| ◈ StandardHeader [Component] | | Y | MsgType = G | FIX.2.7 |
| 8 | BeginString | char | Y | FIX.4.0 (Always unencrypted, must be first field in message) | FIX.4.0 |
| 9 | BodyLength | int | Y | (Always unencrypted, must be second field in message) | FIX.4.0 |
| 35 | MsgType | char | Y | (Always unencrypted, must be third field in message)
▶ 27 enum values
| Value | Name | Description |
|---|
| 0 | Heartbeat | Heartbeat | | 1 | TestRequest | Test Request | | 2 | ResendRequest | Resend Request | | 3 | Reject | Reject | | 4 | SequenceReset | Sequence Reset | | 5 | Logout | Logout | | 6 | IOI | Indication of Interest | | 7 | Advertisement | Advertisement | | 8 | ExecutionReport | Execution Report | | 9 | OrderCancelReject | Order Cancel Reject | | A | Logon | Logon | | B | News | News | | C | Email | Email | | D | NewOrderSingle | Order - Single | | E | NewOrderList | Order - List | | F | OrderCancelRequest | Order Cancel Request | | G | OrderCancelReplaceRequest | Order Cancel/Replace Request | | H | OrderStatusRequest | Order Status Request | | J | AllocationInstruction | Allocation | | K | ListCancelRequest | List Cancel Request | | L | ListExecute | List Execute | | M | ListStatusRequest | List Status Request | | N | ListStatus | List Status | | P | AllocationInstructionAck | Allocation ACK | | Q | DontKnowTrade | Dont Know Trade (DK) | | R | QuoteRequest | Quote Request | | S | Quote | Quote |
| FIX.4.0 |
| 49 | SenderCompID | char | Y | (Always unencrypted) | FIX.4.0 |
| 56 | TargetCompID | char | Y | (Always unencrypted) | FIX.4.0 |
| 115 | OnBehalfOfCompID | char | N | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) | FIX.4.0 |
| 128 | DeliverToCompID | char | N | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) | FIX.4.0 |
| 90 | SecureDataLen | Length | N | Required to identify length of encrypted section of message. (Always unencrypted) | FIX.4.0 |
| 91 | SecureData | data | N | Required when message body is encrypted. Always immediately follows SecureDataLen field. | FIX.4.0 |
| 34 | MsgSeqNum | int | Y | (Can be embedded within encrypted data section.) | FIX.4.0 |
| 50 | SenderSubID | char | N | (Can be embedded within encrypted data section.) | FIX.4.0 |
| 57 | TargetSubID | char | N | "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) | FIX.4.0 |
| 116 | OnBehalfOfSubID | char | N | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.0 |
| 129 | DeliverToSubID | char | N | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.0 |
| 43 | PossDupFlag | char | N | Always required for retransmissions, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)
▶ 2 enum values
| Value | Name | Description |
|---|
| N | OriginalTransmission | Original transmission | | Y | PossibleDuplicate | Possible duplicate |
| FIX.4.0 |
| 97 | PossResend | char | N | Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.) | FIX.4.0 |
| 52 | SendingTime | time | Y | (Can be embedded within encrypted data section.) | FIX.4.0 |
| 122 | OrigSendingTime | time | N | Required for message resends. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.) | FIX.4.0 |
| 37 | OrderID | char | N | Unique identifier of original order as assigned by broker | FIX.2.7 |
| 109 | ClientID | char | N | Used for firm identification in third-party transactions. | FIX.3.0 |
| 76 | ExecBroker | char | N | Used for firm identification in third-party transactions. | FIX.2.7 |
| 41 | OrigClOrdID | char | Y | Unique identifier of original order as assigned by institution. | FIX.2.7 |
| 11 | ClOrdID | char | Y | Unique identifier of replacement order as assigned by institution. Note that this identifier will be used in ClOrdID field of the Cancel Reject Message if the replacement request is rejected. | FIX.2.7 |
| 66 | ListID | char | N | Required for List Orders | FIX.2.7 |
| 1 | Account | char | N | Account mnemonic as agreed between broker and institution. | FIX.2.7 |
| 63 | SettlmntTyp | char | N | Absence of this field is interpreted as Regular.
▶ 10 enum values
| Value | Name | Description |
|---|
| 0 | Regular | Regular | | 1 | Cash | Cash | | 2 | NextDay | Next Day | | 3 | TPlus2 | T+2 | | 4 | TPlus3 | T+3 | | 5 | TPlus4 | T+4 | | 6 | Future | Future | | 7 | WhenAndIfIssued | When Issued | | 8 | SellersOption | Sellers Option | | 9 | TPlus5 | T+ 5 |
| FIX.2.7 |
| 64 | FutSettDate | date | N | Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option) | FIX.2.7 |
| 21 | HandlInst | char | Y | Must match original order
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | AutomatedExecutionNoIntervention | Automated execution order, private, no Broker intervention | | 2 | AutomatedExecutionInterventionOK | Automated execution order, public, Broker intervention OK | | 3 | ManualOrder | Manual order, best execution |
| FIX.2.7 |
| 18 | ExecInst | char | N | Can contain multiple instructions, space delimited. Replacement order must be created with new parameters (i.e. original order values will not be brought forward to replacement order unless redefined within this message).
▶ 25 enum values
| Value | Name | Description |
|---|
| 0 | StayOnOfferSide | Stay on offerside | | 1 | NotHeld | Not held | | 2 | Work | Work | | 3 | GoAlong | Go along | | 4 | OverTheDay | Over the day | | 5 | Held | Held | | 6 | ParticipateDoNotInitiate | Participate don't initiate | | 7 | StrictScale | Strict scale | | 8 | TryToScale | Try to scale | | 9 | StayOnBidSide | Stay on bidside | | A | NoCross | No cross | | B | OKToCross | OK to cross | | C | CallFirst | Call first | | D | PercentOfVolume | Percent of volume | | E | DoNotIncrease | Do not increase - DNI | | F | DoNotReduce | Do not reduce - DNR | | G | AllOrNone | All or none - AON | | I | InstitutionsOnly | Institutions only | | L | LastPeg | Last peg (last sale) | | M | MidPricePeg | Mid-price peg (midprice of inside quote) | | N | NonNegotiable | Non-negotiable | | O | OpeningPeg | Opening peg | | P | MarketPeg | Market peg | | R | PrimaryPeg | Primary peg (primary market - buy at bid/sell at offer) | | S | Suspend | Suspend |
| FIX.2.7 |
| 110 | MinQty | int | N | Minimum quantity of an order to be executed. | FIX.3.0 |
| 111 | MaxFloor | int | N | Maximum number of shares within an order to be shown on the exchange floor at any given time. | FIX.3.0 |
| 100 | ExDestination | char | N | Execution destination as defined by institution when order is entered.
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | None | none | | 4 | POSIT | POSIT |
| FIX.3.0 |
| 55 | Symbol | char | Y | Must match original order | FIX.2.7 |
| 65 | SymbolSfx | char | N | 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 | FIX.2.7 |
| 48 | SecurityID | char | N | Must match original order | FIX.2.7 |
| 22 | IDSource | char | N | Must match original order
▶ 5 enum values
| Value | Name | Description |
|---|
| 1 | CUSIP | CUSIP | | 2 | SEDOL | SEDOL | | 3 | QUIK | QUIK | | 4 | ISINNumber | ISIN number | | 5 | RICCode | RIC code |
| FIX.2.7 |
| 106 | Issuer | char | N | Company name of security issuer (e.g. International Business Machines) | FIX.3.0 |
| 107 | SecurityDesc | char | N | Security description. | FIX.3.0 |
| 54 | Side | char | Y | Must match original side, however, Buy and Buy Minus can be interchanged as well as Sell and Sell Plus
▶ 6 enum values
| Value | Name | Description |
|---|
| 1 | Buy | Buy | | 2 | Sell | Sell | | 3 | BuyMinus | Buy minus | | 4 | SellPlus | Sell plus | | 5 | SellShort | Sell short | | 6 | SellShortExempt | Sell short exempt |
| FIX.2.7 |
| 38 | OrderQty | int | Y | Number of shares ordered | FIX.2.7 |
| 40 | OrdType | char | Y | Order type.
▶ 15 enum values
| Value | Name | Description |
|---|
| 1 | Market | Market | | 2 | Limit | Limit | | 3 | Stop | Stop | | 4 | StopLimit | Stop limit | | 5 | MarketOnClose | Market on close | | 6 | WithOrWithout | With or without | | 7 | LimitOrBetter | Limit or better | | 8 | LimitWithOrWithout | Limit with or without | | 9 | OnBasis | On basis | | A | OnClose | On close | | B | LimitOnClose | Limit on close | | C | ForexMarket | Forex | | D | PreviouslyQuoted | Previously quoted | | E | PreviouslyIndicated | Previously indicated | | P | Pegged | Pegged (requires ExecInst = L, R, M, P or O) |
| FIX.2.7 |
| 44 | Price | float | N | Required for limit OrdTypes | FIX.2.7 |
| 99 | StopPx | float | N | Required for stop OrdTypes | FIX.2.7 |
| 15 | Currency | char | N | Message without currency field is interpreted as US dollars. Must match original order. | FIX.2.7 |
| 59 | TimeInForce | char | N | Absence of this field indicates Day order
▶ 7 enum values
| Value | Name | Description |
|---|
| 0 | Day | Day | | 1 | GoodTillCancel | Good Till Cancel (GTC) | | 2 | AtTheOpening | At the Opening (OPG) | | 3 | ImmediateOrCancel | Immediate or Cancel (OC) | | 4 | FillOrKill | Fill or Kill (FOK) | | 5 | GoodTillCrossing | Good Till Crossing (GTX) | | 6 | GoodTillDate | Good Till Date |
| FIX.2.7 |
| 126 | ExpireTime | time | N | Required if TimeInForce = GTD | FIX.4.0 |
| 12 | Commission | float | N | Commission | FIX.2.7 |
| 13 | CommType | char | N | Commission type
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | PerUnit | per share | | 2 | Percent | percentage | | 3 | Absolute | absolute |
| FIX.2.7 |
| 47 | Rule80A | char | N | Must match original order
▶ 11 enum values
| Value | Name | Description |
|---|
| A | AgencySingleOrder | Agency single order | | C | ProprietaryNonAlgo | Program Order, non-index arb, for Member firm/org | | D | ProgramOrderMember | Program Order, index arb, for Member firm/org | | I | IndividualInvestor | Individual Investor, single order | | J | ProprietaryAlgo | Program Order, index arb, for individual customer | | K | AgencyAlgo | Program Order, non-index arb, for individual customer | | M | ProgramOrderOtherMember | Program Order, index arb, for other member | | N | AgentForOtherMember | Program Order, non-index arb, for other member | | U | AgencyIndexArb | Program Order, index arb, for other agency | | W | AllOtherOrdersAsAgentForOtherMember | All other orders as agent for other member | | Y | AgencyNonAlgo | Program Order, non-index arb, for other agency |
| FIX.2.7 |
| 121 | ForexReq | char | N | Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
▶ 2 enum values
| Value | Name | Description |
|---|
| N | DoNotExecuteForexAfterSecurityTrade | Do not execute Forex after security trade | | Y | ExecuteForexAfterSecurityTrade | Execute Forex after security trade |
| FIX.4.0 |
| 120 | SettlCurrency | char | N | Required if ForexReq = Y. | FIX.4.0 |
| 58 | Text | char | N | Free format text string | FIX.2.7 |
| ◈ StandardTrailer [Component] | | Y | The standard FIX message trailer | FIX.2.7 |
| 93 | SignatureLength | Length | N | Required when trailer contains signature. Note: Not to be included within SecureData field | FIX.4.0 |
| 89 | Signature | data | N | Note: Not to be included within SecureData field | FIX.4.0 |
| 10 | CheckSum | char | Y | (Always unencrypted, always last field in message) | FIX.4.0 |