Fields – FIX.4.0 – FIX Reference

Fields Reference

138 fields in FIX.4.0 — click any field for details and usage examples

Tag	Name	Type	Description	Msgs	Added
1	Account	char	Account mnemonic as agreed between broker and institution.	4	FIX.2.7
2	AdvId	int	Unique identifier of advertisement message	1	FIX.2.7
3	AdvRefID	int	Reference identifier used with CANCEL and REPLACE transaction types.	1	FIX.2.7
4	AdvSide	char	Broker's side of advertised trade B=Buy, S=Sell, T=Trade, …+1	1	FIX.2.7
5	AdvTransType	char	Identifies advertisement message transaction type C=Cancel, N=New, R=Replace	1	FIX.2.7
6	AvgPx	float	Calculated average price of all fills on this order.	3	FIX.2.7
7	BeginSeqNo	int	Message sequence number of first record in range to be resent	1	FIX.2.7
8	BeginString	char	Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted)	27	FIX.2.7
9	BodyLength	int	Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted)	27	FIX.2.7
10	CheckSum	char	Three byte, simple checksum (see Appendix B for description). ALWAYS LAST FIELD IN RECORD; i.e. serves, with the trailing <SOH>, as the end-of-record delimiter. Always defined as three characters. (Always unencrypted)	27	FIX.2.7
11	ClOrdID	char	Unique identifier for Order as assigned by institution. Uniqueness must be guaranteed within a single trading day. Firms which electronically submit multi-day orders should consider embedding a date within the ClOrderID field to assure uniqueness across days.	10	FIX.2.7
12	Commission	float	Commission	5	FIX.2.7
13	CommType	char	Commission type 1=PerUnit, 2=Percent, 3=Absolute	5	FIX.2.7
14	CumQty	int	Total number of shares filled. Valid values: (0 - 1000000000)	2	FIX.2.7
15	Currency	char	Identifies currency used for price, Absence of this field in a message is interpreted as US dollars. See Appendix A for information on obtaining valid values.	7	FIX.2.7
16	EndSeqNo	int	Message sequence number of last record in range to be resent. If request is for a single record BeginSeqNo = EndSeqNo. If request is for all messages subsequent to a particular message, EndSeqNo = "999999"	1	FIX.2.7
17	ExecID	int	Unique identifier of execution message as assigned by broker (will be 0 (zero) for ExecTransType=3 (Status)). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days.	3	FIX.2.7
18	ExecInst	char	Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. 0=StayOnOfferSide, 1=NotHeld, 2=Work, …+22	4	FIX.2.7
19	ExecRefID	int	Reference identifier used with Cancel and Correct transaction types.	1	FIX.2.7
20	ExecTransType	char	Identifies transaction type 0=New, 1=Cancel, 2=Correct, …+1	1	FIX.2.7
21	HandlInst	char	Instructions for order handling on Broker trading floor 1=AutomatedExecutionNoIntervention, 2=AutomatedExecutionInterventionOK, 3=ManualOrder	3	FIX.2.7
22	IDSource	char	Identifies class of alternative SecurityID 100+ are reserved for private security identifications 1=CUSIP, 2=SEDOL, 3=QUIK, …+2	10	FIX.2.7
23	IOIid	int	Unique identifier of IOI message.	2	FIX.2.7
24	IOIOthSvc	char	Indicates if, and on which other services, the indication has been advertised. Each character represents an additional service (e.g. if on Bridge and Autex, field = BA, if only on Autex, field = A) A=Autex, B=Bridge	1	FIX.2.7
25	IOIQltyInd	char	Relative quality of indication H=High, L=Low, M=Medium	1	FIX.2.7
26	IOIRefID	int	Reference identifier used with CANCEL and REPLACE, transaction types.	1	FIX.2.7
27	IOIShares	char	Number of shares in numeric or relative size. L=Large, M=Medium, S=Small	1	FIX.2.7
28	IOITransType	char	Identifies IOI message transaction type C=Cancel, N=New, R=Replace	1	FIX.2.7
29	LastCapacity	char	Broker capacity in order execution 1=Agent, 2=CrossAsAgent, 3=CrossAsPrincipal, …+1	1	FIX.2.7
30	LastMkt	char	Market of execution for last fill Valid values: See Appendix C	2	FIX.2.7
31	LastPx	float	Price of last fill. Field not required for ExecTransType = 3 (Status)	3	FIX.2.7
32	LastShares	int	Quantity of shares bought/sold on this fill. Field not required for ExecTransType = 3 (Status)	3	FIX.2.7
33	LinesOfText	int	Identifies number of lines of text body	2	FIX.2.7
34	MsgSeqNum	int	Integer message sequence number.	27	FIX.2.7
35	MsgType	char	Defines message type. ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted) Note: A "U" as the first character in the MsgType field indicates that the message format is privately defined between the sender and receiver. 0=Heartbeat, 1=TestRequest, 2=ResendRequest, …+24	27	FIX.2.7
36	NewSeqNo	int	New sequence number Valid values: 0 - 999999	1	FIX.2.7
37	OrderID	char	Unique identifier for Order as assigned by broker. Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.	8	FIX.2.7
38	OrderQty	int	Number of shares ordered	7	FIX.2.7
39	OrdStatus	char	Identifies current status of order. 0=New, 1=PartiallyFilled, 2=Filled, …+10	1	FIX.2.7
40	OrdType	char	Order type. 1=Market, 2=Limit, 3=Stop, …+12	4	FIX.2.7
41	OrigClOrdID	char	Original order id as assigned by the institution, used to identify original order in cancel and cancel/replace requests.	2	FIX.2.7
42	OrigTime	time	Time of message origination (always expressed in GMT)	2	FIX.2.7
43	PossDupFlag	char	Indicates possible retransmission of message with this sequence number N=OriginalTransmission, Y=PossibleDuplicate	27	FIX.2.7
44	Price	float	Price per share	6	FIX.2.7
45	RefSeqNum	int	Reference message sequence number	1	FIX.2.7
46	RelatdSym	char	Symbol of issue related to story. Can be repeated within message to identify multiple companies.	2	FIX.2.7
47	Rule80A	char	Indicates order type upon which exchange Rule 80A is applied. A=AgencySingleOrder, C=ProprietaryNonAlgo, D=ProgramOrderMember, …+8	4	FIX.2.7
48	SecurityID	char	CUSIP or other alternate security identifier	10	FIX.2.7
49	SenderCompID	char	Assigned value used to identify firm sending message.	27	FIX.2.7
50	SenderSubID	char	Assigned value used to identify specific message originator (desk, trader, etc.)	27	FIX.2.7
52	SendingTime	time	Time of message transmission (always expressed in GMT)	27	FIX.2.7
53	Shares	int	Number of shares	2	FIX.2.7
54	Side	char	Side of order 1=Buy, 2=Sell, 3=BuyMinus, …+3	10	FIX.2.7
55	Symbol	char	Ticker symbol	12	FIX.2.7
56	TargetCompID	char	Assigned value used to identify receiving firm.	27	FIX.2.7
57	TargetSubID	char	Assigned value used to identify specific individual or unit intended to receive message. "ADMIN" reserved for administrative messages not intended for a specific user.	27	FIX.2.7
58	Text	char	Free format text string	18	FIX.2.7
59	TimeInForce	char	Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. 0=Day, 1=GoodTillCancel, 2=AtTheOpening, …+4	4	FIX.2.7
60	TransactTime	time	Time of execution/order creation (expressed in GMT)	4	FIX.2.7
61	Urgency	char	Urgency flag 0=Normal, 1=Flash, 2=Background	1	FIX.2.7
62	ValidUntilTime	time	Indicates expiration time of indication message (always expressed in GMT)	2	FIX.2.7
63	SettlmntTyp	char	Indicates order settlement period. Absence of this field is interpreted as Regular. Regular is defined as the default settlement period for the particular security on the exchange of execution. 0=Regular, 1=Cash, 2=NextDay, …+7	5	FIX.2.7
64	FutSettDate	date	Specific date of trade settlement in YYYYMMDD format. Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option). (expressed in local time at place of settlement)	5	FIX.2.7
65	SymbolSfx	char	Additional information about the security (e.g. preferred, warrants, etc.). Absence of this field indicates common. Valid values: As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory	11	FIX.2.7
66	ListID	char	Customer assigned listUnique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days.	10	FIX.2.7
67	ListSeqNo	int	Sequence of individual order within list (i.e. ListSeqNo of ListNoOrds, 2 of 25, 3 of 25, . . . )	1	FIX.2.7
68	ListNoOrds	int	Total number of orders within list (i.e. ListSeqNo of ListNoOrds, e.g. 2 of 25, 3 of 25, . . . )	1	FIX.2.7
69	ListExecInst	char	Free format text message containing list handling and execution instructions.	1	FIX.2.7
70	AllocID	int	Unique identifier for allocation record.	2	FIX.2.7
71	AllocTransType	char	Identifies allocation transaction type 0=New, 1=Replace, 2=Cancel	1	FIX.2.7
72	RefAllocID	int	Reference identifier to be used with Replace and Cancel AllocTransType records.	1	FIX.2.7
73	NoOrders	int	Indicates number of orders to be combined for average pricing and allocation.	2	FIX.2.7
74	AvgPrxPrecision	int	Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is to be used.	1	FIX.2.7
75	TradeDate	date	Indicates date of trade referenced in this record in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).	3	FIX.2.7
76	ExecBroker	char	Identifies executing / give-up broker. Standard NASD market-maker mnemonic is preferred.	9	FIX.2.7
77	OpenClose	char	For options only.	1	FIX.2.7
78	NoAllocs	int	Number of AllocAccount/AllocShares/ProcessCode instances included in allocation record.	1	FIX.2.7
79	AllocAccount	char	Sub-account mnemonic	1	FIX.2.7
80	AllocShares	int	Number of shares to be allocated to specific sub-account	1	FIX.2.7
81	ProcessCode	char	Processing code for sub-account. Absence of this field in AllocAccount / AllocShares / ProcessCode instance indicates regular trade. 0=Regular, 1=SoftDollar, 2=StepIn, …+4	3	FIX.2.7
82	NoRpts	int	Total number of reports within series.	1	FIX.2.7
83	RptSeq	int	Sequence number of message within report series.	1	FIX.2.7
84	CxlQty	int	Total number of shares canceled for this order.	1	FIX.2.7
85	NoDlvyInst	int	Number of delivery instruction fields to follow	1	FIX.2.7
86	DlvyInst	char	Free format text field to indicate delivery instructions	1	FIX.2.7
87	AllocStatus	int	Identifies status of allocation. 0=Accepted, 1=BlockLevelReject, 2=AccountLevelReject, …+1	1	FIX.2.7
88	AllocRejCode	int	Identifies reason for rejection. 0=UnknownAccount, 1=IncorrectQuantity, 2=IncorrectAveragegPrice, …+5	1	FIX.2.7
89	Signature	data	Electronic signature	27	FIX.2.7
90	SecureDataLen	Length	Length of encrypted message	27	FIX.2.7
91	SecureData	data	Actual encrypted data stream	27	FIX.2.7
92	BrokerOfCredit	char	Broker to receive trade credit	1	FIX.2.7
93	SignatureLength	Length	Number of bytes in signature field.	27	FIX.2.7
94	EmailType	char	Email message type. 0=New, 1=Reply, 2=AdminReply	1	FIX.2.7
95	RawDataLength	Length	Number of bytes in raw data field.	3	FIX.2.7
96	RawData	data	Unformatted raw data, can include bitmaps, word processor documents, etc.	3	FIX.2.7
97	PossResend	char	Indicates that message may contain information that has been sent under another sequence number.	27	FIX.2.7
98	EncryptMethod	int	Method of encryption. 0=None, 1=PKCS, 2=DES, …+4	1	FIX.2.7
99	StopPx	float	Price per share Valid values: 0 - 99999999.9999	4	FIX.2.7
100	ExDestination	char	Execution destination as defined by institution when order is entered. 0=None, 4=POSIT	3	FIX.2.7
102	CxlRejReason	int	Code to identify reason for cancel rejection. 0=TooLateToCancel, 1=UnknownOrder	1	FIX.2.7
103	OrdRejReason	int	Code to identify reason for order rejection. 0=BrokerCredit, 1=UnknownSymbol, 2=ExchangeClosed, …+2	1	FIX.2.7
104	IOIQualifier	char	Code to qualify IOI use. A=AllOrNone, C=AtTheClose, I=InTouchWith, …+10	1	FIX.3.0
105	WaveNo	char	Identifier to aid in the management of multiple lists derived from a single, master list.	6	FIX.3.0
106	Issuer	char	Company name of security issuer (e.g. International Business Machines)	11	FIX.3.0
107	SecurityDesc	char	Security description.	11	FIX.3.0
108	HeartBtInt	int	Heartbeat interval (seconds)	1	FIX.3.0
109	ClientID	char	Firm identifier used in third party-transactions.	9	FIX.3.0
110	MinQty	int	Minimum quantity of an order to be executed.	3	FIX.3.0
111	MaxFloor	int	Maximum number of shares within an order to be shown on the exchange floor at any given time.	3	FIX.3.0
112	TestReqID	char	Identifier included in Test Request message to be returned in resulting Heartbeat	2	FIX.3.0
113	ReportToExch	char	Identifies party of trade responsible for exchange reporting. N=SenderReports, Y=ReceiverReports	1	FIX.3.0
114	LocateReqd	char	Indicates whether the broker is to locate the stock in conjuction with a short sell order. N=No, Y=Yes	2	FIX.4.0
115	OnBehalfOfCompID	char	Assigned value used to identify firm originating message if the message was delivered by a third party i.e. the third party firm identifier would be delivered in the SenderCompID field and the firm originating the message in this field.	27	FIX.4.0
116	OnBehalfOfSubID	char	Assigned value used to identify specific message originator (desk, trader, etc.) if the message was delivered by a third party	27	FIX.4.0
117	QuoteID	char	Unique identifier for quote	2	FIX.4.0
118	NetMoney	float	Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution.	2	FIX.4.0
119	SettlCurrAmt	float	Total amount due expressed in settlement currency (includes the effect of the forex transaction)	2	FIX.4.0
120	SettlCurrency	char	Currency code of settlement denomination.	5	FIX.4.0
121	ForexReq	char	Indicates request for forex accommodation trade to be executed along with security transaction. N=DoNotExecuteForexAfterSecurityTrade, Y=ExecuteForexAfterSecurityTrade	3	FIX.4.0
122	OrigSendingTime	time	Original time of message transmission (always expressed in GMT) when transmitting orders as the result of a resend request.	27	FIX.4.0
123	GapFillFlag	char	Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent. N=SequenceReset, Y=GapFillMessage	1	FIX.4.0
124	NoExecs	int	No of execution record groups to follow.	1	FIX.4.0
125	CxlType	char	Defines if cancel is for part or all of the remaining quantity of an order. F=FullRemainingQuantity, P=PartialCancel	1	FIX.4.0
126	ExpireTime	time	Time/Date of order expiration (always expressed in GMT)	4	FIX.4.0
127	DKReason	char	Reason for execution rejection. A=UnknownSymbol, B=WrongSide, C=QuantityExceedsOrder, …+3	1	FIX.4.0
128	DeliverToCompID	char	Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would be delivered in the TargetCompID field and the ultimate receiver firm ID in this field.	27	FIX.4.0
129	DeliverToSubID	char	Assigned value used to identify specific message recipient (desk, trader, etc.) if the message is delivered by a third party	27	FIX.4.0
130	IOINaturalFlag	char	Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity. N=NotNatural, Y=Natural	1	FIX.4.0
131	QuoteReqID	char	Unique identifier for quote request	2	FIX.4.0
132	BidPx	float	Bid price/rate	1	FIX.4.0
133	OfferPx	float	Offer price/rate	1	FIX.4.0
134	BidSize	int	Quantity of bid	1	FIX.4.0
135	OfferSize	int	Quantity of offer	1	FIX.4.0
136	NoMiscFees	int	Number of repeating groups of miscellaneous fees	2	FIX.4.0
137	MiscFeeAmt	float	Miscellaneous fee value	2	FIX.4.0
138	MiscFeeCurr	char	Currency of miscellaneous fee	2	FIX.4.0
139	MiscFeeType	char	Indicates type of miscellaneous fee. 1=Regulatory, 2=Tax, 3=LocalCommission, …+4	2	FIX.4.0
140	PrevClosePx	float	Previous closing price of security.	3	FIX.4.0

Fields — FIX.4.0