| ◈ StandardHeader [Component] | | Y | MsgType = 6 | FIX.2.7 |
| 8 | BeginString | char | Y | FIX.4.1 (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)
▶ 28 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 | | T | SettlementInstructions | Settlement Instructions |
| 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 |
| 142 | SenderLocationID | char | N | Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | FIX.4.1 |
| 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 |
| 143 | TargetLocationID | char | N | Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | FIX.4.1 |
| 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 |
| 144 | OnBehalfOfLocationID | char | N | Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.1 |
| 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 |
| 145 | DeliverToLocationID | char | N | Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.1 |
| 43 | PossDupFlag | char | N | Always required for retransmitted messages, 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.)
▶ 2 enum values
| Value | Name | Description |
|---|
| N | OriginalTransmission | Original transmission | | Y | PossibleResend | Possible resend |
| 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 |
| 23 | IOIid | char | Y | Unique identifier of IOI message.
(Prior to FIX 4.1 this field was of type int) | FIX.2.7 |
| 28 | IOITransType | char | Y | Identifies IOI message transaction type
▶ 3 enum values
| Value | Name | Description |
|---|
| C | Cancel | Cancel | | N | New | New | | R | Replace | Replace |
| FIX.2.7 |
| 26 | IOIRefID | char | N | Required for Cancel and Replace IOITransType messages | FIX.2.7 |
| 55 | Symbol | char | Y | Ticker symbol | 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 | CUSIP or other alternate security identifier | FIX.2.7 |
| 22 | IDSource | char | N | Identifies class of alternative SecurityID
▶ 7 enum values
| Value | Name | Description |
|---|
| 1 | CUSIP | CUSIP | | 2 | SEDOL | SEDOL | | 3 | QUIK | QUIK | | 4 | ISINNumber | ISIN number | | 5 | RICCode | RIC code | | 6 | ISOCurrencyCode | ISO Currency Code | | 7 | ISOCountryCode | ISO Country Code |
| FIX.2.7 |
| 167 | SecurityType | char | N | Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
▶ 30 enum values
| Value | Name | Description |
|---|
| BA | BankersAcceptance | Bankers Acceptance | | CD | CertificateOfDeposit | Certificate Of Deposit | | CMO | CollateralizedMortgageObligation | Collateralize Mortgage Obligation | | CORP | CorporateBond | Corporate Bond | | CP | CommercialPaper | Commercial Paper | | CPP | CorporatePrivatePlacement | Corporate Private Placement | | CS | CommonStock | Common Stock | | FHA | FederalHousingAuthority | Federal Housing Authority | | FHL | FederalHomeLoan | Federal Home Loan | | FN | FederalNationalMortgageAssociation | Federal National Mortgage Association | | FOR | ForeignExchangeContract | Foreign Exchange Contract | | FUT | Future | Future | | GN | GovernmentNationalMortgageAssociation | Government National Mortgage Association | | GOVT | TreasuriesAgencyDebenture | Treasuries + Agency Debenture | | MF | MutualFund | Mutual Fund | | MIO | MortgageInterestOnly | Mortgage Interest Only | | MPO | MortgagePrincipalOnly | Mortgage Principle Only | | MPP | MortgagePrivatePlacement | Mortgage Private Placement | | MPT | MiscellaneousPassThrough | Miscellaneous Pass-Thru | | MUNI | MunicipalBond | Municipal Bond | | NONE | NoSecurityType | No ISITC Security Type | | OPT | Option | Option | | PS | PreferredStock | Preferred Stock | | RP | RepurchaseAgreement | Repurchase Agreement | | RVRP | ReverseRepurchaseAgreement | Reverse Repurchase Agreement | | SL | StudentLoanMarketingAssociation | Student Loan Marketing Association | | TD | TimeDeposit | Time Deposit | | USTB | USTreasuryBillOld | US Treasury Bill | | WAR | Warrant | Warrant | | ZOO | CatsTigersAndLions | Cats, Tigers & Lions (a real code: US Treasury Receipts) |
| FIX.4.1 |
| 200 | MaturityMonthYear | MonthYear | N | For Options or Futures to specify the month and year of maturity. | FIX.4.1 |
| 205 | MaturityDay | DayOfMonth | N | For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date. | FIX.4.1 |
| 201 | PutOrCall | int | N | For Options.
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | Put | Put | | 1 | Call | Call |
| FIX.4.1 |
| 202 | StrikePrice | float | N | For Options. | FIX.4.1 |
| 206 | OptAttribute | char | N | For Options. | FIX.4.1 |
| 207 | SecurityExchange | char | N | Can be used to identify the security. | FIX.4.1 |
| 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 | Side of Indication
Valid values:
1 = Buy
2 = Sell
7 = Undisclosed (for IOIs)
▶ 8 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 | | 7 | Undisclosed | Undisclosed (valid for IOI message only) | | 8 | Cross | Cross (orders where counterparty is an exchange, valid for all messages except IOIs) |
| FIX.2.7 |
| 27 | IOIShares | char | Y | Number of shares in numeric or relative size.
▶ 3 enum values
| Value | Name | Description |
|---|
| L | Large | Large | | M | Medium | Medium | | S | Small | Small |
| FIX.2.7 |
| 44 | Price | float | N | Price per share | FIX.2.7 |
| 15 | Currency | char | N | Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See Appendix A for information on obtaining valid values. | FIX.2.7 |
| 62 | ValidUntilTime | time | N | Indicates expiration time of indication message (always expressed in GMT) | FIX.2.7 |
| 25 | IOIQltyInd | char | N | Relative quality of indication
▶ 3 enum values
| Value | Name | Description |
|---|
| H | High | High | | L | Low | Low | | M | Medium | Medium |
| FIX.2.7 |
| 24 | IOIOthSvc | char | N | Applicable only if advertised on public IOI service.
▶ 2 enum values
| Value | Name | Description |
|---|
| A | Autex | Autex | | B | Bridge | Bridge |
| FIX.2.7 |
| 130 | IOINaturalFlag | char | N | 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.
▶ 2 enum values
| Value | Name | Description |
|---|
| N | NotNatural | Not natural | | Y | Natural | Natural |
| FIX.4.0 |
| 199 | NoIOIQualifiers | int | N | Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers. | FIX.4.1 |
| 104 | IOIQualifier | char | N | Required if NoIOIQualifiers > 0
▶ 15 enum values
| Value | Name | Description |
|---|
| A | AllOrNone | All or none | | C | AtTheClose | At the close | | I | InTouchWith | In touch with | | L | Limit | Limit | | M | MoreBehind | More behind | | O | AtTheOpen | At the open | | P | TakingAPosition | Taking a position | | Q | AtTheMarket | At the Market (previously called Current Quote) | | S | PortfolioShown | Portfolio show-n | | T | ThroughTheDay | Through the day | | V | Versus | Versus | | W | Indication | Indication - Working away | | X | CrossingOpportunity | Crossing opportunity | | Y | AtTheMidpoint | At the Midpoint | | Z | PreOpen | Pre-open |
| FIX.3.0 |
| 58 | Text | char | N | Free format text string
(Note: this field does not have a specified maximum length) | FIX.2.7 |
| 60 | TransactTime | time | N | Time of execution/order creation (expressed in GMT) | FIX.4.1 |
| 149 | URLLink | char | N | A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) | FIX.4.1 |
| ◈ 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 |