| ◈ StandardHeader [Component] | | Y | MsgType = k (lowercase) | FIX.4.2 |
| 8 | BeginString | String | Y | FIX.4.2 (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 | String | Y | (Always unencrypted, must be third field in message)
▶ 46 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 | QuoteStatusRequest | Quote Status Request | | A | Logon | Logon | | B | News | News | | b | MassQuoteAcknowledgement | Quote Acknowledgement | | C | Email | Email | | c | SecurityDefinitionRequest | Security Definition Request | | D | NewOrderSingle | Order Single | | d | SecurityDefinition | Security Definition | | E | NewOrderList | Order List | | e | SecurityStatusRequest | Security Status Request | | f | SecurityStatus | Security Status | | F | OrderCancelRequest | Order Cancel Request | | G | OrderCancelReplaceRequest | Order Cancel/Replace Request | | g | TradingSessionStatusRequest | Trading Session Status Request | | H | OrderStatusRequest | Order Status Request | | h | TradingSessionStatus | Trading Session Status | | i | MassQuote | Mass Quote | | j | BusinessMessageReject | Business Message Reject | | J | AllocationInstruction | Allocation | | K | ListCancelRequest | List Cancel Request | | k | BidRequest | Bid Request | | l | BidResponse | Bid Response (lowercase L) | | L | ListExecute | List Execute | | m | ListStrikePrice | List Strike Price | | 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 | | V | MarketDataRequest | Market Data Request | | W | MarketDataSnapshotFullRefresh | Market Data-Snapshot/Full Refresh | | X | MarketDataIncrementalRefresh | Market Data-Incremental Refresh | | Y | MarketDataRequestReject | Market Data Request Reject | | Z | QuoteCancel | Quote Cancel |
| FIX.4.0 |
| 49 | SenderCompID | String | Y | (Always unencrypted) | FIX.4.0 |
| 56 | TargetCompID | String | Y | (Always unencrypted) | FIX.4.0 |
| 115 | OnBehalfOfCompID | String | 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 | String | 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 | String | N | (Can be embedded within encrypted data section.) | FIX.4.0 |
| 142 | SenderLocationID | String | N | Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | FIX.4.1 |
| 57 | TargetSubID | String | N | "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) | FIX.4.0 |
| 143 | TargetLocationID | String | N | Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | FIX.4.1 |
| 116 | OnBehalfOfSubID | String | N | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.0 |
| 144 | OnBehalfOfLocationID | String | 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 | String | N | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.0 |
| 145 | DeliverToLocationID | String | 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 | Boolean | 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 | Boolean | 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 | UTCTimestamp | Y | (Can be embedded within encrypted data section.) | FIX.4.0 |
| 122 | OrigSendingTime | UTCTimestamp | N | Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.) | FIX.4.0 |
| 212 | XmlDataLen | Length | N | Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.) | FIX.4.2 |
| 213 | XmlData | data | N | Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.)
See Appendix M – FIXML Support | FIX.4.2 |
| 347 | MessageEncoding | String | N | Type of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used.
▶ 4 enum values
| Value | Name | Description |
|---|
| EUC-JP | EUCJP | (for using EUC) | | ISO-2022-JP | ISO2022JP | (for using JIS) | | Shift_JIS | ShiftJIS | (for using SJIS) | | UTF-8 | UTF8 | (for using Unicode) |
| FIX.4.2 |
| 369 | LastMsgSeqNumProcessed | int | N | The last MsgSeqNum value received and processed. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. | FIX.4.2 |
| 370 | OnBehalfOfSendingTime | UTCTimestamp | N | Used when a message is sent via a "hub" or "service bureau". If A sends to Q (the hub) who then sends to B via a separate FIX session, then when Q sends to B the value of this field should represent the SendingTime on the message A sent to Q. (always expressed in UTC (Universal Time Coordinated, also known as "GMT") | FIX.4.2 |
| 390 | BidID | String | N | Required to relate the bid response | FIX.4.2 |
| 391 | ClientBidID | String | Y | Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day. | FIX.4.2 |
| 374 | BidRequestTransType | char | Y | Identifies the Bid Request message transaction type
▶ 2 enum values
| Value | Name | Description |
|---|
| C | Cancel | Cancel | | N | New | New |
| FIX.4.2 |
| 392 | ListName | String | N | Descriptive name for list order. | FIX.4.2 |
| 393 | TotalNumSecurities | int | Y | Total number of securities. | FIX.4.2 |
| 394 | BidType | int | Y | e.g. "Non Disclosed", "Disclosed", No Bidding Process | FIX.4.2 |
| 395 | NumTickets | int | N | Total number of tickets/allocations assuming fully executed | FIX.4.2 |
| 15 | Currency | Currency | N | Used to represent the currency of monetary amounts. | FIX.4.2 |
| 396 | SideValue1 | Amt | N | Expressed in Currency | FIX.4.2 |
| 397 | SideValue2 | Amt | N | Expressed in Currency | FIX.4.2 |
| 398 | NoBidDescriptors | int | N | Used if BidType="Non Disclosed" | FIX.4.2 |
| 399 | BidDescriptorType | int | N | Required if NoBidDescriptors > 0. Must be first field in repeating group. | FIX.4.2 |
| 400 | BidDescriptor | String | N | BidDescriptor value. Usage depends upon BidDescriptorType. | FIX.4.2 |
| 401 | SideValueInd | int | N | Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. | FIX.4.2 |
| 404 | LiquidityValue | Amt | N | Value between LiquidityPctLow and LiquidityPctHigh in Currency | FIX.4.2 |
| 441 | LiquidityNumSecurities | int | N | Number of Securites between LiquidityPctLow and LiquidityPctHigh in Currency | FIX.4.2 |
| 402 | LiquidityPctLow | float | N | Liquidity indicator or lower limit if LiquidityNumSecurities > 1 | FIX.4.2 |
| 403 | LiquidityPctHigh | float | N | Upper liquidity indicator if LiquidityNumSecurities > 1 | FIX.4.2 |
| 405 | EFPTrackingError | float | N | Eg Used in EFP (Exchange For Physical) trades 12% | FIX.4.2 |
| 406 | FairValue | Amt | N | Used in EFP trades | FIX.4.2 |
| 407 | OutsideIndexPct | float | N | Used in EFP trades | FIX.4.2 |
| 408 | ValueOfFutures | Amt | N | Used in EFP trades | FIX.4.2 |
| 420 | NoBidComponents | int | N | Used if BidType="Disclosed" | FIX.4.2 |
| 66 | ListID | String | N | Required if NoBidComponents > 0. Must be first field in repeating group. | FIX.4.2 |
| 54 | Side | char | N | When used in request for a "Disclosed" bid indicates that bid is required on assumption that SideValue1 is Buy or Sell. SideValue2 can be derived by inference.
▶ 9 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 and List Order messages only) | | 8 | Cross | Cross (orders where counterparty is an exchange, valid for all messages except IOIs) | | 9 | CrossShort | Cross short |
| FIX.4.2 |
| 336 | TradingSessionID | String | N | Indicates off-exchange type activities for Detail. | FIX.4.2 |
| 430 | NetGrossInd | int | N | Indicates Net or Gross for selling Detail.
▶ 2 enum values
| Value | Name | Description |
|---|
| 1 | Net | Net | | 2 | Gross | Gross |
| FIX.4.2 |
| 63 | SettlmntTyp | char | N | Indicates order settlement period for Detail.
▶ 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.4.2 |
| 64 | FutSettDate | LocalMktDate | N | Specific date of trade settlement (SettlementDate) in YYYYMMDD format. Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option). (expressed in local time at place of settlement) | FIX.4.2 |
| 1 | Account | String | N | Account mnemonic as agreed between broker and institution. | FIX.4.2 |
| 409 | LiquidityIndType | int | N | Code to identify the type of liquidity indicator.
▶ 4 enum values
| Value | Name | Description |
|---|
| 1 | FiveDayMovingAverage | 5 day moving average | | 2 | TwentyDayMovingAverage | 20 day moving average | | 3 | NormalMarketSize | Normal Market Size | | 4 | Other | Other |
| FIX.4.2 |
| 410 | WtAverageLiquidity | float | N | Overall weighted average liquidity expressed as a % of average daily volume | FIX.4.2 |
| 411 | ExchangeForPhysical | Boolean | N | Indicates whether or not to exchange for phsyical.
▶ 2 enum values
| Value | Name | Description |
|---|
| N | False | False | | Y | True | True |
| FIX.4.2 |
| 412 | OutMainCntryUIndex | Amt | N | % value of stocks outside main country in Currency | FIX.4.2 |
| 413 | CrossPercent | float | N | % of program that crosses in Currency | FIX.4.2 |
| 414 | ProgRptReqs | int | N | Code to identify the desired frequency of progress reports.
▶ 3 enum values
| Value | Name | Description |
|---|
| 1 | BuySideRequests | BuySide explicitly requests status using StatusRequest (Default) The sell-side firm can however, send a DONE status List Status Response in an unsolicited fashion | | 2 | SellSideSends | SellSide periodically sends status using ListStatus. Period optionally specified in ProgressPeriod | | 3 | RealTimeExecutionReports | Real-time execution reports (to be discouraged) |
| FIX.4.2 |
| 415 | ProgPeriodInterval | int | N | Time in minutes between each ListStatus report sent by SellSide. Zero means don’t send status. | FIX.4.2 |
| 416 | IncTaxInd | int | N | Net/Gross
▶ 2 enum values
| Value | Name | Description |
|---|
| 1 | Net | Net | | 2 | Gross | Gross |
| FIX.4.2 |
| 121 | ForexReq | Boolean | N | Is foreign exchange required
▶ 2 enum values
| Value | Name | Description |
|---|
| N | DoNotExecuteForexAfterSecurityTrade | Do not execute Forex after security trade | | Y | ExecuteForexAfterSecurityTrade | Execute Forex after security trade |
| FIX.4.2 |
| 417 | NumBidders | int | N | Indicates the total number of bidders on the list | FIX.4.2 |
| 75 | TradeDate | LocalMktDate | N | Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). | FIX.4.2 |
| 418 | TradeType | char | Y | Code to represent the type of trade.
▶ 4 enum values
| Value | Name | Description |
|---|
| A | Agency | Agency | | G | VWAPGuarantee | VWAP Guarantee | | J | GuaranteedClose | Guaranteed Close | | R | RiskTrade | Risk Trade |
| FIX.4.2 |
| 419 | BasisPxType | char | Y | Code to represent the basis price type.
▶ 13 enum values
| Value | Name | Description |
|---|
| 2 | ClosingPriceAtMorningSession | Closing Price at morning session | | 3 | ClosingPrice | Closing Price | | 4 | CurrentPrice | Current price | | 5 | SQ | SQ | | 6 | VWAPThroughADay | VWAP through a day | | 7 | VWAPThroughAMorningSession | VWAP through a morning session | | 8 | VWAPThroughAnAfternoonSession | VWAP through an afternoon session | | 9 | VWAPThroughADayExcept | VWAP through a day except YORI | | A | VWAPThroughAMorningSessionExcept | VWAP through a morning session except YORI | | B | VWAPThroughAnAfternoonSessionExcept | VWAP through an afternoon session except YORI | | C | Strike | Strike | | D | Open | Open | | Z | Others | Others |
| FIX.4.2 |
| 443 | StrikeTime | UTCTimestamp | N | Used when BasisPxType = "C" | FIX.4.2 |
| 58 | Text | String | N | Free format text string
(Note: this field does not have a specified maximum length) | FIX.4.2 |
| 354 | EncodedTextLen | Length | N | Must be set if EncodedText field is specified and must immediately precede it. | FIX.4.2 |
| 355 | EncodedText | data | N | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | FIX.4.2 |
| ◈ StandardTrailer [Component] | | Y | The standard FIX message trailer | FIX.4.2 |
| 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 | String | Y | (Always unencrypted, always last field in message) | FIX.4.0 |