| ◈ StandardHeader [Component] | | Y | MsgType = G | 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 |
| 37 | OrderID | char | N | Unique identifier of most recent 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 | ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. | 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 | Instructions for order handling on Broker trading floor
▶ 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).
▶ 27 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 (cross is forbidden) | | B | OKToCross | OK to cross | | C | CallFirst | Call first | | D | PercentOfVolume | Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage) | | 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 | | U | CustomerDisplayInstruction | Customer Display Instruction (Rule11Ac1-1/4) | | V | Netting | Netting (for Forex) |
| 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. | 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
▶ 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 | Must match original side, however, Buy and Buy Minus can be interchanged as well as Sell and Sell Plus
▶ 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 |
| 38 | OrderQty | int | N | Either CashOrderQty or OrderQty is required. Should be the "Total Intended Order Quantity" (including the amount already executed for this chain of orders) | FIX.2.7 |
| 152 | CashOrderQty | float | N | Either CashOrderQty or OrderQty is required. Specifies the approximate "dollar quantity" for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages. | FIX.4.1 |
| 40 | OrdType | char | Y | Order type.
▶ 18 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 - Market | | D | PreviouslyQuoted | Previously quoted | | E | PreviouslyIndicated | Previously indicated | | F | ForexLimit | Forex - Limit | | G | ForexSwap | Forex - Swap | | H | ForexPreviouslyQuoted | Forex - Previously Quoted | | P | Pegged | Pegged (requires ExecInst = L, R, M, P or O) |
| FIX.2.7 |
| 44 | Price | float | N | Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. | FIX.2.7 |
| 99 | StopPx | float | N | Required for OrdType = "Stop" or OrdType = "Stop limit". | FIX.2.7 |
| 211 | PegDifference | float | N | Price difference for a pegged order. | FIX.4.1 |
| 15 | Currency | char | N | 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. Note if CommType is percentage, Commission of 5% should be represented as .05. | 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
▶ 23 enum values
| Value | Name | Description |
|---|
| A | AgencySingleOrder | Agency single order | | B | ShortExemptTransactionAType | Short exempt transaction (refer to A type) | | C | ProprietaryNonAlgo | Program Order, non-index arb, for Member firm/org | | D | ProgramOrderMember | Program Order, index arb, for Member firm/org | | E | ShortExemptTransactionForPrincipal | Registered Equity Market Maker trades | | F | ShortExemptTransactionWType | Short exempt transaction (refer to W type) | | H | ShortExemptTransactionIType | Short exempt transaction (refer to I type) | | 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 | | L | ShortExemptTransactionMemberAffliated | Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types) | | M | ProgramOrderOtherMember | Program Order, index arb, for other member | | N | AgentForOtherMember | Program Order, non-index arb, for other member | | O | ProprietaryTransactionAffiliated | Competing dealer trades | | P | Principal | Principal | | R | TransactionNonMember | Competing dealer trades | | S | SpecialistTrades | Specialist trades | | T | TransactionUnaffiliatedMember | Competing dealer trades | | U | AgencyIndexArb | Program Order, index arb, for other agency | | W | AllOtherOrdersAsAgentForOtherMember | All other orders as agent for other member | | X | ShortExemptTransactionMemberNotAffliated | Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types) | | Y | AgencyNonAlgo | Program Order, non-index arb, for other agency | | Z | ShortExemptTransactionNonMember | Short exempt transaction for non-member competing market-maker (refer to A and R types) |
| 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
(Note: this field does not have a specified maximum length) | FIX.2.7 |
| 193 | FutSettDate2 | date | N | Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. | FIX.4.1 |
| 192 | OrderQty2 | float | N | Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. | FIX.4.1 |
| 77 | OpenClose | char | N | For options
▶ 2 enum values
| Value | Name | Description |
|---|
| C | Close | Close | | O | Open | Open |
| FIX.4.1 |
| 203 | CoveredOrUncovered | int | N | For options
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | Covered | Covered | | 1 | Uncovered | Uncovered |
| FIX.4.1 |
| 204 | CustomerOrFirm | int | N | For options when delivering the order to execution system/exchange.
▶ 2 enum values
| Value | Name | Description |
|---|
| 0 | Customer | Customer | | 1 | Firm | Firm |
| FIX.4.1 |
| 210 | MaxShow | int | N | Maximum number of shares within an order to be shown to other customers (i.e. sent via an IOI). | FIX.4.1 |
| 114 | LocateReqd | char | N | Indicates whether the broker is to locate the stock in conjunction with a short sell order.
▶ 2 enum values
| Value | Name | Description |
|---|
| N | No | Indicates the broker is not required to locate | | Y | Yes | Indicates the broker is responsible for locating the stock |
| 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 |