| ◈ StandardHeader [Component] | | Y | MsgType = D | 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 |
| 11 | ClOrdID | char | Y | Unique identifier of the order as assigned by institution. | 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 |
| 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.
▶ 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.2.7 |
| 111 | MaxFloor | int | N | Maximum number of shares within an order to be shown on the exchange floor at any given time. | FIX.2.7 |
| 100 | ExDestination | char | N | Execution destination as defined by institution when order is entered. | FIX.2.7 |
| 81 | ProcessCode | char | N | Used to identify soft trades at order entry.
▶ 7 enum values
| Value | Name | Description |
|---|
| 0 | Regular | regular | | 1 | SoftDollar | soft dollar | | 2 | StepIn | step-in | | 3 | StepOut | step-out | | 4 | SoftDollarStepIn | soft-dollar step-in | | 5 | SoftDollarStepOut | soft-dollar step-out | | 6 | PlanSponsor | plan sponsor |
| 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 |
| 140 | PrevClosePx | float | N | Useful for verifying security identification | FIX.4.0 |
| 54 | Side | char | Y | Side of order
▶ 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 |
| 114 | LocateReqd | char | N | Required for short sell orders
▶ 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.4.0 |
| 38 | OrderQty | int | N | Either CashOrderQty or OrderQty is required. | 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 |
| 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 |
| 23 | IOIid | char | N | Required for Previously Indicated Orders (OrdType=E) | FIX.2.7 |
| 117 | QuoteID | char | N | Required for Previously Quoted Orders (OrdType=D) | FIX.4.0 |
| 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 | Note that the name of this field is changing to "OrderCapacity" as Rule80A is a very US market-specific term. Other world markets need to convey similar information, however, often a subset of the US values. . See the "Rule80A (aka OrderCapacity) Usage by Market" appendix for market-specific usage of this field.
▶ 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 |
| 211 | PegDifference | float | N | Price difference for a pegged order. | 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 |