltd 8000-8999 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. FIX Protocol Ltd 8000-8999 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). FIX Protocol Ltd 8000-8999 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. FIX Protocol Ltd 8000-8999 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. FIX Protocol Ltd 8000-8999 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). FIX Protocol Ltd 8000-8999 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.” FIX Protocol Ltd 8000-8999 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. FIX Protocol Ltd 8000-8999 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. FIX Protocol Ltd 8000-8999 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. FIX Protocol Ltd 8000-8999 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. FIX Protocol Ltd 8000-8999 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. FIX Protocol Ltd 8000-8999 String datatype. Same as PartyIDSource(447)=V (Korea Short Selling Registration Number). To be used by implementations that cannot accommodate Parties component in earlier FIX versions. FIX Protocol Ltd 8000-8999 String datatype. To be used by implementations that require the MMT efficient encoding scheme as opposed to the individual fields flagging post-trade data across asset classes. See https://www.fixtrading.org/mmt/ for details of the encoding. FIX Protocol Ltd 9000-9999 a.k.a – RR Code, Salesman Code, Representative Code Royalblue 9000-9999 Order: Inform broker the amount of the order to be shown via IOIs <p> ** ADDED TO FIX 4.1 AS TAG: 210 (MaxShow) ** State Street 9000-9999 Sequence number of cross trade being reported to an exchange. The field can contain alpha-numeric values. Sungard 9000-9999 Valid Values 1- Supports UDF in the message 2- Supports UDF in repeating groups CBOE 9000-9999 Indicates the number of contracts that are customer in the top of the market message. CBOE 9000-9999 Indicates the number of contracts that are professional (non-ICM)in the top of the market message. CBOE 9000-9999 An Integer ID per quote for a product in the Mass Quote Message. CBOE 9000-9999 For FIX4.2 . Defines the number of Settlement Days. Format is 1-25. This is used when SettlmntType is too restrictive. Dresdner Kleinwort Wasserstein 9000-9999 For FIX4.2. Quote msg does not have Text. Dresdner Kleinwort Wasserstein 9000-9999 Propritary Trading system Ticket number Bloomberg 9000-9999 Referernce number for Proprietary trading system ticket number Bloomberg 9000-9999 Inside the repeating group for allocations. This is unique to BLP Trading systems. Bloomberg 9000-9999 UNique to BLP Trading system. Inside repeating group for allocations. Bloomberg 9000-9999 Instinet 9000-9999 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 Bloomberg 9000-9999 Denotes whether a Delta Hedge trade should be booked to offset the risk of an option trade. Bloomberg 9000-9999 Indicates a type of hedge trade to be executed for offset of option risk. Possible values: 1=Spot; 2=Forward Bloomberg 9000-9999 The currency which the LegNotionalAmount field refers to, for an FX Option. Bloomberg 9000-9999 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. Bloomberg 9000-9999 The style of FX Option. Possible values: 1=American; 2=European Bloomberg 9000-9999 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). SIAC 9000-9999 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 SIAC 9000-9999 NYSE Liquidity Quote Bid Price. SIAC 9000-9999 NYSE Liquidity Quote bid size. SIAC 9000-9999 NYSE Liquidity Quote offer price. SIAC 9000-9999 NYSE Liquidity Quote offer size. SIAC 9000-9999 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). SIAC 9000-9999 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). SIAC 9000-9999 The number of errors in quote validation that are present in a Quote Advisory message (used for repeating group). SIAC 9000-9999 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). SIAC 9000-9999 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) . SIAC 9000-9999 Unique identifier issued for each Quote Update Request message in a connection(request to subscribe/unsubscribe for quotes). SIAC 9000-9999 Indicates the encoded reason why the subscription/unsubscription request failed. SIAC 9000-9999 Identifies the role of an entering party in a Quote Submission. SIAC 9000-9999 Denotes what currency a given leg of an FX Option is operating on. Works in conjunction with CallOrPut tag. Bloomberg 9000-9999 Omgeo CTM specific field. Number of repeating groups for TradeDetail business exceptions. Omgeo 9000-9999 Omgeo CTM specific field. A reason code for TradeDetail business exceptions. Omgeo 9000-9999 Omgeo CTM specific field. The highest Error Severity code within the Trade detail. Omgeo 9000-9999 Omgeo CTM specific field. A reason code for business exceptions. Omgeo 9000-9999 Omgeo CTM specific field. Number of repeating groups for business exceptions Omgeo 9000-9999 Omgeo CTM specific field. An indicator for hiding data from the counter party. Omgeo 9000-9999 Omgeo CTM specific field. Specifies the name of the L2 matching profile. Omgeo 9000-9999 Omgeo CTM specific field. Number of repeating OmgeoTradeTransactionIndicator entries. Omgeo 9000-9999 Omgeo CTM specific field. Indicates the bargain conditions vfor the trade. Omgeo 9000-9999 Omgeo CTM specific field. Number of repeating OmgeoSettlementTransactionIndicator entries. Omgeo 9000-9999 Omgeo CTM specific field. Indicates the bargain conditions for the trade. Omgeo 9000-9999 Omgeo CTM specific field. A unique identifier for the trade side that is supplied by the client. Omgeo 9000-9999 Omgeo CTM specific field. Indicates the trade (deal) amount for the trade detail (i.e., the account allocation). Omgeo 9000-9999 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. Omgeo 9000-9999 Omgeo ALERT specific field. Used for ALERT settlement instruction lookup. Codes are not ISO country codes. Omgeo 9000-9999 Omgeo ALERT specific field. The ALERT clearing method type, used for ALERT settlement instruction lookup. Omgeo 9000-9999 Omgeo ALERT specific field. The ALERT security type code used for ALERT settlement instruction lookup. Omgeo 9000-9999 Omgeo CTM specific field. A unique identifier for a trade side that is generated by CTM. Omgeo 9000-9999 Omgeo CTM specific field. Indicates whether an Allocation Report represents a Settlement view or describes a status change. Omgeo 9000-9999 Omgeo CTM specific field. Indicates the match status at the trade level. Omgeo 9000-9999 Omgeo CTM specific field. Indicates a Block has been rejected. Omgeo 9000-9999 Omgeo CTM specific field. Indicates the complete status. Omgeo 9000-9999 Omgeo CTM specific field. Indicates the trade is matched at the trade level and trade details, is complete and has no errors. Omgeo 9000-9999 Omgeo CTM specific field. Indicates the severity of an error against the trade level (i.e., the block). Omgeo 9000-9999 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). Omgeo 9000-9999 Omgeo CTM specific field. Indicates CountryOfIssue as entered by the executing broker. Omgeo 9000-9999 Omgeo CTM specific field. Indicates the IDSource as entered by the executing broker. Omgeo 9000-9999 Omgeo CTM specific field. The SecurityID as entered by the executing broker. Omgeo 9000-9999 Omgeo CTM specific field. Number of repeating groups of block-level errors. Omgeo 9000-9999 Omgeo CTM specific field. An identifier representing the error message. Omgeo 9000-9999 Omgeo CTM specific field. The XPath of the CTM field, which caused the error. Omgeo 9000-9999 Omgeo CTM specific field. A human-readable description of the error. Omgeo 9000-9999 Omgeo CTM specific field. Number of repeating groups of allocation account-level errors. Omgeo 9000-9999 Omgeo CTM specific field. An identifier representing the error message. Omgeo 9000-9999 Omgeo CTM specific field. The XPath of the CTM field, which caused the error. Omgeo 9000-9999 Omgeo CTM specific field. A human-readable description of the error. Omgeo 9000-9999 Must be equal to the currently remaining quantity and not the original order quantity Changepond Technologies 9000-9999 Denotes whether a particular leg of an FX Option trade is a Call or a Put. Possible Values: 1=Call; 2=Put Bloomberg 9000-9999 Denotes one of two currencies in an FX Option trade. Bloomberg 9000-9999 Denotes the second of two currencies in an FX Options trade. Bloomberg 9000-9999 The per-leg Delta value for an FX Option trade. Bloomberg 9000-9999 The per-leg Gamma value for an FX Option trade. Bloomberg 9000-9999 The per-leg Vega value for an FX Option trade. Bloomberg 9000-9999 The per-leg Theta value for an FX Option trade Bloomberg 9000-9999 The per-leg Rho value for an FX Option trade. Bloomberg 9000-9999 The price of the instrument with which a given leg of an FX Option trade is being hedged. Bloomberg 9000-9999 The per-leg Vomma value for an FX Option trade. Bloomberg 9000-9999 The per-leg Vanna value for an FX Option trade. Bloomberg 9000-9999 The net Delta value for an FX Option trade. Bloomberg 9000-9999 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 Omgeo 9000-9999 The net Gamma value for an FX Option trade. Bloomberg 9000-9999 The net Vega value for an FX Option trade. Bloomberg 9000-9999 The net Theta value for an FX Option trade. Bloomberg 9000-9999 The net Rho value for an FX Option trade. Bloomberg 9000-9999 The net price of the instruments with which an FX Option trade is being hedged. Bloomberg 9000-9999 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. Bank of America 9000-9999 This is used to differentiate between a quote rejection and the actual closing of a quote stream for business reasons. Bank of America 9000-9999 Reserved for future Banc of America Securities PBT usage. Bank of America 9000-9999 Reserved for future Banc of America Securities PBT usage. Bank of America 9000-9999 Reserved for future Banc of America Securities PBT usage. Bank of America 9000-9999 Reserved for future Banc of America Securities PBT usage. Bank of America 9000-9999 The net Vomma value for an FX Option trade. Bloomberg 9000-9999 The net Vanna value for an FX Option trade. Bloomberg 9000-9999 The per-leg volatility for an FX Option trade. Bloomberg 9000-9999 The value of the forward rate for an FX Option. Bloomberg 9000-9999 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) ** Paine Webber 9000-9999 FX Split trade indicator – Split FX trade across multiple books – Y/N Bloomberg 9000-9999 FX Non-deliverable forward indicator R = regular N = onshore O = OffshoreDefault = R Bloomberg 9000-9999 Number of BLP trade tickets created as a result of the incoming trade message Bloomberg 9000-9999 FX trading creates multiple transactions. This will contain the ticket numbers returned. Bloomberg 9000-9999 Y – Indicates a full allocation N – Indicates partial or Dummy account’s Bloomberg 9000-9999 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 Bloomberg 9000-9999 Trading strategy of a transaction (ex. hedge fund trading strategy) Bloomberg 9000-9999 Primary money market security identifier Bloomberg 9000-9999 Index used for calculating the current coupon value of a floating rate note MarketAxess 9000-9999 Required/necessary to complement ExecInst tag 18 when set to enum=D, “percent of volume.” Paine Webber 9000-9999 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) ** Paine Webber 9000-9999 Value/Spot date (settlement date) for the delta hedge of an FX Option Bloomberg 9000-9999 Deposit Unit for an FX Option trade. Possible Values: 1=Ann; 2=Semi; 3=Cont; 4=MMkt Bloomberg 9000-9999 Accrual Unit for an FX Option trade. Possible values: 1=ACT/ACT; 2=20/360; 3=ACT/360; 4=ACT/365 Bloomberg 9000-9999 Deposit rate in units and accrual convention specified in tags 9113 and 9114 Bloomberg 9000-9999 Counter deposit unit for FX Option trade., Valid values: • 1 = Ann • 2 = Semi • 3 = Cont • 4 = M Mkt Bloomberg 9000-9999 Counter accrual unit for FX Option trade. Valid values: • 1 = ACT/ACT • 2 = 20/360 • 3 = ACT/360 • 4 = ACT/365 Bloomberg 9000-9999 Counter deposit rate in units and accrual convention specified in 9116 and 9117 Bloomberg 9000-9999 Settlement Fixing Date Bloomberg 9000-9999 Settlement Currency for the second leg of NDF swap Bloomberg 9000-9999 Fixing Date for the second leg of NDF swap. ( First leg is 6203 ) Bloomberg 9000-9999 The Bloomberg-specific ID associated with a particular dealer. Bloomberg 9000-9999 The signed notional for a spot hedge trade for an FX Option. Always refers to the currency denoted as Currency1 (tag 9073). Bloomberg 9000-9999 Time of FX Option expiry, expressed in GMT format. Example: 10:00:00 Bloomberg 9000-9999 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 Bloomberg 9000-9999 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 Bloomberg 9000-9999 Type of delivery for an option trade. 1 — cash, 2 — delivery Bloomberg 9000-9999 Maximum allowed delta Lehman Brothers 9000-9999 Unit of Tolerance Value (%, $) Lehman Brothers 9000-9999 Style of a barrier for Barrier option. 1– knock-in, 2 — knock-out Bloomberg 9000-9999 Price of the underlying at which the option comes in existance or ceases to exist. Bloomberg 9000-9999 Designates the direction in which the Barrier needs to be crossed to activate the option. 1 — up, 2 — down. Bloomberg 9000-9999 The date the price monitoring starts. Bloomberg 9000-9999 The date the price monitoring ends. Bloomberg 9000-9999 Predefined rebate for Barrier option Bloomberg 9000-9999 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 Bloomberg 9000-9999 Level of the second barrier for double barrier options Bloomberg 9000-9999 Rebate for the second barrier for double barrier options Bloomberg 9000-9999 Net ask price for 2-way pricing Bloomberg 9000-9999 Field indicating instruction to hold order internally for matching. Default=None, 1=Hold Internal GlobeNet 9000-9999 Delta Net value for ask quote in 2-way pricing Bloomberg 9000-9999 Net Gamma value for ask quote in 2-way pricing Bloomberg 9000-9999 Net Vega value for ask quote in 2-way pricing Bloomberg 9000-9999 Net Theta value for ask quote in 2-way pricing Bloomberg 9000-9999 Net Theta value for ask quote in 2-way pricing Bloomberg 9000-9999 Net Vomma value for ask quote in 2-way pricing Bloomberg 9000-9999 Net Vanna value for ask quote in 2-way pricing Bloomberg 9000-9999 Price of the option leg for ask quote in 2-way pricing. Bloomberg 9000-9999 Gamma leg for ask quote in 2-way pricing Bloomberg 9000-9999 For adding, updating and deleting securities as part of trade capture message, AE. Bloomberg 9000-9999 Vega leg for ask quote in 2-way pricing Bloomberg 9000-9999 Concatenation of a sign and an absolute variation Euronext 9000-9999 Theta leg for ask quote in 2-way pricing Bloomberg 9000-9999 Spot hedge leg for ask quote in 2-way pricing Bloomberg 9000-9999 Omgeo CTM specific field. Indicates an allocation has been rejected. Omgeo 9000-9999 Omgeo CTM specific field. Indicates if the trade has matched agreed within the accepted Tolarence or has matched with exact value. Omgeo 9000-9999 Vomma leg for ask quote in 2-way pricing Bloomberg 9000-9999 Vanna leg for ask quote in 2-way pricing Bloomberg 9000-9999 Volatility leg for ask quote in 2-way pricing Bloomberg 9000-9999 Forward rate leg for ask quote in 2-way pricing Bloomberg 9000-9999 Delta leg for ask quote in 2-way pricing Bloomberg 9000-9999 Rho leg for ask quote in 2-way pricing Bloomberg 9000-9999 Net Rho value for ask quote in 2-way pricing Bloomberg 9000-9999 Theoretical open price variation Euronext 9000-9999 Request for Quote reference number Nasdaq 9000-9999 Origin of market information indicator Euronext 9000-9999 Euronext 9000-9999 Number of sell orders Euronext 9000-9999 Number of buy orders Euronext 9000-9999 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 Bloomberg 9000-9999 Int that identifies the version of the Execution Report. Fannie Mae 9000-9999 “ACT_360” Fannie Mae 9000-9999 The date that the Trade is executed. Fannie Mae 9000-9999 “ACT_360” Fannie Mae 9000-9999 “DN” Fannie Mae 9000-9999 “FedWire” Fannie Mae 9000-9999 A boolean value indicating if the Trade is for principal. “Y N” Fannie Mae 9000-9999 A boolean value indicating if the Program is open. “Y N” Fannie Mae 9000-9999 A boolean value indicating if cash settlement is open. “Y N” Fannie Mae 9000-9999 Fannie Mae 9000-9999 Specifies the type of offering. “DN” Fannie Mae 9000-9999 A boolean value indicating the status of a single bucket. “Y N” Fannie Mae 9000-9999 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 Fannie Mae 9000-9999 The maturity end date for a single bucket. Fannie Mae 9000-9999 The date and time when the MassQuote message is created. Fannie Mae 9000-9999 Indicates the status of a Trade: 1 = Accepted, 2 = Updated, 3 = Canceled, 4 = Confirmed, 5 = Unconfirmed Fannie Mae 9000-9999 Describes the type of exercising for touch options. No touch — 1, Pay when hit — 2, Pat at expiry — 3 Bloomberg 9000-9999 The beginning date of option exercise period. Bloomberg 9000-9999 The end date of option exercise period. Bloomberg 9000-9999 Enforce a sector-level constraint Lehman Brothers 9000-9999 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. CBOE 9000-9999 Indicator on the Logon message that determines behavior of User Quotes on the CBOE system. CBOE 9000-9999 Type of deletion indicator Euronext 9000-9999 Used for 2-way pricing – spot rate of the ask quote Bloomberg 9000-9999 If ThirdPartyData composite is created for CDS, this field contains DEPO; if created for third party, it contains THRD. Omgeo 9000-9999 Instrument trading status indicator Euronext 9000-9999 This composite contains information about the third party DeliveryChannel, MessageFormat,and HeaderFooterFormat. Omgeo 9000-9999 Date time of instrument halting Euronext 9000-9999 Maximum authorized price at which an instrument can trade Euronext 9000-9999 Minimum authorized price at which an instrument can trade Euronext 9000-9999 Needed in a Danish market. Used to verify that a client has got the latest instrument price when making an order. Interbizz Financial Systems AB 9000-9999 Needed in Danish market. Used to verify that a client has got the latest pricing when making an order. Interbizz Financial Systems AB 9000-9999 If commission needs to be calculated by trading systems. Formula: IF (Price<=CommPxLimit) Comm=MAX(CommMin,MIN(Price*CommPct1,CommMax)) ELSE Comm=Price*CommPct2 Interbizz Financial Systems AB 9000-9999 If commission needs to be calculated by trading system. Formula: IF(Price <= CommPxLimit) Comm=MAX(CommMin,MIN(Price*CommPct1,CommMax)) ELSE Comm=Price*CommPct2 Interbizz Financial Systems AB 9000-9999 If commission needs to be calculated by trading system. Formula: IF(Price <= CommPxLimit) Comm=MAX(CommMin,MIN(Price*CommPct1,CommMax)) ELSE Comm=Price*CommPct2 Interbizz Financial Systems AB 9000-9999 If commission needs to be calculated by trading system. Formula: IF(Price <= CommPxLimit) Comm=MAX(CommMin,MIN(Price*CommPct1,CommMax)) ELSE Comm=Price*CommPct2 Interbizz Financial Systems AB 9000-9999 Buy side vendor to provide the EMS software version that the trader is using to send in orders. For example: “BloombergEMS 1.0” Lehman Brothers 9000-9999 Indicates the general contents of an E-mail Euronext 9000-9999 Indicates the user to whom the message is adressed Euronext 9000-9999 Number of messages in this E-mail Euronext 9000-9999 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. Nasdaq 9000-9999 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. Nasdaq 9000-9999 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. Nasdaq 9000-9999 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. Nasdaq 9000-9999 Flag is used to specify a Summary/Liquidity provider only order. Nasdaq 9000-9999 Dollar value of buys Lehman Brothers 9000-9999 Dollar value of sells Lehman Brothers 9000-9999 Volume restriction on entire order. Lehman Brothers 9000-9999 Security referential identifier Euronext 9000-9999 HighTenorQuoteId used for order message to indicate interpolated price calculation from FX streaming quote id Bloomberg 9000-9999 for Optional Auction data in solicting an Auction CBOE 9000-9999 SpotQuoteId used for order message to indicate price from FX streaming quote id Bloomberg 9000-9999 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. Unknown 9000-9999 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 MarketAxess 9000-9999 Sequence number of message within this E-mail Euronext 9000-9999 Buy side to provide the Network that the trader is using to send in orders. For example: “NYFIX” Lehman Brothers 9000-9999 Stock type Euronext 9000-9999 A unique identifier for each error on a given trade component. Omgeo 9000-9999 This field represents the significance of the synchronous and asynchronous errors. Omgeo 9000-9999 This field describes the error code. Omgeo 9000-9999 The trade Through flag indicates if an execution in Supermontage Intermarket was traded through another market.Values : Y/N Nasdaq 9000-9999 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. Nasdaq 9000-9999 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. Nasdaq 9000-9999 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. Nasdaq 9000-9999 Part of the TPMessageDelivery composite, this field contains the delivery channel parameter for the third party destination profile for this notification. Omgeo 9000-9999 Part of the TPMessageDelivery composite, this is the message format parameter for the third party destination profile for this notification. Omgeo 9000-9999 Part of the TPMessageDelivery composite, this is the header footer format parameter for the third party destination profile for this notification. Omgeo 9000-9999 Lehman ATS Field 9 Lehman Brothers 9000-9999 Lehman ATS Field 10 Lehman Brothers 9000-9999 Integer corresponding to the account type within the TAL OMS. Townsend Analytics 9000-9999 Lehman ATS Field 1 Townsend Analytics 9000-9999 Lehman ATS Field 2 Townsend Analytics 9000-9999 Lehman ATS Field 3 Townsend Analytics 9000-9999 Lehman ATS Field 4 Townsend Analytics 9000-9999 Lehman ATS Field 5 Townsend Analytics 9000-9999 Lehman ATS Field 6 Townsend Analytics 9000-9999 Lehman ATS Field 7 Townsend Analytics 9000-9999 Lehman ATS Field 8 Townsend Analytics 9000-9999 Strategy pounce trigger quantity (number of shares) Lehman Brothers 9000-9999 Price Goal. Jefferies 9000-9999 Volume limit orders are permitted to approach while trading. Integer value from 0 – 100. Jefferies 9000-9999 The acceptable market impact that strategy orders are allowed to induce. Signed integer value. Jefferies 9000-9999 Price move tolerance. Used to create a firm limit price from a specified price target. Strictly positive double value. Jefferies 9000-9999 Specified lifetime for orders, i.e. 25 = 25 minutes. Integer value. Jefferies 9000-9999 Minimum block size allowed when searching for liquidity levels. Integer Value. Jefferies 9000-9999 Start time in HHMM format for Jefferies trading strategies. i.e. 1300 = 1:00 PM Integer Value Jefferies 9000-9999 End time in HHMM format for Jefferies trading strategies. i.e. 1300 = 1:00 PM Integer Value. Jefferies 9000-9999 Specify the type of market footprint orders are permitted to take on. Integer value. Jefferies 9000-9999 Instructions for strategies. Integer value. Unknown 9000-9999 Total number of transmitter process Euronext 9000-9999 Overriding price Euronext 9000-9999 This tag is used to identify each message for recovery purpose by the HUB Euronext 9000-9999 Indicate the type of update on the market sheet Euronext 9000-9999 The price at which an order is listed on the market sheet Euronext 9000-9999 Euronext 9000-9999 Max Floor Percent of Touch Lehman Brothers 9000-9999 ID of previous order Euronext 9000-9999 Lehman Brothers 9000-9999 ID od next order Euronext 9000-9999 Indicator of underlying security on the lending market Euronext 9000-9999 Expiry date of lending stock Euronext 9000-9999 reserved Lehman Brothers 9000-9999 reserved Lehman Brothers 9000-9999 reserved Lehman Brothers 9000-9999 Size of a trading block for an all or none order Euronext 9000-9999 Amount of the order that can be view on the market Euronext 9000-9999 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. Nasdaq 9000-9999 An indication of whether or not the trade is to be subsequently advertised. Nasdaq 9000-9999 Increment for volume participation Lehman Brothers 9000-9999 Nominal market value of the security Euronext 9000-9999 Denotes the Settlement Date of a Re-Routed Order Bloomberg 9000-9999 Denotes the Broker Code of a Re-Routed Order. Bloomberg 9000-9999 Trading unit type Euronext 9000-9999 Reason for reject of order deactivate request ICAP 9000-9999 Designates Cents or BPS Better or Worse than a Trigger Price. Lehman Brothers 9000-9999 Minimum tradable quantity Euronext 9000-9999 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). Omgeo 9000-9999 Omgeo CTM specific field. Indicates type of PSAFE value being provided: BIC or Country Code. Valid values: BIC COUN Omgeo 9000-9999 Omgeo CTM specific field. Indicates the PSAFE value. Will be either a BIC or an ISO Country Code. Omgeo 9000-9999 Omgeo specific field. Indicates whether BIC provided is for a Custodian NCSD, ICSD or Shares Held Elsewhere. Valid values: CUST NCSD ICSD SHHE Omgeo 9000-9999 Denotes the Size of a Re-Routed Order. Bloomberg 9000-9999 Market Identifier Code – Used to identify market maker used in quote and execution reports. Unknown 9000-9999 Part of the ThirdPartyDetailStatus composite, this field indicates the status values when TPNotificationType is THRD. Omgeo 9000-9999 Part of the ThirdPartyDetailStatus composite, this field contains the most recent date and time change for ThirdPartyDetailStatus. Omgeo 9000-9999 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. Omgeo 9000-9999 Part of the ThirdPartyDetail composite, this field contains the highest error severity of ThirdPartyErrors. Omgeo 9000-9999 This composite contains errors generated during the third party eligibility and third party validation process. It consists of ErrorId, ErrorSeverity, and ErrorText. Omgeo 9000-9999 Market feed indicator Euronext 9000-9999 Range within which to maintain portfolio beta Lehman Brothers 9000-9999 Sequence number of message in this E-mail Euronext 9000-9999 Capacity, Broker Market Maker status. Valid Values: A=Agency, P=Principle Automated Security Clearance Ltd 9000-9999 Customer price per share of Original Order. Automated Security Clearance Ltd 9000-9999 Order routing instruction for ECN. Valid Values B=Book (default), T=Through ECN to Prefered Market Maker, X=Order Cross, H=Hidden Order. Automated Security Clearance Ltd 9000-9999 Unsolicited Partial Cancel Quantity. Automated Security Clearance Ltd 9000-9999 The Sponsor Broker for the Institution. Only used with Institution Orders. Automated Security Clearance Ltd 9000-9999 Date the Original Order was accepted by ECN. Automated Security Clearance Ltd 9000-9999 Prefered Market Maker with Through BRUT Order. Automated Security Clearance Ltd 9000-9999 Average buy price Euronext 9000-9999 Average sell price Euronext 9000-9999 Portion of Open Qty to be Cancelled. CBOE 9000-9999 Too late to cancel quantity CBOE 9000-9999 Status of Quote – same values as OrdStatus CBOE 9000-9999 Presence of tag on Quote Status Request indicates that the counterparty wants to subscribe for Quote Requests for the product specified. CBOE 9000-9999 Open Interest in terms of number of contracts for a derivative security (such as, option) CBOE 9000-9999 Scope of market data being requested or returned – values are: 1-Local 2-National 3-Global CBOE 9000-9999 Boolean value that when true indicates that the market data being reported is a legal market (for instance a valid bid-ask spread). CBOE 9000-9999 Order Status Code from the trading system. Used for documentation purposes only – should not be used for maintaining status of the order CBOE 9000-9999 ID of the member firm responsible for market making for this particular stock Euronext 9000-9999 Index indicator Euronext 9000-9999 Textual description of the reason and order was rejected. CBOE 9000-9999 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) ** CBOE 9000-9999 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. CBOE 9000-9999 Number of months to increment the next leg of a multileg instrument from an anchor leg. Used for option strategy definition. CBOE 9000-9999 Optional Data sent to clearing house on trades against the order CBOE 9000-9999 Date the instrument last traded Euronext 9000-9999 ISIN code of underlying security on lending market Euronext 9000-9999 Weighted average spread quantity Euronext 9000-9999 Issuing country code Euronext 9000-9999 Trading group Euronext 9000-9999 AFC (agence française de codification)Id code of a security Euronext 9000-9999 Indicates the market regulations governing the market on which the stock is traded Euronext 9000-9999 Beginning/end of transmission indicator Euronext 9000-9999 Official quotation list classification: section number Euronext 9000-9999 Official quotation list classification : Heading number Euronext 9000-9999 Previous day’s capital traded Euronext 9000-9999 Derivative instruments associated with the stock Euronext 9000-9999 Alpebabetical sequence number in the official quotation list Euronext 9000-9999 Trading group for french instruments Euronext 9000-9999 Tax deduction code Euronext 9000-9999 Market maker bid price Euronext 9000-9999 Market maker offer price Euronext 9000-9999 Market of execution for last fill Euronext 9000-9999 Number of stocks unchanged in the corresponding index Euronext 9000-9999 Number of stocks not quoted in the corresponding index Euronext 9000-9999 To satisfy the OATS requirement of having a unique identifier for each order. This field is 20 characters or less. Sungard 9000-9999 Allow passing through of routing instruction values for PHLX. Sungard 9000-9999 Allow passing through of routing instruction for Track ECN. Sungard 9000-9999 Allow passing through of HandlInst for NSX. Sungard 9000-9999 Allow passing through of HandlInst for CHX. Sungard 9000-9999 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. Omgeo 9000-9999 Omgeo 9000-9999 Omgeo 9000-9999 Omgeo 9000-9999 Omgeo 9000-9999 Cross order indicator Euronext 9000-9999 Sign of variation against previous price Euronext 9000-9999 Last of a serie of trades at the same price Euronext 9000-9999 Pre-opening time of the trading session Euronext 9000-9999 Consult time of the trading session Euronext 9000-9999 Number of instruments initialized Euronext 9000-9999 Previous day capital traded Euronext 9000-9999 Allocation: optional price for specific alloc within a ticket (avg across multiple executions) <p> ** ADDED TO FIX 4.1 AS TAG: 153 (AllocAvgPx) ** American Century Investments 9000-9999 Boolean used to indicate to counterparty that the logon initiator would like order status transmitted after successful login CBOE 9000-9999 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. CBOE 9000-9999 Price at which the Premium Price Tick changes from the PremPriceTickBelow and the PremPriceTickAbove CBOE 9000-9999 Premium Price Tick Size above the PremPriceTickBreakPoint CBOE 9000-9999 Premium Price Tick Size Below the PremPriceTickBreakPoint CBOE 9000-9999 The number of shares reported as part of a trade bust CBOE 9000-9999 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) CBOE 9000-9999 MultipleValueString Array of open close codes for multileg orders **Will be obsoleted by FIX 4.3 Multileg Order Message ** CBOE 9000-9999 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 *** CBOE 9000-9999 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. CBOE 9000-9999 Indicator of how BRUT executed the trade. Automated Security Clearance Ltd 9000-9999 The adjustment price to calculate the order price from the NBBO of a pegged order. Sungard 9000-9999 Field to specify the SuperMontage route field for a given order. Sungard 9000-9999 This field will be forwarded to SuperMontage for the Execution Algorthim. Sungard 9000-9999 A field used by PowerNet to define the source of order entry. Sungard 9000-9999 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. Financial Genetics Corporation 9000-9999 Price for Individual Legs. CBOE 9000-9999 Stock Firm name used in Buy writes CBOE 9000-9999 Stock firm name key used in Buy writes CBOE 9000-9999 Type of match for internalized order. Valid Values: 1=Guaranteed Price, 2=Limit Price, 3=Auto Match CBOE 9000-9999 Type of auction. Valid values: 1=Paired orders for internalized execution, 2=Strategy (multi-leg) CBOE 9000-9999 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 CBOE 9000-9999 Identifier used to participate in an auction and report results from an auction. CBOE 9000-9999 1 byte numeric that specifies the tick at the time of execution SIAC 9000-9999 1 byte numeric designating the omnibus account against which the execution was done SIAC 9000-9999 1 byte numeric denoting the source of the order; i.e., from CMS, from BBSS, from DBK, etc. SIAC 9000-9999 1 byte numeric denoting the unit of trade; i.e., whether the stocks trades in lots of 100, 10, etc. SIAC 9000-9999 6-byte timestamp in HHMMSS format denoting the time the order arrived in the system SIAC 9000-9999 1 byte numeric denoting whether the execution was done in DBK, BBSS, etc. SIAC 9000-9999 1-4 alphas representing the Specialist firm’s mnemonic SIAC 9000-9999 2 numerics denoting the post at which the stock trades SIAC 9000-9999 1 alpha denoting the tee location at the post where the stock trades SIAC 9000-9999 SIAC 9000-9999 SIAC 9000-9999 SIAC 9000-9999 Previously subscribed MDReqID that has been affected. How it was affected is given in the the MDReqRejReason field. Financial Genetics Corporation 9000-9999 Numeric value between 1-3 to represent the Bloomberg Price Engine price level. The McNamara Group 9000-9999 Used to report current phase in trading Javelin Technologies Inc 9000-9999 Denotes the Execution Price of a Re-Routed Order. Bloomberg 9000-9999 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. SIAC 9000-9999 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. SIAC 9000-9999 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. SIAC 9000-9999 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. SIAC 9000-9999 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. SIAC 9000-9999 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. SIAC 9000-9999 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. SIAC 9000-9999 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. SIAC 9000-9999 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. SIAC 9000-9999 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. Apt Computer Systems Limited 9000-9999 Indicates the time of the transaction as indicated by the Originating system. SIAC 9000-9999 NYSE – Institutional XPress – Indicates the trading denominator of the indication price. SIAC 9000-9999 NYSE – Institutional XPress – Indicates the trading denominator of the indication price. SIAC 9000-9999 NYSE – Institutional XPress – Indicates the NYSE trading denominator. SIAC 9000-9999 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 NYSE 9000-9999 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. NYSE 9000-9999 Odd-lot, round-lot, PRL indicator containing the values 1,2,or 3 SIAC 9000-9999 The TA number of the order assigned by SDOT SIAC 9000-9999 The Specialist Unit Number handling the stock. Contains a value from 1 to 100 SIAC 9000-9999 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) ** SIAC 9000-9999 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) ** SIAC 9000-9999 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) ** SIAC 9000-9999 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 SIAC 9000-9999 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=SLD^SHRT^EXEMPTIf 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 SIAC 9000-9999 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. SIAC 9000-9999 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 SIAC 9000-9999 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 SIAC 9000-9999 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 SIAC 9000-9999 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 SIAC 9000-9999 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 SIAC 9000-9999 FCS Order, Cancel, Cancel/Repl, Admin Req – Line 4, Field 1: 1-27 charactersFIX.4.1 Format: Char FIX.4.2 Format: String SIAC 9000-9999 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 SIAC 9000-9999 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) ** SIAC 9000-9999 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 SIAC 9000-9999 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 SIAC 9000-9999 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 SIAC 9000-9999 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 SIAC 9000-9999 FCS Cancel and Cancel/Repl, Admin Req – Line 4A, Field 5FIX.4.1 Format: Char FIX.4.2 Format: String SIAC 9000-9999 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 SIAC 9000-9999 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 SIAC 9000-9999 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 SIAC 9000-9999 FCS Admin Request – Line 2, Field 1Valid Values: 1 = Check^Price 2 = Confirm^Contra 3 = Confirm^Qty^Executed 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. SIAC 9000-9999 Member firm sponsoring the institution submitting orders. SIAC 9000-9999 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 SIAC 9000-9999 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. SIAC 9000-9999 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 SIAC 9000-9999 Represents the initiating Broker Badge Number. Required on all CAP Orders. Value is up to 4 numeric characters. Format = Char SIAC 9000-9999 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 SIAC 9000-9999 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. SIAC 9000-9999 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 SIAC 9000-9999 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 SIAC 9000-9999 Valid NYSE Member Firm Mnemonic. Must be present on all NYSE BBSS CAP orders. 1 to 4 alpha characters. Format = string. SIAC 9000-9999 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. SIAC 9000-9999 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). SIAC 9000-9999 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. SIAC 9000-9999 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. SIAC 9000-9999 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 SIAC 9000-9999 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 SIAC 9000-9999 NYSE – Additional value representing Account Type. Account Type Q indicates a trade to cover an error transaction. Format = char. Valid Value = Q SIAC 9000-9999 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. SIAC 9000-9999 The indicator that denotes the specialist was involved in the trade. contains value 00 or 01. SIAC 9000-9999 Addition of a SubscriptionRequestType for Security Definition Request to enable FIX 4.3 like functionality for FIX 4.2 users CBOE 9000-9999 2-byte alpha code that the specialist inserts into the execution report SIAC 9000-9999 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. CBOE 9000-9999 Reject reason code indicating the reason why the message was rejected. CBOE 9000-9999 This field will (optionally) be used to specify the Equity Session when defining “Buy Write” or “Covered Call” type strategies. CBOE 9000-9999 User assigned cancel id for an order. Work around – future version will revert to standard FIX order cancel request handling LaSalle Technology Group 9000-9999 For using PriceTypes in addition to the current FIX 4.2 Tag 40 validations (e.g. like the FIX 4.4 Tag 423 values) CBOE 9000-9999 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 CMC 9000-9999 Repeating group under the trade capture suite of messages Bloomberg 9000-9999 Repeating group under the transaction cost for Trade Capture reporting Bloomberg 9000-9999 Repeating group under transaction costs Bloomberg 9000-9999 Repeating group under transaction cost group Bloomberg 9000-9999 Repeating group under transaction costs. Bloomberg 9000-9999 Repeating group under the transaction costs group Bloomberg 9000-9999 Repeating field under the transaction costs group Bloomberg 9000-9999 Represents an e-Quote Type. SIAC 9000-9999 Specifies if the Broker interest is part of the NYSE BBO and is visible to the specialist. SIAC 9000-9999 Required for Reserve e-Quote types. Represents the publish quantity. SIAC 9000-9999 Unique identifier of the eQuote – must be unique within broker badge – associates the eQuote with its underlying orders SIAC 9000-9999 Unique identifier – must be unique within broker badge – associates the layers of a layered eQuote SIAC 9000-9999 Ensures reports to underlying orders are linked back to the e-Quote execution report. SIAC 9000-9999 Number of repeats in the repeating group SIAC 9000-9999 Indicates whether the underlying order ID is the ID of a proprietary OMS SIAC 9000-9999 Indicates the disposition of the order ID; supports the ability to add or remove orders that underlie the eQuote. SIAC 9000-9999 Routing instruction SIAC 9000-9999 1 alpha-numeric code that designates the type of activity against the order; i.e., original execution, correction, bust, etc. SIAC 9000-9999 Omgeo 9000-9999 Omgeo CTM specific field. Number of repeating groups of (maximum of 40) trade level L2 fields and the field’s same value evaluation Omgeo 9000-9999 Omgeo CTM specific field. Name of L2 Field. Omgeo 9000-9999 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. Omgeo 9000-9999 Omgeo CTM specific field. Number of repeating groups of (maximum of 40) trade detail L2 fields and the field’s same value evaluation. Omgeo 9000-9999 Omgeo CTM specific field. Name of L2 Field. Omgeo 9000-9999 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. Omgeo 9000-9999 Omgeo CTM specific field. Indicates the SWIFT BIC of the national central security depository, where the security will be safekept. Omgeo 9000-9999 Omgeo CTM specific field. Indicates the SWIFT BIC of an international central securities depository, where the security will be safekept. Omgeo 9000-9999 Omgeo CTM specific field. Indicates the SWIFT BIC of a global custodian bank, where the security will be safekept. Omgeo 9000-9999 Omgeo CTM specific field. Text that indicates that the shares to be safekept will be held elsewhere. Omgeo 9000-9999 Additional flag to Rule80A (aka Order Capacity/Account Type) GL Consultants Inc 9000-9999 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 National Quotation Bureau 9000-9999 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 National Quotation Bureau 9000-9999 Identifies a quote for a security which is traded flat N=No; Y=Yes National Quotation Bureau 9000-9999 Hedge ratio e.g. 70.00 indicating 70% of associated stock in relation to quoted stock National Quotation Bureau 9000-9999 Name of market maker National Quotation Bureau 9000-9999 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. National Quotation Bureau 9000-9999 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 National Quotation Bureau 9000-9999 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 National Quotation Bureau 9000-9999 A unique ID for security, issued by NQB National Quotation Bureau 9000-9999 N=purge starting, vendor should purge the database; Y=purge complete National Quotation Bureau 9000-9999 A unique sequence number present in application messages during a purge, enabling Vendors to track progress of the purge. National Quotation Bureau 9000-9999 Total number of messages that were sent during a purge National Quotation Bureau 9000-9999 Indicates the reason for a database purge: 1=refresh at start of day; 2=as requested National Quotation Bureau 9000-9999 Indicates whether a Quote in the EQS is from the OTCBB N=Not from the OTCBB Y=From the OTCBB National Quotation Bureau 9000-9999 Indicates the NQB service under which a security is quoted. OP=Pink Sheets OY=Yellow Sheets OPL=Partnership Sheets OG=Global Quote National Quotation Bureau 9000-9999 eg. MSFT, ‘Bloomberg Indicative’ Bloomberg 9000-9999 eg. MSFT, ‘Bloomberg Indicative’ Bloomberg 9000-9999 Actual quote for a security or for first leg of a swaps trade Bloomberg 9000-9999 Coupon rate of bond National Quotation Bureau 9000-9999 Actual quote of second leg (Swaps only) Bloomberg 9000-9999 Fwd/Swap points (Swaps/Outrights only) Bloomberg 9000-9999 Indicates if a security is qualified as 15c12-11 “Piggyback” exempt: Y=Yes; N=No National Quotation Bureau 9000-9999 1 – Indicative 2 – Executable Bloomberg 9000-9999 Indicates if trading in the security has been halted for any reason: Y=Yes; N=No National Quotation Bureau 9000-9999 Defines the number of Orders rerouted to another broker. Bloomberg 9000-9999 Denotes the Order # of a Re-Routed Order. Bloomberg 9000-9999 Short name of security National Quotation Bureau 9000-9999 Identifies the class of associated alternative BenchSecurityID used to define the underlying benchmark for Spread to Benchmark quotes National Quotation Bureau 9000-9999 Identifies the firm associated with the IntroducingBadgeID[9448] NYSE 9000-9999 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 National Quotation Bureau 9000-9999 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. National Quotation Bureau 9000-9999 Additional information about the underlying security (e.g. preferred, wts, etc.) underlying the quote, with an absence of the field indicating common for equities. National Quotation Bureau 9000-9999 The stock price of the underlying security for convertible spread to parity and convertible vs. stock quotes. National Quotation Bureau 9000-9999 Indicates if the quote is to be treated as solicited or unsolicited: Y=Unsolicited agency order, N=Principal or Solicited Agency National Quotation Bureau 9000-9999 Omgeo 9000-9999 Identifies a trader National Quotation Bureau 9000-9999 Text describing a market maker location (i.e. geopraphic location and/or desk) National Quotation Bureau 9000-9999 The market maker ID to be shown against a quote National Quotation Bureau 9000-9999 A sequence identifier permitting a series of updates to be ordered in time National Quotation Bureau 9000-9999 Indicates the nature of a ‘database update’ message: 1=Update; 2=New; 3=Delete National Quotation Bureau 9000-9999 For a US address specifies the state. For non-US address specifies the country National Quotation Bureau 9000-9999 A phone number National Quotation Bureau 9000-9999 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 National Quotation Bureau 9000-9999 Qualifies the UndSymbolID (UndSymbolID, UndSymbolSfx) supplied to define the symbol as issued by what exchange. National Quotation Bureau 9000-9999 A phone number National Quotation Bureau 9000-9999 The securities maturity date expressed as a single field rather than using the existing FIX fields of MaturityMonthYear and MaturityDay National Quotation Bureau 9000-9999 Used to track securities from the same issuer National Quotation Bureau 9000-9999 Indicates if Trader at Market Maker is open for trading or closed. Only quotes of open Traders should be considered live. National Quotation Bureau 9000-9999 Internal reference assigned to an order into the GL server. GL Trade 9000-9999 Assigned by a party which originates the order to the exchange. GL Trade 9000-9999 Differed Settlement Service. Valid Values : 0=No 1=Yes GL Trade 9000-9999 GL key used to identify the exchange and the market into GL servers. GL Trade 9000-9999 Identicates the type of order splitting. GL Trade 9000-9999 Index of record into the GL server database. GL Trade 9000-9999 Type of account: ‘S’ Speculator, ‘M’ Market Maker, ‘H’ Hedge GL Consultants Inc 9000-9999 Market If Touch flag: Valid values: ‘0’ Simple Order (default), ‘1’ MIT order type. GL Consultants Inc 9000-9999 Boolean: Determines whether the strategy reacts to published closing auction imbalances. Default = True Lehman Brothers 9000-9999 1 byte numeric that denotes that a previously-reported Prin execution has been changed to non-Prin SIAC 9000-9999 Omgeo 9000-9999 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 SIAC 9000-9999 This indicator specifies whether the customer has specified Pegging functionality for the e-Quote or d-Quote. Value = “Y” SIAC 9000-9999 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). SIAC 9000-9999 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. SIAC 9000-9999 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. SIAC 9000-9999 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) SIAC 9000-9999 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. SIAC 9000-9999 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” SIAC 9000-9999 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. SIAC 9000-9999 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. SIAC 9000-9999 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; SIAC 9000-9999 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. SIAC 9000-9999 SIAC 9000-9999 SIAC 9000-9999 Target Price at which an order will stage and monitor Bloomberg 9000-9999 Denotes whether a staged order is an inquiry order. Bloomberg 9000-9999 Target price type valid values: 1 – Price 2 – Yield 3 – Spread Bloomberg 9000-9999 Execution type that, among other values, contains a value for odd-lot adjustments to be used by SPAR users SIAC 9000-9999 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 SIAC 9000-9999 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. SIAC 9000-9999 Contains the OrderID of the parent order for a child order. GL Trade 9000-9999 Contains the GL SLE ID of the order. GL Trade 9000-9999 Contains the GL SLE ID of the child order. GL Trade 9000-9999 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). GL Trade 9000-9999 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). GL Trade 9000-9999 Autorizes the split functionality. Valid values: 1=YES; 2=NO. Default value=2(NO). GL Trade 9000-9999 Equivalent of Overnight. It’s for keeping the orders until the next trading session. Valid values: 1=YES; 2=NO. Default value=2(NO). GL Trade 9000-9999 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) GL Trade 9000-9999 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. GL Trade 9000-9999 This field contains the negociation code of execution market GL Trade 9000-9999 This field is used to filter specific GL messages into GL FIX IN GL Trade 9000-9999 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. GL Trade 9000-9999 Indicates whether the market exchange has to check the quantity order. Valid values: 0=No check (default value); 1=Check quantity (big size). GL Trade 9000-9999 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. NYSE 9000-9999 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. NYSE 9000-9999 Free format text string for internal client use. Max size is 255 char. GL Trade 9000-9999 Free format text string for internal client use. Max size is 16 char. GL Trade 9000-9999 Free format text string for internal client use. Max size is 32 char. GL Trade 9000-9999 Specifies ClearVision (GL Back Office) Instruction. Valid values: 0=Default value; 1=Send To ClearVision; 2=Save in GL OMS. GL Trade 9000-9999 Please contact John Douglas of Ease Technologies for information concerning this field and others between 9599 and 9699 (TRIAD Financial Server) Ease Technologies Inc 9000-9999 Password field used for secondary validation/security authorization.(TRIAD Financial Server) Please contact John Douglas of Ease Technologies for information concerning this field. Ease Technologies Inc 9000-9999 Additional Natural criteria field.(TRIAD Financial Server) Please contact John Douglas of Ease Technologies for information concerning this field. Ease Technologies Inc 9000-9999 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. Ease Technologies Inc 9000-9999 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. Ease Technologies Inc 9000-9999 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. Ease Technologies Inc 9000-9999 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. Ease Technologies Inc 9000-9999 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. Ease Technologies Inc 9000-9999 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. Ease Technologies Inc 9000-9999 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. Ease Technologies Inc 9000-9999 Specifies end of custom communications.(TRIAD Financial Server) Please contact John Douglas of Ease Technologies for information concerning this field. Ease Technologies Inc 9000-9999 Number of repeating notes fields Bloomberg 9000-9999 Repeating field in the notes group Bloomberg 9000-9999 Repeating field in the notes group Bloomberg 9000-9999 Repeating field in the notes group Bloomberg 9000-9999 ATS Access Lehman Brothers 9000-9999 Percentage: Volume target for the worked portion of the order. Lehman Brothers 9000-9999 ATS Access Type P = Passive W = I Would (cross) Lehman Brothers 9000-9999 Count of accepted cancel/replaces. BATS Trading 9000-9999 Percent of inbound OrdQty that this conditional order will interact with Unknown 9000-9999 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 BATS Trading 9000-9999 On the custom UCC trade correction message, this holds the corrected price. BATS Trading 9000-9999 Only present on fills. The total fees for this fill. Negative for rebate. BATS Trading 9000-9999 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. BATS Trading 9000-9999 Int: Determines whether the strategy sticks more closely to trading schedule.Valid Values: 0 = No (default) 100 = Yes Lehman Brothers 9000-9999 Char: Used in determining the optimal trading horizon. A higher urgency corresponds with a shorter duration. Lehman Brothers 9000-9999 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 Lehman Brothers 9000-9999 Price: Identifies trigger price in absolute terms. Lehman Brothers 9000-9999 Char: Identifies anchor price when trigger price is specified in relative terms. Lehman Brothers 9000-9999 1 = Sender, 2 = Receiver Bloomberg 9000-9999 Float: Offset relative to selected anchor for relative trigger price in “BPS better than.” Lehman Brothers 9000-9999 Timing of delta reduction Lehman Brothers 9000-9999 Percentage: Specifies target participation rate when stock price is better than user-specified trigger price. Lehman Brothers 9000-9999 Char: Specifies base working strategy. Lehman Brothers 9000-9999 String: Identifies reference security. Lehman Brothers 9000-9999 String: Identifies the ID source of the reference security (tag 9633). Tag 9634 functions in the same manner as the standard FIX tag 22. Lehman Brothers 9000-9999 Float: Specifies spread threshold in “BPS return since open”. Lehman Brothers 9000-9999 Int: Identifies the minimum time between sweeps in seconds. Lehman Brothers 9000-9999 Qty: Identifies discretion threshold size in shares. Lehman Brothers 9000-9999 Percentage: Identifies discretion threshold size as a percentage of typical depth. Lehman Brothers 9000-9999 Float: Identifies discretion threshold range in cents. Lehman Brothers 9000-9999 Percentage: Identifies discretion threshold range as a percentage of typical spread. Lehman Brothers 9000-9999 Char: Identifies execution style in the market.Valid Values: 1 = Quiet 2 = Neutral 3 = Aggressive Lehman Brothers 9000-9999 Percentage spread for pegging Fidelity Capital Markets 9000-9999 Int: Specifies whether the strategy should ignore block prints. Lehman Brothers 9000-9999 Qty: Allows user to specify block filter threshold in terms of a share quantity. Lehman Brothers 9000-9999 Int: Allows users to specify an average limit price. Valid Values: 1 = Absolute Price (default) 2 = Average Limit Price Lehman Brothers 9000-9999 Char: Identifies anchor price when limit price is specified in relative terms. Lehman Brothers 9000-9999 Float: Offset relative to selected anchor for relative limit price. Lehman Brothers 9000-9999 Char: Identifies units and direction of relative limit price offset. Lehman Brothers 9000-9999 Boolean: When IsBuyBack = True, Rule 10b-18 is enabled for the trade. Lehman Brothers 9000-9999 The time when Quote request will expire Bloomberg 9000-9999 The time when the Quote request will become subject. Bloomberg 9000-9999 Bloomberg MOP Level Bloomberg 9000-9999 Denotes if the response is subject or not. Bloomberg 9000-9999 1-Customer, 2-Sales Bloomberg 9000-9999 Yield Bloomberg 9000-9999 Values similar to TriceType Bloomberg 9000-9999 Bloomberg 9000-9999 BLP Specific Bloomberg 9000-9999 BLP Specific Bloomberg 9000-9999 Bloomberg 9000-9999 Bloomberg 9000-9999 BLP Specific Bloomberg 9000-9999 BLP specific Bloomberg 9000-9999 BLP Specific Bloomberg 9000-9999 BLP Specific Bloomberg 9000-9999 BLP Specific Bloomberg 9000-9999 BLP Specific Bloomberg 9000-9999 The Wire Time in seconds for a Quote (price fill) received from the dealer. Bloomberg 9000-9999 Boolean: Decclare if the order is a short cover order (or not). National Securities Company 9000-9999 Whether price is net(0, default) or gross(1) MBA Systems Ltd 9000-9999 The Executing Broker’s Crest reference MBA Systems Ltd 9000-9999 The Accepting Counterparty’s Crest reference MBA Systems Ltd 9000-9999 Executing Broker’s legal disclaimer MBA Systems Ltd 9000-9999 Accepting Counterparty’s legal disclaimer MBA Systems Ltd 9000-9999 Contact phone number MBA Systems Ltd 9000-9999 Contact email address MBA Systems Ltd 9000-9999 Lehman Brothers 9000-9999 Lehman Brothers 9000-9999 Indicate Side of the hedge Lehman Brothers 9000-9999 This field is used to hold a list-level note on a list message. MarketAxess 9000-9999 Buy side vendor to provide the OMS software version that the trader is using to send in orders. For example: “EzeTraderConsole 4.7” Lehman Brothers 9000-9999 Intended broker algo roduct version with respect to the broker FIX specification version. For example: “Algo 1.0” Lehman Brothers 9000-9999 Minimum option volume traded before starting the hedge Lehman Brothers 9000-9999 Minimum option delta traded before starting the hedge Lehman Brothers 9000-9999 Boolean value to indicate if option order should be hedged Lehman Brothers 9000-9999 Strategy used for hedging Lehman Brothers 9000-9999 Y = Bypass hidden peg orders resting on book N (Default) = Access hidden peg orders resting on book BATS Trading 9000-9999 on drop copies OrigCompID will be the TargetCompID of the original exec report (TargetCompID will be the receiver of the drop copy) BATS Trading 9000-9999 on drop copies OrigSubID will be the TargetSubID of the original exec report (TargetSubID will be the receiver of the drop copy) BATS Trading 9000-9999 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. BATS Trading 9000-9999 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. BATS Trading 9000-9999 1 = sender, 2 = receiver Bloomberg 9000-9999 Type of DealerQuotedPrice. Same values as PriceType. Supported values: 1 = percentage (of par) 6 = spread 9 = yield MarketAxess 9000-9999 Quoted level for the Dealer. Can be expressed as basis points spread, percentage yield, or percentage of par price, as specified in DealerQuotedPriceType MarketAxess 9000-9999 Quoted size for the Dealer. Always expressed in par MarketAxess 9000-9999 Free text comment field MarketAxess 9000-9999 Indicates the competitive status of each dealer quote (Done, Covered, Missed etc). MarketAxess 9000-9999 Quoted FX rate for each Dealer. Float. Direction is determined by SettlCurrFxRateCalc (tag 156) MarketAxess 9000-9999 All-in USD dirty price for the local market trades with FX component. MarketAxess 9000-9999 same as official tag 337 or 9100** ADDED TO FIX 4.2 AS TAG: 375 (ContraBroker) ** CME Group 9000-9999 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 CME Group 9000-9999 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 CME Group 9000-9999 Indicates the routing to an executing system G – Globex trading engine CME Group 9000-9999 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. SIAC 9000-9999 High level product type. N for Energy A for Aggs E for Equity … (more granularity than CFICode) CME Group 9000-9999 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 CME Group 9000-9999 Identifies the clearing member firm to which the fill was “given up”. CME Group 9000-9999 Indicates if the order is a “give-up” or CMTA trade. Values are T – CMTAG – Give-up CME Group 9000-9999 Back office information. TOPS Route sends this information to the back office system CME Group 9000-9999 “PEA” = only valid value CME Group 9000-9999 Indicates the house of the contraBroker CME Group 9000-9999 1=email,2=uuid Bloomberg 9000-9999 Time order is received by exchange CME Group 9000-9999 Time that the broker receives the order CME Group 9000-9999 Indicates the time bracket of an order fill. CME Group 9000-9999 This tag shall contain the id used for login and routing purposes CME Group 9000-9999 Id common to new order and subsequent series of requests against that order. Used for reporting. CME Group 9000-9999 Timestamp source for Time In timestamp. (Exists in FIX 4.4 as repeating group.) CME Group 9000-9999 Timestamp source for Broker Receipt timestamp. (Exists in FIX 4.4 as repeating group.) CME Group 9000-9999 Timestamp soource for Exectution timestamp. (Exists in FIX 4.4 as repeating group.) CME Group 9000-9999 Timestamp of fill being reported from the pit to the trading floor booth. (Exists in FIX 4.4 as repeating group.) CME Group 9000-9999 Timestamp source of Time Out timestamp. (Exists in FIX 4.4 as repeating group.) CME Group 9000-9999 The Discretion Price of the order. This price is the limit for the DiscretionQty can be traded at. The value is an absolute price. Sungard 9000-9999 Clerk or trader entering the fill into the fill reporting system. (Potentially a Party Role.) CME Group 9000-9999 ID of station reporting fill. (Similar to FIX 4.3 Party Role of Executing System.) CME Group 9000-9999 Sequence number assigned to the fill by the station reporting it. CME Group 9000-9999 Total number of fills being reported by station under a single FillSeqNum. CME Group 9000-9999 Reference to a specific fill being reported under a single FillSeqNum. (See custom field FillNumLines.) CME Group 9000-9999 When reporting fill, references the leg number in the order. CME Group 9000-9999 Indicates whether a trade adds liquidity (A) or removes liquidity (R) from the marketplace. Townsend Analytics 9000-9999 Fill being reported is flagged Too Late To Cancel when a cancel/replace or cancel request was received after the execution. CME Group 9000-9999 LastPx formatted for processing by post-trade systems. CME Group 9000-9999 Label printed on trading floor order ticket. CME Group 9000-9999 Trader executing the order. (Exists in FIX 4.3 as repeating group.) CME Group 9000-9999 Clearing firm of executed order. (Exists in FIX 4.3 as repeating group.) CME Group 9000-9999 Clearing organization for executed order. (Exists in FIX 4.4 as repeating group.) CME Group 9000-9999 Security ID as assigned by clearing organization. (Combination of FIX 4.4 SecurityIDSource and SecurityID.) CME Group 9000-9999 Strike price as formatted by clearing organization. CME Group 9000-9999 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) Credit Agricole Cheuvreux 9000-9999 Assigned by an exchange to identify a particular price improvement phase for a particular instrument CMC 9000-9999 Indicates the time when an instrument price improvement phase will expire CMC 9000-9999 Indicates the duration in seconds of an instrument price improvement phase CMC 9000-9999 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 CMC 9000-9999 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 CMC 9000-9999 Indicates the price to not exceed for a price improvement order that is managed by the exchange CMC 9000-9999 Omgeo 9000-9999 Omgeo 9000-9999 Indicates the maximum order quantity allowed for a particular instrument CMC 9000-9999 Indicates the minimum order quantity allowed for a particular instrument CMC 9000-9999 Indicates the change in an instrument price from the previous day’s settlement price CMC 9000-9999 Indicates the direction of change of an instrument price from the instrument’s previous day settlement price ‘+’ = increase ‘-‘ = decrease ‘ ‘ = no change CMC 9000-9999 Standard Code For Expressing Option Strike Price CMC 9000-9999 Specifies the currency of the strike price. USD = US$, CAN = Canadian $ CMC 9000-9999 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. CMC 9000-9999 Indicates Option Sponsor Type 0 = Regular 1 = Societe Generale CMC 9000-9999 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 CMC 9000-9999 The original quantity of an order CMC 9000-9999 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 CMC 9000-9999 The end time for an order exposition CMC 9000-9999 LastPx as formatted by clearing organization. CME Group 9000-9999 Allows the user to instruct the recipient of a settlement instruction to perform an FX deal. Omgeo 9000-9999 Order types as defined by clearing organization. CME Group 9000-9999 Business cycle as defined by clearing organization. CME Group 9000-9999 Additional text-based instructions for order execution. CME Group 9000-9999 Flags message as possible retransmission for printing on trading floor order ticket. CME Group 9000-9999 Indicates confirmation of cancel is requested from the trading floor. CME Group 9000-9999 Refers to ClOrdID on fill being reported Too Late To Cancel. See custom tag 9731 TLTCFlag. CME Group 9000-9999 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. CME Group 9000-9999 For FIX 4.2 (contains the trade number in the fill notice – execution report). Added in FIX 4.3 as tag 527 – SecondaryExecID. CME Group 9000-9999 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. CME Group 9000-9999 Account number information used in Quote related messages in FIX 4.2 CME Group 9000-9999 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). CME Group 9000-9999 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’. CME Group 9000-9999 Symbol cancelled for an unsollicited Quote Ack message. CME Group 9000-9999 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. CME Group 9000-9999 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. CME Group 9000-9999 Indicates whether an order incur specialist fee. Y=Yes, N=No. Agent Trader Securities LLC 9000-9999 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. Helfant Group 9000-9999 Boolean field to tell if the instrument defined by the Security Definition message is a user defined instrument or not. CME Group 9000-9999 Quantity of the buy side of cross requests CMC 9000-9999 Quantity of the ask side of cross requests CMC 9000-9999 Timestamp of the last cross request received for an instrument CMC 9000-9999 Indicates the quantity of the bid side of quote requests in an instrument’s market CMC 9000-9999 Indicates the quantity of the ask side of quote requests in an instrument’s market CMC 9000-9999 Time of the last quote request received for an instrument CMC 9000-9999 Tag 9786 allows clients to specify the style of bang applied to each order on an individual basis.S=Single and N=Normal Bloomberg 9000-9999 Multiplier to convert electronic prices sent over fix to display prices. CME Group 9000-9999 Equivalent to the ExecID of a spread when dealing with multi-leg securities. CME Group 9000-9999 SecurityID for the spread related to the leg reported as SecurityID in the message Execution Report. CME Group 9000-9999 Used to indicate if a response is requested (or required) from the e-mail recipient CBOE 9000-9999 Original Email Thread ID to which this e-mail message is in reply CBOE 9000-9999 Execution Id assigned to both sides of a transaction and passed back to each party in the execution report. NYSE 9000-9999 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. NYSE 9000-9999 When set it will designate an order sent as a PNP to go proactive if it locks the market. NYSE 9000-9999 Indicates that an order should be considered part of a prospectus offering NYSE 9000-9999 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. NYSE 9000-9999 enumerated value indicating the type of ARCAEx news message NYSE 9000-9999 Can be internet e-mail or Bloomberg UUID Bloomberg 9000-9999 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 Bloomberg 9000-9999 Format to use to display the price on the screen. CME Group 9000-9999 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 CME Group 9000-9999 Identifier of the Bloomberg server that generated an order and allocation. Used for internal routing purposes. String – upto16 characters MarketAxess 9000-9999 Identifier of the Trading System that processed an order or allocation. Used for internal routing purposes. String – upto 16 characters MarketAxess 9000-9999 <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 MarketAxess 9000-9999 Contains the Interest Rate Swap spread which is the difference between the Corp Yield and the IRS Yield. Format -NNN.DDD MarketAxess 9000-9999 Contains Asset Swap spread which is the difference between the Corp Yield and the ASW Yield. Format -NNN.DDD MarketAxess 9000-9999 Reserved for future use by Nasdaq. Nasdaq 9000-9999 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). Omgeo 9000-9999 Date and time when the Omgeo Third Party generated the message. Omgeo 9000-9999 This tag initiates a VWAP strategy for the order.Valid values:9810=0(off),1(on) Bloomberg 9000-9999 VWAP start time (GMT) Bloomberg 9000-9999 VWAP stop time (GMT) Bloomberg 9000-9999 This tag specifies if the VWAP order will be eligible for matching (U.S orders only) 9813=0(not eligible) 9813=1(eligible) Bloomberg 9000-9999 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) Bloomberg 9000-9999 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. Bloomberg 9000-9999 Whole numbers only. Multiply this value with appropriate Tick increment (based on current security price and GTEX Tick Rules) to calculate the Discretion Quantity. Bloomberg 9000-9999 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. Nasdaq 9000-9999 A = Allow I = Inhibit For trade reporting. Nasdaq 9000-9999 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. Nasdaq 9000-9999 Entry time of the blockbuster or sizable trade. Nasdaq 9000-9999 Time of receipt of action input or expiration of review period. Nasdaq 9000-9999 Price inclusive of commissions. Nasdaq 9000-9999 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. Nasdaq 9000-9999 Clearing broker ID. Nasdaq 9000-9999 MPID of give up on the trade reporting party side. Nasdaq 9000-9999 MPID of give up on the non-trade reporting party side. Nasdaq 9000-9999 Contains desk/trader ID. Nasdaq 9000-9999 Life of GTT order rather than an expire time. Nasdaq 9000-9999 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 Nasdaq 9000-9999 The Introducing Broker is the firm who gives-up another firm during the execution of the trade. Valid values: A = Active S = Suspended Nasdaq 9000-9999 The Executing Brokers are those firms on either side who “own” the trade. Valid values: A = Active S = Suspended Nasdaq 9000-9999 The Clearing Brokers are those firms who will clear the trade. Valid values: A = Active S = Suspended Nasdaq 9000-9999 The firm which takes responsibility for trade reporting functions. Valid values: Y = Yes N = No Nasdaq 9000-9999 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 Nasdaq 9000-9999 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 Nasdaq 9000-9999 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 Nasdaq 9000-9999 Type of third party being identified Omgeo 9000-9999 This field identifies the type of format used to identify the party Omgeo 9000-9999 Identity of the party specified as a character string Omgeo 9000-9999 The actual name of the organization Omgeo 9000-9999 The status of communication with the third party Omgeo 9000-9999 The time the third party status was assigned to the allocation by Central Trade Manager (CTM) Omgeo 9000-9999 The identifier assigned to the allocation by the third party upon receipt Omgeo 9000-9999 A free form text field for communication of additional information from the third party to Central Trade Manager (CTM) Omgeo 9000-9999 This field indicates the number of Third Party Data blocks that are provided on the message. Omgeo 9000-9999 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). Nasdaq 9000-9999 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. Nasdaq 9000-9999 Defines who is getting an allocation report – may be multiple people Bloomberg 9000-9999 Lehman Brothers 9000-9999 Indicate the minimum cabinet price for a given option instrument. CME Group 9000-9999 Indicate the maximum cabinet price for a given option instrument. CME Group 9000-9999 Indicate the increment between multiple cabinet prices for a given option instrument. CME Group 9000-9999 Indicate the pricing model used to calculate the reported prices. CME Group 9000-9999 Valid values:Y = Override N = No override Nasdaq 9000-9999 Used in Trade Report Entry to detail the length of time a trade report should be held before dissemination. Nasdaq 9000-9999 B = only buyer has broken, S = only seller has broken, X = both buyer and seller have broken, L = broken through market center Nasdaq 9000-9999 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 Nasdaq 9000-9999 The currency associated with the total accrued interest amount. This field determines precision of the corresponding amount field. Omgeo 9000-9999 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. Omgeo 9000-9999 8 chars. Required by OATS for trade reporting party QSR and AGU trades only. Does not apply to non-QSR or non-AGU entries. Nasdaq 9000-9999 Branch/Sequence Number associated with a particular order or trade. Nasdaq 9000-9999 Contra Trade PA. Valid values: A = agency, F = firm, P = principal, R = riskless Nasdaq 9000-9999 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. Nasdaq 9000-9999 MarketAxess 9000-9999 The commission type. Allowed values are EXEC (executing broker’s commission), LOCO (local broker’s commission), SPCN (special concessions) and TCOM (total commissions). Omgeo 9000-9999 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. Omgeo 9000-9999 The commission reason code at the Block level. Omgeo 9000-9999 Bloomberg 9000-9999 Currency of the amount indicated in the Omgeo block commission amount field. ISO codes used. Omgeo 9000-9999 Indicates the quantity of the reserve size. Reserve size must be in shares either in round lot multiples or in mixed lots. Nasdaq 9000-9999 Indicates the quantity to which display size will be replenished from reserve size. Must be is shares, in a round lot multiple. Nasdaq 9000-9999 Number of shares to be displayed Nasdaq 9000-9999 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) Omgeo 9000-9999 This field indicates the number of block commission groups that are provided on the message. Omgeo 9000-9999 Block trade identifier used only by dealers using AEP for execution for matching block trade in Allocation Instruction. Brook Path Partners Inc 9000-9999 This is additional information about the 2 security type trade: 1 = TBA Outright (Cash) 2 = TBA Rolls 3 = TBA Swap/Switch 4 = TBA Hedged Bloomberg 9000-9999 Bloomberg Internally used. Bloomberg 9000-9999 Bloomberg 9000-9999 Index of this leg for a multi-leg trade (trades reported individually). Bloomberg 9000-9999 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 ** Bloomberg 9000-9999 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 Bloomberg 9000-9999 Valid values are M (client “made” liquidity), and T (client “took” liquidity) Bloomberg 9000-9999 To specify the start date (YYYYMMDD-HH:MM:SS in GMT) for requesting the status of ALL orders for this client Bloomberg 9000-9999 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” Bloomberg 9000-9999 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 Bloomberg 9000-9999 To describe the DiscretionSpread off the displayed limit price. Contact Bloomberg for detailed information on how this field is used Bloomberg 9000-9999 To describe the DiscretionAmount in an order. Contact Bloomberg for detailed information on this tag. Bloomberg 9000-9999 To describe a minimum fill quantity in an order with Discretion component. Contact Bloomberg for detailed information on this tag. Bloomberg 9000-9999 Please contact Benedict Zoe for an explanation of this tag’s purpose Bloomberg 9000-9999 Coupon for fixed income Bloomberg 9000-9999 Series for fixed income Bloomberg 9000-9999 Yield for fixed income Bloomberg 9000-9999 Discount rate for fixed income Bloomberg 9000-9999 Equity or fixed income? Bloomberg 9000-9999 Fixed income flavor/type Bloomberg 9000-9999 Bloomberg pricing number Bloomberg 9000-9999 Series number for allocation Bloomberg 9000-9999 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. Bloomberg 9000-9999 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 Bloomberg 9000-9999 Bloomberg WorkStation Number Bloomberg 9000-9999 Number of Bloomberg Blots Bloomberg 9000-9999 Bloomberg blot sequence number Bloomberg 9000-9999 Principal Bloomberg 9000-9999 Bloomberg Price type Bloomberg 9000-9999 Bloomberg allocation target Bloomberg 9000-9999 Bloomberg application (yellow key) Bloomberg 9000-9999 Bloomberg 9000-9999 Amount to quote on Nasdaq Bloomberg 9000-9999 Number of market makers in bang Bloomberg 9000-9999 9909: Market maker in bang group Bloomberg 9000-9999 9909: Qty to a MMID in bang group Bloomberg 9000-9999 9909: Min fill qty per MMID in bang group Bloomberg 9000-9999 Y,N – Is execution an Bloomberg bang? Bloomberg 9000-9999 Counterparty of Bloomberg bang execution Bloomberg 9000-9999 Y,N – Identifies whether Bloomberg bang was performed via proprietary SDP Bloomberg 9000-9999 Indicate the order account type assign by surveillance Euronext 9000-9999 Number of repeating group in the clearing aggregate of an order Euronext 9000-9999 Instrument group identification Euronext 9000-9999 Indicate the clearing aggregate type of an order Euronext 9000-9999 This parameter indicates the phone number of the subscriber’s representative who acts as market maker for the given stock Euronext 9000-9999 Indicate the current state of the instrument Euronext 9000-9999 Indicate the market maker type Euronext 9000-9999 Closing auction indicator Euronext 9000-9999 Indicates the number alloted to a trade Euronext 9000-9999 Indicate a logon/logoff at the application level Euronext 9000-9999 Indicates if the member identity has to be disclose or not in the corresponding public data feed Euronext 9000-9999 Indicate the name of the market maker Euronext 9000-9999 Indicate the instrument type Euronext 9000-9999 Type of action that cause the change of instrument status Euronext 9000-9999 Indicate if a pre-checking of the order has to be done by the exchange Euronext 9000-9999 indicates the function code of the initial message to which this execution report message is responding Euronext 9000-9999 indicate whether or not the order entered in the pre-opening should pass into the market session phase Euronext 9000-9999 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 Euronext 9000-9999 Customer account type Euronext 9000-9999 Indicates if the value added taxes will be calculated by the clearing system or not Euronext 9000-9999 Member type of the clearing system for which the order has been entered Euronext 9000-9999 Indicate if the order has been entered by a market maker or not Euronext 9000-9999 Indicate the posting & give-up processing to be done by the clearing system Euronext 9000-9999 Indicates the calculated (or traded) price for the corresponding underlying instrument Euronext 9000-9999 Indicate if the remaining quantity is a multiple of the board lot Euronext 9000-9999 Indicate the order type and its origin: P = Programm trading, M = manuel, R = routing Euronext 9000-9999 Indicates that a non-zero quantity of the order remains to be traded Euronext 9000-9999 Indicate the type of the Quote Euronext 9000-9999 Transmission date time of message Euronext 9000-9999 Indicates the original order identification Euronext 9000-9999 Designate the member code Euronext 9000-9999 Designate the trader code Euronext 9000-9999 Indicator specifying whether member wishes to settle his operation Euronext 9000-9999 Indicate ISB guarantee and settlement delay Euronext 9000-9999 Data field entered by a member when his counterpart mandates another establishement to enter his declaration. Euronext 9000-9999 Indicator specifying the nature of the operation generating the TCS declaration Euronext 9000-9999 Indicate whether the TCS declaration was entered on the same day as the trade or on the following trading day. Euronext 9000-9999 Indicate the number of occurence already sent Euronext 9000-9999 Indicate if it’s the last message or not Euronext 9000-9999 subscriber Front end identification Euronext 9000-9999 Indicate if the specified TCS trade was cancelled Euronext 9000-9999 Indicate if the TCS trade relate to a block Euronext 9000-9999 Specifies the trade message type Euronext 9000-9999 Indicates the lower price limit authorized for normal out-of-session trades for the given security Euronext 9000-9999 Indicates the upper price limit for normal out-of-session trades for the given security Euronext 9000-9999 Indicates the lower price limit for out-of-session block trades for the given security Euronext 9000-9999 Indicates the upper price limit authorized for out-of-session block trades for the given security Euronext 9000-9999 Indicates the status of the security group Euronext 9000-9999 Indicates the quantity executed at the moment the order was introduced Euronext 9000-9999 Date when the Order was created. Middle Ware Idioms 9000-9999 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. Middle Ware Idioms 9000-9999 Market maker quantity of bid Euronext 9000-9999 Market maker quantity of offer Euronext 9000-9999 Market maker best bid price Euronext 9000-9999 Market maker best ask price Euronext 9000-9999 Assigned value used to identify firm (market maker) sending message Euronext 9000-9999 Member ID of best bid prices Euronext 9000-9999 Member ID of best ask prices Euronext 9000-9999 Bloomberg 9000-9999 Percentage of stock’s capitalization as compared to total previous day’s capitalization Euronext 9000-9999 Last message indicator for a given index Euronext 9000-9999 Previous day’s closing reference index Euronext 9000-9999 Frequency of index calculation Euronext 9000-9999 Adjusted theoretical stock price Euronext 9000-9999 Stock capitalisation based on previous day’s adjusted reference price Euronext 9000-9999 Difference in capitalisation today/yesterday Euronext 9000-9999 Net dividend Euronext 9000-9999 Global dividend Euronext 9000-9999 Total amount of net dividends detachet from the stock today Euronext 9000-9999 Total amount of global dividends detached from the stock today Euronext 9000-9999 Index sector code Euronext 9000-9999 Deletion/admission code Euronext 9000-9999 Index level indicator Euronext 9000-9999 Number of stocks quoted Euronext 9000-9999 Percentage of capitalization Euronext 9000-9999 Variation (forerunner) Euronext 9000-9999 Variation from liquidation day price Euronext 9000-9999 Variation from previous year end price Euronext 9000-9999 Net profitability index Euronext 9000-9999 Global profitability index Euronext 9000-9999 Number of falling securities Euronext 9000-9999 Number of rising securities Euronext 9000-9999 Bloomberg Unique User ID Bloomberg 9000-9999 Bloomberg Firm Number Bloomberg Fraction to Trade (Int) Maximum cost from strike in basis points (int) 1 = Risk Aversion, 10 =Market Impact (int) List of user-defined fields for ABN AMRO. Indicates whether an order incur specialist fee. Y=Yes, N=No. List of user-defined fields for Agent Trader Securities LLC. Allocation: optional price for specific alloc within a ticket (avg across multiple executions) <p> ** ADDED TO FIX 4.1 AS TAG: 153 (AllocAvgPx) ** The actual locate identifier/reference provided by the LocateBroker (5700). List of user-defined fields for American Century Investments. 7444 Reserved 7445 Reserved List of user-defined fields for Angel Networks. 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. List of user-defined fields for Apt Computer Systems Limited. Unsolicited Partial Cancel Quantity. Indicator of how BRUT executed the trade. Capacity, Broker Market Maker status. Valid Values: A=Agency, P=Principle Customer price per share of Original Order. Date the Original Order was accepted by ECN. Prefered Market Maker with Through BRUT Order. Order routing instruction for ECN. Valid Values B=Book (default), T=Through ECN to Prefered Market Maker, X=Order Cross, H=Hidden Order. The Sponsor Broker for the Institution. Only used with Institution Orders. List of user-defined fields for Automated Security Clearance Ltd. Amount of accrued interest. Indicates whether or not the auction is being held for the security. Base SWAP price. Buy back date. Buy back price. Indicates change from previous day’s weighted average price vs. last traded price. Indicates change from previous day’s open interest. Encoded (non-ASCII characters) representation of the ShortSecurityDesc (5381) field in the encoded format specified via the MessageEncoding (347) field. Byte length of encoded (non-ASCII characters) EncodedShortSecurityDesc (5383) field. Face value of security. First eligible trade date. Number of decimals in prices. Similar to InstrAttribValue(872) with InstrAttribType(871) = ’27’. Last eligible trade date. Similar to EventDate(866) with EventType(865) = ‘7’. 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). Code of market where instrument is traded. Maximum summary volume of active buy and sell orders. Used in pre-5.0 versions to provide same functionality as 5.0’s MinPriceIncrement(969). Market share limit. Market share limit threshold. Maximum deviation of prices from settlement price. Maximum deviation of prices from settlement price at T+1. Product status. Product type. Price of the second part of REPO. Previous day’s settlement price. Short security description. State Securities Identification Number. Total number of shares busted. List of user-defined fields for B2BITS. Average Price of the far leg of a swap Bid Spot Rate of the far leg of a swap 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. the deal amount (order quantity) of a far leg of a swap. Duration in minutes. Valid values: (1 – 390, for US markets) Reserved for future use. Starting time as a UTC timestamp. FINS number of broker executing the order (up to 6 characters) Execution mode. Valid values: 0 = neutral, 1 = passive, 2 = aggressive. Ending time as a UTC timestamp. Home currency Home Ccy Equivalent Quantity Home CCY Equivalent Quantity for the Far leg of a swap Home CCY Equivalent Rate Home Ccy Equivalent Rate for the far leg of a swap Price of the far leg of a swap Spot Rate of the far leg of a swap Leaves Quantity of the far leg of a swap Contra amount of the leg FINS number of 1st broker not allowed to execute order (up to 6 characters) FINS number of 2nd broker not allowed to execute order (up to 6 characters) Offer Spot Rate of the far leg of a swap 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). Reserved for future Banc of America Securities PBT usage. Reserved for future Banc of America Securities PBT usage. Reserved for future Banc of America Securities PBT usage. Reserved for future Banc of America Securities PBT usage. This is used to differentiate between a quote rejection and the actual closing of a quote stream for business reasons. 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! Reserved for future use. USD Equivalent of the dealt currency USD Equivalent of the dealt currency for the far leg for Swaps List of user-defined fields for Bank of America. The far leg bid in an FX swap This is the far leg bid amount Used for the Bid side of pre-caluclated combined points for FX-Swaps Used for the Offer side of pre-caluclated combined points for FX-Swaps A field identifying the quote provider Mostly for algo orders. ExchangeExecutionId of the child order. Mostly for algo orders. Exchangeorderid of the child order. The gateway id (or name) for the exchange in the broker system. (one exchange can have multiple gateways from a broker system) Executed quantity on fills for leg 2 of a 2-legged strategy. The denomination of the issue This is the far leg offer for an FX swap This is the far leg offer amount Ordered quantity for leg 2 of a 2-legged strategy. Informs the client how many quote contributers there were is determining the quote This is the calculated side amount on an FX swap This is the second calculated side amount for an FX Swap 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 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 List of user-defined fields for Barclays Capital. Y = Bypass hidden peg orders resting on book N (Default) = Access hidden peg orders resting on book 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 The Central Counterparty. On the custom UCC trade correction message, this holds the corrected 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. Only present on fills. The total fees for this fill. Negative for rebate. 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. Locked quantity Count of accepted cancel/replaces. on drop copies OrigCompID will be the TargetCompID of the original exec report (TargetCompID will be the receiver of the drop copy) on drop copies OrigSubID will be the TargetSubID of the original exec report (TargetSubID will be the receiver of the drop copy) 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 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. List of user-defined fields for BATS Trading. 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 Format: String specifies algorithm source using language type specified in FilterSource ( 5120 ). Format: int ID provider echo FilterReqID(5122), new generated ID by provider for Requested Filter. Used to cancel/update filters. Format: int filter requester ID see FilterID generated by filter provider to used to cancel/update filters. 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). 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 Format: NumInGroup Number of repeating CreditRating ( 255 ) and CreditRatingAgency ( 5113 ) entries. use NoCreditRating == 0 when CreditRatingAgency and CreditRating is not provided. Used in IOIList. Market data field Format: NumInGroup Number of repeating LegCreditRating ( 257 ) and LegCreditRatingAgency ( 5117 ) entries. use NoLegCreditRating == 0 when LegCreditRatingAgency and LegCreditRating is not provided. Specifies the number of RFQRequests. Market data field Format: NumInGroup Number of repeating UnderlyingCreditRating ( 256 ) and UnderlyingCreditRatingAgency ( 5115 ) entries. use NoUnderlyingCreditRating == 0 when UnderlyingCreditRatingAgency and UnderlyingCreditRating is not provided. Used in IOIList, SecurityList, SecurityStatus Number of Indications currently alive ( not expired based on validUntilTime ) Market data field 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 List of user-defined fields for Beacon Capital Strategies. Boolean value, active or not Double Value beta neutrality limit in dollars Double Value Risk Arb Cash Value Boolean Value Dollar neutrality limit Double Value Int Value Double Value Decimal value Ratio neutrality limit in percent Risk Aversion Parameter Float Value Int Value Int Value List of user-defined fields for Bear Stearns & Co. Indicates if the Bid Price is within the Price volatility band. Percentage of refernce price by which volatility bands can be extended in intra-day auction Lower volatility ban boundary (absolute value) Indicates if the Offer Price is within the Price volatility band. Indicates if the order price is within the volatility band. N = Not active, A = Active Total bid quantity in the order book (all prices – active orders only) Total offer quantity in the order book (all prices – active orders only) Indicates trading method for security. Values: MKT – Continuous trading, MPC – Fixing, MPP – Proportional, MVC – Multiple price fixing, MKP – Continuous selling, MMC – Minimum price Upper volatility band boundary (absolute value) List of user-defined fields for Belgrade Stock Exchange. Ending cash consideration of a financing deal on the EndDate(917) adjusted for coupon and interest payments to the collateral holder. 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. This flag (Y/N) indicates whether it’s an all-in price. Sub identifier for the Allocation Accounts. Will be part of the NoAllocs group. Sub identifiers #2 for Allocation Accounts. Will be part of the NoAllocs group. Sub identifier #3 for Allocation accounts. Will be part of the NoAllocs group. Allocation account MCA Date Allocation account MCA type 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.) Allocation calculation agent location Current Face allocated to this Allocation account. For MTGEs only. Part of “NoAllocs” repeating group. Gross trade amount allocated to the Allocation account. Part of the “NoAllocs” repeating group. Allocation account matrix agreement type Allocation MCA annex date Can be internet e-mail or Bloomberg UUID 1=email,2=uuid 1 = Sender, 2 = Receiver 1 = Sender, 2 = Receiver Bloomberg allocation target Values: Y/N. Bloomberg application (yellow key) The ask delta price – for FX SPOT Net ask price for 2-way pricing Mortgage/assest backed security assumed coupon 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 Counterparty of Bloomberg bang execution Y,N – Is execution an Bloomberg bang? Number of market makers in bang 9909: Min fill qty per MMID in bang group 9909: Market maker in bang group 9909: Qty to a MMID in bang group Please contact Benedict Zoe for an explanation of this tag’s purpose Y,N – Identifies whether Bloomberg bang was performed via proprietary SDP Tag 9786 allows clients to specify the style of bang applied to each order on an individual basis.S=Single and N=Normal Designates the direction in which the Barrier needs to be crossed to activate the option. 1 — up, 2 — down. The date the price monitoring ends. Price of the underlying at which the option comes in existance or ceases to exist. Level of the second barrier for double barrier options Predefined rebate for Barrier option Rebate for the second barrier for double barrier options The date the price monitoring starts. Style of a barrier for Barrier option. 1– knock-in, 2 — knock-out The Bloomberg-specific ID associated with a particular dealer. For adding, updating and deleting securities as part of trade capture message, AE. Bloomberg Internally used. Benchmark bid yield for quote messages that inclue the SpreadOrBenchmarkCurveData component block. Benchmark offer price for quote messages that inclue the SpreadOrBenchmarkCurveData component block. Benchmark offer spread for quote messages that inclue the SpreadOrBenchmarkCurveData component block. Benchmark offer yield for quote messages that inclue the SpreadOrBenchmarkCurveData component block. The bid delta price – for FX SPOT This field will contain the bid dollar price for discount-quoted securities. Bid Yield-to-maturity. 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 Bloomberg blot sequence number BLP Specific UNique to BLP Trading system. Inside repeating group for allocations. Inside the repeating group for allocations. This is unique to BLP Trading systems. Security Program Type 1-Customer, 2-Sales 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 Valid values are M (client “made” liquidity), and T (client “took” liquidity) Bids Wanted Item ID. Calcution Agent Location Denotes whether a particular leg of an FX Option trade is a Call or a Put. Possible Values: 1=Call; 2=Put Denotes what currency a given leg of an FX Option is operating on. Works in conjunction with CallOrPut tag. Y – Indicates a full allocation N – Indicates partial or Dummy account’s 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 Actual quote for a security or for first leg of a swaps trade eg. MSFT, ‘Bloomberg Indicative’ Fwd/Swap points (Swaps/Outrights only) Actual quote of second leg (Swaps only) 1 – Indicative 2 – Executable Counter accrual unit for FX Option trade. Valid values: • 1 = ACT/ACT • 2 = 20/360 • 3 = ACT/360 • 4 = ACT/365 Counter deposit rate in units and accrual convention specified in 9116 and 9117 Counter deposit unit for FX Option trade., Valid values: • 1 = Ann • 2 = Semi • 3 = Cont • 4 = M Mkt Account identifier of a counterparty for Fixed Income orders & executions. Coupon for fixed income Denotes one of two currencies in an FX Option trade. Denotes the second of two currencies in an FX Options trade. Current face for Mortgages, ABS, CMO, CMBS etc. (Original face * Factor). To specify the start date (YYYYMMDD-HH:MM:SS in GMT) for requesting the status of ALL orders for this client 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” Bank or the dealer that a trade was done with (This will be an optional field). The time when Quote request will expire 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 of delivery for an option trade. 1 — cash, 2 — delivery Value/Spot date (settlement date) for the delta hedge of an FX Option The per-leg Delta value for an FX Option trade. Delta leg for ask quote in 2-way pricing The net Delta value for an FX Option trade. Delta Net value for ask quote in 2-way pricing FX deposit, values: N = New, R = Rollover. 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) Accrual Unit for an FX Option trade. Possible values: 1=ACT/ACT; 2=20/360; 3=ACT/360; 4=ACT/365 Deposit rate in units and accrual convention specified in tags 9113 and 9114 Deposit Unit for an FX Option trade. Possible Values: 1=Ann; 2=Semi; 3=Cont; 4=MMkt Discount rate for fixed income To describe the DiscretionSpread off the displayed limit price. Contact Bloomberg for detailed information on how this field is used To describe a minimum fill quantity in an order with Discretion component. Contact Bloomberg for detailed information on this tag. To describe the DiscretionAmount in an order. Contact Bloomberg for detailed information on this tag. 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 Values: R, A, or B. Determines whether the offering is exclusive to the Rep, ATS, or both. Denotes whether a Delta Hedge trade should be booked to offset the risk of an option trade. The end date of option exercise period. The beginning date of option exercise period. Time of FX Option expiry, expressed in GMT format. Example: 10:00:00 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 Specifies trader’s mark up over the offering price. 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. Fill or Kill Quantity. 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. Firm offering quantity for Municipal Commercial Paper. Bloomberg Firm Number Equity or fixed income? Fixed income flavor/type Fixing Date for the second leg of NDF swap. ( First leg is 6203 ) FOK Position in an account. The value of the forward rate for an FX Option. Forward rate leg for ask quote in 2-way pricing FX Non-deliverable forward indicator R = regular N = onshore O = OffshoreDefault = R The style of FX Option. Possible values: 1=American; 2=European FX Split trade indicator – Split FX trade across multiple books – Y/N The per-leg Gamma value for an FX Option trade. Gamma leg for ask quote in 2-way pricing The net Gamma value for an FX Option trade. Net Gamma value for ask quote in 2-way pricing This is the General Legder Account field. This term describes the way brokers and clients protect themselves from market risk in doing repos. Indicates a type of hedge trade to be executed for offset of option risk. Possible values: 1=Spot; 2=Forward HighTenorQuoteId used for order message to indicate interpolated price calculation from FX streaming quote id This field is the Index Ratio. Date of the inventory position. LocalMmktDate. Part of group (5529-5531) 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) Bloomberg recognized exchange code. This is a 2 character, alpha code. Price of the option leg for ask quote in 2-way pricing. BLP Specific BLP Specific BLP Specific BLP Specific Index of this leg for a multi-leg trade (trades reported individually). Leg Last Forward Points – Same as Tag 195 “LastForwardPoints” but for the Far leg of a FX Swap Deal. LegLastSpotRate – Similar to tag 194 “LastSpotRate” but for the Far leg of a FX Swap deal. Leg Market Type – Similar to tag 9102 “MarketType” but for the far leg of a FX Swap leg. 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. The currency which the LegNotionalAmount field refers to, for an FX Option. Values similar to TriceType Leg Split Trade Flag – Similar to tag 9101 “SplitTradeFlag” but for the far leg of a FX Swap deal. BLP Specific BLP Specific BLP Specific Yield Master account identifier Yield corresponding to Maturity end date. Part of NoDateRates (5538) repeating group. Yield corresponding to Maturity start date. Part of NoDateRates (5538) repeating group. Matrix Agreement Type Complete maturity date for Fixed Income trades. YYYYMMDD Size available corresponding to Maturity range. Part of NoDateRates (5538) repeating group. For the flag leg of an FX swap, used to indicate if the settlement will be handled net or gross 1 = Net 2 = Gross Number of Bloomberg Blots eg. MSFT, ‘Bloomberg Indicative’ Repeating group count. No of Inventory positions advertised. Part of group (5529-5531) Number of repeating notes fields Defines the number of Orders rerouted to another broker. Repeating field in the notes group Repeating field in the notes group Repeating field in the notes group Number of BLP trade tickets created as a result of the incoming trade message Repeating group under the trade capture suite of messages Repeating group count. Number of coupon reinvestments. Part of group (6223-6226) Defines who is getting an allocation report – may be multiple people This field will contain the offer dollar price for discount-quoted securities. Offer Yield-to-call. Offer Yield-to-maturity. 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 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 To specify the original destination of a Drop copy message. Can be a platform, exchange or anything – Mutually agreed upon. 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 ** Account / Fund / Book name of the position. Mortgage prepayment speed Bloomberg Price type Bloomberg pricing number Primary money market security identifier Principal Bloomberg MOP Level Amount to quote on Nasdaq Indicates whether a price is indicative or executable. Valid Values: 1 = Indicative pricing 2 = Executable pricing The date (last reset date) from which the coupon rate is effective for Variable Rate Demand Note and tender option bonds. Type= LocalMmktDate FX trading creates multiple transactions. This will contain the ticket numbers returned. Denotes the Broker Code of a Re-Routed Order. Denotes the Order # of a Re-Routed Order. Denotes the Size of a Re-Routed Order. Denotes the Execution Price of a Re-Routed Order. Denotes the Settlement Date of a Re-Routed Order FX Reserved FX Reserved FX Reserved The per-leg Rho value for an FX Option trade. Rho leg for ask quote in 2-way pricing The net Rho value for an FX Option trade. Net Rho value for ask quote in 2-way pricing Used for fix-to-fix processing. No internal updates along the way. Strictly endpoint processing. Used to bypass local database updates. Identify the book for the salesperson doing the trade. Secondary Alloc ID per allocation account. Bloomberg recognized exchange code. 2 character alpha code. Series for fixed income Series number for allocation Accrued Interest in the Settlement currency. Settlement Currency for the second leg of NDF swap Net money in Settlment Currency. Settlement Fixing Date Identifies the system source. This tag will be a string i.e. “Tradebook” Used for 2-way pricing – spot rate of the ask quote The price of the instrument with which a given leg of an FX Option trade is being hedged. Spot hedge leg for ask quote in 2-way pricing The net price of the instruments with which an FX Option trade is being hedged. Net Theta value for ask quote in 2-way pricing The signed notional for a spot hedge trade for an FX Option. Always refers to the currency denoted as Currency1 (tag 9073). SpotQuoteId used for order message to indicate price from FX streaming quote id Denotes whether a staged order is an inquiry order. Target Price at which an order will stage and monitor This is the story field. Denotes if the response is subject or not. The time when the Quote request will become subject. This is additional information about the 2 security type trade: 1 = TBA Outright (Cash) 2 = TBA Rolls 3 = TBA Swap/Switch 4 = TBA Hedged Target price type valid values: 1 – Price 2 – Yield 3 – Spread Tax rate. The per-leg Theta value for an FX Option trade Theta leg for ask quote in 2-way pricing The net Theta value for an FX Option trade. Net Theta value for ask quote in 2-way pricing Whole numbers only. Multiply this value with appropriate Tick increment (based on current security price and GTEX Tick Rules) to calculate the Discretion Quantity. Describes the type of exercising for touch options. No touch — 1, Pay when hit — 2, Pat at expiry — 3 Indicates the type of correct sent in the Trade Capture or Execution Report. (Ex: Material change or not) Trading strategy of a transaction (ex. hedge fund trading strategy) Referernce number for Proprietary trading system ticket number Propritary Trading system Ticket number Repeating group under the transaction costs group Repeating group under transaction costs Repeating field under the transaction costs group Repeating group under transaction costs. Repeating group under transaction cost group Repeating group under the transaction cost for Trade Capture reporting Underlying accrued interest amount at termination Coupon reinvestment amount. Part of group (6223-6226) Coupon reinvestment date. Part of group (6223-6226) Rate at which the coupon is reinvested. Part of group (6223-6226) Underlying accrued interest amount at settlement Bloomberg Unique User ID The per-leg Vanna value for an FX Option trade. Vanna leg for ask quote in 2-way pricing The net Vanna value for an FX Option trade. The per-leg Vega value for an FX Option trade. Vega leg for ask quote in 2-way pricing The net Vega value for an FX Option trade. Net Vega value for ask quote in 2-way pricing The per-leg volatility for an FX Option trade. Volatility leg for ask quote in 2-way pricing The per-leg Vomma value for an FX Option trade. Vomma leg for ask quote in 2-way pricing The net Vomma value for an FX Option trade. Net Vomma value for ask quote in 2-way pricing Net Vanna value for ask quote in 2-way pricing 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) This tag specifies if the VWAP order will be eligible for matching (U.S orders only) 9813=0(not eligible) 9813=1(eligible) This tag initiates a VWAP strategy for the order.Valid values:9810=0(off),1(on) VWAP start time (GMT) VWAP stop time (GMT) 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 The Wire Time in seconds for a Quote (price fill) received from the dealer. Bloomberg WorkStation Number Yield for fixed income This is the Yield Flag. List of user-defined fields for Bloomberg. Future Use Future Use List of user-defined fields for BNY Brokerage. Optional tag that relays information on the result of an application level logon process. 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. Optional tag used to relay the IP address (in the format nnn.nnn.nnn.nnn) of the connecting counterparty for auditing purposes. Optional tag to relay counterparty OS identification (free-format string) for auditing purposes. Optional tag indicating the number of days before a user password expires. 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 String field which identifies the equivalent instrument of an instrument, for example, WIN (Ibovespa index mini) or DOL (USD minis + full size contracts). The imbalance of executed orders of a market participant, in total quantity. Percentage of the stock in an index. 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. Indicates the maximum allowable quantity of an individual bid. Indicates the maximum allowable quantity of an individual offer. String containing the news source for the News Message (e.g. “Market surveillance”, “Media department”, “RSS feed”). Indicates the number of repeating group instances containing information on default limits for a contract in pre-trade credit checks. NumInGroup which indicates the number of equivalent instrument trading limits configuration repeating group instances. Number of repeating group instances of brokerage firm identifiers. Indicates the number of repeating group instances containing pre-trade credit check configuration for an instrument. Number of referential prices (price tunnels) in the referential prices repeating group. Indicates the type of price banding (tunnel), e.g. 0 = rejection tunnel, 1 = auction tunnel, etc. Referential Price, i.e. the price of a tunnel. The type of the referential price (6933). For example: – Adjustment price; – Reference price; – Upper limit – operational tunnel; – Lower limit – operational tunnel; etc. 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). UTCTimestamp field, containing the timestamp till which the instrument will be eligible to trade. List of user-defined fields for Bolsa de Mercadorias & Futuros. The funding charge applied to the bid price on extended settlement The bid funding consideration on extended settlement Date from which fund may be bought. Date to which fund may be bought. Allows the broker to specify the commission option to be used for a fund deal request. Any commission that the broker wishes to sacrifice. This figure is expressed as a amount to be deducted from the default commission. Designation against which a fund deal transaction is to be executed. If a fund deal response has been provided by an external RSP then their reference will be provided within this field Group 1 Cofunds traded quantity Group 2 Cofunds traded quantity The funding charge applied to the price on extended settlement. Datatype – Float The funding consideration on extended settlement The total of all commission and other charges applied against an executed fund deal transaction. The name of the fund manager for this fund instrument. A facility to allow clients to group their fund holdings in a logical and meaningful way. Allows client to specify that any income gained from a holding should be re-invested into that holding. Specifies the type of security that this is. Specifies that the client wishes to sell all holdings relating to the combination of fund, broker, nominee account and customer designation. Future functionality; option to invoke pre-agreed discount per client. accumulated or income – indicates whether income from the fund should be re-invested The date on which a fund deal transaction will be valued. Free-format text – indicates when a given fund is valued. The time at which a fund deal transaction will be valued. The funding charge applied to the offer price on extended settlement The offer funding consideration on extended settlement Indicates where the price has originated; H for House, M for Market The current price source bid price The current price source offer price List of user-defined fields for Boot Computers. SIS Additional Instructions BOPS Indicator Valid values: Y = Make BOPS eligible N = Is not BOPS eligible Enhanced trailer codes. There can be up to 20 codes Trailer text that can be up to a maximum of 30 characters A valid SIS trailer Indicator, Alphanumeric, 1 character length 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 SIS reply of CNESS floor trailer Optional tag on New Order to indicate the Verify Terminal where the order will be send for verification. List of user-defined fields for Broadridge Financial Solutions. Block trade identifier used only by dealers using AEP for execution for matching block trade in Allocation Instruction. 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. For communicating, at the allocation breakdown level, the interest payment at maturity for interest bearing CPs and CDs. 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. For communicating, at the block level, the interest payment at maturity for interest bearing CPs and CDs Code identifying the market center/zone where market data entry originated from. 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). Describes the count type in MDCount in relation to MDStatScope. Values include: 1 = Peak, 2 = Record, 3 = Time interval, 4 = Running count Indicates whether the market data entry is being published on a delayed basis. Default is “N”. (Boolean field) This is used in pre-5.0. Same definition and usage as FIX 5.0’s MDPriceLevel (1023). Describes a time dimension when distributing market data statistics. Values include: 1= current day, 2 = previous day, 3 = 1 minute, 4 = 10 seconds The margin of error, confidence factor or standard deviation of a rate rice. 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). Used in pre-5.0 versions to provide same functionality as 5.0’s SecondaryTradeID (1040) 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. The source that published the smooth rate. For use in pre-5.0 versions to provide same information as TradeID (1003) in 5.0. Number of unique traders quoting at a particular price level. List of user-defined fields for Brook Path Partners Inc. A five digit number identifying the basket number for Toronto Stock Exchange, default is “N” To specify an order to the Toronto Stock Exchange that it is executed on behalf of another broker. To specify this order is to be excuted on the TSX end of day closing auction. Possible values Y or N 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” To indicate to the TSX trading engine that this order is generated by a program. Valid values are Y or N A TSX fill report marker to indicate a system generated autofill against the responsible Equities Specialists account 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) To indicate to the TSX trading engine that short sell order is exempt from the short selling rule. List of user-defined fields for Cap-Mart Inc. Reserved for future use. Reserved for future use. Reserved for future use. Reserved for future use. Reserved for future use. Reserved for future use. Reserved for future use. CAPIS Algorithmic Trading Execution Style (N = Normal, P = Patient, A = Aggressive) CAPIS Algorithmic Trading Strategy (1=VWAP, 2=TWAP, etc…) The number of shares displayed to the market. The value should not be less than 100 shares or over the order quantity. 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. This parameter tells the engine how aggressively to work. Valid values include: P = Passive N = Normal A = Aggressive 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 Used with CAT Strategies. Valid Values: 0-99. The maximum % of volume the algorithm will try to achieve. Valid values: 0-100. Min%Volume < Max%Volume. Used with CAT Strategies. Valid Values: 0-50. The minimum % of volume the algorithm will try to achieve. Valid values: 0-100. Min%Volume < Max%Volume. The minimum percentage of the order that must be completed by EndTime. 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. The target percentage of volume that the algorithm will attempt to achieve at/or around the Benchmark price. Valid values: 0-100. 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. 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. When the “I Would price” is triggered, attempt to get done within the specified “I Would” limit. List of user-defined fields for Capital Institutional Services. Indicates an adjusted price on a satisfaction order due to a block trade Maximum order size eligible for automated execution Receipt time of the Execution Report being rejected by DK Trade Reason for order rejection specific to Options Linkage Authority Specified in DK Trade if reason is Stale Execution 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 Price of the trade causing a trade through Size of the trade causing a trade through The time of a trade-through event List of user-defined fields for Capital Markets Consulting. Spread order deal cash component (Price). Spread order deal ratio (float). Un-breach duration hysteresis control(int). Limit order flash time (int). Delay parameter for routing new limit orders (int). Price movement threshold for automatic order cancel (Price). Control to halt spreads before market close (int). Lead off order selection (char). Routing destination for leg of spread order (char). Order cancel delay after un-breach (int). Dollar neutral order lot size control (Price). Multiple market order enable (char). Control of maximum allowed pending hedge orders (int). Options for spread generated orders (MultipleValueString). Dollar neutral order size (Price). Price slippage control (char). Rehedge base selection (char). Spread run control (char). Breach spread limit (Price). Ratio fo dollar neutral spreads (float). Spread order side or type (char). Spread order trading ratio (float). List of user-defined fields for Carlin Financial Group. Added this to include Position Effect for each of the Allocations in repeating TradeAllocGroup 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 Identifier used to participate in an auction and report results from an auction. Type of auction. Valid values: 1=Paired orders for internalized execution, 2=Strategy (multi-leg) for Optional Auction data in solicting an Auction Portion of Open Qty to be Cancelled. 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. Optional Data sent to clearing house on trades against the order This field is used to represent customer id for CBOE client identification purpose. Indicates the number of contracts that are customer in the top of the market message. Capacity of customer placing the order. FIX 4.3 tag 582 – included as a custom field for FIX 4.2 early adopters. Specify “Directed Price Improvement” firm To enable enhanced Cancel Replace behavior for CBOE. Possible values 0 = OFF 1 = ON Indicator on the Logon message that determines behavior of User Quotes on the CBOE system. This field will (optionally) be used to specify the Equity Session when defining “Buy Write” or “Covered Call” type strategies. For using PriceTypes in addition to the current FIX 4.2 Tag 40 validations (e.g. like the FIX 4.4 Tag 423 values) Order Status Code from the trading system. Used for documentation purposes only – should not be used for maintaining status of the order The number of shares reported as part of a trade bust Boolean value that when true indicates that the market data being reported is a legal market (for instance a valid bid-ask spread). Type of match for internalized order. Valid Values: 1=Guaranteed Price, 2=Limit Price, 3=Auto Match Indicates the customer quantity for Book feed from CBOE. Indicates if Snapshot can be ignored by the client, or if it definitely needs to be processed for processing Snapshot and Incremental book feed. Scope of market data being requested or returned – values are: 1-Local 2-National 3-Global Price for Individual Legs. 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 *** Number of months to increment the next leg of a multileg instrument from an anchor leg. Used for option strategy definition. MultipleValueString Array of open close codes for multileg orders **Will be obsoleted by FIX 4.3 Multileg Order Message ** 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. 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. Open Interest in terms of number of contracts for a derivative security (such as, option) 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) 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. Textual description of the reason and order was rejected. 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 Original Email Thread ID to which this e-mail message is in reply Premium Price Tick Size above the PremPriceTickBreakPoint Premium Price Tick Size Below the PremPriceTickBreakPoint Price at which the Premium Price Tick changes from the PremPriceTickBelow and the PremPriceTickAbove 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) Indicates the number of contracts that are professional (non-ICM)in the top of the market message. Boolean used to indicate to counterparty that the logon initiator would like order status transmitted after successful login Presence of tag on Quote Status Request indicates that the counterparty wants to subscribe for Quote Requests for the product specified. Status of Quote – same values as OrdStatus An Integer ID per quote for a product in the Mass Quote Message. Reject reason code indicating the reason why the message was rejected. Used to indicate if a response is requested (or required) from the e-mail recipient This tag supports CBSX Order Routing Vendor Selection for Stock Linkage. 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) ** Stock Firm name used in Buy writes Stock firm name key used in Buy writes Addition of a SubscriptionRequestType for Security Definition Request to enable FIX 4.3 like functionality for FIX 4.2 users 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. Too late to cancel quantity Valid Values 1- Supports UDF in the message 2- Supports UDF in repeating groups List of user-defined fields for CBOE. Three character Custodian Code 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. Possible values are 0 = NO 1 = YES Default value is No Possible values are 0 = No 1 = Yes Default value is No. Must be equal to the original Price Must be equal to the original Price Must be equal to the currently remaining quantity and not the original order quantity Must be equal to the currently remaining quantity and not the original order quantity Must be equal to the currently remaining quantity and not the original order quantity Possible values are: 1 = Normal Board 2 = Odd lot Board 3 = Crossings board 4 = All or None board Default value is Normal Board List of user-defined fields for Changepond Technologies. Auto place parameters List of user-defined fields for Charles River Brokerage. The MiFID “average daily turnover” of the instrument The currency in which the ADT is expressed The MiFID “average value of turnover” of the instrument. The currency in which the AVT is expressed 1 = DMA 2 = Cash 3 = Proprietary 4 = Client interaction 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”) Indicates if the trade is a Client Trade, i.e. eligible for delay. The time the trade report was/will be made public The liquidity level of the instrument. Indicates whether this instrument is a “liquid share” or not. Number of quotable currencies for an instrument. Number of quotable instruments. The number of shares issued. Number of trade sequence number series. Number of warning reasons. If TRUE (Y), the trade report will be published immediately, if FALSE (N), the system evaluates if the trade should be delayed Indicates if the trade price and trade quantity have been reviewed. Indicates if the trade is queried, for example price or qty Reason for reject. 1 = Duplicate request ID 2 = Insufficient permissions 94 = Not allowed on current state 98 = Service not available 99 = Other ID of a Quotable Instrument Status request. The timestamp when quotes where cleared in BOAT. The timestamp when the trade was received by BOAT. Indicates if the price differs from the market price Reason why price differs from market price: D = Market Condition N = Negotiated Trade A = Amended trade C = Cancelled Trade The system which has published the report. The time the trade report will be published. Contributor’s internal quote reference ID. Contributor’s internal trade reference ID. The ICB code for the sector that this share belongs to Timestamp of Security Change. The earliest timestamp when the security is valid. The latest timestamp when the security is valid. Reason for reject The request ID in a SI Liquid Shares message. 0 = accepted 1 = rejected The MiFID “standard market size” of the instrument Reason for reject The request ID for suspend quoting. 0 = Request accepted 1 = Request rejected E = End of day O = Other Unique system specific trade indentifier. Returned in Trade Capture Report Ack (Message type = “AR”) when the trade report is accepted. 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. Offset to the local time compared to UTC. E.g. -5 is Eastern time. Reference to the Trade Report System of the previous version of the trade. The version of the previous trade report. The trade report system of a trade report. The version of a trade report Trade report warning reasons Trade sequence number Trade sequence number series List of user-defined fields for Cinnober Financial Technology AB. char . char – valid product code . Cross Price Improvement Cross Price Impovement Max Quantity Cross Price Improvement Min Quantity Dagger Trading Style $ % int Integer 15-510 . 0-100 (max 2dp) char, valid product code . 0-100 (max 2dp Int>=0 0-100 (max 2dp) 0-100 (max 2dp) Min% LQFI . as per spec char, valid product code . as per spec Options (Char) – valid product code 0-100 (max 2dp) . 0-100 (max 2dp) char – valid product code Integer 0-100 hh:mm hh:mm 0-100 (max 2dp) int char – valid product code Integer 1-102 as per spec Used on allocation to match to the original date of the order – Citigroup Inc. Used on allocation to match to the original price of the order – Citigroup Inc. 0-100 (max 2dp) List of user-defined fields for Citigroup. Indicates the change in an instrument price from the previous day’s settlement price Indicates the direction of change of an instrument price from the instrument’s previous day settlement price ‘+’ = increase ‘-‘ = decrease ‘ ‘ = no change Quantity of the ask side of cross requests Quantity of the buy side of cross requests 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 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. Timestamp of the last cross request received for an instrument Time of the last quote request received for an instrument Indicates the maximum order quantity allowed for a particular instrument Indicates the minimum order quantity allowed for a particular instrument Indicates Option Sponsor Type 0 = Regular 1 = Societe Generale The end time for an order exposition The original quantity of an order Indicates the duration in seconds of an instrument price improvement phase Indicates the time when an instrument price improvement phase will expire 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 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 Indicates the price to not exceed for a price improvement order that is managed by the exchange Assigned by an exchange to identify a particular price improvement phase for a particular instrument 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 Indicates the quantity of the ask side of quote requests in an instrument’s market Indicates the quantity of the bid side of quote requests in an instrument’s market 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 Standard Code For Expressing Option Strike Price Specifies the currency of the strike price. USD = US$, CAN = Canadian $ List of user-defined fields for CMC. Additional text-based instructions for order execution. Aggressor side of a trade in a central order book. 1: Buyer 2: Seller 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. Back office information. TOPS Route sends this information to the back office system Time that the broker receives the order Indicate the increment between multiple cabinet prices for a given option instrument. Symbol cancelled for an unsollicited Quote Ack message. Business cycle as defined by clearing organization. LastPx as formatted by clearing organization. Order types as defined by clearing organization. Security ID as assigned by clearing organization. (Combination of FIX 4.4 SecurityIDSource and SecurityID.) Strike price as formatted by clearing organization. Indicates if the order is a “give-up” or CMTA trade. Values are T – CMTAG – Give-up Id common to new order and subsequent series of requests against that order. Used for reporting. 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 Day count used to calculate interest rates. Indicates the quantity a contract will decay by once the decay start date is reached. The date at which a decaying product begins to decay. Multiplier to convert electronic prices sent over fix to display prices. 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 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 Reference to a specific fill being reported under a single FillSeqNum. (See custom field FillNumLines.) Total number of fills being reported by station under a single FillSeqNum. Sequence number assigned to the fill by the station reporting it. ID of station reporting fill. (Similar to FIX 4.3 Party Role of Executing System.) Clerk or trader entering the fill into the fill reporting system. (Potentially a Party Role.) Identifies the time braket the fixing price is for. LastPx formatted for processing by post-trade systems. Identifies the clearing member firm to which the fill was “given up”. Multileg instrument’s individual security’s group. See SecurityGroup (1151) field for description This tag shall contain the id used for login and routing purposes Total number of mass quote messages received in a given time interval. Boolean to indicate the beginning of a match event for a central order book system. Indicate the maximum cabinet price for a given option instrument. Indicate the minimum cabinet price for a given option instrument. Account number information used in Quote related messages in FIX 4.2 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’. 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). 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. 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 Quantity of the open interest in a given security. same as official tag 337 or 9100** ADDED TO FIX 4.2 AS TAG: 375 (ContraBroker) ** Indicates the house of the contraBroker When reporting fill, references the leg number in the order. TBD. Clearing firm of executed order. (Exists in FIX 4.3 as repeating group.) Clearing organization for executed order. (Exists in FIX 4.4 as repeating group.) Trader executing the order. (Exists in FIX 4.3 as repeating group.) “PEA” = only valid value Format to use to display the price on the screen. Used for price calculation in spread and leg pricing. Indicate the pricing model used to calculate the reported prices. Label printed on trading floor order ticket. High level product type. N for Energy A for Aggs E for Equity … (more granularity than CFICode) Total number of quote entries received in a given time interval. For FIX 4.2 (contains the trade number in the fill notice – execution report). Added in FIX 4.3 as tag 527 – SecondaryExecID. 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 Indicates the routing to an executing system G – Globex trading engine Equivalent to the ExecID of a spread when dealing with multi-leg securities. SecurityID for the spread related to the leg reported as SecurityID in the message Execution Report. Indicates confirmation of cancel is requested from the trading floor. Flags message as possible retransmission for printing on trading floor order ticket. Indicates the time bracket of an order fill. Time order is received by exchange Timestamp of fill being reported from the pit to the trading floor booth. (Exists in FIX 4.4 as repeating group.) Refers to ClOrdID on fill being reported Too Late To Cancel. See custom tag 9731 TLTCFlag. Fill being reported is flagged Too Late To Cancel when a cancel/replace or cancel request was received after the execution. Total volume for a given security, cross venues. Contains the date to which the TradingReferencePrice correspond. Timestamp source for Broker Receipt timestamp. (Exists in FIX 4.4 as repeating group.) Timestamp soource for Exectution timestamp. (Exists in FIX 4.4 as repeating group.) Timestamp source of Time Out timestamp. (Exists in FIX 4.4 as repeating group.) Timestamp source for Time In timestamp. (Exists in FIX 4.4 as repeating group.) 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. Boolean field to tell if the instrument defined by the Security Definition message is a user defined instrument or not. Type of volume reported List of user-defined fields for CME Group. 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 List of user-defined fields for Computershare. Boolean Indicates whether or not the cross is allowed. Valid values: Y = OK to cross N = No cross (cross is forbidden) 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) String with value within : “L”=light “D”=dark “M”=midpoint List of user-defined fields for Credit Agricole Cheuvreux. Order is a Buy to cover (Qty) Time of message transmission (always expressed in GMT) (Char) – valid product code (char) Long exposure limit for pairs and portfolio trades (int) (int) Tactic for portfolio trades Intercept of the linear price constraint for pairs and portfolio trades Slope of the linear price constraint for pairs and portfolio trades Short exposure limit for pairs and portfolio trades Time of message transmission (always expressed in GMT) Tracking index List of user-defined fields for Credit Suisse. 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 Identification number for the Agent. The Agent’s internal account number. The internal account number used by the Institution to identify the client data type: char Indicates that an attempt to cancel a trade was made after an affirmation has been received. Value Values: Y = Yes, N = No Indicates whether an Advice of Correction/Cancellation has been received from the Institution. Valid Values: Y = Yes, N = No Indicates the type of confirmation transaction. Valid Values: 1 = New Confirmation, 3 = Cancellation, 4 = Resubmission, 6 = Affirm/Confirm reversal 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. Indicates whether the trade was disaffirmed by the prime broker. Valid values: Y = Yes, N= No 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) The executing broker’s account number at the clearing broker. The entity who will receive or deliver on behalf of the executing broker. 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 The difference between the net amount of the trade and the net amount of the matching allocation. data type: float 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 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 The step-in broker’s account number at the step-in clearing broker. The entity who will receive or deliver on behalf of the Step-in broker-dealer. 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 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 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 Free-form text reason an institution is stepping out of an allocation. 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 List of user-defined fields for The Depository Trust Company. Provides audit trail tracking what date an order was accepted. Field identifies the source of the account value Used to identify the account type relfects the account class type on an order A free form text field indicating that the order placed on a thrid party system has already been executed. 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) Used to identify a basis price trade Specifies the desk for a block order average price trade Specifies the desk number for a block order average price trade This identifies a block order ID for grouping orders (i.e. orders for a queue and release system) Specifies a bond factor. Provides the ability on a prime broker trade to indicate that the trade occurred outside. Used to identify a cancel rebill reason Indicates that the order message type received should be treated as a circle request instead of a live order. (Y = circle request) 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. The CMS message text equivalent with or without unprintable characters replaced by spaces Used to override existing commission schedule Specifies the amount of concession. Specifies whether the concession amount is cents per share or percent Used to identify a confirm note Used to identify a contra account Field identifies the source of the contra account Used to identify the contra account type Indicator used to determine if fees should be applied to contra side of trade. Used to validate ContraAccount in a service bureau model Cash Standing Instruction item number used in conjunction with tag 6014. Indicates the valid cancel reason (repeating tag) Used to allow front-end session modules communicate to back-end application modules whether we are observing daylight saving time. Indicates whether or not discretion should be used Provides front-end flexibility to control message level drop copy processing. Used to identify a entering firm entity which may be a correspondent or subsidiary Determines the requestor of the error for t+n cancel requests Used to identify the routing destination for an order or trade Execution Change Source ID Used to specify the full ‘TO’ currency amount in FX trades to eliminate rounding error and/or account for markup. Tag supports gross cents per share, gross percentage, and gross flat amounts Used to identify a gross code 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). 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. This tag is to support internal sequence checking between front-end FIX session modules and back-office FIX application engines Used to identify an investment objective exception Amount of an IOI offering (IOIQty) that is currently available to the sales force. Limit Order Display indicator Number of yields. Allows repeating groups consisting of YieldType (235), Yield (236), and BasisFeatureDate (259). Indicates how many cancel rebill reasons are included on a message 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. Used to identify an odd lot differential Used to identify an offset currency code Provides audit trail tracking who accepted the order Provides audit trail tracking the time the order was accepted Order change source ID Provides audit trail tracking who entered the order Provides audit trail tracking the time the order was entered Allow user to override a Prevent Principal Trade edit. Indicates corresponding rebill value for the cancel reason (repeating tag) Rep related to a specific order or execution. Used to identify a regular way account type Used to identify a reinvest code Used to identify the reported trade price Specifies if a block order average price trade is to be reported to OCS (Overnight Comparison System) 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. Used to identify a seller code Used to identify a special typing code. Repeating values are allowed for this tag. Values are to be delimited by space. Standing instructions indicator used to override the account level code for the disposition of stock and money. Used to identify a syndicate Used to identify a syndicate takedown Used to suppress order events from TRACE reporting Date of original trade Used to identify a this time only rep This Time Only Rep Branch Used to validate a This Time Only Rep in a service bureau model Used to identify a trade unique id 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) Indicates whether an order or execution event is versus purchase. Determines the source of the error for t+n cancel requests List of user-defined fields for Thomson Financial. (Deprecated) Swap points of a trade, adjusted to the Spot price denomination (multiplied by the forward tick size) Comma separated list of aggregated trades ids Data type: UTCTimeOnly. End of period of time of business day within which order should not be executed. Data type: UTCTimeOnly. Beginning of period of time of business day within which order should not be executed. The field indicates the business line owner of orders. Full name of a client that has executed the trade Forward Points on the far leg of a Swap trade. Minimum change of Forward Points Tick size of Forward points in the denomination of Spot price, so that Outright Price = Spot Price + Fwd Points * Fwd Tick Size It points that OrderQty is relative value (LeavesQty = LeavesQty – OrderQty). Forward Points of a Forward Outright trade or on the near leg of a Swap trade. Data type: int. Number of milliseconds within which exchange can try to execute order again, if it failed on previous attempt. Data type: String. For FIX 4.3. Can be used to uniquely identify a specific Order Status Request message. The field indicates the trade source The time when application received request The time when application sent request The time when application received response The time when application sent response The denomination of the SecondaryQty (6054) field. Spot Value Date Minimum change of Spot Price Size of Spot Tick Swap Points The Volga of an Option List of user-defined fields for Deutsche Bank. Identifier of market maker bin comprising one or more products. Boolean. Indicates whether current response is the last message triggered by a single request. 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. 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) Repeating group of partition information Identifier for a system partition that processes requests for a subset of all tradable entities. Status of system partition identified by PartitionID (5948) Explanation for a pending ExecType (150) value (Pending New, Pending Replace, Pending Cancel) being returned (String). 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. 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. List of user-defined fields for Deutsche Börse. Defines day count convention for Money Market requests Flag indicating whether a deposit request is intended to be a fiduciary investment 360T sends this optional flag to indicate whether the market maker is in competition with others in a specific RFQ. Defines 360T specific product type. Defines the spot date in the Financial Calendar of the requesting party. Used to verify that both sides define an identical spot date. List of user-defined fields for 360T. Tag to indicate the end of a sequence of Security Status messages Specifies the maximum number of shares to buy for which the sender can quote at their best price. Specifies the maximum number of shares to sell for which the sender can quote at their best price. Specifies the maximum number of shares to buy for which the sender will quote Specifies the maximum number of shares to sell for which the sender will quote For FIX4.2 . Defines the number of Settlement Days. Format is 1-25. This is used when SettlmntType is too restrictive. For FIX4.2 , provides the broker that supplied or rejected the Quote. Replaced by PartyIDs in FIX4.3 Shows the market/VWAP bid price in the instrument currency Shows the market/VWAP offer price in the instrument currency For FIX4.2. Quote msg does not have Text. List of user-defined fields for Dresdner Kleinwort Wasserstein. Please contact John Douglas of Ease Technologies for information concerning this field and others between 9599 and 9699 (TRIAD Financial Server) Specifies end of custom communications.(TRIAD Financial Server) Please contact John Douglas of Ease Technologies for information concerning this field. 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. 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. 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. 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. 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. Additional Natural criteria field.(TRIAD Financial Server) Please contact John Douglas of Ease Technologies for information concerning this field. 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. 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. Password field used for secondary validation/security authorization.(TRIAD Financial Server) Please contact John Douglas of Ease Technologies for information concerning this field. List of user-defined fields for Ease Technologies Inc. The field is defined as a set of enumerated values providing one to one mapping of market data elements to entries in FIX messages. List of user-defined fields for EBS. Customer account type Indicate the type of update on the market sheet Deletion/admission code Adjusted theoretical stock price Alpebabetical sequence number in the official quotation list Number of buy orders Indicate if the TCS trade relate to a block Minimum tradable quantity Difference in capitalisation today/yesterday Percentage of capitalization ISIN code of underlying security on lending market Indicates if the value added taxes will be calculated by the clearing system or not Indicate the posting & give-up processing to be done by the clearing system Closing auction indicator 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 Indicate if a pre-checking of the order has to be done by the exchange Indicate the clearing aggregate type of an order Indicate a logon/logoff at the application level Data field entered by a member when his counterpart mandates another establishement to enter his declaration. Issuing country code Cross order indicator The price at which an order is listed on the market sheet Amount of the order that can be view on the market Total amount of global dividends detached from the stock today Global dividend Total amount of net dividends detachet from the stock today Net dividend Official quotation list classification: section number Last of a serie of trades at the same price Market of execution for last fill Indicates the quantity executed at the moment the order was introduced Member type of the clearing system for which the order has been entered Variation (forerunner) indicates the function code of the initial message to which this execution report message is responding Global profitability index Maximum authorized price at which an instrument can trade Indicates the upper price limit authorized for out-of-session block trades for the given security Indicates the upper price limit for normal out-of-session trades for the given security Frequency of index calculation Index indicator Indicate the instrument type Security referential identifier Last message indicator for a given index Date the instrument last traded Indicates that a non-zero quantity of the order remains to be traded Expiry date of lending stock Indicator of underlying security on the lending market Minimum authorized price at which an instrument can trade Indicates the lower price limit for out-of-session block trades for the given security Indicates the lower price limit authorized for normal out-of-session trades for the given security Market feed indicator Indicate the name of the market maker This parameter indicates the phone number of the subscriber’s representative who acts as market maker for the given stock Indicate the market maker type Index level indicator Designate the member code Indicates the user to whom the message is adressed Sequence number of message within this E-mail Indicates the general contents of an E-mail Sequence number of message in this E-mail Size of a trading block for an all or none order Indicates the market regulations governing the market on which the stock is traded ID of the member firm responsible for market making for this particular stock Member ID of best bid prices Market maker best bid price Member ID of best ask prices Market maker best ask price Market maker bid price Market maker quantity of bid Assigned value used to identify firm (market maker) sending message Market maker offer price Market maker quantity of offer This tag is used to identify each message for recovery purpose by the HUB Number of messages in this E-mail Net profitability index Indicate if it’s the last message or not Number of falling securities Number of instruments initialized Nominal market value of the security Number of stocks not quoted in the corresponding index Number of rising securities Number of stocks unchanged in the corresponding index Indicate the number of occurence already sent Indicate if the remaining quantity is a multiple of the board lot Number of sell orders Indicator specifying the nature of the operation generating the TCS declaration ID od next order ID of previous order Origin of market information indicator Indicates the original order identification Indicate if the order has been entered by a market maker or not Overriding price Trading group indicate whether or not the order entered in the pre-opening should pass into the market session phase Previous day’s capital traded Previous day’s closing reference index Previous day capital traded Stock capitalisation based on previous day’s adjusted reference price Percentage of stock’s capitalization as compared to total previous day’s capitalization Indicate whether the TCS declaration was entered on the same day as the trade or on the following trading day. Sign of variation against previous price Variation from previous year end price Trading unit type Total number of transmitter process Indicate the type of the Quote Beginning/end of transmission indicator Indicate ISB guarantee and settlement delay Type of deletion indicator Number of repeating group in the clearing aggregate of an order Official quotation list classification : Heading number Index sector code Instrument group identification Indicates the status of the security group Indicate the current state of the instrument Indicates if the member identity has to be disclose or not in the corresponding public data feed Indicator specifying whether member wishes to settle his operation Variation from liquidation day price AFC (agence française de codification)Id code of a security Transmission date time of message Stock type subscriber Front end identification Indicate the order account type assign by surveillance Date time of instrument halting Tax deduction code Indicate the order type and its origin: P = Programm trading, M = manuel, R = routing Theoretical open price variation Number of stocks quoted Indicate if the specified TCS trade was cancelled Specifies the trade message type Designate the trader code Pre-opening time of the trading session Consult time of the trading session Trading group for french instruments Instrument trading status indicator Indicates the number alloted to a trade Type of action that cause the change of instrument status Derivative instruments associated with the stock Indicates the calculated (or traded) price for the corresponding underlying instrument Concatenation of a sign and an absolute variation Average buy price Weighted average spread quantity Average sell price List of user-defined fields for Euronext. A boolean value indicating if cash settlement is open. “Y N” “ACT_360” Indicates the status of a Trade: 1 = Accepted, 2 = Updated, 3 = Canceled, 4 = Confirmed, 5 = Unconfirmed The maturity end date for a single bucket. The date and time when the MassQuote message is created. Specifies the type of offering. “DN” A boolean value indicating if the Program is open. “Y N” “FedWire” “DN” A boolean value indicating the status of a single bucket. “Y N” 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 “ACT_360” The date that the Trade is executed. A boolean value indicating if the Trade is for principal. “Y N” Int that identifies the version of the Execution Report. List of user-defined fields for Fannie Mae. 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 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 Allows a 4.0 session to send equivalent of a 4.2 tag: 211=Peg Difference Percentage spread for pegging List of user-defined fields for Fidelity Capital Markets. used with aggregator connections to confirm counterparties a security cannot be traded with List of user-defined fields for Fidelity Investments. MultipleValueString, containing a space separated list of trade flags. a.k.a – RR Code, Salesman Code, Representative Code List of user-defined fields for Fidessa. Previously subscribed MDReqID that has been affected. How it was affected is given in the the MDReqRejReason field. 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. List of user-defined fields for Financial Genetics Corporation. Unique Trade Number It is the Notice of Execution Refernce Number FMC Settlement block number Account name for Trade Block Global UID Previous FMCNET trade Number Used as reference for cancellation and correction of messages sent to FMC List of user-defined fields for Financial Models Company. 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 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 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. 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. 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 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 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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). 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. 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. 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). 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.” 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. 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. 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. 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. 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. String datatype. Same as PartyIDSource(447)=V (Korea Short Selling Registration Number). To be used by implementations that cannot accommodate Parties component in earlier FIX versions. String datatype. To be used by implementations that require the MMT efficient encoding scheme as opposed to the individual fields flagging post-trade data across asset classes. See https://www.fixtrading.org/mmt/ for details of the encoding. List of user-defined fields for FIX Protocol Ltd. Custom field for FIX4.2 users that want to adopt FIX4.3 field 554 Custom field for FIX4.2 users that want to adopt FIX4.3 field 553 List of user-defined fields for Future Dynamics Ltd. Indicates if ER represents a contingent order. Exclude submitted order from crossing with certain orders Filter market data according to specified criteria Users may request filtering of Market Data as per predefined parameters List of user-defined fields for FXall. Indicates number of strategy parameters. Intended as alternative to new 957 tag introduced by the algorithmic trading working group. Name of parameter. Intended as an alternative to the new 958 tag introduced by the Algorithmic Trading Working Group. Datatype of the parameter. Intended as an alternative to the new 959 tag introduced by the Algorithmic Trading Working Group. Value of the parameter. Intended as an alternative to the new 960 tag introduced by the Algorithmic Trading Working Group. Clone of Tag 847 from FIX 4.4. Introduced by the FIX Algorithmic Trading Working Party. Clone of Tag 848 from FIX 4.4. Introduced by the Algorithmic Trading Working Party. List of user-defined fields for Gartmore. 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). Number of Side repeating group instances. Format=int. Custom field for FIX4.2 users that want to adopt FIX4.3 field 552. 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. OrderID of the previous order (NOT the initial order of the day) as assigned by the market. Format=String. 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). Assigned value used to identify specific message originator group. Settlement account type. Valid values: 1 = Standing 2 = House 3 = Client. A three character code representing a valid Settlement Venue Stop condition. Format=char. 0=Last Trade price.1=Best Bid Price;2=Best Ask Price; 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) List of user-defined fields for GATE Tecnologie Informatiche. Type of account: ‘S’ Speculator, ‘M’ Market Maker, ‘H’ Hedge Market If Touch flag: Valid values: ‘0’ Simple Order (default), ‘1’ MIT order type. Additional flag to Rule80A (aka Order Capacity/Account Type) List of user-defined fields for GL Consultants Inc. Indicates the National Depositery of Securities client account. Allocation ExecID used in Account Repeating Group (to link with Exec repeating Group) 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 Rule80A with user-defined values and meanings. Average Price of the day set by GL SOM (for EDA orders) Average Revised Price (Used for GL SOM) Group of PorfolioID. Specific Kuwait Stock Exchange for back office. Used for XETRA market. ‘P’ if the order has been partially filled, ‘F’ if completely filled. Extra Trade Identification Number on XETRA. Contains the GL SLE ID of the child order. Indicates the National Depositery of Securities clearer account. GL clearing client code type. Valid values: 1=Client; 5=House. Indicates the code of the clearer. GL Clearing destination. Indicates the reference of the clearing message. This reference is given by the exchange GL client account ID (for clearing) Indicates the client capacity. Valid values: 1=Agent; 2=Principal; 3=Riksless principal; 4=Individual; 5=Member agent. Free format text string for internal client use. Max size is 16 char. Free format text string for internal client use. Max size is 32 char. Indicates the UserId set in GLSOM to identify the FIX Client. Used to indicate a complementary information about the settlement Creation Date of a forward contra creation, mandatory for offset order. Reference for a forward contra creation, mandatory for offset order. GL Covered Indicator. Valid values: 1=Covered; 2=Uncovered. This field indicates the rate between the currency used for the trade and the currency used by the counterpart Specifies ClearVision (GL Back Office) Instruction. Valid values: 0=Default value; 1=Send To ClearVision; 2=Save in GL OMS. Indicates when a broker buys/sells shares because a client did not deliver scrip or pay on time for the original trade. Index of record into the GL server database. Describes the instruction assigned from a dealer to a broker Differed Settlement Service. Valid Values : 0=No 1=Yes Floor quantity of the day. Used for GL SOM to indicate the executed quantity for client order, at the end of the day. GL key used to identify the exchange and the market into GL servers. Free format text string for internal client use. Max size is 255 char. This field contains the institutional ID (length is 7 characters). Specifies institution ID as assigned to the exchange. Internal reference assigned to an order into the GL server. Indicates the counterpart of the last trade. Indicates the price delta relative to current market best price. Specific to XETRA market (best quote) This field is a string, consisting of a branch number and an account id. This field indicates the code of the mandator. Initial deposit value (specific to GL SPAN message) Executed quantity must be a multiple of this quantity. This field indicates the Member code counterpart. For a cross order the possible values are: INTRAFIRM or NONMEMBER. Free format text field sent to the market. Flag to identify a midpoint order (specific XETRA). Valid values: 1=Yes; 2=No. 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). Defines the client type. Valid values: 1 Market Maker; 2 Eligible counterparty; 3 Investment Firms; 4 Retail. 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) 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). In case the order type is soft-limit, this field indicates the internal limit. This field contains the negociation code of execution market 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). Equivalent of Overnight. It’s for keeping the orders until the next trading session. Valid values: 1=YES; 2=NO. Default value=2(NO). Autorizes the split functionality. Valid values: 1=YES; 2=NO. Default value=2(NO). Contains the GL GLID of execution market 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. Only the orders with the same “Netting” letter will be amalgamated. This field allows differentiating all alphanumerical characters used. Describes the level of netting assigned to an order. Repeating Group Index for GL SPAN message Number of triggers applied on an order. Indicates the number of market executions. Contains the GL SLE ID of the order. Substatus of an order Original Client ID of the order before amendment of Client ID Indicates the member’s own account to the end-client. Indicates the account of the person who initiates the order. 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. Indicates the period where the block can be traded.Valid values: 1=No; 1=Trading Hours; 2=After Hours; 3= Trading and After Hours. Contains the OrderID of the parent order for a child order. The password of a dealer or account. Percentage Variation Percentage of the order quantity in case of a splitted (pre)allocation type message. Used for GL OMS. Previous price of the order before amendment(used for GL OMS) Previous quantity of the order before amendment (used for GL OMS) 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. This field contains the public order code (i.e. the order code for the displayed quantity). Indicates whether the market exchange has to check the quantity order. Valid values: 0=No check (default value); 1=Check quantity (big size). Used to recycle a rejected order Used for Jakarta Stock Exchange (required for Off-exchange) Remaining payment due on any contract (specific to KMEFIC) Describes the instruction assigned from a sales to a broker Assigned by a party which originates the order to the exchange. Time of execution at the exchange level when TransactTime is already used by the broker order management system. This field indicates the settlement account type. Valid values: 1=Standing; 2=House; 3=Client. Currently all London Stock Exchange instruments are applicable to a single settlement venue. Describes the settlement instruction assigned from a sales to a broker. GL Share Group ID (for clearing) GL-Trade User ID. Integer, 0-999 Identicates the type of order splitting. 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 Client sub-account (for clearing) GL Sub Client Code Type (for clearing). Valid values: 1=Liquidity; 2=Specialist; 3=None; 4=Insider; 5=Shareholder. Suspension Indicator Indicates the maximum number contracts affected for an executed (used for XETRA best quote) Tick denominator used to calculate the price for Liffe market. Total cost of the day set by GL SOM for EDA orders. Used for GL SOM. Sum of all (MatchedQty*RevisedPrice) This field contains the ID of the trader group. 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. This field is optional and contains the number assigned by the trader. This information is just conveyed in the Trade Leg Creation message. Date of order activation. Defines the date and time at which the order must be sent to the exchange. Specific to tactic Unreleased when running with GL Tactics. Count down to activate the order. Security source used to trigger the order. Number of ticks between day low (for buy order) or day high (for sell order) and limit price 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. Minimum quantity to be displayed Minimum quantity to trigger Price applied for the trigger type Security ID used to trigger the order Number of ticks between day low (for buy order) or day high (for sell order) and trigger price Contains the symbol used to trigger the order Trading session value used to trigger the order. Indicates specific trigger conditions applied to the order. Indicate a local reference ID. Risk level for the underlying symbol. (specific to GL SPAN message) Indicates the date for an unreleased order (order sent to exchange but inserted into the book at the indicated date). Indicates instructions for an unreleased order. Indicates the date/time for an unreleased order (order sent to exchange but inserted into the book at the indicated date and time). Update Reason returned by GL SOM (for client EDA orders) This field is used to filter specific GL messages into GL FIX IN This field indicates the User Dealer (set in GL OMS) Indicates the original GL User ID who has submited the order command. This field indicates the User Sales (set in GL OMS) Defines the quantity below which the price modification will be triggered. Specific to algos %Volume and WithATick when running with GL Tactics. 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. Used for GL Tactics. Valid value: 1=Market Limit. Defines the date and time of the last wave. Specific to algo TWAP(native) when running with GL Tactics. Used for GL Tactics. Contains the ID Source used to trigger the order (specific Linked Peg for GL Tactics) 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. Defines the Work Maximum Limit Price (specific to algos PEG + Linked Peg for GL Tactics) Indicates the number of waves alreday sent in case of algos %Volume and TWAP. Specific to GL Tactics. Defines the Work Price (specific to algo Linked Peg for GL Tactics) Used for GL Tactics and with Fix Tag 7053. Valid values: 1=Percentage; 2=Tick; 3=Absolute. Used for GL Tactics. Valid values: 1=Ask; 2=Bid; 3=Last; 4=Mid. Used with GL algo %Volume, this field indicates the volume at the beginning. Contains the Security ID Source used to trigger the order (specific Linked Peg for GL Tactics) Indicates the quantity already sent in case of %Volume and TWAP algos. Specific for GL Tactics. Contains the symbol used to trigger the order (specific Linked Peg for GL Tactics) List of user-defined fields for GL Trade. Field indicating instruction to hold order internally for matching. Default=None, 1=Hold Internal List of user-defined fields for GlobeNet. Y,N Y=YES N=NO Y=YES N=NO A = NOW B = Redistribute C = Tilt-Dist int, 1-10 Indicating draft algo status 1 = Online 2 = Offline A = fill B = leaves participation rate for a child order wrt some benchmark reference volume such as inside quote size,etc. A = SHCOMP B = SZCNST C = CSI300 D = SME E = CHINEXT S = SMART P = PORTFOLIO 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 Reference price for an algo, not binding as limit price Referred volume of char type.Valid value: A)total market volume;B)market volume with given limitpx; 1 = None 2 = SlowHalf 3 = SlowOneThird 4 = SlowOneFourth 5 = SlowOneFifth 0 = Pause numeric A = None B = speed2x D = speed4x E = speed5x J = speed10x b = Part10 d = Part20 j = Part50 p = Part80 z = Iwould numeric Y = Yes N = No Base strategy Version identifier tag List of user-defined fields for Guosen Securities. -1.0 to +1.0 N=False, Y=True Ratio for an option leg Complex option strategy type definitions, i.e., Call Spread, Straddle, Strangle, etc. Defines the type of order sender, i.e., Customer, Firm, Market Maker, etc. Defines whether the price specified is a fixed amount or a percentage of another security Reference or Hedge Price (see tag 7536) Attribute of RefHedgePrice field A=AM Settlement P=PM Settlement List of user-defined fields for Harts and Company. 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. List of user-defined fields for Helfant Group. 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. Specifies the action to be taken on the symbol provided 0 = Add 1 = Change 2 = Remove Commission Adjusted Consideration Enable or disable ADOSA qualifier. States the quantity allocated for orders that are if/when cleared. Allow hidden size for given symbol Enables agress-on-locked-market order feature Auction protection (% from cont last). Values: 0 to 0.7 Quantity available for further execution on bid side. Binary execution method applies to reported trade. Indicates the status of the order book Indicates to which side the BookStatus field is applicable FX Deal Feed Field 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. 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. Commission – Dollar Value for the trade Commission Adjusted Price 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 for financial deal continuous market participation (%). Values 0.01 to 0.7 Dirty price Specifies the name of the display group Price formats applicable to security End Trade Sequence Indicates that workup has ended. ETC Market ID Specifies the executed price Specifies the executed yield Enable Fill and Follow qualifier. 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 Reason for reject of order deactivate request Values Blank 1 – None 2 – Close 3 – Open 4 – All Indicates that an order is tradable in a workup that is currently in progress. The last trade you’ll ever receive (for your last request anyway). Support correct ranking of leg instruments within a synthetic. Indicates if the order is a managed order or a leave order Market Id where security is traded = 100 – Cancel all own orders = 101 – Cancel all firm’s orders Enumeration allows the client to cancel all own or all firm orders = 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 Max of order to BlockCross (%)Percentage. Values: 0 to 100. Maximum number of decimals to display = 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) Indicates gateways that provide market data for given display group Hidden size in market data update and snapshot Indicates the price update type = 100 – Other Minimum number of decimals to display States the private ublic phase of the NIM session Specifies the new rank of the security Specifies the current sub rank of the security (for display ordering purposes). ... truncated ... Indicates whether NIM is allowed for this instrument. Indicates negotiate in the middle is enabled for security Incremental order quantity of a NIM-enabled security Minimum order quantity of a NIM-enabled security Duration of NIM private phase in milliseconds. Duration of NIM public phase in milliseconds. Number of seconds remaining in the current phase of the NIM. Number of book status entries sent in the repeating block Specifies the number of display groups sent in the repeating block of the logon message Number of price formats for given security Specifies the number of TBA instrument groups sent in the repeating block of the logon message Number of volume rules in repeating group. Used to associate an odd lot instrument with a given round lot instrument. Field contains symbol of odd lot instrument. Quantity available for further execution on the offer side. Allows the client to submit inactive orders and to inactivate/activate live orders. Original unique identifier assigned to a trade by the matching system. Specifies the On The Follow quantity for managed orders. Specifies the owner of the work up private phase Offside participation % Values Blank or 0.01 to 1.0 Reference price. Values Blank 1 – open 2 – prev close 3 – arrival 4 – other 100 – Contra Account (Clearing) 101 – Owner 102 – Contra Owner = 101 – Owner Identifies the actual investor/owner of the order = 102 = Contra Owner Identifies the target owner in the order transfer request message Post for liquidity in ‘lit’ venues. Values: True, False Specifies the previous rank of the security Specifies the previous sub rank of a security. Applicable if the sub rank of the security changes. Percentage. Values: 0 to 0.25 Values: 1 – none 2 – open 3 – prev close 4 – arrival Relative to instrument = 100 – Fractions (in Two-Fifty Sixths) Used to specify Track Volume. Values: 1 – Primary, 2 – Consolidated Product grouping for security. Enable or disable PROSA qualifier 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. Token used to maintain query context for result paging. Unique identifier for a quote status report generated by the system = 100 – Counter = 101 – Pass (Reject) Enumeration is used to inform the NIM participant the NIM was countered = 100 – Hit/Lift = 101 – Pass (Reject) Enumeration allows the NIM initiator to accept or reject the counter NIM Indicates whether the trade has been confirmed by the trader Used to associate given odd lot instrument with its associated round lot instrument. Field contains symbol of round lot instrument. = 100 – Display group names = 101 – TBA group names = 102 – Display group content = 103 – TBA group content Indicates the type of response sent via the Security List message = 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 Security type specifier Optional field for source IP address identification and auditing perposes. Start Trade Sequence TradeCaptureReport Summary at end of Work-Up or Repo Auction Symbol for security Target auction participation (%). Values: 0.01 to 0.7 Target % of days volume in auction. Values: 0.01 to 0.7 Specifies the name of the TBA group. Indicates if the TBA instrument is back month or front month Values: 1 – zero 2 – indefinitely 3 – 5 min 4 – 45 min 5 – 1 hour 6 – until auction 7 – other Rest order in BX before printing for. Values: Null or > 5 Price or yield Specifies trade error reason Indicates the trade information history data is included in message Specifies the Trade information identifier. This identifier can be used by the client request for resends of trade information within the trading day Client specified unique identifier when requesting for past trade information 110 – Trades within the specified start and end trade sequence Sequence number of the trade Allows client to request, accept or reject the order transfer Specifies the unique identifier assigned by the server to a transfer request Client can specify the reason for the order transfer Reason for reject of order transfer request Indicates if the transfer was initiated or if the transfer time has expired Result of Trade Capture Report sent to the client Used to specify the quoted value for discount rate traded instruments Volume rule type. Valid values are “NORMAL” and “NIM”. States the executed quantity during a single work up session. Reset to zero on work up termination Indicates if the work up session is in private phase or public phase List of user-defined fields for ICAP. List of user-defined fields for Indus Valley Partners. List of user-defined fields for Instinet. Account of the Sell Side of a Cross. Used to support message translation between FIX-STAMP for Canadian Equities. Account Type of the Order. Used to support message translation between FIX-STAMP for Canadian Equities. Account Type of the Sell Side of a Cross Message. Used to support message translation between FIX-STAMP for Canadian Equities. Order is marked as Anonymous. Used to support message translation between FIX-STAMP for Canadian Equities. Designates order as part of a basket trade. Used to support message translation between FIX-STAMP for Canadian Equities. Canadian Exchange ID of the order. Used to support message translation between FIX-STAMP for Canadian Equities. Designates order as an Internal Cross. Used to support message translation between FIX-STAMP for Canadian Equities. SpecialTerms ItemNumber to allow trading against Special Terms market. Used to support message translation between FIX-STAMP for Canadian Equities. Designates order as a Jitney. Used to support message translation between FIX-STAMP for Canadian Equities. Defines if order is eligble as a MGF Candidate. Used to support message translation between FIX-STAMP for Canadian Equities. OrderID of the Sell Side of a Cross. Used to support message translation between FIX-STAMP for Canadian Equities. Assigned the PortfolioName to an order. Used to support message translation between FIX-STAMP for Canadian Equities. Designates order as part of a program trade. Used to support message translation between FIX-STAMP for Canadian Equities. Order RegulationID. Used to support message translation between FIX-STAMP for Canadian Equities. RegulationID of the Sell Side for a Cross message. Used to support message translation between FIX-STAMP for Canadian Equities. Provides the required Settlement Terms for the order. Used to support message translation between FIX-STAMP for Canadian Equities. Designates order as being Short Exempt. Used to support message translation between FIX-STAMP for Canadian Equities. User Message ID of the message. Used to support message translation between FIX-STAMP for Canadian Equities. List of user-defined fields for Integrated Transaction Systems Ltd. If commission needs to be calculated by trading system. Formula: IF(Price <= CommPxLimit) Comm=MAX(CommMin,MIN(Price*CommPct1,CommMax)) ELSE Comm=Price*CommPct2 If commission needs to be calculated by trading system. Formula: IF(Price <= CommPxLimit) Comm=MAX(CommMin,MIN(Price*CommPct1,CommMax)) ELSE Comm=Price*CommPct2 If commission needs to be calculated by trading system. Formula: IF(Price <= CommPxLimit) Comm=MAX(CommMin,MIN(Price*CommPct1,CommMax)) ELSE Comm=Price*CommPct2 If commission needs to be calculated by trading systems. Formula: IF (Price<=CommPxLimit) Comm=MAX(CommMin,MIN(Price*CommPct1,CommMax)) ELSE Comm=Price*CommPct2 Needed in Danish market. Used to verify that a client has got the latest pricing when making an order. Needed in a Danish market. Used to verify that a client has got the latest instrument price when making an order. List of user-defined fields for Interbizz Financial Systems AB. 0:no limit release 9:limit release 0:no replace 1:replace 0:no replace 1:replace 0:no replace 1:replace 0:no replace 1:replace 0:no replace 1:replace Maximum price slippage for orders. (pips) 0:Continuous 2:Opening 7:Closing D:Proportional Distribution List of user-defined fields for INTERTRADE. Specifies the Unique Identifier of the BalanceGroup to which this Order should be assigned to. Describes the BuyLimit for that Balance Group (To be used if MinQty– Tag 110 is used) Valid values ‘S’ – Shares ‘V’ – Value 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 Specifies the SellLimit of the BalanceGroup, of which this order is part of. The Identifier of the BalanceGroup is specified in the BalanceGroupID Tag. List of user-defined fields for JapanCross Securities. Used to report current phase in trading List of user-defined fields for Javelin Technologies Inc. Specified lifetime for orders, i.e. 25 = 25 minutes. Integer value. End time in HHMM format for Jefferies trading strategies. i.e. 1300 = 1:00 PM Integer Value. Specify the type of market footprint orders are permitted to take on. Integer value. Price Goal. Minimum block size allowed when searching for liquidity levels. Integer Value. Start time in HHMM format for Jefferies trading strategies. i.e. 1300 = 1:00 PM Integer Value Price move tolerance. Used to create a firm limit price from a specified price target. Strictly positive double value. The acceptable market impact that strategy orders are allowed to induce. Signed integer value. Volume limit orders are permitted to approach while trading. Integer value from 0 – 100. List of user-defined fields for Jefferies. Beneficiary Account Number required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. 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. Beneficiary Name required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. Broker Dealer Service Fee Used in a competitive RFQ response Values: 0 – Done (if 694 =1), 1 – Tied, 2 – Cover, 3 – Traded Away, Competitive Rqeuest for Quote dealer count. The total numnber of competitors in the quote request Required if 6704 = 0 Global Agent Account Number required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. Global Agent Code required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. Global Agent Name required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. Levy Local Agent Account Number required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. Local Agent Code required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. Local Agent Name required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. Communication service required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. Settlement Text 1 required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. Additional Settle Text required to instruct settlement – used to cater to situations where client specifies settlement instruction as part of the trade. Stamp Tax when choosing to send an exclusive field instead of using MiscFee repeating group Tariff System/Firm where the trade originated Trailer Code 1 Trailer Code 2 Trailer Code 3 List of user-defined fields for JPMorgan Chase. Type: integer in [1, n] Used in Streaming Quotes List of user-defined fields for Knight Capital Group. 0=Accounts for participants in securities saving plans1= Accounts for non-participants in securities saving plans Unique identifier for basket orders 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 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 Indicate the local time in HHMMSSss that futures and options contract have been completed Indicates the price at which client buys or sells and uses for reported block trading 1: Opening Price, 3: Closing Price Uses for futures spread trade and indicates furthest series price 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 Identify whether client is local or foreign investor 0: Local Investor 1: Foreign Investor Uses for futures spread trade and indicates contract price of the nearest month series Assigned value to identify specific non-member that passes client order to member company. Indicate the order placing date in local time (YYYYMMDD) 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 Uses for futures spread trade and indicates as “0”, “+” or “-“ Indicates the type of program trade 0: Regular, 1: Arbitrage, 2: Non-arbitrage Indicates time of order receipt in local time Indicates the type of short sale 0: Regular, 1: ShortSale with Price Restriction, 2: ShortSale without Price Restriction Indicates the purpose of futures and option trade 1: arbitrage, 2: Hedge, 3: Others 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 List of user-defined fields for Korea Stock Exchange. 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 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. 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 Number of trade price conditions associated that apply to a trade whose price is different than the current market price (MiFID) 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) User assigned cancel id for an order. Work around – future version will revert to standard FIX order cancel request handling List of user-defined fields for LaSalle Technology Group. OATS v3 tag indicating the time the broker first received the order from the customer. This field is of type UTCTimeStamp. 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. Clone of FIX.4.4 tag 1029(CustomerDirectedOrder) for use by firms / vendors who are unable to use the official tag. Clone of FIX.4.4 tag 1031(CustOrderHandlingInst) for use by firms / vendors who are unable to use the official tag. Clone of FIX.4.4 tag 1035(DeskOrderHandlingInst) for use by firms / vendors who are unable to use the official tag. Clone of FIX.4.4 tag 1033(DeskType) for use by firms / vendors who are unable to use the official tag. Clone of FIX.4.4 tag 1034(DeskTypeSource) for use by firms / vendors who are unable to use the official tag. The real venue where the fill executed. 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. Clone of FIX.4.4 tag 1028(ManualOrderIndicator) for use by firms / vendors who are unable to use the official tag. Clone of FIX.4.4 tag 768(NoTrdRegTimestamps) for use by firms / vendors who are unable to use the official tag. Clone of FIX.4.4 tag 1032(OrderHandlingInstSource) for use by firms / vendors who are unable to use the official tag. Clone of FIX.4.4 tag 1030(ReceivedDeptID) for use by firms / vendors who are unable to use the official tag. Clone of FIX.4.4 tag 769(TrdRegTimestamp) for use by firms / vendors who are unable to use the official tag. 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. Clone of FIX.4.4 tag 771(TrdRegTimestampOrigin) for use by firms / vendors who are unable to use the official tag. Clone of FIX.4.4 tag 770(TrdRegTimestampType) for use by firms / vendors who are unable to use the official tag. List of user-defined fields for Lava Trading. Account Acronym assigned by the dealer. two int value options: 1 : Accept 2 : Reject String representing the Bloomberg Ack Name AccountNet ACODE. Present for AccountNet-enabled customers only. Boolean: Determines whether the strategy reacts to published closing auction imbalances. Default = True business center of the adjusted business Day convention used in Swap. Termination(END) date business day adjustment convention. Possible values: MODFOLLOW Calculation (Accrual) Period Business Day Adjustment Convention. Possible values Floating Leg: MODFOLLOW Payment date business day adjustment convention. Possible values Floating leg: MODFOLLOW Required for Floating Rate Leg. Reset Date business day adjustment convention. Possible Values Floating leg: MODFOLLOW adjusted mid price accrual period start Day adjustment convention Broker Fee-Adjusted Spread adjusted target level Fee-adjusted Yield Int: Identifies units and direction of relative stop price offset. The accountNet organization identifier of the customer. present for AccountNet-enabled customers only. the accountNet organization identifier of the customer. Present for AccountNet enabled customers only ATS Access ATS Access Type P = Passive W = I Would (cross) Indicates the auction date of the security when it’s initially issued. Limit price in % value terms Boolean value to indicate if option order should be hedged Strategy used for hedging The dollar amount that will be recovered from the dealer as a customer execution fee Char: Specifies base working strategy. this is an integer field. String type D – Drain A – Abort Range within which to maintain portfolio beta This is the holding bind indicator for Corporate Bonds. The value options are “Y” – Yes, and “N” – No. Int: Specifies whether the strategy should ignore block prints. Qty: Allows user to specify block filter threshold in terms of a share quantity. 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 Breakdown active indicator used in allocation instruction message. Broker Sequence Number This field indicates the call date of Agency Callables in Fixed Income. cash offset amount Clean Price is Fee adjusted price Composite pay rate for an USD Interest Rate Swap switch Composite quote at the time of QUOTE REQUEST composite receiving rate for an USD Insterest Rate Swap Switch Indicates whether the floating leg of the trade is compounding or not. Considered NO if not present. composite spread contributed by the dealers for an DSWP (USD Interest Rate Swap) benchmark trade Composite Quote Percentage: Specifies target participation rate when stock price is better than user-specified trigger price. account of the step in counter party in Swap/swaption account of the step out counter party in swap or swaption This field indicates coupon frequency of Fixed Income securities. Curve Name e.g. LIBOR Curve Point is the point on the benchmark curve Yes Indicates whether this is a customer bid/ask trade. Value: NO number of business days to settlement date trade net money without brokerage fee trade principal without brokerage fee Maximum number of decimal places to be used for Rate The quote in the QUOTE message must be divisible by the amount specified by this field. “F” – Forward “R” – Reverse Inquiry Float: Identifies discretion threshold range in cents. Percentage: Identifies discretion threshold range as a percentage of typical spread. Qty: Identifies discretion threshold size in shares. Percentage: Identifies discretion threshold size as a percentage of typical depth. Dollar Price change per basis point in Yield Day count basis. leg values: 30/360, 30E/360, ACT/360. Floating Leg values: ACT/360 Electronic confirmation vendor – values None, Parallel or Tradeweb Buy side vendor to provide the EMS software version that the trader is using to send in orders. For example: “BloombergEMS 1.0” Date Type. GMT format. this is the end payment date of interest rate in SWAP 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 1 – Lean Buy 2 – Lean Sell Char: Identifies execution style in the market.Valid Values: 1 = Quiet 2 = Neutral 3 = Aggressive String Type. Valid values: Client, Dealer reserved Fee adjustment to spread first payment date of additional payments on IRS Swap Fixed leg day-count basis. 30/360, ACT/360, ACT/ACTM or ACT/ACTD Data Type: int this is the payment frequency of Fixed interest rate payment in Interest Rate Swap fixed rate in Swap Floating leg day-count basis. ACT/360 data type: int. this is the payment frequency of floating interest rates in interest rate swap. Required for Floating Rate Leg. Reset Days for floating payments. Values: 2 Required for Floating Rate Leg. Floating rate reference. Values: LIBOR3M Gross Cover Gross Price is Trade price without brokerage fee Indicate Side of the hedge Increment for volume participation “I” – Interest “D” – Discount end of month roll. possible value: YES or NO Valid Values: BMK, IMM or OIM Boolean: When IsBuyBack = True, Rule 10b-18 is enabled for the trade. Number of months in the tenor (0, 3, 6, 12, 24, etc) Forward months for OIS forward runs and forward starting swaps Last Trader Last Yield reserved reserved reserved Lehman ATS Field 10 Lehman ATS Field 9 Char: Identifies anchor price when limit price is specified in relative terms. Char: Identifies units and direction of relative limit price offset. Float: Offset relative to selected anchor for relative limit price. Int: Allows users to specify an average limit price. Valid Values: 1 = Absolute Price (default) 2 = Average Limit Price the unique identifier of the multi-quote or Inquiry list Client Long Name Adjusted maturity (Termination) date Max Floor Percent of Touch Int: Identifies the minimum time between sweeps in seconds. Minimum option volume traded before starting the hedge Minimum option delta traded before starting the hedge currency of payment fee receiver number of tickets/account trade requires number of dealers Number of SyntheticType, SyntheticQty, and SyntheticBroker entries Number of items/quote on the list Buy side vendor to provide the OMS software version that the trader is using to send in orders. For example: “EzeTraderConsole 4.7” 1 = Accept 2 = Reject 3 = Expire 4 = Cancel 6 = Counter 9 = Pass out standing quantity in partial unwind or assignments Volume restriction on entire order. period multiplier of payment dates The prime broker’s advice status. Values: PENDGIVEUP, ACCEPT The prime broker’s dealer acronym The prime broker service. Values: Give-UP, GTS the location of PnL: NY – New York LD – London TK – Tokyo Dollar value of buys This field indicates the portfolio ID Dollar value of sells premium fee for swaption the payer of premium payer in swaption fee-adjusted principal Dealer that calculates the trade proceeds Intended broker algo roduct version with respect to the broker FIX specification version. For example: “Algo 1.0” Quote Yield To int0-yes 1-no integer type: 0-yes 1-no Timing of delta reduction String: Identifies reference security. String: Identifies the ID source of the reference security (tag 9633). Tag 9634 functions in the same manner as the standard FIX tag 22. Float: Specifies spread threshold in “BPS return since open”. This field indicates the reliability of a security. account of the remaining counter party in swap or swaption Valid Values: Y – allow the other party to re-quoteN – re-quote is not allowed The convention for determining the sequence of calculation period end dates. Valid Values: 1 to 31, EOM, or IMM Enforce a sector-level constraint 2nd Part of unique Bloomberg serial number. (The 1st part of unique Bloomberg serial number is WorkStation) Use to store Stot Options Treasury Price Treasury Yield Spread discount in percentage spread % premium Spread premium in dollars. 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 date format. This indicates the starting payment date of interest rate. state of the trading flow Int: Identifies anchor price when stop price is specified in relative terms. Float: Offset relative to selected anchor for relative stop price. Indicates if it’s straddle or not. Y – Straddle N – not Char: Used in determining the optimal trading horizon. A higher urgency corresponds with a shorter duration. 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. Value representing the broker A percentage or quantity of the order’s quantity, as defined by SyntheticQtyType, that represents the associated SyntheticType 0=Percentage 1=Quantity 0=CFD 1=Swap 2=Give Up Represents the trader who too ownership of the ticket 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 represents a list of traders (comma delimited) who received the ticket Int: Determines whether the strategy sticks more closely to trading schedule.Valid Values: 0 = No (default) 100 = Yes This field would contain the time (in seconds) the trader has to submit his quote. Maximum allowed delta Unit of Tolerance Value (%, $) Trade clip in dollars Trade clip in percentage Trade clip in shares Price: Identifies trigger price in absolute terms. Char: Identifies anchor price when trigger price is specified in relative terms. Designates Cents or BPS Better or Worse than a Trigger Price. Float: Offset relative to selected anchor for relative trigger price in “BPS better than.” Strategy pounce trigger quantity (number of shares) This tag inherits all properties of QuoteRespType in FIX, and has an additional value option “100 – DoingAway” Buy side to provide the Network that the trader is using to send in orders. For example: “NYFIX” Percentage: Volume target for the worked portion of the order. Yield Adjustment Yield to value = M.C. P&A List of user-defined fields for Lehman Brothers. Parameters for order types for International Exchanges Parameters for order types for International Exchanges Used to designate special order types for International Exchanges List of user-defined fields for Lek Securities Corp. Describes the Spread Type. STD=Straddle, STG=Strangle, BUL= Call Vertical, BLT=Call Calendar, BER=Put Vertical, BRT=Put Calendar List of user-defined fields for Liquidity Direct. From FIX 4.4 Network Status Request message. From FIX 4.4 Network Status message. Must be set to “1” – ie Snapshot. From Network Status Response message in FIX 4.4. From Network Status Response message in FIX 4.4. Valid values 1=Full and 2=Incremental. Based on Network Status Response message from FIX 4.4. Count CompIDs being reported on. Based on Network Status Response message in FIX 4.4 and CompID field in repeating group. Identifies CompID being reported on. Based on Network Status Message in FIX 4.4. Valid values are 1=Connected, 3=Not Connected, 4=In Process. List of user-defined fields for London Stock Exchange. List of user-defined fields for Mantara. Contains Asset Swap spread which is the difference between the Corp Yield and the ASW Yield. Format -NNN.DDD To be used with Tag 6693 (BenchmarkSecurityID). ID Source of the benchmark security – same values as Tag 22 (SecurityIDSource) Identifier of the Bloomberg server that generated an order and allocation. Used for internal routing purposes. String – upto16 characters Boolean field indicating if the price is inclusive of dealer commission. 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 Indicates in Quantity reported is actual or estimated. DataType=Char Values: A=Actual, E=Estimated 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) 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 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 Boolean field indicating whether the transaction is a ‘Special Price Trade’ or not Indicates the competitive status of each dealer quote (Done, Covered, Missed etc). To be used with Repeating group 5114 – NoCreditRating. Data type is same as standard tag 255. Used to show ratings associated with RatingAgency (5113) For fixed income cross/swap trades – ExecID of the Execution Report for the other side of a cross/swap trade Identifier of system sending the market data. DataType=String Quoted FX rate for each Dealer. Float. Direction is determined by SettlCurrFxRateCalc (tag 156) Quoted size for the Dealer. Always expressed in par Quoted level for the Dealer. Can be expressed as basis points spread, percentage yield, or percentage of par price, as specified in DealerQuotedPriceType Type of DealerQuotedPrice. Same values as PriceType. Supported values: 1 = percentage (of par) 6 = spread 9 = yield Free text comment field All-in USD dirty price for the local market trades with FX component. 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 Final order quantity. Used to support an inquiry model where the final inquiry size may be different than the original order size (OrderQty). Index used for calculating the current coupon value of a floating rate note Insurance Code Identifier DataType: String Contains the Interest Rate Swap spread which is the difference between the Corp Yield and the IRS Yield. Format -NNN.DDD 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 Numeric field identifying each traded security in MarketAxess system. Unique per trade being reported in BTDS feed The Market Segment allows the requester to set the Market Segment that will be sent in a Mass Quote Response Trade Type reported in Market Data, used when MDEntryType = 2(Trade). DataType=char Values: 0=Done (New Trade), 1=Cancel, 2=Corrected MarketAxess estimated market spread for the traded security. Datatype=float Time of day indicating the time at which the client will see dealer responses Optional flag indicating client’s desire to allow a partial-fill (not the same as MinQty). Req’d field if 5661 exists. Defines the value against which cost analysis is being reported. DataType: String Defined Values are: Cover, Avg, BondTicker Comma separated list of available actions, e.g. “CANCEL” “PASS,ACCEPT,COUNTER” “NONE” 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 Price for the value of “MKTXAnalysisTo” (Cover, Avg, BondTicker) DataType: Price Value: float field with 4 decimal point precision 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 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 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 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 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 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 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 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 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 Time of day indicating the time at which the client desires to see dealer responses 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 Enumeration indicating MarketAxess Inquiry States Integer representing the number of minutes through which the specified MKTXInquiryTimerType will down-count to expiry. Enumeration used to indicate MarkeAxess Quote Release model. Supported Values: 1-ASAP, 2-Holding Bin Identifies a leg-specific benchmark security in multi-legged fixed-income trading Designates the source of the identifier of a leg-specific benchmark security in multi-legged fixed-income trading Optionally specifies the desired target level sought by the client in multi-leg fixed-income trading. Client-trader’s comment to dealers Names an inquirty-list 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. 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 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 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 Text indicating rejection reason e.g. “Action invalid in this state” UTCTimestamp Time of day indicating the time at which the client will see dealer responses 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. Enumeration defining the types of benchmark-spotting workflows used to arrive at the final price of fixed-income trades. Optional indication of sought target-level. Boolean flag indicating if a corporate or municipal bond is a new issue 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 MarketAxess estimated option adjusted spread for the traded security. Datatype=float This field is used to hold a list-level note on a list message. 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 Face value of the original issuance of a bond. DataType: Amt MarketAxess estimated par spread for the traded security. Datatype=float Date the quote was initiated by quote originator Time quote was entered by orginator Added to the custom repeating group “NoDealers” (9690) for dealer responses assigning a numeric rank to a dealer quote. Boolean flag indicating if trade is a suspect trade. The trading workflow used to negotiate the order. Identifier of the Trading System that processed an order or allocation. Used for internal routing purposes. String – upto 16 characters <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 List of user-defined fields for MarketAxess. The Accepting Counterparty’s Crest reference Accepting Counterparty’s legal disclaimer Contact email address Contact phone number Whether price is net(0, default) or gross(1) The Executing Broker’s Crest reference Executing Broker’s legal disclaimer List of user-defined fields for MBA Systems Ltd. Numeric value between 1-3 to represent the Bloomberg Price Engine price level. List of user-defined fields for The McNamara Group. Exchange defined type of trade(String) A string value that contains a descriptive chain of software used by the client for the FIX connection. Only used for informative purposes. Specifies whether to subscribe to “New Securities” (Char) Exact identification of the protocol used and expected by the initiator (String) 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) Describes the Give-up state (Char) List of user-defined fields for MEFF. List of user-defined fields for Merco Inc. The indicator denotes if / where the average price has been generated. This is an SFA Transaction Reporting Rule. Amount by which the BidPx has been improved. Indicate the rounding method when convert a cash base order to a share base order. Required for Cash base order U – Up D – Down 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. Transaction reporting tag to establish the Side of the transaction that we are reporting: C for Client Side M for Market Side Close auction participation expressed as a percentage (0-100). For Fixed Income; Coupon rate of the bond. Will be zero for step-up bonds. To indicate whether or not to apply criteria check to a strategy order Adoption of 548 for FIX 4.2 & Prior FIX version users Adoption of tag549 for FIX 4.2 & Prior FIX version users This is a trade reference that is common to all Executions / Transaction Reporting Only and Settlement Only Transactions for a particular Order Identify the distribution type of Futures: 1 – Actual 2 – Underlying For clients prior to FIX4.2 to indicate the effective time. Requested execution Start date/time – UTC date/time yyyymmddhhmmss Number of seconds to wait between evaluation Destination exclusion list. ML customer name External Exchange Reference Indicates whether or not a trade needs to be instructed for Settlement Last Quantity for the far leg of a swap. Maxim number of destination/venues an order can be posted to ML Benchmark Price When calculating volume profile, ignore any block prints that are greater than the “ML Block Threshold”. Merrill Lynch Contra Identifier ML Execution Service This tag can contain multiple instructions, space delimited ML Guaranteed Indicator Y – Guaranteed Price N – Not Guaranteed ML Maximum Participation % Max % market volume to participate in execution of order nnn (0-100) ML Order Completion Instruction 1 – Trade to Completion 2 – Leave Residual Indication of pricing strategy (Values: 0 = Market, 1 = Chase Market, 2 = Bid, 3 = Offer, 4 = Last, 5 = Mid ) ML Planning indication ML Primary or Composite flag P – Primary C -Composite(Default = Primary) ML Benchmark Rick Factor Extensions to the FIX Ordertype fields to support various ECN order types. Target Price for Speed trading Target Percent for speed trading RAM s_user ML Minimum Participation % Min % market volume to participate in execution of order nnn (0-100) Transaction fund type RAM update user Close auction rate for 1st(am)close for markets with 2 sessions. Open auction rate for 2nd(pm)open for markets with 2 sessions. Indicate number of days for order to execute across. Can be used in conjuction with Market, GTC orders Amount by which the OfferPx has been improved. Open auction participation expressed as a percentage (0-100). Peg offset direction. Applying the pegging price if market moves into the applied direction: 1 – Up 2 – Down 3 – Either Primary BookingID Controls reporting to various ML reporting systems. Secondary Booking ID Risk Factor for the Speed trading 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) Number of ticks to move a posted price Used for enabling/disabling FX mkt data 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 adoption of tag336 in FIX4.2 Indicates that a trade needs to be transaction reported to the relevant regulatory body like the FSA, SFA, SEC etc etc. Indicates if Stamp Liability / No Stampo Liability Underlying security symbol for stock Options List of user-defined fields for Merrill Lynch. 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. Date when the Order was created. List of user-defined fields for Middle Ware Idioms. 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( – ) Aggregate conversion quantity of a CAP-DI order. 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 First Alternative Phone number Second Alternative phone number Indicates the number of shares bought. Indicates the number of shares sold. Specifies whether a trade is an As/Of Trade. Data type is Boolean. Specifies the date and time an As/Of Trade took place. Data type is UTCTimestamp. Booth ID to which the request should be routed. Unique Branch office ID Indicates whether this message contains a single trade half/cross or a carry trade half/cross.Value Meaning 0 Outright 1 Carry Unique Match ID assigned by the clearing system A unique reference number assigned by the clearing system Unique Slip ID assigned by the Clearing System Indicate the clearing status of the trade as communicated by the clearing house. Internal data specific to CMS. Contact FAX number This Alphanumeric field will contain the Order ID of the contra order that matched against with the order in focus. 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 Used for CAP DI orders. Valid Values:1 – Destabilising (Convert only on Destabilising tick) 2 – Stabilising (Convert only on Stabilising tick) Indicates a single trade half or a cross. Value Meaning 0 Single Trade Half 1 Cross Identifies the cross qualifier. Data type in integer.Valid values:1=CNP, 2=None 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) The change in position for a given instrument. Expressed as the number of shares, number of option series contracts etc. Unique ID assigned to a data download request. The time interval for releasing drip qty. DataType is Integer. Specifies drip interval in seconds Quantity released per drip interval. Data type is integer. Executing system erson ID for order executions. Information generally used by back-office billing. Displays the explicit date that is derived from a prompt date code Indicates the presence of a four way agreement between clients Flag denoting whether to Internalize the order (Y) or not (N). Tag not being present is assumed to be Internalize = N. Indicate whether the execution report is generated for a multi-leg order or an individual leg of a multi-leg order Unique Slip ID assigned by the matching system A unique reference number assigned by the matching system Mailing address of the member Descriptive name of the member firm Volume traded by a particular member Indicates whether a trade notification is generated as a result of a MGU order execution.Valid values: 1 – MGU Execution 0 – Other Indicates whether the market data recipient is required to process the message and refresh the order book. The data type is Boolean. Number of Branches The number of parameters in the repeating group Number of Valid Prompt Dates (Futures) or expiry dates (options) Number of messages resulting from a download request. Original Reference ID of a correction/Cancellation Print sent to tape associated with a cancel/correct trade report Indicates whether the contra party is an omnibus name or not. 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 Parameter identifier/description. The value of the parameter. 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 Trading Post ID for the security. Specifies the side to be price improved in a cross order.Valid Values: 1 – Buy only 2 – Sell only 3 – Buy and Sell Free form text up to 80 characters. 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 Free form text up to 80 characters Tape print regional reference ID associated with a Trade report To specify reject reason in user-defined FIX message types Processing Status of a download request Indicate the Type of request being responded to Download Request ID Download Request Type A defined set of codes used to represent specific Prompt Dates (Futures) or Expiry Dates (options) Single conversion quantity of a CAP-DI order Unique Identifier Assigned to the trade notification open for allocation. Time at which the trade was negotiated between the parties. date, time at which the trade was matched. format DDMMYYYY-HHMMSS Turn Around Number assigned for the order. List of user-defined fields for Millennium. Adjusted Base Price An indication of whether or not the trade is to be subsequently advertised. Indicates wether a Firm wants to remain anonymous during order negotiations. Values are ‘Y’- Yes, ‘N’- No When order is direct to NYSE/ADOT, perform an Cancel/Replace before 5 minutes is reached. To be used for filtering unwanted messages when requesting to recover lost broadcast messages. Values Y/N Sequence number for broadcast messages. 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. A = Allow I = Inhibit For trade reporting. Time of receipt of action input or expiration of review period. Entry time of the blockbuster or sizable trade. Block Sequence Number. Branch/Sequence Number associated with a particular order or trade. B = only buyer has broken, S = only seller has broken, X = both buyer and seller have broken, L = broken through market center Used for Nordic Trade Reporting, this tag will carry the trade control number for the buy side of the trade. For none directed orders, try accessing the CheapECN first. The Clearing Brokers are those firms who will clear the trade. Valid values: A = Active S = Suspended Clearing broker ID. Price inclusive of commissions. string 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). 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. 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 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. 8 chars. Required by OATS for trade reporting party QSR and AGU trades only. Does not apply to non-QSR or non-AGU entries. 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. Contra Trade PA. Valid values: A = agency, F = firm, P = principal, R = riskless Used in Trade Report Entry to detail the length of time a trade report should be held before dissemination. Contains desk/trader ID. Number of shares to be displayed Time of trade dissemination, for trades which dissemination is delayed. The Executing Brokers are those firms on either side who “own” the trade. Valid values: A = Active S = Suspended Further defines the type of execution report. Values: Q- Quote, O- Order, N- Negotiated, X- Exchange Reported, A- All Adjusted base price market value. Index identifier. State of the Index. Values: O – Open, N – Normal, C – Closed Value of the Index. Industry classification 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. Used to designate whether a trade being reported was executed on the exchange it is being reported to (Internal) or another exchange (External). The Introducing Broker is the firm who gives-up another firm during the execution of the trade. Valid values: A = Active S = Suspended Flag is used to specify a Summary/Liquidity provider only order. 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 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. 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 Values: 0 – None, 1 – Buy, 2 – Sell, 3 – Both(buy and sell) Identifier for a group of securities. Values: A – Group A, B – Group B, C- Group C, D – Group D. Identifies section of market. 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. 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 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 Change of Index with reference to previous index value. Indicates the direction of the NetChg. Values: 0 – Plus tick, 1 – Zero Plus Tick, 2 – Minus Tick, 3 – Zero Minus Tick, 4 – No change. Percentage value of the net change. 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. 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). Count of market quote entries to follow. Count of Market Movement entries to follow. MPID of give up on the non-trade reporting party side. To be used for additional information. DirectPlus eligible order. Route to DirectPlus if enabled and Requirements for DirectPlus are satisfied. Used to further describe OrdType. Values: 0 – Partial Fill, 1 – Immediate of Cancel Defines the search criteria. Values: 0 – ClOrdID, 1 – By Symbol and Side, 2 – By Symbol, 3 – All. The original buy side quantity of the quote as known to a Firm when sending a modification request. The original quantity of the order as known to the user when sending a modification request. The original price of the order as known to the firm when sending a modification request. The original price of the order as known to the firm when sending a modification request. Valid values:Y = Override N = No override Ping All ECN before sending the order to NYSE/ADOT. Id of previous trading session. Values: P – Privious price, N – None. Describes the quote action to be taken. Values: A – Add, M- Modify, D – Delete. Quote Identifier assigned by the exchange. Defines search criteria for quotes. Values: 0 – QuoteID and Side, 1- Symbol and Side, 2 – Side, 3 – All. Indicates the quantity to which display size will be replenished from reserve size. Must be is shares, in a round lot multiple. Reserved for future use by Nasdaq. Willl contain the quantity that was rejected 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. Life of GTT order rather than an expire time. Total count of messages making up reply. MPID of give up on the trade reporting party side. Unique Id for the request assigned by requesting party. Indicates the quantity of the reserve size. Reserve size must be in shares either in round lot multiples or in mixed lots. The firm which takes responsibility for trade reporting functions. Valid values: Y = Yes N = No Request for Quote reference number 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 Used for Nordic Trade Reporting, this tag will carry the trade control number for the sell side of the trade. 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. 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. 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. 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. Submarket code Values: Y – Yes, N – No. Minimum permitted price change. Total number of trades. Total turnover. Executed trade quantity. 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 The trade Through flag indicates if an execution in Supermontage Intermarket was traded through another market.Values : Y/N Modifier flag. Values: V – VWAP, N – None. Trade Value. Version Identification in Block Header. Wait for the Primary Exchange to open before trading this order. List of user-defined fields for Nasdaq. Identifies the class of associated alternative BenchSecurityID used to define the underlying benchmark for Spread to Benchmark quotes 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 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 Coupon rate of bond Identifies a quote for a security which is traded flat N=No; Y=Yes Hedge ratio e.g. 70.00 indicating 70% of associated stock in relation to quoted stock A sequence identifier permitting a series of updates to be ordered in time 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. The market maker ID to be shown against a quote Name of market maker The securities maturity date expressed as a single field rather than using the existing FIX fields of MaturityMonthYear and MaturityDay Text describing a market maker location (i.e. geopraphic location and/or desk) 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 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 Used to track securities from the same issuer A unique ID for security, issued by NQB 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 Indicates if Trader at Market Maker is open for trading or closed. Only quotes of open Traders should be considered live. Indicates whether a Quote in the EQS is from the OTCBB N=Not from the OTCBB Y=From the OTCBB Indicates if a security is qualified as 15c12-11 “Piggyback” exempt: Y=Yes; N=No Total number of messages that were sent during a purge Indicates the reason for a database purge: 1=refresh at start of day; 2=as requested A unique sequence number present in application messages during a purge, enabling Vendors to track progress of the purge. N=purge starting, vendor should purge the database; Y=purge complete Indicates the NQB service under which a security is quoted. OP=Pink Sheets OY=Yellow Sheets OPL=Partnership Sheets OG=Global Quote Short name of security For a US address specifies the state. For non-US address specifies the country A phone number A phone number Identifies a trader Indicates if trading in the security has been halted for any reason: Y=Yes; N=No Qualifies the UndSymbolID (UndSymbolID, UndSymbolSfx) supplied to define the symbol as issued by what exchange. The stock price of the underlying security for convertible spread to parity and convertible vs. stock quotes. 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. Additional information about the underlying security (e.g. preferred, wts, etc.) underlying the quote, with an absence of the field indicating common for equities. Indicates if the quote is to be treated as solicited or unsolicited: Y=Unsolicited agency order, N=Principal or Solicited Agency Indicates the nature of a ‘database update’ message: 1=Update; 2=New; 3=Delete 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 List of user-defined fields for National Quotation Bureau. Boolean: Decclare if the order is a short cover order (or not). List of user-defined fields for National Securities Company. valid limit price for dark block posting Same as ExecInst (tag 18). Added as a user-defined field in case ExecInst cannot be used. The percentage change in long position minus the percentage change in short position has to be less than this value. Minimum anytime fill quantity on an order, for subsequent fills. Works alongside tag 110 as MinQty (which effectively acts as minimum initial quantity). The percentage change in long position minus the percentage change in short position Minimum order quantity to be left on an order. Potential fills which take LeavesQty (tag 151) below this value will not be executed. for portfolio strategies, this field would indicate the max delta in dollar terms for the remaining portfolio for portfolio strategies, this field would indicate the min delta in dollar terms for the remaining portfolio No. of days for which a trade is scheduled to trade The target volume specification to be used in reference to primary market volume profile, or primary plus alternate market volume profiles for portfolio strategies, this field would indicate the max delta in dollar terms for the overall portfolio for portfolio strategies, this field would indicate the min delta in dollar terms for the overall portfolio Strategy trigger quantity specified as a percentage of ADV. Strategy trigger quantity specified as a notional value in local currency. Strategy trigger quantity specified as a percentage of the order size. List of user-defined fields for Nomura. Counter of order changes List of user-defined fields for Novita. Required for Euro-Millennium pegged order. Valid values:- B – Best Bid O – Best Offer L – Last Sell M – BBO Mid-Point List of user-defined fields for NYFIX Euro-Millennium. enumerated value indicating the type of ARCAEx news message 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. Identifies the firm associated with the IntroducingBadgeID[9448] Execution Id assigned to both sides of a transaction and passed back to each party in the execution report. 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. 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. 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 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. When set it will designate an order sent as a PNP to go proactive if it locks the market. Indicates that an order should be considered part of a prospectus offering 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. List of user-defined fields for NYSE. Type of Account 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) For Basis and Against Actual trades only. Underlying cash leg price For basis trades only. Free text field that provides a identifying reference for the cash leg 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 Defines the value in OtherLegSecurityID (602) ITM of the trader for the matching half trade submitted separately Trade Package Identifier Four character posting action code for the first 4 strategy legs List of user-defined fields for NYSE Euronext. List of user-defined fields for Object Trading. Bid Volume Multiplier for an Improvement QuoteInteger Clearing house security ID Type of Clearing house security ID: =1 (CUSIP) =2 (SEDOL) =4 (ISIN)String Quote ID returned from exchange Symbol name used to identify instrument on a local exchange. The trading status of stocks listed on ‘other’ exchanges. Indicates the current trading status of stocks listed on the Jiway Exchange. Indicates whether an order is locked (temporarily) on the orderbook.Boolean Number of tick bands in the following repeating group.Integer Offer Volume Limit for an Improvement QuoteInteger Offer Volume Multiplier for an Improvement QuoteInteger The identity of a market place partition.String Maximum order valuePrice Minimum order valuePrice Discriminates between a standard Order Status Request (=0), and a non-standard Trade History query (=1) Discriminates between a Price Quote Status Request (=0), and an Improvement Quote Status Request (=1).Char Indicates whether the security is suspended from tradingBoolean The settlement date for a trade.UTCDateOnly Tick band high pricePrice Tick band low pricePrice Tick band type: =1 (DAY orders) =2 (quotes and IOC orders)Char Tick sizePrice Trade type. =1 (Standard. The trade is a normally registered trade). Other values (2-8) reserved for future use.Char 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 The identity of a group of instruments which share trading session characteristics, e.g. when their state changes from Waiting to TradingString List of user-defined fields for OM Group. 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. This is a flag to indicate the presence of one or multiple error parameter(s). This flag is specific for the Block trade. Omgeo ALERT specific field. Used for ALERT settlement instruction lookup. Codes are not ISO country codes. Omgeo ALERT specific field. The ALERT clearing method type, used for ALERT settlement instruction lookup. Omgeo ALERT specific field. The ALERT security type code used for ALERT settlement instruction lookup. The ALERT Settlement Model Name used for ALERT settlement instruction lookup. Omgeo CTM FIX Interface specific field. Used in the query message to query for ALL asset classes (Security Type Groups). Value: Boolean – Y/N 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. Amount associated with the Block level Charge or Tax type. Currency associated with the Block level Charge or Tax type. Field identifying the Block level Charge or Tax type. 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. Currency of the amount indicated in the Omgeo block commission amount field. ISO codes used. The commission type. Allowed values are EXEC (executing broker’s commission), LOCO (local broker’s commission), SPCN (special concessions) and TCOM (total commissions). Flag/Indicator (Y – only) which specifies whether a given allocation was eligible for Block Settlement. Broker Capacity on a trade. Omgeo CTM specific field. Indicates CountryOfIssue as entered by the executing broker. Omgeo CTM specific field. Indicates the IDSource as entered by the executing broker. Enumeration for Regulatory Memberships: 1=SIPC, 2=FINRA. 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 Omgeo CTM specific field. The SecurityID as entered by the executing broker. 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) The commission reason code at the Block level. 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). 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) Omgeo CTM specific field. Indicates the complete status. Omgeo CTM FIX interface specific field. Omgeo Commission Reason Code at the Confirmation level. Omgeo CTM FIX interface specific field. Omgeo Commission type at the Confirmation level. Indicator to get more records when querying. Valid Values: Y/N. Omgeo CTM assigned Counterparty Tradeside ID. Omgeo specific field used for Counterparty ALERT SSI lookup. Omgeo specific field used for Counterparty ALERT SSI lookup. Omgeo specific field used for Counterparty ALERT SSI lookup. Indicates the source of Counterparty Settlement Instructions. Valid values: MANI = Manual entry ALRT = ALERT database This corresponds to the Current Settlement Instruction Number for a Dependent/Omnibus Allocation. This field corresponds to the SWIFT SETT code. Part of the TPMessageDelivery composite, this field contains the delivery channel parameter for the third party destination profile for this notification. Indicator (Y/N) for certain Disclosures namely Other Remuneration, Odd Lot Differential and Asset Backed. 10b-10 field to capture the Disclosure/Disclaimer statement. Enumeration for 10b-10 Disclosure Statement : 1 = Other Remuneration, 2 = Odd Lot, 3 = Order Flow, 4 = Redemption, 5 = Asset backed. 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. FIX Tag which was cause of error at the Block level. Omgeo CTM specific field. An identifier representing the error message. Omgeo CTM FIX Interface specific field. This field would give the detailed value for an ErrorParameter of Type=Value for a Block trade. Omgeo CTM specific field. A human-readable description of the error. Omgeo CTM specific field. The XPath of the CTM field, which caused the error. Allows the user to instruct the recipient of a settlement instruction to perform an FX deal. Used to indicate on a query response all records retrieved till a certain time when the response was returned. Part of the TPMessageDelivery composite, this is the header footer format parameter for the third party destination profile for this notification. 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. FIX Tag which was cause of error at the confirm level. Omgeo CTM specific field. An identifier representing the error message. Omgeo CTM FIX Interface specific field. This field would give the detailed value for an ErrorParameter of Type=Value for an Allocation/Confirmation trade. Omgeo CTM specific field. A human-readable description of the error. Omgeo CTM specific field. The XPath of the CTM field, which caused the error. Omgeo CTM FIX Interface specific field. This field indicates the Initial Margin Amount. Omgeo CTM FIX Interface specific field. This field defines the Initial Margin Type. Omgeo CTM specific field. Specifies the name of the L2 matching profile. Amount of MarkUp/MarkDown Omgeo CTM specific field. Indicates the trade is matched at the trade level and trade details, is complete and has no errors. Part of the TPMessageDelivery composite, this is the message format parameter for the third party destination profile for this notification. Used for querying to get all details from last time the query was executed. Indicates in the query response if there are additional records when querying. Valid Values: Y/N. Number of repeating groups of Charge or Tax types at the Block level. This field indicates the number of block commission groups that are provided on the message. Number of repeating groups of 10b-10 Disclosure Statement. 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. Omgeo CTM specific field. Number of repeating groups of block-level errors. Number of repeating groups of Block level Field Comparisons. 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. Omgeo CTM specific field. Number of repeating groups of allocation account-level errors. Number of repeating groups of Confirmation level Field Comparisons. Number of repeating groups of Regulatory Membership. Omgeo CTM FIX Interface specific field. This field denotes the Number of OmgeoSecurityTypeGroup. Omgeo CTM specific field. Number of repeating OmgeoSettlementTransactionIndicator entries. Omgeo CTM specific field. Number of repeating groups for TradeDetail business exceptions. Omgeo CTM specific field. Number of repeating groups of (maximum of 40) trade detail L2 fields and the field’s same value evaluation. This would specify the Number of OmgeoTDWorkflowModifier which could be present within this NumInGroup field This field indicates the number of Third Party Data blocks that are provided on the message. Omgeo CTM specific field. Number of repeating groups for business exceptions Omgeo CTM specific field. Number of repeating groups of (maximum of 40) trade level L2 fields and the field’s same value evaluation This would specify the Number of OmgeoTLWorkflowModifier which could be present within this NumInGroup field Omgeo CTM specific field. Number of repeating OmgeoTradeTransactionIndicator entries. Omgeo specific field which would specify the number of OmgeoTLWorkflowType. Flag/Indicator which indicates that the client would be submitting an omnibus allocation for the given block trade. 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). Omgeo specific field. Indicates whether BIC provided is for a Custodian NCSD, ICSD or Shares Held Elsewhere. Valid values: CUST NCSD ICSD SHHE Omgeo CTM specific field. Indicates type of PSAFE value being provided: BIC or Country Code. Valid values: BIC COUN Omgeo CTM specific field. Indicates the PSAFE value. Will be either a BIC or an ISO Country Code. This is the common Pool Reference Number which links the Omnibus allocation with its dependents. 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. Omgeo CTM specific field. Indicates an allocation has been rejected. Omgeo CTM specific field. Indicates a Block has been rejected. Omgeo CTM FIX Interface specific field. This field is used to denote the SecurityTypeGroup (Asset Class). Omgeo CTM specific field. Indicates whether an Allocation Report represents a Settlement view or describes a status change. This field would hold the entire SSI provided by Investment Manager or Executing Broker if 9048 or 7512=MANI 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. Omgeo CTM specific field. Indicates the bargain conditions for the trade. Omgeo CTM specific field. An indicator for hiding data from the counter party. Omgeo CTM specific field. A reason code for TradeDetail business exceptions. Omgeo CTM FIX interface specific field. This would have any Cancel Reason Text at the Confirmation level. Severity of the Asynchronous Error for the Broker’s Confirmation trade. Valid values are: INFO, WARN and FATL. Status of Asynchronous Error for the Broker’s Confirmation trade. Valid values are: OPEN (Open) and CLSD (Closed). Executing Broker’s value of the Confirmation level L2 Matching field. Investment Manager set matching rule of the Allocation/Confirmation level L2 Matching field. Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule for an Allocation/Confirmation trade. Match status of the Confirmation level L2 Matching field. Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule description for an Allocation/Confirmation trade. Omgeo CTM FIX Interface specific field. Denotes L1/L2 Field Name for an Allocation/Confirmation trade. Omgeo CTM specific field. The highest Error Severity code within the Trade detail. Investment Manager’s value of the Allocation level L2 matching field. ISITC Reject Reason Code while rejecting a Confirm trade. Omgeo CTM specific field. Name of L2 Field. 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. Match Status of the Confirmation/Allocation trade. Omgeo CTM FIX Interface specific field. Denotes the Field Type – i.e. L1 (Pairing) or L2 (Matching) for a Allocation/Confirmation trade. DateTime at which the Confirmation trade is rejected. Omgeo CTM FIX interface specific field. This would have any Reject Reason Text at the Confirmation level. Omgeo CTM specific field. Indicates the SWIFT BIC of a global custodian bank, where the security will be safekept. Omgeo CTM specific field. Indicates the SWIFT BIC of an international central securities depository, where the security will be safekept. Omgeo CTM specific field. Indicates the SWIFT BIC of the national central security depository, where the security will be safekept. Omgeo CTM specific field. Text that indicates that the shares to be safekept will be held elsewhere. Indicates the version number of a Confirm Trade. Omgeo specific field which would define the Workflow Modifier of the Allocation/Confirmation trade as determined by CTM. Omgeo specific Allocation/Confirmation level field which would define the Workflow Type of that Allocation/Confirmation as been determined by CTM. 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 Part of the ThirdPartyDetailStatus composite, this field indicates the status values when TPNotificationType is THRD. Part of the ThirdPartyDetailStatus composite, this field contains the most recent date and time change for ThirdPartyDetailStatus. This composite contains errors generated during the third party eligibility and third party validation process. It consists of ErrorId, ErrorSeverity, and ErrorText. The actual name of the organization Type of third party being identified The status of communication with the third party The time the third party status was assigned to the allocation by Central Trade Manager (CTM) 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. This field identifies the type of format used to identify the party Identity of the party specified as a character string Omgeo defined Timezone Indicator. 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. The currency associated with the total accrued interest amount. This field determines precision of the corresponding amount field. Omgeo CTM specific field. A reason code for business exceptions. Severity of the Asynchronous Error for the Broker’s Block trade. Valid values are: INFO, WARN and FATL. Status of Asynchronous Error for the Broker’s Block. Valid values are: OPEN (Open) and CLSD (Closed). Match status of the Block level L2 matching field. 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. Investment Manager set matching rule of the Block level L2 matching field. Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule for a Block trade. Match status of the Block level L2 matching field. Omgeo CTM FIX Interface specific field. Denotes field level Pairing/Matching rule description for a Block trade. Omgeo CTM FIX Interface specific field. Denotes L1/L2 Field Name for a Block trade. Omgeo CTM specific field. Indicates the severity of an error against the trade level (i.e., the block). Investment Manager’s value of the Block level L2 Matching field. ISITC Reject Reason Code while rejecting a Block trade. Omgeo CTM specific field. Name of L2 Field. 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. Omgeo CTM specific field. Indicates the match status at the trade level. Omgeo CTM FIX Interface specific field. Denotes the Field Type – i.e. L1 (Pairing) or L2 (Matching) for a Block trade. DateTime at which the Block trade is rejected. Omgeo CTM FIX interface specific field. This would have any Reject Reason Text at the Block level. Indicates the version number of a Block trade. Omgeo specific field which would define the Workflow Modifier of the Block trade as been determined by CTM. Omgeo specific Block level field which would define the Workflow Type of the Block trade as been determined by CTM. This corresponds to the Total Number of Settlement Instructions for a specific Omnibus Allocation. This field corresponds to the SWIFT TOSE code. The identifier assigned to the allocation by the third party upon receipt Date and time when the Omgeo Third Party generated the message. Part of the ThirdPartyDetail composite, this field contains the highest error severity of ThirdPartyErrors. This composite contains information about the third party DeliveryChannel, MessageFormat,and HeaderFooterFormat. A unique identifier for each error on a given trade component. This field represents the significance of the synchronous and asynchronous errors. This field describes the error code. If ThirdPartyData composite is created for CDS, this field contains DEPO; if created for third party, it contains THRD. A free form text field for communication of additional information from the third party to Central Trade Manager (CTM) 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. Omgeo CTM FIX Interface specific field. Used to denote the Trade agreement method. Possible values: ELEC – electronic, VOIC – voice. Omgeo CTM specific field. Indicates the trade (deal) amount for the trade detail (i.e., the account allocation). Omgeo CTM specific field. A unique identifier for the trade side that is supplied by the client. 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). Omgeo CTM specific field. A unique identifier for a trade side that is generated by CTM. Omgeo defined TradeTime types. Omgeo CTM specific field. Indicates if the trade has matched agreed within the accepted Tolarence or has matched with exact value. Omgeo CTM specific field. Indicates the bargain conditions vfor the trade. Omgeo CTM FIX Interface specific field. Used to denote the Price type. Possible values are: AVER – Average, EXEC – Execution. List of user-defined fields for Omgeo. Aggregated quantity of Ask market orders. Aggregated quantity of Bid market orders. The number of Market Makers that are quoting in the series on the side with the largest number of quotes. Time when the message is sent. 64-bit integer expressing the number of milliseconds since midnight January 1, 1970. 16-bit Integer identifying the Series. Used together with the UnderlyingNumber (5295) to uniquely identify a Series. 16-bit Integer identifying the Underlying List of user-defined fields for OMX. Auto Option Hedge Price Name of Basket to which order belongs. 1 = Switch If Touched ™ Index to track Dispersion Percentage 1 = Switch If Touched ™ Dispersion Percentage 1 = Switch If Touched ™ Dispersal Percentage 1 = Switch If Touched ™ 1 = Switch If Touched ™ 0 = Long, 1 = Short Percentage to rehedge Sector to track Dispersion Percentage 1 = Switch If Touched ™ Dispersion Percentage 1 = Switch If Touched ™ Number of equal-sized sub orders to trade a TIME_SLICE order in. 0 = CLOSE, 2 = ARRIVAL up tick/down tick rules. Dispersion Percentage 1 = Switch If Touched ™ Other Equity to track with this order Dispersion Percentage 1 = Switch If Touched ™ Dispersal Upper Limit 1 = Switch If Touched ™ List of user-defined fields for P E Lynch. 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) ** Markup/Markdown – Numeric – Format: +/- 12345.4321 Net Trade Indicator = whether correspondent rincipal firm wants processed as Net Trade – 1 char – Yes/No (y/n) Required/necessary to complement ExecInst tag 18 when set to enum=D, “percent of volume.” Sales Credit (Numeric) +/- 12345.1234 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) ** 2 Characters – Identifies originating system where transaction was captured. (ex. “BA” = Block Allocation System) List of user-defined fields for Paine Webber. 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. List of user-defined fields for Parity Energy Inc. Contains the Liffe APIM user code for black box user recognition. A client specified free format string reference field supplied on the order and echoed back on execution reports or cancel rejects. Exchange adapter reference field, for passing things like ClOrdId or OrderId or other order reference codes. 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 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 as per 6210 only for trade fill price As per 6210 but for leg prices in multi-leg orders. 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. As per 6210 only for Stop price. List of user-defined fields for Patsystems. 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) To specify whether to reinvest the dividend or not. Y(Yes) or N(No) value. The NumLinks should be specified before using the LinkPercent. LinkPercent and LinkSymbol are children of NumLinks The NumLinks should be specified before using the LinkPercent. LinkPercent and LinkSymbol are children of NumLinks The NumLinks should be specified before using the LinkSymbol. LinkSymbol and LinkPercent are children of NumLinks Specifies the number of links in the particular trade. To specify whether the transaction fee is included in the amount (Y), or not (N) List of user-defined fields for Performance Technologies Inc. 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. List of user-defined fields for Philadelphia Stock Exchange. Share quantity in pre-borrow agreement. Used with 5700 and 5701 to resolve Threshold-list Short Sell locates. List of user-defined fields for Piper Jaffray. Field to show the previous sale. Field to tie version of orders at various desks together. Field to map an order to the order version at a previous internal desk. To identify an execution’s system source. To identify a capacity. To identify a system login. List of user-defined fields for Raptor Trading Systems. 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) Internal field to capture ExDestination when an order is routed internally via fix. 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. 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. 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. 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. A terms marker indicating that trade participant is not a Canadian resident. Valid values include “Y” “N”Default is “N”.TSX only. 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. The trading system’s user id for a trader.No default.TSX and TSXV. IOI Fix Link 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. Participation Rate 1 Participation Rate 2 Participation Rate 3 Participation Rate 4 Participation Rate 5 Participation Rate 6 Price Tier 1 Price Tier 2 Price Tier 3 Price Tier 4 Price Tier 5 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. Indicates a slope to be used for TWAP 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. List of user-defined fields for RBC. Dow Jones STOXX Industrial Classification Code of the instrument defined in Tag 48 SecurityID. FTSE International Industrial Classification Code of the instrument defined in Tag 48 SecurityID. MSCI Industrial Classification Code of the instrument defined in Tag 48 SecurityID. List of user-defined fields for Reuters. 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. 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. 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 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. 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 Represents the initiating Broker Badge Number. Required on all CAP Orders. Value is up to 4 numeric characters. Format = 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 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). 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 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. 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) ** 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. 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) ** 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 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) ** 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 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 Ensures reports to underlying orders are linked back to the e-Quote execution report. 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. 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) Specifies if the Broker interest is part of the NYSE BBO and is visible to the specialist. 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. Represents an e-Quote Type. 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). 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 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). 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). Identifies the role of an entering party in a Quote Submission. 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 Unique identifier of the eQuote – must be unique within broker badge – associates the eQuote with its underlying orders 1 alpha-numeric code that designates the type of activity against the order; i.e., original execution, correction, bust, etc. 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 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 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; 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 Execution type that, among other values, contains a value for odd-lot adjustments to be used by SPAR users 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. 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 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. NYSE – Institutional XPress – Indicates the trading denominator of the indication price. 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” Unique identifier – must be unique within broker badge – associates the layers of a layered eQuote NYSE – Institutional XPress – Indicates the trading denominator of the indication price. 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 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 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. 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. 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. NYSE – Institutional XPress – Indicates the NYSE trading denominator. 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 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. 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. FCS Order, Cancel, Cancel/Repl, Admin Req – Line 4, Field 1: 1-27 charactersFIX.4.1 Format: Char FIX.4.2 Format: String FCS Cancel and Cancel/Repl, Admin Req – Line 4A, Field 5FIX.4.1 Format: Char FIX.4.2 Format: String 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) ** 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. Number of repeats in the repeating group 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 NYSE Liquidity Quote Bid Price. NYSE Liquidity Quote bid size. NYSE Liquidity Quote offer price. NYSE Liquidity Quote offer size. The number of errors in quote validation that are present in a Quote Advisory message (used for repeating group). 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 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) . 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). 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). 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 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. 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. Odd-lot, round-lot, PRL indicator containing the values 1,2,or 3 1 byte numeric designating the omnibus account against which the execution was done 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. 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. 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. NYSE – Additional value representing Account Type. Account Type Q indicates a trade to cover an error transaction. Format = char. Valid Value = Q 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. The TA number of the order assigned by SDOT 6-byte timestamp in HHMMSS format denoting the time the order arrived in the system 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 Indicates the time of the transaction as indicated by the Originating system. Valid NYSE Member Firm Mnemonic. Must be present on all NYSE BBSS CAP orders. 1 to 4 alpha characters. Format = 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 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. This indicator specifies whether the customer has specified Pegging functionality for the e-Quote or d-Quote. Value = “Y” 2 numerics denoting the post at which the stock trades 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. 1 byte numeric that denotes that a previously-reported Prin execution has been changed to non-Prin 2-byte alpha code that the specialist inserts into the execution report The indicator that denotes the specialist was involved in the trade. contains value 00 or 01. Unique identifier issued for each Quote Update Request message in a connection(request to subscribe/unsubscribe for quotes). FCS Admin Request – Line 2, Field 1Valid Values: 1 = Check^Price 2 = Confirm^Contra 3 = Confirm^Qty^Executed 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. Required for Reserve e-Quote types. Represents the publish quantity. Routing instruction 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 1 byte numeric denoting the source of the order; i.e., from CMS, from BBSS, from DBK, etc. 1 byte numeric denoting whether the execution was done in DBK, BBSS, etc. 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 1-4 alphas representing the Specialist firm’s mnemonic The Specialist Unit Number handling the stock. Contains a value from 1 to 100 Member firm sponsoring the institution submitting orders. 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=SLD^SHRT^EXEMPTIf 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 1 alpha denoting the tee location at the post where the stock trades 1 byte numeric that specifies the tick at the time of execution 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 Indicates the disposition of the order ID; supports the ability to add or remove orders that underlie the eQuote. Indicates whether the underlying order ID is the ID of a proprietary OMS 1 byte numeric denoting the unit of trade; i.e., whether the stocks trades in lots of 100, 10, etc. Indicates the encoded reason why the subscription/unsubscription request failed. 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. List of user-defined fields for SIAC. List of SIX Swiss Exchange Trade Type Codes. List of user-defined fields for SIX Swiss Exchange. Used to indicate the Date and Time at which a Trade Report was agreed upon, between the Member Firm and its Client Automatic Opening Rotation Threshold (Type – int) Used for Automotic re-initiation of NBBO step-ups.Data Type: Boolean Valid Values: Y = Yes N = No Broker-Dealer Bid Size. Data Type: Qty Type of Broker-Dealer Bid Size. Data Type: Boolean Valide Values: Y = Size is percentage N = Size is value Broker-Dealer Offer Size. Data Type: Qty Type of Broker-Dealer Offer Size. Data Type: Boolean Valid Values: Y = Size is percentage N = Size is value Source of the Order. Data Type: String[4] 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 of Customer Bid Size. Data Type: Boolean Valid Values: Y = Size is percentage N = Size is value Type of the customer offer size. Data Type: Boolean Valid Values: Y = Size is percentage N = Size is value Set Dissemination of NBBO for all series. Data Type: Boolean Valid Values: Y = Disseminate N = Do not disseminate 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. Firm’s ID. Data Type: String[40] Indicates whether BBO is coming from an exchange declared as Fast Firm Data Type: Boolean Valid Values: Y = Fast Firm N = Not Fast Firm Issue ID. Data Type: 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 Setting for first level of volume for NBBO Step-up configuration Setting for second level of voulme in NBBO Step-up configuration. Data Type: Boolean Valid Values: Y = Percent N = Not Percent Setting for locked market protection. Data Type: Boolean Valid Values:Y = Protection type is ‘Locked’ N = Protection type is not “Locked” Used to indicate whether the Quote has resulted in a lock or cross or none(Neither lock/cross) condition. Minimum price variation. Data Type: long Volume in other exchange. Data Type: Qty Indicates the action to be taken on a replinshed Quote. Size of Bid side of the Quote for the Market Maker (Type – Qty) Type of Market Maker Bid’s size. Data Type: Boolean Valid Values: Y = Size is percentage N = Size is value The date from which market maker will be effective. Should be in UTCDate format. The date after which market maker will no longer be effective. Should always be in UTCDate format Size of Offer side of the Quote for Market Maker (Type – Qty) Type of Market Maker’s Offer size. Data Type: Boolean Valid Values: Y = Size is percentage N = Size is value Time at which the quote of a market maker is closed for negotiation. Should always be in hh:mm format Time at which market maker quote will be opened for neotiation. Unique ID of the request. Data Type: String[40] NBBO Step Up Mode. Data Type: Char Valid Values: 1 = New 2 = Cancel 4 = Get By Owner & Series 5 = NBBO Reinitiate Response Number of exchanges in the repeating group. Data Type: int Non-customer size (aggregated) at a particular price break Data Type: Qty Number of elements in the repeating group (Quote Sizes) Data Type: int Indicates the number of nested levels for step-up configuration data. Data Type: Int Number of steps (NBBO Configuration). Data Type: int No of elements in the repeating group(Ticks) Data Type: int OPRA Class Code. Data Tye: char Code used by OPRA (Options Price Reporting Authority) to identify series. Concatenation of option symbol, strike code. Data Type: String[7] Denominator used to get actual option price. Type of the Order Request. Data Type: Char Valid Values: 0 = Modify Orders 1 = Cancel Orders The current price of the Bid side of the Quote The current price of the Bid side of the Quote Current Order/Quote Size. Data Tye: int The current price of the Offer side of the Quote Used to indicate the ID of the original owner. Data Type: String QuoteID of the current quote. Data Type: long User ID of the owner. Data Type: String[40] Identifies the owner of the Order/Quote. Used when sending duplicate confirmations for execution, cancellation and expiry. Used to indicate the owner of the business object PCX generated ID for the Quote. Data Type: int Indicates the pssive market making status of market participant on an Issue/security. Quote Script Data Type. Data Type: Char Valid Values: 1 = Send Quote Size Table 2 = Cancel Quote Size Table 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 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 ID sent by PCX in some acknowledgements/notifications Number of levels Data Type: int 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 Describes the type of Security Halt: N – Normal, D – Dynamic, S – Static Series ID.Data Type: long Step Position (NBBO Step Up configuration). Data Type: int Indicates the ID of the subject that is being disseminated in the message. Pricing Increment. Data Type: int ID of the underlying to which the issue belongs. Data Type: int Upper limit in the range. Data Type: long List of user-defined fields for SSI Technologies. 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. The maximum bid amount for this leg (used in multileg quotes). cf tag 134 BidSize The minimum bid amount for this leg (used in multileg quotes). cf tag 647 MinBidSize The minimum offer amount for this leg (used in multileg quotes) cf tag 648 MinOfferSize The maximum offer amount for this leg (used in multileg quotes) cf tag 135 OfferSize 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. 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 List of user-defined fields for Standard Chartered. Order: Inform broker the amount of the order to be shown via IOIs <p> ** ADDED TO FIX 4.1 AS TAG: 210 (MaxShow) ** List of user-defined fields for State Street. Allow passing through of HandlInst for CHX. Sequence number of cross trade being reported to an exchange. The field can contain alpha-numeric values. 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. The Discretion Price of the order. This price is the limit for the DiscretionQty can be traded at. The value is an absolute price. Allow passing through of HandlInst for NSX. The adjustment price to calculate the order price from the NBBO of a pegged order. Allow passing through of routing instruction values for PHLX. A field used by PowerNet to define the source of order entry. To satisfy the OATS requirement of having a unique identifier for each order. This field is 20 characters or less. Text field for Cross Type option used with Agent order types. This field will be forwarded to SuperMontage for the Execution Algorthim. Field to specify the SuperMontage route field for a given order. Allow passing through of routing instruction for Track ECN. 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. List of user-defined fields for Sungard. 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 Indication of the business transaction. Valid value: TradeAdvice 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. Client’s domicile 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 Counterparty Client’s domicile Counterparty Member Reference 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) The free text identification of a counterparty who is not a member of the exchange. The unique Identifies of a Counterparty type.ASSD (Associated Dealers), CUST (Customers), EFFH (Effektenhändler), MEMB (Member), EXCH (Designated Exchange) An amount added to the calculated settlement amount. Currency identifier of 6531 InclSettlementAmount The currency applicable to an accrued interest amount. Indicates whether or not a textual message, sent from the exchange has been cancelled by the exchange. Execution date. Execution time. The date on which the event referred to in the associated newsboard message occurred. The unique identifier of a textual message sent from the exchange and recorded on the newsboard. Textual description of the news type or category. The date after which the associated information is no longer relevant / applicable. Number of quotes in a book entry. Number of trades cumulated in a message. Trade id of the original trade. This is indicated when either a trade reversal or a nostro correction is transacted. 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 Published list of SWX trade type codes. Required for Cancel and Replace QuoteReqTransType messages Identifies Quote Request message transaction typeData type: char Valid values: N = New C = Cancel R = Replace Time spread for randomised transitions (of trading schedules). Format HH:MM:SS. 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 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) The segregated settlement account type. For example, can be used to distinguish different taxation treatments in settlement. 0 = DF (Default) 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 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 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 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 The exchange from where the news message or book information origins. Identifies an SWX specific transaction type. 0 = Order, 1 = Trade Confirmation, 2 = Bilateral Trade Reverse, 3 = Reported Trade, 4 = Unilateral Trade Reverse, 5 = Correction Status of a trading schedule transition. Valid values: 0 = Pending 1 = Triggered 2 = Deleted 3 = Failed List of user-defined fields for SWX Swiss Exchange. Teleinvest Custom Tag : Order Estimated Amount Teleinvest Custom Tag Teleinvest Custom Tag Teleinvest Custom Tag List of user-defined fields for Teleinvest SA. Amount of allocation in dealt currency on far leg of a swap. Amount of allocation in contra currency on near leg. Amount of allocation in contra currency on far leg of a swap. Identifies the subsidiary firm associated with the execution. Indicates that the execution is on behalf of a non-member affiliate. Allows trailer notes to be added to trades. Suppression indcator for trailer line List of user-defined fields for Thomson Reuters. Lehman ATS Field 1 Lehman ATS Field 2 Lehman ATS Field 3 Lehman ATS Field 4 Lehman ATS Field 5 Lehman ATS Field 6 Lehman ATS Field 7 Lehman ATS Field 8 Integer corresponding to the account type within the TAL OMS. Indicates whether a trade adds liquidity (A) or removes liquidity (R) from the marketplace. List of user-defined fields for Townsend Analytics. Number of days accrued For instructing and reporting allocation clearing for non-US issues<p>** Added to FIX 4.3 through &ltNestedParties&gt component block ** 4.2: Clearing member identifier in an allocation. [4.2] In an Allocation instance, identifier of the Prime Broker serving as Give-Up Firm. [4.2] In an Allocation instance, identifier of the Prime Broker providing General Trade Services. [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 [4.2] In an Allocation instance, identifier of the Prime Broker serving as Step-Out Firm. 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’. The difference between the bond yield and the LIBOR curve, expressed in basis points. Positive or negative average cost. Tradeweb Base CPI @ Issuance – normally associated with TRSY TIPS. Name of benchmark curve – FIX 4.2 Denote the long float rate period of IRS Dollar Swap Basis Trade. [4.2] Specifies the price of the benchmark. [4.2] Identifies the denomination of BenchmarkPrice(6645). Same values as PriceType(423). Benchmark security description. CUSIP or ISIN of the benchmark instrument [4.2] Identifies the source of the Benchmark Security ID. Valid values are 1=CUSIP 2=SEDOL 4=ISIN “WI” if When Issued. Yield of the benchmark security. Event reference for BookingReport Event reference for BookingReport Enumeration: 1-Affirmed, 2-Unknown account, 3-Missing settlement instructions, 4-Canceled Enumeration: 0-New, 1-Cancel, 2-Correct Identifier of Broker’s clearing instructions. Encoded IRS calculation period frequency: 3M, 6M, 1Y, T [term] etc. 4.2: Clearing member identifier. Boolean: IRS floating rate compounding – default ‘N’. Values: Y – flat compounding N – no compounding Month that a TBA contract settles 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. Counter party trader id Same usage as 4.4 CPProgram (875) [4.2] The date the security is dated if different from the first IssueDate, in YYYYMMDD format. Number of days the position was held in the account. Free-form text to be sent to the dealer(s) participating in the trade during negotiation. Deposit CDs: Dealer’s reference to the trade being rolled or closed. Option Delta Transfer1 = Delta Work 2 = Delta Exchange 3 = Risk An optional routing identifier associated with the firm to which this message is directed. Name of the FpML document type in the embedded XML Message. Quote due-in time expressed in seconds. [4.2] Boolean: Instrument is trading ex-dividend. Supported in [4.4] using SymbolSfx(65)=EX. The difference between the original dealer price sent on the order and the filled price. Fraction for deriving Current Value from Qty <p>** Added to FIX 4.3 as tag: 228 Factor ** Boolean: Fiduciary Money Deposit. Values: ‘Y’ = Yes Fiduciary Money {omitted} NOS: apply user preferences. ER: Not Fiduciary Money Firm trading account. Boolean: Identifies a Floating Rate Note. [4.2] Identifier of the Prime Broker serving as Give-Up Firm. [4.2] Identifier of the Prime Broker providing General Trade Services. 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. Date bond was issued<p>** Added to FIX 4.3 as tag: 225 IssueDate ** Full name of the issuer Price expressed in percent-of-par when ParPx is in discount or spread Allocation account for one leg of a multi-issue trade Allocation clearing firm for one leg of a multi-issue trade 4.2: Clearing member identifier in an allocation of multileg trade. Allocation quantity for one leg of a multi-issue trade IRS calculation period frequency for the trade leg. Clearing firm for one leg of a multi-issue trade 4.2: Clearing member identifier for a multi-leg trade. Boolean: IRS floating rate compounding – default ‘N’. Values: Y – flat compounding N – no compounding Month that a TBA contract settles for one leg of a multi-issue trade Coupon rate for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 615 LegCouponRate ** Currency for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 556 LegCurrency ** [4.2] The date the leg security is dated if different from the first LegIssueDate, in YYYYMMDD format. Leg absolute termination date, e.g. 20100118. Mutually exclusive with LegTerm. 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 ** String: IRS fixed stream – payment day-count fraction. FpML values. IRS fixed rate stream payment frequency expressed as a period, e.g. 1Y, 3M or 1T. IRS floating rate stream payment frequency expressed as a period, e.g. 1Y, 3M or 1T. Future settlement date for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 588 LegFutSettDate ** Gross principal amount of the trade leg. 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 ** Issue date for one leg of a multi-issue trade Issuer for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 617 LegIssuer ** 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. Maturity date for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 611 LegMaturityDate ** Net money of the trade leg. Number of allocations for one leg of a multi-issue trade Number of stipulation entries for one leg of a multi-issue trade Number of days accrued interest of the trade leg. Order quantity of one leg of a multi-issue trade Product for one leg of a multi-issue trade – see Product 6613<p>** Added to FIX 4.3 as tag: 607 LegProduct ** An optional unique reference assigned by the ordering customer to each leg of a swap or butterfly. Leg effective date expressed as a period relative to trade date, e.g. 1Y or 3M. Mutually exclusive with LegStartDate. 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 Security description for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 620 LegSecurityDesc ** CUSIP or ISIN of one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 602 LegSecurityID ** SecurityType for one leg of a multi-issue trade – see SecurityType 6609<p>** Added to FIX 4.3 as tag: 609 LegSecurityType ** Settlement type for one leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 587 LegSettlmntTyp ** Buy or Sell leg of a multi-issue trade<p>** Added to FIX 4.3 as tag: 624 LegSide ** IRS absolute effective date, e.g. 20080818. Mutually exclusive with LegRelativeStart. Stipulation type for one leg of a multi-issue trade – see 4.3 spec Structured stipulation value for one leg of a multi-issue trade – see 4.3 spec Substitute for LegOrderQty (6667) for one leg of a multi-issue trade: ParForPar, Duration, Risk, Proceeds Leg termination date expressed as a period relative to effective date, e.g. 1Y or 3M. Mutually exclusive with LegEndDate. Accrued interest of the trade leg. Customer-assigned identifier for List Orders. ListID(6630) is used in NewOrder and OrderReplace. Tag ListID(66) is used in ExecutionReport and AllocationReport. Fill quantity increment above the initial fill size. Boolean: Flags a managed trading account. Boolean. Flags a managed account (DBAB). Bond maturity date<p>** Added to FIX 4.3 as tag: 541 MaturityDate ** In MD Trade entries. Values: 1 = Take 2 = Hit In MD Trade entries available buy quantity (Qty) In MD Trade entries available sell quantity (Qty) In MD Trade entries cumulative quantity negotiated (Qty) Hidden size (Qty) – shown only to the originating dealer In MD Trade entries. Values: 0 = Private 1 = Public Identifies the message version number, e.g. 1.0. boolean. A value of Y indicates the trade is a component of a multi-part order – swap, switch, butterfly, cross etc. 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. 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. Boolean: Indicates whether investor is registered with NASD. Block level net money<p>** 118 NetMoney was added to appropriate messages in FIX 4.3 ** Net present value of derivative contract. Number of Legs in a multi-issue trade<p>** Added to FIX 4.3 as tag: 555 NoLegs ** Number of stipulation entries<p>** Added to FIX 4.3 as tag: 232 NoStipulations ** To describe notional amount of Option trade. Number of entries in the TWRPositions repeating group. [4.2] begins the Underlyings repeating group. [4.2] Begins the UnderlyingStips repeating group. Occupation of investor identified in Account (1). Required on new issue preferred. Offer type. [4.2] To describe TW derivative (option/future) settlement or delivery type: P = Physical C = Cash TW Derivative Trade Type (Option/Future) 1 = Listed 2 = Flex 3 = Bilateral UTC timestamp when the order was created. Part number of the entry in QuoteRequest for list trading. Optionally used in Logon message. Boolean: Flags that the bond is pending factor reset. Time the order was received at Pershing. The person or entity placing the order. Positive or negative position quantity. 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 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. Specifies the how the price field is expressed1-Percentage, 4-Discount, 9-Spread<p>** Added to FIX 4.3 as tag: 423 PriceType ** Extends FIX field 460 for Fixed Income.<p>** 460 Product was extended in FIX 4.3 ** Positive or negative profit amount. 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” Variance of a REPO trade, expressed as quantity of trade size. Investor’s relationship to broker. Required on new issue preferred. Effective date expressed as a period relative to trade date, e.g. 1Y or 3M. Mutually exclusive with StartDate. BOolean: Replenish trade quantity from OrderQty after the first fill. Used together with MaxFloor (111) for hidden-quantity trading. 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 The unique trade reference assigned by the ATS. UDF 6617 is needed only in the DontKnowTrade message. In all others use tag 198. 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. Same usage as [4.4] SecuritySubType (762) for [4.2] Extends FIX field 167 for Fixed Income <p>** 167 SecurityType was extended in FIX 4.3 ** Either swap spread or spread-to-benchmark <p> ** ADDED TO FIX 4.3 AS TAG: 218 Spread ** Investor’s state of residence: 2-character ISO 3166-2 abbreviation. [4.2] Identifier of the Prime Broker serving as Step-Out Firm. Stipulation type – see 4.3 spec<p>** Added to FIX 4.3 as tag: 233 StipulationType ** Structured stipulation value – see 4.3 spec<p>** Added to FIX 4.3 as tag: 234 StipulationValue ** Tax Status of the buy-side customer: 0 = Clean (the default if omitted) 1 = Dirty Encoded term of a deposit or derivative trade: 1D, 3M, 10Y, etc. [4.2] USRP Values 1=Overnight 2=Term 3=Flexible 4=Open Replaced in 4.4 by tag 788. Flags session as a Test rather than Production session <p> ** ADDED TO FIX 4.3 AS TAG: 464 TestMessageIndicator ** Block level accrued interest <p> ** 540 TotalAccruedInterestAmt was added to appropriate messages in FIX 4.3 ** Total number of parts or entries in QuoteRequest for list trading. Supplemental information about a derivative trade. Buyside trader initiating the order <p> ** ADDED TO FIX 4.3 through &ltParties&gt component block ** The full ATS trade identifier. [4.2] E.g. GENERAL Values: TREASURY MORTGAGE AGENCY OTHER [4.2] Stipulation type: Values include MATURITY TYPE SCHEDULE [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 Additional payment for an IRS My Coupon RFQ – positive if from the dealer to the customer, negative if from the customer to the dealer. [4.2] Used in Logon. Replaced in 4.4 by Username(533). Quote valid time expressed in seconds. 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 Yield percentage <p> ** ADDED TO FIX 4.3 AS TAG: 236 Yield ** Specifies how Yield is expressed <p>** Added to FIX 4.3 as tag: 235 YieldType ** 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. List of user-defined fields for Tradeweb. 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). List of user-defined fields for Tradingbox Ltd. A free-form, pass-through tag provided for use by POs. Instructions to the Exchange when the order price exceeds TSX Marketplace threshold price band limits. Valid values: 0 = Kill Order (default) 1 = Reprice 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 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 Source of the action performed on an order. The time the ABBO provider generated the quote. Flag to indicate if order is anonymous. Valid values: Y = Yes N = No (default) The Alternative Trading System where the transaction originated. The time the quote changed on the ATS. Identifies the order as part of a basket trade. 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. Identifies the buyer’s trading account. The buyer’s type of the trading account. For valid values see tag 6750 (TSXAccountType) identifies the Cross Buy side customer account type. An order is marked as being executed on behalf of another broker. To indicate if the responsible equities specialist’s participation on the buy side is active. Valid values: On Off To assign the maximum buy participation volume for a symbol. Identification marker for UMIR-specific designations to orders and trades. For valid values see tag 6763 (TSXRegulationID) 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) 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 Identifies the customer account type. The error number for an Error Response message. An assigned marker to transmit information. The TSXExchangeAdmin tag is a string of 36 AlphaNumeric markers. The user ID for an exchange staff member (for example, Customer Service Representative). Indicates that the order was cancelled because of Cancel on Disconnect (COD). An order is marked as being executed on behalf of another broker. Identifies the order as a LongLife eligible order. Valid values: Y = Yes N = No (default) Instructions to the Exchange to identify certain order types. Valid values: CO = Closing Offset Indicates the type of priority used to match the order in a trade. Valid values: 1 = Indicates match was because of Broker Preferencing 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. 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 The minimum guaranteed volume that the registered trader is willing to fill. 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. 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) A terms marker indicating that trade participant is not a Canadian resident for income tax purposes. Valid values: Y = Yes N = No (default) 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 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). The contra private order number that would have matched with the order, if not prevented by the no-trade feature. The price the match would have occurred at, if not prevented by the no-trade feature. The number of shares that would have matched, if not prevented by the no-trade feature. Unique key identifying orders in the system. Used with trade corrections to reference previously reported executions and the side initiating the cancel/correct. 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 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 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) The original price type of an order when entered into the trading system. Valid values: MBF = Must Be Filled 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 The existing volume of the order that is to be OMRd. Identification marker for UMIR-specific designations to orders and trades. Valid values: IA = Insider Account NA = Not Applicable SS = Significant Shareholder The remaining buy participation volume for a symbol. The remaining available volume that the equities specialist may increase their MGF volume by. The remaining sell participation volume for a symbol. 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 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 Indicates if the trade is a Self Trade. Self Trades are suppressed on the public feed. Valid values: Y = Yes N = No The seller’s trading account identification. The seller’s type of trading account. For valid values see tag 6750 (TSXAccountType) Identifies the Cross Sell side customer account type. An order is marked as being executed on behalf of another broker. To indicate if the responsible equities specialist’s participation on the sell side is active. Valid values: On Off To assign the maximum sell participation volume for a symbol. Identification marker for UMIR-specific designations to orders and trades For valid values see tag 6763 (TSXRegulationID) Smart Order Router (SOR) order identifier. Smart Order Router (SOR) order identifier. 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 A unique price range assigned to a stock for purposes of registered trader spread goal maintenance. A marker to indicate if the Fill report is a trade correction or a normal fill. Valid values: Y = Yes N = No (default) Indicates the order is completely undisplayed. Y = Yes N = No (default) The trading system’s user ID for a trader. A trade that has occurred between proprietary accounts of the same Member Firm. Valid values: Y = Yes N = No (default) The portion of traded volume attributed to the undisclosed volume of an Iceberg order. List of user-defined fields for TSX Group. 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. Percentage of total quantity to be traded in the AM session. percentage value Price at which a strategy should become aggressive enough to complete Value between 0 and 1 to 2 dp To apply discretion to the placement of large orders in open and closing auction strategies. Indicates the source of Locate,whether the Security is located from another broker or pre-borrowed or loacte details are not required. The maximum number of orders that can be placed at any one price level Maximum number of price levels Maximum contracts per slice Maximum delay in seconds Percentage of total quantity to be sent on AM Open. Percentage of total quantity to be sent on PM Open. valid values: 1=Defensive, 2=Moderate, 3=Aggressive Text field. Allows entry of multiple % volume Targets. Indicates the type of portfolio to be traded A randomization percentage Arrival price for a strategy. Reference for a relative price limit Offset for a relative limit price Session type (Open or Close) defined in the Trading Session ID Slice Method Reference for Spot used in a delta calculation Base strategy identifier Depth under the NBBO Underlying tactic to be applied percentage value Base strategy identifier The lower range of the underlying price The upper range of the underlying price Parameter to control crossing of the order quantity relative to the target execution of the strategy. List of user-defined fields for UBS. 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. Indicates whether are willing to use a market order during the closing auction. The quantity of the other side in FX trade. Percent of inbound OrdQty that this conditional order will interact with 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.) Indicates the quantity to be displayed on an algorithmic order End time for an algorithmic order The name of the exchange that lists this security. String. 1 – ExecutionReport Log 2 – ExecutionReport Trade 3 – Others Indicates whether or not an algorithmic order should participate in closing crosses Indicates whether or not an algorithmic order should participate in opening crosses The quantity of the other side in FX swap trade. Indicates the maximum participation rate for an algorithmic order Market Identifier Code – Used to identify market maker used in quote and execution reports. Indicates the minimum participation rate for an algorithmic order Generic field to describe number of nested child messages within a parent. Number of following pairs of UserDataName(5977) and UserDataValue(5978). Number of slices for an algorithmic order Used specify the number of waves an order should be executed in. Represents the office code Old Risk Class for allocation Citi-FX. Permits order originators to tie together groups of trades in which trades resulting from orders are associated for a specific purpose. Used to specify PositionId for APEX trading system Used to specify the quantity issued per wave. reserved Risk class for a trade Start time for an algorithmic order Citi-FX custom ExecType to support orders for FX ECommerce. Citi-FX. Fixing Name. Citi-FX custom OrderType to support orders for FX ECommerce. Instructions for strategies. Integer value. Supplemental flags to implement specific algorithm features. Pricing algorithm to be employed when sweeping an order. Type of sweep algorithm to be employed prior to routing the order to a broker or exchange. Indicates the target price for an algorithmic order testo Indicates the target participation rate for an algorithmic order Number of decimal places in premium price. Integer. Integer. This integer will indicate time in seconds. Trade X number of calls uts at defined N secs timeinterval between start and endtimes. Trading System Id used for identifying the trading system. Urgency or aggressiveness for an algorithmic order User data name part. User data value part. Indicates whether or not settlement is requested. Boolean ‘Y’ or ‘N’ 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. List of user-defined fields for Unknown. Near leg forward points Far leg forward points. Specifies the denomination of the quantity fields. The fixing date of a non-deliverable forward (NDF) trade. Settlement date for near leg. Same as FutSettDate (tag 5226) but for the far leg of a FX Swap. Near leg forward points. Far leg forward points. A notional dealt amount for an Outright (single legged), or the near dealt amount of a Swap. Applicable when subscribing for Swap prices. Represents the far dealt amount of the Swap. 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). Spot rate represented in repeating group. List of user-defined fields for Velocity Systems International. GMT, FIX standard format — missing means trade to market close. missing is the same as zero. Y or N — missing means N. GMT, FIX standard format — missing means start immediately. Indicate value. This is a required field! this tag is ignored if value is missing or zero. List of user-defined fields for Weeden & Co. This is allow order entry system to specify orders for Wofex that are not currently supported by FIX order type mix. A text field to indicate the subscriber ID of the Wofex ATS when user sends in an order List of user-defined fields for Wofex Inc.