Elasticia FIX Protocol 2.0.8 Nordic Growth Market NGM AB 2026-01-23 Copyright 2010-2026 Nordic Growth Market AB Orchestra v1.0 This document describes the NGM Elastica FIX protocol for order entry and market data. Sweep Order Book. ==Custom value.== Cancel on connection loss Marketplace-assigned identifier ISIN Exchange Symbol Valoren New Partially filled Filled Canceled Rejected Expired Done for day market limit buy sell Session Good Till Cancel(GTC) Immediate Or Cancel (IOC) Fill Or Kill (FOK) Good Till Date (GTD) Good For Auction (GFA). An order that is valid for an auction initiated by a trading firm, see AuctionType for examples. None / Other Unknown order Duplicate ClOrdID (11) received Invalid price increment Other Orders not allowed in knockout state Buy orders not allowed in knockout buyback state Buy orders not allowed in buyback state Sell orders not allowed in distribution state Order breached pre trade control price limit Order breached pre trade control value limit Value less than reserve order minimum value. Reserve order not allowed. Order breached pre trade control volume limit Unknown symbol Exchange closed Unknown order Duplicate Order (e.g. dupe ClOrdID) Invalid price increment Other Orders not allowed in knockout state Buy orders not allowed in knockout buyback state Buy orders not allowed in buyback state Sell orders not allowed in distribution state Order breached pre trade control price limit Order breached pre trade control value limit Value less than reserve order minimum value. Reserve order not allowed. Order breached pre trade control volume limit Gap Fill Message, Msg Seq Num Field Valid No Yes, reset sequence numbers New Canceled Replaced Rejected Expired Trade (partial fill or fill) Order Status Snapshot Full book Bid Offer Trade Opening Price Closing Price Trading Session High Price Trading Session Low Price Trade Volume Late Trade Volume Late Turnover VWAP Turnover/Volume First Price Last Price Turnover Equilibrium Buy Equilibrium Sell Accrued Interest Rate (100 = 100%). Sold Last (late reporting) Outside Spread Outside Spread Unknown Knockout buyback Trade Buyback Trade Distribution Trade Opening auction Trade Closing auction Trade Volatility guard dynamic auction Trade Volatility guard static auction Trade Order protection auction Trade Missing reference price auction trade Large In Scale trade Cancel (==only used in snapshot==) Benchmark trade. MiFID II regulatory field Quote on demand trade. New Change Delete Duplicate MDReqID Insufficient Bandwidth Insufficient Permissions Unsupported SubscriptionRequestType Unsupported MarketDepth Unsupported MDUpdateType Unsupported MDEntryType Unsupported Scope Invalid Knockout Knockout buyback Buyback Distribution Under observation Volatility guard dynamic Volatility guard static Order protection mode Order protection auction Manual matching Recalculated Missing reference price auction Generic (unscheduled) auction Ex-Dividend Ex-Rights Reverse Stock Split Standard-Integer Stock Split Tender Offer Accepted Canceled All Rejected Expired Query Canceled Traded Traded and removed (both sides) Cancel for a security Cancel all quotes Cancel quote specified in QuoteID ==or OrigQuoteMsgID== Unknown Symbol (security) Exchange (Security) closed Unknown Quote Duplicate Quote Invalid bid/ask spread Invalid price Quote Locked - Unable to Update/Cancel (==Missing QuoteReqID==) Other Not authorized to quote security with Quote Validation Duplicate quote with Quote Validation Quotes not allowed in knockout state Not authorized to quote security in knockout buyback state Sell quotes not allowed in knockout buyback state Not authorized to quote security in distribution state Buy quotes not allowed in distribution state Not authorized to quote security in buyback state Sell quotes not allowed in buyback state Quote breached pre trade control price limit Quote breached pre trade control value limit Quote breached pre trade control volume limit Quote for this specific instrument and/or member is blocked by a killswitch Trading halt No Open / No Resume (closed) Ready to trade (open) Not available for trading (post open) Unknown or Invalid (Request Reject) Pre-open Opening auction Closing auction Scheduled auction Regulatory Halt Other Unknown Halted Open Closed Pre-Open Pre-Close Request Rejected Opening auction Closing auction Scheduled auction Required Tag Missing Value is incorrect (out of range) for this tag Incorrect data format for value CompID problem SendingTime Accuracy Problem Invalid MsgType Tag specified out of required order Other GT corporate action Cancel on connection loss Book cleared Volatility guard Cancel because of changed trading rules Other Unknown ID Unknown Security Unknown Message Type Application not available Conditionally required field missing Not Authorized DeliverTo firm not available at this time Invalid price increment Percentage (i.e. percent of par) Per unit (i.e. per share or contract) Order cancel request Order cancel/replace request Proprietary/custom code (marketplace assigned member id) Short code identifier, represented as an unsigned 64-bit integer. Short code translation must be reported outside protocol ClientID Executing trader Investment decision maker Contra Firm Buyer/Seller New Cancel Replace Release Reverse Cancel Due To Back Out of Trade Principal (Deal) Riskless principal (Matched) Agency (Any other capacity) Issuer Holding Issue Price Stabilization Tradeable. Initially tradeable (quote validation). Valid request (default) Invalid or unsupported request All trades (last e.g. 72 hours) Matched trades matching criteria provided on request Compared, matched or affirmed Uncompared, unmatched, or unaffirmed One-Party Trade Report (privately negotiated trade) Two-Party Trade Report (privately negotiated trade) Auto-match Call Auction Manually Matched Trade Report Status for all orders Order is currently being worked. Order has been accepted but not yet in a working state. Successful (default) Invalid or unknown instrument Invalid type of trade requested Invalid parties Invalid transport type requested Invalid destination requested TradeRequestType not supported Not authorized Other Accepted Completed Rejected Successful (default) Invalid party information Unknown instrument Unauthorized to report trades Invalid trade type Manual trades are not allowed for this instrument Manual trades that add to DVC limits not allowed for this instrument. Trade for this specific instrument and/or member is blocked by a killswitch. Other Manual trades not allowed in any knockout state Duplicate TradeReportID Person System (trader group) Regular Trade Exchange Granted Trade Regular Trade. Benchmark Trade. Submit Alleged Accept Decline Trade Report Cancel Activation Inactivation Publication Unpublication Not Last Message Last Message Add Delete Modify Order initiator is aggressor Order initiator is passive Immediate (after each fill) Exhaust (when DisplayQty = 0) Initial (use original DisplayQty) New (use RefreshQty) Odd Lot Round Lot Privately Negotiated Trade Trade Confirmation Two-Party Report One-Party Report for Pass Through FIFO matching with price-time order priority. FIFO matching with price-internal-time order priority. Exchange Last High / Low Price Average Price (VWAP, TWAP etc ) Turnover Late Turnover Session logout complete Invalid username or password Account Locked Logons are not allowed at this time Initiators MsgSeqNum is too low. Initiators NextExpectedMsgSeqNum is too high. Requested history is not available. Acceptor has lost the session state. Initiators MsgSeqNum must be equal to one when resetting the session. Order received from a direct access or sponsored access customer Quote on demand auto execute or cancel. ==Custom value.== Special dividend Trade. Non-price forming Trade. Trade not contributing to the price discovery process Algorithm Firm or legalEntity Natural person Liquidity provision activity order (when together with OrderAttributeValue=Y, it signifies that the order was submitted "as part of market making strategy pursuant to articles 17 and 18 of Directive 2014/65/EU"). Risk reduction order (when together with OrderAttributeValue=Y, it signifies that the commodity derivative order is a transaction "to reduce risk in an objectively measurable way in accordance with Article 57 of Directive 2014/65/EU"). Systematic internalizer order (when together with OrderAttributeValue=Y, it signifies that the order is submitted by a systematic internalizer). Non-algorithmic trade Algorithmic trade Pre-trade transparency waiver No preceding order in book as transaction price set within average spread of a liquid instrument. ESMA RTS "NLIQ". No preceding order in book as transaction price depends on system-set reference price for an illiquid instrument. ESMA RTS "OILQ". No preceding order in book as transaction price is for transaction subject to conditions other than current market price. ESMA RTS "PRIC". Cash dividend Split Reverse-split Rights issue Other Not executed Executed Succeeded (default) Invalid or unsupported request Session Day Yes. The SecurityUpdateAction (Add/Delete) is a move between two market data channels. No. The security appears for the first time/is permanently removed Not Market Maker Quote Market Maker Quote Knock instrument (will result in knockout or knockout buyback) Buyback Distribution Recalculated Success Unknown Security ID Unsupported financial operation User does not have sufficient rights to update financial status Other error Enable Clear Reserve order allowed on instrument Reserve order not allowed on instrument Allow instantaneous (IOC or FoK) market orders and during auctions. Allow market orders to be placed into the order book. Market order protection enabled. Indicates whether retailers are ensured that the market maker is present when submitting instantaneous (IOC or FoK) market orders. Reveal market order in market data. Match immediate market order only against the best price level during continuous trading. Not applicable to non-immediate market orders. Reveal counterparty information for orders and trades Distribute orders during Pre-Open Distribute equilibrium price during auctions Executing trader is required for orders and quotes. ClientID is required for orders. ClientID is NOT permitted for quotes. Allow all trade reports. Allow only trade reports that do not add to the Double Volume Cap (DVC) limits. Liquid Illiquid Account information that will be echoed back. Average traded price. ISO 4217 currency code for the trade. Only used outbound, ignored inbound. Unique identifier of execution message, or "0" for ExecType='I' (Order Status). Instructions for order handling (separated with spaces). Identifies the class of SecurityID. Only Marketplace-assigned identifier is allowed in this context. Market of execution for last fill. ISO 10383 (MIC). Only used outbound, ignored inbound Trade price of this (last) fill. Trade quantity of this (last) fill. Message sequence number. Next sequence number. Required for limit orders. MsgSeqNum of the rejected message. Security identifier of type specified in SecurityIDSource. Identifies sender firm (==and trader group==). Time of message transmission. Identifies target firm (==and trader group==). Where possible, message to explain reason for rejection ==Absence means '0'.== When this order request was created, updated or cancelled. Method of encryption. Code to identify reason for order rejection. Heartbeat interval (seconds). Identifies sending firm, used when sending messages via a third party. Quote identifier ==assigned by the exchange==. Identifies target firm, used when sending messages via a third party. Bid price. Either BidPx, OfferPx or both must be specified. Offer price. Either BidPx, OfferPx or both must be specified. Specifies the open bid size. Specifies the available bid size. Specifies the available ask size. Indicates both sides of a FIX session should reset sequence numbers. ==Absence means 'N'.== Amount of accrued interest the buyer compensates the seller. Applicable for bonds and fixed income. Unique identifier for Market Data Request. Requested entry types. ==Empty list means all entry types.== Entry price. Entry quantity. Trade conditions set by exchange. ==Field added.== Reference to the MDEntryID of this order in the market data. Marketplace assigned member code. Reveals the buyer when MDEntryType is Bid or Trade and counterparties are not hidden in the security. Marketplace assigned member code. Reveals the seller when MDEntryType is Offer or Trade and counterparties are not hidden in the security. Display position of a bid or offer within a price level, numbered from most competitive to least competitive, per market side, beginning with 1. This value is only set when MDUpdateAction is New or Change and only if the value has changed. All values are mutually exclusive except 'Under observation' and 'Order protection mode' which can appear together with any of the others. The status of the Quote Status Report. Identifies the type of quote cancel. Reason quote was rejected. Denotes the reason for the Opening Delay or Trading Halt. Unique request id. State of the trading session. The FIX field being referenced. The MsgType (35) of the FIX message being referenced. Reason for an Execution Report message sent when communicating an unsolicited cancel. The value of the business-level "ID" field on the message being referenced. Code to identify reason for a Business Message Reject message. Defines the default Price Type used for trading. Identifies type of message this reject is in response to. Alternative security identifier of type specified in SecurityAltIDSource. Identifies the class of SecurityID. When this trade was booked, if other than TransactTime. Used for manual trade reports and for trade cancellations. ==Field added.== Transaction type. In the case of quotes mapped to QuoteID of a single Quote. Designates the capacity of the firm placing the order. ==Absence means 'R'.== Restrictions associated with an order. Identifies the type of quote. ==Absence means restricted tradeable.== Values may include BIC for the depository or custodian who maintain ownership records, the ISO country code for the location of the record, the value "ZZ" to specify physical ownership of the security (e.g. stock certificate), ==or a value beginning with “DLT-” to identify a distributed ledger network.== Minimum trading volume that can be submitted Request ID if this message is in response to a Trade Capture Report Request. Assigned by the submitter of the message and used as a pure message identifier. The TradeReportID that is being referenced for some action, such as correction or cancellation. The status of this trade with respect to matching or comparison. Range of dates. _Since_ (NoDates=1) or _Between_ (NoDates=2) dates, inclusive. Value assigned by issuer of Mass Status Request to uniquely identify the request. Indicates if the order is currently being worked. Applicable for OrdStatus = "New" ==and OrdStatus = "Partially filled".== ==Absence means 'Y'.== Result of Trade Request. Status of Trade Request. Message sequence number gap detection. ==Used to indicate the counter party trader ID in TradeCaptureReport when TradeHandlingInstr='3'. Also used to further identify entering firm.== Absence means '0'. Applies only to manual trades. MiFID II regulatory field. Indicates whether this is the last fragment in a sequence of message fragments. Indicates that this is the last Execution Report which will be returned as a result of the request. Assigned by the marketplace. Used to identify whether the order initiator is an aggressor or not in the trade. Boolean. Instructs when to refresh DisplayQty. Defines what value to use in DisplayQty. If not specified the default DisplayMethod is '1'. Defines the lot type assigned to the order. Applies only to manual trades. MiFID II regulatory field. Valid value: "FIXLatest". Displayed quantity on iceberg/reserve order. The type of algorithm used to match orders in this market segment. Specific time of event. To be used in combination with EventDate. Unique client-assigned identifier for the (replacement) quote. Type of statistics. XML data describing the security. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded. Starting price range for specified tick increment. Ending price range for specified tick increment. Tick increment for stated price range. Identifies the market segment. Identifies the market. ISO 10383 Market Identifier Code (MIC). ==A security is strictly member of one market segment.== Reference to a parent market segment. Unique request id. Unique identifier for each MarketDefinitionUpdateReport message. Description or name of market segment. Encoded (non-ASCII) description or name of market segment. Session status at time of logout. Identifies the origin of the order. ==Absence means non DEA.== The MDEntryID of the bid side in the market data. The MDEntryID of the offer side in the market data. Specifies the total bid size. Specifies the total ask size. Conditionally required for auction orders. Applies only to manual trades. MiFID II regulatory field. The value associated with the attribute type specified in OrderAttributeType. + Must be "Y". MiFID II regulatory field. Absence means '0'. Applies only to manual trades. MiFID II regulatory field. Indicates which side is aggressor of the trade. If there is no value present, then there is no aggressor. ==Custom field.== The type of corporate action. ==Custom field.== Unique identifier for this corporate action event. ==Custom field.== The adjustment factor of a corporate action is the numerator divided by the denominator and is used when adjusting historical values for the corporate action. Prices should be multiplied with the factor while quantities should be divided by the factor. ==Custom field.== Dividend, 3 decimal precision. ==Custom field.== Textual description of the corporate action. ==Custom field.== Unique request identifier. ==Custom field.== ==Custom field.== The update action of an incremental update. Absent in a snapshot response. ==Custom field.== Result returned to a Corporate Action Request message. ==Custom field.== Defines the scope of the statistics in periods of time. ==Custom field.== When this corporate action takes effect. ==Custom field.== Reference to previous QuoteMsgID in case of modification. ==Custom field.== The adjustment factor of a corporate action is the numerator divided by the denominator and is used when adjusting historical values for the corporate action. Prices should be multiplied with the factor while quantities should be divided by the factor. ==Custom field.== Absence means No Indicates the priority of the order in the orderbook in comparison to other orders on the same level. Higher value means lower priority. ==Custom field.== Indicates the priority of the bid in the orderbook in comparison to other orders and quotes on the same level. Higher value means lower priority. ==Custom field.== Indicates the priority of the offer in the orderbook in comparison to other orders and quotes on the same level. Higher value means lower priority. ==Custom field.== Indicates that this MDEntry originates from a Market Maker quote. Only applicable if MDEntryType = '0', '1' or '5'. ASCII char enumeration (boolean). ==Custom field. Absence means 'N'.== Financial status type. Financial status update result. Financial status operation. Minimum reserve order value, applicable for both new orders and order modifications. If the field is absent or set to 0 it means that there are no minimum value. ==Custom field.== Indicates whether reserve orders are allowed on this instrument. ASCII char enumeration (boolean). ==Custom field.== Max duration in seconds of ExpireTime in GTC orders. ==Custom field.== Max time difference in seconds between TransactTime and TransBkdTime of trades, i.e. how far back in time a manual trade can be reported. ==Custom field.== The rules that applies for market order. ==Custom field.== Lower bound in milliseconds of duration of the order protection auction. ==Custom field.== Upper bound in milliseconds of duration of the order protection auction. ==Custom field.== Currency for MinReserveOrderValue. ISO 4217 currency code. ==Custom field.== Market data visibility rules. ==Custom field.== Party information rules that applies. ==Custom field.== Rules for manual trade reports. ==Custom field.== Lower bound in milliseconds of duration of the missing reference price auction. ==Custom field.== Upper bound in milliseconds of duration of the missing reference price auction. ==Custom field.== Liquidity status classification of this security. Absence means unknown or N/A. ==Custom field.== The IANA Time Zone identifier which is used for local time and date conversions. ==Custom field.== A business center whose calendar is used for date adjustment, e.g. "GBLO". Message sequence number. Identifies sender firm (==and trader group==). Identifies target firm (==and trader group==). Identifies sending firm, used when sending messages via a third party. Identifies target firm, used when sending messages via a third party. Time of message transmission. Security identifier of type specified in SecurityIDSource. Identifies the class of SecurityID. Only Marketplace-assigned identifier is allowed in this context. The type of corporate action. ==Custom field.== Unique identifier for this corporate action event. ==Custom field.== Textual description of the corporate action. ==Custom field.== ==Custom field.== When this corporate action takes effect. ==Custom field.== When this corporate action was created or updated. The adjustment factor of a corporate action is the numerator divided by the denominator and is used when adjusting historical values for the corporate action. Prices should be multiplied with the factor while quantities should be divided by the factor. ==Custom field.== The adjustment factor of a corporate action is the numerator divided by the denominator and is used when adjusting historical values for the corporate action. Prices should be multiplied with the factor while quantities should be divided by the factor. ==Custom field.== Dividend, 3 decimal precision. ==Custom field.== ISO 10383 Market Identifier Code (MIC). Identifies the market segment. Description or name of market segment. Encoded (non-ASCII) description or name of market segment. Reference to a parent market segment. Required for limit orders. Displayed quantity on iceberg/reserve order. Instructs when to refresh DisplayQty. Defines what value to use in DisplayQty. If not specified the default DisplayMethod is '1'. ==Absence means '0'.== When this order request was created, updated or cancelled. Account information that will be echoed back. Instructions for order handling (separated with spaces). Restrictions associated with an order. Conditionally required for auction orders. Bid price. Either BidPx, OfferPx or both must be specified. Offer price. Either BidPx, OfferPx or both must be specified. Specifies the open bid size. Specifies the available bid size. Specifies the total bid size. Specifies the available ask size. Specifies the total ask size. When this quote was created, updated or cancelled. Account information that will be echoed back. Identifies the type of quote. ==Absence means restricted tradeable.== Restrictions associated with an order. ==A security is strictly member of one market segment.== XML data describing the security. Liquidity status classification of this security. Absence means unknown or N/A. ==Custom field.== ISO 4217 currency code. Values may include BIC for the depository or custodian who maintain ownership records, the ISO country code for the location of the record, the value "ZZ" to specify physical ownership of the security (e.g. stock certificate), ==or a value beginning with “DLT-” to identify a distributed ledger network.== A business center whose calendar is used for date adjustment, e.g. "GBLO". The IANA Time Zone identifier which is used for local time and date conversions. ==Custom field.== Minimum trading volume that can be submitted Defines the default Price Type used for trading. Max duration in seconds of ExpireTime in GTC orders. ==Custom field.== Max time difference in seconds between TransactTime and TransBkdTime of trades, i.e. how far back in time a manual trade can be reported. ==Custom field.== This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded. The rules that applies for market order. ==Custom field.== Lower bound in milliseconds of duration of the order protection auction. ==Custom field.== Upper bound in milliseconds of duration of the order protection auction. ==Custom field.== Lower bound in milliseconds of duration of the missing reference price auction. ==Custom field.== Upper bound in milliseconds of duration of the missing reference price auction. ==Custom field.== Indicates whether reserve orders are allowed on this instrument. ASCII char enumeration (boolean). ==Custom field.== Minimum reserve order value, applicable for both new orders and order modifications. If the field is absent or set to 0 it means that there are no minimum value. ==Custom field.== Currency for MinReserveOrderValue. ISO 4217 currency code. ==Custom field.== Market data visibility rules. ==Custom field.== Party information rules that applies. ==Custom field.== Rules for manual trade reports. ==Custom field.== Denotes the reason for the Opening Delay or Trading Halt. All values are mutually exclusive except 'Under observation' and 'Order protection mode' which can appear together with any of the others. Assigned by the marketplace. Transaction type. Absence means '0'. Applies only to manual trades. MiFID II regulatory field. Applies only to manual trades. MiFID II regulatory field. Applies only to manual trades. MiFID II regulatory field. Applies only to manual trades. MiFID II regulatory field. Trade quantity of this (last) fill. Trade price of this (last) fill. ISO 4217 currency code for the trade. Only used outbound, ignored inbound. Market of execution for last fill. ISO 10383 (MIC). Only used outbound, ignored inbound When this transaction occurred. Execution time of trade or cancellation. When this trade was booked, if other than TransactTime. Used for manual trade reports and for trade cancellations. ==Field added.== The status of this trade with respect to matching or comparison. Trade conditions set by exchange. ==Field added.== Market for which Trading Session applies. Market Segment for which Trading Session applies. Trading Session Status Request ID State of the trading session. Indicates that this is the last message which will be returned as a result of the request. ==Field added.== Error message. Defines the scope of the statistics in periods of time. ==Custom field.== Entry price. Entry quantity. Refers to previous MDEntryID when MDUpdateAction=Change or Delete. Display position of a bid or offer within a price level, numbered from most competitive to least competitive, per market side, beginning with 1. This value is only set when MDUpdateAction is New or Change and only if the value has changed. Marketplace assigned member code. Reveals the buyer when MDEntryType is Bid or Trade and counterparties are not hidden in the security. Marketplace assigned member code. Reveals the seller when MDEntryType is Offer or Trade and counterparties are not hidden in the security. Match type for trades. Trade type for trades. Trade conditions set by exchange. Applies only to manual trades. MiFID II regulatory field. MiFID II regulatory field. Absence means '0'. Applies only to manual trades. MiFID II regulatory field. Applies only to manual trades. MiFID II regulatory field. Defines the lot type assigned to the order. When the trade was executed or when the order was created, updated or cancelled. For official statistics this denotes the time of calculation. ==Field added (partially).== When the trade was booked, if other than TransactTime. Used for manual trade reports. ==Field added (partially).== Indicates which side is aggressor of the trade. If there is no value present, then there is no aggressor. ==Custom field.== Indicates that this MDEntry originates from a Market Maker quote. Only applicable if MDEntryType = '0', '1' or '5'. ASCII char enumeration (boolean). ==Custom field. Absence means 'N'.== ==Used to indicate the counter party trader ID in TradeCaptureReport when TradeHandlingInstr='3'. Also used to further identify entering firm.== The value associated with the attribute type specified in OrderAttributeType. + Must be "Y". Indicates the priority of the order in the orderbook in comparison to other orders on the same level. Higher value means lower priority. ==Custom field.== Client assigned order id in case of an order. In the case of quotes mapped to QuoteMsgID of a single Quote. In the case of quotes mapped to QuoteID of a single Quote. Account as specified in the order or Trade Capture Request. Defines the lot type assigned to the order. Used to identify whether the order initiator is an aggressor or not in the trade. Boolean. Designates the capacity of the firm placing the order. ==Absence means 'R' for trades reported to the exchange.== Restrictions associated with an order. Amount of accrued interest the buyer compensates the seller. Applicable for bonds and fixed income. Identifies the origin of the order. ==Absence means non DEA.== When the trade was created. Financial status type. Financial status operation. Type of statistics. Starting price range for specified tick increment. Ending price range for specified tick increment. Tick increment for stated price range. The type of algorithm used to match orders in this market segment. The point in the matching process at which the matching algorithm applies. Alternative security identifier of type specified in SecurityAltIDSource. Identifies the class of SecurityID. Identifies the market. ISO 10383 Market Identifier Code (MIC). Identifies the market segment. The MsgType (35) of the FIX message being referenced. The value of the business-level "ID" field on the message being referenced. Code to identify reason for a Business Message Reject message. Where possible, message to explain reason for rejection Generic application level reject. Method of encryption. Heartbeat interval (seconds). Valid value: "FIXLatest". Indicates both sides of a FIX session should reset sequence numbers. ==Absence means 'N'.== Message sequence number gap detection. Logon request and Logon response. Session status at time of logout. Logout request and Logon/Logout response. Request for heartbeat. Next sequence number. MsgSeqNum of the rejected message. The FIX type of the message being referenced. The FIX field being referenced. Error message. Generic session level reject message. Designates the capacity of the firm placing the order. ==Absence means 'R'.== Identifies the origin of the order. ==Absence means non DEA.== Create a new order. Replace order. When this order was cancelled. Cancel order. Unique identifier of execution message, or "0" for ExecType='I' (Order Status). Reference to the MDEntryID of this order in the market data. Conditionally required when this message is a response to a submitted order. Conditionally required when not unsolicited and ExecType is '4' (Canceled) or '5' (Replaced). Indicates if the order is currently being worked. Applicable for OrdStatus = "New" ==and OrdStatus = "Partially filled".== ==Absence means 'Y'.== Defines the lot type assigned to the order. Average traded price. Code to identify reason for order rejection. Reason for an Execution Report message sent when communicating an unsolicited cancel. Indicates the priority of the order in the orderbook in comparison to other orders on the same level. Higher value means lower priority. ==Custom field.== Designates the capacity of the firm placing the order. Identifies the origin of the order. ==Absence means non DEA.== Value assigned by issuer of Mass Status Request to uniquely identify the request. Indicates that this is the last Execution Report which will be returned as a result of the request. Error message. Report on what has happened to an order. If CxlRejReason=_Unknown Order_, value is "[N/A]". ClOrdId of the order that could not be canceled/replaced. Same as in the request. If CxlRejReason=_Unknown Order_, value is '8'. Identifies type of message this reject is in response to. Error message. Response to Order Cancel (Replace) Request in case of an error. Request status of orders. Part of snapshot recovery. Quote identifier ==assigned by the exchange==. Unique client-assigned identifier for the (replacement) quote. Reference to previous QuoteMsgID in case of modification. ==Custom field.== Create or replace quote. Quote identifier ==assigned by the exchange==. Unique client-assigned identifier for the request. Reference to previous QuoteMsgID. ==Custom field.== Identifies the type of quote cancel. When this quote was cancelled. Cancel a single quote or all quotes. Quote identifier. Maps to QuoteMsgID of a single Quote. Maps to OrigQuoteMsgID of a single Quote. ==Custom field.== The status of the Quote Status Report. Reason quote was rejected. Reason for a Quote Status Report sent when communicating an unsolicited cancel. ==Field added.== Indicates if the quote is currently being worked. ==Applicable when QuoteType is not 4.== ==Absence means 'Y'==. ==Field added.== The MDEntryID of the bid side in the market data. The MDEntryID of the offer side in the market data. Indicates the priority of the bid in the orderbook in comparison to other orders and quotes on the same level. Higher value means lower priority. ==Custom field.== Indicates the priority of the offer in the orderbook in comparison to other orders and quotes on the same level. Higher value means lower priority. ==Custom field.== Indicates that this is the last report which will be returned as a result of the request. ==Field added.== Error message. Report on what has happened to a quote. Unique identifier for quote request. Quote identifier. Unique client-assigned identifier This is from the perspective of the initiator. ==Applicable for quote on demand (QOD).== ==Applicable for quote on demand (QOD).== Request for a quote. Request snapshot of all quotes. Assigned by the submitter of the message and used as a pure message identifier. The TradeReportID that is being referenced for some action, such as correction or cancellation. Request ID if this message is in response to a Trade Capture Report Request. Indicates that this is the last report which will be returned as a result of the request. Used for reporting and updating trades (both directions). Assigned by the submitter of the message and used as a pure message identifier. The TradeReportID that is being referenced for some action, such as correction or cancellation. Request ID if this message is in response to a Trade Capture Report Request. Indicates that this is the last report which will be returned as a result of the request. Error message. Used to reject or acknowledge (receival of) a trade capture report. Identifier for the trade request. Range of dates. _Since_ (NoDates=1) or _Between_ (NoDates=2) dates, inclusive. Request trade capture report(s). Part of snapshot recovery. Identifier for the trade request. Result of Trade Request. Status of Trade Request. Error message. Reject of a Trade Capture Report Request. Instruction to security status from client (issuer). Financial status update result. Message to explain reason in case of rejection Response message for UserSecurityStatusUpdateRequest. Unique identifier for Market Data Request. Requested entry types. ==Empty list means all entry types.== Range of dates. _Since_ (NoDates=1) or _Between_ (NoDates=2) dates, inclusive. Indicates that this is the last report which will be returned as a result of the request. ==Field added.== Refers to the request. Error message. Snapshot request for market data. Request a list of all securities. Indicates whether this is the last fragment in a sequence of message fragments. Response to Security List Request. Absence means No Comment, instructions or other identifying information. Incremental update of security. Request status of all securities. ==Custom message.== Indicates that this is the last report which will be returned as a result of the request. ==Field added.== Incremental update of security status. Also response to Security Mass Status Request. Unique request id. Request market definition snapshot. Reference to the request. Indicates that this is the last report which will be returned as a result of the request. ==Field added.== Response to MarketDefinitionRequest. Unique identifier for each MarketDefinitionUpdateReport message. Update of market structure. Unique request id. Request snapshot of market status. Provides information on the status of a market. Unique request identifier. ==Custom field.== Result returned to a Corporate Action Request message. ==Custom field.== Indicates that this is the last report which will be returned as a result of the request. The update action of an incremental update. Absent in a snapshot response. ==Custom field.== Notification of a corporate action. ==Message added.== Unique request identifier. ==Custom field.== Request a snapshot of all corporate actions. ==Message added.==